N-MFP LIVE N 2010-12-30 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 55 87 18380738923.60 32769729.89 60170034.90 18353338618.59 0.0039 1.0002 2010-12-30 1.0002 2010-12-30 C000020478 1000.00 9043064257.01 1.00 146793587.00 3328664803.12 3181871216.12 0.0001 1.0002 2010-12-30 1.0002 2010-12-30 C000020477 1000.00 9310274361.57 1.00 72084170.78 3476596095.89 3404511925.11 0.0001 1.0003 2010-12-30 1.0003 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 37000000.00 37000000.00 0.0020 N 36995930.00 36995930.00 Bank of Montreal Bank of Montreal, 0.36% 06366UEK0 Certificate of Deposit First Tier Security 2011-01-24 2011-11-22 N N N 15000000.00 15000000.00 0.0008 N 14993415.00 14993415.00 Bank of Montreal Bank of Montreal, 0.41% 06366FK91 Certificate of Deposit First Tier Security 2011-01-25 2011-05-25 N N N 59000000.00 59000000.00 0.0032 N 58991150.00 58991150.00 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 57000000.00 57000000.00 0.0031 N 57000000.00 57000000.00 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 29000000.00 29000000.00 0.0016 N 29000000.00 29000000.00 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 59000000.00 59000000.00 0.0032 N 59001180.00 59001180.00 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 36000000.00 36000000.00 0.0020 N 35938692.00 35938692.00 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 48000000.00 47999999.38 0.0026 N 48000052.80 48000052.80 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 57000000.00 57000000.00 0.0031 N 56996853.60 56996853.60 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 56996836.50 56996836.50 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3V5 Certificate of Deposit First Tier Security 2011-07-11 2011-07-11 N N N 57000000.00 57000000.00 0.0031 N 56996785.20 56996785.20 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 0.0065 N 119029726.20 119029726.20 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 58014650.80 58014650.80 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 0.0081 N 148035890.00 148035890.00 Barclays Bank PLC New York Branch Barclays Bank PLC New York Branch, 0.30% 06740MSY0 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 225000000.00 225000000.00 0.0123 N 224999977.50 224999977.50 BNP Paribas New York Branch BNP Paribas New York Branch, 0.32% 0556M5A96 Certificate of Deposit First Tier Security 2011-02-09 2011-02-09 N N N 110000000.00 110000000.00 0.0060 N 109999989.00 109999989.00 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 0.0150 N 274939335.00 274939335.00 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 126000000.00 126000000.00 0.0069 N 126019706.40 126019706.40 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 0.0078 N 144033782.40 144033782.40 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 56000000.00 56000000.00 0.0031 N 55979112.00 55979112.00 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 114000000.00 114000000.00 0.0062 N 113952234.00 113952234.00 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 32000000.00 32000000.00 0.0017 N 31998496.00 31998496.00 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 60000000.00 60000630.66 0.0033 N 59990700.00 59990700.00 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 29000000.00 29000000.00 0.0016 N 28997129.00 28997129.00 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 62039289.40 62039289.40 Credit Agricole CIB Credit Agricole CIB, 0.36% 22532YYJ9 Certificate of Deposit First Tier Security 2011-03-01 2011-03-01 N N N 58000000.00 58000000.00 0.0032 N 57999994.20 57999994.20 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 113000000.00 113000000.00 0.0062 N 112998045.10 112998045.10 DnB NOR Bank ASA DnB NOR Bank ASA, 0.32% 25600TQF7 Certificate of Deposit First Tier Security 2011-03-21 2011-03-21 N N N 73500000.00 73541673.74 0.0040 N 73548958.35 73548958.35 DZ BANK AG DZ BANK AG, 0.40% 23322A7H7 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 57000000.00 57000000.00 0.0031 N 57006486.60 57006486.60 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 0.0082 N 149936400.00 149936400.00 Natixis SA Natixis SA, 0.44% 63873BG27 Certificate of Deposit First Tier Security 2011-01-07 2011-03-07 N N N 113000000.00 113000000.00 0.0062 N 113008475.00 113008475.00 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 120000000.00 120000000.00 0.0065 N 120020040.00 120020040.00 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 150000000.00 150000000.00 0.0082 N 150000000.00 150000000.00 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 118000000.00 118000000.00 0.0064 N 117838340.00 117838340.00 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 58000000.00 58000000.00 0.0032 N 58005834.80 58005834.80 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.26% 74977MCC7 Certificate of Deposit First Tier Security 2011-01-10 2011-02-09 N N N 60000000.00 60000000.00 0.0033 N 59994180.00 59994180.00 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 70000000.00 70000000.00 0.0038 N 69989500.00 69989500.00 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 30000000.00 30000000.00 0.0016 N 29995320.00 29995320.00 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 58000000.00 58000000.00 0.0032 N 57998144.00 57998144.00 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 62000000.00 62000000.00 0.0034 N 61999814.00 61999814.00 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 0.0082 N 150020505.00 150020505.00 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 57019841.70 57019841.70 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 168000000.00 168000000.00 0.0092 N 168248472.00 168248472.00 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 6000000.00 6000000.00 0.0003 N 5999388.00 5999388.00 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 18000000.00 18000000.00 0.0010 N 17998308.00 17998308.00 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 24000000.00 24000000.00 0.0013 N 23999712.00 23999712.00 Societe Generale Societe Generale, 0.33% 83369RLF6 Certificate of Deposit First Tier Security 2011-02-03 2011-02-03 N N N 85000000.00 85000000.00 0.0046 N 85002405.50 85002405.50 Societe Generale Societe Generale, 0.33% 83369RLM1 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 112000000.00 112000000.00 0.0061 N 112003539.20 112003539.20 Societe Generale Societe Generale, 1.49% 8336P2ZP6 Certificate of Deposit First Tier Security 2011-02-05 2011-02-05 Y SOCGEN N/A N/A N N 40000000.00 40000000.00 0.0022 N 39996920.00 39996920.00 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 58000174.00 58000174.00 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 57000000.00 57000000.00 0.0031 N 57000376.20 57000376.