N-MFP LIVE N 2010-11-30 0000704207 S000007503 2 N N 002-78458 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY RESEARCH & ANALYSIS COMPANY (FRAC) 801-28774 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 50 81 18210274948.69 11192380.71 87243850.63 18134223478.77 0.4100 1.0002 2010-11-30 1.0002 2010-11-30 C000020478 1000.00 8896121892.61 1.00 147903747.45 2599848872.11 2451945124.66 0.0100 1.0002 2010-11-30 1.0002 2010-11-30 C000020477 1000.00 9238101586.16 1.00 68651723.77 2806382779.02 2737731055.25 0.0100 1.0002 2010-11-30 1.0002 2010-11-30 Banco Bilbao Vizcaya Argentaria SA New York Branch Banco Bilbao Vizcaya Argentaria SA New York Branch, 0.50% 0594L8X22 Certificate of Deposit First Tier Security 2010-12-07 2011-06-23 Y BBVA NY BR CD P N/A N/A N N 119000000.00 119000000.00 0.0066 N 118973106.00 118973106.00 Banco Bilbao Vizcaya Argentaria SA New York Branch Banco Bilbao Vizcaya Argentaria SA New York Branch, 0.65% 0594L8Z61 Certificate of Deposit First Tier Security 2010-12-17 2011-07-26 Y BBVA NY BR CD P N/A N/A N N 15000000.00 15000000.00 0.0008 N 14995815.00 14995815.00 Bank of Montreal Bank of Montreal, 0.27% 06366FXE6 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36000000.00 0.0020 N 35943552.00 35943552.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.30% 06538AX34 Certificate of Deposit First Tier Security 2010-12-15 2010-12-15 N N N 59000000.00 59000000.00 0.0033 N 59000241.90 59000241.90 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.30% 06538A2C8 Certificate of Deposit First Tier Security 2010-12-17 2010-12-17 N N N 117000000.00 117000000.00 0.0065 N 117000538.20 117000538.20 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.30% 06538AY66 Certificate of Deposit First Tier Security 2010-12-20 2010-12-20 N N N 115000000.00 115000000.00 0.0063 N 115000621.00 115000621.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3Q6 Certificate of Deposit First Tier Security 2011-07-07 2011-07-07 N N N 57000000.00 57000000.00 0.0031 N 56975661.00 56975661.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3U7 Certificate of Deposit First Tier Security 2011-07-08 2011-07-08 N N N 57000000.00 57000000.00 0.0031 N 56975558.40 56975558.40 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3V5 Certificate of Deposit First Tier Security 2011-07-11 2011-07-11 N N N 57000000.00 57000000.00 0.0031 N 56975222.10 56975222.10 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.52% 06538AT47 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 119000000.00 119000000.00 0.0066 N 119045065.30 119045065.30 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.54% 06538AS63 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 58000000.00 58000000.00 0.0032 N 58023263.80 58023263.80 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.62% 06538AP66 Certificate of Deposit First Tier Security 2011-01-25 2011-01-25 N N N 148000000.00 148000000.00 0.0082 N 148073482.00 148073482.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.41% 0556M5XS9 Certificate of Deposit First Tier Security 2011-05-12 2011-05-12 N N N 275000000.00 275000000.00 0.0152 N 274937767.50 274937767.50 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 126000000.00 126000000.00 0.0069 N 126031210.20 126031210.20 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 144000000.00 144000000.00 0.0079 N 144050212.80 144050212.80 BNP Paribas New York Branch BNP Paribas New York Branch, 0.50% 0556M5LD5 Certificate of Deposit First Tier Security 2010-12-07 2010-12-07 N N N 225000000.00 225000000.00 0.0124 N 225009607.50 225009607.50 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.34% 13606XF52 Certificate of Deposit First Tier Security 2010-12-06 2011-10-04 N N N 56000000.00 56000000.00 0.0031 N 55976648.00 55976648.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.34% 13606XF86 Certificate of Deposit First Tier Security 2010-12-08 2011-11-07 N N N 114000000.00 114000000.00 0.0063 N 113947218.00 113947218.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.36% 13606XB31 Certificate of Deposit First Tier Security 2010-12-07 2011-03-07 N N N 32000000.00 32000000.00 0.0018 N 31997792.00 31997792.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.41% 13606XA57 Certificate of Deposit First Tier Security 2010-12-01 2011-04-01 N N N 60000000.00 60000847.88 0.0033 N 59987220.00 59987220.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.41% 13606XB49 Certificate of Deposit First Tier Security 2010-12-07 2011-05-09 N N N 29000000.00 29000000.00 0.0016 N 28996520.00 28996520.00 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 62000000.00 62000000.00 0.0034 N 62029319.80 62029319.80 Commerzbank AG New York Branch Commerzbank AG New York Branch, 0.48% 20259XB85 Certificate of Deposit First Tier Security 2010-12-21 2010-12-21 N N N 60000000.00 60000000.00 0.0033 N 60000540.00 60000540.00 Commerzbank AG New York Branch Commerzbank AG New York Branch, 0.55% 20259XB93 Certificate of Deposit First Tier Security 2010-12-07 2010-12-21 Y COMMERZBK NY CD N/A N/A N N 121000000.00 121000000.00 0.0067 N 121001331.00 121001331.00 Credit Agricole CIB Credit Agricole CIB, 0.50% 22532YMY9 Certificate of Deposit First Tier Security 2010-12-09 2010-12-09 N N N 158000000.00 158000000.00 0.0087 N 158009069.20 158009069.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.40% 22536F6V0 Certificate of Deposit First Tier Security 2010-12-09 2010-12-09 N N N 51000000.00 51000000.00 0.0028 N 51001397.40 51001397.40 DZ BANK AG DZ BANK AG, 0.35% 23322A6L9 Certificate of Deposit First Tier Security 2010-12-10 2010-12-10 N N N 58000000.00 58000000.00 0.0032 N 58000962.80 58000962.80 DZ BANK AG DZ BANK AG, 0.35% 23322A6M7 Certificate of Deposit First Tier Security 2010-12-17 2010-12-17 N N N 58000000.00 58000000.00 0.0032 N 58001641.40 58001641.40 KBC Bank NV KBC Bank NV, 0.43% 4823T0RT8 Certificate of Deposit First Tier Security 2010-12-20 2010-12-20 N N N 109000000.00 109000000.00 0.0060 N 109008469.30 109008469.30 National Bank Canada National Bank Canada, 0.39% 63306VP87 Certificate of Deposit First Tier Security 2011-02-07 2011-11-04 N N N 150000000.00 150000000.00 0.0083 N 149929950.00 149929950.00 Natixis SA Natixis SA, 0.44% 63873BG27 Certificate of Deposit First Tier Security 2011-01-07 2011-01-07 N N N 113000000.00 113000000.00 0.0062 N 113008814.00 113008814.00 Natixis SA Natixis SA, 0.50% 63873BWT0 Certificate of Deposit First Tier Security 2010-12-07 2010-12-14 Y NATIXIS N Y BRH N/A N/A N N 120000000.00 120000000.00 0.0066 N 120005280.00 120005280.00 Natixis SA Natixis SA, 0.56% 63873BYN1 Certificate of Deposit First Tier Security 2010-12-30 2011-02-01 Y NATIXIS N Y BRH N/A N/A N N 120000000.00 120000000.00 0.0066 N 120042000.00 120042000.00 Natixis SA Natixis SA, 0.66% 63873BXH5 Certificate of Deposit First Tier Security 2011-01-03 2011-01-04 Y NATIXIS N Y BRH N/A N/A N N 150000000.00 150000000.00 0.0083 N 150036300.00 150036300.00 Natixis SA Natixis SA, 1.79% 63873BHT7 Certificate of Deposit First Tier Security 2010-12-22 2011-06-22 Y NATIXIS N Y BRH N/A N/A N N 118000000.00 118000000.00 0.0065 N 117810964.00 117810964.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.27% 65557VCG4 Certificate of Deposit First Tier Security 2010-12-17 2010-12-17 N N N 91000000.00 91000000.00 0.0050 N 90999135.50 90999135.50 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.60% 65556Q3Q4 Certificate of Deposit First Tier Security 2011-01-11 2011-01-11 N N N 58000000.00 58000000.00 0.0032 N 58020242.00 58020242.