N-MFP LIVE N 2010-12-30 0000823535 S000017648 4 N N 033-17704 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY RESEARCH & ANALYSIS COMPANY (FRAC) 801-28774 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N Y Prime 55 90 2214779657.09 1255437.35 3933968.31 2212101126.13 0.0043 1.0001 2010-12-30 1.0001 2010-12-30 C000048773 1.00 1009338719.01 1.00 -14328231.94 30396885.15 44725117.09 0.0021 1.0000 2010-12-30 1.0000 2010-12-30 C000048775 1.00 153196096.19 1.00 6916373.50 17825048.41 10908674.91 0.0011 1.0001 2010-12-30 1.0001 2010-12-30 C000048776 1.00 183131871.55 1.00 -4231241.84 5960089.83 10191331.67 0.0001 1.0002 2010-12-30 1.0002 2010-12-30 C000048774 1.00 866434439.38 1.00 -19982681.31 76288724.79 96271406.10 0.0019 1.0003 2010-12-30 1.0003 2010-12-30 Bank of Montreal Bank of Montreal, 0.28% 06366FXE6 Certificate of Deposit First Tier Security 2011-01-18 2011-03-17 N N N 6000000.00 6000000.00 0.0027 N 5999340.00 5999340.00 Bank of Montreal Bank of Montreal, 0.36% 06366UEK0 Certificate of Deposit First Tier Security 2011-01-24 2011-11-22 N N N 2000000.00 2000000.00 0.0009 N 1999122.00 1999122.00 Bank of Montreal Bank of Montreal, 0.41% 06366FK91 Certificate of Deposit First Tier Security 2011-01-25 2011-05-25 N N N 8000000.00 8000000.00 0.0036 N 7998800.00 7998800.00 Bank of Montreal Bank of Montreal, 0.50% 06366F5U1 Certificate of Deposit First Tier Security 2011-09-01 2011-09-01 N N N 26000000.00 26000000.00 0.0118 N 26019219.20 26019219.20 Bank of Montreal Bank of Montreal, 0.50% 06366F6D8 Certificate of Deposit First Tier Security 2011-09-06 2011-09-06 N N N 36000000.00 36000000.00 0.0163 N 36027154.80 36027154.80 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 17000000.00 16996019.34 0.0077 N 17003349.00 17003349.00 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 6000000.00 6000000.00 0.0027 N 5989782.00 5989782.00 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 6000000.00 5999999.92 0.0027 N 6000006.60 6000006.60 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 7000000.00 7000000.00 0.0032 N 6999613.60 6999613.60 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3U7 Certificate of Deposit First Tier Security 2011-07-08 2011-07-08 N N N 7000000.00 7000000.00 0.0032 N 6999611.50 6999611.50 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 7000000.00 7000000.00 0.0032 N 6999605.20 6999605.20 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.52% 06538AT47 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 15000000.00 15000000.00 0.0068 N 15003747.00 15003747.00 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 7000000.00 7000000.00 0.0032 N 7001768.20 7001768.20 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 19000000.00 19000000.00 0.0086 N 19004607.50 19004607.50 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 28000000.00 28000000.00 0.0127 N 27999997.20 27999997.20 BNP Paribas New York Branch BNP Paribas New York Branch, 0.30% 0556M5YY5 Certificate of Deposit First Tier Security 2011-02-23 2011-02-23 N N N 16000000.00 16000000.00 0.0072 N 15999518.40 15999518.40 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 30000000.00 30000000.00 0.0136 N 29999994.00 29999994.00 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 6000000.00 6000000.00 0.0027 N 6001407.60 6001407.60 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.36% 13606XF52 Certificate of Deposit First Tier Security 2011-01-04 2011-10-04 N N N 7000000.00 7000000.00 0.0032 N 6997389.00 6997389.00 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 14000000.00 14000000.00 0.0063 N 13994134.00 13994134.00 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 4000000.00 4000000.00 0.0018 N 3999812.00 3999812.00 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 8000000.00 8000084.09 0.0036 N 7998760.00 7998760.00 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 4000000.00 4000000.00 0.0018 N 3999604.00 3999604.00 Credit Agricole CIB Credit Agricole CIB, 0.36% 22532YYJ9 Certificate of Deposit First Tier Security 2011-03-01 2011-03-01 N N N 15000000.00 15000000.00 0.0068 N 14999998.50 14999998.50 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 14000000.00 14000000.00 0.0063 N 13999757.80 13999757.80 DZ BANK AG DZ BANK AG, 0.40% 23322A7H7 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 7000000.00 7000000.00 0.0032 N 7000796.60 7000796.60 Intesa Sanpaolo SpA New York Branch Intesa Sanpaolo SpA New York Branch, 0.35% 46115KGD6 Certificate of Deposit First Tier Security 2011-01-04 2011-01-04 N N N 7000000.00 7000000.00 0.0032 N 7000000.00 7000000.00 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 28000000.00 28000000.00 0.0127 N 28001820.00 28001820.00 National Bank Canada National Bank Canada, 0.39% 63306VP87 Certificate of Deposit First Tier Security 2011-02-07 2011-11-04 N N N 18000000.00 18000000.00 0.0081 N 17992368.00 17992368.00 Natixis SA Natixis SA, 0.35% 63873BT80 Certificate of Deposit First Tier Security 2011-01-19 2011-01-19 N N N 10000000.00 10000000.00 0.0045 N 10000422.00 10000422.00 Natixis SA Natixis SA, 0.44% 63873BG27 Certificate of Deposit First Tier Security 2011-01-07 2011-03-07 N N N 14000000.00 14000000.00 0.0063 N 14001050.00 14001050.00 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 15000000.00 15000000.00 0.0068 N 15002505.00 15002505.00 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 19000000.00 19000000.00 0.0086 N 19000000.00 19000000.00 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 18000000.00 18000000.00 0.0081 N 17975340.00 17975340.00 Norddeutsche Landesbank Norddeutsche Landesbank, 0.60% 65556LX41 Certificate of Deposit First Tier Security 2011-01-03 2011-01-03 N N N 11000000.00 11000000.00 0.0050 N 11000302.50 11000302.50 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 8000000.00 8000000.00 0.0036 N 8000804.80 8000804.80 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.34% 74977MLX1 Certificate of Deposit First Tier Security 2011-03-09 2011-03-09 N N N 12000000.00 12000000.00 0.0054 N 12001125.60 12001125.60 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 7000000.00 7000000.00 0.0032 N 7002436.70 7002436.70 Royal Bank of Canada Royal Bank of Canada, 0.63% 78009JKX2 Certificate of Deposit First Tier Security 2011-01-04 2011-12-30 N N N 27000000.00 27000000.00 0.0122 N 27039933.00 27039933.00 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 17000000.00 17000000.00 0.0077 N 16995036.00 16995036.00 Societe Generale Societe Generale, 0.33% 83369RLF6 Certificate of Deposit First Tier Security 2011-02-03 2011-02-03 N N N 10000000.00 10000000.00 0.0045 N 10000283.00 10000283.00 Societe Generale Societe Generale, 0.33% 83369RLM1 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 14000000.00 14000000.00 0.0063 N 14000442.40 14000442.40 Societe Generale Societe Generale, 1.49% 8336P2ZP6 Certificate of Deposit First Tier Security 2011-02-05 2011-02-05 Y SOCGEN N/A N/A N N 7000000.00 7000000.00 0.0032 N 6999461.00 6999461.00 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 7000000.00 7000000.00 0.0032 N 7000021.00 7000021.00 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 7000000.00 7000000.00 0.0032 N 7000046.20 7000046.