N-MFP LIVE N 2011-12-30 0000803013 S000007011 1 N N FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 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 None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 48 89 1009648756.99 20780425.10 22332249.16 1008096932.93 0.0039 1.0000 2011-12-30 1.0000 2011-12-30 C000019137 1.00 1008096932.93 1.00 326753.53 326753.53 0.00 0.0039 1.0000 2011-12-30 1.0000 2011-12-30 Bank of Montreal Bank of Montreal, 0.43% 06366UD47 Certificate of Deposit First Tier Security 2012-01-06 2013-01-04 N N N 6000000.00 6000000.00 0.0060 N 5984430.00 5984430.00 Bank of Montreal Bank of Montreal, 0.62% 06366UK98 Certificate of Deposit First Tier Security 2012-01-25 2012-10-25 N N N 4000000.00 4004986.94 0.0040 N 3998316.00 3998316.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.44% 06366WLY8 Certificate of Deposit First Tier Security 2012-01-26 2012-09-26 N N N 3000000.00 3000000.00 0.0030 N 2999898.00 2999898.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.47% 06366WPF5 Certificate of Deposit First Tier Security 2012-01-18 2012-10-18 N N N 5000000.00 5000000.00 0.0050 N 4998710.00 4998710.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.48% 06366WQD9 Certificate of Deposit First Tier Security 2012-01-30 2012-10-29 N N N 2000000.00 2000000.00 0.0020 N 2000074.00 2000074.00 Bank of Nova Scotia Bank of Nova Scotia, 0.47% 06417ELW1 Certificate of Deposit First Tier Security 2012-01-03 2012-11-01 N N N 5000000.00 5000000.00 0.0050 N 5000000.00 5000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.49% 06417D2A2 Certificate of Deposit First Tier Security 2012-02-13 2013-01-10 N N N 3000000.00 3000000.00 0.0030 N 2998824.00 2998824.00 Bank of Nova Scotia Bank of Nova Scotia, 0.58% 06417EPT4 Certificate of Deposit First Tier Security 2012-06-22 2012-06-22 N N N 7000000.00 7000000.00 0.0069 N 7003045.00 7003045.00 Bank of Nova Scotia Bank of Nova Scotia, 0.61% 06417DJE6 Certificate of Deposit First Tier Security 2012-02-16 2012-12-14 N N N 1000000.00 1000000.00 0.0010 N 999874.00 999874.00 Bank of Nova Scotia Bank of Nova Scotia, 0.69% 06417DSG1 Certificate of Deposit First Tier Security 2012-02-09 2012-11-09 N N N 5000000.00 5007032.39 0.0050 N 4999215.00 4999215.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.20% 06538DS75 Certificate of Deposit First Tier Security 2012-01-11 2012-01-11 N N N 2000000.00 2000050.50 0.0020 N 2000050.00 2000050.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.41% 06538D2J7 Certificate of Deposit First Tier Security 2012-02-07 2012-02-07 N N N 15000000.00 15000000.00 0.0149 N 15000646.50 15000646.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.41% 06538D3D9 Certificate of Deposit First Tier Security 2012-02-09 2012-02-09 N N N 10000000.00 10000000.00 0.0099 N 10000453.00 10000453.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.49% 06538EAT4 Certificate of Deposit First Tier Security 2012-03-16 2012-03-16 N N N 9000000.00 9000000.00 0.0089 N 8999228.70 8999228.70 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EBQ9 Certificate of Deposit First Tier Security 2012-03-28 2012-03-28 N N N 7000000.00 7000000.00 0.0069 N 6999481.30 6999481.30 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.44% 13606XM96 Certificate of Deposit First Tier Security 2012-01-11 2012-01-11 N N N 4000000.00 4000000.00 0.0040 N 3999744.00 3999744.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.45% 13606XN87 Certificate of Deposit First Tier Security 2012-01-17 2012-12-17 N N N 9000000.00 9000000.00 0.0089 N 8976195.00 8976195.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.46% 13606X5X2 Certificate of Deposit First Tier Security 2012-01-23 2012-09-24 N N N 10000000.00 10000000.00 0.0099 N 9999710.00 9999710.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.46% 13606X6B9 Certificate of Deposit First Tier Security 2012-01-24 2012-10-24 N N N 4000000.00 4000000.00 0.0040 N 3999640.00 3999640.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.73% 13606XR91 Certificate of Deposit First Tier Security 2012-03-05 2012-09-04 N N N 1000000.00 998647.03 0.0010 N 1000132.00 1000132.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.50% 22550DBK4 Certificate of Deposit First Tier Security 2012-02-21 2012-02-21 N N N 1000000.00 1000000.00 0.0010 N 1000087.90 1000087.90 Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.25% 25154ULG7 Certificate of Deposit First Tier Security 2012-01-03 2012-01-03 N N N 3000000.00 3000000.00 0.0030 N 2999943.30 2999943.30 DnB NOR Bank ASA DnB NOR Bank ASA, 0.37% 25600T3F2 Certificate of Deposit First Tier Security 2012-01-20 2012-01-20 N N N 2000000.00 2000000.00 0.0020 N 2000279.80 2000279.80 DnB NOR Bank ASA DnB NOR Bank ASA, 0.50% 25600T4U8 Certificate of Deposit First Tier Security 2012-03-02 2012-03-02 N N N 5000000.00 5000000.00 0.0050 N 4999736.00 4999736.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.45% 60681PW26 Certificate of Deposit First Tier Security 2012-01-27 2012-01-27 N N N 2000000.00 2000000.00 0.0020 N 2000373.00 2000373.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.52% 60681PY99 Certificate of Deposit First Tier Security 2012-02-23 2012-02-23 N N N 2000000.00 2000000.00 0.0020 N 2000732.60 2000732.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GKB3 Certificate of Deposit First Tier Security 2012-01-03 2012-01-03 N N N 4000000.00 4000000.00 0.0040 N 3999982.40 3999982.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GJX7 Certificate of Deposit First Tier Security 2012-01-04 2012-01-04 N N N 4000000.00 4000000.00 0.0040 N 3999977.60 3999977.60 National Bank Canada National Bank Canada, 0.38% 63306VY38 Certificate of Deposit First Tier Security 2012-01-06 2012-07-06 N N N 3000000.00 3000000.00 0.0030 N 2999652.00 2999652.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.35% 65557VC41 Certificate of Deposit First Tier Security 2012-01-13 2012-01-13 N N N 7000000.00 7000000.00 0.0069 N 7000543.90 7000543.90 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.37% 65557VE31 Certificate of Deposit First Tier Security 2012-01-20 2012-01-20 N N N 20000000.00 20000000.00 0.0198 N 20002566.00 20002566.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.40% 65557VXR7 Certificate of Deposit First Tier Security 2012-02-01 2012-02-01 N N N 10000000.00 10000000.00 0.0099 N 10001187.00 10001187.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.50% 65557VM81 Certificate of Deposit First Tier Security 2012-03-01 2012-03-01 N N N 3000000.00 3000000.00 0.0030 N 3000153.90 3000153.90 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.33% 74977MWQ4 Certificate of Deposit First Tier Security 2012-01-09 2012-06-08 N N N 25000000.00 25000000.00 0.0248 N 24999700.00 24999700.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.37% 74977MTN5 Certificate of Deposit First Tier Security 2012-01-03 2012-04-02 N N N 3000000.00 3000000.00 0.0030 N 2999268.00 2999268.