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.25% 74977MCT0 Certificate of Deposit First Tier Security 2010-12-03 2011-03-03 N N N 58000000.00 58000000.00 0.0032 N 57997100.00 57997100.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.25% 74977MAF2 Certificate of Deposit First Tier Security 2010-12-06 2011-01-06 N N N 62000000.00 62000000.00 0.0034 N 61994792.00 61994792.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.25% 74977MCC7 Certificate of Deposit First Tier Security 2010-12-09 2011-02-09 N N N 60000000.00 60000000.00 0.0033 N 59988780.00 59988780.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.25% 74977MCP8 Certificate of Deposit First Tier Security 2010-12-24 2011-02-24 N N N 70000000.00 70000000.00 0.0039 N 69983270.00 69983270.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.25% 74977MCR4 Certificate of Deposit First Tier Security 2010-12-29 2011-02-25 N N N 30000000.00 30000000.00 0.0017 N 29992680.00 29992680.00 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 150000000.00 150000000.00 0.0083 N 150028620.00 150028620.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.50% 74977MMB8 Certificate of Deposit First Tier Security 2011-09-12 2011-09-12 N N N 57000000.00 57000000.00 0.0031 N 56999743.50 56999743.50 Royal Bank of Canada Royal Bank of Canada, 0.63% 78009JKX2 Certificate of Deposit First Tier Security 2011-01-04 2011-07-01 N N N 168000000.00 168000000.00 0.0093 N 168253176.00 168253176.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.25% 78009JZV0 Certificate of Deposit First Tier Security 2010-12-13 2011-03-14 N N N 6000000.00 6000000.00 0.0003 N 5999118.00 5999118.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.25% 78009JYD1 Certificate of Deposit First Tier Security 2010-12-17 2010-12-17 N N N 13000000.00 13000000.00 0.0007 N 12999649.00 12999649.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.25% 78009JA39 Certificate of Deposit First Tier Security 2010-12-20 2011-03-18 N N N 18000000.00 18000000.00 0.0010 N 17998074.00 17998074.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.25% 78009JYW9 Certificate of Deposit First Tier Security 2010-12-21 2011-01-21 N N N 24000000.00 24000000.00 0.0013 N 23999712.00 23999712.00 Royal Bank of Scotland NV Royal Bank of Scotland NV, 0.35% 78011ACC2 Certificate of Deposit First Tier Security 2010-12-15 2010-12-15 N N N 93000000.00 93000000.00 0.0051 N 93003868.80 93003868.80 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.30% 83051ABP5 Certificate of Deposit First Tier Security 2010-12-27 2010-12-27 N N N 106000000.00 106000000.00 0.0058 N 106000784.40 106000784.40 Societe Generale Societe Generale, 0.31% 83369RCL3 Certificate of Deposit First Tier Security 2010-12-03 2010-12-03 N N N 88000000.00 88000000.00 0.0049 N 88000140.80 88000140.80 Societe Generale Societe Generale, 0.32% 83369RCR0 Certificate of Deposit First Tier Security 2010-12-08 2010-12-08 N N N 55000000.00 55000000.00 0.0030 N 55000363.00 55000363.00 Societe Generale Societe Generale, 1.49% 8336P2ZP6 Certificate of Deposit First Tier Security 2011-02-05 2011-05-05 Y SOCGEN N/A N/A N N 40000000.00 40000000.00 0.0022 N 39999600.00 39999600.00 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 58000000.00 58000000.00 0.0032 N 57998642.80 57998642.80 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 57000000.00 57000000.00 0.0031 N 56998255.80 56998255.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.27% 86562GD67 Certificate of Deposit First Tier Security 2011-01-28 2011-01-28 N N N 28000000.00 28000000.00 0.0015 N 27999081.60 27999081.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GWR0 Certificate of Deposit First Tier Security 2010-12-13 2010-12-13 N N N 86000000.00 86000000.00 0.0047 N 86000928.80 86000928.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GWW9 Certificate of Deposit First Tier Security 2010-12-14 2010-12-14 N N N 61000000.00 61000000.00 0.0034 N 61000707.60 61000707.60 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 28000000.00 28000000.00 0.0015 N 28000338.80 28000338.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GYE7 Certificate of Deposit First Tier Security 2011-01-14 2011-01-14 N N N 43000000.00 43000000.00 0.0024 N 43000528.90 43000528.90 Svenska Handelsbanken Svenska Handelsbanken, 0.27% 86959BGH2 Certificate of Deposit First Tier Security 2010-12-10 2010-12-10 N N N 56000000.00 56000139.78 0.0031 N 55999843.20 55999843.20 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.25% 89112YAJ2 Certificate of Deposit First Tier Security 2010-12-06 2011-02-04 N N N 30000000.00 30000000.00 0.0017 N 29998440.00 29998440.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.25% 89112YAX1 Certificate of Deposit First Tier Security 2010-12-10 2011-03-10 N N N 15000000.00 15000000.00 0.0008 N 14997900.00 14997900.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.50% 8911A36H0 Certificate of Deposit First Tier Security 2010-12-17 2010-12-17 N N N 68000000.00 68000000.00 0.0037 N 68008309.60 68008309.60 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.50% 8911A36J6 Certificate of Deposit First Tier Security 2010-12-20 2010-12-20 N N N 55000000.00 55000000.00 0.0030 N 55007909.00 55007909.00 Credit Agricole SA Credit Agricole SA, 0.33% 22999KKS0 0001191672 Certificate of Deposit First Tier Security 2011-03-08 2011-03-08 N N N 108000000.00 108000000.00 0.0060 N 107991165.60 107991165.60 Credit Agricole SA Credit Agricole SA, 0.35% 22999KKN1 0001191672 Certificate of Deposit First Tier Security 2011-03-01 2011-03-01 N N N 117000000.00 117000000.00 0.0065 N 116997004.80 116997004.80 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 108000000.00 108000000.00 0.0060 N 107984502.00 107984502.00 Credit Agricole SA Credit Agricole SA, 0.40% 22999KKD3 0001191672 Certificate of Deposit First Tier Security 2011-01-04 2011-01-04 N N N 150000000.00 150000000.00 0.0083 N 150015990.00 150015990.00 Credit Agricole SA Credit Agricole SA, 0.45% 22999KKM3 0001191672 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 117000000.00 117000000.00 0.0065 N 116984907.00 116984907.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.35% 22999AHB3 0001274419 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 99000000.00 99000000.00 0.0055 N 99003940.20 99003940.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.40% 22999AHA5 0001274419 Certificate of Deposit First Tier Security 2010-12-08 2010-12-08 N N N 115000000.00 115000000.00 0.0063 N 115002806.00 115002806.