N-MFP LIVE N 2010-12-30 0000803013 S000007011 1 N N FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY RESEARCH & ANALYSIS COMPANY (FRAC) 801-28774 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP Boston MA FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 54 80 905529818.57 447164.26 1311099.18 904665883.65 0.0041 1.0001 2010-12-30 1.0001 2010-12-30 C000019137 1.00 904665883.65 1.00 0.00 0.00 0.00 0.0040 1.0001 2010-12-30 1.0001 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 2000000.00 2000000.00 0.0022 N 1999780.00 1999780.00 Bank of Montreal Bank of Montreal, 0.35% 06366UEG9 Certificate of Deposit First Tier Security 2011-01-24 2011-10-24 N N N 3000000.00 3000000.00 0.0033 N 2998797.00 2998797.00 Bank of Montreal Bank of Montreal, 0.35% 06366UER5 Certificate of Deposit First Tier Security 2011-01-26 2011-10-26 N N N 4000000.00 4000000.00 0.0044 N 3998388.00 3998388.00 Bank of Montreal Bank of Montreal, 0.36% 06366UEK0 Certificate of Deposit First Tier Security 2011-01-24 2011-11-22 N N N 1000000.00 1000000.00 0.0011 N 999561.00 999561.00 Bank of Montreal Bank of Montreal, 0.41% 06366FK91 Certificate of Deposit First Tier Security 2011-01-25 2011-05-25 N N N 3000000.00 3000000.00 0.0033 N 2999550.00 2999550.00 Bank of Montreal Bank of Montreal, 0.50% 06366F5U1 Certificate of Deposit First Tier Security 2011-09-01 2011-09-01 N N N 9000000.00 9000000.00 0.0099 N 9006652.80 9006652.80 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 2000000.00 2000000.00 0.0022 N 2000040.00 2000040.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417DCK9 Certificate of Deposit First Tier Security 2011-02-14 2011-05-13 N N N 4000000.00 3999063.37 0.0044 N 4000788.00 4000788.00 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 1000000.00 1000000.00 0.0011 N 998297.00 998297.00 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 2000000.00 1999999.97 0.0022 N 2000002.20 2000002.20 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 3000000.00 3000000.00 0.0033 N 2999834.40 2999834.40 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3U7 Certificate of Deposit First Tier Security 2011-07-08 2011-07-08 N N N 3000000.00 3000000.00 0.0033 N 2999833.50 2999833.50 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 3000000.00 3000000.00 0.0033 N 2999830.80 2999830.80 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 6000000.00 6000000.00 0.0066 N 6001498.80 6001498.80 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.54% 06538AS63 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 3000000.00 3000000.00 0.0033 N 3000757.80 3000757.80 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 7000000.00 7000000.00 0.0077 N 7001697.50 7001697.50 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 11000000.00 11000000.00 0.0122 N 10999998.90 10999998.90 BNP Paribas New York Branch BNP Paribas New York Branch, 0.30% 0556M5YY5 Certificate of Deposit First Tier Security 2011-02-23 2011-02-23 N N N 7000000.00 7000000.00 0.0077 N 6999789.30 6999789.30 BNP Paribas New York Branch BNP Paribas New York Branch, 0.37% 0556M5B20 Certificate of Deposit First Tier Security 2011-03-09 2011-03-09 N N N 3000000.00 3000000.00 0.0033 N 2999999.40 2999999.40 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 8000000.00 8000000.00 0.0088 N 8001251.20 8001251.20 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 8000000.00 8000000.00 0.0088 N 8001876.80 8001876.80 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.36% 13606XF52 Certificate of Deposit First Tier Security 2011-01-04 2011-10-04 N N N 3000000.00 3000000.00 0.0033 N 2998881.00 2998881.00 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 6000000.00 6000000.00 0.0066 N 5997486.00 5997486.00 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 1000000.00 1000000.00 0.0011 N 999953.00 999953.00 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 3000000.00 3000031.53 0.0033 N 2999535.00 2999535.00 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 1000000.00 1000000.00 0.0011 N 999901.00 999901.00 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 3000000.00 3000000.00 0.0033 N 3001901.10 3001901.10 Credit Agricole CIB Credit Agricole CIB, 0.36% 22532YYJ9 Certificate of Deposit First Tier Security 2011-03-01 2011-03-01 N N N 6000000.00 6000000.00 0.0066 N 5999999.40 5999999.40 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 6000000.00 6000000.00 0.0066 N 5999896.20 5999896.20 DZ BANK AG DZ BANK AG, 0.40% 23322A7H7 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 3000000.00 3000000.00 0.0033 N 3000341.40 3000341.40 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.45% 51488P5M6 Certificate of Deposit First Tier Security 2011-01-13 2011-01-13 N N N 11000000.00 11000000.00 0.0122 N 11000715.00 11000715.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60687CA56 Certificate of Deposit First Tier Security 2011-01-12 2011-01-12 N N N 30000000.00 30000000.00 0.0332 N 29999898.00 29999898.00 National Bank Canada National Bank Canada, 0.39% 63306VP87 Certificate of Deposit First Tier Security 2011-02-07 2011-11-04 N N N 8000000.00 8000000.00 0.0088 N 7996608.00 7996608.00 Natixis SA Natixis SA, 0.35% 63873BT80 Certificate of Deposit First Tier Security 2011-01-19 2011-01-19 N N N 4000000.00 4000000.00 0.0044 N 4000168.80 4000168.80 Natixis SA Natixis SA, 0.44% 63873BG27 Certificate of Deposit First Tier Security 2011-01-07 2011-03-07 N N N 6000000.00 6000000.00 0.0066 N 6000450.00 6000450.00 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 6000000.00 6000000.00 0.0066 N 6001002.00 6001002.00 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 7000000.00 7000000.00 0.0077 N 7000000.00 7000000.00 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 3000000.00 3000000.00 0.0033 N 2995890.00 2995890.00 Norddeutsche Landesbank Norddeutsche Landesbank, 0.60% 65556LX41 Certificate of Deposit First Tier Security 2011-01-03 2011-01-03 N N N 5000000.00 5000000.00 0.0055 