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.27% 86562GD67 Certificate of Deposit First Tier Security 2011-01-28 2011-01-28 N N N 3000000.00 3000000.00 0.0014 N 3000023.10 3000023.10 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 4000000.00 4000000.00 0.0018 N 4000057.60 4000057.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GYE7 Certificate of Deposit First Tier Security 2011-01-14 2011-01-14 N N N 5000000.00 5000000.00 0.0023 N 5000077.50 5000077.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GH97 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 4000000.00 4000000.00 0.0018 N 4000050.00 4000050.00 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 14000000.00 14000000.00 0.0063 N 14000190.40 14000190.40 Svenska Handelsbanken Svenska Handelsbanken, 0.35% 86959BLM5 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 14000000.00 14000236.86 0.0063 N 13997845.40 13997845.40 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 2000000.00 2000000.00 0.0009 N 1999812.00 1999812.00 UBS AG UBS AG, 0.31% 90267AYY6 Certificate of Deposit First Tier Security 2011-03-17 2011-03-17 N N N 22000000.00 22000000.00 0.0099 N 22001390.40 22001390.40 UBS AG UBS AG, 0.35% 90267AZD1 Certificate of Deposit First Tier Security 2011-04-20 2011-04-20 N N N 8000000.00 8000000.00 0.0036 N 7999998.40 7999998.40 UBS AG UBS AG, 0.35% 90267AZM1 Certificate of Deposit First Tier Security 2011-05-02 2011-05-02 N N N 14000000.00 14000000.00 0.0063 N 13999052.20 13999052.20 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 3000000.00 3000000.00 0.0014 N 2999843.40 2999843.40 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 12000000.00 12000000.00 0.0054 N 11999013.60 11999013.60 Credit Agricole SA Credit Agricole SA, 0.40% 22999KKD3 0001191672 Certificate of Deposit First Tier Security 2011-01-04 2011-01-04 N N N 7000000.00 7000000.00 0.0032 N 7000085.40 7000085.40 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 15000000.00 15000000.00 0.0068 N 14997838.50 14997838.50 Credit Agricole SA Credit Agricole SA, 0.44% 22999KKK7 0001191672 Certificate of Deposit First Tier Security 2011-04-14 2011-04-14 N N N 25000000.00 25000000.00 0.0113 N 25006467.50 25006467.50 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 15000000.00 15000000.00 0.0068 N 14999980.50 14999980.50 Credit Industriel et Commercial Credit Industriel et Commercial, 0.35% 22999AHB3 0001274419 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 12000000.00 12000000.00 0.0054 N 12000680.40 12000680.40 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 24000000.00 24000000.00 0.0108 N 24004528.80 24004528.80 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 10000000.00 10000000.00 0.0045 N 10002609.00 10002609.00 Danske Bank AS Danske Bank AS, 0.30% 21P99HUM3 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 7000000.00 7000035.97 0.0032 N 7000036.40 7000036.40 Danske Bank AS Danske Bank AS, 0.31% 21P99HSR5 Certificate of Deposit First Tier Security 2011-02-09 2011-02-09 N N N 7000000.00 7000000.00 0.0032 N 7000076.30 7000076.30 Danske Bank AS Danske Bank AS, 0.32% 21P99HUU5 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 7000000.00 7000000.00 0.0032 N 7000205.80 7000205.80 Danske Bank AS Danske Bank AS, 0.33% 21P99HUW1 Certificate of Deposit First Tier Security 2011-02-25 2011-02-25 N N N 4000000.00 4000000.00 0.0018 N 4000186.40 4000186.40 DZ BANK AG DZ BANK AG, 0.35% 36C99M9A4 Certificate of Deposit First Tier Security 2011-01-12 2011-01-12 N N N 11000000.00 11000000.00 0.0050 N 11000292.60 11000292.60 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 4000000.00 4000000.00 0.0018 N 4002919.60 4002919.60 ING Bank NV ING Bank NV, 0.30% 38T99AAD0 Certificate of Deposit First Tier Security 2011-01-07 2011-01-07 N N N 7000000.00 7000000.00 0.0032 N 7000040.60 7000040.60 ING Bank NV ING Bank NV, 0.30% 38T99AAJ7 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 7000000.00 7000000.00 0.0032 N 6999999.30 6999999.30 ING Bank NV ING Bank NV, 0.30% 38T99AAK4 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 7000000.00 7000000.00 0.0032 N 6999999.30 6999999.30 ING Bank NV ING Bank NV, 0.30% 38T99AAH1 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 14000000.00 14000000.00 0.0063 N 13999997.20 13999997.20 ING Bank NV ING Bank NV, 0.31% 38T99AAG3 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 10000000.00 10000000.00 0.0045 N 10000087.00 10000087.00 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 10000000.00 10000000.00 0.0045 N 9999999.00 9999999.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 02B99KKY6 Certificate of Deposit First Tier Security 2011-01-06 2011-01-06 N N N 7000000.00 7000000.00 0.0032 N 7000151.20 7000151.20 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 02B99KLC3 Certificate of Deposit First Tier Security 2011-01-10 2011-01-10 N N N 7000000.00 7000000.00 0.0032 N 7000252.00 7000252.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.53% 02B99KLL3 Certificate of Deposit First Tier Security 2011-02-18 2011-02-18 N N N 13000000.00 13000000.00 0.0059 N 13004062.50 13004062.50 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 14000000.00 14000000.00 0.0063 N 13999998.60 13999998.