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.27% 86562GD67 Certificate of Deposit First Tier Security 2011-01-28 2011-01-28 N N N 28000000.00 28000000.00 0.0015 N 28000215.60 28000215.60 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 28000403.20 28000403.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GYE7 Certificate of Deposit First Tier Security 2011-01-14 2011-01-14 N N N 43000000.00 43000000.00 0.0023 N 43000666.50 43000666.50 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 29000000.00 29000000.00 0.0016 N 29000362.50 29000362.50 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 115000000.00 115000000.00 0.0063 N 115001564.00 115001564.00 Svenska Handelsbanken Svenska Handelsbanken, 0.35% 86959BLM5 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 111000000.00 111001877.94 0.0060 N 110982917.10 110982917.10 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 15000000.00 15000000.00 0.0008 N 14998590.00 14998590.00 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 30000000.00 30000000.00 0.0016 N 29999280.00 29999280.00 UBS AG UBS AG, 0.31% 90267AYY6 Certificate of Deposit First Tier Security 2011-03-17 2011-03-17 N N N 290000000.00 290000000.00 0.0158 N 290018328.00 290018328.00 UBS AG UBS AG, 0.35% 90267AZD1 Certificate of Deposit First Tier Security 2011-04-20 2011-04-20 N N N 111000000.00 111000000.00 0.0060 N 110999977.80 110999977.80 UBS AG UBS AG, 0.35% 90267AZM1 Certificate of Deposit First Tier Security 2011-05-02 2011-05-02 N N N 113000000.00 113000000.00 0.0062 N 112992349.90 112992349.90 Bank of Montreal Bank of Montreal, 0.26% 35L990XG4 0000927971 Certificate of Deposit First Tier Security 2011-01-14 2011-01-14 N N N 40000000.00 40000000.00 0.0022 N 40000076.00 40000076.00 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 29000000.00 29000000.00 0.0016 N 28998486.20 28998486.20 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 0.0059 N 107993941.20 107993941.20 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 0.0064 N 116998011.00 116998011.00 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 108000000.00 108000000.00 0.0059 N 107991122.40 107991122.40 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 0.0082 N 150001830.00 150001830.00 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 0.0064 N 116999847.90 116999847.90 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 0.0054 N 99005613.30 99005613.30 Credit Industriel et Commercial Credit Industriel et Commercial, 0.50% 22999AHC1 0001274419 Certificate of Deposit First Tier Security 2011-02-03 2011-02-03 N N N 196000000.00 196000000.00 0.0107 N 196036985.20 196036985.20 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 100000000.00 100000000.00 0.0054 N 100026090.00 100026090.00 Danske Bank AS Danske Bank AS, 0.30% 21P99HUM3 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 56000000.00 56000287.78 0.0031 N 56000291.20 56000291.20 Danske Bank AS Danske Bank AS, 0.31% 21P99HSR5 Certificate of Deposit First Tier Security 2011-02-09 2011-02-09 N N N 58000000.00 58000000.00 0.0032 N 58000632.20 58000632.20 Danske Bank AS Danske Bank AS, 0.32% 21P99HUU5 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 70000000.00 70000000.00 0.0038 N 70002058.00 70002058.00 Danske Bank AS Danske Bank AS, 0.33% 21P99HUW1 Certificate of Deposit First Tier Security 2011-02-25 2011-02-25 N N N 55000000.00 55000000.00 0.0030 N 55002563.00 55002563.00 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 0.0047 N 87002314.20 87002314.20 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 64012902.40 64012902.40 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 29021167.10 29021167.10 ING Bank NV ING Bank NV, 0.30% 38T99AAJ7 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 56000000.00 56000000.00 0.0031 N 55999994.40 55999994.40 ING Bank NV ING Bank NV, 0.30% 38T99AAK4 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 56000000.00 56000000.00 0.0031 N 55999994.40 55999994.40 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 0.0063 N 115999976.80 115999976.80 ING Bank NV ING Bank NV, 0.31% 38T99AAG3 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 84000000.00 84000000.00 0.0046 N 84000730.80 84000730.80 ING Bank NV ING Bank NV, 0.33% 38T99AAL2 Certificate of Deposit First Tier Security 2011-03-01 2011-03-01 N N N 48000000.00 48000000.00 0.0026 N 47999995.20 47999995.20 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 100000000.00 100000000.00 0.0054 N 99999990.00 99999990.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 02B99KKY6 Certificate of Deposit First Tier Security 2011-01-06 2011-01-06 N N N 53000000.00 53000000.00 0.0029 N 53001144.80 53001144.80 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 0.0029 N 54001944.00 54001944.