N 5000137.50 5000137.50 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 3000000.00 3000000.00 0.0033 N 3000301.80 3000301.80 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.26% 74977MDC6 Certificate of Deposit First Tier Security 2011-01-11 2011-03-11 N N N 15000000.00 15000000.00 0.0166 N 14998560.00 14998560.00 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 1000000.00 1000000.00 0.0011 N 999844.00 999844.00 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 3000000.00 3000000.00 0.0033 N 2999904.00 2999904.00 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 3000000.00 3000000.00 0.0033 N 3001044.30 3001044.30 Royal Bank of Canada Royal Bank of Canada, 0.63% 78009JKX2 Certificate of Deposit First Tier Security 2011-01-04 2011-12-30 N N N 3000000.00 3000000.00 0.0033 N 3004437.00 3004437.00 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 1000000.00 1000000.00 0.0011 N 999898.00 999898.00 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 1000000.00 1000000.00 0.0011 N 999988.00 999988.00 Royal Bank of Scotland PLC Connecticut Branch Royal Bank of Scotland PLC Connecticut Branch, 0.48% 78011HH32 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 Y RBOS CT BR PROG N/A N/A N N 6000000.00 6000000.00 0.0066 N 5998248.00 5998248.00 Societe Generale Societe Generale, 0.33% 83369RLF6 Certificate of Deposit First Tier Security 2011-02-03 2011-02-03 N N N 4000000.00 4000000.00 0.0044 N 4000113.20 4000113.20 Societe Generale Societe Generale, 0.33% 83369RLM1 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 6000000.00 6000000.00 0.0066 N 6000189.60 6000189.60 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 1000000.00 1000000.00 0.0011 N 999923.00 999923.00 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 3000000.00 3000000.00 0.0033 N 3000009.00 3000009.00 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 3000000.00 3000000.00 0.0033 N 3000019.80 3000019.80 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 1000000.00 1000000.00 0.0011 N 1000007.70 1000007.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GYC1 Certificate of Deposit First Tier Security 2011-01-13 2011-01-13 N N N 1000000.00 1000000.00 0.0011 N 1000014.40 1000014.40 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 2000000.00 2000000.00 0.0022 N 2000031.00 2000031.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GH97 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 1000000.00 1000000.00 0.0011 N 1000012.50 1000012.50 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 6000000.00 6000000.00 0.0066 N 6000081.60 6000081.60 Svenska Handelsbanken Svenska Handelsbanken, 0.35% 86959BLM5 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 6000000.00 6000101.51 0.0066 N 5999076.60 5999076.60 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.26% 89112YAX1 Certificate of Deposit First Tier Security 2011-01-10 2011-03-10 N N N 1000000.00 1000000.00 0.0011 N 999906.00 999906.00 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 1000000.00 1000000.00 0.0011 N 999976.00 999976.00 UBS AG UBS AG, 0.31% 90267AYY6 Certificate of Deposit First Tier Security 2011-03-17 2011-03-17 N N N 9000000.00 9000000.00 0.0099 N 9000568.80 9000568.80 UBS AG UBS AG, 0.35% 90267AZD1 Certificate of Deposit First Tier Security 2011-04-20 2011-04-20 N N N 3000000.00 3000000.00 0.0033 N 2999999.40 2999999.40 UBS AG UBS AG, 0.35% 90267AZM1 Certificate of Deposit First Tier Security 2011-05-02 2011-05-02 N N N 6000000.00 6000000.00 0.0066 N 5999593.80 5999593.80 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 1000000.00 1000000.00 0.0011 N 999947.80 999947.80 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 5000000.00 5000000.00 0.0055 N 4999589.00 4999589.00 Credit Agricole SA Credit Agricole SA, 0.41% 22999KKR2 0001191672 Certificate of Deposit First Tier Security 2011-05-09 2011-05-09 N N N 5000000.00 5000000.00 0.0055 N 4999279.50 4999279.50 Credit Agricole SA Credit Agricole SA, 0.45% 22999KKM3 0001191672 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 6000000.00 6000000.00 0.0066 N 5999992.20 5999992.20 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 5000000.00 5000000.00 0.0055 N 5000283.50 5000283.50 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 10000000.00 10000000.00 0.0111 N 10001887.00 10001887.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.50% 22999AHD9 0001274419 Certificate of Deposit First Tier Security 2011-02-16 2011-02-16 N N N 4000000.00 4000000.00 0.0044 N 4001043.60 4001043.60 Danske Bank AS Danske Bank AS, 0.30% 21P99HUM3 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 3000000.00 3000015.42 0.0033 N 3000015.60 3000015.60 Danske Bank AS Danske Bank AS, 0.31% 21P99HSR5 Certificate of Deposit First Tier Security 2011-02-09 2011-02-09 N N N 3000000.00 3000000.00 0.0033 N 3000032.70 3000032.70 Danske Bank AS Danske Bank AS, 0.32% 21P99HUU5 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 3000000.00 3000000.00 0.0033 N 3000088.20 3000088.20 Danske Bank AS Danske Bank AS, 0.33% 21P99HUW1 Certificate of Deposit First Tier Security 2011-02-25 2011-02-25 N N N 2000000.00 2000000.00 0.0022 N 2000093.20 2000093.20 DZ BANK AG DZ BANK AG, 0.35% 36C99M9A4 Certificate of Deposit First Tier Security 2011-01-12 2011-01-12 N N N 4000000.00 4000000.00 0.0044 N 4000106.40 4000106.40 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 1000000.00 1000000.00 0.0011 N 1000729.90 1000729.90 ING Bank NV ING Bank NV, 0.30% 38T99AAD0 Certificate of Deposit First Tier Security 2011-01-07 2011-01-07 N N N 3000000.00 3000000.00 0.0033 N 3000017.40 3000017.40 ING Bank NV ING Bank NV, 0.30% 38T99AAJ7 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 3000000.00 3000000.00 0.0033 N 2999999.70 2999999.70 ING Bank NV ING Bank NV, 0.30% 38T99AAK4 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 3000000.00 3000000.00 0.0033 N 2999999.70 2999999.70 ING Bank NV ING Bank NV, 0.30% 38T99AAH1 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 6000000.00 6000000.00 0.0066 N 5999998.80 5999998.80 ING Bank NV ING Bank NV, 0.31% 38T99AAG3 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 4000000.00 4000000.00 0.0044 N 4000034.80 4000034.80 ING Bank NV ING Bank NV, 0.33% 37X99JSC1 0001017255 Certificate of Deposit First Tier Security 2011-03-02 2011-03-02 N N N 4000000.00 4000000.00 0.0044 N 3999999.60 3999999.60 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 02B99KKY6 Certificate of Deposit First Tier Security 2011-01-06 2011-01-06 N N N 3000000.00 3000000.00 0.0033 N 3000064.80 3000064.80 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 02B99KLC3 Certificate of Deposit First Tier Security 2011-01-10 2011-01-10 N N N 3000000.00 3000000.00 0.0033 N 3000108.00 3000108.