N-MFP LIVE N 2010-12-30 0000356173 S000004822 6 N N 002-74808 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 DELOITTE & TOUCHE LLP Boston MA NA FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 57 85 65484224743.27 221039255.08 126508338.98 65578755659.37 0.0039 1.0003 2010-12-30 1.0003 2010-12-30 C000013041 1000000.00 31962355545.92 1.00 -2786633220.37 11746583035.27 14533216255.64 0.0021 1.0003 2010-12-30 1.0003 2010-12-30 C000013086 1000000.00 483043498.24 1.00 -17368083.19 174444320.44 191812403.63 0.0006 1.0002 2010-12-30 1.0002 2010-12-30 C000013087 1000000.00 3759950710.97 1.00 -89999241.38 2386418058.81 2476417300.19 0.0001 0.9997 2010-12-30 0.9997 2010-12-30 C000013088 1000000.00 563478819.16 1.00 21628374.76 540863669.38 519235294.62 0.0016 1.0002 2010-12-30 1.0002 2010-12-30 C000056571 10000000.00 28220381098.68 1.00 -1682661188.48 16554673328.27 18237334516.75 0.0025 1.0003 2010-12-30 1.0003 2010-12-30 C000077337 1.00 589545986.40 1.00 107792030.27 110705294.22 2913263.95 0.0025 1.0000 2010-12-30 1.0000 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 127000000.00 127000000.00 0.0019 N 126986030.00 126986030.00 Bank of Montreal Bank of Montreal, 0.35% 06366UEG9 Certificate of Deposit First Tier Security 2011-01-24 2011-10-24 N N N 235500000.00 235500000.00 0.0036 N 235405564.50 235405564.50 Bank of Montreal Bank of Montreal, 0.36% 06366UEK0 Certificate of Deposit First Tier Security 2011-01-24 2011-11-22 N N N 57000000.00 57000000.00 0.0009 N 56974977.00 56974977.00 Bank of Montreal Bank of Montreal, 0.41% 06366FK91 Certificate of Deposit First Tier Security 2011-01-25 2011-05-25 N N N 204000000.00 204000000.00 0.0031 N 203969400.00 203969400.00 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 220000000.00 220000000.00 0.0034 N 220000000.00 220000000.00 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 109000000.00 109000000.00 0.0017 N 109000000.00 109000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06416P5J4 Certificate of Deposit First Tier Security 2011-01-18 2011-04-13 N N N 205000000.00 205000000.00 0.0031 N 205004100.00 205004100.00 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 95000000.00 95000000.00 0.0014 N 94838215.00 94838215.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.26% 06538DCU1 Certificate of Deposit First Tier Security 2011-01-14 2011-01-14 N N N 1000000000.00 1000000000.00 0.0152 N 999996100.00 999996100.00 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 188000000.00 187999997.59 0.0029 N 188000206.80 188000206.80 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 206000000.00 206000000.00 0.0031 N 205988628.80 205988628.80 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 208000000.00 208000000.00 0.0032 N 207988456.00 207988456.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3V5 Certificate of Deposit First Tier Security 2011-07-11 2011-07-11 N N N 208000000.00 208000000.00 0.0032 N 207988268.80 207988268.80 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 426000000.00 426000000.00 0.0065 N 426108970.80 426108970.80 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 206000000.00 206000000.00 0.0031 N 206052035.60 206052035.60 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.62% 06538AP58 Certificate of Deposit First Tier Security 2011-01-24 2011-01-24 N N N 518000000.00 518000000.00 0.0079 N 518120590.40 518120590.40 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 868000000.00 868000000.00 0.0132 N 867999913.20 867999913.20 BNP Paribas New York Branch BNP Paribas New York Branch, 0.30% 0556M5YY5 Certificate of Deposit First Tier Security 2011-02-23 2011-02-23 N N N 250000000.00 250000000.00 0.0038 N 249992475.00 249992475.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.37% 0556M5B20 Certificate of Deposit First Tier Security 2011-03-09 2011-03-09 N N N 594000000.00 594000000.00 0.0091 N 593999881.20 593999881.20 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 750000000.00 750000000.00 0.0114 N 749834550.00 749834550.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.44% 0556M5RC1 Certificate of Deposit First Tier Security 2011-03-16 2011-03-16 N N N 90000000.00 90000000.00 0.0014 N 90013023.00 90013023.00 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 839000000.00 839000000.00 0.0128 N 839131219.60 839131219.60 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 621000000.00 621000000.00 0.0095 N 621145686.60 621145686.60 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 207000000.00 207000000.00 0.0032 N 206922789.00 206922789.00 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 416000000.00 416000000.00 0.0063 N 415825696.00 415825696.00 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 112000000.00 112000000.00 0.0017 N 111994736.00 111994736.00 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 206000000.00 206002165.27 0.0031 N 205968070.00 205968070.00 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 103000000.00 103000000.00 0.0016 N 102989803.00 102989803.00 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 224000000.00 224000000.00 0.0034 N 224141948.80 224141948.80 Credit Agricole CIB Credit Agricole CIB, 0.36% 22532YYJ9 Certificate of Deposit First Tier Security 2011-03-01 2011-03-01 N N N 462000000.00 462000000.00 0.0070 N 461999953.80 461999953.80 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 434000000.00 434000000.00 0.0066 N 433992491.80 433992491.80 DZ BANK AG DZ BANK AG, 0.40% 23322A7H7 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 220000000.00 220000000.00 0.0034 N 220025036.00 220025036.00 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 205000000.00 205000000.00 0.0031 N 205000000.00 205000000.00 National Bank Canada National Bank Canada, 0.39% 63306VP87 Certificate of Deposit First Tier Security 2011-02-07 2011-11-04 N N N 566000000.00 566000000.00 0.0086 N 565760016.00 565760016.00 Natixis SA Natixis SA, 0.35% 63873BT80 Certificate of Deposit First Tier Security 2011-01-19 2011-01-19 N N N 309000000.00 309000000.00 0.0047 N 309013039.80 309013039.80 Natixis SA Natixis SA, 0.44% 63873BG27 Certificate of Deposit First Tier Security 2011-01-07 2011-03-07 N N N 412000000.00 412000000.00 0.0063 N 412030900.00 412030900.00 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 416000000.00 416000000.00 0.0063 N 416069472.00 416069472.00 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 485000000.00 485000000.00 0.0074 N 485000000.00 485000000.00 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 286000000.00 286000000.00 0.0044 N 285608180.00 285608180.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.60% 65556Q3Q4 Certificate of Deposit First Tier Security 2011-01-11 2011-01-11 N N N 105000000.00 105000000.00 0.0016 N 105010563.00 105010563.00 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 205000000.00 205000000.00 0.0031 N 204980115.00 204980115.00 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 205000000.00 205000000.00 0.0031 N 204980320.00 204980320.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.26% 74977MCP8 Certificate of Deposit First Tier Security 2011-01-24 2011-02-24 N N N 240000000.00 240000000.00 0.0037 N 239964000.00 239964000.00 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 102000000.00 102000000.00 0.0016 N 101984088.00 101984088.00 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 208000000.00 208000000.00 0.0032 N 207993344.00 207993344.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.27% 74977MAF2 Certificate of Deposit First Tier Security 2011-01-06 2011-01-06 N N N 200000000.00 200000000.00 0.0030 N 199999400.00 199999400.00 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 330000000.00 330000000.00 0.0050 N 330030954.00 330030954.00 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 229000000.00 229000000.00 0.0035 N 229031304.30 229031304.30 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 206000000.00 206000000.00 0.0031 N 206071708.60 206071708.60 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 383000000.00 383000000.00 0.0058 N 383566457.00 383566457.00 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 20000000.00 20000000.00 0.0003 N 19997960.00 19997960.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.26% 78009JA39 Certificate of Deposit First Tier Security 2011-01-18 2011-03-18 N N N 62000000.00 62000000.00 0.0009 N 61994172.00 61994172.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.26% 78009JYW9 Certificate of Deposit First Tier Security 2011-01-21 2011-01-21 N N N 41000000.00 41000000.00 0.0006 N 40999508.00 40999508.00 Royal Bank of Scotland PLC Connecticut Branch Royal Bank of Scotland PLC Connecticut Branch, 0.48% 78011HH32 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 Y RBOS CT BR PROG N/A N/A N N 477000000.00 477000000.00 0.0073 N 476860716.00 476860716.00 Societe Generale Societe Generale, 0.33% 83369RLF6 Certificate of Deposit First Tier Security 2011-02-03 2011-02-03 N N N 326000000.00 326000000.00 0.0050 N 326009225.80 326009225.80 Societe Generale Societe Generale, 0.33% 83369RLM1 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 434000000.00 434000000.00 0.0066 N 434013714.40 434013714.40 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 96000000.00 96000000.00 0.0015 N 95992608.00 95992608.00 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 219000000.00 219000000.00 0.0033 N 219000657.00 219000657.00 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 216000000.00 216000000.00 0.0033 N 216001425.60 216001425.60 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 108000000.00 108000000.00 0.0016 N 108000831.60 108000831.60 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 104000000.00 104000000.00 0.0016 N 104001497.60 104001497.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GYE7 Certificate of Deposit First Tier Security 2011-01-14 2011-01-14 N N N 159000000.00 159000000.00 0.0024 N 159002464.50 159002464.50 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 112000000.00 112000000.00 0.0017 N 112001400.00 112001400.