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 6329908E0 0000833029 Certificate of Deposit First Tier Security 2011-03-16 2011-03-16 N N N 15000000.00 15000000.00 0.0068 N 14999998.50 14999998.50 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 3000000.00 3000066.53 0.0014 N 3000333.00 3000333.00 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 10000000.00 10000000.00 0.0045 N 10001082.00 10001082.00 Societe Generale Societe Generale, 0.33% 39A99MAG5 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 9000000.00 9000000.00 0.0041 N 9000238.50 9000238.50 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 7000000.00 6994213.33 0.0032 N 6996472.70 6996472.70 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 8000000.00 7995066.67 0.0036 N 7996833.60 7996833.60 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 14000000.00 13991250.00 0.0063 N 13994384.60 13994384.60 Barclays Bank PLC (CCP FDG) Barclays Bank PLC (CCP FDG), 0.32% 06741GAE5 Financial Company Commercial Paper First Tier Security 2011-02-14 2011-02-14 N N N 3000000.00 2998826.66 0.0014 N 2999025.00 2999025.00 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 0.0009 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 14000000.00 13997048.34 0.0063 N 13997638.20 13997638.20 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 7000000.00 6997481.94 0.0032 N 6997960.90 6997960.90 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 8000000.00 7997554.45 0.0036 N 7998122.40 7998122.40 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.37% 20260BNB0 Financial Company Commercial Paper First Tier Security 2011-01-11 2011-01-11 N N N 6000000.00 5999383.33 0.0027 N 5999578.20 5999578.20 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.42% 20260BN46 Financial Company Commercial Paper First Tier Security 2011-01-04 2011-01-04 N N N 11000000.00 10999615.00 0.0050 N 10999731.60 10999731.60 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 5000000.00 5000000.00 0.0023 N 4997920.00 4997920.00 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 4000000.00 4000000.00 0.0018 N 4000588.00 4000588.00 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 3000000.00 3000000.00 0.0014 N 2998692.00 2998692.00 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 4000000.00 4000000.00 0.0018 N 3999372.00 3999372.00 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 16000000.00 15988266.67 0.0072 N 15986880.00 15986880.00 Danske Corp. Danske Corp., 0.31% 2363F7PA0 Financial Company Commercial Paper First Tier Security 2011-02-10 2011-02-10 N N N 4000000.00 3998644.44 0.0018 N 3998715.20 3998715.20 Danske Corp. Danske Corp., 0.31% 2363F7PB8 Financial Company Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 4000000.00 3998610.56 0.0018 N 3998674.80 3998674.80 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.30% 25153KQP5 Financial Company Commercial Paper First Tier Security 2011-03-23 2011-03-23 N N N 5000000.00 4996625.00 0.0023 N 4996298.50 4996298.50 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 7000000.00 6995576.39 0.0032 N 6995970.10 6995970.10 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 2000000.00 1999177.78 0.0009 N 1999417.40 1999417.40 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 8000000.00 7996711.11 0.0036 N 7997669.60 7997669.60 DnB NOR Bank ASA DnB NOR Bank ASA, 0.62% 2332K1N55 Financial Company Commercial Paper First Tier Security 2011-01-05 2011-01-05 N N N 4000000.00 3999724.44 0.0018 N 3999877.60 3999877.60 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 7000000.00 6997573.33 0.0032 N 6997484.90 6997484.90 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 13000000.00 12997237.50 0.0059 N 12998082.50 12998082.50 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 29000000.00 28995287.50 0.0131 N 28996525.80 28996525.80 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 9000000.00 8999500.00 0.0041 N 8999669.70 8999669.70 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 9000000.00 8998425.00 0.0041 N 8998826.40 8998826.40 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 2000000.00 1999354.17 0.0009 N 1999530.60 1999530.60 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 4000000.00 3998577.78 0.0018 N 3999024.80 3999024.80 Nationwide Building Society Nationwide Building Society, 0.30% 6385E1PH8 Financial Company Commercial Paper First Tier Security 2011-02-17 2011-02-17 N N N 3000000.00 2998825.00 0.0014 N 2998824.00 2998824.00 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 2000000.00 1999133.34 0.0009 N 1999113.80 1999113.80 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 4000000.00 3997200.00 0.0018 N 3997412.40 3997412.40 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 2000000.00 1998444.45 0.0009 N 1998542.00 1998542.00 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 17000000.00 17000000.00 0.0077 N 16995852.00 16995852.00 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 4000000.00 3997900.00 0.0018 N 3998331.60 3998331.60 Nordea North America, Inc. Nordea North America, Inc., 0.35% 6555P1Q18 Financial Company Commercial Paper First Tier Security 2011-03-01 2011-03-01 N N N 1000000.00 999426.39 0.0005 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 14000000.00 13974177.78 0.0063 N 13983114.60 13983114.60 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 14000000.00 13991969.44 0.0063 N 13992766.20 13992766.20 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 3000000.00 2998920.83 0.0014 N 2999126.10 2999126.10 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 3000000.00 2998716.67 0.0014 N 2998912.50 2998912.50 Swedbank AB Swedbank AB, 0.35% 87019SND2 Financial Company Commercial Paper First Tier Security 2011-01-13 2011-01-13 N N N 5000000.00 4999416.67 0.0023 N 4999575.50 4999575.50 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 3000000.00 2991666.67 0.0014 N 2989729.80 2989729.80 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.40% 89153QWF3 Financial Company Commercial Paper First Tier Security 2011-09-15 2011-09-15 N N N 3000000.00 2991433.34 0.0014 N 2989293.00 2989293.