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.53% 02B99KLL3 Certificate of Deposit First Tier Security 2011-02-18 2011-02-18 N N N 5000000.00 5000000.00 0.0055 N 5001562.50 5001562.50 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 6000000.00 6000000.00 0.0066 N 5999999.40 5999999.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 6329908E0 0000833029 Certificate of Deposit First Tier Security 2011-03-16 2011-03-16 N N N 6000000.00 6000000.00 0.0066 N 5999999.40 5999999.40 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 1000000.00 1000022.18 0.0011 N 1000111.00 1000111.00 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 4000000.00 4000000.00 0.0044 N 4000432.80 4000432.80 Societe Generale Societe Generale, 0.33% 39A99MAG5 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 4000000.00 4000000.00 0.0044 N 4000106.00 4000106.00 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 3000000.00 2997520.00 0.0033 N 2998488.30 2998488.30 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 3000000.00 2998150.00 0.0033 N 2998812.60 2998812.60 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 5000000.00 4996875.00 0.0055 N 4997994.50 4997994.50 Barclays Bank PLC (CCP FDG) Barclays Bank PLC (CCP FDG), 0.32% 06741GAE5 Financial Company Commercial Paper First Tier Security 2011-02-14 2011-02-14 N N N 1000000.00 999608.89 0.0011 N 999675.00 999675.00 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 2000000.00 1999840.00 0.0022 N 1999852.20 1999852.20 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 6000000.00 5998735.00 0.0066 N 5998987.80 5998987.80 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 2000000.00 1999280.56 0.0022 N 1999417.40 1999417.40 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 3000000.00 2999082.92 0.0033 N 2999295.90 2999295.90 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 3000000.00 2999691.67 0.0033 N 2999789.10 2999789.10 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 1000000.00 999965.00 0.0011 N 999975.60 999975.60 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 2000000.00 2000000.00 0.0022 N 1999168.00 1999168.00 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 1000000.00 1000000.00 0.0011 N 1000147.00 1000147.00 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 1000000.00 999928.13 0.0011 N 999626.00 999626.00 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 1000000.00 1000000.00 0.0011 N 999564.00 999564.00 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 1000000.00 1000000.00 0.0011 N 999843.00 999843.00 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 7000000.00 6994866.67 0.0077 N 6994260.00 6994260.00 Danske Corp. Danske Corp., 0.31% 2363F7PA0 Financial Company Commercial Paper First Tier Security 2011-02-10 2011-02-10 N N N 2000000.00 1999322.22 0.0022 N 1999357.60 1999357.60 Danske Corp. Danske Corp., 0.31% 2363F7PB8 Financial Company Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 2000000.00 1999305.28 0.0022 N 1999337.40 1999337.40 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 2000000.00 1998650.00 0.0022 N 1998519.40 1998519.40 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 3000000.00 2998104.17 0.0033 N 2998272.90 2998272.90 DnB NOR Bank ASA DnB NOR Bank ASA, 0.40% 2332K1P79 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 2500000.00 2498972.22 0.0028 N 2499271.75 2499271.75 DnB NOR Bank ASA DnB NOR Bank ASA, 0.40% 2332K1P79 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 1500000.00 1499383.33 0.0017 N 1499563.05 1499563.05 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 1000000.00 999931.11 0.0011 N 999969.40 999969.40 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 3000000.00 2998960.00 0.0033 N 2998922.10 2998922.10 Intesa Funding LLC Intesa Funding LLC, 0.35% 4611K1N43 Financial Company Commercial Paper First Tier Security 2011-01-04 2011-01-04 N N N 3000000.00 2999912.50 0.0033 N 2999903.40 2999903.40 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 5000000.00 4998937.50 0.0055 N 4999262.50 4999262.50 Landesbank Baden-Wuert Landesbank Baden-Wuert, 0.45% 5148X1NE9 Financial Company Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N N 12000000.00 11998050.00 0.0133 N 11998562.40 11998562.40 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 4000000.00 3999777.78 0.0044 N 3999853.20 3999853.20 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.35% 6323A1NK8 Financial Company Commercial Paper First Tier Security 2011-01-19 2011-01-19 N N N 4000000.00 3999300.00 0.0044 N 3999478.40 3999478.40 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.38% 6323A1P18 Financial Company Commercial Paper First Tier Security 2011-02-01 2011-02-01 N N N 3000000.00 2999031.25 0.0033 N 2999295.90 2999295.90 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 1000000.00 999644.44 0.0011 N 999756.20 999756.20 Nationwide Building Society Nationwide Building Society, 0.30% 6385E1PH8 Financial Company Commercial Paper First Tier Security 2011-02-17 2011-02-17 N N N 1000000.00 999608.33 0.0011 N 999608.00 999608.00 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 1000000.00 999566.66 0.0011 N 999556.90 999556.90 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 2000000.00 1998600.00 0.0022 N 1998706.20 1998706.20 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 1000000.00 999222.22 0.0011 N 999271.00 999271.00 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 7000000.00 7000000.00 0.0077 N 6998292.00 6998292.00 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 2000000.00 1998950.00 0.0022 N 1999165.80 1999165.80 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 1000000.00 999426.39 0.0011 N 999533.30 999533.30 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 6000000.00 5988933.34 0.0066 N 5992763.40 5992763.