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GH22 Certificate of Deposit First Tier Security 2011-02-15 2011-02-15 N N N 277000000.00 277000000.00 0.0042 N 277003517.90 277003517.90 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 169000000.00 169000000.00 0.0026 N 169002298.40 169002298.40 Svenska Handelsbanken Svenska Handelsbanken, 0.35% 86959BLM5 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 436000000.00 436007376.42 0.0066 N 435932899.60 435932899.60 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 51000000.00 51000000.00 0.0008 N 50995206.00 50995206.00 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 103000000.00 103000000.00 0.0016 N 102997528.00 102997528.00 UBS AG UBS AG, 0.31% 90267AYZ3 Certificate of Deposit First Tier Security 2011-03-16 2011-03-16 N N N 41000000.00 41000000.00 0.0006 N 41002558.40 41002558.40 UBS AG UBS AG, 0.31% 90267AYY6 Certificate of Deposit First Tier Security 2011-03-17 2011-03-17 N N N 672000000.00 672000000.00 0.0102 N 672042470.40 672042470.40 UBS AG UBS AG, 0.35% 90267AZD1 Certificate of Deposit First Tier Security 2011-04-20 2011-04-20 N N N 238000000.00 238000000.00 0.0036 N 237999952.40 237999952.40 UBS AG UBS AG, 0.35% 90267AZM1 Certificate of Deposit First Tier Security 2011-05-02 2011-05-02 N N N 412000000.00 412000000.00 0.0063 N 411972107.60 411972107.60 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 105000000.00 105000000.00 0.0016 N 104994519.00 104994519.00 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 354000000.00 354000000.00 0.0054 N 353970901.20 353970901.20 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 500000000.00 500000000.00 0.0076 N 500006100.00 500006100.00 Credit Agricole SA Credit Agricole SA, 0.41% 22999KKR2 0001191672 Certificate of Deposit First Tier Security 2011-05-09 2011-05-09 N N N 472000000.00 472000000.00 0.0072 N 471931984.80 471931984.80 Credit Agricole SA Credit Agricole SA, 0.44% 22999KKK7 0001191672 Certificate of Deposit First Tier Security 2011-04-14 2011-04-14 N N N 685000000.00 685000000.00 0.0104 N 685177209.50 685177209.50 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 465000000.00 465000000.00 0.0071 N 464999395.50 464999395.50 Credit Industriel et Commercial Credit Industriel et Commercial, 0.35% 22999AHB3 0001274419 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 373000000.00 373000000.00 0.0057 N 373021149.10 373021149.10 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 759000000.00 759000000.00 0.0116 N 759143223.30 759143223.30 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 325000000.00 325000000.00 0.0050 N 325084792.50 325084792.50 Danske Bank AS Danske Bank AS, 0.30% 21P99HUM3 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 218000000.00 218001120.28 0.0033 N 218001133.60 218001133.60 Danske Bank AS Danske Bank AS, 0.31% 21P99HSR5 Certificate of Deposit First Tier Security 2011-02-09 2011-02-09 N N N 217000000.00 217000000.00 0.0033 N 217002365.30 217002365.30 Danske Bank AS Danske Bank AS, 0.32% 21P99HUU5 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 217000000.00 217000000.00 0.0033 N 217006379.80 217006379.80 Danske Bank AS Danske Bank AS, 0.33% 21P99HUW1 Certificate of Deposit First Tier Security 2011-02-25 2011-02-25 N N N 117000000.00 117000000.00 0.0018 N 117005452.20 117005452.20 DZ BANK AG DZ BANK AG, 0.35% 36C99M9A4 Certificate of Deposit First Tier Security 2011-01-12 2011-01-12 N N N 328000000.00 328000000.00 0.0050 N 328008724.80 328008724.80 HSBC Bank PLC HSBC Bank PLC, 0.32% 35X99QAM6 0001140465 Certificate of Deposit First Tier Security 2011-04-14 2011-04-14 N N N 235000000.00 235000000.00 0.0036 N 235047376.00 235047376.00 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 103000000.00 103000000.00 0.0016 N 103075179.70 103075179.70 ING Bank NV ING Bank NV, 0.30% 38T99AAD0 Certificate of Deposit First Tier Security 2011-01-07 2011-01-07 N N N 219000000.00 219000000.00 0.0033 N 219001270.20 219001270.20 ING Bank NV ING Bank NV, 0.30% 38T99AAJ7 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 218000000.00 218000000.00 0.0033 N 217999978.20 217999978.20 ING Bank NV ING Bank NV, 0.30% 38T99AAK4 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 215000000.00 215000000.00 0.0033 N 214999978.50 214999978.50 ING Bank NV ING Bank NV, 0.30% 38T99AAH1 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 436000000.00 436000000.00 0.0066 N 435999912.80 435999912.80 ING Bank NV ING Bank NV, 0.31% 38T99AAG3 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 314000000.00 314000000.00 0.0048 N 314002731.80 314002731.80 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 326000000.00 326000000.00 0.0050 N 325999967.40 325999967.40 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 02B99KLC3 Certificate of Deposit First Tier Security 2011-01-10 2011-01-10 N N N 196000000.00 196000000.00 0.0030 N 196007056.00 196007056.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.53% 02B99KLL3 Certificate of Deposit First Tier Security 2011-02-18 2011-02-18 N N N 380000000.00 380000000.00 0.0058 N 380118750.00 380118750.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 6329908A8 0000833029 Certificate of Deposit First Tier Security 2011-03-09 2011-03-09 N N N 440000000.00 440000000.00 0.0067 N 439999956.00 439999956.00 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 469000000.00 469000000.00 0.0072 N 468999953.10 468999953.10 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 109000000.00 109002417.22 0.0017 N 109012099.00 109012099.00 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 327000000.00 327000000.00 0.0050 N 327035381.40 327035381.40 Societe Generale Societe Generale, 0.32% 39A99MBN9 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 129000000.00 129000000.00 0.0020 N 129002696.10 129002696.10 Societe Generale Societe Generale, 0.33% 39A99MAG5 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 278000000.00 278000000.00 0.0042 N 278007367.00 278007367.00 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 215000000.00 214822266.73 0.0033 N 214891661.50 214891661.50 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06416KQG8 Financial Company Commercial Paper First Tier Security 2011-03-16 2011-03-16 N N N 237000000.00 236853850.01 0.0036 N 236906195.40 236906195.40 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 434000000.00 433728750.00 0.0066 N 433825922.60 433825922.60 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 109000000.00 108957368.86 0.0017 N 108964575.00 108964575.00 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 30000000.00 29997600.00 0.0005 N 29997783.00 29997783.00 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 427000000.00 426909974.22 0.0065 N 426927965.10 426927965.10 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 210000000.00 209924458.34 0.0032 N 209938827.00 209938827.00 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 258000000.00 257921130.80 0.0039 N 257939447.40 257939447.40 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 236000000.00 235975744.44 0.0036 N 235983409.20 235983409.20 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 262000000.00 261990830.00 0.0040 N 261993607.20 261993607.20 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 159000000.00 159000000.00 0.0024 N 158933856.00 158933856.00 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 101000000.00 101000000.00 0.0015 N 101014847.00 101014847.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAD8 Financial Company Commercial Paper First Tier Security 2011-03-10 2011-06-03 N N N 80000000.00 80000000.00 0.0012 N 80021200.00 80021200.00 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 113000000.00 112991879.12 0.0017 N 112957738.00 112957738.00 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 107000000.00 107000000.00 0.0016 N 106953348.00 106953348.00 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 103000000.00 103000000.00 0.0016 N 102983829.00 102983829.00 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 505000000.00 504629666.63 0.0077 N 504585900.00 504585900.00 Danske Corp. Danske Corp., 0.31% 2363F7PA0 Financial Company Commercial Paper First Tier Security 2011-02-10 2011-02-10 N N N 130000000.00 129955944.48 0.0020 N 129958244.00 129958244.00 Danske Corp. Danske Corp., 0.31% 2363F7PB8 Financial Company Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 130000000.00 129954843.07 0.0020 N 129956931.00 129956931.00 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 143000000.00 142903475.00 0.0022 N 142894137.10 142894137.10 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 203000000.00 202871715.29 0.0031 N 202883132.90 202883132.90 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 100000000.00 99993111.12 0.0015 N 99996940.00 99996940.00 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 216000000.00 215925119.97 0.0033 N 215922391.20 215922391.20 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 399000000.00 398915212.50 0.0061 N 398941147.50 398941147.50 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 264000000.00 263985333.32 0.0040 N 263990311.20 263990311.20 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.35% 6323A1NK8 Financial Company Commercial Paper First Tier Security 2011-01-19 2011-01-19 N N N 288000000.00 287949599.94 0.0044 N 287962444.80 287962444.80 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 238000000.00 237923145.85 0.0036 N 237944141.40 237944141.40 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.40% 6323A1P26 Financial Company Commercial Paper First Tier Security 2011-02-02 2011-02-02 N N N 105000000.00 104962666.66 0.0016 N 104974401.00 104974401.00 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 86000000.00 85966316.67 0.0013 N 85966288.00 85966288.00 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 50000000.00 49978333.32 0.0008 N 49977845.00 49977845.00 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 3000000.00 2998700.00 0.0000 N 2998670.70 2998670.70 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 128000000.00 127910400.00 0.0020 N 127917196.80 127917196.80 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 72000000.00 71943999.97 0.0011 N 71947512.00 71947512.00 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 516000000.00 516000000.00 0.0079 N 515874096.00 515874096.00 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 124000000.00 123934900.00 0.0019 N 123948279.60 123948279.60 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 41000000.00 40976481.94 0.0006 N 40980865.30 40980865.30 Nordea North America, Inc. Nordea North America, Inc., 0.60% 6555P1NA1 Financial Company Commercial Paper First Tier Security 2011-01-10 2011-01-10 N N N 104000000.00 103984400.00 0.0016 N 103994280.00 103994280.00 Royal Bank of Canada Royal Bank of Canada, 0.40% 78009BTG7 Financial Company Commercial Paper First Tier Security 2011-06-16 2011-06-16 N N N 447000000.00 446175533.44 0.0068 N 446460873.30 446460873.30 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 246000000.00 245987700.00 0.0038 N 245989471.20 245989471.20 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 425000000.00 424756215.24 0.0065 N 424780402.50 424780402.50 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 108000000.00 107961149.98 0.0016 N 107968539.60 107968539.60 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 107000000.00 106954227.78 0.0016 N 106961212.50 106961212.50 Swedbank AB Swedbank AB, 0.35% 87019SND2 Financial Company Commercial Paper First Tier Security 2011-01-13 2011-01-13 N N N 62000000.00 61992766.67 0.0009 N 61994736.20 61994736.20 Swedbank AB Swedbank AB, 0.35% 87019SNJ9 Financial Company Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 101000000.00 100983306.94 0.0015 N 100987627.50 100987627.50 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.39% 89153QV98 Financial Company Commercial Paper First Tier Security 2011-08-09 2011-08-09 N N N 122000000.00 121709233.33 0.0019 N 121659229.60 121659229.60 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.40% 89153QW89 Financial Company Commercial Paper First Tier Security 2011-09-08 2011-09-08 N N N 107000000.00 106702777.82 0.0016 N 106633696.20 106633696.20 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 79000000.00 78774411.14 0.0012 N 78718049.00 78718049.00 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 118000000.00 117962141.66 0.0018 N 117977379.40 117977379.40 