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.40% 7497749W7 0001098062 Certificate of Deposit First Tier Security 2012-02-01 2012-02-01 N N N 10000000.00 10000000.00 0.0099 N 10000089.00 10000089.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.55% 74977MWX9 Certificate of Deposit First Tier Security 2012-03-05 2012-06-01 N N N 2000000.00 2000000.00 0.0020 N 1999160.00 1999160.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.55% 74977MWY7 Certificate of Deposit First Tier Security 2012-03-05 2012-06-01 N N N 3000000.00 3000000.00 0.0030 N 2998791.00 2998791.00 Royal Bank of Canada Royal Bank of Canada, 0.73% 78009JKX2 Certificate of Deposit First Tier Security 2012-01-03 2012-12-31 N N N 3000000.00 3000000.00 0.0030 N 3003249.00 3003249.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EP36 Certificate of Deposit First Tier Security 2012-01-04 2012-01-04 N N N 3000000.00 3000000.00 0.0030 N 2999970.90 2999970.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562ER83 Certificate of Deposit First Tier Security 2012-01-11 2012-01-11 N N N 8000000.00 8000000.00 0.0079 N 7999813.60 7999813.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562ER91 Certificate of Deposit First Tier Security 2012-01-12 2012-01-12 N N N 12000000.00 12000000.00 0.0119 N 12000000.00 12000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.45% 86562EYP7 Certificate of Deposit First Tier Security 2012-02-15 2012-02-15 N N N 10000000.00 10000000.00 0.0099 N 10000911.00 10000911.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86562EA99 Certificate of Deposit First Tier Security 2012-03-02 2012-03-02 N N N 7000000.00 7000000.00 0.0069 N 7000242.20 7000242.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.55% 86562ER34 Certificate of Deposit First Tier Security 2012-04-02 2012-04-02 N N N 10000000.00 10000000.00 0.0099 N 9999739.00 9999739.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WSS8 Certificate of Deposit First Tier Security 2012-01-06 2012-01-06 N N N 4000000.00 4000000.00 0.0040 N 4000031.20 4000031.20 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WSV1 Certificate of Deposit First Tier Security 2012-01-09 2012-01-09 N N N 3000000.00 3000000.00 0.0030 N 3000033.30 3000033.30 Svenska Handelsbanken Svenska Handelsbanken, 0.40% 86959BJ63 Certificate of Deposit First Tier Security 2012-02-03 2012-02-03 N N N 7000000.00 7000032.04 0.0069 N 7000032.20 7000032.20 Svenska Handelsbanken Svenska Handelsbanken, 0.43% 86959BL86 Certificate of Deposit First Tier Security 2012-02-17 2012-02-17 N N N 5000000.00 5000032.59 0.0050 N 5000236.50 5000236.50 Svenska Handelsbanken Svenska Handelsbanken, 0.49% 86959BN43 Certificate of Deposit First Tier Security 2012-03-01 2012-03-01 N N N 5000000.00 5000000.00 0.0050 N 4999654.00 4999654.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.43% 89112XBQ7 Certificate of Deposit First Tier Security 2012-01-19 2012-10-19 N N N 20000000.00 20000000.00 0.0198 N 19998440.00 19998440.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.47% 89112XDH5 Certificate of Deposit First Tier Security 2012-01-09 2012-11-07 N N N 3000000.00 3000000.00 0.0030 N 2999988.00 2999988.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.31% 89112Y3F8 Certificate of Deposit First Tier Security 2012-01-09 2012-02-08 N N N 10000000.00 10000000.00 0.0099 N 9999910.00 9999910.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.36% 89112YSH7 Certificate of Deposit First Tier Security 2012-01-12 2012-01-12 N N N 2000000.00 2000000.00 0.0020 N 1999998.00 1999998.00 UBS AG UBS AG, 0.44% 90267A4H6 Certificate of Deposit First Tier Security 2012-01-12 2012-01-12 N N N 7000000.00 7000000.00 0.0069 N 7000555.80 7000555.80 ABN AMRO Bank NV ABN AMRO Bank NV, 0.49% 37V995JB5 Certificate of Deposit First Tier Security 2012-01-04 2012-01-04 N N N 3000000.00 3000002.50 0.0030 N 3000091.50 3000091.50 ABN AMRO Bank NV ABN AMRO Bank NV, 0.60% 37V995JE9 Certificate of Deposit First Tier Security 2012-01-09 2012-01-09 N N N 6000000.00 6000006.66 0.0060 N 6000541.20 6000541.20 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.61% 05299WNK0 0000859994 Certificate of Deposit First Tier Security 2012-06-06 2012-06-06 N N N 2000000.00 2000000.00 0.0020 N 2000085.40 2000085.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.32% 202991XH3 0000008565 Certificate of Deposit First Tier Security 2012-03-22 2012-03-22 N N N 6000000.00 6000067.45 0.0060 N 5999653.80 5999653.80 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAS3 0001140465 Certificate of Deposit First Tier Security 2012-05-03 2012-05-03 N N N 3000000.00 3000000.00 0.0030 N 2999252.10 2999252.10 HSBC Bank PLC HSBC Bank PLC, 0.53% 13L997GY6 0001140465 Certificate of Deposit First Tier Security 2012-02-29 2012-02-29 N N N 2000000.00 2000000.00 0.0020 N 2000774.40 2000774.40 HSBC Bank PLC HSBC Bank PLC, 0.55% 35X99QAQ7 0001140465 Certificate of Deposit First Tier Security 2012-03-15 2012-03-15 N N N 3000000.00 3000000.00 0.0030 N 3000747.00 3000747.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HBR0 0000833029 Certificate of Deposit First Tier Security 2012-03-05 2012-03-05 N N N 5000000.00 5000000.00 0.0050 N 5000457.00 5000457.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HBB5 0000833029 Certificate of Deposit First Tier Security 2012-03-09 2012-03-09 N N N 10000000.00 10000000.00 0.0099 N 10000968.00 10000968.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.47% 39K99HBS8 0000833029 Certificate of Deposit First Tier Security 2012-04-05 2012-04-05 N N N 5000000.00 5000000.00 0.0050 N 5001209.50 5001209.50 National Australia Bank Ltd. National Australia Bank Ltd., 0.52% 39K99HAS9 0000833029 Certificate of Deposit First Tier Security 2012-04-17 2012-04-17 N N N 10000000.00 10000000.00 0.0099 N 10004221.00 10004221.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.52% 39K99HAW0 0000833029 Certificate of Deposit First Tier Security 2012-05-02 2012-05-02 N N N 5000000.00 5000000.00 0.0050 N 5001197.00 5001197.