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% 83050UN79 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-01-07 N N N 3000000.00 2999850.00 0.0033 N 2999871.60 2999871.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.33% 83050UNQ7 Financial Company Commercial Paper First Tier Security 2011-01-24 2011-01-24 N N N 1800000.00 1799620.50 0.0020 N 1799696.34 1799696.34 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 6000000.00 5996558.33 0.0066 N 5996899.80 5996899.80 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HP79 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 1000000.00 999640.28 0.0011 N 999708.70 999708.70 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HPE4 Financial Company Commercial Paper First Tier Security 2011-02-14 2011-02-14 N N N 1000000.00 999572.22 0.0011 N 999637.50 999637.50 Swedbank AB Swedbank AB, 0.35% 87019SND2 Financial Company Commercial Paper First Tier Security 2011-01-13 2011-01-13 N N N 2000000.00 1999766.67 0.0022 N 1999830.20 1999830.20 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 1000000.00 997222.23 0.0011 N 996576.60 996576.60 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 1000000.00 997144.45 0.0011 N 996431.00 996431.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HP32 Financial Company Commercial Paper First Tier Security 2011-02-03 2011-02-03 N N N 2000000.00 1999358.33 0.0022 N 1999616.60 1999616.60 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 1000000.00 999018.05 0.0011 N 999212.30 999212.30 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.40% 9046Q3N62 Financial Company Commercial Paper First Tier Security 2011-01-06 2011-01-06 N N N 1000000.00 999944.44 0.0011 N 999956.70 999956.70 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 2000000.00 1999866.67 0.0022 N 1999898.80 1999898.80 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 4000000.00 4000000.00 0.0044 N 3999740.00 3999740.00 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 3000000.00 3000000.00 0.0033 N 2999826.00 2999826.00 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 3000000.00 3000000.00 0.0033 N 2998944.00 2998944.00 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 3000000.00 3000000.00 0.0033 N 2998926.00 2998926.00 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 3000000.00 3000000.00 0.0033 N 2998641.00 2998641.00 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 3000000.00 2990475.00 0.0033 N 2989906.20 2989906.20 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.28% 04821UNL2 Asset Backed Commercial Paper First Tier Security 2011-01-20 2011-01-20 N N Y GUARANTOR CA CIB NY BRH N/A N/A LIQUIDITY CA CIB NY BRH N/A N/A 1980000.00 1979707.40 0.0022 N 1979703.00 1979703.00 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.45% 41068LN36 Asset Backed Commercial Paper First Tier Security 2011-01-03 2011-01-03 N N Y LIQUIDITY NORDDEUT (GTD) N/A N/A USBANKNA N/A N/A 1000000.00 999975.00 0.0011 N 999975.80 999975.80 CVS Caremark Corp. CVS Caremark Corp., 0.40% 12664RAC6 Other Commercial Paper Second Tier Security 2011-01-31 2011-01-31 Y CVS CAREMARK N/A N/A N N 2000000.00 2000000.00 0.0022 N 1999588.00 1999588.00 Novartis Finance Corp. Novartis Finance Corp., 0.30% 6698M5NJ4 Other Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 1000000.00 999858.33 0.0011 N 999892.50 999892.50 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PB9 Other Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 1000000.00 999590.00 0.0011 N 999703.70 999703.70 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PP8 Other Commercial Paper First Tier Security 2011-02-23 2011-02-23 N N N 1000000.00 999470.00 0.0011 N 999592.00 999592.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780KNS3 Other Commercial Paper Second Tier Security 2011-01-26 2011-01-26 N N N 1000000.00 999722.22 0.0011 N 999742.90 999742.90 Xerox Corp. Xerox Corp., 1.00% 98412FNQ1 Other Commercial Paper Second Tier Security 2011-01-24 2011-01-24 N N N 1000000.00 999361.11 0.0011 N 999664.70 999664.70 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.33% (Home Mtg. Prog.) Series 2005 B3, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13033KY52 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A N Y OBLIGOR CA-WL 9/1/82 N/A N/A LIQUIDITY FHLM N/A N/A FANNIEMAE N/A N/A 11310000.00 11310000.00 0.0125 N 11310000.00 11310000.00 California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.32% (Valley Palms Apts. Proj.) Series 2002 C, LOC Fannie Mae VRDN 13077VP71 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 12000000.00 12000000.00 0.0133 N 12000000.00 12000000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.32% (Dayton Pwr. & Lt. Co. Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 677525SY4 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 DAYTON P&L N/A N/A LETTER OF CREDIT JPMC BANK N/A N/A 21000000.00 21000000.00 0.0232 N 21000000.00 21000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (West 23rd Street Hsg. Proj.) LOC Fannie Mae VRDN 64986MQV0 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 RELATED COS N/A N/A 12900000.00 12900000.00 0.0143 N 12900000.00 12900000.00 New Jersey Hsg. & Mtg. Fin. Agcy. Multi-family Rev. New Jersey Hsg. & Mtg. Fin. Agcy. Multi-family Rev., 0.33% Series 2008 F, LOC Bank of America NA VRDN 646108EK2 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 12400000.00 12400000.00 0.0137 N 12400000.00 12400000.00 Philadelphia Gas Works Rev. Philadelphia Gas Works Rev., 0.31% (1998 Gen. Ordinance Proj.) Fifth Series A2, LOC Bank of Nova Scotia New York Branch, LOC JPMorgan Chase Bank VRDN 717823U48 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A N Y LETTER OF CREDIT BANKNVSCNY N/A N/A JPMC BANK N/A N/A 10500000.00 10500000.00 0.0116 N 10500000.00 10500000.00 Connecticut Hsg. Fin. Auth. Connecticut Hsg. Fin. Auth., 0.32% (Hsg. Mtg. Fin. Prog.) Series 2002 A3, (Liquidity Facility Fed. Home Ln. Bank of Boston) VRDN 207748WW0 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLB-BOS N/A N/A N Y OBLIGOR CT-WL 9/27/72 N/A N/A LIQUIDITY FHLB-BOS N/A N/A 6100000.00 6100000.00 0.0067 N 6100000.00 6100000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.65% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2011-01-07 2011-01-07 Y DELMARVA N/A N/A N Y OBLIGOR DELMARVA N/A N/A 4600000.00 4600000.00 0.0051 N 4600000.00 4600000.00 South Carolina Jobs-Econ. Dev. Auth. South Carolina Jobs-Econ. Dev. Auth., 0.31% (AnMed Health Proj.) Series 2009 C, LOC Branch Banking & Trust Co. VRDN 83703FCR1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BB&T-NC N/A N/A Y BB&T-NC N/A N/A Y LETTER OF CREDIT BB&T-NC N/A N/A OBLIGOR ANMED HEALTH N/A N/A 2900000.00 2900000.00 0.0032 N 2900000.00 2900000.00 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.34% Series 2008 A2, (Liquidity Facility JPMorgan Chase Bank) VRDN 575579TK3 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 2530000.00 2530000.00 0.0028 N 2530000.00 2530000.00 Washington Health Care Facilities Auth. Rev. Washington Health Care Facilities Auth. Rev., 0.32% (MultiCare Health Sys. Proj.) Series 2009 A, LOC Wells Fargo Bank NA VRDN 93978E3U4 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 OBLIGOR MULTICARE HLTH N/A N/A LETTER OF CREDIT WELLS FARGO BA N/A N/A 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc., 0.27% 084670AW8 Other Note First Tier Security 2011-02-10 2011-02-10 N N N 2000000.00 2000000.00 0.0022 N 1999958.00 1999958.00 BNP Paribas SA BNP Paribas SA, 0.54% 05567LSW8 Other Note First Tier Security 2011-02-11 2011-02-11 N N N 11000000.00 11000000.00 0.0122 N 11001221.00 11001221.00 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 2733000.00 2733000.00 0.0030 N 2734098.67 2734098.67 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 4000000.00 4000000.00 0.0044 N 4000000.00 4000000.00 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 1000000.00 1000000.00 0.0011 N 1002050.00 1002050.00 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 10000000.00 10000000.00 0.0111 N 10004290.00 10004290.00 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 4000000.00 4000000.00 0.0044 N 4016852.00 4016852.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CAZ4 Other Note First Tier Security 2011-01-18 2012-01-13 N N N 3000000.00 3000000.00 0.0033 N 2998722.00 2998722.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CBD2 Other Note First Tier Security 2011-02-11 2011-11-10 N N N 2000000.00 2000000.00 0.0022 N 1999940.00 1999940.00 Westpac Banking Corp. Westpac Banking Corp., 0.32% 91621CAV3 Other Note First Tier Security 2011-01-24 2011-09-23 N N N 5000000.00 5000000.00 0.0055 N 4990735.00 4990735.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127952H3 Treasury Debt First Tier Security 2011-03-24 2011-03-24 N N N 4000000.00 3998223.34 0.0044 N 3998976.00 3998976.00 U.S. Treasury Bills U.S. Treasury Bills, 0.21% to 0.22% 912795W64 Treasury Debt First Tier Security 2011-06-02 2011-06-02 N N N 3000000.00 2997335.77 0.0033 N 2998062.00 2998062.00 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 9000000.00 8989875.00 0.0099 N 8991765.00 8991765.00 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 2000000.00 2003244.79 0.0022 N 2003282.00 2003282.00 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 2000000.00 2008600.54 0.0022 N 2008906.00 2008906.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828JU5 Treasury Debt First Tier Security 2011-11-15 2011-11-15 N N N 4000000.00 4052067.30 0.0045 N 4049688.00 4049688.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828MM9 Treasury Debt First Tier Security 2011-11-30 2011-11-30 N N N 1000000.00 1004073.88 0.0011 N 1003945.00 1003945.00 U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828LW8 Treasury Debt First Tier Security 2011-09-30 2011-09-30 N N N 10000000.00 10049787.31 0.0111 N 10053910.00 10053910.00 U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828GA2 Treasury Debt First Tier Security 2011-11-30 2011-11-30 N N N 4000000.00 4152001.40 0.0046 N 4151092.00 4151092.00 U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828KL3 Treasury Debt First Tier Security 2011-04-30 2011-04-30 N N N 2000000.00 2002711.59 0.0022 N 2004532.00 2004532.00 U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828JY7 Treasury Debt First Tier Security 2011-01-31 2011-01-31 N N N 1000000.00 1000319.60 0.0011 N 1000508.00 1000508.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3133XXSJ7 Government Agency Debt First Tier Security 2011-01-26 2011-09-26 N N N 1000000.00 999629.00 0.0011 N 999885.00 999885.00 Federal Home Loan Bank Federal Home Loan Bank, 0.36% 313371FN1 Government Agency Debt First Tier Security 2011-11-15 2011-11-15 N N N 3000000.00 2999628.31 0.0033 N 2999259.00 2999259.