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.53% 02B99KLL3 Certificate of Deposit First Tier Security 2011-02-18 2011-02-18 N N N 103000000.00 103000000.00 0.0056 N 103032187.50 103032187.50 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 6329908A8 0000833029 Certificate of Deposit First Tier Security 2011-03-09 2011-03-09 N N N 114000000.00 114000000.00 0.0062 N 113999988.60 113999988.60 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 234000000.00 234000000.00 0.0127 N 233999976.60 233999976.60 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 28000000.00 28000620.94 0.0015 N 28003108.00 28003108.00 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 84000000.00 84000000.00 0.0046 N 84009088.80 84009088.80 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 75001987.50 75001987.50 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.30% 8574P0X86 Certificate of Deposit First Tier Security 2011-02-08 2011-02-08 N N N 100000000.00 100004186.66 0.0054 N 100015140.00 100015140.00 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 55000000.00 54954533.35 0.0030 N 54972285.50 54972285.50 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 52000000.00 51967933.34 0.0028 N 51979418.40 51979418.40 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 160000000.00 159900000.00 0.0087 N 159935824.00 159935824.00 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 28000000.00 27989048.88 0.0015 N 27990900.00 27990900.00 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 8999280.00 0.0005 N 8999334.90 8999334.90 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 99978916.68 0.0054 N 99983130.00 99983130.00 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 55979855.56 0.0031 N 55983687.20 55983687.20 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 66000000.00 65979824.16 0.0036 N 65984509.80 65984509.80 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 64993319.44 0.0035 N 64995430.50 64995430.50 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 86996955.00 0.0047 N 86997877.20 86997877.20 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 0.0054 N 99981200.00 99981200.00 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 41982528.00 41982528.00 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 29000000.00 29000000.00 0.0016 N 29004263.00 29004263.00 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 31000000.00 30997772.14 0.0017 N 30988406.00 30988406.00 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 25000000.00 25000000.00 0.0014 N 24989100.00 24989100.00 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 28000000.00 28000000.00 0.0015 N 27995604.00 27995604.00 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 136000000.00 135900266.66 0.0074 N 135888480.00 135888480.00 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 27990511.12 0.0015 N 27991006.40 27991006.40 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 33988189.72 0.0019 N 33988735.80 33988735.80 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 36975025.00 0.0020 N 36972608.90 36972608.90 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 55964611.11 0.0030 N 55967760.80 55967760.80 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 34997588.89 0.0019 N 34998929.00 34998929.00 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 56980239.99 0.0031 N 56979519.90 56979519.90 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 54998395.84 0.0030 N 54998229.00 54998229.00 Intesa Funding LLC Intesa Funding LLC, 0.45% 4611K1NJ0 Financial Company Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 104000000.00 103977900.00 0.0057 N 103984660.00 103984660.00 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 72995944.44 0.0040 N 72997320.90 72997320.90 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 27990044.44 0.0015 N 27993173.60 27993173.60 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 28988641.67 0.0016 N 28988632.00 28988632.00 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 13993933.33 0.0008 N 13993796.60 13993796.60 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 33000000.00 32976900.00 0.0018 N 32978652.30 32978652.30 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 18000000.00 17985999.99 0.0010 N 17986878.00 17986878.00 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 134000000.00 134000000.00 0.0073 N 133967304.00 133967304.00 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 34981625.00 0.0019 N 34985401.50 34985401.50 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 10993690.28 0.0006 N 10994866.30 10994866.30 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 114000000.00 113789733.36 0.0062 N 113862504.60 113862504.60 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 64996750.00 0.0035 N 64997218.00 64997218.00 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 70979824.17 0.0039 N 70983336.30 70983336.30 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 111935755.55 0.0061 N 111942129.60 111942129.60 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 28000000.00 27989927.77 0.0015 N 27991843.60 27991843.60 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 28000000.00 27988022.22 0.0015 N 27989850.00 27989850.00 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 99982000.00 0.0054 N 99984440.00 99984440.00 Swedbank AB Swedbank AB, 0.35% 87019SND2 Financial Company Commercial Paper First Tier Security 2011-01-13 2011-01-13 N N N 42000000.00 41995100.00 0.0023 N 41996434.20 41996434.20 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 31923733.33 0.0017 N 31910617.60 31910617.60 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 28000000.00 27922222.24 0.0015 N 27904144.80 27904144.80 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 21000000.00 20940033.35 0.0011 N 20925051.00 20925051.00 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.43% 89153QWG1 Financial Company Commercial Paper First Tier Security 2011-09-16 2011-09-16 N N N 41000000.00 40873651.68 0.0022 N 40852810.00 40852810.00 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 5997258.33 0.0003 N 5998063.80 5998063.80 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 14000000.00 13986252.77 0.0008 N 13988972.20 13988972.20 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 6998887.78 0.0004 N 6999195.70 6999195.70 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 27998444.44 0.0015 N 27998787.60 27998787.60 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.40% 9046Q3N70 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-01-07 N N N 42000000.00 41997200.00 0.0023 N 41997874.80 41997874.80 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 