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.42% 22999AGV0 0001274419 Certificate of Deposit First Tier Security 2010-12-01 2010-12-01 N N N 208000000.00 208000000.00 0.0115 N 208000748.80 208000748.80 Danske Bank AS Danske Bank AS, 0.31% 21P99HSR5 Certificate of Deposit First Tier Security 2011-02-09 2011-02-09 N N N 58000000.00 58000000.00 0.0032 N 57997703.20 57997703.20 Danske Bank AS Danske Bank AS, 0.33% 21P99HPG2 Certificate of Deposit First Tier Security 2010-12-15 2010-12-15 N N N 86000000.00 86000000.00 0.0047 N 86001427.60 86001427.60 Danske Bank AS Danske Bank AS, 0.34% 21P99HPD9 Certificate of Deposit First Tier Security 2010-12-03 2010-12-03 N N N 59000000.00 59000000.00 0.0033 N 59000241.90 59000241.90 DZ BANK AG DZ BANK AG, 0.35% 36C99M9A4 Certificate of Deposit First Tier Security 2011-01-12 2011-01-12 N N N 87000000.00 87000000.00 0.0048 N 87005185.20 87005185.20 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 64000000.00 64000000.00 0.0035 N 64002368.00 64002368.00 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 29000000.00 29000000.00 0.0016 N 29019540.20 29019540.20 HSBC Bank PLC HSBC Bank PLC, 0.70% 35X99QAD6 0001140465 Certificate of Deposit First Tier Security 2010-12-06 2010-12-06 N N N 15000000.00 15000000.00 0.0008 N 15001173.00 15001173.00 HSBC Bank PLC HSBC Bank PLC, 0.70% 13L997FQ4 0001140465 Certificate of Deposit First Tier Security 2010-12-08 2010-12-08 N N N 15000000.00 15000000.00 0.0008 N 15001564.50 15001564.50 ING Bank NV ING Bank NV, 0.30% 38T99AAC2 Certificate of Deposit First Tier Security 2010-12-02 2010-12-02 N N N 59000000.00 59000000.00 0.0033 N 59000029.50 59000029.50 ING Bank NV ING Bank NV, 0.30% 45683P9X3 Certificate of Deposit First Tier Security 2010-12-10 2010-12-10 N N N 57000000.00 57000000.00 0.0031 N 57000153.90 57000153.90 ING Bank NV ING Bank NV, 0.30% 45683P9V7 Certificate of Deposit First Tier Security 2010-12-13 2010-12-13 N N N 124000000.00 124000000.00 0.0068 N 124000434.00 124000434.00 ING Bank NV ING Bank NV, 0.30% 45683P9W5 Certificate of Deposit First Tier Security 2010-12-15 2010-12-15 N N N 90000000.00 90000000.00 0.0050 N 90000369.00 90000369.00 ING Bank NV ING Bank NV, 0.30% 38T99AAB4 Certificate of Deposit First Tier Security 2010-12-20 2010-12-20 N N N 59000000.00 59000000.00 0.0033 N 59000324.50 59000324.50 ING Bank NV ING Bank NV, 0.30% 38T99AAH1 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 116000000.00 116000000.00 0.0064 N 115991880.00 115991880.00 ING Bank NV ING Bank NV, 0.31% 38T99AAG3 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 84000000.00 84000000.00 0.0046 N 83997043.20 83997043.20 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 02B99KKY6 Certificate of Deposit First Tier Security 2011-01-06 2011-01-06 N N N 53000000.00 53000000.00 0.0029 N 53005437.80 53005437.80 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 02B99KLC3 Certificate of Deposit First Tier Security 2011-01-10 2011-01-10 N N N 54000000.00 54000000.00 0.0030 N 54006134.40 54006134.40 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.53% 02B99KLL3 Certificate of Deposit First Tier Security 2011-02-18 2011-02-18 N N N 103000000.00 103000000.00 0.0057 N 103045690.80 103045690.80 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.54% 02B99KKV2 Certificate of Deposit First Tier Security 2010-12-20 2010-12-20 N N N 63000000.00 63000000.00 0.0035 N 63008738.10 63008738.10 National Australia Bank Ltd. National Australia Bank Ltd., 0.32% 6329907E1 0000833029 Certificate of Deposit First Tier Security 2010-12-31 2010-12-31 N N N 174000000.00 174000000.00 0.0096 N 174010457.40 174010457.40 Societe Generale Societe Generale, 0.28% 36G99B8V9 Certificate of Deposit First Tier Security 2010-12-07 2010-12-07 N N N 123000000.00 123000000.00 0.0068 N 122999520.30 122999520.30 Societe Generale Societe Generale, 0.33% 39A99MAG5 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 75000000.00 75000000.00 0.0041 N 74999985.00 74999985.00 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 9000000.00 8995560.00 0.0005 N 8995623.30 8995623.30 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 100000000.00 99950500.02 0.0055 N 99954170.00 99954170.00 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 56000000.00 55962977.78 0.0031 N 55966836.80 55966836.80 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.37% 20260BNB0 Financial Company Commercial Paper First Tier Security 2011-01-11 2011-01-11 N N N 65000000.00 64972609.73 0.0036 N 64977555.50 64977555.50 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 87000000.00 86965490.01 0.0048 N 86975727.00 86975727.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.27% 20272EM21 Financial Company Commercial Paper First Tier Security 2010-12-02 2010-12-02 N N N 33000000.00 32999752.50 0.0018 N 32999597.40 32999597.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.31% 20272AAJ5 Financial Company Commercial Paper First Tier Security 2011-02-10 2011-08-02 N N N 100000000.00 100000000.00 0.0055 N 99987100.00 99987100.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.33% 20272AAB2 Financial Company Commercial Paper First Tier Security 2010-12-07 2011-06-02 N N N 29000000.00 29000000.00 0.0016 N 28992112.00 28992112.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.33% 20272AAN6 Financial Company Commercial Paper First Tier Security 2010-12-22 2011-09-16 N N N 31000000.00 30997504.46 0.0017 N 30987755.00 30987755.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAR7 Financial Company Commercial Paper First Tier Security 2011-02-04 2011-10-28 N N N 42000000.00 42000000.00 0.0023 N 41980722.00 41980722.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAL0 Financial Company Commercial Paper First Tier Security 2010-12-02 2011-08-26 N N N 28000000.00 28000000.00 0.0015 N 27993868.00 27993868.00 Danske Corp. Danske Corp., 0.31% 2363F7PA0 Financial Company Commercial Paper First Tier Security 2011-02-10 2011-02-10 N N N 28000000.00 27983157.23 0.0015 N 27982528.00 27982528.00 Danske Corp. Danske Corp., 0.31% 2363F7PB8 Financial Company Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 34000000.00 33979260.00 0.0019 N 33978420.20 33978420.20 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.30% 25153KQP5 Financial Company Commercial Paper First Tier Security 2011-03-23 2011-03-23 N N N 37000000.00 36965466.67 0.0020 N 36958075.30 36958075.30 DnB NOR Bank ASA DnB NOR Bank ASA, 0.35% 2332K1Q78 Financial Company Commercial Paper First Tier Security 2011-03-07 2011-03-07 N N N 56000000.00 55947733.33 0.0031 N 55948849.60 55948849.60 DnB NOR Bank ASA DnB NOR Bank ASA, 0.62% 2332K1N55 Financial Company Commercial Paper First Tier Security 2011-01-05 2011-01-05 N N N 35000000.00 34978902.78 0.0019 N 34989920.00 34989920.00 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 57000000.00 56964533.32 0.0031 N 56965036.20 56965036.20 Intesa Funding LLC Intesa Funding LLC, 0.35% 4611K1M77 Financial Company Commercial Paper First Tier Security 2010-12-07 2010-12-07 N N N 113000000.00 112993408.33 0.0062 N 112994508.20 112994508.20 Intesa Funding LLC Intesa Funding LLC, 0.35% 4611K1ML6 Financial Company Commercial Paper First Tier Security 2010-12-20 2010-12-20 N N N 31000000.00 30994273.61 0.0017 N 30995402.70 30995402.70 Intesa Funding LLC Intesa Funding LLC, 0.35% 4611K1N43 Financial Company Commercial Paper First Tier Security 2011-01-04 2011-01-04 N N N 55000000.00 54981819.44 0.0030 N 54984655.00 54984655.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 51489HN68 Financial Company Commercial Paper First Tier Security 2011-01-06 2011-01-06 N N N 73000000.00 72970800.00 0.0040 N 72978319.00 72978319.