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313371LM6 Government Agency Debt First Tier Security 2011-11-28 2011-11-28 N N N 3000000.00 3000000.00 0.0033 N 2997816.00 2997816.00 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313371YN0 Government Agency Debt First Tier Security 2011-12-30 2011-12-30 N N N 1000000.00 1000000.00 0.0011 N 1000391.00 1000391.00 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 1000000.00 1002514.20 0.0011 N 1002929.00 1002929.00 GE Equipment Midticket LLC GE Equipment Midticket LLC, 0.35% 36161HAA9 Other Instrument Asset-Backed Securities First Tier Security 2011-09-14 2011-09-14 N N N 15104719.00 15104718.75 0.0167 N 15095152.93 15095152.93 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 37F99EYU5 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-03-01 2037-03-01 7 - 7 Government Agency Debt 9737513.00 3060999.84 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 3000000.00 3000000.00 0.0033 N 3000000.00 3000000.00 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 1583.01 1593.75 WELLS FARGO & CO FDIC GTD TLGP 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER 3.06 3.13 PNC FDG CORP FDIC GTD TLGP 2012-06-22 2012-06-22 2.3 - 2.3 Other Instrument OTHER 0.22 0.22 MORGAN STANLEY FDIC GTD TLGP 2012-06-20 2012-06-20 1.95 - 1.95 Other Instrument OTHER 0.71 0.72 JPMORGAN CHASE & CO FDIC GTD TLGP 2011-12-01 2012-12-26 2.125 - 3.125 Other Instrument OTHER 74.73 76.47 HSBC USA INC 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 1.11 1.14 GENERAL ELEC CAP CORP MEDIUM TERM SR NTS BOOK EN 2011-01-07 2012-12-21 1.625 - 3 Other Instrument OTHER 1204.60 1231.62 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 12.37 12.72 CITIBANK N A FDIC GTD TLGP 2011-03-30 2011-11-15 1.25 - 1.625 Other Instrument OTHER 54.64 55.19 CITIGROUP FDG INC FDIC GTD TLGP 2012-07-12 2012-10-22 1.875 - 2.125 Other Instrument OTHER 768.91 786.49 CITIGROUP INC FDIC GTD TLGP 2012-04-30 2012-04-30 2.125 - 2.125 Other Instrument OTHER 9.83 10.06 CITIBANK N A FDIC GTD TLGP 2012-05-07 2012-05-07 1.875 - 1.875 Other Instrument OTHER 1.36 1.39 BANK NEW YORK MELLON CORP FDIC GTD TLGP 2012-06-29 2012-06-29 0.442 - 0.442 Other Instrument OTHER 22.93 23.00 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-06-22 0.683 - 3.125 Other Instrument OTHER 1996.51 2068.33 BANCO BILBAO VIZCAYA ARGENTARIA PUERTO RICO FDIC 2012-05-25 2012-05-25 0.393 - 0.393 Other Instrument OTHER 491.28 491.33 TENNESEE VALLEY AUTHORITY 2011-04-15 2042-04-15 0 - 8.25 Government Agency Debt 154.56 154.43 RESOLUTION FUNDING CORP 2012-07-15 2030-04-15 0 - 9.375 Government Agency Debt 16875.14 12043.40 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2060-12-20 0 - 8.5 Government Agency Debt 318961.31 227831.01 FEDERAL NATIONAL MORTGAGE ASSOC 2011-01-01 2049-12-01 0 - 16 Government Agency Debt 271866.34 144317.11 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 765.53 575.73 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-01 2048-09-01 0 - 238 Government Agency Debt 175551.66 78109.50 FEDERAL AGRICULTURE MORTGAGE CORP 2015-11-30 2020-12-30 2 - 4.3 Government Agency Debt 10.37 10.16 FEDERAL FARM CREDIT 2011-04-21 2028-12-07 0.6 - 6.27 Government Agency Debt 2811.01 2840.87 FEDERAL HOME LOAN BANK 2011-01-14 2036-07-15 0 - 5.625 Government Agency Debt 21542.52 21607.85 Unrated Security 2011-01-03 2011-01-03 N N N 482000.00 482000.00 0.0005 N 482000.00 482000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SNC8 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-04-01 2020-04-01 5 - 5 Government Agency Debt 3220000.00 1021141.71 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SLE6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-04-01 2020-04-01 5 - 5 Government Agency Debt 3220000.00 1021141.71 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SNT1 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-12-01 2037-12-01 6.5 - 6.5 Government Agency Debt 2110000.00 1022277.56 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SSM1 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-12-01 2037-12-01 6.5 - 6.5 Government Agency Debt 2110000.00 1022277.56 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SLT3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-04-01 2020-04-01 5 - 5 Government Agency Debt 3220000.00 1021141.71 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SRX8 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-08-01 2036-08-01 6 - 6 Government Agency Debt 2820000.00 1021578.11 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.24% 38W99BBX9 0000068136 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-11-01 2036-11-01 6.062 - 6.062 Government Agency Debt 5007850.00 2040802.32 Unrated Security 2011-01-07 2011-01-07 Y MSTANLEY N/A N/A N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.24% 36U99E4X7 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-10-01 2037-12-01 6.5 - 8 Government Agency Debt 7083921.00 108385.67 GOVERNMENT NATIONAL MORTAGE ASSOC 2014-03-15 2039-01-15 4.5 - 9.5 Government Agency Debt 23258519.00 429870.27 FEDERAL NATIONAL MORTGAGE ASSOC 2013-03-01 2037-04-01 3.5 - 7 Government Agency Debt 18820854.00 481968.53 First Tier Security 2011-01-07 2011-01-07 Y RBC CAP N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 37T99XLV0 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-07-01 2039-12-01 4.02 - 5.575 Government Agency Debt 1159234.00 1023134.24 Unrated Security 2011-01-07 2011-01-07 Y RBSSECUR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.24% 37V99JNA2 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-12-01 2041-01-01 4 - 5 Government Agency Debt 965486.00 1020949.97 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.25% 37V99JNM6 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-12-01 2041-01-01 4 - 5 Government Agency Debt 965504.00 1020969.00 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Banc of America Securities LLC Banc of America Securities LLC, 0.80% 38T99CQG2 0001185371 Other Repurchase Agreement N BEAR STEARNS ARM TRUST 2036-02-25 2036-02-25 4.625 - 4.625 Other Instrument OTHER 14367561.00 6480432.11 First Tier Security 2011-02-04 2011-02-04 Y BANCANGR N/A N/A N N 6000000.00 6000000.00 0.0066 Y 6000000.00 6000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 39C99D2A5 0000851376 Other Repurchase Agreement N GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2049-12-10 2049-12-10 5.867 - 5.867 Other Instrument OTHER 1090720.00 1080214.64 Unrated