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.30% 10513DDZ0 Certificate of Deposit First Tier Security 2012-02-13 2012-02-13 N N N 2000000.00 2000000.00 0.0020 N 1999999.40 1999999.40 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.35% 10513DGW4 Certificate of Deposit First Tier Security 2012-05-03 2012-05-03 N N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.58% 0020P2DB9 Financial Company Commercial Paper First Tier Security 2012-04-11 2012-04-11 N N N 1000000.00 998372.78 0.0010 N 998512.20 998512.20 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.58% 0020P2DD5 Financial Company Commercial Paper First Tier Security 2012-04-13 2012-04-13 N N N 1000000.00 998340.56 0.0010 N 998468.80 998468.80 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.68% 0020P2EN2 Financial Company Commercial Paper First Tier Security 2012-05-22 2012-05-22 N N N 10000000.00 9973177.78 0.0099 N 9975040.00 9975040.00 Barclays Bank PLC (CFN) Barclays Bank PLC (CFN), 0.79% 06741PBA2 Financial Company Commercial Paper First Tier Security 2012-01-23 2012-01-23 N N N 4000000.00 4000000.00 0.0040 Y 3999333.20 3999333.20 Barclays Bank PLC (CFN) Barclays Bank PLC (CFN), 0.79% 06741PBE4 Financial Company Commercial Paper First Tier Security 2012-01-24 2012-01-24 N N N 2000000.00 2000000.00 0.0020 Y 1999648.60 1999648.60 Barclays Bank PLC (CFN) Barclays Bank PLC (CFN), 0.79% 06741PBF1 Financial Company Commercial Paper First Tier Security 2012-01-25 2012-01-25 N N N 2000000.00 2000000.00 0.0020 Y 1999628.80 1999628.80 Barclays Bank PLC (CFN) Barclays Bank PLC (CFN), 0.79% 06741PBB0 Financial Company Commercial Paper First Tier Security 2012-01-27 2012-01-27 N N N 2000000.00 2000000.00 0.0020 Y 1999590.80 1999590.80 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GFX8 Financial Company Commercial Paper First Tier Security 2012-01-03 2012-01-03 N N N 1000000.00 999982.22 0.0010 N 999980.00 999980.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GGM1 Financial Company Commercial Paper First Tier Security 2012-01-09 2012-01-09 N N N 3000000.00 2999786.67 0.0030 N 2999843.40 2999843.40 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GGN9 Financial Company Commercial Paper First Tier Security 2012-01-10 2012-01-10 N N N 2000000.00 1999840.00 0.0020 N 1999883.80 1999883.80 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GHB4 Financial Company Commercial Paper First Tier Security 2012-01-12 2012-01-12 N N N 2000000.00 1999804.44 0.0020 N 1999859.20 1999859.20 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GHC2 Financial Company Commercial Paper First Tier Security 2012-01-18 2012-01-18 N N N 1000000.00 999848.89 0.0010 N 999880.20 999880.20 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GHN8 Financial Company Commercial Paper First Tier Security 2012-01-23 2012-01-23 N N N 1000000.00 999804.45 0.0010 N 999833.30 999833.30 BAT International Finance PLC BAT International Finance PLC, 0.46% 05531MA40 Financial Company Commercial Paper Second Tier Security 2012-01-04 2012-01-04 N N N 1000000.00 999961.67 0.0010 N 999961.10 999961.10 Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.43% 12802YAB6 Financial Company Commercial Paper First Tier Security 2012-02-03 2012-05-25 N N N 3000000.00 2999871.41 0.0030 N 2994339.00 2994339.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RAD6 Financial Company Commercial Paper First Tier Security 2012-01-13 2012-01-13 N N N 5000000.00 4999166.67 0.0050 N 4999514.00 4999514.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RAK0 Financial Company Commercial Paper First Tier Security 2012-01-19 2012-01-19 N N N 8000000.00 7998000.00 0.0079 N 7998888.80 7998888.80 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RB11 Financial Company Commercial Paper First Tier Security 2012-02-01 2012-02-01 N N N 1000000.00 999569.45 0.0010 N 999759.80 999759.80 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RB11 Financial Company Commercial Paper First Tier Security 2012-02-01 2012-02-01 N N N 2000000.00 1999138.89 0.0020 N 1999519.60 1999519.60 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RB29 Financial Company Commercial Paper First Tier Security 2012-02-02 2012-02-02 N N N 7000000.00 6996888.89 0.0069 N 6998265.40 6998265.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.50% 20272DDA5 Financial Company Commercial Paper First Tier Security 2012-04-10 2012-04-10 N N N 1000000.00 998611.11 0.0010 N 998532.30 998532.30 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.55% 20272DEN6 Financial Company Commercial Paper First Tier Security 2012-05-22 2012-05-22 N N N 1000000.00 997830.55 0.0010 N 997504.00 997504.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.56% 20272DEP1 Financial Company Commercial Paper First Tier Security 2012-05-23 2012-05-23 N N N 2000000.00 1995551.11 0.0020 N 1994949.20 1994949.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DF47 Financial Company Commercial Paper First Tier Security 2012-06-04 2012-06-04 N N N 2000000.00 1994661.11 0.0020 N 1994278.20 1994278.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DF88 Financial Company Commercial Paper First Tier Security 2012-06-08 2012-06-08 N N N 2000000.00 1994523.34 0.0020 N 1994043.00 1994043.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DF88 Financial Company Commercial Paper First Tier Security 2012-06-08 2012-06-08 N N N 3000000.00 2991785.00 0.0030 N 2991064.50 2991064.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DFC9 Financial Company Commercial Paper First Tier Security 2012-06-12 2012-06-12 N N N 2000000.00 1994385.56 0.0020 N 1993812.60 1993812.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DFF2 Financial Company Commercial Paper First Tier Security 2012-06-15 2012-06-15 N N N 2000000.00 1994282.22 0.0020 N 1993634.60 1993634.60 Credit Suisse New York Branch Credit Suisse New York Branch, 0.45% 2254EABU6 Financial Company Commercial Paper First Tier Security 2012-02-28 2012-02-28 N N N 12000000.00 11991300.00 0.0119 N 11991800.40 11991800.40 Credit Suisse New York Branch Credit Suisse New York Branch, 0.47% 2254EABH5 Financial Company Commercial Paper First Tier Security 2012-02-17 2012-02-17 N N N 10000000.00 9993863.89 0.0099 N 9995522.00 9995522.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.50% 2254EABM4 Financial Company Commercial Paper First Tier Security 2012-02-21 2012-02-21 N N N 3000000.00 2997875.00 0.0030 N 2998414.50 2998414.50 Danske Corp. Danske Corp., 0.25% 2363F6A34 Financial Company Commercial Paper First Tier Security 2012-01-03 2012-01-03 N N N 6000000.00 5999916.67 0.0060 N 5999880.00 5999880.00 Danske Corp. Danske Corp., 0.25% 2363F6A42 Financial Company Commercial Paper First Tier Security 2012-01-04 2012-01-04 N N N 3000000.00 2999937.50 0.0030 N 2999925.00 2999925.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.25% 25153JA34 Financial Company Commercial Paper First Tier Security 2012-01-03 2012-01-03 N N N 5000000.00 4999930.56 0.0050 N 4999900.00 4999900.