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HPH1 Financial Company Commercial Paper First Tier Security 2011-02-17 2011-02-17 N N N 1000000.00 999543.05 0.0005 N 999677.30 999677.30 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 2000000.00 1998036.11 0.0009 N 1998424.60 1998424.60 Unicredit Delaware, Inc. Unicredit Delaware, Inc., 0.44% 90467BNE8 Financial Company Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N N 1000000.00 999841.11 0.0005 N 999885.10 999885.10 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 3000000.00 2999833.33 0.0014 N 2999870.10 2999870.10 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 5000000.00 4999666.67 0.0023 N 4999747.00 4999747.00 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 10000000.00 10000000.00 0.0045 N 9999350.00 9999350.00 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 10000000.00 10000000.00 0.0045 N 9999420.00 9999420.00 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 8000000.00 8000000.00 0.0036 N 7997184.00 7997184.00 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 8000000.00 8000000.00 0.0036 N 7997136.00 7997136.00 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 4000000.00 4000000.00 0.0018 N 3998188.00 3998188.00 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 7000000.00 6977775.00 0.0032 N 6976447.80 6976447.80 Autobahn Funding Autobahn Funding, 0.30% 0527M1N50 Asset Backed Commercial Paper First Tier Security 2011-01-05 2011-01-05 N N Y LIQUIDITY DGB N/A N/A 8000000.00 7999733.33 0.0036 N 7999677.60 7999677.60 Autobahn Funding Autobahn Funding, 0.30% 0527M1NE1 Asset Backed Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N Y LIQUIDITY DGB N/A N/A 15000000.00 14998375.00 0.0068 N 14998308.00 14998308.00 Autobahn Funding Autobahn Funding, 0.31% 0527M1N50 Asset Backed Commercial Paper First Tier Security 2011-01-05 2011-01-05 N N Y LIQUIDITY DGB N/A N/A 6000000.00 5999793.33 0.0027 N 5999758.20 5999758.20 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 2000000.00 1999950.00 0.0009 N 1999951.60 1999951.60 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 4000000.00 4000000.00 0.0018 N 3999176.00 3999176.00 Novartis Finance Corp. Novartis Finance Corp., 0.30% 6698M5NJ4 Other Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 4000000.00 3999433.33 0.0018 N 3999570.00 3999570.00 Novartis Finance Corp. Novartis Finance Corp., 0.32% 6698M5NA3 Other Commercial Paper First Tier Security 2011-01-10 2011-01-10 N N N 12000000.00 11999040.00 0.0054 N 11999340.00 11999340.00 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PB9 Other Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 1000000.00 999590.00 0.0005 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 4000000.00 3997880.00 0.0018 N 3998368.00 3998368.00 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 2000000.00 1999444.45 0.0009 N 1999485.80 1999485.80 Xerox Corp. Xerox Corp., 1.00% 98412FNQ1 Other Commercial Paper Second Tier Security 2011-01-24 2011-01-24 N N N 2000000.00 1998722.22 0.0009 N 1999329.40 1999329.40 ABAG Fin. Auth. for Nonprofit Corps. Rev. ABAG Fin. Auth. for Nonprofit Corps. Rev., 0.31% (Valley Christian Schools Proj.) Series 2003, LOC Bank of America NA VRDN 00037CEY2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A OBLIGOR VALLEY CHRISTIA N/A N/A 7180000.00 7180000.00 0.0032 N 7180000.00 7180000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.30% (Scripps Health Proj.) Series 2008 E, LOC Bank of America NA VRDN 13033F5K2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A OBLIGOR SCRIPPS MEM CA N/A N/A 6000000.00 6000000.00 0.0027 N 6000000.00 6000000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.31% (Catholic Healthcare West Proj.) Series 2005 H, LOC Bank of America NA VRDN 13033FF54 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y OBLIGOR CATHOL HLT WEST N/A N/A LETTER OF CREDIT BAC-NA N/A N/A 9700000.00 9700000.00 0.0044 N 9700000.00 9700000.00 California Hsg. Fin. Agcy. Multifamily Hsg. Rev. California Hsg. Fin. Agcy. Multifamily Hsg. Rev., 0.30% Series 2008 B, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 130036AL0 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A N Y LIQUIDITY FANNIEMAE N/A N/A FHLM N/A N/A 20015000.00 20015000.00 0.0090 N 20015000.00 20015000.00 San Francisco City & County Arpts. Commission Int'l. Arpt. Rev. San Francisco City & County Arpts. Commission Int'l. Arpt. Rev., 0.35% Series 2010 A3, LOC JPMorgan Chase Bank VRDN 79765A3M6 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y LETTER OF CREDIT JPMC BANK N/A N/A 13000000.00 13000000.00 0.0059 N 13000000.00 13000000.00 Santa Clara County Fing. Auth. Lease Rev. Santa Clara County Fing. Auth. Lease Rev., 0.35% (Multiple Facilities Proj.) Series 2008 M, LOC Bank of America NA VRDN 801577HF7 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 2900000.00 2900000.00 0.0013 N 2900000.00 2900000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.31% (Dayton Pwr. & Lt. Co. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 677525SZ1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y LETTER OF CREDIT JPMC BANK N/A N/A OBLIGOR DAYTON P&L N/A N/A 9000000.00 9000000.00 0.0041 N 9000000.00 9000000.00 Ohio Hsg. Fin. Agcy. Mtg. Rev. Ohio Hsg. Fin. Agcy. Mtg. Rev., 0.30% Series B, (Liquidity Facility Fed. Home Ln. Bank, Cincinnati) VRDN 676907EX2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLB-CN N/A N/A N Y OBLIGOR OH-MBS 6/1/94 N/A N/A LIQUIDITY FHLB-CN N/A N/A 11490000.00 11490000.00 0.0052 N 11490000.00 11490000.00 Ohio Hsg. Fin. Agcy. Residential Mtg. Rev. Ohio Hsg. Fin. Agcy. Residential Mtg. Rev., 0.30% Series 2008 B, (Liquidity Facility Fed. Home Ln. Bank, Cincinnati) VRDN 67756QGM3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLB-CN N/A N/A N Y OBLIGOR OH-MBS 6/1/94 N/A N/A LIQUIDITY FHLB-CN N/A N/A 16500000.00 16500000.00 0.0075 N 16500000.00 16500000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.32% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 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 OBLIGOR CAPE FEAR MD,NC N/A N/A LETTER OF CREDIT BB&T-NC N/A N/A 28000000.00 28000000.00 0.0127 N 28000000.00 28000000.00 Colorado Hsg. Fin. Auth. Single Family Mtg. Rev. Colorado Hsg. Fin. Auth. Single Family Mtg. Rev., 0.33% Series 2008 A3, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 196483CV1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A N Y LIQUIDITY FHLM N/A N/A FANNIEMAE N/A N/A OBLIGOR CO-WL 10/1/01 N/A N/A 10000000.00 10000000.00 0.0045 N 10000000.00 10000000.00 Denver Urban Renewal Auth. Tax Increment Rev. Denver Urban Renewal Auth. Tax Increment Rev., 0.34% Series 2008 A1, LOC U.S. Bank NA, Minnesota VRDN 249301EC2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y USBANKNA N/A N/A Y USBANKNA N/A N/A Y LETTER OF CREDIT USBANKNA N/A N/A 6900000.00 6900000.00 0.0031 N 6900000.00 6900000.00 Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.30% (Catholic Healthcare West Proj.) Series 2009 F, LOC Citibank NA VRDN 040507MK8 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y CITIBANK N/A N/A Y CITIBANK N/A N/A Y LETTER OF CREDIT CITIBANK N/A N/A OBLIGOR CATHOL HLT WEST N/A N/A 15600000.00 15600000.00 0.0071 N 15600000.00 15600000.