Security 2011-01-07 2011-01-07 Y BCAPNGR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 39C99D3S5 0000851376 Other Repurchase Agreement N GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2049-12-10 2049-12-10 5.867 - 5.867 Other Instrument OTHER 1090682.00 1080177.01 Unrated Security 2011-01-07 2011-01-07 Y BCAPNGR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99N4Q6 0000851376 Other Repurchase Agreement N LIBERTY GLOBAL INC 2016-11-15 2016-11-15 4.5 - 4.5 Other Instrument OTHER 1461000.00 2165932.50 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 2000000.00 2000000.00 0.0022 Y 2000000.00 2000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NJK3 0000851376 Other Repurchase Agreement N CD COMMERCIAL MORTGAGE TRUST COMMERCIAL PASS-THROUGH CERTIFI 2049-12-11 2049-12-11 5.366 - 5.366 Other Instrument OTHER 3306853.00 3161550.25 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 3000000.00 3000000.00 0.0033 Y 3000000.00 3000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NAS5 0000851376 Other Repurchase Agreement N GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2049-12-10 2049-12-10 5.867 - 5.867 Other Instrument OTHER 3282052.00 3250440.64 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 3000000.00 3000000.00 0.0033 Y 3000000.00 3000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.28% 38K99A3G0 0001197610 Other Repurchase Agreement N DANSKE BANK AS, COPENHAGEN 2012-05-24 2012-05-24 0.634 - 0.634 Other Instrument OTHER 4205515.00 4200098.30 Unrated Security 2011-01-03 2011-01-03 N N N 4000000.00 4000000.00 0.0044 N 4000000.00 4000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99B4L5 0000058056 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2036-12-25 2036-12-25 0.581 - 0.581 Other Instrument OTHER 15503.00 5481.43 XTO ENERGY INC 2017-08-01 2017-08-01 6.25 - 6.25 Other Instrument OTHER 2.00 2.40 BRITISH TELECOMMUNICATIONS PLC 2018-01-15 2018-01-15 5.95 - 5.95 Other Instrument OTHER 4281.00 4785.11 COMM 2008-RS3 COMMERICAL MTG RELATED SECS 2048-11-20 2048-11-20 0.485 - 0.485 Other Instrument OTHER 119563417.00 1040341.14 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-06-25 2035-06-25 0.701 - 0.701 Other Instrument OTHER 11524.00 9068.52 CENTRE PT FDG LLC 2015-07-20 2015-07-20 5.43 - 5.43 Other Instrument OTHER 6587.00 5930.85 CHASE CREDIT CARD MASTER TRUST 2016-01-15 2016-01-15 1.51 - 1.51 Other Instrument OTHER 93.00 92.40 ENERGY XXI GULF COAST INC 2017-12-15 2017-12-15 9.25 - 9.25 Other Instrument OTHER 4510.00 4661.52 KNIGHT RIDDER INC ACQUIRED BY MCCLATCHY CO ON 06 2014-11-01 2014-11-01 4.625 - 4.625 Other Instrument OTHER 10722.00 9998.26 RFMSI 2036-09-25 2036-09-25 5.75 - 5.75 Other Instrument OTHER 404.00 335.65 SUNGARD DATA SYS INC MERGED INTO SOLAR CAP CORP 2020-11-15 2020-11-15 7.625 - 7.625 Other Instrument OTHER 37.00 37.82 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BPP3 0000058056 Other Repurchase Agreement N DINEEQUITY INC 2018-10-30 2018-10-30 9.5 - 9.5 Other Instrument OTHER 19613.00 21162.43 BACCHUS 2019-01-20 2019-01-20 1.139 - 1.139 Other Instrument OTHER 1355484.00 1028862.86 RFMSI 2036-09-25 2036-09-25 5.75 - 5.75 Other Instrument OTHER 2221.00 1845.23 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BSV7 0000058056 Other Repurchase Agreement N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2046-12-25 2046-12-25 0.441 - 0.441 Other Instrument OTHER 2897045.00 1130364.24 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BXK5 0000058056 Other Repurchase Agreement N ACCO BRANDS CORP 2015-08-15 2015-08-15 7.625 - 7.625 Other Instrument OTHER 1376.00 1415.64 BWAY HLDG CO 2018-06-15 2018-06-15 10 - 10 Other Instrument OTHER 65255.00 70683.85 GSR MORTGAGE LOAN TRUST 2036-08-25 2036-08-25 6.2 - 6.2 Other Instrument OTHER 2133628.00 1138843.67 ISTAR FINL INC 2012-06-15 2012-06-15 5.5 - 5.5 Other Instrument OTHER 9362.00 8799.76 NIELSEN FIN LLC / NIELSEN FIN CO 2018-10-15 2018-10-15 7.75 - 7.75 Other Instrument OTHER 19203.00 20157.82 RBS CAP TR II 2099-12-28 2099-12-28 6.425 - 6.425 Other Instrument OTHER 6131.00 4001.57 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BRY2 0000058056 Other Repurchase Agreement N CHASE CREDIT CARD MASTER TRUST 2016-01-15 2016-01-15 1.51 - 1.51 Other Instrument OTHER 10660.00 10590.70 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2013-10-01 2013-10-01 5 - 5 Other Instrument OTHER 1058862.00 1073251.93 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 39Q99VDV2 0000058056 Other Repurchase Agreement N ACCO BRANDS CORP 2015-08-15 2015-08-15 7.625 - 7.625 Other Instrument OTHER 2326.00 2393.00 ACCESS FINANCIAL MANUFACTURED HOUSING CONTRACT TRUST 2026-11-15 2026-11-15 7.975 - 7.975 Other Instrument OTHER 1823632.00 1062532.22 COMM 2008-RS3 COMMERICAL MTG RELATED SECS 2048-11-20 2048-11-20 4.5 - 4.5 Other Instrument OTHER 2154.00 592.83 ISTAR FINL INC 2012-06-15 2012-06-15 5.5 - 5.5 Other Instrument OTHER 12691.00 11928.83 GSAMP 2036-09-25 2036-09-25 0.411 - 0.411 Other Instrument OTHER 16291.00 6304.55 NEXTSTUDENT MASTER TR I 2041-06-01 2041-06-01 N/A Other Instrument OTHER 50000.00 12250.68 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2013-10-01 2013-10-01 5 - 5 Other Instrument OTHER 3468.00 3515.13 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 38L99B6Q2 0000058056 Other Repurchase Agreement N CHASE CREDIT CARD MASTER TRUST 2016-01-15 2016-01-15 1.51 - 1.51 Other Instrument OTHER 10661.00 10591.70 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2013-10-01 2013-10-01 5 - 5 Other Instrument OTHER 1058515.00 1072900.22 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 38L99B8X5 0000058056 Other Repurchase Agreement N CHASE CREDIT CARD MASTER TRUST 2016-01-15 2016-01-15 1.51 - 1.51 Other Instrument OTHER 1087159.00 1080091.65 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.36% 36N99SJU4 0000877559 Other Repurchase Agreement N MERRILL LYNCH AND COMPANY., IN 2016-05-16 2016-05-16 6.05 - 6.05 