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.53% 51489HML6 Financial Company Commercial Paper First Tier Security 2010-12-20 2010-12-20 N N N 28000000.00 27992167.78 0.0015 N 27995847.60 27995847.60 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.40% 6323A1ML7 Financial Company Commercial Paper First Tier Security 2010-12-20 2010-12-20 N N N 117000000.00 116975300.01 0.0065 N 116982648.90 116982648.90 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 28000000.00 27980399.99 0.0015 N 27984868.80 27984868.80 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 29000000.00 28981150.00 0.0016 N 28979700.00 28979700.00 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 14000000.00 13990316.66 0.0008 N 13989416.00 13989416.00 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 35000000.00 34971076.39 0.0019 N 34975251.50 34975251.50 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 11000000.00 10990375.00 0.0006 N 10991630.10 10991630.10 Santander Finance, Inc. Santander Finance, Inc., 0.39% 80281KM38 Financial Company Commercial Paper First Tier Security 2010-12-03 2010-12-03 N N N 99000000.00 98997855.00 0.0055 N 98997445.80 98997445.80 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 65000000.00 64979958.32 0.0036 N 64980032.00 64980032.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.33% 83365SP15 Financial Company Commercial Paper First Tier Security 2011-02-01 2011-02-01 N N N 71000000.00 70959648.35 0.0039 N 70962355.80 70962355.80 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 112000000.00 111902000.00 0.0062 N 111906289.60 111906289.60 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HMA5 Financial Company Commercial Paper First Tier Security 2010-12-10 2010-12-10 N N N 22000000.00 21998075.00 0.0012 N 21998473.20 21998473.20 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HMD9 Financial Company Commercial Paper First Tier Security 2010-12-13 2010-12-13 N N N 11000000.00 10998716.67 0.0006 N 10999006.70 10999006.70 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958UNR1 Financial Company Commercial Paper First Tier Security 2011-01-25 2011-01-25 N N N 100000000.00 99958750.00 0.0055 N 99958000.00 99958000.00 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 32000000.00 31912986.67 0.0018 N 31882176.00 31882176.00 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.43% 89153QTN0 Financial Company Commercial Paper First Tier Security 2011-06-22 2011-06-22 N N N 17000000.00 16958779.73 0.0009 N 16956650.00 16956650.00 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 6000000.00 5995450.00 0.0003 N 5996497.80 5996497.80 Unicredit Delaware, Inc. Unicredit Delaware, Inc., 0.44% 90467BNE8 Financial Company Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N N 7000000.00 6996235.56 0.0004 N 6996850.00 6996850.00 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.40% 9046Q3N62 Financial Company Commercial Paper First Tier Security 2011-01-06 2011-01-06 N N N 28000000.00 27988800.00 0.0015 N 27990110.40 27990110.40 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.40% 9046Q3N70 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-01-07 N N N 42000000.00 41982733.33 0.0023 N 41984644.80 41984644.80 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.46% 9046Q3ME6 Financial Company Commercial Paper First Tier Security 2010-12-14 2010-12-14 N N N 42000000.00 41993023.34 0.0023 N 41995119.60 41995119.60 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.50% 9046Q3M71 Financial Company Commercial Paper First Tier Security 2010-12-07 2010-12-07 N N N 81000000.00 80993317.50 0.0045 N 80995431.60 80995431.60 Westpac Banking Corp. Westpac Banking Corp., 0.29% 9612C4BC4 Financial Company Commercial Paper First Tier Security 2011-01-19 2011-04-19 N N N 80000000.00 80000000.00 0.0044 N 80006480.00 80006480.00 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 80000000.00 80000000.00 0.0044 N 80007440.00 80007440.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 9612C4AV3 Financial Company Commercial Paper First Tier Security 2010-12-10 2010-12-10 N N N 127000000.00 127000000.00 0.0070 N 127001905.00 127001905.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2010-12-08 2011-10-07 N N N 57000000.00 57000000.00 0.0031 N 56998062.00 56998062.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2010-12-20 2011-09-19 N N N 67500000.00 67500000.00 0.0037 N 67473337.50 67473337.50 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2010-12-23 2011-09-23 N N N 67500000.00 67500000.00 0.0037 N 67473000.00 67473000.00 Autobahn Funding Autobahn Funding, 0.30% 0527M1M10 Asset Backed Commercial Paper First Tier Security 2010-12-01 2010-12-01 N N Y LIQUIDITY DGB N/A N/A 75479000.00 75479000.00 0.0042 N 75478388.62 75478388.62 Dakota Notes (Citibank Credit Card Issuance Trust) Dakota Notes (Citibank Credit Card Issuance Trust), 0.29% 1730P3M79 Asset Backed Commercial Paper First Tier Security 2010-12-07 2010-12-07 N N N 49000000.00 48997631.67 0.0027 N 48997427.50 48997427.50 Dakota Notes (Citibank Credit Card Issuance Trust) Dakota Notes (Citibank Credit Card Issuance Trust), 0.30% 1730P3M61 Asset Backed Commercial Paper First Tier Security 2010-12-06 2010-12-06 N N N 15145000.00 15144368.96 0.0008 N 15144318.48 15144318.48 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.40% 41068LM29 Asset Backed Commercial Paper First Tier Security 2010-12-02 2010-12-02 N N Y LIQUIDITY USBANKNA N/A N/A NORDDEUT (GTD) N/A N/A 17000000.00 16999811.11 0.0009 N 16999726.30 16999726.30 Novartis Finance Corp. Novartis Finance Corp., 0.30% 6698M5NJ4 Other Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 28000000.00 27988800.00 0.0015 N 27989710.00 27989710.00 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PB9 Other Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 8000000.00 7994240.00 0.0004 N 7995408.80 7995408.80 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PP8 Other Commercial Paper First Tier Security 2011-02-23 2011-02-23 N N N 28000000.00 27976480.00 0.0015 N 27980498.00 27980498.00 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc., 0.27% 084670AW8 Other Note First Tier Security 2011-02-10 2011-02-10 N N N 48000000.00 48000000.00 0.0026 N 47998656.00 47998656.00 BNP Paribas SA BNP Paribas SA, 0.54% 05567LSW8 Other Note First Tier Security 2011-02-11 2011-02-11 N N N 131000000.00 131000000.00 0.0072 N 131006681.00 131006681.00 BP Capital Markets PLC BP Capital Markets PLC, 0.42% 05565QAW8 Other Note First Tier Security 2010-12-13 2011-04-11 N N N 68500000.00 68500000.00 0.0038 N 68468627.00 68468627.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 2027A0ED7 Other Note First Tier Security 2010-12-06 2011-01-04 N N N 126000000.00 126000000.00 0.0069 N 125999874.00 125999874.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 2027A0EB1 Other Note First Tier Security 2010-12-14 2010-12-14 N N N 127000000.00 127000000.00 0.0070 N 127001016.00 127001016.00 Metropolitan Life Global Funding I Metropolitan Life Global Funding I, 1.79% 59217EBX1 Other Note First Tier Security 2011-01-04 2011-07-01 Y MET LIFE GLBL F N/A N/A N N 38000000.00 38000000.00 0.0021 N 38091770.00 38091770.00 Royal Bank of Canada Royal Bank of Canada, 0.29% 78008FBA1 Other Note First Tier Security 2011-01-04 2011-12-01 N N N 250000000.00 250000000.00 0.0138 N 250011750.00 250011750.00 Royal Bank of Canada Royal Bank of Canada, 0.69% 78008FAM6 Other Note First Tier Security 2010-12-15 2011-12-15 N N N 150000000.00 150000000.00 0.0083 N 150648900.00 150648900.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CAZ4 Other Note First Tier Security 2011-01-18 2011-12-15 N N N 126000000.00 126000000.00 0.0069 N 125948088.00 125948088.