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.30% Series 2004 A6, LOC Landesbank Baden-Wuert VRDN 64966CLY5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y LBBW (GTD) N/A N/A Y LBBW (GTD) N/A N/A Y LETTER OF CREDIT LBBW (GTD) N/A N/A 14475000.00 14475000.00 0.0065 N 14475000.00 14475000.00 Clark County Fuel Tax Clark County Fuel Tax, 0.41% Participating VRDN Series BA 08 1171, (Liquidity Facility Bank of America NA) 05248P4D4 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A N Y LIQUIDITY BAC-NA N/A N/A 11135000.00 11135000.00 0.0050 N 11135000.00 11135000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.34% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A N Y LIQUIDITY JPMC BANK N/A N/A 10000000.00 10000000.00 0.0045 N 10000000.00 10000000.00 Highlands County Health Facilities Auth. Rev. Highlands County Health Facilities Auth. Rev., 0.31% (Adventist Health Sys./Sunbelt Obligated Group Proj.) Series 2005 H, LOC Citibank NA VRDN 431022QW5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y CITIBANK N/A N/A Y CITIBANK N/A N/A Y LETTER OF CREDIT CITIBANK N/A N/A OBLIGOR ADVENTIST-SUNBE N/A N/A 10000000.00 10000000.00 0.0045 N 10000000.00 10000000.00 Indiana Edl. Facilities Auth. Rev. Indiana Edl. Facilities Auth. Rev., 0.32% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y LETTER OF CREDIT JPMC BANK N/A N/A OBLIGOR FRANKLIN CLG IN N/A N/A 8350000.00 8350000.00 0.0038 N 8350000.00 8350000.00 South Carolina Jobs-Econ. Dev. Auth. South Carolina Jobs-Econ. Dev. Auth., 0.31% (AnMed Health Proj.) Series 2009 A, LOC Branch Banking & Trust Co. VRDN 83703FBX9 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 2250000.00 2250000.00 0.0010 N 2250000.00 2250000.00 BNP Paribas SA BNP Paribas SA, 0.54% 05567LSW8 Other Note First Tier Security 2011-02-11 2011-02-11 N N N 20000000.00 20000000.00 0.0090 N 20002220.00 20002220.00 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 9684000.00 9684000.00 0.0044 N 9687892.97 9687892.97 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 19000000.00 19000000.00 0.0086 N 19000000.00 19000000.00 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 11900000.00 11913632.48 0.0054 N 11924395.00 11924395.00 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 27000000.00 27000000.00 0.0122 N 27011583.00 27011583.00 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 23000000.00 23000000.00 0.0104 N 23096899.00 23096899.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CAZ4 Other Note First Tier Security 2011-01-18 2012-01-13 N N N 19000000.00 19000000.00 0.0086 N 18991906.00 18991906.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CBD2 Other Note First Tier Security 2011-02-11 2011-11-10 N N N 9000000.00 9000000.00 0.0041 N 8999730.00 8999730.00 Westpac Banking Corp. Westpac Banking Corp., 0.32% 91621CAV3 Other Note First Tier Security 2011-01-24 2011-09-23 N N N 26000000.00 26000000.00 0.0118 N 25951822.00 25951822.00 U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127952G5 Treasury Debt First Tier Security 2011-03-17 2011-03-17 N N N 10000000.00 9996041.66 0.0045 N 9997770.00 9997770.00 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 8000000.00 7996446.67 0.0036 N 7997952.00 7997952.00 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 8000000.00 7992893.99 0.0036 N 7994832.00 7994832.00 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 24000000.00 23973000.00 0.0108 N 23978040.00 23978040.00 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 6000000.00 6009734.38 0.0027 N 6009846.00 6009846.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% to 0.27% 912828JU5 Treasury Debt First Tier Security 2011-11-15 2011-11-15 N N N 18000000.00 18233393.04 0.0082 N 18223596.00 18223596.00 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 5000000.00 5021501.36 0.0023 N 5022265.00 5022265.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828LT5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 4000000.00 4024684.36 0.0018 N 4023436.00 4023436.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 0.32% 912828MM9 Treasury Debt First Tier Security 2011-11-30 2011-11-30 N N N 3000000.00 3011978.04 0.0014 N 3011835.00 3011835.00 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 6000000.00 6029861.84 0.0027 N 6032346.00 6032346.00 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 9000000.00 9342003.16 0.0042 N 9339957.00 9339957.00 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 6000000.00 6008134.77 0.0027 N 6013596.00 6013596.00 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 5000000.00 4998144.99 0.0023 N 4999425.00 4999425.00 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 8000000.00 7999008.83 0.0036 N 7998024.00 7998024.00 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 8000000.00 8000000.00 0.0036 N 7994176.00 7994176.00 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 2000000.00 2000000.00 0.0009 N 2000782.00 2000782.00 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 4000000.00 4010056.79 0.0018 N 4011716.00 4011716.