80000000.00 80000000.00 0.0044 N 79994800.00 79994800.00 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 79995360.00 79995360.00 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 67500000.00 67500000.00 0.0037 N 67476240.00 67476240.00 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 67500000.00 67500000.00 0.0037 N 67475835.00 67475835.00 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 57000000.00 57000000.00 0.0031 N 56974179.00 56974179.00 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 55000000.00 54825375.00 0.0030 N 54814947.00 54814947.00 Autobahn Funding Autobahn Funding, 0.30% 0527M1NE1 Asset Backed Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N Y LIQUIDITY DGB N/A N/A 34000000.00 33996316.67 0.0019 N 33996164.80 33996164.80 Autobahn Funding Autobahn Funding, 0.30% 0527M1NJ0 Asset Backed Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N Y LIQUIDITY DGB N/A N/A 53686000.00 53678394.49 0.0029 N 53678215.53 53678215.53 Autobahn Funding Autobahn Funding, 0.31% 0527M1N50 Asset Backed Commercial Paper First Tier Security 2011-01-05 2011-01-05 N N Y LIQUIDITY DGB N/A N/A 49246000.00 49244303.75 0.0027 N 49244015.39 49244015.39 Govco, Inc. Govco, Inc., 0.25% 38362WNK3 Asset Backed Commercial Paper First Tier Security 2011-01-19 2011-01-19 N N Y LIQUIDITY CITIBANK N/A N/A 16000000.00 15998000.00 0.0009 N 15997550.40 15997550.40 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 16000000.00 15999600.00 0.0009 N 15999612.80 15999612.80 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 27996033.33 0.0015 N 27996990.00 27996990.00 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 7996720.00 0.0004 N 7997629.60 7997629.60 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 27985160.00 0.0015 N 27988576.00 27988576.00 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 400000000.00 399550000.00 0.0218 N 399634000.00 399634000.00 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 89000000.00 88778488.90 0.0048 N 88807404.00 88807404.00 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 136000000.00 136584836.96 0.0074 N 136605608.00 136605608.00 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 151947769.47 0.0083 N 151863300.00 151863300.00 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 100584994.62 0.0055 N 100585900.00 100585900.00 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 154000000.00 159507462.02 0.0087 N 159468232.00 159468232.00 U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828MM9 Treasury Debt First Tier Security 2011-11-30 2011-11-30 N N N 110000000.00 110421331.72 0.0060 N 110433950.00 110433950.00 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 195062527.86 0.0106 N 195099060.00 195099060.00 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 47998992.00 47998992.00 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 0.0071 N 131014541.00 131014541.00 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 68500000.00 68500000.00 0.0037 N 68527537.00 68527537.00 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 126000000.00 126000000.00 0.0069 N 126000000.00 126000000.00 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 38000000.00 38000000.00 0.0021 N 38077900.00 38077900.00 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 250000000.00 250000000.00 0.0136 N 250107250.00 250107250.00 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 150000000.00 150000000.00 0.0082 N 150631950.00 150631950.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CAZ4 Other Note First Tier Security 2011-01-18 2012-01-13 N N N 126000000.00 126000000.00 0.0069 N 125946324.00 125946324.00 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 61998140.00 61998140.00 Westpac Banking Corp. Westpac Banking Corp., 0.32% 91621CAV3 Other Note First Tier Security 2011-01-24 2011-09-23 N N N 170000000.00 170000000.00 0.0093 N 169684990.00 169684990.00 New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.33% Series 2002 A, LOC Fannie Mae VRDN 64970HAW4 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 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., 0.30% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 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 OBLIGOR ARCHSTONE SMTH N/A N/A LETTER OF CREDIT FHLM 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., 0.30% (Theatre Row Tower Hsg. Proj.) Series 2000 A, LOC Freddie Mac VRDN 64986MD51 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 50000000.00 50000000.00 0.0027 N 50000000.00 50000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 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 CHELSEA ASSO LL N/A N/A 21000000.00 21000000.00 0.0011 N 21000000.00 21000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (Clinton Green South Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2W4 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 14500000.00 14500000.00 0.0008 N 14500000.00 14500000.00 California Gen. Oblig. California Gen. Oblig., 0.30% Series 2005 B1, LOC Bank of America NA VRDN 13062RG36 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 24000000.00 24000000.00 0.0013 N 24000000.00 24000000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.30% (Catholic Healthcare West Proj.) Series 2005 I, LOC Bank of America NA VRDN 13033FYE4 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 CATHOL HLT WEST 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., 0.32% (Wilshire Court Proj.) Series AAA, LOC Fannie Mae VRDN 13077V6X5 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 HEARTHSTONE N/A N/A 15000000.00 15000000.00 0.0008 N 15000000.00 15000000.00 Richmond Multifamily Hsg. Rev. Richmond Multifamily Hsg. Rev., 0.31% (Baycliff Apts. Proj.) Series 2004 A, LOC Fannie Mae VRDN 764443AA5 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 28800000.00 28800000.00 0.0016 N 28800000.00 28800000.00 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 12050000.00 12050000.00 0.0007 N 12050000.00 12050000.00 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 