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CBD2 Other Note First Tier Security 2011-02-11 2011-11-10 N N N 62000000.00 62000000.00 0.0034 N 61994730.00 61994730.00 Westpac Banking Corp. Westpac Banking Corp., 0.31% 91621CAV3 Other Note First Tier Security 2010-12-23 2011-08-23 N N N 170000000.00 170000000.00 0.0094 N 169678530.00 169678530.00 Bank of America NA Bank of America NA, 0.30% 06050Y6E6 Other Note First Tier Security 2010-12-13 2010-12-13 N N N 64000000.00 64000000.00 0.0035 N 63998208.00 63998208.00 U.S. Treasury Bills U.S. Treasury Bills, 0.28% 9127952P5 Treasury Debt First Tier Security 2011-11-17 2011-11-17 N N N 353000000.00 352036310.07 0.0194 N 352105145.00 352105145.00 U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912795UK5 Treasury Debt First Tier Security 2010-12-16 2010-12-16 N N N 100000000.00 99981250.00 0.0055 N 99995100.00 99995100.00 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 320500000.00 321201093.87 0.0177 N 321213753.50 321213753.50 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 136000000.00 136670760.87 0.0075 N 136680000.00 136680000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% to 0.26% 912828JU5 Treasury Debt First Tier Security 2011-11-15 2011-11-15 N N N 150000000.00 152137646.37 0.0084 N 152044950.00 152044950.00 U.S. Treasury Notes U.S. Treasury Notes, 0.29% 912828LT5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 100000000.00 100644845.54 0.0055 N 100636700.00 100636700.00 U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.48% 912828JY7 Treasury Debt First Tier Security 2011-01-31 2011-01-31 N N N 195000000.00 195127139.96 0.0108 N 195220935.00 195220935.00 New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.27% Series 2002 A, LOC Fannie Mae VRDN 64970HAW4 Variable Rate Demand Note First Tier Security 2010-12-07 2032-08-15 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y OBLIGOR GOTHAM ORGANIZA N/A N/A LETTER OF CREDIT FANNIEMAE N/A N/A 12500000.00 12500000.00 0.0007 N 12500000.00 12500000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.25% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 Variable Rate Demand Note First Tier Security 2010-12-07 2038-11-01 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 0.0007 N 13000000.00 13000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.25% (Theatre Row Tower Hsg. Proj.) Series 2000 A, LOC Freddie Mac VRDN 64986MD51 Variable Rate Demand Note First Tier Security 2010-12-07 2032-11-01 Y FHLM N/A N/A Y FHLM N/A N/A Y LETTER OF CREDIT FHLM N/A N/A 50000000.00 50000000.00 0.0028 N 50000000.00 50000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.25% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 Variable Rate Demand Note First Tier Security 2010-12-07 2031-05-15 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A OBLIGOR CHELSEA ASSO LL N/A N/A 21000000.00 21000000.00 0.0012 N 21000000.00 21000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.25% (Clinton Green South Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2W4 Variable Rate Demand Note First Tier Security 2010-12-07 2038-11-01 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 14500000.00 14500000.00 0.0008 N 14500000.00 14500000.00 California Gen. Oblig. California Gen. Oblig., 0.29% Series 2005 B1, LOC Bank of America NA VRDN 13062RG36 Variable Rate Demand Note First Tier Security 2010-12-07 2040-05-01 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A 24000000.00 24000000.00 0.0013 N 24000000.00 24000000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.27% (Catholic Healthcare West Proj.) Series 2005 I, LOC Bank of America NA VRDN 13033FYE4 Variable Rate Demand Note First Tier Security 2010-12-07 2035-07-01 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y OBLIGOR CATHOL HLT WEST N/A N/A LETTER OF CREDIT BAC-NA N/A N/A 30970000.00 30970000.00 0.0017 N 30970000.00 30970000.00 California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.30% (Wilshire Court Proj.) Series AAA, LOC Fannie Mae VRDN 13077V6X5 Variable Rate Demand Note First Tier Security 2010-12-07 2037-05-15 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A OBLIGOR HEARTHSTONE N/A N/A 15000000.00 15000000.00 0.0008 N 15000000.00 15000000.00 Richmond Multifamily Hsg. Richmond Multifamily Hsg., 0.29% LOC Fannie Mae VRDN 764443AA5 Variable Rate Demand Note First Tier Security 2010-12-07 2037-08-15 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A 28800000.00 28800000.00 0.0016 N 28800000.00 28800000.00 Sacramento Muni. Util. District Elec. Rev. Sacramento Muni. Util. District Elec. Rev., 0.27% Series 2008 K, LOC Bank of America NA VRDN 786005PB8 Variable Rate Demand Note First Tier Security 2010-12-07 2028-08-15 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A 12050000.00 12050000.00 0.0007 N 12050000.00 12050000.00 Franklin County Indl. Dev. Auth. Franklin County Indl. Dev. Auth., 0.29% (Menno-Haven, Inc. Proj.) Series 2006, LOC Wells Fargo Bank NA VRDN 353273AG0 Variable Rate Demand Note First Tier Security 2010-12-07 2041-08-15 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 OBLIGOR MENNO HAVEN INC N/A N/A 19050000.00 19050000.00 0.0011 N 19050000.00 19050000.00 Pennsylvania Higher Edl. Facilities Auth. Rev. Pennsylvania Higher Edl. Facilities Auth. Rev., 0.28% (Thomas Jefferson Univ. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 70917RNZ4 Variable Rate Demand Note First Tier Security 2010-12-07 2031-02-01 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 20500000.00 20500000.00 0.0011 N 20500000.00 20500000.00 Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev. Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev., 0.25% Series 2005 87C, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 708793GP3 Variable Rate Demand Note First Tier Security 2010-12-07 2035-10-01 Y FANNIEMAE N/A N/A N Y LIQUIDITY FHLM N/A N/A FANNIEMAE N/A N/A OBLIGOR PA-WL 4/1/82 N/A N/A 19000000.00 19000000.00 0.0010 N 19000000.00 19000000.00 Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 0.35% (Duke Energy Indiana, Inc. Proj.) Series 2009 A3, LOC Bank of America NA VRDN 455054AG1 Variable Rate Demand Note First Tier Security 2010-12-07 2039-12-01 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 39425000.00 39425000.00 0.0022 N 39425000.00 39425000.00 Indiana Fin. Auth. Health Sys. Rev. Indiana Fin. Auth. Health Sys. Rev., 0.36% (Sisters of Saint Francis Health Svcs., Inc. Obligated Group Proj.) Series 2008 E, LOC Bank of America NA V 45470YBA8 Variable Rate Demand Note First Tier Security 2010-12-07 2048-09-01 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y OBLIGOR SISTERS ST FRAN N/A N/A LETTER OF CREDIT BAC-NA N/A N/A 11000000.00 11000000.00 0.0006 N 11000000.00 11000000.00 Cook County Gen. Oblig. Cook County Gen. Oblig., 0.29% Participating VRDN Series Solar 06 10, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FBE9 Variable Rate Demand Note First Tier Security 2010-12-07 2029-11-15 Y USBANKNA N/A N/A N Y LIQUIDITY USBANKNA N/A N/A 13385000.00 13385000.00 0.0007 N 13385000.00 13385000.00 Illinois Dev. Fin. Auth. Solid Waste Disp. Rev. Illinois Dev. Fin. Auth. Solid Waste Disp. Rev., 0.36% (Waste Mgmt., Inc. Proj.) LOC JPMorgan Chase Bank VRDN 451889AR0 Variable Rate Demand Note First Tier Security 2010-12-07 2023-10-01 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 WASTE MGMT N/A N/A 20000000.00 20000000.00 0.0011 N 20000000.00 