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.59% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2011-01-03 2011-03-31 Y METLIFE N/A N/A N N 10000000.00 10000000.00 0.0045 Y 10017200.00 10017200.00 Santander Drive Auto Receivables Trust Santander Drive Auto Receivables Trust, 0.40% 80282GAA3 Other Instrument Asset-Backed Securities First Tier Security 2011-09-15 2011-09-15 N N N 5267239.00 5267239.12 0.0024 N 5267390.29 5267390.29 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 37F99EYP6 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-01 2040-11-01 4.5 - 4.5 Government Agency Debt 6193894.00 6121999.75 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 6000000.00 6000000.00 0.0027 N 6000000.00 6000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99E4D6 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-01 2040-11-01 4.5 - 4.5 Government Agency Debt 6193290.00 6121402.76 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 6000000.00 6000000.00 0.0027 N 6000000.00 6000000.00 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 FEDERAL FARM CREDIT 2011-04-21 2028-12-07 0.6 - 6.27 Government Agency Debt 5499.55 5557.97 FEDERAL HOME LOAN BANK 2011-01-14 2036-07-15 0 - 5.625 Government Agency Debt 42146.46 42274.27 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-01 2048-09-01 0 - 238 Government Agency Debt 343454.80 152815.89 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 1497.71 1126.37 FEDERAL NATIONAL MORTGAGE ASSOC 2011-01-01 2049-12-01 0 - 16 Government Agency Debt 531887.87 282346.54 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2060-12-20 0 - 8.5 Government Agency Debt 624025.96 445735.76 RESOLUTION FUNDING CORP 2012-07-15 2030-04-15 0 - 9.375 Government Agency Debt 33015.06 23562.08 TENNESEE VALLEY AUTHORITY 2011-04-15 2042-04-15 0 - 8.25 Government Agency Debt 302.38 302.13 BANCO BILBAO VIZCAYA ARGENTARIA PUERTO RICO FDIC 2012-05-25 2012-05-25 0.393 - 0.393 Other Instrument OTHER 961.16 961.25 FEDERAL AGRICULTURE MORTGAGE CORP 2015-11-30 2020-12-30 2 - 4.3 Government Agency Debt 20.29 19.88 US TREASURY 2012-11-15 2040-02-15 0.5 - 4.625 Treasury Debt 3097.05 3118.07 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-06-22 0.683 - 3.125 Other Instrument OTHER 3906.04 4046.55 WELLS FARGO & CO FDIC GTD TLGP 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER 5.98 6.11 BANK NEW YORK MELLON CORP FDIC GTD TLGP 2012-06-29 2012-06-29 0.442 - 0.442 Other Instrument OTHER 44.85 45.00 CITIBANK N A FDIC GTD TLGP 2012-05-07 2012-05-07 1.875 - 1.875 Other Instrument OTHER 2.67 2.72 CITIGROUP INC FDIC GTD TLGP 2012-04-30 2012-04-30 2.125 - 2.125 Other Instrument OTHER 19.22 19.68 CITIGROUP FDG INC FDIC GTD TLGP 2012-07-12 2012-10-22 1.875 - 2.125 Other Instrument OTHER 1504.31 1538.72 CITIBANK N A FDIC GTD TLGP 2011-03-30 2011-11-15 1.25 - 1.625 Other Instrument OTHER 106.90 107.97 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 24.20 24.88 GENERAL ELEC CAP CORP MEDIUM TERM SR NTS BOOK EN 2011-01-07 2012-12-21 1.625 - 3 Other Instrument OTHER 2356.72 2409.59 HSBC USA INC 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 2.18 2.24 JPMORGAN CHASE & CO FDIC GTD TLGP 2011-12-01 2012-12-26 2.125 - 3.125 Other Instrument OTHER 146.20 149.60 MORGAN STANLEY FDIC GTD TLGP 2012-06-20 2012-06-20 1.95 - 1.95 Other Instrument OTHER 1.39 1.41 PNC FDG CORP FDIC GTD TLGP 2012-06-22 2012-06-22 2.3 - 2.3 Other Instrument OTHER 0.43 0.44 Unrated Security 2011-01-03 2011-01-03 N N N 943000.00 943000.00 0.0004 N 943000.00 943000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SMW5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-03-01 2037-07-01 4 - 6.5 Government Agency Debt 3629598.00 3063937.83 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SLA4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-07-01 2037-07-01 6.5 - 6.5 Government Agency Debt 5790000.00 3063838.26 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SRS9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-12-01 2037-12-01 6.5 - 6.5 Government Agency Debt 4215000.00 2042132.67 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SSG4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-01 2039-07-01 6 - 6 Government Agency Debt 3415000.00 2043097.75 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SLP1 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-07-01 2037-07-01 6.5 - 6.5 Government Agency Debt 5790000.00 3063838.26 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SNN4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-03-01 2025-03-01 4 - 4 Government Agency Debt 3165000.00 3061419.79 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.24% 38W99BBW1 0000068136 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-07-01 6.082 - 6.082 Government Agency Debt 13203906.00 6122407.33 Unrated Security 2011-01-07 2011-01-07 Y MSTANLEY N/A N/A N N 6000000.00 6000000.00 0.0027 N 6000000.00 6000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 37T99XLT5 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-07-01 2036-07-01 5.575 - 5.575 Government Agency Debt 11130000.00 3062694.82 Unrated Security 2011-01-07 2011-01-07 Y RBSSECUR N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.24% 37V99JMU9 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-06-01 2038-06-01 5.086 - 5.086 Government Agency Debt 3352658.00 2041427.89 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.25% 37V99JNG9 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-06-01 2038-06-01 5.086 - 5.086 Government Agency Debt 3352725.00 2041468.69 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 Banc of America Securities LLC Banc of America Securities LLC, 0.80% 38T99CQB3 0001185371 Other Repurchase Agreement N MASTR RESECURITIZATION TRUST 2035-07-28 2035-07-28 N/A Other Instrument OTHER 57198529.00 15121008.15 First Tier Security 2011-02-04 2011-02-04 Y BANCANGR N/A N/A N N 14000000.00 14000000.00 0.0063 Y 14000000.00 14000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 39C99D3M8 0000851376 Other Repurchase Agreement N GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2049-12-10 2049-12-10 5.867 - 5.867 Other Instrument OTHER 2181363.00 2160353.02 Unrated Security 2011-01-07 2011-01-07 Y BCAPNGR N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 39C99DYU6 0000851376 Other Repurchase Agreement N GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2049-12-10 2049-12-10 5.867 - 5.867 Other Instrument OTHER 2181440.00 2160429.28 Unrated Security 2011-01-07 2011-01-07 Y BCAPNGR N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NAM8 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 7499285.00 7169767.25 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-11-25 2035-11-25 5.5 - 5.5 Other Instrument OTHER 605700.00 209742.69 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 7000000.00 7000000.00 0.0032 Y 7000000.00 7000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NJE7 0000851376 Other Repurchase Agreement N WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-11-25 2035-11-25 5.5 - 5.5 Other Instrument OTHER 21912000.00 