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 23000000.00 22989490.28 0.0004 N 22992577.90 22992577.90 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HPJ7 Financial Company Commercial Paper First Tier Security 2011-02-18 2011-02-18 N N N 94000000.00 93956133.32 0.0014 N 93968914.20 93968914.20 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 53000000.00 52947956.93 0.0008 N 52958251.90 52958251.90 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 28000000.00 27995551.11 0.0004 N 27996782.80 27996782.80 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 105000000.00 104994166.66 0.0016 N 104995453.50 104995453.50 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.40% 9046Q3N70 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-01-07 N N N 157000000.00 156989533.34 0.0024 N 156992055.80 156992055.80 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 276000000.00 276000000.00 0.0042 N 275982060.00 275982060.00 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 276000000.00 276000000.00 0.0042 N 275983992.00 275983992.00 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 239000000.00 239000000.00 0.0036 N 238915872.00 238915872.00 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 239000000.00 239000000.00 0.0036 N 238914438.00 238914438.00 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 210000000.00 210000000.00 0.0032 N 209904870.00 209904870.00 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 213000000.00 212323725.00 0.0032 N 212283340.20 212283340.20 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.30% 04821UN57 Asset Backed Commercial Paper First Tier Security 2011-01-05 2011-01-05 N N Y GUARANTOR CA CIB NY BRH N/A N/A LIQUIDITY CA CIB NY BRH N/A N/A 72000000.00 71997600.00 0.0011 N 71997300.00 71997300.00 Autobahn Funding Autobahn Funding, 0.30% 0527M1NL5 Asset Backed Commercial Paper First Tier Security 2011-01-20 2011-01-20 N N Y LIQUIDITY DGB N/A N/A 37408000.00 37402077.07 0.0006 N 37401973.57 37401973.57 Gotham Funding Corp. Gotham Funding Corp., 0.27% 38346MNE0 Asset Backed Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N Y LIQUIDITY BANK T-M UFJ N/A N/A 82775000.00 82766929.44 0.0013 N 82765662.98 82765662.98 Gotham Funding Corp. Gotham Funding Corp., 0.30% 38346MNL4 Asset Backed Commercial Paper First Tier Security 2011-01-20 2011-01-20 N N Y LIQUIDITY BANK T-M UFJ N/A N/A 20000000.00 19996833.33 0.0003 N 19996778.00 19996778.00 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.45% 41068LN36 Asset Backed Commercial Paper First Tier Security 2011-01-03 2011-01-03 N N Y LIQUIDITY NORDDEUT (GTD) N/A N/A USBANKNA N/A N/A 64000000.00 63998400.00 0.0010 N 63998451.20 63998451.20 Novartis Finance Corp. Novartis Finance Corp., 0.30% 6698M5NJ4 Other Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 102000000.00 101985549.99 0.0016 N 101989035.00 101989035.00 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PB9 Other Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 31000000.00 30987290.00 0.0005 N 30990814.70 30990814.70 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PP8 Other Commercial Paper First Tier Security 2011-02-23 2011-02-23 N N N 102000000.00 101945940.00 0.0016 N 101958384.00 101958384.00 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc., 0.27% 084670AW8 Other Note First Tier Security 2011-02-10 2011-02-10 N N N 165000000.00 165000000.00 0.0025 N 164996535.00 164996535.00 BNP Paribas SA BNP Paribas SA, 0.54% 05567LSW8 Other Note First Tier Security 2011-02-11 2011-02-11 N N N 268000000.00 268000000.00 0.0041 N 268029748.00 268029748.00 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 148160000.00 148160000.00 0.0023 N 148219560.32 148219560.32 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 409000000.00 409000000.00 0.0062 N 409000000.00 409000000.00 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 100000000.00 100000000.00 0.0015 N 100205000.00 100205000.00 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 689000000.00 689000000.00 0.0105 N 689295581.00 689295581.00 Royal Bank of Canada Royal Bank of Canada, 0.70% 78008FAM6 Other Note First Tier Security 2011-01-18 2012-01-13 N N N 316000000.00 316000000.00 0.0048 N 317331308.00 317331308.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CAZ4 Other Note First Tier Security 2011-01-18 2012-01-13 N N N 418000000.00 418000000.00 0.0064 N 417821932.00 417821932.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CBD2 Other Note First Tier Security 2011-02-11 2011-11-10 N N N 204000000.00 204000000.00 0.0031 N 203993880.00 203993880.00 Westpac Banking Corp. Westpac Banking Corp., 0.32% 91621CAV3 Other Note First Tier Security 2011-01-24 2011-09-23 N N N 508000000.00 508000000.00 0.0077 N 507058676.00 507058676.00 U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127952G5 Treasury Debt First Tier Security 2011-03-17 2011-03-17 N N N 302000000.00 301880458.26 0.0046 N 301932654.00 301932654.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127952H3 Treasury Debt First Tier Security 2011-03-24 2011-03-24 N N N 240000000.00 239893400.04 0.0037 N 239938560.00 239938560.00 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 699000000.00 698213625.00 0.0106 N 698360415.00 698360415.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828KH2 Treasury Debt First Tier Security 2011-03-31 2011-03-31 N N N 173500000.00 173781485.71 0.0026 N 173784713.50 173784713.50 U.S. Treasury Notes U.S. Treasury Notes, 0.24% to 0.27% 912828JU5 Treasury Debt First Tier Security 2011-11-15 2011-11-15 N N N 631000000.00 639190103.23 0.0097 N 638838282.00 638838282.00 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 139000000.00 139597737.78 0.0021 N 139618967.00 139618967.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828LT5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 123000000.00 123759056.37 0.0019 N 123720657.00 123720657.00 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 50000000.00 51788137.02 0.0008 N 51775400.00 51775400.00 U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828LW8 Treasury Debt First Tier Security 2011-09-30 2011-09-30 N N N 398000000.00 399981248.44 0.0061 N 400145618.00 400145618.00 U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828GA2 Treasury Debt First Tier Security 2011-11-30 2011-11-30 N N N 280000000.00 290640098.33 0.0044 N 290576440.00 290576440.00 U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828JY7 Treasury Debt First Tier Security 2011-01-31 2011-01-31 N N N 135000000.00 135043146.32 0.0021 N 135068580.00 135068580.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3133XXSJ7 Government Agency Debt First Tier Security 2011-01-26 2011-09-26 N N N 115000000.00 114957334.79 0.0018 N 114986775.00 114986775.00 Federal Home Loan Bank Federal Home Loan Bank, 0.36% 313371FN1 Government Agency Debt First Tier Security 2011-11-15 2011-11-15 N N N 244350000.00 244319725.97 0.0037 N 244289645.55 244289645.55 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313370X29 Government Agency Debt First Tier Security 2011-10-03 2011-10-03 N N N 386000000.00 385992847.03 0.0059 N 386009650.00 386009650.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313371LM6 Government Agency Debt First Tier Security 2011-11-28 2011-11-28 N N N 232000000.00 232000000.00 0.0035 N 231831104.00 231831104.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 313371RG3 Government Agency Debt First Tier Security 2011-12-09 2011-12-09 N N N 167735000.00 167704241.09 0.0026 N 167551162.44 167551162.44 Federal Home Loan Bank Federal Home Loan Bank, 0.45% 313371UJ3 Government Agency Debt First Tier Security 2011-12-16 2011-12-16 N N N 244000000.00 244000000.00 0.0037 N 243900204.00 243900204.00 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313371YN0 Government Agency Debt First Tier Security 2011-12-30 2011-12-30 N N N 55000000.00 55000000.00 0.0008 N 55021505.00 55021505.00 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 93000000.00 93233820.45 0.0014 N 93272397.00 93272397.00 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 63000000.00 62985125.01 0.0010 N 62987954.40 62987954.40 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257JTV9 Government Agency Debt First Tier Security 2011-02-09 2011-02-09 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 41135000.00 41125287.57 0.0006 N 41127134.99 41127134.99 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MYB0 Government Agency Debt First Tier Security 2011-02-09 2011-02-09 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 46074000.00 46063121.41 0.0007 N 46065190.65 46065190.65 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LJ60 Government Agency Debt First Tier Security 2011-02-10 2011-02-10 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 45065000.00 45053420.80 0.0007 N 45055455.23 45055455.23 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257GSV6 Government Agency Debt First Tier Security 2011-02-10 2011-02-10 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 56869000.00 56854387.83 0.0009 N 56856955.15 56856955.15 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CP97 Government Agency Debt First Tier Security 2011-02-17 2011-02-17 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 51084000.00 51068391.01 0.0008 N 51070590.45 51070590.45 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MZF0 Government Agency Debt First Tier Security 2011-03-08 2011-03-08 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 34419000.00 34404419.74 0.0005 N 34403470.15 34403470.15 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CS45 Government Agency Debt First Tier Security 2011-03-10 2011-03-10 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 127315000.00 127257531.46 0.0019 N 127252908.47 127252908.47 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LM66 Government Agency Debt First Tier Security 2011-03-11 2011-03-11 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 24858000.00 24846606.76 0.0004 N 24845648.06 24845648.06 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 88000000.00 87959666.70 0.0013 N 87956272.80 87956272.80 New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.33% (West 43rd Street Proj.) Series 1999 A, LOC Fannie Mae VRDN 64970HAL8 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A OBLIGOR GOTHAM ORGANIZA N/A N/A 24200000.00 24200000.00 0.0004 N 24200000.00 24200000.00 New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.33% (255 West 9th Street Proj.) Series 2001 A, LOC Fannie Mae VRDN 64970HAS3 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 OBLIGOR RELATED COS N/A N/A LETTER OF CREDIT FANNIEMAE N/A N/A 58235000.00 58235000.00 0.0009 N 58235000.00 58235000.00 New York Dorm. Auth. Revs. New York Dorm. Auth. Revs., 0.38% (City Univ. Proj.) Series 2008 C, LOC Bank of America NA VRDN 64983M4P0 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 CITY UNIV, NY N/A N/A LETTER OF CREDIT BAC-NA N/A N/A 29350000.00 29350000.00 0.0004 N 29350000.00 29350000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (360 West 43rd Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MSG1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A OBLIGOR BRODSKY N/A N/A 9900000.00 9900000.00 0.0002 N 9900000.00 9900000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (Clinton Green South Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2V6 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLM N/A N/A Y FHLM N/A N/A Y LETTER OF CREDIT FHLM N/A N/A OBLIGOR ARCHSTONE SMTH N/A N/A 13000000.00 13000000.00 0.0002 N 13000000.00 13000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (East 39th Street Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MJW6 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 33700000.00 33700000.00 0.0005 N 33700000.00 33700000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.33% (240 East 39th Street Hsg. Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MFA8 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A OBLIGOR GLENWOOD N/A N/A 62700000.00 62700000.00 0.0010 N 62700000.00 62700000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.33% (Normandie Court II Hsg. Proj.) Series 1999 A, LOC Freddie Mac VRDN 64986MDQ5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLM N/A N/A Y FHLM N/A N/A Y LETTER OF CREDIT FHLM N/A N/A OBLIGOR OGDEN PROP N/A N/A 30770000.00 30770000.00 0.0005 N 30770000.00 30770000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.30% (Home Mtg. Prog.) Series 2005 A, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13033KW70 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A N Y LIQUIDITY FANNIEMAE N/A N/A FHLM N/A N/A OBLIGOR CA-WL 9/1/82 N/A N/A 28500000.00 28500000.00 0.0004 N 28500000.00 28500000.00 Riverside County Ctfs. of Prtn. Riverside County Ctfs. of Prtn., 0.35% (Woodcrest Library Proj.) LOC Bank of America NA VRDN 768901SZ4 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 22185000.00 22185000.00 0.0003 N 22185000.00 22185000.00 Sacramento Muni. Util. District Elec. Rev. Sacramento Muni. Util. District Elec. Rev., 0.30% Series 2008 K, LOC Bank of America NA VRDN 786005PB8 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 40000000.00 40000000.00 0.0006 N 40000000.00 40000000.00 San Diego Hsg. Auth. Multi-family Hsg. Rev. San Diego Hsg. Auth. Multi-family Hsg. Rev., 0.31% (Villa Nueva Apts. Proj.) Series 2007 F, LOC Freddie Mac VRDN 79728FJV4 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLM N/A N/A Y FHLM N/A N/A Y LETTER OF CREDIT FHLM N/A N/A OBLIGOR STEADFAST RESI N/A N/A 37500000.00 37500000.00 0.0006 N 37500000.00 37500000.00 San Francisco City & County Arpts. Commission Int'l. Arpt. Rev. San Francisco City & County Arpts. Commission Int'l. Arpt. Rev., 0.35% Series 2010 A3, LOC JPMorgan Chase Bank VRDN 79765A3M6 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 14000000.00 14000000.00 0.0002 N 14000000.00 14000000.00 Simi Valley Multi-family Hsg. Rev. Simi Valley Multi-family Hsg. Rev., 0.32% (Parker Ranch Proj.) Series A, LOC Fannie Mae VRDN 828905EA3 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 17500000.00 17500000.00 0.0003 N 17500000.00 17500000.00 Univ. of California Revs. Univ. of California Revs., 0.34% Participating VRDN Putters 3668Z, (Liquidity Facility JPMorgan Chase Bank) 46633VPW3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A N Y LIQUIDITY JPMC BANK N/A N/A 10000000.00 10000000.00 0.0002 N 10000000.00 10000000.00 Pennsylvania Higher Edl. Facilities Auth. Rev. Pennsylvania Higher Edl. Facilities Auth. Rev., 0.31% (Thomas Jefferson Univ. Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 70917RNY7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y OBLIGOR THO JFFRSN U,PA N/A N/A LETTER OF CREDIT JPMC BANK N/A N/A 18040000.00 18040000.00 0.0003 N 18040000.00 18040000.00 Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev. Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev., 0.32% Series 2004 86C, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 708793GG3 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 16640000.00 16640000.00 0.0003 N 16640000.00 16640000.00 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 10000000.00 10000000.00 0.0002 N 10000000.00 10000000.00 Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev. Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev., 0.32% Series 2004 84D, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 708793EG5 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 FANNIEMAE N/A N/A FHLM N/A N/A 18450000.00 18450000.00 0.0003 N 18450000.00 18450000.00 Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev. Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev., 0.32% Series 2005-91B, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 708793LZ5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 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 21350000.00 21350000.00 0.0003 N 21350000.00 21350000.00 Pennsylvania Tpk. Commission Tpk. Rev. Pennsylvania Tpk. Commission Tpk. Rev., 0.37% Series 2008 B3, LOC Bank of America NA VRDN 709223TC5 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 42900000.00 42900000.00 0.0007 N 42900000.00 42900000.00 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 45740000.00 45740000.00 0.0007 N 45740000.00 45740000.00 Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 0.33% (Rockford Mem. Hosp. Proj.) LOC JPMorgan Chase Bank VRDN 45200FSG5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y OBLIGOR ROCKFORD MEM HP N/A N/A LETTER OF CREDIT JPMC BANK N/A N/A 40600000.00 40600000.00 0.0006 N 40600000.00 40600000.00 Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 0.34% (Children's Memorial Hosp. Proj.) Series 2008 C, LOC JPMorgan Chase Bank VRDN 45200FGQ6 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y OBLIGOR CHILDRNS HSP,IL N/A N/A LETTER OF CREDIT JPMC BANK N/A N/A 34100000.00 34100000.00 0.0005 N 34100000.00 34100000.00 Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 0.38% (Duke Energy Indiana, Inc. Proj.) Series 2009 A3, LOC Bank of America NA VRDN 455054AG1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A OBLIGOR DUKE ENERGY IND N/A N/A 37700000.00 37700000.00 0.0006 N 37700000.00 37700000.00 Indiana Fin. Auth. Health Sys. Rev. Indiana Fin. Auth. Health Sys. Rev., 0.30% (Sisters of Saint Francis Health Svcs., Inc. Obligated Group Proj.) Series 2008 B, LOC JPMorgan Chase Bank 45470YAB7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y OBLIGOR SISTERS ST FRAN N/A N/A LETTER OF CREDIT JPMC BANK N/A N/A 10900000.00 10900000.00 0.0002 N 10900000.00 10900000.00 Indiana Health & Edl. Facilities Fing. Auth. Rev. Indiana Health & Edl. Facilities Fing. Auth. Rev., 0.36% Participating VRDN Series Solar 07 63, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FVH0 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y USBANKNA N/A N/A N Y LIQUIDITY USBANKNA N/A N/A 15245000.00 15245000.00 0.0002 N 15245000.00 15245000.00 Saint Joseph County Hosp. Auth. Health Sys. Rev. Saint Joseph County Hosp. Auth. Health Sys. Rev., 0.31% (Memorial Health Sys. Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 79061BCW3 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 MEM HEALTH SYST N/A N/A 19280000.00 19280000.00 0.0003 N 19280000.00 19280000.00 Allen County Hosp. Facilities Rev. Allen County Hosp. Facilities Rev., 0.33% (Catholic Healthcare Partners Proj.) Series 2010 D, LOC JPMorgan Chase Bank VRDN 01757LDX1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y OBLIGOR CATHLC HLTH PRT N/A N/A LETTER OF CREDIT JPMC BANK N/A N/A 23000000.00 23000000.00 0.0004 N 23000000.00 23000000.00 Cleveland Wtrwks. Rev. Cleveland Wtrwks. Rev., 0.37% Series 2008 Q, LOC Bank of America NA VRDN 186432L24 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 48700000.00 48700000.00 0.0007 N 48700000.00 48700000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.31% (Dayton Pwr. & Lt. Co. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 677525SZ1 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 DAYTON P&L N/A N/A 9350000.00 9350000.00 0.0001 N 9350000.00 9350000.00 Humble Independent School District Humble Independent School District, 0.33% Participating VRDN Series Solar 06 20, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FCA6 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y USBANKNA N/A N/A N Y LIQUIDITY USBANKNA N/A N/A 14805000.00 14805000.00 0.0002 N 14805000.00 14805000.00 Tarrant County Cultural Ed. Facilities Fin. Corp. Hosp. Rev. Tarrant County Cultural Ed. Facilities Fin. Corp. Hosp. Rev., 0.31% (Scott and White Memorial Hosp. and Scott, Sherwood and Brindley Foundation Proj.) 87638QAJ8 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 SCOTT SHERWOOD N/A N/A LETTER OF CREDIT BAC-NA N/A N/A 10900000.00 10900000.00 0.0002 N 10900000.00 10900000.00 Tarrant County Cultural Ed. Facilities Fin. Corp. Rev. Tarrant County Cultural Ed. Facilities Fin. Corp. Rev., 0.32% (Christus Health Proj.) Series 2008 C2, LOC Bank of America NA VRDN 87638TDD2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A OBLIGOR CHRISTUS HEALTH N/A N/A 17565000.00 17565000.00 0.0003 N 17565000.00 17565000.00 Texas Gen. Oblig. Texas Gen. Oblig., 0.30% (Veterans Land Proj.) Series A VRDN 8827193Y1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y TX ST N/A N/A N N 23140000.00 23140000.00 0.0004 N 23140000.00 23140000.00 Univ. of Texas Board of Regents Sys. Rev. Univ. of Texas Board of Regents Sys. Rev., 0.33% Participating VRDN Series BBT 08 25, (Liquidity Facility Branch Banking & Trust Co.) 07330CLV9 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BB&T-NC N/A N/A N Y LIQUIDITY BB&T-NC N/A N/A 10135000.00 10135000.00 0.0002 N 10135000.00 10135000.00 Fredericksburg Econ. Dev. Auth. Fredericksburg Econ. Dev. Auth., 0.40% (Eagle Village I Proj.) Series 2009 A, LOC Bank of America NA VRDN 355850AA6 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 70780000.00 70780000.00 0.0011 N 70780000.00 70780000.00 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 67000000.00 67000000.00 0.0010 N 67000000.00 67000000.00 Louisiana Pub. Facilities Auth. Hosp. Rev. Louisiana Pub. Facilities Auth. Hosp. Rev., 0.32% (Franciscan Missionaries of Our Lady Health Sys. Proj.) Series 2005 B, LOC JPMorgan Chase Bank VRDN 546395D92 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y OBLIGOR FRANCISCAN MISS N/A N/A LETTER OF CREDIT JPMC BANK N/A N/A 25000000.00 25000000.00 0.0004 N 25000000.00 25000000.00 Louisiana Pub. Facilities Auth. Rev. Louisiana Pub. Facilities Auth. Rev., 0.34% (CommCare Corp. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 546398YR3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y OBLIGOR COMMCARE CORP N/A N/A LETTER OF CREDIT JPMC BANK N/A N/A 14900000.00 14900000.00 0.0002 N 14900000.00 14900000.00 District of Columbia Rev. District of Columbia Rev., 0.34% (Washington Drama Society, Inc. Proj.) Series 2008, LOC JPMorgan Chase Bank VRDN 2548392H5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y OBLIGOR WASH DRAMA SOC N/A N/A LETTER OF CREDIT JPMC BANK N/A N/A 37065000.00 37065000.00 0.0006 N 37065000.00 37065000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.34% Participating VRDN Series PT 4368, (Liquidity Facility Wells Fargo & Co.) 74703TTB7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y WELLSFARGO N/A N/A N Y LIQUIDITY WELLSFARGO N/A N/A 10060000.00 10060000.00 0.0002 N 10060000.00 10060000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.33% Series 2010 A6, LOC Bank of America NA VRDN 57563CAF9 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A OBLIGOR MA ST N/A N/A 20730000.00 20730000.00 0.0003 N 20730000.00 20730000.00 New Jersey Health Care Facilities Fing. Auth. Rev. New Jersey Health Care Facilities Fing. Auth. Rev., 0.37% (Princeton HealthCare Sys. Proj.) Series 2010 A, LOC Bank of America NA VRDN 64579FB93 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 PRINCETON HLTH N/A N/A LETTER OF CREDIT BAC-NA N/A N/A 30000000.00 30000000.00 0.0005 N 30000000.00 30000000.00 Highlands County Health Facilities Auth. Rev. Highlands County Health Facilities Auth. Rev., 0.31% (Adventist Health Sys./Sunbelt, Inc. Prog.) Series 2007 A1 VRDN 431022KF8 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y ADVENTIST-SUNBE N/A N/A N Y OBLIGOR ADVENTIST-SUNBE N/A N/A 5000000.00 5000000.00 0.0001 N 5000000.00 5000000.00 Highlands County Health Facilities Auth. Rev. Highlands County Health Facilities Auth. Rev., 0.31% (Adventist Health Sys./Sunbelt Obligated Group Proj.) Series 2005 H, LOC Citibank NA VRDN 431022QW5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y CITIBANK N/A N/A Y CITIBANK N/A N/A Y LETTER OF CREDIT CITIBANK N/A N/A OBLIGOR ADVENTIST-SUNBE N/A N/A 24725000.00 24725000.00 0.0004 N 24725000.00 24725000.00 South Carolina Trans. Infrastructure Bank Rev. South Carolina Trans. Infrastructure Bank Rev., 0.32% Series 2003 B2, LOC Branch Banking & Trust Co. VRDN 837152QD2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BB&T-NC N/A N/A Y BB&T-NC N/A N/A Y LETTER OF CREDIT BB&T-NC N/A N/A 23800000.00 23800000.00 0.0004 N 23800000.00 23800000.00 Maryland Health & Higher Edl. Facilities Auth. Rev. Maryland Health & Higher Edl. Facilities Auth. Rev., 0.38% (Villa Julie College, Inc. Proj.) Series 2005, LOC Bank of America NA VRDN 574217VR3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A OBLIGOR VILLA JULIE COL N/A N/A 13725000.00 13725000.00 0.0002 N 13725000.00 13725000.00 Monroe County Dev. Auth. Poll. Cont. Rev. Monroe County Dev. Auth. Poll. Cont. Rev., 0.30% (Oglethorpe Pwr. Corp. Proj.) Series 2009 B, LOC JPMorgan Chase Bank VRDN 610530EP8 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 OGLETHORPE PW N/A N/A 12000000.00 12000000.00 0.0002 N 12000000.00 12000000.00 Moffat County Poll. Cont. Rev. Moffat County Poll. Cont. Rev., 0.35% (Tri-State Generation and Transmission Assoc., Inc. Proj.) Series 2009, LOC Bank of America NA VRDN 607874CN2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A OBLIGOR TRI-STATE GEN&T N/A N/A 11175000.00 11175000.00 0.0002 N 11175000.00 11175000.00 Mississippi Bus. Fin. Corp. Mississippi Bus. Fin. Corp., 0.32% (SG Resources Mississippi LLC Proj.) Series 2010, LOC Fed. Home Ln. Bank Atlanta VRDN 60528ABQ6 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLB-AT N/A N/A Y FHLB-AT N/A N/A Y OBLIGOR SG RESOURCES MS N/A N/A CONFIRMING LETTER OF CREDIT FHLB-AT N/A N/A 10000000.00 10000000.00 0.0002 N 10000000.00 10000000.00 Port of Portland Arpt. Rev. Port of Portland Arpt. Rev., 0.31% Series Eighteen A, LOC Lloyds TSB Bank PLC VRDN 735240WB5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y LLOYDS TSB(UNGT N/A N/A Y LLOYDS TSB(UNGT N/A N/A Y LETTER OF CREDIT LLOYDS TSB(UNGT N/A N/A 9800000.00 9800000.00 0.0001 N 9800000.00 9800000.00 Missouri Health & Edl. Facilities Auth. Health Facilities Rev. Missouri Health & Edl. Facilities Auth. Health Facilities Rev., 0.32% (SSM Health Care Sys. Proj.) Series 2005 A1, LOC Bank of America NA VRDN 60635R2R7 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 SSM HLTH N/A N/A LETTER OF CREDIT BAC-NA N/A N/A 9100000.00 9100000.00 0.0001 N 9100000.00 9100000.00 Pennsylvania Gen. Oblig. Pennsylvania Gen. Oblig., 0.29% Bonds Series 3827, tender 02/16/2011, (Liquidity Facility JPMorgan Chase & Co.) 46633VD63 Other Municipal Debt First Tier Security 2011-02-16 2011-02-16 Y JPMC CO N/A N/A N Y LIQUIDITY JPMC CO N/A N/A 200000000.00 200000000.00 0.0030 Y 199994000.00 199994000.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.59% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2011-01-03 2011-03-31 Y METLIFE N/A N/A N N 65000000.00 65000000.00 0.0010 Y 65111800.00 65111800.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 37F99EVV6 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-02-01 2038-11-01 4 - 7 Government Agency Debt 398584362.00 205110380.19 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 201000000.00 201000000.00 0.0031 N 201000000.00 201000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 37F99EXH5 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-06-01 2040-10-01 3.035 - 6.153 Government Agency Debt 367734478.00 191075997.08 FEDERAL NATIONAL MORTGAGE ASSOC 2036-10-01 2040-09-01 3.668 - 5.892 Government Agency Debt 228350402.00 122184040.58 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 307000000.00 307000000.00 0.0047 N 307000000.00 307000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 37F99EYN1 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-10-01 2040-11-01 3.408 - 5 Government Agency Debt 216000978.00 194883641.48 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 191000000.00 191000000.00 0.0029 N 191000000.00 191000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99E4C8 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-09-01 2040-11-01 4 - 7 Government Agency Debt 324155182.00 196905113.77 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 193000000.00 193000000.00 0.0029 N 193000000.00 193000000.00 UBS Securities LLC; Barclays Capital, Inc.; Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account at 0.26%, dated 12/31/2010 due 01/03/2011 # 39A99P3R2 Government Agency Repurchase Agreement Y US TREASURY 2012-11-15 2040-02-15 0.5 - 4.625 Treasury Debt 333883.31 336149.68 FEDERAL AGRICULTURE MORTGAGE CORP 2015-11-30 2020-12-30 2 - 4.3 Government Agency Debt 2187.54 2143.45 FEDERAL FARM CREDIT 2011-04-21 2028-12-07 0.6 - 6.27 Government Agency Debt 592889.71 599188.43 FEDERAL HOME LOAN BANK 2011-01-14 2036-07-15 0 - 5.625 Government Agency Debt 4543683.28 4557462.53 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-01 2048-09-01 0 - 238 Government Agency Debt 37026831.70 16474623.00 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 161463.37 121430.33 FEDERAL NATIONAL MORTGAGE ASSOC 2011-01-01 2049-12-01 0 - 16 Government Agency Debt 57341235.32 30438932.67 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2060-12-20 0 - 8.5 Government Agency Debt 67274366.45 48053435.02 RESOLUTION FUNDING CORP 2012-07-15 2030-04-15 0 - 9.375 Government Agency Debt 3559254.11 2540157.32 TENNESEE VALLEY AUTHORITY 2011-04-15 2042-04-15 0 - 8.25 Government Agency Debt 32598.93 32571.74 BANCO BILBAO VIZCAYA ARGENTARIA PUERTO RICO FDIC 2012-05-25 2012-05-25 0.393 - 0.393 Other Instrument OTHER 103620.25 103629.90 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-06-22 0.683 - 3.125 Other Instrument OTHER 421098.17 436246.71 BANK NEW YORK MELLON CORP FDIC GTD TLGP 2012-06-29 2012-06-29 0.442 - 0.442 Other Instrument OTHER 4835.61 4851.03 CITIBANK N A FDIC GTD TLGP 2012-05-07 2012-05-07 1.875 - 1.875 Other Instrument OTHER 287.83 293.46 CITIGROUP INC FDIC GTD TLGP 2012-04-30 2012-04-30 2.125 - 2.125 Other Instrument OTHER 2072.40 2121.34 CITIGROUP FDG INC FDIC GTD TLGP 2012-07-12 2012-10-22 1.875 - 2.125 Other Instrument OTHER 162175.36 165884.36 CITIBANK N A FDIC GTD TLGP 2011-03-30 2011-11-15 1.25 - 1.625 Other Instrument OTHER 11524.87 11640.11 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 2608.93 2682.64 GENERAL ELEC CAP CORP MEDIUM TERM SR NTS BOOK EN 2011-01-07 2012-12-21 1.625 - 3 Other Instrument OTHER 254071.44 259770.47 HSBC USA INC 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 234.87 241.30 JPMORGAN CHASE & CO FDIC GTD TLGP 2011-12-01 2012-12-26 2.125 - 3.125 Other Instrument OTHER 15761.79 16128.24 MORGAN STANLEY FDIC GTD TLGP 2012-06-20 2012-06-20 1.95 - 1.95 Other Instrument OTHER 149.67 152.54 PNC FDG CORP FDIC GTD TLGP 2012-06-22 2012-06-22 2.3 - 2.3 Other Instrument OTHER 46.05 47.20 WELLS FARGO & CO FDIC GTD TLGP 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER 644.75 659.23 Unrated Security 2011-01-03 2011-01-03 N N N 101662000.00 101662000.00 0.0016 N 101662000.00 101662000.00 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 510300.03 513763.90 FEDERAL AGRICULTURE MORTGAGE CORP 2015-11-30 2020-12-30 2 - 4.3 Government Agency Debt 3343.39 3276.00 FEDERAL FARM CREDIT 2011-04-21 2028-12-07 0.6 - 6.27 Government Agency Debt 906159.80 915786.63 FEDERAL HOME LOAN BANK 2011-01-14 2036-07-15 0 - 5.625 Government Agency Debt 6944467.17 6965527.07 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-01 2048-09-01 0 - 238 Government Agency Debt 56591008.01 25179457.15 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 246777.12 185591.48 FEDERAL NATIONAL MORTGAGE ASSOC 2011-01-01 2049-12-01 0 - 16 Government Agency Debt 87639102.73 46522205.74 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2060-12-20 0 - 8.5 Government Agency Debt 102820685.31 73443829.82 RESOLUTION FUNDING CORP 2012-07-15 2030-04-15 0 - 9.375 Government Agency Debt 5439886.93 3882321.46 TENNESEE VALLEY AUTHORITY 2011-04-15 2042-04-15 0 - 8.25 Government Agency Debt 49823.50 49781.94 BANCO BILBAO VIZCAYA ARGENTARIA PUERTO RICO FDIC 2012-05-25 2012-05-25 0.393 - 0.393 Other Instrument OTHER 158370.94 158385.69 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-06-22 0.683 - 3.125 Other Instrument OTHER 643597.32 666750.02 BANK NEW YORK MELLON CORP FDIC GTD TLGP 2012-06-29 2012-06-29 0.442 - 0.442 Other Instrument OTHER 7390.64 7414.21 CITIBANK N A FDIC GTD TLGP 2012-05-07 2012-05-07 1.875 - 1.875 Other Instrument OTHER 439.92 448.52 CITIGROUP INC FDIC GTD TLGP 2012-04-30 2012-04-30 2.125 - 2.125 Other Instrument OTHER 3167.42 3242.20 CITIGROUP FDG INC FDIC GTD TLGP 2012-07-12 2012-10-22 1.875 - 2.125 Other Instrument OTHER 247865.32 253534.07 CITIBANK N A FDIC GTD TLGP 2011-03-30 2011-11-15 1.25 - 1.625 Other Instrument OTHER 17614.37 17790.49 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 3987.43 4100.09 GENERAL ELEC CAP CORP MEDIUM TERM SR NTS BOOK EN 2011-01-07 2012-12-21 1.625 - 3 Other Instrument OTHER 388317.28 397027.56 HSBC USA INC 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 358.97 368.80 JPMORGAN CHASE & CO FDIC GTD TLGP 2011-12-01 2012-12-26 2.125 - 3.125 Other Instrument OTHER 24089.98 24650.06 MORGAN STANLEY FDIC GTD TLGP 2012-06-20 2012-06-20 1.95 - 1.95 Other Instrument OTHER 228.76 233.14 PNC FDG CORP FDIC GTD TLGP 2012-06-22 2012-06-22 2.3 - 2.3 Other Instrument OTHER 70.39 72.14 WELLS FARGO & CO FDIC GTD TLGP 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER 985.42 1007.55 Unrated Security 2011-01-03 2011-01-03 N N N 155378000.00 155378000.00 0.0024 N 155378000.00 155378000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SMV7 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2040-07-01 2.073 - 5.707 Government Agency Debt 243533588.00 95921453.27 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 94000000.00 94000000.00 0.0014 N 94000000.00 94000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SQW1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-11-15 2040-11-15 4.5 - 6 Government Agency Debt 114174000.00 90200492.60 FEDERAL NATIONAL