20000000.00 Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 0.37% LOC Bank of America NA VRDN 45200FJ67 Variable Rate Demand Note First Tier Security 2010-12-07 2039-12-01 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 MUSEUM OF SCI N/A N/A 15000000.00 15000000.00 0.0008 N 15000000.00 15000000.00 Maine Health & Higher Ed. Facilities Auth. Rev. Maine Health & Higher Ed. Facilities Auth. Rev., 0.35% Series 2008 A, LOC KBC Bank NV VRDN 560425W48 Variable Rate Demand Note First Tier Security 2010-12-07 2036-07-01 Y KBCBANK N/A N/A Y KBCBANK N/A N/A Y OBLIGOR MAINE MED CTR N/A N/A LETTER OF CREDIT KBCBANK N/A N/A 46915000.00 46915000.00 0.0026 N 46915000.00 46915000.00 North Texas Tollway Auth. Rev. North Texas Tollway Auth. Rev., 0.27% Series 2009 D, LOC JPMorgan Chase Bank VRDN 66285WFM3 Variable Rate Demand Note First Tier Security 2010-12-07 2049-01-01 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y LETTER OF CREDIT JPMC BANK N/A N/A 28000000.00 28000000.00 0.0015 N 28000000.00 28000000.00 Univ. of Texas Board of Regents Sys. Rev. Univ. of Texas Board of Regents Sys. Rev., 0.30% Participating VRDN Series Putters 1646, (Liquidity Facility JPMorgan Chase Bank) 915137P56 Variable Rate Demand Note First Tier Security 2010-12-07 2036-08-15 Y JPMC BANK N/A N/A N Y LIQUIDITY JPMC BANK N/A N/A 13055000.00 13055000.00 0.0007 N 13055000.00 13055000.00 LP Pinewood SPV LLC Taxable VRDN LP Pinewood SPV LLC Taxable VRDN, 0.28% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2010-12-07 2018-02-01 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 33000000.00 33000000.00 0.0018 N 33000000.00 33000000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.30% Series 2008 B, (Liquidity Facility Bank of America NA) VRDN 5760494X5 Variable Rate Demand Note First Tier Security 2010-12-07 2031-08-01 Y BAC-NA N/A N/A N Y LIQUIDITY BAC-NA N/A N/A 30000000.00 30000000.00 0.0017 N 30000000.00 30000000.00 Nebraska Invt. Fin. Auth. Single Family Hsg. Rev. Nebraska Invt. Fin. Auth. Single Family Hsg. Rev., 0.27% Series 2008 B, (Liquidity Facility Fed. Home Ln. Bank Topeka) VRDN 63968MBY4 Variable Rate Demand Note First Tier Security 2010-12-07 2038-09-01 Y FHLB-TPK N/A N/A N Y LIQUIDITY FHLB-TPK N/A N/A OBLIGOR NE-MBS 7/1/94 N/A N/A 23395000.00 23395000.00 0.0013 N 23395000.00 23395000.00 District of Columbia Rev. District of Columbia Rev., 0.35% (Howard Univ. Proj.) Series 2006 B, LOC Bank of America NA VRDN 2548394B6 Variable Rate Demand Note First Tier Security 2010-12-07 2026-10-01 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y OBLIGOR HOWARD UNIV, DC N/A N/A LETTER OF CREDIT BAC-NA N/A N/A 18500000.00 18500000.00 0.0010 N 18500000.00 18500000.00 Michigan Bldg. Auth. Rev. Michigan Bldg. Auth. Rev., 0.29% Participating VRDN Series Solar 06 21, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FCC2 Variable Rate Demand Note First Tier Security 2010-12-07 2033-10-15 Y USBANKNA N/A N/A N Y LIQUIDITY USBANKNA N/A N/A 14560000.00 14560000.00 0.0008 N 14560000.00 14560000.00 Port Auth. of New York & New Jersey Port Auth. of New York & New Jersey, 0.32% Participating VRDN Series BA 07 1043, (Liquidity Facility Bank of America NA) 05248PRL1 Variable Rate Demand Note First Tier Security 2010-12-07 2037-11-15 Y BAC-NA N/A N/A N Y LIQUIDITY BAC-NA N/A N/A 12750000.00 12750000.00 0.0007 N 12750000.00 12750000.00 Columbus Swr. Sys. Rev. Columbus Swr. Sys. Rev., 0.28% Participating VRDN Series BBT 08 13, (Liquidity Facility Branch Banking & Trust Co.) 07330CJU4 Variable Rate Demand Note First Tier Security 2010-12-07 2031-06-01 Y BB&T-NC N/A N/A N Y LIQUIDITY BB&T-NC N/A N/A 12385000.00 12385000.00 0.0007 N 12385000.00 12385000.00 Burke County Indl. Dev. Auth. Poll. Cont. Rev. Burke County Indl. Dev. Auth. Poll. Cont. Rev., 0.36% LOC Bank of America NA VRDN 121342MZ9 Variable Rate Demand Note First Tier Security 2010-12-07 2037-01-01 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 OGLETHORPE PW N/A N/A 10105000.00 10105000.00 0.0006 N 10105000.00 10105000.00 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 27000000.00 27098381.68 0.0015 N 27117045.00 27117045.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257KRG1 Government Agency Debt First Tier Security 2010-12-10 2010-12-10 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 24452000.00 24450981.17 0.0013 N 24451144.18 24451144.18 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MVQ0 Government Agency Debt First Tier Security 2010-12-10 2010-12-10 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 36851000.00 36849464.55 0.0020 N 36849710.22 36849710.22 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CH39 Government Agency Debt First Tier Security 2011-01-06 2011-01-06 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 53754000.00 53741681.37 0.0030 N 53743066.44 53743066.44 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 16122000.00 16114722.71 0.0009 N 16113547.24 16113547.24 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MYL8 Government Agency Debt First Tier Security 2011-02-09 2011-02-09 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 65304000.00 65274522.51 0.0036 N 65269761.11 65269761.11 Straight-A Funding LLC Straight-A Funding LLC, 0.26% (Liquidity Facility Federal Financing Bank) 86257LE40 Government Agency Debt First Tier Security 2011-01-25 2011-01-25 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 19484000.00 19476964.11 0.0011 N 19477098.77 19477098.77 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.59% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2011-01-03 2011-10-22 Y METLIFE N/A N/A N N 35000000.00 35000000.00 0.0019 Y 35054355.00 35054355.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 37F99EVU8 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-01 2038-08-01 7 - 7 Government Agency Debt 134010955.00 55092668.78 First Tier Security 2010-12-07 2011-04-25 Y DEUTSEC N/A N/A N N 54000000.00 54000000.00 0.0030 N 54000000.00 54000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 37F99EYM3 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-01 2038-08-01 7 - 7 Government Agency Debt 126550295.00 52025548.85 First Tier Security 2010-12-07 2011-05-16 Y DEUTSEC N/A N/A N N 51000000.00 51000000.00 0.0028 N 51000000.00 51000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99E4B0 0000058056 Government Agency Repurchase Agreement Y First Tier Security 2010-12-07 2011-06-06 Y DEUTSEC N/A N/A N N 50000000.00 50000000.00 0.0028 This repurchase agreement was a forward settling transaction and therefore no collateral securities had been allocated as of 11/30. The agreement contemplated the delivery of Mortgage Backed Securities as collateral on settlement date. N 50000000.00 50000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99ESQ1 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-10-01 2038-10-01 7 - 7 Government Agency Debt 198871403.00 93881707.10 First Tier Security 2010-12-07 2011-03-28 Y DEUTSEC N/A N/A N N 92000000.00 92000000.00 0.0051 N 92000000.00 92000000.00 UBS Securities LLC; Barclays Capital, Inc.; Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account at 0.24%, dated 11/30/2010 due 12/01/2010 # 39A99PQG1 Government Agency Repurchase Agreement Y US TREASURY 2010-12-30 2016-10-31 0 - 11.25 Treasury Debt 33.83 35.50 FEDERAL AGRICULTURE MORTGAGE CORP 2011-08-19 2011-08-19 3.875 - 3.875 Government Agency Debt 0.37 0.38 FEDERAL FARM CREDIT 2010-12-07 2023-06-27 0 - 6.27 Government Agency Debt 25.95 26.12 FEDERAL HOME LOAN BANK 2010-12-01 2036-07-15 0 - 5.5 Government Agency Debt 184.99 186.67 FEDERAL HOME LOAN MORTGAGE CORP 2010-12-01 2047-08-01 0 - 238 Government Agency Debt 1124.82 585.29 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 2.31 1.83 FEDERAL NATIONAL MORTGAGE ASSOC 2010-12-01 2050-10-01 0 - 15.5 Government Agency Debt 2101.17 1010.67 GOVERNMENT NATIONAL MORTAGE ASSOC 2012-11-15 2060-10-20 0.356 - 9.5 Government Agency Debt 1542.56 1138.54 RESOLUTION FUNDING CORP 2014-01-15 2030-04-15 0 - 9.375 Government Agency Debt 48.47 29.13 TENNESEE VALLEY AUTHORITY 2011-04-15 2056-04-01 0 - 8.25 Government Agency Debt 6.33 7.15 AMERICAN EXP BNK FDIC 2011-12-09 2011-12-09 0.327 - 0.327 Other Instrument OTHER 0.12 0.13 BANCO BILBAO VIZCAYA ARGENTARI 2012-05-25 2012-06-22 0.284 - 2.45 Other Instrument OTHER 1.30 1.30 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2010-12-02 2012-06-22 0.189 - 3.125 Other Instrument OTHER 5.41 5.62 BANK AMER NA MEDIUM TERM SR NTS BOOK ENTRY FDIC 2010-12-23 2018-12-23 0 - 1.7 Other Instrument OTHER 2.78 2.80 BANK OF THE WEST 2012-03-27 2012-03-27 2.15 - 2.15 Other Instrument OTHER 0.57 0.58 CITIGROUP INC FDIC GTD TLGP 2011-12-09 2012-04-30 2.125 - 3.329 Other Instrument OTHER 2.44 2.50 CITIGROUP FDG INC FDIC GTD TLGP 2011-05-05 2012-12-10 0.46 - 2.25 Other Instrument OTHER 13.93 14.28 CITIGROUP FDG IN. FDIC 2012-03-30 2012-04-30 0.339 - 1.053 Other Instrument OTHER 1.18 1.19 CITIBANK N A FDIC GTD TLGP 2011-03-30 2012-12-28 0.263 - 1.75 Other Instrument OTHER 1.40 1.43 JOHN DEERE CP FDIC 2012-06-19 2012-06-19 2.875 - 2.875 Other Instrument OTHER 0.00 0.00 GMAC INC. 2012-10-30 2012-10-30 1.75 - 1.75 Other Instrument OTHER 0.19 0.20 GMACLLC7.30%PUBLICINCOMENOTES( 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 0.33 0.34 GE CAPITAL CORP FDIC 2010-12-09 2012-12-21 0.289 - 3 Other Instrument OTHER 14.59 15.02 GOLDMAN SACHS GROUP INC FDIC GTD TLGP 2010-12-03 2012-03-15 0.292 - 2.152 Other Instrument OTHER 0.35 0.35 HSBC USA INC. 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 0.05 0.05 JPMORGAN CHASE & CO FDIC GTD TLGP 2010-12-01 2012-12-26 0.522 - 3.125 Other Instrument OTHER 1.02 1.04 KEYBANK NA FDIC 2012-06-15 2012-06-15 3.2 - 3.2 Other Instrument OTHER 1.19 1.26 MORGAN STANLEY (FDIC TLGP) 2010-12-01 2012-03-13 2 - 2.9 Other Instrument OTHER 0.14 0.14 NEW YORK COMMUNITY BANK 2011-12-16 2011-12-16 3 - 3 Other Instrument OTHER 0.02 0.02 PNC FUNDING CORP 2012-04-01 2012-06-22 0.26 - 2.3 Other Instrument OTHER 0.14 0.14 REGIONS BANK FDIC TLGP 2010-12-10 2010-12-10 0.942 - 2.75 Other Instrument OTHER 0.23 0.23 SOVEREIGN BANCORP, INC. 2012-01-17 2012-06-15 2.5 - 2.75 Other Instrument OTHER 0.58 0.60 STATE STREET BANK AND TRUST CO 2011-03-15 2011-09-15 0.492 - 1.85 Other Instrument OTHER 0.03 0.03 STATE STREET CORPORATION 2012-04-30 2012-04-30 2.15 - 2.15 Other Instrument OTHER 0.00 0.00 SUNTRUST BNK FDIC TLGP 2010-12-16 2010-12-16 0.942 - 0.942 Other Instrument OTHER 0.29 0.29 UNION BANK, N.A. 2012-03-16 2012-03-16 0.492 - 0.492 Other Instrument OTHER 0.11 0.11 US BANCORP FDIC TLGP 2012-05-15 2012-05-15 1.8 - 1.8 Other Instrument OTHER 0.03 0.03 WELLS FARGO & CO FDIC GTD TLGP 2011-12-09 2012-06-15 1.142 - 3 Other Instrument OTHER 1.64 1.70 Unrated Security 2010-12-01 2010-12-01 N N N 3000.00 3000.00 0.0000 N 3000.00 3000.00 Bank of America NA; Credit Agricole Securities (USA), Inc.; UBS Securities LLC; Deutsche Bank Securities, Inc.; RBC Capital Markets Corp. In a joint trading account at 0.26%, dated 11/30/2010 due 12/01/2010 # 39A99PQD8 Government Agency Repurchase Agreement Y BANK AMER NA MEDIUM TERM SR NTS BOOK ENTRY FDIC 2010-12-23 2018-12-23 0 - 1.7 Other Instrument OTHER 677871.60 682890.11 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2010-12-02 2012-06-22 0.189 - 3.125 Other Instrument OTHER 1318643.07 1370219.73 CITIGROUP INC FDIC GTD TLGP 2011-12-09 2012-04-30 2.125 - 3.329 Other Instrument OTHER 594931.08 608801.17 CITIGROUP FDG INC FDIC GTD TLGP 2011-05-05 2012-12-10 0.46 - 2.25 Other Instrument OTHER 3395330.70 3481987.94 CITIGROUP FDG IN. FDIC 2012-03-30 2012-04-30 0.339 - 1.053 Other Instrument OTHER 287635.15 289383.27 CITIBANK N A FDIC GTD TLGP 2011-03-30 2012-12-28 0.263 - 1.75 Other Instrument OTHER 342155.39 348147.55 JOHN DEERE CP FDIC 2012-06-19 2012-06-19 2.875 - 2.875 Other Instrument OTHER 700.21 734.22 GMAC INC. 2012-10-30 2012-10-30 1.75 - 1.75 Other Instrument OTHER 47422.04 48443.44 GMACLLC7.30%PUBLICINCOMENOTES( 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 80276.98 83546.56 GE CAPITAL CORP FDIC 2010-12-09 2012-12-21 0.289 - 3 Other Instrument OTHER 3557507.83 3662516.95 GOLDMAN SACHS GROUP INC FDIC GTD TLGP 2010-12-03 2012-03-15 0.292 - 2.152 Other Instrument OTHER 84785.48 85770.13 HSBC USA INC. 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 11505.41 11989.74 JPMORGAN CHASE & CO FDIC GTD TLGP 2010-12-01 2012-12-26 0.522 - 3.125 Other Instrument OTHER 247863.51 254442.90 KEYBANK NA FDIC 2012-06-15 2012-06-15 3.2 - 3.2 Other Instrument OTHER 290477.17 306719.69 MORGAN STANLEY (FDIC TLGP) 2010-12-01 2012-03-13 2 - 2.9 Other Instrument OTHER 34282.81 34965.99 NEW YORK COMMUNITY BANK 2011-12-16 2011-12-16 3 - 3 Other Instrument OTHER 4297.37 4468.97 PNC FUNDING CORP 2012-04-01 2012-06-22 0.26 - 2.3 Other Instrument OTHER 33541.42 34110.05 REGIONS BANK FDIC TLGP 2010-12-10 2010-12-10 0.942 - 2.75 Other Instrument OTHER 55385.21 56005.52 SOVEREIGN BANCORP, INC. 2012-01-17 2012-06-15 2.5 - 2.75 Other Instrument OTHER 141222.68 146357.38 STATE STREET BANK AND TRUST CO 2011-03-15 2011-09-15 0.492 - 1.85 Other Instrument OTHER 7468.90 7491.71 STATE STREET CORPORATION 2012-04-30 2012-04-30 2.15 - 2.15 Other Instrument OTHER 645.29 660.81 SUNTRUST BNK FDIC TLGP 2010-12-16 2010-12-16 0.942 - 0.942 Other Instrument OTHER 71256.63 71416.68 UNION BANK, N.A. 2012-03-16 2012-03-16 0.492 - 0.492 Other Instrument OTHER 27459.20 27539.96 US BANCORP FDIC TLGP 2012-05-15 2012-05-15 1.8 - 1.8 Other Instrument OTHER 6370.53 6489.28 WELLS FARGO & CO FDIC GTD TLGP 2011-12-09 2012-06-15 1.142 - 3 Other Instrument OTHER 398707.62 414670.74 US TREASURY 2010-12-30 2016-10-31 0 - 11.25 Treasury Debt 8249387.10 8655993.15 FEDERAL AGRICULTURE MORTGAGE CORP 2011-08-19 2011-08-19 3.875 - 3.875 Government Agency Debt 90272.13 92692.69 FEDERAL FARM CREDIT 2010-12-07 2023-06-27 0 - 6.27 Government Agency Debt 6326668.90 6369276.01 FEDERAL HOME LOAN BANK 2010-12-01 2036-07-15 0 - 5.5 Government Agency Debt 45103113.00 45513654.02 FEDERAL HOME LOAN MORTGAGE CORP 2010-12-01 2047-08-01 0 - 238 Government Agency Debt 274245066.72 142702171.71 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 562845.00 446042.30 FEDERAL NATIONAL MORTGAGE ASSOC 2010-12-01 2050-10-01 0 - 15.5 Government Agency Debt 512292593.25 246413598.28 GOVERNMENT NATIONAL MORTAGE ASSOC 2012-11-15 2060-10-20 0.356 - 9.5 Government Agency Debt 376096519.33 277591216.39 RESOLUTION FUNDING CORP 2014-01-15 2030-04-15 0 - 9.375 Government Agency Debt 11818632.95 7101954.43 TENNESEE VALLEY AUTHORITY 2011-04-15 2056-04-01 0 - 8.25 Government Agency Debt 1544538.95 1744271.81 AMERICAN EXP BNK FDIC 2011-12-09 2011-12-09 0.327 - 0.327 Other Instrument OTHER 30205.12 30527.20 BANCO BILBAO VIZCAYA