39425000.00 39425000.00 0.0021 N 39425000.00 39425000.00 Indiana Fin. Auth. Health Sys. Rev. Indiana Fin. Auth. Health Sys. Rev., 0.38% (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 2011-01-07 2011-01-07 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., 0.36% Participating VRDN Series Solar 06 10, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FBE9 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 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., 0.37% (Waste Mgmt., Inc. Proj.) LOC JPMorgan Chase Bank VRDN 451889AR0 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 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., 0.41% (Museum of Science & Industry Proj.) Series 2009 A, LOC Bank of America NA VRDN 45200FJ67 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 MUSEUM OF SCI N/A N/A LETTER OF CREDIT BAC-NA 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., 0.38% Series 2008 A, LOC KBC Bank NV VRDN 560425W48 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y KBCBANK N/A N/A Y KBCBANK N/A N/A Y LETTER OF CREDIT KBCBANK N/A N/A OBLIGOR MAINE MED CTR 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., 0.30% Series 2009 D, LOC JPMorgan Chase Bank VRDN 66285WFM3 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 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., 0.34% Participating VRDN Series Putters 1646, (Liquidity Facility JPMorgan Chase Bank) 915137P56 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 13055000.00 13055000.00 0.0007 N 13055000.00 13055000.00 Pennsylvania Higher Edl. Facilities Auth. Rev. Pennsylvania Higher Edl. Facilities Auth. Rev., 0.31% (Thomas Jefferson Univ. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 70917RNZ4 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 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., 0.30% Series 2005 87C, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 708793GP3 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 19000000.00 19000000.00 0.0010 N 19000000.00 19000000.00 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 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., 0.32% Series 2008 B, (Liquidity Facility Bank of America NA) VRDN 5760494X5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A N Y LIQUIDITY BAC-NA N/A N/A 30000000.00 30000000.00 0.0016 N 30000000.00 30000000.00 Grand Valley Michigan State Univ. Rev. Grand Valley Michigan State Univ. Rev., 0.30% Series 2008 B, LOC U.S. Bank NA, Minnesota VRDN 386545HC4 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y USBANKNA N/A N/A Y USBANKNA N/A N/A Y LETTER OF CREDIT USBANKNA N/A N/A 6000000.00 6000000.00 0.0003 N 6000000.00 6000000.00 Michigan Bldg. Auth. Rev. Michigan Bldg. Auth. Rev., 0.36% Participating VRDN Series Solar 06 21, (Liquidity Facility U.S. Bank NA, Minnesota) 27884FCC2 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 14560000.00 14560000.00 0.0008 N 14560000.00 14560000.00 District of Columbia Rev. District of Columbia Rev., 0.38% (Howard Univ. Proj.) Series 2006 B, LOC Bank of America NA VRDN 2548394B6 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 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 Port Auth. of New York & New Jersey Port Auth. of New York & New Jersey, 0.41% Participating VRDN Series BA 07 1043, (Liquidity Facility Bank of America NA) 05248PRL1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 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., 0.34% Participating VRDN Series BBT 08 13, (Liquidity Facility Branch Banking & Trust Co.) 07330CJU4 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 12360000.00 12360000.00 0.0007 N 12360000.00 12360000.00 Burke County Indl. Dev. Auth. Poll. Cont. Rev. Burke County Indl. Dev. Auth. Poll. Cont. Rev., 0.40% (Oglethorpe Pwr. Corp. Proj.) Series 2010 B, LOC Bank of America NA VRDN 121342MZ9 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 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 27067883.36 0.0015 N 27079083.00 27079083.00 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 53753253.42 0.0029 N 53753285.07 53753285.07 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 65288581.01 0.0036 N 65291513.88 65291513.88 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 16118193.42 0.0009 N 16118917.47 16118917.47 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LL91 Government Agency Debt First Tier Security 2011-03-07 2011-03-07 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 71000000.00 70970416.69 0.0039 N 70968603.80 70968603.80 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LL42 Government Agency Debt First Tier Security 2011-03-08 2011-03-08 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 60000000.00 59974583.32 0.0033 N 59973468.00 59973468.00 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 50000000.00 49977430.57 0.0027 N 49975615.00 49975615.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MZN3 Government Agency Debt First Tier Security 2011-03-11 2011-03-11 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 30000000.00 29986250.01 0.0016 N 29985093.00 29985093.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LM82 Government Agency Debt First Tier Security 2011-03-14 2011-03-14 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 70000000.00 69967430.55 0.0038 N 69964566.00 69964566.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257JUV7 Government Agency Debt First Tier Security 2011-03-17 2011-03-17 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 77520000.00 77481239.98 0.0042 N 77477084.93 77477084.93 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 19481326.36 0.0011 N 19482069.14 19482069.14 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 35000000.00 35000000.00 0.0019 Y 35060200.00 35060200.