Other Instrument OTHER 1015000.00 1050367.06 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.39% 36N99SHL6 0000877559 Other Repurchase Agreement N AT & T INC 2038-05-15 2038-05-15 6.4 - 6.4 Other Instrument OTHER 1000000.00 1050709.96 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.35% 38N99SLW3 Other Repurchase Agreement N CAPITAL ONE FINANCIAL CORPORAT 2010-12-31 2010-12-31 N/A Other Instrument OTHER 870188.00 36956884.36 Unrated Security 2011-01-03 2011-01-03 N N N 34000000.00 34000000.00 0.0376 N 34000000.00 34000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.55% 38N99SMD4 Other Repurchase Agreement N LIBERTY MEDIA CORPORATION, SER 2010-12-31 2010-12-31 N/A Other Instrument OTHER 208499.00 3260924.36 Unrated Security 2011-01-03 2011-01-03 N N N 3000000.00 3000000.00 0.0033 N 3000000.00 3000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 38N99SEV3 Other Repurchase Agreement N JOHNSON & JOHNSON 2010-12-31 2010-12-31 N/A Other Instrument OTHER 17568.00 1088161.92 Unrated Security 2011-01-25 2011-01-25 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.70% 38N99SFB6 Other Repurchase Agreement N JOHNSON & JOHNSON 2010-12-31 2010-12-31 N/A Other Instrument OTHER 17572.00 1088409.68 Unrated Security 2011-04-25 2011-04-25 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 38N99SAR6 Other Repurchase Agreement N JOHNSON & JOHNSON 2010-12-31 2010-12-31 N/A Other Instrument OTHER 35182.00 2179173.08 Unrated Security 2011-03-07 2011-03-07 N N N 2000000.00 2000000.00 0.0022 Y 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 38T99DEU2 0001287279 Other Repurchase Agreement N KINDER MORGAN 2038-01-15 2038-01-15 6.95 - 6.95 Other Instrument OTHER 980000.00 1053193.73 Unrated Security 2011-03-25 2011-03-25 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.75% 38T99DNR9 0001287279 Other Repurchase Agreement N GILEAD SCIENCES INC. 2014-05-01 2014-05-01 N/A Other Instrument OTHER 2100000.00 2165625.00 Unrated Security 2011-04-11 2011-04-11 N N N 2000000.00 2000000.00 0.0022 Y 2000000.00 2000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.42% 39R99WGT1 0000728612 Other Repurchase Agreement N BERKSHIRE HATHAWAY INC DEL 2049-01-01 2049-01-01 N/A Other Instrument OTHER 55.00 6550500.00 Unrated Security 2011-01-04 2011-01-04 Y MRLBONY N/A N/A N N 6000000.00 6000000.00 0.0066 N 6000000.00 6000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.65% 39R99WJY7 0000728612 Other Repurchase Agreement N MASTR RESECURITIZATION TRUST 2035-07-28 2035-07-28 N/A Other Instrument OTHER 69454488.00 18360994.55 Unrated Security 2011-01-03 2011-01-03 N N N 17000000.00 17000000.00 0.0188 N 17000000.00 17000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.70% 37F99FUR3 0000728612 Other Repurchase Agreement N BERKSHIRE HATHAWAY INC DEL 2049-01-01 2049-01-01 N/A Other Instrument OTHER 19.00 2262900.00 Unrated Security 2011-02-04 2011-02-04 Y MRLBONY N/A N/A N N 2000000.00 2000000.00 0.0022 Y 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.41% 37U99PMA0 0000050916 Other Repurchase Agreement N MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2012-04-01 2012-04-01 6.6 - 6.6 Other Instrument OTHER 971437.00 1050968.55 ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK E 2014-01-15 2014-01-15 1.125 - 1.125 Other Instrument OTHER 200855.00 198267.49 WAL MART STORES INC 2020-10-25 2020-10-25 3.25 - 3.25 Other Instrument OTHER 5.00 4.70 First Tier Security 2011-01-05 2011-01-05 Y RBC NGR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.46% 37U99PPB5 0000050916 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2032-10-25 2032-10-25 N/A Government Agency Debt 39220.00 42638.85 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-08-25 2045-08-25 N/A Other Instrument OTHER 192486069.00 2286412.20 First Tier Security 2011-01-07 2011-01-07 Y RBC NGR N/A N/A N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.67% 35J99RTT5 0000808379 Other Repurchase Agreement N CITIBANK CREDIT CARD ISSUANCE 2018-03-15 2018-03-15 5.3 - 5.3 Other Instrument OTHER 3315000.00 3751757.53 CAPITAL ONE PRIME AUTO RECEIVA 2012-12-15 2012-12-15 0.28 - 0.28 Other Instrument OTHER 3595000.00 1500283.12 Unrated Security 2011-01-07 2011-01-07 Y RBSNGR N/A N/A N N 5000000.00 5000000.00 0.0055 N 5000000.00 5000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.77% 35J99RRJ9 0000808379 Other Repurchase Agreement N CHASEFLEX TR 2007-M1 2037-08-25 2037-08-25 0.491 - 0.491 Other Instrument OTHER 6465000.00 3241696.62 Unrated Security 2011-02-04 2011-02-04 Y RBSNGR N/A N/A N N 3000000.00 3000000.00 0.0033 Y 3000000.00 3000000.00 UBS Securities LLC UBS Securities LLC, 0.40% 23M99SQW1 0000230611 Other Repurchase Agreement N GREAT PLAINS ENERGY INC 2013-08-15 2013-08-15 2.75 - 2.75 Other Instrument OTHER 1030722.00 1050397.34 First Tier Security 2011-01-07 2011-01-07 Y UBSWNGR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.48% 23M99SRJ9 0000230611 Other Repurchase Agreement N PROTEIN DESIGN LABS INC NAME CHANGED TO PDL BIOP 2012-02-15 2012-02-15 2 - 2 Other Instrument OTHER 1075000.00 1080434.72 First Tier Security 2011-01-07 2011-01-07 Y UBSWNGR N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.61% 23M99SPN2 0000230611 Other Repurchase Agreement N RITE AID CORP 2015-12-15 2015-12-15 9.375 - 9.375 Other Instrument OTHER 1252969.00 1081207.83 First Tier Security 2011-01-27 2011-01-27 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.61% 23M99SPY8 0000230611 Other Repurchase Agreement N FRANKLIN CLO V LTD / FRANKLIN CLO V CORP 2018-06-15 2018-06-15 N/A Other Instrument OTHER 1225444.00 1055152.04 First Tier Security 2011-02-14 2011-02-14 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.64% 23M99SQK7 0000230611 Other Repurchase Agreement N PROTEIN DESIGN LABS INC NAME CHANGED TO PDL BIOP 2012-02-15 2012-02-15 2 - 2 Other Instrument OTHER 1076000.00 1081439.78 First Tier Security 2011-02-16 2011-02-16 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00