ARGENTARI 2012-05-25 2012-06-22 0.284 - 2.45 Other Instrument OTHER 317153.79 317133.52 BANK OF THE WEST 2012-03-27 2012-03-27 2.15 - 2.15 Other Instrument OTHER 137900.11 141339.69 Unrated Security 2010-12-01 2010-12-01 N N N 731439000.00 731439000.00 0.0403 N 731439000.00 731439000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SMU9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-01-01 2040-01-01 3.59 - 3.59 Government Agency Debt 32890000.00 25508188.71 Unrated Security 2010-12-07 2011-01-24 Y INGFIN N/A N/A N N 25000000.00 25000000.00 0.0014 N 25000000.00 25000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SKX5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-01 2036-06-01 2.219 - 5.977 Government Agency Debt 184407851.00 25506969.67 Unrated Security 2010-12-07 2011-01-18 Y INGFIN N/A N/A N N 25000000.00 25000000.00 0.0014 N 25000000.00 25000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SSE9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-04-01 2040-04-01 5 - 6.5 Government Agency Debt 27817419.00 13263179.70 Unrated Security 2010-12-07 2011-05-13 Y INGFIN N/A N/A N N 13000000.00 13000000.00 0.0007 N 13000000.00 13000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SRQ3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-06-01 2038-11-01 5.5 - 6 Government Agency Debt 24570000.00 13262379.08 Unrated Security 2010-12-07 2011-02-11 Y INGFIN N/A N/A N N 13000000.00 13000000.00 0.0007 N 13000000.00 13000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SNL8 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-01-01 2040-01-01 3.59 - 3.59 Government Agency Debt 32890000.00 25508188.71 Unrated Security 2010-12-07 2011-04-25 Y INGFIN N/A N/A N N 25000000.00 25000000.00 0.0014 N 25000000.00 25000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SLM8 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-01 2040-01-01 2.219 - 3.59 Government Agency Debt 136021418.00 25506174.07 Unrated Security 2010-12-07 2011-04-18 Y INGFIN N/A N/A N N 25000000.00 25000000.00 0.0014 N 25000000.00 25000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.25% 38B99SJR0 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-06-01 2040-01-01 2.069 - 3.59 Government Agency Debt 147776227.00 27551798.79 Unrated Security 2010-12-07 2011-04-01 Y INGFIN N/A N/A N N 27000000.00 27000000.00 0.0015 N 27000000.00 27000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.28% 38B99SFK9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-12-01 2039-07-01 5 - 6.5 Government Agency Debt 44724998.00 16332911.54 Unrated Security 2010-12-07 2011-03-01 Y INGFIN N/A N/A N N 16000000.00 16000000.00 0.0009 N 16000000.00 16000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.24% 36U99E4T6 0000050916 Government Agency Repurchase Agreement Y First Tier Security 2010-12-07 2011-03-01 Y RBC CAP N/A N/A N N 27000000.00 27000000.00 0.0015 This repurchase agreement was a forward settling transaction and therefore no collateral securities had been allocated as of 11/30. The agreement contemplated the delivery of Collateralized Mortgage Obligations as collateral on settlement date. N 27000000.00 27000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 37T99XLR9 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-01 2040-09-01 3.436 - 3.436 Government Agency Debt 24600000.00 25507295.32 Unrated Security 2010-12-07 2011-04-25 Y RBSSECUR N/A N/A N N 25000000.00 25000000.00 0.0014 N 25000000.00 25000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.24% 37V99JPH5 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2039-07-01 4 - 4 Government Agency Debt 14054114.00 13263625.26 Unrated Security 2010-12-07 2011-01-19 Y WELLSFAR N/A N/A N N 13000000.00 13000000.00 0.0007 N 13000000.00 13000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.25% 37V99JPL6 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2039-07-01 4 - 4 Government Agency Debt 14054274.00 13263776.26 Unrated Security 2010-12-07 2011-04-19 Y WELLSFAR N/A N/A N N 13000000.00 13000000.00 0.0007 N 13000000.00 13000000.00 Banc of America Securities LLC Banc of America Securities LLC, 0.88% 38T99CPY4 0001185371 Other Repurchase Agreement N BEAR STEARNS ARM TRUST 2035-10-25 2035-10-25 N/A Other Instrument OTHER 44380000.00 19352866.88 HARBORVIEW MORTGAGE LOAN TRUST 2037-02-19 2037-02-19 N/A Other Instrument OTHER 57023000.00 20834213.15 GSR MORTGAGE LOAN TRUST 2035-11-25 2035-11-25 N/A Other Instrument OTHER 69182000.00 18883037.40 COUNTRYWIDE HOME EQUITY LOAN TRUST 2034-02-25 2034-02-25 N/A Other Instrument OTHER 50000000.00 20527150.00 CMALT (CITIMORTGAGE ALTERNATIVE LOAN TRUST) 2037-05-25 2037-05-25 5.347 - 5.347 Other Instrument OTHER 141115589.00 18219116.39 STRUCTURED ASSET MORTGAGE INVESTMENTS 2036-08-25 2036-08-25 N/A Other Instrument OTHER 53000000.00 19864725.78 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2037-04-25 2037-04-25 N/A Other Instrument OTHER 438400.00 224312.56 NATIONSTAR HOME EQUITY LOAN TRUST 2036-09-25 2036-09-25 N/A Other Instrument OTHER 7186367.00 6297614.62 First Tier Security 2011-01-04 2011-10-27 Y BANCANGR N/A N/A N N 115000000.00 115000000.00 0.0063 Y 115000000.00 115000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.43% 39C99DFK9 0000851376 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2060-10-20 2060-10-20 8.488 - 8.488 Government Agency Debt 31217794.00 29870357.70 Unrated Security 2010-12-15 2010-12-31 Y BCAPNGR N/A N/A N N 29000000.00 29000000.00 0.0016 Y 29000000.00 29000000.00 Barclays Capital, Inc. 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ADR 2010-11-30 2010-11-30 N/A Other Instrument OTHER 83235.00 1349239.35 NETWORK ENGINES, INC. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 5497.00 8300.47 NORDION INC 2010-11-30 2010-11-30 N/A Other Instrument OTHER 1919578.00 20846617.08 OMNIVISION TECHNOLOGIES, INC 2010-11-30 2010-11-30 N/A Other Instrument OTHER 14926.00 434645.12 PETROLEO BRASILEIRO S.A. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 505940.00 16488584.60 PROASSURANCE CORP 2010-11-30 2010-11-30 N/A Other Instrument OTHER 14.00 833.56 RTI BIOLOGICS INC 2010-11-30 2010-11-30 N/A Other Instrument OTHER 26948.00 73568.04 RADIO ONE, INC. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 1931494.00 2221218.10 REDIFF.COM INDIA LIMITED 2010-11-30 2010-11-30 N/A Other Instrument OTHER 28466.00 86251.98 SILICONWARE PRECISION INDUSTRI 2010-11-30 2010-11-30 N/A Other Instrument OTHER 267396.00 1371741.48 SPECTRUM GROUP INTERNAT 2010-11-30 2010-11-30 N/A Other Instrument OTHER 13969.00 25842.65 TERRA NOVA ROYALTY CORP 2010-11-30 2010-11-30 N/A Other Instrument OTHER 2444.00 20407.40 ULTICOM, INC. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 7963.00 63624.37 VVERMILLION, INC.COM 2010-11-30 2010-11-30 N/A Other Instrument OTHER 690.00 3432.75 GLOBAL SOURCES LTD 2010-11-30 2010-11-30 N/A Other Instrument OTHER 44896.00 409900.48 CLICKSOFTWARE TECHNOLOGIES, LT 2010-11-30 2010-11-30 N/A Other Instrument OTHER 278.00 1812.56 NOVA MEASURING INSTRUMENTS LTD 2010-11-30 2010-11-30 N/A Other Instrument OTHER 34819.00 237117.39 AMERICAN REALTY INVESTORS INC 2010-11-30 2010-11-30 N/A Other Instrument OTHER 49.00 423.36 Unrated Security 2010-12-01 2010-12-01 N N N 278000000.00 278000000.00 0.0153 N 278000000.00 278000000.00 Deutsche Bank Securities, Inc. 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