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 37F99EVU8 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-06-01 2039-06-01 6.5 - 6.5 Government Agency Debt 51954576.00 55104281.52 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 54000000.00 54000000.00 0.0029 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 2033-09-01 2033-09-01 4.5 - 4.5 Government Agency Debt 107529297.00 52036993.33 First Tier Security 2011-01-07 2011-01-07 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 FEDERAL NATIONAL MORTGAGE ASSOC 2033-09-01 2039-07-01 4.5 - 5 Government Agency Debt 101938680.00 51011687.71 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 50000000.00 50000000.00 0.0027 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 2037-11-01 2038-02-01 5 - 6 Government Agency Debt 169634790.00 93903211.86 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 92000000.00 92000000.00 0.0050 N 92000000.00 92000000.00 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 165178.01 166299.23 WELLS FARGO & CO FDIC GTD TLGP 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER 318.97 326.13 FEDERAL FARM CREDIT 2011-04-21 2028-12-07 0.6 - 6.27 Government Agency Debt 293313.09 296429.18 FEDERAL HOME LOAN BANK 2011-01-14 2036-07-15 0 - 5.625 Government Agency Debt 2247840.95 2254657.79 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-01 2048-09-01 0 - 238 Government Agency Debt 18317832.36 8150289.09 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 79878.80 60073.74 FEDERAL NATIONAL MORTGAGE ASSOC 2011-01-01 2049-12-01 0 - 16 Government Agency Debt 28367729.23 15058681.51 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2060-12-20 0 - 8.5 Government Agency Debt 33281825.91 23772889.19 RESOLUTION FUNDING CORP 2012-07-15 2030-04-15 0 - 9.375 Government Agency Debt 1760826.33 1256661.02 TENNESEE VALLEY AUTHORITY 2011-04-15 2042-04-15 0 - 8.25 Government Agency Debt 16127.27 16113.82 BANCO BILBAO VIZCAYA ARGENTARIA PUERTO RICO FDIC 2012-05-25 2012-05-25 0.393 - 0.393 Other Instrument OTHER 51262.78 51267.55 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-06-22 0.683 - 3.125 Other Instrument OTHER 208324.76 215819.01 BANK NEW YORK MELLON CORP FDIC GTD TLGP 2012-06-29 2012-06-29 0.442 - 0.442 Other Instrument OTHER 2392.26 2399.89 CITIBANK N A FDIC GTD TLGP 2012-05-07 2012-05-07 1.875 - 1.875 Other Instrument OTHER 142.40 145.18 CITIGROUP INC FDIC GTD TLGP 2012-04-30 2012-04-30 2.125 - 2.125 Other Instrument OTHER 1025.26 1049.46 CITIGROUP FDG INC FDIC GTD TLGP 2012-07-12 2012-10-22 1.875 - 2.125 Other Instrument OTHER 80231.04 82065.95 CITIBANK N A FDIC GTD TLGP 2011-03-30 2011-11-15 1.25 - 1.625 Other Instrument OTHER 5701.56 5758.57 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 1290.68 1327.15 GENERAL ELEC CAP CORP MEDIUM TERM SR NTS BOOK EN 2011-01-07 2012-12-21 1.625 - 3 Other Instrument OTHER 125693.66 128513.07 HSBC USA INC 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 116.20 119.37 JPMORGAN CHASE & CO FDIC GTD TLGP 2011-12-01 2012-12-26 2.125 - 3.125 Other Instrument OTHER 7797.64 7978.93 MORGAN STANLEY FDIC GTD TLGP 2012-06-20 2012-06-20 1.95 - 1.95 Other Instrument OTHER 74.05 75.47 PNC FDG CORP FDIC GTD TLGP 2012-06-22 2012-06-22 2.3 - 2.3 Other Instrument OTHER 22.78 23.35 FEDERAL AGRICULTURE MORTGAGE CORP 2015-11-30 2020-12-30 2 - 4.3 Government Agency Debt 1082.21 1060.40 Unrated Security 2011-01-03 2011-01-03 N N N 50294000.00 50294000.00 0.0027 N 50294000.00 50294000.00 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 742519.41 747559.57 FEDERAL AGRICULTURE MORTGAGE CORP 2015-11-30 2020-12-30 2 - 4.3 Government Agency Debt 4864.84 4766.79 FEDERAL FARM CREDIT 2011-04-21 2028-12-07 0.6 - 6.27 Government Agency Debt 1318520.89 1332528.55 FEDERAL HOME LOAN BANK 2011-01-14 2036-07-15 0 - 5.625 Government Agency Debt 10104647.12 10135290.62 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-01 2048-09-01 0 - 238 Government Agency Debt 82343562.45 36637732.30 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 359076.60 270047.56 FEDERAL NATIONAL MORTGAGE ASSOC 2011-01-01 2049-12-01 0 - 16 Government Agency Debt 127520540.50 67692806.48 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2060-12-20 0 - 8.5 Government Agency Debt 149610721.19 106865503.90 RESOLUTION FUNDING CORP 2012-07-15 2030-04-15 0 - 9.375 Government Agency Debt 7915385.94 5649027.84 TENNESEE VALLEY AUTHORITY 2011-04-15 2042-04-15 0 - 8.25 Government Agency Debt 72496.40 72435.93 BANCO BILBAO VIZCAYA ARGENTARIA PUERTO RICO FDIC 2012-05-25 2012-05-25 0.393 - 0.393 Other Instrument OTHER 230439.92 230461.38 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-06-22 0.683 - 3.125 Other Instrument OTHER 936475.57 970164.24 BANK NEW YORK MELLON CORP FDIC GTD TLGP 2012-06-29 2012-06-29 0.442 - 0.442 Other Instrument OTHER 10753.86 10788.15 CITIBANK N A FDIC GTD TLGP 2012-05-07 2012-05-07 1.875 - 1.875 Other Instrument OTHER 640.11 652.63 CITIGROUP INC FDIC GTD TLGP 2012-04-30 2012-04-30 2.125 - 2.125 Other Instrument OTHER 4608.80 4717.62 CITIGROUP FDG INC FDIC GTD TLGP 2012-07-12 2012-10-22 1.875 - 2.125 Other Instrument OTHER 360660.00 368908.40 CITIBANK N A FDIC GTD TLGP 2011-03-30 2011-11-15 1.25 - 1.625 Other Instrument OTHER 25630.04 25886.31 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 5801.97 5965.89 GENERAL ELEC CAP CORP MEDIUM TERM SR NTS BOOK EN 2011-01-07 2012-12-21 1.625 - 3 Other Instrument OTHER 565026.67 577700.68 HSBC USA INC 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 522.33 536.62 JPMORGAN CHASE & CO FDIC GTD TLGP 2011-12-01 2012-12-26 2.125 - 3.125 Other Instrument OTHER 35052.47 35867.42 MORGAN STANLEY FDIC GTD TLGP 2012-06-20 2012-06-20 1.95 - 1.95 Other Instrument OTHER 332.86 339.24 PNC FDG CORP FDIC GTD TLGP 2012-06-22 2012-06-22 2.3 - 2.3 Other Instrument OTHER 102.42 104.97 WELLS FARGO & CO FDIC GTD TLGP 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER 1433.85 1466.04 Unrated Security 2011-01-03 2011-01-03 N N N 226085000.00 226085000.00 0.0123 N 226085000.00 226085000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SMU9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-03-01 2038-03-01 2.54 - 2.54 Government Agency Debt 31915000.00 25514955.93 Unrated Security 2011-01-07 2011-01-07 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 