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.47% 2332K0BU5 Financial Company Commercial Paper First Tier Security 2012-02-28 2012-02-28 N N N 7000000.00 6994699.44 0.0069 N 6995216.90 6995216.90 DnB NOR Bank ASA DnB NOR Bank ASA, 0.52% 2332K0CC4 Financial Company Commercial Paper First Tier Security 2012-03-12 2012-03-12 N N N 2000000.00 1997948.89 0.0020 N 1998142.60 1998142.60 Nationwide Building Society Nationwide Building Society, 0.40% 6385E0A37 Financial Company Commercial Paper First Tier Security 2012-01-03 2012-01-03 N N N 2000000.00 1999955.56 0.0020 N 1999960.00 1999960.00 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0A94 Financial Company Commercial Paper First Tier Security 2012-01-09 2012-01-09 N N N 2000000.00 1999817.78 0.0020 N 1999895.60 1999895.60 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0AB9 Financial Company Commercial Paper First Tier Security 2012-01-11 2012-01-11 N N N 2000000.00 1999772.22 0.0020 N 1999871.40 1999871.40 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0AJ2 Financial Company Commercial Paper First Tier Security 2012-01-18 2012-01-18 N N N 2000000.00 1999612.78 0.0020 N 1999760.40 1999760.40 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0AL7 Financial Company Commercial Paper First Tier Security 2012-01-20 2012-01-20 N N N 1000000.00 999783.61 0.0010 N 999860.00 999860.00 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0AT0 Financial Company Commercial Paper First Tier Security 2012-01-27 2012-01-27 N N N 2000000.00 1999407.78 0.0020 N 1999590.80 1999590.80 Nordea North America, Inc. Nordea North America, Inc., 0.44% 6555P0BE8 Financial Company Commercial Paper First Tier Security 2012-02-14 2012-02-14 N N N 2000000.00 1998924.45 0.0020 N 1999292.20 1999292.20 Nordea North America, Inc. Nordea North America, Inc., 0.44% 6555P0BH1 Financial Company Commercial Paper First Tier Security 2012-02-17 2012-02-17 N N N 2000000.00 1998851.11 0.0020 N 1999186.00 1999186.00 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.32% 74977KAC3 Financial Company Commercial Paper First Tier Security 2012-01-12 2012-01-12 N N N 3000000.00 2999706.67 0.0030 N 2999967.60 2999967.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% 83050TA43 Financial Company Commercial Paper First Tier Security 2012-01-04 2012-01-04 N N N 1000000.00 999969.17 0.0010 N 999975.00 999975.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% 83050TA50 Financial Company Commercial Paper First Tier Security 2012-01-05 2012-01-05 N N N 2000000.00 1999917.78 0.0020 N 1999940.00 1999940.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% 83050TA68 Financial Company Commercial Paper First Tier Security 2012-01-06 2012-01-06 N N N 2000000.00 1999897.22 0.0020 N 1999930.00 1999930.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.38% 83050TA92 Financial Company Commercial Paper First Tier Security 2012-01-09 2012-01-09 N N N 2000000.00 1999833.33 0.0020 N 1999895.60 1999895.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.38% 83050TAA9 Financial Company Commercial Paper First Tier Security 2012-01-10 2012-01-10 N N N 2000000.00 1999812.50 0.0020 N 1999883.80 1999883.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TAD3 Financial Company Commercial Paper First Tier Security 2012-01-13 2012-01-13 N N N 2000000.00 1999733.33 0.0020 N 1999846.00 1999846.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.39% 86958FAX5 Financial Company Commercial Paper First Tier Security 2012-01-31 2012-01-31 N N N 4000000.00 3998700.00 0.0040 N 3999132.40 3999132.40 Swedbank AB Swedbank AB, 0.46% 87019RBA3 Financial Company Commercial Paper First Tier Security 2012-02-10 2012-02-10 N N N 4000000.00 3997955.55 0.0040 N 3998628.00 3998628.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.33% 89233GDP8 Financial Company Commercial Paper First Tier Security 2012-04-23 2012-04-23 N N N 10000000.00 9989641.66 0.0099 N 9992429.00 9992429.00 UBS Finance, Inc. UBS Finance, Inc., 0.45% 90262CBV8 Financial Company Commercial Paper First Tier Security 2012-02-29 2012-02-29 N N N 4000000.00 3997050.00 0.0040 N 3997306.80 3997306.80 UBS Finance, Inc. UBS Finance, Inc., 0.52% 90262CBM8 Financial Company Commercial Paper First Tier Security 2012-02-21 2012-02-21 N N N 5000000.00 4996316.67 0.0050 N 4997470.00 4997470.00 Westpac Banking Corp. Westpac Banking Corp., 0.39% 9612C4BY6 Financial Company Commercial Paper First Tier Security 2012-01-05 2012-04-05 N N N 5000000.00 5000000.00 0.0050 N 5000000.00 5000000.00 Westpac Banking Corp. Westpac Banking Corp., 0.39% 9612C4CA7 Financial Company Commercial Paper First Tier Security 2012-01-10 2012-04-10 N N N 5000000.00 5000000.00 0.0050 N 5000265.00 5000265.00 Westpac Banking Corp. Westpac Banking Corp., 0.50% 9612C0E96 Financial Company Commercial Paper First Tier Security 2012-05-09 2012-05-09 N N N 5000000.00 4991041.67 0.0050 N 4992358.50 4992358.50 Gotham Funding Corp. Gotham Funding Corp., 0.35% 38346LA55 Asset Backed Commercial Paper First Tier Security 2012-01-05 2012-01-05 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 1000000.00 999961.11 0.0010 N 999975.00 999975.00 Gotham Funding Corp. Gotham Funding Corp., 0.36% 38346LAC0 Asset Backed Commercial Paper First Tier Security 2012-01-12 2012-01-12 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 2000000.00 1999780.00 0.0020 N 1999885.80 1999885.80 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.35% 56274LA53 Asset Backed Commercial Paper First Tier Security 2012-01-05 2012-01-05 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 12000000.00 11999533.33 0.0119 N 11999700.00 11999700.00 Market Street Funding LLC Market Street Funding LLC, 0.25% 5705X4CS1 Asset Backed Commercial Paper First Tier Security 2012-03-26 2012-03-26 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 8000000.00 7995277.78 0.0079 N 7997138.40 7997138.40 CVS Caremark Corp. CVS Caremark Corp., 0.46% 12665JA33 Other Commercial Paper Second Tier Security 2012-01-03 2012-01-03 N N N 1000000.00 999974.44 0.0010 N 999968.90 999968.90 Devon Energy Corp. Devon Energy Corp., 0.45% 25179KA98 Other Commercial Paper Second Tier Security 2012-01-09 2012-01-09 N N N 1000000.00 999900.00 0.0010 N 999933.90 999933.90 Duke Energy Corp. Duke Energy Corp., 0.45% 26244HB28 Other Commercial Paper Second Tier Security 2012-02-02 2012-02-02 N N N 1000000.00 999600.00 0.0010 N 999643.00 999643.00 Ecolab, Inc. Ecolab, Inc., 0.62% 27886LA96 Other Commercial Paper Second Tier Security 2012-01-09 2012-01-09 N N N 1000000.00 999862.22 0.0010 N 999947.80 999947.80 Sempra Global Sempra Global, 0.45% 81685LAH8 Other Commercial Paper Second Tier Security 2012-01-17 2012-01-17 N N N 1000000.00 999800.00 0.0010 N 999865.00 999865.00 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.42% 88355LAB5 Other Commercial Paper Second Tier Security 2012-01-11 2012-01-11 N N N 1000000.00 999883.33 0.0010 N 999912.30 999912.30 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.45% 88355LAT6 Other Commercial Paper Second Tier Security 2012-01-27 2012-01-27 N N N 1000000.00 999675.00 0.0010 N 999741.00 999741.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.47% 92344PUV6 Other Commercial Paper Second Tier Security 2012-01-03 2012-01-27 Y VERIZON COMMUNICATIONS INC N/A N/A N N 4000000.00 4000000.00 0.0040 N 3999788.00 3999788.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780JA50 Other Commercial Paper Second Tier Security 2012-01-05 2012-01-05 N N N 1000000.00 999955.56 0.0010 N 999953.30 999953.30 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.11% (Dayton Pwr. & Lt. Co. Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 677525SY4 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 21000000.00 21000000.00 0.0208 N 21000000.00 21000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.09% (West 23rd Street Hsg. Proj.) LOC Fannie Mae Guaranteed Mtg. pass-thru certificates VRDN 64986MQV0 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 12900000.00 12900000.00 0.0128 N 12900000.00 12900000.00 Harris County Tex Indl. Dev. Corp. Harris County Tex Indl. Dev. Corp., 0.13% (HFOTCO LLC Proj.) Series 2010, LOC Bank of America NA VRDN 414189AD2 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 12400000.00 12400000.00 0.0123 N 12400000.00 12400000.00 California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.10% (Valley Palms Apts. Proj.) Series 2002 C, LOC Fannie Mae Guaranteed Mtg. pass-th 13077VP71 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 12000000.00 12000000.00 0.0119 N 12000000.00 12000000.00 Philadelphia Gas Works Rev. Philadelphia Gas Works Rev., 0.07% (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 2012-01-06 2012-01-06 Y JPMORGAN CHASE BANK NA N/A N/A BANK OF NOVA SCOTIA NY BRH N/A N/A N N 10500000.00 10500000.00 0.0104 N 10500000.00 10500000.00 Denver Colorado Pub. Schools Ctfs. of Prtn. Denver Colorado Pub. Schools Ctfs. of Prtn., 0.13% Series 2011 A4, LOC Royal Bank of Canada VRDN 249218AA6 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y ROYAL BANK OF CANADA N/A N/A Y ROYAL BANK OF CANADA N/A N/A N 5000000.00 5000000.00 0.0050 N 5000000.00 5000000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.34% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2012-01-06 2012-01-06 Y DELMARVA POWER & LIGHT N/A N/A N N 4600000.00 4600000.00 0.0046 N 4600000.00 4600000.00 South Carolina Jobs-Econ. Dev. Auth. South Carolina Jobs-Econ. Dev. Auth., 0.09% (AnMed Health Proj.) Series 2009 C, LOC Branch Banking & Trust Co. VRDN 83703FCR1 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 2900000.00 2900000.00 0.0029 N 2900000.00 2900000.00 District of Columbia Rev. District of Columbia Rev., 0.10% (The AARP Foundation Proj.) Series 2004, LOC Bank of America NA VRDN 254839H48 Variable Rate Demand Note First Tier Security 2012-01-06 2012-01-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1600000.00 1600000.00 0.0016 N 1600000.00 1600000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828NQ9 Treasury Debt First Tier Security 2012-07-31 2012-07-31 N N N 10000000.00 10030082.91 0.0099 N 10031250.00 10031250.00 U.S. Treasury Notes U.S. Treasury Notes, 0.13% to 0.17% 912828KB5 Treasury Debt First Tier Security 2012-01-15 2012-01-15 N N N 10000000.00 10003682.18 0.0099 N 10003520.00 10003520.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828LB4 Treasury Debt First Tier Security 2012-07-15 2012-07-15 N N N 25000000.00 25178645.84 0.0250 N 25188475.00 25188475.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828PW4 Treasury Debt First Tier Security 2012-12-31 2012-12-31 N N N 10000000.00 10045625.00 0.0100 N 10046880.00 10046880.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828LX6 Treasury Debt First Tier Security 2012-11-15 2012-11-15 N N N 8000000.00 8082900.74 0.0080 N 8085312.00 8085312.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.45% 2027A0FM6 Other Note First Tier Security 2012-01-12 2012-02-10 N N N 3000000.00 3000000.00 0.0030 N 2999844.00 2999844.00 Royal Bank of Canada Royal Bank of Canada, 0.42% 78008FBA1 Other Note First Tier Security 2012-01-03 2012-12-31 N N N 11000000.00 11000000.00 0.0109 N 10999175.00 10999175.00 Royal Bank of Canada Royal Bank of Canada, 0.44% 78008KXS7 Other Note First Tier Security 2012-02-06 2013-01-04 N N N 9000000.00 8997548.35 0.0089 N 8985870.00 8985870.00 Royal Bank of Canada Royal Bank of Canada, 0.74% 78008FAM6 Other Note First Tier Security 2012-01-17 2013-01-14 N N N 4000000.00 4000000.00 0.0040 N 4002268.00 4002268.00 Westpac Banking Corp. Westpac Banking Corp., 0.37% 9612E0CB1 Other Note First Tier Security 2012-01-09 2012-04-02 N N N 10000000.00 10000000.00 0.0099 N 9996310.00 9996310.00 Westpac Banking Corp. Westpac Banking Corp., 0.43% 91621CAW1 Other Note First Tier Security 2012-01-23 2012-05-23 N N N 5000000.00 5000000.00 0.0050 N 4999355.00 4999355.00 Westpac Banking Corp. Westpac Banking Corp., 0.44% 91621CBA8 Other Note First Tier Security 2012-01-17 2012-06-14 N N N 3000000.00 3000000.00 0.0030 N 2999562.00 2999562.00 Westpac Banking Corp. Westpac Banking Corp., 0.49% 91621CBE0 Other Note First Tier Security 2012-02-11 2012-06-08 N N N 2000000.00 2000000.00 0.0020 N 1999660.00 1999660.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.69% 41T99HUP0 0000729153 Other Note First Tier Security 2012-01-03 2012-01-17 Y ROYAL BANK OF SCOTLAND PLC N/A N/A N N 7000000.00 7000000.00 0.0069 Y 6999671.00 6999671.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257YAL8 Government Agency Debt First Tier Security 2012-03-30 2012-03-30 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 8000000.00 7996368.89 0.0079 N 7997957.60 7997957.60 New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 0.65% Bonds (New England Pwr. Co. Proj.) Series 1990 A, tender 01/03/2012, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2012-01-03 2012-01-03 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0050 N 5000000.00 5000000.00 Harley-Davidson Motor Trust Harley-Davidson Motor Trust, 0.38% 41283PAA4 Other Instrument Asset-Backed Securities First Tier Security 2012-11-15 2012-11-15 N N N 8502026.00 8502026.20 0.0084 N 8502306.77 8502306.77 Honda Auto Receivables Owner Trust Honda Auto Receivables Owner Trust, 0.40% 43811AAA4 Other Instrument Asset-Backed Securities First Tier Security 2012-10-22 2012-10-22 N N N 3770673.00 3770673.10 0.0037 N 3768067.94 3768067.94 Huntington Auto Trust 2011-1 Huntington Auto Trust 2011-1, 0.36% 446149AA4 Other Instrument Asset-Backed Securities First Tier Security 2012-09-17 2012-09-17 N N N 598239.00 598238.62 0.0006 N 597907.97 597907.97 John Deere Owner Trust John Deere Owner Trust, 0.30% 477867AA3 Other Instrument Asset-Backed Securities First Tier Security 2012-05-11 2012-05-11 N N N 1246796.00 1246796.14 0.0012 N 1246716.47 1246716.47 Santander Drive Auto Receivables Trust Santander Drive Auto Receivables Trust, 0.31% 80282PAA3 Other Instrument Asset-Backed Securities First Tier Security 2012-05-15 2012-05-15 N N N 1096751.00 1096750.59 0.0011 N 1096746.75 1096746.75 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 41P99GPQ0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-07-15 2041-08-15 2.962 - 4.5 Government Agency Debt 265000.00 237898.96 FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2041-12-25 2.5 - 7 Government Agency Debt 4707700.00 2853094.46 Unrated Security 2012-01-06 2012-01-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 3000000.00 3000000.00 0.0030 N 3000000.00 3000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 