MORTGAGE ASSOC 2023-04-25 2036-05-25 0.511 - 1.431 Government Agency Debt 245439000.00 87022710.29 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 172000000.00 172000000.00 0.0026 N 172000000.00 172000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SKY3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2014-07-01 2041-02-01 1.432 - 6.59 Government Agency Debt 281208985.00 96946094.23 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 95000000.00 95000000.00 0.0014 N 95000000.00 95000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SNM6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2021-11-01 2040-12-01 1.918 - 6.006 Government Agency Debt 279672343.00 95925027.83 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 94000000.00 94000000.00 0.0014 N 94000000.00 94000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SLN6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2022-05-01 2040-11-01 2.038 - 6.28 Government Agency Debt 265396765.00 96949057.01 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 95000000.00 95000000.00 0.0014 N 95000000.00 95000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SRR1 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-08-01 2040-03-01 3.502 - 6.001 Government Agency Debt 106398627.00 48976236.67 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 48000000.00 48000000.00 0.0007 N 48000000.00 48000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SSF6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-09-01 2040-10-01 3.251 - 6.001 Government Agency Debt 99533048.00 48975925.46 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 48000000.00 48000000.00 0.0007 N 48000000.00 48000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SQN1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-05-15 2040-11-15 0.812 - 6 Government Agency Debt 121909180.00 49863368.22 FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2040-10-25 4 - 6 Government Agency Debt 172929083.00 127068126.42 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 172000000.00 172000000.00 0.0026 N 172000000.00 172000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.25% 38B99SJS8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2040-06-01 2.15 - 6.157 Government Agency Debt 581406574.00 102065069.63 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 100000000.00 100000000.00 0.0015 N 100000000.00 100000000.00 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.24% 38W99BBV3 0000068136 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-08-01 2040-07-01 4.5 - 5 Government Agency Debt 203624360.00 187753821.15 Unrated Security 2011-01-07 2011-01-07 Y MSTANLEY N/A N/A N N 184000000.00 184000000.00 0.0028 N 184000000.00 184000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.24% 36U99E4U3 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-11-01 2033-08-15 0.71 - 5 Government Agency Debt 231456840.00 101417166.93 FEDERAL NATIONAL MORTGAGE ASSOC 2013-05-01 2038-04-01 4 - 6 Government Agency Debt 33624146.00 2855301.85 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-05-15 2040-12-15 3.5 - 6 Government Agency Debt 5665448.00 1788533.36 First Tier Security 2011-01-07 2011-01-07 Y RBC CAP N/A N/A N N 103000000.00 103000000.00 0.0016 N 103000000.00 103000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 37T99XLS7 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2022-03-01 2041-01-01 2.338 - 4.015 Government Agency Debt 132969575.00 94902901.17 Unrated Security 2011-01-07 2011-01-07 Y RBSSECUR N/A N/A N N 93000000.00 93000000.00 0.0014 N 93000000.00 93000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.24% 37V99JNR5 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2041-01-01 4 - 4 Government Agency Debt 49289436.00 48984153.66 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 48000000.00 48000000.00 0.0007 N 48000000.00 48000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.25% 37V99JPA0 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2038-06-01 4 - 5.086 Government Agency Debt 49189193.00 48964540.96 FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2041-01-01 4 - 4 Government Agency Debt 20748.00 20619.49 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 48000000.00 48000000.00 0.0007 N 48000000.00 48000000.00 Banc of America Securities LLC Banc of America Securities LLC, 0.80% 38T99CQA5 0001185371 Other Repurchase Agreement N AIRPLANES PASS THRU TR 2019-03-15 2019-03-15 0.81 - 0.81 Other Instrument OTHER 22500000.00 14605888.64 BEAR STEARNS ALT-A TRUST 2035-04-25 2035-04-25 2.923 - 2.923 Other Instrument OTHER 66350000.00 15293249.36 BEAR STEARNS ARM TRUST 2035-10-25 2035-10-25 2.56 - 2.56 Other Instrument OTHER 44380000.00 19361038.21 BEAR STEARNS MORTGAGE FUNDING TRUST 2036-10-25 2036-10-25 0.491 - 0.491 Other Instrument OTHER 50804000.00 16568738.30 CMALT (CITIMORTGAGE ALTERNATIVE LOAN TRUST) 2037-01-25 2037-01-25 5.189 - 5.189 Other Instrument OTHER 125000000.00 14801705.50 CMALT (CITIMORTGAGE ALTERNATIVE LOAN TRUST) 2036-12-25 2036-12-25 5.75 - 5.75 Other Instrument OTHER 78750000.00 58417334.99 CMALT (CITIMORTGAGE ALTERNATIVE LOAN TRUST) 2037-05-25 2037-05-25 5.339 - 5.339 Other Instrument OTHER 141115589.00 17090815.64 COUNTRYWIDE HOME EQUITY LOAN TRUST 2036-05-25 2036-05-25 0.641 - 0.641 Other Instrument OTHER 34584433.00 16629501.70 CWALT ALTERNATIVE LOAN TRUST 2035-06-25 2035-06-25 0.761 - 0.761 Other Instrument OTHER 60113095.00 15760537.52 CWALT ALTERNATIVE LOAN TRUST 2035-12-25 2035-12-25 0.561 - 4.739 Other Instrument OTHER 232584700.00 28838493.28 CWALT ALTERNATIVE LOAN TRUST 2046-03-20 2046-03-20 0.471 - 0.471 Other Instrument OTHER 55516000.00 15554438.54 CWABS ASSET BACKED CTFS TR 2007-12 2035-09-25 2035-09-25 1.061 - 1.061 Other Instrument OTHER 38500000.00 16809168.21 CARRINGTON HOME EQUITY LOAN TRUST 2034-10-25 2034-10-25 0.361 - 0.361 Other Instrument OTHER 22630000.00 14138162.77 CONSECO FINANCE MANUFACTURED HOUSING CONTRACT 2032-02-01 2032-02-01 8.2 - 8.2 Other Instrument OTHER 40000000.00 30533225.02 CWALT ALTERNATIVE LOAN TRUST 2046-09-20 2046-09-20 0.471 - 0.471 Other Instrument OTHER 59703000.00 15806403.24 GSAMP 2037-02-27 2037-02-27 0.311 - 0.311 Other Instrument OTHER 114836177.00 10899140.06 GSR MORTGAGE LOAN TRUST 2035-11-25 2036-01-25 3.107 - 3.223 Other Instrument OTHER 129182000.00 35332706.16 HOME EQUITY LOAN TRUST 2037-04-25 2037-04-25 0.391 - 0.391 Other Instrument OTHER 48528000.00 19279983.20 JP MORGAN MORTGAGE TRUST 2036-05-25 2036-05-25 5.72 - 5.72 Other Instrument OTHER 40000000.00 32816293.70 LAKESIDE CDO II LTD / LAKESIDE CDO II INC 2040-01-04 2040-01-04 1.298 - 1.298 Other Instrument OTHER 27665444.00 13501974.59 MERIT SECURITIES CORPORATION 2033-07-28 2033-07-28 7.63 - 7.63 Other Instrument OTHER 16000000.00 14976653.33 MORGAN STANLEY MORTGAGE LOAN TRUST 2037-04-25 2037-04-25 5.459 - 5.469 Other Instrument OTHER 235994000.00 30655724.11 First Tier Security 2011-02-04 2011-02-04 Y BANCANGR N/A N/A N N 433000000.00 433000000.00 0.0066 Y 433000000.00 433000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.27% 39C99D9Y6 0000851376 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2037-06-01 2040-08-01 5.5 - 5.854 Government Agency Debt 18159679.00 18370670.38 FEDERAL NATIONAL MORTGAGE ASSOC 2023-08-25 2038-11-01 0.823 - 6 Government Agency Debt 73163251.00 35233665.12 BANK AMER CORP 2021-01-05 2021-01-05 5.875 - 5.875 Other Instrument OTHER 29078556.00 29928578.73 Unrated Security 2011-01-03 2011-01-03 N N N 81000000.00 81000000.00 0.0012 N 81000000.00 81000000.00 Barclays Capital, Inc. 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PASS-THROUGH CERTIFICATES 2036-01-25 2036-01-25 5.19 - 5.19 Other Instrument OTHER 175038000.00 12714008.24 GS MORTGAGE SECURITIES CORP II 2045-08-10 2045-08-10 5.807 - 5.807 Other Instrument OTHER 231430.00 241586.64 GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2037-04-10 2037-04-10 5.358 - 5.358 Other Instrument OTHER 741418.00 530236.59 HCA INC FORMERLY HCA-HEALTHCARE CO TO 07/01/2001 2015-01-15 2015-01-15 6.375 - 6.375 Other Instrument OTHER 4355000.00 4395918.86 INTELSAT LTD 2013-11-01 2013-11-01 6.5 - 6.5 Other Instrument OTHER 5955252.00 6257977.32 JONES APPAREL GROUP INC / JONES APPAREL GROUP HL 2034-11-15 2034-11-15 6.125 - 6.125 Other Instrument OTHER 15590000.00 12594013.40 KINGSLAND 2021-08-24 2021-08-24 6.111 - 6.111 Other Instrument OTHER 4776236.00 3672500.43 NATIONAL COLLEGIATE TRUST 2026-07-25 2026-07-25 0.411 - 0.411 Other Instrument OTHER 10000000.00 8953600.00 PULTE HOMES INC FORMERLY PULTE CORP TO 05/17/200 2033-05-15 2033-05-15 6.375 - 6.375 Other Instrument OTHER 19000000.00 14476020.83 RAIT CRE CDO 2046-11-20 2046-11-20 0.611 - 0.611 Other Instrument OTHER 645055.00 251246.72 RSC EQUIP RENT INC / RSC HLDGS III LLC 2019-11-15 2019-11-15 10.25 - 10.25 Other Instrument OTHER 535000.00 603532.01 SUNGARD DATA SYS INC MERGED INTO SOLAR CAP CORP 2020-11-15 2020-11-15 7.625 - 7.625 Other Instrument OTHER 3863.00 3948.11 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 105000000.00 105000000.00 0.0016 N 105000000.00 105000000.00 Deutsche Bank Securities, Inc. 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PASS-THROUGH CERTIFICATES 2035-03-25 2035-03-25 5.425 - 5.425 Other Instrument OTHER 285583941.00 13932058.34 RAST (RESIDENTIAL ASSET SECURITIZATION TRUST) 2035-07-25 2035-07-25 6 - 6 Other Instrument OTHER 949444.00 398754.06 INTERNATIONAL LEASE FIN CORP- MEDIUM TERM NTS BO 2012-02-15 2012-02-15 5.4 - 5.4 Other Instrument OTHER 221455.00 227910.41 ISLE CAPRI CASINOS INC 2014-03-01 2014-03-01 7 - 7 Other Instrument OTHER 1000000.00 993333.34 MGM MIRAGE 2012-09-01 2015-07-15 6.625 - 6.75 Other Instrument OTHER 1595000.00 1577601.42 N-STAR REAL ESTATE CDO 2041-02-01 2041-02-01 0.621 - 0.621 Other Instrument OTHER 5000000.00 2320300.00 NATIONAL COLLEGIATE TRUST 2033-10-25 2033-10-25 0.566 - 0.566 Other Instrument OTHER 60000000.00 24414153.58 PACIFICA CDO 2015-07-10 2015-07-10 2.094 - 2.094 Other Instrument OTHER 7000000.00 6120110.50 PROSPERO CLO 2017-03-20 2017-03-20 1.404 - 1.404 Other Instrument OTHER 120145.00 90330.89 RADIOSHACK CORP 2011-05-15 2011-05-15 7.375 - 7.375 Other Instrument OTHER 1037400.00 1070517.55 RSC EQUIP RENT INC / RSC HLDGS III LLC 2019-11-15 2019-11-15 10.25 - 10.25 Other Instrument OTHER 1740000.00 1962889.17 SLM PRIVATE CREDIT STUDENT LOAN TRUST 2032-09-15 2032-09-15 1.102 - 1.102 Other Instrument OTHER 4167966.00 2116951.99 WINDSTREAM CORP 2013-08-01 2013-08-01 8.125 - 8.125 Other Instrument OTHER 15904966.00 18033911.93 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 105000000.00 105000000.00 0.0016 N 105000000.00 105000000.00 Deutsche Bank Securities, Inc. 