7587719.63 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 7000000.00 7000000.00 0.0032 Y 7000000.00 7000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99N4K9 0000851376 Other Repurchase Agreement N LIBERTY GLOBAL INC 2016-11-15 2016-11-15 4.5 - 4.5 Other Instrument OTHER 3651000.00 5412607.50 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 5000000.00 5000000.00 0.0023 Y 5000000.00 5000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99B4F8 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 0.0005 N 1000000.00 1000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BPJ7 0000058056 Other Repurchase Agreement N ENERGY XXI GULF COAST INC 2017-12-15 2017-12-15 9.25 - 9.25 Other Instrument OTHER 18039.00 18645.06 GS MORTGAGE SECURITIES CORP II 2045-08-10 2045-08-10 5.807 - 5.807 Other Instrument OTHER 3042574.00 3176101.72 RAST (RESIDENTIAL ASSET SECURITIZATION TRUST) 2035-07-25 2035-07-25 6 - 6 Other Instrument OTHER 2190915.00 920155.64 KNIGHT RIDDER INC ACQUIRED BY MCCLATCHY CO ON 06 2014-11-01 2014-11-01 4.625 - 4.625 Other Instrument OTHER 42887.00 39992.13 RFMSI 2036-09-25 2036-09-25 5.75 - 5.75 Other Instrument OTHER 1616.00 1342.59 SUNGARD DATA SYS INC MERGED INTO SOLAR CAP CORP 2020-11-15 2020-11-15 7.625 - 7.625 Other Instrument OTHER 147.00 150.24 XTO ENERGY INC 2017-08-01 2017-08-01 6.25 - 6.25 Other Instrument OTHER 8.00 9.61 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-06-25 2035-06-25 0.701 - 0.701 Other Instrument OTHER 46098.00 36275.66 BRITISH TELECOMMUNICATIONS PLC 2018-01-15 2018-01-15 5.95 - 5.95 Other Instrument OTHER 17121.00 19137.10 CWALT ALTERNATIVE LOAN TRUST 2036-12-25 2036-12-25 0.581 - 0.581 Other Instrument OTHER 62019.00 21928.18 CENTRE PT FDG LLC 2015-07-20 2015-07-20 5.43 - 5.43 Other Instrument OTHER 26346.00 23721.61 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 4000000.00 4000000.00 0.0018 N 4000000.00 4000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BXE9 0000058056 Other Repurchase Agreement N SLM CORP MEDIUM TERM NTS BOOK ENTRY 2020-03-25 2020-03-25 8 - 8 Other Instrument OTHER 2138294.00 2204288.88 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BSQ8 0000058056 Other Repurchase Agreement N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2046-12-25 2046-12-25 0.441 - 0.441 Other Instrument OTHER 4673.00 1823.30 BEAZER HOMES USA INC 2017-10-15 2017-10-15 12 - 12 Other Instrument OTHER 16350.00 19216.70 RFMSI 2036-09-25 2036-09-25 5.75 - 5.75 Other Instrument OTHER 5091.00 4229.65 M D C HLDGS INC FORMERLY M D C CORP COLO TO 06/2 2012-12-01 2012-12-01 7 - 7 Other Instrument OTHER 22601.00 24660.25 INDYMAC INDX MORTGAGE LOAN TRUST 2036-06-25 2036-06-25 5.334 - 5.334 Other Instrument OTHER 600030.00 88952.32 FEDERATED DEPT STORES INC DEL NAME CHANGED TO MA 2011-04-01 2011-04-01 6.625 - 6.625 Other Instrument OTHER 47110.00 48479.13 COMM 2022-06-15 2022-06-15 0.67 - 0.67 Other Instrument OTHER 2549128.00 1078054.01 BOYD GAMING CORP FOR FUTURE ISSUES SEE 103304 2016-02-01 2016-02-01 7.125 - 7.125 Other Instrument OTHER 2302438.00 2117523.45 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BRT3 0000058056 Other Repurchase Agreement N HARRAHS OPER INC 2017-06-01 2017-06-01 11.25 - 11.25 Other Instrument OTHER 338401.00 383873.63 RADIAN GROUP INC 2015-06-15 2015-06-15 5.375 - 5.375 Other Instrument OTHER 3098396.00 2873418.02 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 39Q99VDQ3 0000058056 Other Repurchase Agreement N SLM CORP MEDIUM TERM NTS BOOK ENTRY 2020-03-25 2020-03-25 8 - 8 Other Instrument OTHER 3206391.00 3305350.92 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 38L99B8S6 0000058056 Other Repurchase Agreement N CHASE CREDIT CARD MASTER TRUST 2016-01-15 2016-01-15 1.51 - 1.51 Other Instrument OTHER 3261475.00 3240272.96 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 38L99B6K5 0000058056 Other Repurchase Agreement N ACCO BRANDS CORP 2015-08-15 2015-08-15 7.625 - 7.625 Other Instrument OTHER 4031.00 4147.12 ACCESS FINANCIAL MANUFACTURED HOUSING CONTRACT TRUST 2026-11-15 2026-11-15 7.975 - 7.975 Other Instrument OTHER 2760082.00 1608151.23 BRITISH TELECOMMUNICATIONS PLC 2018-01-15 2018-01-15 5.95 - 5.95 Other Instrument OTHER 407.00 454.93 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-06-25 2035-06-25 0.701 - 0.701 Other Instrument OTHER 101.00 79.48 CENTRE PT FDG LLC 2015-07-20 2015-07-20 5.43 - 5.43 Other Instrument OTHER 10436.00 9396.45 CHASE CREDIT CARD MASTER TRUST 2016-01-15 2016-01-15 1.51 - 1.51 Other Instrument OTHER 7149.00 7102.53 COMMONWEALTH EDISON CO 2020-08-01 2020-08-01 4 - 4 Other Instrument OTHER 10.00 9.96 ENERGY XXI GULF COAST INC 2017-12-15 2017-12-15 9.25 - 9.25 Other Instrument OTHER 19412.00 20064.19 GSAMP 2034-08-25 2034-08-25 1.411 - 1.411 Other Instrument OTHER 5860720.00 2551703.09 GSAMP 2036-09-25 2036-09-25 0.411 - 0.411 Other Instrument OTHER 24725.00 9568.48 ISTAR FINL INC 2012-06-15 2012-06-15 5.5 - 5.5 Other Instrument OTHER 25744.00 24197.93 NEXTSTUDENT MASTER TR I 2041-06-01 2041-06-01 N/A Other Instrument OTHER 50000.00 12250.68 RBS CAP TR II 2099-12-28 2099-12-28 6.425 - 6.425 Other Instrument OTHER 118919.00 77615.87 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2013-10-01 2013-10-01 5 - 5 Other Instrument OTHER 10594.00 10737.97 SUNGARD DATA SYS INC MERGED INTO SOLAR CAP CORP 2020-11-15 2020-11-15 7.625 - 7.625 Other Instrument OTHER 151.00 154.33 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2036-07-25 2036-07-25 5.247 - 5.247 Other Instrument OTHER 3627.00 1364.48 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 4000000.00 4000000.00 0.0018 N 4000000.00 4000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.36% 36N99SJX8 0000877559 Other Repurchase Agreement N LINCOLN NATIONAL CORPORATION 2067-04-20 2067-04-20 6.05 - 6.05 Other Instrument OTHER 1120000.00 1053339.80 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.36% 36N99SJP5 0000877559 Other Repurchase Agreement N MERRILL LYNCH AND COMPANY., IN 2016-05-16 2016-05-16 6.05 - 6.05 Other Instrument OTHER 2030000.00 2100734.13 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.39% 36N99SHF9 0000877559 Other Repurchase Agreement N ALTRIA GROUP INC 2019-08-06 2038-11-10 9.25 - 9.95 Other Instrument OTHER 1540000.00 2122276.70 MORGAN STANLEY DEAN WITTER 2014-04-01 