2035-11-01 2036-02-01 2.625 - 5.362 Government Agency Debt 105760039.00 25512233.49 Unrated Security 2011-01-07 2011-01-07 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 2033-10-01 2044-04-01 1.542 - 3.592 Government Agency Debt 182506418.00 13264098.70 Unrated Security 2011-01-07 2011-01-07 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 2030-01-01 2040-11-01 1.742 - 2.54 Government Agency Debt 99560354.00 25513958.72 Unrated Security 2011-01-07 2011-01-07 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 2020-04-01 2038-03-01 1.773 - 5.362 Government Agency Debt 137196725.00 25511619.81 Unrated Security 2011-01-07 2011-01-07 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% 38B99SRQ3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-06-01 2044-04-01 1.542 - 2.957 Government Agency Debt 152368278.00 13264360.33 Unrated Security 2011-01-07 2011-01-07 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, 0.25% 38B99SJR0 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2030-01-01 2036-05-01 2.433 - 2.606 Government Agency Debt 99305030.00 27557405.10 Unrated Security 2011-01-07 2011-01-07 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 2040-01-01 2040-01-01 3.592 - 3.592 Government Agency Debt 22760000.00 16337091.85 Unrated Security 2011-01-07 2011-01-07 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 FEDERAL HOME LOAN MORTGAGE CORP 2021-01-01 2040-12-01 2.944 - 5.5 Government Agency Debt 12427840.00 5459692.62 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-01 2040-05-01 3.5 - 6 Government Agency Debt 41179056.00 18892481.34 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-06-20 2039-08-15 4.5 - 5.5 Government Agency Debt 5424952.00 3193885.04 First Tier Security 2011-01-07 2011-01-07 Y RBC CAP N/A N/A N N 27000000.00 27000000.00 0.0015 N 27000000.00 27000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 37T99XLR9 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-09-01 2040-10-01 3.563 - 5.708 Government Agency Debt 24898508.00 25513729.21 Unrated Security 2011-01-07 2011-01-07 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2060-11-20 2060-11-20 1.882 - 2.093 Government Agency Debt 13394568.00 13267039.86 Unrated Security 2011-01-07 2011-01-07 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2060-11-20 2060-11-20 1.882 - 1.882 Government Agency Debt 13549589.00 13267247.18 Unrated Security 2011-01-07 2011-01-07 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, 0.80% 38T99CPY4 0001185371 Other Repurchase Agreement N SOUNDVIEW HOME LOAN TRUST 2035-08-25 2035-08-25 0.771 - 0.771 Other Instrument OTHER 17792986.00 10039122.97 STRUCTURED ASSET MORTGAGE INVESTMENTS 2036-08-25 2036-08-25 0.471 - 0.471 Other Instrument OTHER 53000000.00 20361307.04 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2036-04-25 2036-04-25 5.471 - 5.471 Other Instrument OTHER 57750000.00 21766152.22 COUNTRYWIDE HOME EQUITY LOAN TRUST 2034-01-25 2034-01-25 0.421 - 0.421 Other Instrument OTHER 45000000.00 20846119.73 COUNTRYWIDE HOME EQUITY LOAN TRUST 2034-02-25 2034-02-25 0.491 - 0.491 Other Instrument OTHER 50000000.00 20566538.58 GSAMP 2037-02-27 2037-02-27 0.311 - 0.311 Other Instrument OTHER 95163823.00 9032030.35 NATIONSTAR HOME EQUITY LOAN TRUST 2036-09-25 2036-09-25 0.431 - 0.431 Other Instrument OTHER 24640000.00 21597009.28 First Tier Security 2011-02-04 2011-02-04 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., 0.27% 39C99D9X8 0000851376 Other Repurchase Agreement N BANK AMER CORP 2021-01-05 2021-01-05 5.875 - 5.875 Other Instrument OTHER 20806049.00 21414250.27 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2020-07-24 2020-07-24 5.5 - 5.5 Other Instrument OTHER 50000000.00 51018444.44 SWISS RE CAP I LP 2016-05-25 2016-05-25 6.854 - 6.854 Other Instrument OTHER 51312000.00 49370046.05 Unrated Security 2011-01-03 2011-01-03 N N N 116000000.00 116000000.00 0.0063 N 116000000.00 116000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 39C99DYS1 0000851376 Other Repurchase Agreement N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES 2039-03-11 2039-03-11 5.456 - 5.456 Other Instrument OTHER 12010681.00 10747925.95 LB-UBS COMMERCIAL MORTGAGE TRUST 2016-07-14 2016-07-14 7.759 - 7.759 Other Instrument OTHER 7065694.00 7105614.97 Unrated Security 2011-01-07 2011-01-07 Y BCAPNGR N/A N/A N N 17000000.00 17000000.00 0.0009 N 17000000.00 17000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 39C99D3K2 0000851376 Other Repurchase Agreement N GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2049-12-10 2049-12-10 6.003 - 6.003 Other Instrument OTHER 13193143.00 11190272.31 LB-UBS COMMERCIAL MORTGAGE TRUST 2016-07-14 2016-07-14 7.759 - 7.759 Other Instrument OTHER 6934306.00 6973484.63 Unrated Security 2011-01-07 2011-01-07 Y BCAPNGR N/A N/A N N 17000000.00 17000000.00 0.0009 N 17000000.00 17000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.60% 39V994AE7 0000851376 Other Repurchase Agreement N ALERE INC 2049-01-01 2049-01-01 N/A Other Instrument OTHER 111200.00 27733280.00 VIRGIN MEDIA INC 2016-11-15 2016-11-15 6.5 - 6.5 Other Instrument OTHER 17342000.00 28758334.95 AVIS BUDGET GROUP INC 2014-10-01 2014-10-01 3.5 - 3.5 Other Instrument OTHER 19941000.00 23754716.25 CADENCE DESIGN SYS INC 2015-06-01 2015-06-01 2.625 - 2.625 Other Instrument OTHER 18500000.00 23442968.75 EXTERRAN HLDGS INC 2014-06-15 2014-06-15 4.25 - 4.25 Other Instrument OTHER 21700000.00 27084613.89 GENERAL CABLE CORP DEL NEW 2013-11-15 2013-11-15 0.875 - 0.875 Other Instrument OTHER 24109000.00 23774320.20 GILEAD SCIENCES INC 2016-05-01 2016-05-01 1.625 - 1.625 Other Instrument OTHER 24000000.00 25025000.01 HERTZ GLOBAL HLDGS INC 2014-06-01 2014-06-01 5.25 - 5.25 Other Instrument OTHER 15000000.00 28415625.00 ILLUMINA INC 2014-02-15 2014-02-15 0.625 - 0.625 Other Instrument OTHER 10000000.00 29311111.11 LINEAR TECHNOLOGY CORP 2027-05-01 2027-05-01 3 - 3 Other Instrument OTHER 23992000.00 25581470.00 P H H CORP PHH CORP FORMERLY PHH GROUP INC TO 08 2012-04-15 2012-04-15 4 - 4 Other Instrument OTHER 20900000.00 26040238.89 REGIS CORP MINN 2014-07-15 2014-07-15 5 - 5 Other Instrument OTHER 20500000.00 26291250.00 UAL CORP 2021-06-30 2021-06-30 4.5 - 4.5 Other Instrument OTHER 24174000.00 24791041.35 TEREX CORP NEW 2015-06-01 2015-06-01 4 - 4 Other Instrument OTHER 11888000.00 24246566.67 ALLIANCE DATA SYS CORP 2013-08-01 2049-01-01 1.75 - 4.75 Other Instrument OTHER 19293319.00 26729012.13 Unrated Security 2011-01-03 2011-01-03 N N N 362000000.00 362000000.00 0.0197 N 362000000.00 362000000.00 Barclays Capital, Inc. 