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Deutsche Bank Securities, Inc., 0.42% 38L99B6J8 0000058056 Other Repurchase Agreement N AGFC CAP TR I 2067-01-15 2067-01-15 6 - 6 Other Instrument OTHER 1165309.00 568282.35 ALBERTSONS INC MEDIUM TERM NTS BOOK ENTRY 2027-07-22 2028-02-23 6.57 - 7.11 Other Instrument OTHER 2915299.00 2210756.31 AMERICREDIT AUTO RECEIVABLES 2017-07-17 2017-07-17 6.65 - 6.65 Other Instrument OTHER 846483.00 907683.34 AMERIQUEST MORTGAGE SECURITIES ASSET-BACKED PTC 2034-01-25 2034-01-25 0.951 - 0.951 Other Instrument OTHER 2879929.00 1443450.87 BANC OF AMERICA COMMERCIAL MORTGAGE 2051-02-10 2051-02-10 5.809 - 5.809 Other Instrument OTHER 2794672.00 695570.95 BEAR STEARNS STRUCTURED PRODS 2037-03-25 2037-03-25 1.561 - 1.561 Other Instrument OTHER 5809797.00 3635370.09 BRITISH TELECOMMUNICATIONS PLC 2018-01-15 2018-01-15 5.95 - 5.95 Other Instrument OTHER 1023717.00 1144265.93 COUNTRYWIDE HOME EQUITY LOAN TRUST 2034-07-25 2034-07-25 0.931 - 0.931 Other Instrument OTHER 7462364.00 3611177.56 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-06-25 2035-06-25 0.741 - 0.741 Other Instrument OTHER 3000000.00 2632528.31 CENTRE PT FDG LLC 2015-07-20 2015-07-20 5.43 - 5.43 Other Instrument OTHER 1477650.00 1330457.82 CHASE CREDIT CARD MASTER TRUST 2016-01-15 2016-01-15 1.51 - 1.51 Other Instrument OTHER 1827487.00 1815606.96 CLEAR CHANNEL COMMUNICATIONS INC 2011-03-15 2011-03-15 6.25 - 6.25 Other Instrument OTHER 4035082.00 4099251.01 COLLEGE LOAN CORPORATION TRUST I STUDENT LOANS 2042-03-01 2042-03-01 N/A Other Instrument OTHER 4909848.00 570867.17 COMM 2022-06-15 2022-06-15 0.67 - 0.67 Other Instrument OTHER 2450872.00 1036500.47 CONSTELLATION ENERGY GROUP, INC 2015-06-15 2015-06-15 4.55 - 4.55 Other Instrument OTHER 162000.00 168004.08 COX COMMUNICATIONS INC NEW 2012-10-01 2012-10-01 7.125 - 7.125 Other Instrument OTHER 250000.00 278463.12 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2041-03-25 2041-03-25 1.311 - 1.311 Other Instrument OTHER 14831000.00 2424735.67 DELTA AIR LINES INC DEL PASS THRU TRS 2013-03-18 2013-03-18 7.111 - 7.111 Other Instrument OTHER 162000.00 171370.95 DOMTAR CORP 2013-12-01 2016-08-01 5.375 - 9.5 Other Instrument OTHER 4005836.00 4262703.94 EL PASO CORP 2037-02-15 2037-02-15 7.42 - 7.42 Other Instrument OTHER 305000.00 293022.99 EL PASO ENERGY CORP MEDIUM TERM NTS BOOK ENTRY 2031-08-01 2031-08-01 7.8 - 7.8 Other Instrument OTHER 110000.00 112026.20 EMBARQ CORP 2036-06-01 2036-06-01 7.995 - 7.995 Other Instrument OTHER 2000000.00 2175405.00 ENERGY FUTURE HLDGS CORP 2020-01-15 2020-01-15 10 - 10 Other Instrument OTHER 4941000.00 5321610.72 GSAMP 2036-09-25 2036-09-25 0.411 - 0.411 Other Instrument OTHER 1505015.00 582434.78 GS MORTGAGE SECURITIES CORP II 2045-08-10 2045-08-10 5.807 - 5.807 Other Instrument OTHER 4361273.00 4552673.72 GREENPOINT MORTGAGE-BACKED PASS-THROUGH CERTIFICATES 2037-06-25 2037-06-25 0.481 - 0.481 Other Instrument OTHER 5800000.00 2927423.85 HALCYON STRUCTURED ASSET MANAGEMENT CLO 2018-10-12 2018-10-12 1.879 - 1.879 Other Instrument OTHER 5000000.00 3697567.46 HARBORVIEW MORTGAGE LOAN TRUST 2035-09-19 2035-09-19 0.591 - 0.591 Other Instrument OTHER 1330000.00 327346.16 HOME EQUITY ASSET TRUST 2036-04-25 2036-04-25 0.591 - 0.591 Other Instrument OTHER 361000.00 294592.40 HOVNANIAN K ENTERPRISES INC 2017-01-15 2017-01-15 8.625 - 8.625 Other Instrument OTHER 3098743.00 2307853.40 ISTAR FINL INC 2017-03-15 2017-03-15 5.85 - 5.85 Other Instrument OTHER 4064368.00 3570445.68 INTERNATIONAL LEASE FIN CORP- MEDIUM TERM NTS BO 2012-02-15 2012-02-15 5.4 - 5.4 Other Instrument OTHER 2292489.00 2359315.05 MASCO CORP 2017-03-15 2017-03-15 5.85 - 5.85 Other Instrument OTHER 2993833.00 2974223.39 MAY DEPT STORES CO 2011-09-15 2011-09-15 7.45 - 7.45 Other Instrument OTHER 4496000.00 4763224.76 MOTOROLA INC 2017-11-15 2017-11-15 6 - 6 Other Instrument OTHER 3000000.00 3191720.00 PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2035-02-25 2035-02-25 0.761 - 0.761 Other Instrument OTHER 4500000.00 4153464.00 PETROHAWK ENERGY CORP 2014-08-01 2014-08-01 10.5 - 10.5 Other Instrument OTHER 544506.00 644558.98 RFMSI 2036-09-25 2036-09-25 5.75 - 5.75 Other Instrument OTHER 7265700.00 6036411.37 RASC 2035-04-25 2035-04-25 0.511 - 0.511 Other Instrument OTHER 10000000.00 2008809.94 HOME EQUITY LOAN TRUST 2033-08-25 2033-09-25 0.541 - 5.05 Other Instrument OTHER 125500000.00 8491539.80 RASC 2035-04-25 2035-04-25 0.691 - 0.691 Other Instrument OTHER 4266134.00 3649682.35 RITE AID CORP 2015-12-15 2015-12-15 9.375 - 9.375 Other Instrument OTHER 2718636.00 2345956.32 ROCK-TENN CO 2016-03-15 2016-03-15 9.25 - 9.25 Other Instrument OTHER 1815012.00 2027796.95 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2011-10-25 2020-03-25 5.375 - 8 Other Instrument OTHER 3795611.00 3916722.56 SOLO CUP CO / SOLO CUP OPER CORP 2013-11-01 2013-11-01 10.5 - 10.5 Other Instrument OTHER 1638000.00 1740375.00 SPRINT CAP CORP 2032-03-15 2032-03-15 8.75 - 8.75 Other Instrument OTHER 1000000.00 1035763.89 SASCO MORTGAGE LOAN TRUST 2035-11-25 2035-11-25 0.551 - 0.551 Other Instrument OTHER 157284.00 18093.70 SUNGARD DATA SYS INC MERGED INTO SOLAR CAP CORP 2020-11-15 2020-11-15 7.625 - 7.625 Other Instrument OTHER 2955473.00 3020585.77 WILLIAMS PARTNERS L P 2040-04-15 2040-04-15 6.3 - 6.3 Other Instrument OTHER 300000.00 312555.00 BACCHUS U S 2006-1 LTD 2019-01-20 2019-01-20 N/A Other Instrument OTHER 15000000.00 4517519.89 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 108000000.00 108000000.00 0.0016 N 108000000.00 108000000.00 Deutsche Bank Securities, Inc. 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Goldman Sachs & Co., 0.30% 35M99N8B2 0000769993 Other Repurchase Agreement N EDF SA 2011-02-17 2011-02-17 N/A Other Commercial Paper 41355669.00 41339176.36 LMA AMERICAS LLC 2011-01-26 2011-01-26 N/A Asset Backed Commercial Paper 150100000.00 150067353.25 THAMES ASSET GLOBAL SECURITIZATION NO 1 INC 2011-03-21 2011-03-21 N/A Asset Backed Commercial Paper 26983090.00 26962569.36 First Tier Security 2011-01-05 2011-01-05 Y GOLDMNGR N/A N/A N N 212000000.00 212000000.00 0.0032 N 212000000.00 212000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.36% 36N99SJN0 0000877559 Other Repurchase Agreement N CITIGROUP, INC. 2012-08-27 2012-08-27 5.5 - 5.5 Other Instrument OTHER 6500000.00 7008960.84 CREDIT SUISSE BOSTON (USA ) IN 2015-08-15 2015-08-15 5.125 - 5.125 Other Instrument OTHER 4315000.00 4784380.16 IBM CORPORATION 2017-09-14 2017-09-14 5.7 - 5.7 Other Instrument OTHER 13130000.00 15239378.52 MERRILL LYNCH AND COMPANY., IN 2016-05-16 2016-05-16 6.05 - 6.05 Other Instrument OTHER 1955000.00 2023120.80 MORGAN STANLEY GROUP INC. 2017-01-09 2017-01-09 5.45 - 5.45 Other Instrument OTHER 30125000.00 31922482.48 PACIFIC GAS AND ELECTRIC COMPA 2014-03-01 2014-03-01 4.8 - 4.8 Other Instrument OTHER 2000000.00 2177593.47 VIACOM INC. 2036-04-30 2036-04-30 6.875 - 6.875 Other Instrument OTHER 1705000.00 1953961.35 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 62000000.00 62000000.00 0.0009 N 62000000.00 62000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.36% 36N99SJW0 0000877559 Other Repurchase Agreement N AT & T INC 2038-05-15 2038-05-15 6.4 - 6.4 Other Instrument OTHER 5525000.00 5805172.54 COMCAST CORPORATION SPL A 2038-05-15 2038-05-15 6.4 - 6.4 Other Instrument OTHER 1635000.00 1740097.85 FIFTH THIRD BANK 2013-05-17 2013-05-17 5.483 - 5.483 Other Instrument OTHER 5400000.00 5225791.49 MIDAMERICAN ENERGY HOLDINGS CO 2037-05-15 2037-05-15 5.95 - 5.95 Other Instrument OTHER 500000.00 534970.70 NEWMONT MINING CORPORATION 2039-10-01 2039-10-01 6.25 - 6.25 Other Instrument OTHER 5195000.00 5658868.48 TECK CORPORATION 2040-08-15 2040-08-15 6 - 6 Other Instrument OTHER 2350000.00 2502530.78 TIME WARNER CABLE INC. 2038-07-01 2038-07-01 7.3 - 7.3 Other Instrument OTHER 7000000.00 8108943.94 TRANSOCEAN SEDCO FOREX 2020-11-15 2020-11-15 6.5 - 6.5 Other Instrument OTHER 2000000.00 2113100.05 U.S.WEST COMMUNICATIONS, INC. 2033-09-15 2033-09-15 N/A Other Instrument OTHER 1570000.00 1534675.03 UNITEDHEALTH GROUP INC COM 2016-03-15 2016-03-15 5.375 - 5.375 Other Instrument OTHER 6000000.00 6683382.51 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 38000000.00 38000000.00 0.0006 N 38000000.00 38000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.39% 36N99SHE2 0000877559 Other Repurchase Agreement N CANADIAN PACIFIC RAILWAY 2011-10-15 2011-10-15 6.25 - 6.25 Other Instrument OTHER 1450000.00 1532303.32 CISCO SYSTEMS, INC. 2040-01-15 2040-01-15 5.5 - 5.5 Other Instrument OTHER 32200000.00 33960000.90 COVIDIEN INTERNATIONAL FINANCE 2015-06-15 2015-06-15 2.8 - 2.8 Other Instrument OTHER 5000000.00 5007377.86 DISCOVER FINANCIAL SERVICES 2019-07-15 2019-07-15 10.25 - 10.25 Other Instrument OTHER 1500000.00 1924573.66 EOG RESOURCES, INC. 2015-06-01 2015-06-01 2.95 - 2.95 Other Instrument OTHER 2660000.00 2680954.70 ENTERPRISE PRODUCTS OPERATING 2014-01-31 2014-01-31 9.75 - 9.75 Other Instrument OTHER 1890000.00 2291319.44 THE GOLDMAN SACHS GROUP, INC. 2014-01-15 2014-01-15 5.15 - 5.15 Other Instrument OTHER 10000000.00 10991342.07 NOVARTIS CAPITAL CORPORATION 2020-04-24 2020-04-24 4.4 - 4.4 Other Instrument OTHER 1500000.00 1584196.69 ONCOR ELECTRIC DELIVERY COMPAN 2018-09-01 2018-09-01 6.8 - 6.8 Other Instrument OTHER 5000000.00 5941638.95 SUNCOR ENERGY, INC. 2038-06-15 2038-06-15 6.5 - 6.5 Other Instrument OTHER 3495000.00 3835731.14 TECK CORPORATION 2035-10-01 2035-10-01 6.125 - 6.125 Other Instrument OTHER 1900000.00 2037830.39 TIME WARNER INC 2036-11-15 2036-11-15 6.5 - 6.5 Other Instrument OTHER 6000000.00 6531929.97 VALERO ENERGY CORP NEW 2012-04-15 2012-04-15 6.875 - 6.875 Other Instrument OTHER 200000.00 215670.59 WILLIAMS PARTNERS L.P. / 2011-06-15 2011-06-15 7.5 - 7.5 Other Instrument OTHER 4294000.00 4466289.64 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 79000000.00 79000000.00 0.0012 N 79000000.00 79000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.35% 38N99SLR4 Other Repurchase Agreement N ANADARKA PETROLEUM CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 4069476.00 307611690.84 Unrated Security 2011-01-03 2011-01-03 N N N 283000000.00 283000000.00 0.0043 N 283000000.00 283000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.47% 38N99SKB0 Other Repurchase Agreement N ABB LTD. 2010-12-31 2010-12-31 N/A Other Instrument OTHER 335582.00 7473411.14 CNO FINANCIAL GROUP, INC. 2010-12-31 2010-12-31 N/A Other Instrument OTHER 1011082.00 6946133.34 CAPITAL ONE FINANCIAL CORPORAT 2010-12-31 2010-12-31 N/A Other Instrument OTHER 1455768.00 61826466.96 OFFICE DEPOT 2010-12-31 2010-12-31 N/A Other Instrument OTHER 24649.00 136308.97 POSCO ADR < 2010-12-31 2010-12-31 N/A Other Instrument OTHER 55188.00 5929398.72 PENN VA CORP 2010-12-31 2010-12-31 N/A Other Instrument OTHER 102574.00 1756066.88 SIEMENS A G 2010-12-31 2010-12-31 N/A Other Instrument OTHER 156719.00 19246660.39 STATE STR CORP 2010-12-31 2010-12-31 N/A Other Instrument OTHER 930869.00 43071308.63 SUNTRUST BANKS, INC. 2010-12-31 2010-12-31 N/A Other Instrument OTHER 7743484.00 227580994.76 Unrated Security 2011-01-18 2011-01-18 N N N 344000000.00 344000000.00 0.0052 Y 344000000.00 344000000.00 J.P. Morgan Clearing Corp. J.P. 