41P99GXS7 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-01-25 2041-09-15 2.962 - 4.5 Government Agency Debt 280000.00 246371.96 FEDERAL NATIONAL MORTGAGE ASSOC 2040-02-25 2041-12-25 2.5 - 4.5 Government Agency Debt 4704700.00 2846193.98 Unrated Security 2012-01-06 2012-01-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 3000000.00 3000000.00 0.0030 N 3000000.00 3000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 41P99GMH3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2041-04-01 3.252 - 7 Government Agency Debt 3690000.00 3050986.51 FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2031-03-15 7 - 7 Government Agency Debt 10000.00 10564.96 Unrated Security 2012-01-06 2012-01-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 3000000.00 3000000.00 0.0030 N 3000000.00 3000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 41P99GSX2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-07-15 2041-09-15 2.531 - 4.5 Government Agency Debt 180000.00 135368.47 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2041-12-25 2.5 - 7 Government Agency Debt 6088800.00 5988247.61 Unrated Security 2012-01-06 2012-01-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 6000000.00 6000000.00 0.0060 N 6000000.00 6000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 12/30/2011 due 01/03/2012 43J99Y3T2_08126 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2012-08-01 2044-02-25 2.25 - 8.5 Government Agency Debt 75043.14 37365.94 FEDERAL HOME LOAN MORTGAGE CORP 2013-02-08 2043-09-25 0.375 - 7.5 Government Agency Debt 14383.28 8724.41 FEDERAL FARM CREDIT 2016-05-09 2016-05-09 1.32 - 1.32 Government Agency Debt 2783.05 2787.61 US TREASURY 2012-07-31 2041-11-15 1.25 - 11.25 Treasury Debt 98866.80 108096.70 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-10-16 2041-12-20 2.5 - 7 Government Agency Debt 196922.14 180806.27 Unrated Security 2012-01-03 2012-01-03 N N N 331000.00 331000.00 0.0003 N 331000.00 331000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.20% 41B99CKT3 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-11-01 2041-06-01 0.648 - 6 Government Agency Debt 576571.00 325726.70 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-01 2041-11-01 0.694 - 6 Government Agency Debt 4076402.00 3762670.98 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-12-20 2041-12-20 3.5 - 3.5 Government Agency Debt 12222.00 12924.51 First Tier Security 2012-01-06 2012-01-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0040 N 4000000.00 4000000.00 UBS Securities LLC UBS Securities LLC, 0.19% 42J9913A7 0000230611 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2026-12-01 3.5 - 3.5 Government Agency Debt 2940308.00 3060355.63 First Tier Security 2012-01-06 2012-01-06 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0030 N 3000000.00 3000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.29% 43T99NNP1 0000851376 Other Repurchase Agreement N MTS SYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 489.00 20200.59 LIGAND PHARMA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4357.00 51804.73 JOHNSON & JOHNSON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1359.00 89530.92 FURIEX PHARMA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3956.00 64285.00 FREIGHTCAR AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3029.00 62639.72 DORCHESTER MINERALS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1700.00 38658.00 CALAMP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6743.00 28050.88 BRKFLD RES PPTY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6995.00 54141.30 MICHAEL BAKER CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3500.00 69335.00 MISSION WEST PPTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7600.00 69236.00 AERCAP HOLD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5783.00 65926.20 USEC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 92.00 108.56 SYNOPSYS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14397.00 389438.85 SEL SCT UTILITIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1834.00 66464.16 NACCO INDS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 114.00 10258.86 First Tier Security 2012-01-03 2012-01-03 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.29% 43T99NPD6 0000851376 Other Repurchase Agreement N SYNOPSYS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2051.00 55479.55 KELLY SERVICES -A- 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 44605.00 614656.90 JACOBS ENGIN GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10510.00 429438.60 First Tier Security 2012-01-04 2012-01-04 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.80% 42V99RNF3 0000318336 Other Repurchase Agreement N WESCO INTERNATIONAL, INC. 2011-12-31 2011-12-31 N/A Other Instrument OTHER NOTE 2044000.00 4207077.31 First Tier Security 2012-02-01 2012-02-01 N N N 4000000.00 4000000.00 0.0040 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 42V99RKT6 0000318336 Other Repurchase Agreement N CWALT, INC., 2005-13CB 2035-05-25 2035-05-25 0.544 - 0.544 Other Instrument GOVERNMENT AGENCY 13847500.00 877176.29 STRUCTURED ASSET MORTGAGE INVE 2036-02-25 2036-02-25 0.604 - 0.604 Other Instrument GOVERNMENT AGENCY 2235000.00 207010.56 First Tier Security 2012-01-12 2012-01-12 N N N 1000000.00 1000000.00 0.0010 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 42V99RKU3 0000318336 Other Repurchase Agreement N CWALT, INC., 2005-13CB 2035-05-25 2035-05-25 0.544 - 0.544 Other Instrument GOVERNMENT AGENCY 3730000.00 236278.57 GCMO 144ANOMURA 04-R1 2035-12-25 2035-12-25 0.554 - 0.554 Other Instrument GOVERNMENT AGENCY 15040000.00 843693.79 STRUCTURED ADJUSTABLE RATE MOR 2036-06-25 2036-06-25 2.642 - 2.642 Other Instrument GOVERNMENT AGENCY 5000.00 1074.82 First Tier Security 2012-01-19 2012-01-19 N N N 1000000.00 1000000.00 0.0010 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 42V99RTH3 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2038-04-15 2038-04-15 6 - 6 Government Agency Debt 10000.00 3669.13 ALTERNATIVE LOAN TRUST 2007-OA 2047-11-25 2047-11-25 1.468 - 1.468 Other Instrument GOVERNMENT AGENCY 9420000.00 3240607.00 First Tier Security 2012-01-23 2012-01-23 N N N 3000000.00 3000000.00 0.0030 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 42V99RKV1 0000318336 Other Repurchase Agreement N CWALT, INC., 2005-43 2035-11-25 2035-11-25 1.024 - 1.024 Other Instrument GOVERNMENT AGENCY 4250000.00 1083459.93 First Tier Security 2012-01-26 2012-01-26 N N N 1000000.00 1000000.00 0.0010 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.91% 42V99RLW8 0000318336 Other Repurchase Agreement N ADJUSTABLE RATE MORTGAGE TRUST 2036-01-25 2036-01-25 1.488 - 1.488 Other Instrument GOVERNMENT AGENCY 2320000.00 6528.10 SPECIALTY UNDERWRITING AND RES 2036-09-25 2036-09-25 0.794 - 0.794 Other Instrument ASSET BACKED 2685000.00 1075302.73 First Tier