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5.3 Other Instrument OTHER 3250000.00 3498437.56 AVALONBAY CMNTYS INC MEDIUM TERM NTS BOOK ENTRY 2012-01-15 2016-09-15 5.375 - 5.75 Other Instrument OTHER 1703000.00 1867237.99 BANK IRELAND GOVERNOR & CO MEDIUM TERM SR BK NTS 2012-03-02 2012-03-02 2.75 - 2.75 Other Instrument OTHER 2000000.00 1905160.00 BURLINGTON NORTHN SANTA FE CORP MEDIUM TERM NTS 2037-07-15 2037-07-15 6.53 - 6.53 Other Instrument OTHER 2980000.00 3309485.36 FIFTH THIRD BK CINCINNATI OHIO MEDIUM TERM SR BK 2013-05-17 2013-05-17 0.394 - 0.394 Other Instrument OTHER 3647910.00 3508602.51 HAWAIIAN ELECTRIC INDUSTRIES INC 2011-01-03 2011-01-03 N/A Other Commercial Paper 1890000.00 1889943.30 ITAU UNIBANCO HLDG SA MEDIUM TERM NTS BOOK ENTRY 2015-11-23 2020-04-15 6.2 - 10.5 Other Instrument OTHER 3161000.00 2902968.44 KEYBANK NATL ASSN CLEVELAND OHIO MEDIUM TERM SUB 2015-09-15 2016-03-03 4.95 - 5.45 Other Instrument OTHER 582000.00 609699.56 KIMCO RLTY CORP MEDIUM TERM NTS BOOK ENTRY 2015-11-23 2016-03-15 5.584 - 5.783 Other Instrument OTHER 3424000.00 3659509.91 MARSHALL & ILSLEY CORP MEDIUM TERM NTS BOOK ENTR 2011-04-01 2011-04-01 5.35 - 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1.061 Other Instrument OTHER 8000000.00 2506103.52 GMACM MORTGAGE LOAN TRUST 2005 2035-11-19 2035-11-19 3.448 - 3.448 Other Instrument OTHER 10179760.00 3754136.36 HARBORVIEW MORTGAGE LOAN TRUST 2036-02-19 2036-02-19 0.501 - 0.501 Other Instrument OTHER 13326000.00 4333457.02 IMPAC SECURED ASSETS CORP 2036-08-25 2036-08-25 0.541 - 0.541 Other Instrument OTHER 13004000.00 3965042.72 INDY MAC INDX MORTGAGE LOAN TR 2036-12-25 2036-12-25 0.431 - 0.431 Other Instrument OTHER 6127000.00 1745389.53 INDYMAC INDX MORTGAGE LOAN TRU 2036-11-25 2036-11-25 0.551 - 0.551 Other Instrument OTHER 11411000.00 1980423.37 RALI SERIES 2006-QA6 TRUST 2036-07-25 2036-07-25 0.451 - 0.451 Other Instrument OTHER 14622210.00 2875199.16 RALI SERIES 2007-QH4 TRUST 2037-05-25 2037-05-25 0.491 - 0.491 Other Instrument OTHER 10000000.00 1935534.48 RFMSI SERIES 2007-SA2 TRUST 2037-04-25 2037-04-25 5.616 - 5.616 Other Instrument OTHER 10000000.00 4112432.00 Unrated Security 2011-02-04 2011-02-04 Y RBSNGR N/A N/A N N 58000000.00 58000000.00 0.0032 Y 58000000.00 58000000.00 UBS Securities LLC UBS Securities LLC, 0.40% 23M99SQP6 0000230611 Other Repurchase Agreement N BB&T CAP TR I 2035-08-18 2035-08-18 5.85 - 5.85 Other Instrument OTHER 5032831.00 4744965.64 HEALTH CARE REIT INC 2021-01-15 2021-01-15 4.95 - 4.95 Other Instrument OTHER 5907939.00 5698133.32 WELLPOINT HEALTH NETWORKS INC NEW MERGED INTO AN 2012-01-15 2012-01-15 6.375 - 6.375 Other Instrument OTHER 1025587.00 1111393.59 First Tier Security 2011-01-07 2011-01-07 Y UBSWNGR N/A N/A N N 11000000.00 11000000.00 0.0006 N 11000000.00 11000000.00 UBS Securities LLC UBS Securities LLC, 0.48% 23M99SRB6 0000230611 Other Repurchase Agreement N INTEGRA LIFESCIENCES HLDGS CORP FORMERLY INTEGRA 2012-06-01 2012-06-01 2.375 - 2.375 Other Instrument OTHER 7200000.00 7218000.00 AIRTRAN HLDGS INC 2015-04-15 2015-04-15 5.5 - 5.5 Other Instrument OTHER 1890000.00 3882270.00 AAR CORP 2016-03-01 2016-03-01 2.25 - 2.25 Other Instrument OTHER 7193000.00 7264930.00 First Tier Security 2011-01-07 2011-01-07 Y UBSWNGR N/A N/A N N 17000000.00 17000000.00 0.0009 N 17000000.00 17000000.00 UBS Securities LLC UBS Securities LLC, 0.61% 23M99SPF9 0000230611 Other Repurchase Agreement N CAPITAL ONE CAP IV 2037-02-17 2037-02-17 6.745 - 6.745 Other Instrument OTHER 1014535.00 1024788.28 CITIZENS COMMUNICATIONS CO NAME CHANGED TO FRONT 2015-03-15 2015-03-15 6.625 - 6.625 Other Instrument OTHER 1159738.00 1234549.15 ENERGY FUTURE HLDGS CORP 2020-01-15 2020-01-15 10 - 10 Other Instrument OTHER 1873321.00 2017625.00 FIRST DATA CORP 2015-09-24 2015-09-24 10.55 - 10.55 Other Instrument OTHER 7677000.00 7497880.67 INTERNATIONAL LEASE FIN CORP- MEDIUM TERM NTS BO 2013-09-20 2013-09-20 5.625 - 5.625 Other Instrument OTHER 6081442.00 6192618.36 HERSHEY CO FORMERLY HERSHEY FOODS CORP TO 04/19/ 2020-12-01 2020-12-01 4.125 - 4.125 Other Instrument OTHER 750789.00 753238.45 TELCORDIA TECHNOLOGIES INC 2018-05-01 2018-05-01 11 - 11 Other Instrument OTHER 6015279.00 6125559.12 First Tier Security 2011-01-27 2011-01-27 N N N 23000000.00 23000000.00 0.0013 Y 23000000.00 23000000.00 UBS Securities LLC UBS Securities LLC, 0.61% 23M99SPS1 0000230611 Other Repurchase Agreement N FRANKLIN CLO V LTD / FRANKLIN CLO V CORP 2018-06-15 2018-06-15 N/A Other Instrument OTHER 26933278.00 23190536.03 CITIGROUP FDG INC FDIC GTD TLGP 2012-10-22 2012-10-22 1.875 - 1.875 Other Instrument OTHER 1126.00 1151.68 CALLIDUS DEBT PARTNERS CDO FUND 2021-10-23 2021-10-23 N/A Other Instrument OTHER 5356.00 4700.28 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2012-06-15 2012-06-15 3.125 - 3.125 Other Instrument OTHER 5219.00 5410.32 First Tier Security 2011-02-14 2011-02-14 N N N 22000000.00 22000000.00 0.0012 Y 22000000.00 22000000.00 UBS Securities LLC UBS Securities LLC, 0.64% 23M99SQD3 0000230611 Other Repurchase Agreement N UNITED AUTO GROUP INC NAME CHANGED TO PENSKE AUT 2026-04-01 2026-04-01 3.5 - 3.5 Other Instrument OTHER 2694000.00 2727675.00 TERREMARK WORLDWIDE INC 2013-06-15 2013-06-15 6.625 - 6.625 Other Instrument OTHER 6247000.00 7741247.69 SUNGARD DATA SYS INC MERGED INTO SOLAR CAP CORP 2018-11-15 2018-11-15 7.375 - 7.375 Other Instrument OTHER 2467606.00 2502692.27 First Tier Security 2011-02-16 2011-02-16 N N N 12000000.00 12000000.00 0.0007 Y 12000000.00 12000000.00