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Morgan Clearing Corp., 0.60% 38N99SEL5 Other Repurchase Agreement N AMERICAN EXPRESS COMPANY 2010-12-31 2010-12-31 N/A Other Instrument OTHER 332607.00 14139123.57 BOEING COMPANY 2010-12-31 2010-12-31 N/A Other Instrument OTHER 204000.00 13262040.00 J P MORGAN CHASE & CO 2010-12-31 2010-12-31 N/A Other Instrument OTHER 408608.00 17255515.84 LANDSTAR SYSTEM, INC. 2010-12-31 2010-12-31 N/A Other Instrument OTHER 123477.00 5055148.38 NISOURCE INC PREMIUM INC EQUIT 2010-12-31 2010-12-31 N/A Other Instrument OTHER 214786.00 3784529.32 NORFOLK SOUTHERN CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 83198.00 5219842.52 UNITED PARCEL SERVICE OF AMERI 2010-12-31 2010-12-31 N/A Other Instrument OTHER 83650.00 6079682.00 THE WILLIAMS COMPANY INC 2010-12-31 2010-12-31 N/A Other Instrument OTHER 637769.00 15727383.54 Unrated Security 2011-01-25 2011-01-25 N N N 74000000.00 74000000.00 0.0011 Y 74000000.00 74000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.70% 38N99SEQ4 Other Repurchase Agreement N BANK OF AMERICA CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 6064609.00 80538007.52 Unrated Security 2011-04-25 2011-04-25 N N N 74000000.00 74000000.00 0.0011 Y 74000000.00 74000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 38N99SAK1 Other Repurchase Agreement N BANK OF AMERICA CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 14194121.00 188497926.88 Unrated Security 2011-03-07 2011-03-07 N N N 173000000.00 173000000.00 0.0026 Y 173000000.00 173000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.23% 39L99R4Q7 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2037-04-15 0 - 7 Government Agency Debt 806403478.00 42230413.31 Unrated Security 2011-01-03 2011-01-03 N N N 41000000.00 41000000.00 0.0006 N 41000000.00 41000000.00 J.P. Morgan Securities, Inc. J.P. 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Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.36% 39L99R4L8 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2013-06-15 2038-07-15 0 - 7.34 Government Agency Debt 1276992268.00 70515993.96 FEDERAL NATIONAL MORTGAGE ASSOC 2015-08-25 2050-07-25 0 - 7 Government Agency Debt 6643768955.00 1517405540.75 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-07-20 2040-12-20 0 - 9.493 Government Agency Debt 1250884243.00 406158673.07 Unrated Security 2011-01-03 2011-01-03 N N N 1936000000.00 1936000000.00 0.0295 N 1936000000.00 1936000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 38T99DEN8 0001287279 Other Repurchase Agreement N AMEREN CORPORATION 2014-05-15 2014-05-15 8.875 - 8.875 Other Instrument OTHER 19585866.00 22218475.09 CBS CORP NEW 2021-02-15 2021-02-15 4.3 - 4.3 Other Instrument OTHER 2150000.00 2051023.61 CENTERPOINT ENERGY RESOURCES C 2037-02-01 2037-02-01 6.25 - 6.25 Other Instrument OTHER 292479.00 310038.88 GENWORTH FINANCIAL 2016-12-15 2016-12-15 8.625 - 8.625 Other Instrument OTHER 9047340.00 10193645.92 GULFSTREAM NATURAL GAS SYSTEM, 2016-06-01 2016-06-01 N/A Other Instrument OTHER 58500.00 67621.32 TALISMAN ENERGY INC. 2021-02-01 2037-02-01 3.75 - 5.85 Other Instrument OTHER 5602417.00 5684018.33 UTILICORP CANADA FINANCE CORPO 2011-06-15 2011-06-15 7.75 - 7.75 Other Instrument OTHER 17322755.00 17864768.42 VIACOM INC. 2030-07-30 2030-07-30 7.875 - 7.875 Other Instrument OTHER 10575000.00 12713608.48 WEATHERFORD INTERNATIONAL LTD 2038-03-15 2039-03-01 7 - 9.875 Other Instrument OTHER 14683724.00 19502162.21 WEATHERFORD INTERNATIONAL LTD. 2020-09-15 2020-09-15 5.125 - 5.125 Other Instrument OTHER 4980365.00 4998239.70 WESTINGHOUSE ELECTRIC CORPORAT 2023-09-01 2023-09-01 7.875 - 7.875 Other Instrument OTHER 10486000.00 12322007.02 Unrated Security 2011-03-25 2011-03-25 N N N 102000000.00 102000000.00 0.0016 Y 102000000.00 102000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.75% 38T99DNK4 0001287279 Other Repurchase Agreement N ALCOA INC $3.75 PRF 2014-03-15 2014-03-15 5.25 - 5.25 Other Instrument OTHER 4000000.00 9861249.92 ALLIANT TECHSYSTEMS INC. 2011-09-15 2011-09-15 N/A Other Instrument OTHER 10000000.00 10175000.43 GILEAD SCIENCES INC. 2016-05-01 2016-05-01 N/A Other Instrument OTHER 45000000.00 46799998.28 THE GREAT ATLANTIC & PACIFIC T 2011-06-15 2011-06-15 N/A Other Instrument OTHER 500000.00 170000.00 GREATBATCH INC COM 2013-06-15 2013-06-15 N/A Other Instrument OTHER 5000000.00 4862500.13 HUMAN GENOME SCIENCES, INC. 2011-10-15 2011-10-15 2.25 - 2.25 Other Instrument OTHER 4600000.00 7462062.48 HUTCHINSON TECHNOLOGY INCORPOR 2026-01-15 2026-01-15 3.25 - 3.25 Other Instrument OTHER 3400000.00 2447645.85 NASH FINCH COMPANY 2035-03-15 2035-03-15 1.631 - 1.631 Other Instrument OTHER 25000000.00 12775176.76 NORTEL NETWORKS CORPORATION (H 2014-04-15 2014-04-15 N/A Other Instrument OTHER 1000000.00 805000.01 SCHOOL SPECIALTY, INC. 2026-11-30 2026-11-30 3.75 - 3.75 Other Instrument OTHER 10000000.00 9831249.71 PFD SUNPOWER CORPONE 2027-02-15 2027-02-15 1.25 - 1.25 Other Instrument OTHER 6145000.00 5828148.51 SYMANTEC CORP 2011-06-15 2011-06-15 N/A Other Instrument OTHER 4500000.00 4668750.11 UNITED AUTO GROUP, INC. 2026-04-01 2026-04-01 3.5 - 3.5 Other Instrument OTHER 2300000.00 2328526.38 UNITED STATES STEEL CORP+ 2014-05-15 2014-05-15 4 - 4 Other Instrument OTHER 1115000.00 2181218.70 VECTOR GROUP LTD 2026-06-15 2026-06-15 N/A Other Instrument OTHER 5250000.00 6096562.47 Unrated Security 2011-04-11 2011-04-11 N N N 117000000.00 117000000.00 0.0018 Y 117000000.00 117000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.38% 39R99WKC3 0000728612 Other Repurchase Agreement N BRENTWOOD CLO 2022-02-01 2022-02-01 0.667 - 0.667 Other Instrument OTHER 10000000.00 7725414.67 COMM 2019-02-05 2019-02-05 0.486 - 0.486 Other Instrument OTHER 3264974.00 3157082.06 J P MORGAN RESECURITIZATION TR 2035-06-26 2035-06-26 N/A Other Instrument OTHER 7793000.00 7591211.91 MORGAN STANLEY ABS 2034-06-26 2034-06-26 N/A Other Instrument OTHER 9188485.00 6515242.54 WAMU COMMERCIAL MORTGAGE SECURITIES TRUST 2043-11-23 2043-11-23 5.303 - 5.303 Other Instrument OTHER 10000000.00 7562079.80 Unrated Security 2011-01-03 2011-01-03 N N N 31000000.00 31000000.00 0.0005 N 31000000.00 31000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.42% 39R99WGM6 0000728612 Other Repurchase Agreement N AMGEN INC 2049-01-01 2049-01-01 N/A Other Instrument OTHER 701223.00 38938913.19 ANIXTER INTERNATIONAL INC 2049-01-01 2049-01-01 N/A Other Instrument OTHER 644519.00 38651804.43 ATLAS ENERGY INC 2049-01-01 2049-01-01 N/A Other Instrument OTHER 1036303.00 45566242.91 GENERAL ELEC CO 2049-01-01 2049-01-01 N/A Other Instrument OTHER 1634497.00 29731500.43 INTERNATIONAL COAL GROUP INC NEW 2049-01-01 2049-01-01 N/A Other Instrument OTHER 5471982.00 42900338.88 KROGER CO 2049-01-01 2049-01-01 N/A Other Instrument OTHER 1490668.00 33063016.24 MICROSOFT CORP 2049-01-01 2049-01-01 N/A Other Instrument OTHER 1358457.00 37833027.45 NCR CORP NEW 2049-01-01 2049-01-01 N/A Other Instrument OTHER 2329981.00 35648709.30 PROGRESSIVE CORP 2049-01-01 2049-01-01 N/A Other Instrument OTHER 1804006.00 35845599.22 VIACOM INC NEW 2049-01-01 2049-01-01 N/A Other Instrument OTHER 1085952.00 42829946.88 ALCON INC., HUENENBERG 2049-01-01 2049-01-01 N/A Other Instrument OTHER 302747.00 49517299.32 LYONDELLBASELL INDUSTRIES NV, ROTTERDAM 2049-01-01 2049-01-01 N/A Other Instrument OTHER 1132299.00 38226414.24 Unrated Security 2011-01-04 2011-01-04 Y MRLBONY N/A N/A N N 434000000.00 434000000.00 0.0066 N 434000000.00 434000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.55% 39R99WKR0 0000728612 Other Repurchase Agreement N ALBERTSONS INC MEDIUM TERM NTS BOOK ENTRY 2012-07-30 2012-07-30 6.81 - 6.81 Other Instrument OTHER 800000.00 755043.20 ARGENTINA REP 2033-12-31 2038-12-31 2.5 - 8.28 Other Instrument OTHER 4283873.00 1935172.78 ATHILON CAP CORP 2048-06-20 2048-06-20 2.756 - 2.761 Other Instrument OTHER 35100000.00 17282986.54 BANCOLOMBIA S A 2017-05-25 2017-05-25 6.87 - 6.87 Other Instrument OTHER 260000.00 283886.20 COLOMBIA REP 2012-01-23 2024-05-21 7.175 - 10 Other Instrument OTHER 1892000.00 2287600.48 DESARROLLADORA HOMEX S A DE C V 2015-09-28 2015-09-28 7.5 - 7.5 Other Instrument OTHER 124000.00 130742.50 ECOPETROL S A 2019-07-23 2019-07-23 7.625 - 7.625 Other Instrument OTHER 60000.00 71157.92 INTERNATIONAL LEASE FIN CORP- MEDIUM TERM NTS BO 2011-06-01 2013-09-20 0.633 - 5.75 Other Instrument OTHER 185590126.00 187211484.57 INTERNATIONAL LEASE FIN CORP MEDIUM TERM NTS BOO 2013-07-15 2013-07-15 7.5 - 7.5 Other Instrument OTHER 525000.00 549451.00 NEW YORK TIMES CO MEDIUM TERM NTS BOOK ENTRY 2012-09-26 2012-09-26 4.61 - 4.61 Other Instrument OTHER 6370000.00 6517437.20 PHILIPPINES REP 2031-01-14 2031-01-14 7.75 - 7.75 Other Instrument OTHER 366000.00 451095.00 QUEBECOR MEDIA INC 2016-03-15 2016-03-15 7.75 - 7.75 Other Instrument OTHER 95000.00 98652.22 REPUBLICA ORIENTAL DEL URUGUAY 2017-05-17 2036-03-21 7.625 - 9.25 Other Instrument OTHER 142731.00 173593.06 TELEFONICA DE ARGENTINA S A 2011-08-01 2011-08-01 8.85 - 8.85 Other Instrument OTHER 617000.00 659804.37 TEXTRON FINL CORP MEDIUM TERM NTS BOOK ENTRY 2011-02-25 2011-02-25 0.417 - 0.417 Other Instrument OTHER 20000000.00 19977950.00 URUGUAY REP 2011-02-15 2033-01-15 7.25 - 8 Other Instrument OTHER 451164.00 516470.77 VENEZUELA REP 2018-08-15 2027-09-15 9.25 - 13.625 Other Instrument OTHER 310000.00 237335.56 EEB INTERNATIONAL LTD 2014-10-31 2014-10-31 8.75 - 8.75 Other Instrument OTHER 769000.00 851426.85 FIBRIA OVERSEAS FINANCE LTD 2020-05-04 2020-05-04 7.5 - 7.5 Other Instrument OTHER 71000.00 75393.12 MARFRIG OVERSEAS LTD 2016-11-16 2016-11-16 9.625 - 9.625 Other Instrument OTHER 669000.00 717063.87 MINERVA OVERSEAS II LTD 2019-11-15 2019-11-15 10.875 - 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10.25 Other Instrument MORTGAGE 15906585816.00 1142701893.37 Unrated Security 2011-01-03 2011-01-03 N N N 1058000000.00 1058000000.00 0.0161 N 1058000000.00 1058000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.70% 37F99FUK8 0000728612 Other Repurchase Agreement N KROGER CO 2049-01-01 2049-01-01 N/A Other Instrument OTHER 907844.00 20135979.92 LORILLARD INC 2049-01-01 2049-01-01 N/A Other Instrument OTHER 423058.00 34737292.38 NEWS AMER INC 2034-12-15 2034-12-15 6.2 - 6.2 Other Instrument OTHER 24999.00 26020.60 PFIZER INC 2049-01-01 2049-01-01 N/A Other Instrument OTHER 3074016.00 53764539.84 WYNN RESORTS LTD 2049-01-01 2049-01-01 N/A Other Instrument OTHER 598814.00 60905371.94 Unrated Security 2011-02-04 2011-02-04 Y MRLBONY N/A N/A N N 157000000.00 157000000.00 0.0024 Y 157000000.00 157000000.00 Mizuho Securities USA, Inc. 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6.125 Other Instrument OTHER 636006.00 548961.51 STANDARD PAC CORP NEW 2021-01-15 2021-01-15 8.375 - 8.375 Other Instrument OTHER 4419281.00 4281055.71 TELCORDIA TECHNOLOGIES INC 2018-05-01 2018-05-01 11 - 11 Other Instrument OTHER 984721.00 1002774.22 TELEFONICA EMISIONES S A U 2020-04-27 2020-04-27 5.134 - 5.134 Other Instrument OTHER 4705158.00 4550721.12 THERAVANCE INC 2015-01-15 2015-01-15 3 - 3 Other Instrument OTHER 5986000.00 6884398.83 First Tier Security 2011-02-16 2011-02-16 N N N 44000000.00 44000000.00 0.0007 Y 44000000.00 44000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.28% 38U995MQ7 0000276523 Other Repurchase Agreement N 51-100 2011-01-27 2099-06-19 0 - 9.375 Other Commercial Paper 440517912.00 476604354.13 Unrated Security 2011-01-03 2011-01-03 N N N 454000000.00 454000000.00 0.0069 N 454000000.00 454000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.36% 38U995CQ8 0000276523 Other Repurchase Agreement N ICICI BANK LTD/BAHRAIN 2011-03-15 2011-03-15 N/A Financial Company Commercial Paper 68675341.00 68628126.70 NBC UNVL INC 2021-04-01 2021-04-01 4.375 - 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