Security 2012-02-03 2012-02-03 N N N 1000000.00 1000000.00 0.0010 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.92% 42V99RLX6 0000318336 Other Repurchase Agreement N BANC OF AMERICA FUNDING 2006-6 2036-08-25 2036-08-25 7 - 7 Other Instrument GOVERNMENT AGENCY 450000.00 5116.14 CWABS ASSET-BACKED CERTIFICATE 2047-06-25 2047-06-25 0.474 - 0.474 Other Instrument ASSET BACKED 2635000.00 1077045.09 First Tier Security 2012-02-10 2012-02-10 N N N 1000000.00 1000000.00 0.0010 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.94% 42V99RML1 0000318336 Other Repurchase Agreement N BANC OF AMERICA FUNDING 2006-6 2036-08-25 2036-08-25 7 - 7 Other Instrument GOVERNMENT AGENCY 670000.00 7617.36 TERWIN CAPITAL, LLC 2037-05-25 2037-05-25 4.5 - 4.5 Other Instrument ASSET BACKED 20182000.00 2155996.76 First Tier Security 2012-02-17 2012-02-17 N N N 2000000.00 2000000.00 0.0020 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.96% 42V99RMV9 0000318336 Other Repurchase Agreement N ADJUSTABLE RATE MORTGAGE TRUST 2036-01-25 2036-01-25 1.488 - 1.488 Other Instrument GOVERNMENT AGENCY 140000.00 393.94 SPECIALTY UNDERWRITING AND RES 2036-09-25 2036-09-25 0.794 - 0.794 Other Instrument ASSET BACKED 275000.00 110133.43 STRUCTURED ASSET SECURITIES CO 2037-02-25 2037-02-25 0.424 - 0.424 Other Instrument ASSET BACKED 2835000.00 952480.14 WASHINGTON MUTUAL MORTGAGE PAS 2035-09-25 2035-09-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 355000.00 18720.68 First Tier Security 2012-02-24 2012-02-24 N N N 1000000.00 1000000.00 0.0010 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 1.00% 42V99RRA0 0000318336 Other Repurchase Agreement N BEAR STEARNS COMMERCIAL MORTGA 2041-02-11 2041-02-11 5.748 - 5.748 Other Instrument GOVERNMENT AGENCY 1000000.00 769265.65 (SASCO) STRUCTURED ASSET SECUR 2032-11-25 2032-11-25 2.45 - 2.45 Other Instrument GOVERNMENT AGENCY 1500000.00 184800.94 GE COMMERCIAL MORTGAGE CORPORA 2045-07-10 2045-07-10 5.293 - 5.293 Other Instrument GOVERNMENT AGENCY 245000.00 201663.83 THORNBURG MORTGAGE SECURITIES 2014-11-25 2014-11-25 5.394 - 5.394 Other Instrument OTHER NOTE 25460900.00 974481.23 First Tier Security 2012-02-21 2012-02-21 N N N 2000000.00 2000000.00 0.0020 Y 2000000.00 2000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.20% 40M99HSJ6 0000769993 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-11-01 2041-11-01 4 - 4 Government Agency Debt 7871854.00 8160272.00 First Tier Security 2012-01-04 2012-01-04 N N N 8000000.00 8000000.00 0.0079 N 8000000.00 8000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.25% 40M99HSK3 0000769993 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2025-09-01 2025-09-01 4 - 4 Government Agency Debt 3664752.00 3060127.80 First Tier Security 2012-01-04 2012-01-04 N N N 3000000.00 3000000.00 0.0030 N 3000000.00 3000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.37% 36N99SYJ2 0000877559 Other Repurchase Agreement N MERRILL LYNCH AND COMPANY., IN 2016-05-16 2016-05-16 6.05 - 6.05 Other Instrument CORPORATE 2053900.00 1948359.15 EXPEDIA,INC. 2020-08-15 2020-08-15 5.95 - 5.95 Other Instrument CORPORATE 50000.00 50338.28 GENERAL ELEC CAPT CORP 2018-05-01 2018-05-01 5.625 - 5.625 Other Instrument CORPORATE 1000000.00 1127828.72 PPF FUNDING, INC. 2014-01-15 2014-01-15 5.5 - 5.5 Other Instrument CORPORATE 5000.00 5230.86 LEXMARK INTERNATIONAL, INC. 2018-06-01 2018-06-01 6.65 - 6.65 Other Instrument CORPORATE 20000.00 22587.94 Unrated Security 2012-01-06 2012-01-06 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0030 N 3000000.00 3000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.58% 36N99SWQ8 0000877559 Other Repurchase Agreement N PROLOGIS L P 2018-05-15 2018-05-15 6.625 - 6.625 Other Instrument CORPORATE 45000.00 48966.24 LEXMARK INTERNATIONAL, INC. 2018-06-01 2018-06-01 6.65 - 6.65 Other Instrument CORPORATE 5000.00 5646.98 INTERNATIONAL LEASE FINANCE CO 2014-09-01 2014-09-01 6.5 - 6.5 Other Instrument CORPORATE 5000.00 5229.86 EXPEDIA,INC. 2020-08-15 2020-08-15 5.95 - 5.95 Other Instrument CORPORATE 946300.00 952702.29 SENIOR HOUSING PROPERTIES TRUS 2012-01-15 2012-01-15 8.625 - 8.625 Other Instrument CORPORATE 15000.00 15621.62 TIME WARNER INC 2016-11-15 2016-11-15 5.875 - 5.875 Other Instrument CORPORATE 10000.00 11601.40 SOUTHERN UNION COMPANY 2029-11-15 2029-11-15 8.25 - 8.25 Other Instrument CORPORATE 10000.00 11952.12 Unrated Security 2012-01-06 2012-01-06 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 43H99UCR6 Other Repurchase Agreement N CROWN CASTLE INTERNATIONAL COR 2011-12-31 2011-12-31 N/A Other Instrument OTHER NOTE 121995.00 5440977.00 First Tier Security 2012-01-23 2012-01-23 N N N 5000000.00 5000000.00 0.0050 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.69% 42K99VKC6 Other Repurchase Agreement N SIMON PROPERTY GROUP 2011-12-31 2011-12-31 N/A Other Instrument OTHER NOTE 41987.00 5451172.21 First Tier Security 2012-01-23 2012-01-23 N N N 5000000.00 5000000.00 0.0050 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 43H99UCS4 Other Repurchase Agreement N BALL CORPORATION 2011-12-31 2011-12-31 N/A Other Instrument OTHER NOTE 8294.00 296925.20 CONSTELLATION ENERGY GROUP, IN 2011-12-31 2011-12-31 N/A Other Instrument OTHER NOTE 47132.00 1880095.48 First Tier Security 2012-04-23 2012-04-23 N N N 2000000.00 2000000.00 0.0020 Y 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.12% 43Z996EL0 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-01-25 2042-01-25 6.22 - 6.22 Government Agency Debt 3075000.00 3090407.24 First Tier Security 2012-01-03 2012-01-03 N N N 3000000.00 3000000.00 0.0030 N 3000000.00 3000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.21% 43Z996DW7 0001287279 Other Repurchase Agreement N INC MONEY MARKET SECURITIES, S 2033-12-31 2033-12-31 N/A Other Instrument CORPORATE 4500000.00 4234938.47 INC MONEY MARKET SECURITIES, S 2033-12-15 2033-12-15 N/A Other Instrument CORPORATE 5100000.00 2074311.89 INSURANCE NOTE CAPITAL MMS RLI 2036-02-28 2036-02-28 N/A Other Instrument CORPORATE 5675000.00 5127454.62 AI/3(C)(7) INC MONEY MARKET SE 2033-08-17 2033-08-17 N/A Other Instrument CORPORATE 1010000.00 951203.37 WESTFIELD WEA FINANCE LLC 2015-09-02 2015-09-02 5.75 - 5.75 Other Instrument CORPORATE 5000000.00 5464336.28 First Tier Security 2012-01-03 2012-01-03 N N N 17000000.00 17000000.00 0.0169 N 17000000.00 17000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.53% 43E9999C3 0001287279 Other Repurchase Agreement N GS MORTGAGE SECURITIES CORPORA 2038-04-10 2038-04-10 5.636 - 5.636 Other Instrument GOVERNMENT AGENCY 3090000.00 2162861.65 First Tier Security 2012-01-06 2012-01-06 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.75% 42Q9948X8 0001287279 Other Repurchase Agreement N GS MORTGAGE SECURITIES CORPORA 2038-04-10 2038-04-10 5.636 - 5.636 Other Instrument GOVERNMENT AGENCY 1724000.00 1206722.81 J P MORGAN CHASE COML MTG SECS 2028-07-15 2028-07-15 4.568 - 4.568 Other Instrument GOVERNMENT AGENCY 1000000.00 961149.45 First Tier Security 2012-03-26 2012-03-26 N N N 2000000.00 2000000.00 0.0020 Y 2000000.00 2000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.19% 43X99GHW3 0000728612 Other Repurchase Agreement N ISHS BRCLY 20+Y TR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 98298.00 11880296.28 First Tier Security 2012-01-03 2012-01-03 N N N 11000000.00 11000000.00 0.0109 N 11000000.00 11000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.54% 43X99GHP8 0000728612 Other Repurchase Agreement N CENTEX HOME EQUITY LOAN TRUST 2035-10-25 2035-10-25 0.754 - 0.754 Other Instrument ASSET BACKED 5150000.00 3227271.53 COUNTRYWIDE HOME LOAN TRUST 2037-07-25 2037-07-25 N/A Other Instrument ASSET BACKED 21828208.00 3032060.86 AVENUE CLO FUND 2018-07-20 2018-07-20 2.059 - 2.059 Other Instrument ASSET BACKED 1778370.00 1292878.19 CWALT ALTERNATIVE LOAN TRUST 2037-08-25 2037-08-25 5.306 - 5.306 Other Instrument MORTGAGE 46400000.00 3263890.94 GRAMERCY REAL ESTATE CDO 2056-08-15 2056-08-15 1.057 - 1.057 Other Instrument ASSET BACKED 16600000.00 3224741.31 First Tier Security 2012-01-03 2012-01-03 N N N 13000000.00 13000000.00 0.0129 N 13000000.00 13000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.22% 42X9966Q2 Other Repurchase Agreement N SIEMENS SP.ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 45313.00 4320141.42 First Tier Security 2012-01-03 2012-01-03 N N N 4000000.00 4000000.00 0.0040 N 4000000.00 4000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.45% 42X9963P7 Other Repurchase Agreement N APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5401.00 2188053.12 First Tier Security 2012-01-06 2012-01-06 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.47% 42X9964C5 Other Repurchase Agreement N BORG WARNER AUTOMOTIVE INC FORMERLY BORG WARNER 2012-04-15 2012-04-15 3.5 - 3.5 Other Instrument EQUITY 1102000.00 2152802.92 INGERSOLL-RAND GLOBAL HLDG CO LTD 2012-04-15 2012-04-15 4.5 - 4.5 Other Instrument EQUITY 2000.00 3463.75 First Tier Security 2012-01-06 2012-01-06 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.54% 42T99QAY1 0000050916 Other Repurchase Agreement N CITIGROUP MTG LN TR 2010-8 2036-11-25 2036-11-25 N/A Other Instrument MORTGAGE 89972.00 60360.53 CHASEFLEX TRUST 2036-06-25 2036-06-25 6.16 - 6.16 Other Instrument MORTGAGE 110904.00 83689.91 BANC OF AMERICA FUNDING CORP 2037-07-25 2037-07-25 5.5 - 5.5 Other Instrument MORTGAGE 17427.00 10431.01 BANC OF AMERICA FUNDING CORP 2036-03-25 2036-03-25 5.5 - 5.5 Other Instrument MORTGAGE 28724.00 26336.20 FIELDSTONE MORTGAGE INVESTMENT CORP 2036-05-25 2036-05-25 0.484 - 0.484 Other Instrument MORTGAGE 77533.00 13740.78 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2035-01-25 2035-01-25 2.659 - 2.659 Other Instrument MORTGAGE 89739.00 15652.52 HARBORVIEW MORTGAGE LOAN TRUST 2036-01-19 2036-01-19 0.535 - 0.535 Other Instrument MORTGAGE 11530852.00 1906260.40 GSR MORTGAGE LOAN TRUST 2036-05-26 2036-05-26 5.5 - 5.5 Other Instrument MORTGAGE 91111.00 43580.07 GSR MORTGAGE LOAN TRUST 2035-12-25 2035-12-25 5.5 - 5.5 Other Instrument MORTGAGE 3188.00 1559.65 First Tier Security 2012-01-04 2012-01-04 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.59% 42T99QBA2 0000050916 Other Repurchase Agreement N BANC OF AMERICA FUNDING CORP 2034-12-20 2034-12-20 0.645 - 0.645 Other Instrument MORTGAGE 3799136.00 419165.18 JP MORGAN ALTERNATIVE LOAN TRUST 2036-05-25 2036-05-25 0.474 - 0.474 Other Instrument MORTGAGE 15580451.00 2702548.74 First Tier Security 2012-01-06 2012-01-06 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.74% 42T99QBE4 0000050916 Other Repurchase Agreement N ALG STUDENT LN TR II 2047-07-01 2047-07-01 N/A Other Instrument ASSET BACKED 1495059.00 1135763.43 EDUCATION LOANS 2036-12-01 2036-12-01 N/A Other Instrument ASSET BACKED 1359921.00 992910.28 2010 U-HAUL S FLEET LLC / 2010 DC-1 LLC / 2010 TT-1 LLC / 2010 TM-1 LLC 2023-10-25 2023-10-25 N/A Other Instrument ASSET BACKED 43.00 44.15 First Tier Security 2012-01-06 2012-01-06 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.74% 42T99QBD6 0000050916 Other Repurchase Agreement N EDISON MISSION ENERGY 2019-05-15 2019-05-15 7.2 - 7.2 Other Instrument CORPORATE 1158295.00 734359.03 MERCER INTL INC 2017-12-01 2017-12-01 9.5 - 9.5 Other Instrument CORPORATE 344845.00 355243.03 First Tier Security 2012-01-06 2012-01-06 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.52% 35J99R2X5 0000808379 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2042-07-16 2050-08-16 0.717 - 1.618 Government Agency Debt 189814824.00 7210214.96 First Tier Security 2012-01-04 2012-01-04 N N N 7000000.00 7000000.00 0.0069 N 7000000.00 7000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.52% 40Q995FG8 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2051-10-15 2051-10-15 3.87 - 3.87 Government Agency Debt 2865000.00 3065425.83 First Tier Security 2012-01-04 2012-01-04 N N N 3000000.00 3000000.00 0.0030 N 3000000.00 3000000.00 UBS Securities LLC UBS Securities LLC, 0.51% 23M99STY4 0000230611 Other Repurchase Agreement N TYSON FOODS INC FORMERLY TYSONS FOODS INC TO 03/ 2014-03-01 2014-03-01 10.5 - 10.5 Other Instrument CORPORATE 908738.00 1081133.17 First Tier Security 2012-01-06 2012-01-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.52% 23M99SUA4 0000230611 Other Repurchase Agreement N TURKEY REP 2019-11-07 2019-11-07 7.5 - 7.5 Other Instrument CORPORATE 939216.00 1081076.75 First Tier Security 2012-01-06 2012-01-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.60% 23M99SUF3 0000230611 Other Repurchase Agreement N TYSON FOODS INC FORMERLY TYSONS FOODS INC TO 03/ 2014-03-01 2014-03-01 10.5 - 10.5 Other Instrument CORPORATE 883188.00 1050736.12 First Tier Security 2012-01-06 2012-01-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.60% 23M99SUG1 0000230611 Other Repurchase Agreement N TURKEY REP 2019-11-07 2019-11-07 7.5 - 7.5 Other Instrument CORPORATE 938922.00 1080738.34 First Tier Security 2012-01-06 2012-01-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.70% 23M99SUC0 0000230611 Other Repurchase Agreement N TURKEY REP 2019-11-07 2019-11-07 7.5 - 7.5 Other Instrument CORPORATE 1878642.00 2162395.22 First Tier Security 2012-01-05 2012-01-05 N N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.47% 41Q99BTJ2 0000276523 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2017-06-25 2017-06-25 N/A Government Agency Debt 200.00 197.58 A F L A C INC AFLAC INC 2019-05-15 2019-05-15 8.5 - 8.5 Other Instrument CORPORATE 46.00 56.79 COMMONWEALTH EDISON CO 2036-03-15 2036-03-15 5.9 - 5.9 Other Instrument CORPORATE 52.00 64.47 HARLEY-DAVIDSON FUNDING CORP 2012-03-01 2012-03-01 N/A Financial Company Commercial Paper 2063792.00 2061942.84 First Tier Security 2012-01-06 2012-01-06 Y WELLS FARGO SEC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00