2014-04-01 4.75 - 4.75 Other Instrument OTHER 1000000.00 1034043.07 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.35% 38N99SLS2 Other Repurchase Agreement N ANADARKA PETROLEUM CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 661470.00 50000517.30 Unrated Security 2011-01-03 2011-01-03 N N N 46000000.00 46000000.00 0.0208 N 46000000.00 46000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 38N99SEM3 Other Repurchase Agreement N J P MORGAN CHASE & CO 2010-12-31 2010-12-31 N/A Other Instrument OTHER 51535.00 2176323.05 Unrated Security 2011-01-25 2011-01-25 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.70% 38N99SES0 Other Repurchase Agreement N BANK OF AMERICA CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 163909.00 2176711.52 Unrated Security 2011-04-25 2011-04-25 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 38N99SAL9 Other Repurchase Agreement N BANK OF AMERICA CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 492282.00 6537504.96 Unrated Security 2011-03-07 2011-03-07 N N N 6000000.00 6000000.00 0.0027 Y 6000000.00 6000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.65% 39L99R4H7 0001287279 Other Repurchase Agreement N APPALACHIAN POWER COMPANY 2035-10-01 2035-10-01 5.8 - 5.8 Other Instrument OTHER 5515000.00 5529994.87 CBS CORP NEW 2021-02-15 2021-02-15 4.3 - 4.3 Other Instrument OTHER 14050000.00 13403200.83 VALERO ENERGY CORP NEW 2032-04-15 2032-04-15 7.5 - 7.5 Other Instrument OTHER 156620.00 166218.46 TIME WARNER CABLE INC. 2040-11-15 2040-11-15 5.875 - 5.875 Other Instrument OTHER 2061684.00 2030127.38 TIME WARNER ENTERTAINMENT COMP 2023-03-15 2023-03-15 N/A Other Instrument OTHER 3435000.00 4289731.32 TIME WARNER INC. 2024-02-01 2024-02-01 7.57 - 7.57 Other Instrument OTHER 2391459.00 2955966.34 KINDER MORGAN 2037-02-01 2037-02-01 6.5 - 6.5 Other Instrument OTHER 905979.00 946342.90 DISCOVERY COMMUNICATIONS, LLC 2040-06-01 2040-06-01 6.35 - 6.35 Other Instrument OTHER 17714000.00 18981303.87 Unrated Security 2011-01-03 2011-01-03 N N N 46000000.00 46000000.00 0.0208 N 46000000.00 46000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 38T99DEP3 0001287279 Other Repurchase Agreement N KINDER MORGAN 2038-01-15 2038-01-15 6.95 - 6.95 Other Instrument OTHER 2940000.00 3159581.19 Unrated Security 2011-03-25 2011-03-25 N N N 3000000.00 3000000.00 0.0014 Y 3000000.00 3000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.75% 38T99DNL2 0001287279 Other Repurchase Agreement N GILEAD SCIENCES INC. 2014-05-01 2014-05-01 N/A Other Instrument OTHER 4200000.00 4331250.00 Unrated Security 2011-04-11 2011-04-11 N N N 4000000.00 4000000.00 0.0018 Y 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.35% 39R99WKL3 0000728612 Other Repurchase Agreement N 51-100 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1132195.00 32400956.10 Unrated Security 2011-01-03 2011-01-03 N N N 30000000.00 30000000.00 0.0136 N 30000000.00 30000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.42% 39R99WGN4 0000728612 Other Repurchase Agreement N NATIONAL GRID PLC 2049-01-01 2049-01-01 N/A Other Instrument OTHER 103100.00 4555989.00 STARWOOD HOTELS & RESORTS WORLDWIDE INC 2049-01-01 2049-01-01 N/A Other Instrument OTHER 95300.00 5794240.00 BERKSHIRE HATHAWAY INC DEL 2049-01-01 2049-01-01 N/A Other Instrument OTHER 31.00 3692100.00 MICROCHIP TECHNOLOGY INC 2049-01-01 2049-01-01 N/A Other Instrument OTHER 33639.00 1157854.38 Unrated Security 2011-01-04 2011-01-04 Y MRLBONY N/A N/A N N 14000000.00 14000000.00 0.0063 N 14000000.00 14000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.70% 37F99FUL6 0000728612 Other Repurchase Agreement N APACHE CORP 2012-04-15 2012-04-15 6.25 - 6.25 Other Instrument OTHER 1000.00 1077.58 BERKSHIRE HATHAWAY INC DEL 2049-01-01 2049-01-01 N/A Other Instrument OTHER 46.00 5478600.00 Unrated Security 2011-02-04 2011-02-04 Y MRLBONY N/A N/A N N 5000000.00 5000000.00 0.0023 Y 5000000.00 5000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.44% 38S994ED1 Other Repurchase Agreement N ALCOA INC 2020-08-15 2020-08-15 6.15 - 6.15 Other Instrument OTHER 1003147.00 1050308.28 First Tier Security 2011-01-07 2011-01-07 Y MIZUHONG N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.44% 38S994DG5 Other Repurchase Agreement N CENTURYTEL INC FORMERLY CENTURYTEL INC TO 05/20/ 2017-04-01 2017-04-01 6 - 6 Other Instrument OTHER 1012457.00 1050231.77 First Tier Security 2011-01-07 2011-01-07 Y MIZUHONG N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.30% 36G9904G0 0000068136 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2038-05-16 2038-05-16 5 - 5 Government Agency Debt 9708065.00 1030223.21 Unrated Security 2011-01-07 2011-01-07 Y MSTANNGR N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.41% 37U99PMD4 0000050916 Other Repurchase Agreement N BRITISH COLUMBIA PROV CDA 2026-01-15 2026-01-15 6.5 - 6.5 Other Instrument OTHER 1858808.00 2305595.22 HYDRO-QUEBEC FOR ISSUES DTD PRIOR TO 08/15/1975 2026-04-15 2026-04-15 8.25 - 8.25 Other Instrument OTHER 56.00 75.18 ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK E 2014-01-15 2014-01-15 1.125 - 1.125 Other Instrument OTHER 750262.00 740596.75 WAL MART STORES INC 2020-10-25 2038-04-15 3.25 - 6.2 Other Instrument OTHER 926179.00 1053353.39 First Tier Security 2011-01-05 2011-01-05 Y RBC NGR N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.46% 37U99PNV3 0000050916 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2032-10-25 2032-10-25 N/A Government Agency Debt 500000.00 543585.50 CSMC SER 2009-15R 2036-10-26 2036-10-26 6.043 - 6.043 Other Instrument OTHER 6370704.00 4699490.69 First Tier Security 2011-01-07 2011-01-07 Y RBC NGR N/A N/A N N 5000000.00 5000000.00 0.0023 N 5000000.00 5000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.67% 35J99RTN8 0000808379 Other Repurchase Agreement N CITIBANK CREDIT CARD ISSUANCE 2018-03-15 2018-03-15 5.3 - 5.3 Other Instrument OTHER 1685000.00 1907001.94 SLM STUDENT LOAN TRUST 2008-6 2017-10-25 2017-10-25 0.838 - 0.838 Other Instrument OTHER 4715000.00 4748122.33 SLM STUDENT LOAN TRUST 2028-03-15 2028-03-15 1.42 - 1.42 Other Instrument OTHER 1205000.00 1138720.25 LB-UBS COMMERCIAL MORTGAGE TRU 2041-02-15 2041-02-15 0.348 - 0.348 Other Instrument OTHER 724380000.00 3761939.58 Unrated Security 2011-01-07 2011-01-07 Y RBSNGR N/A N/A N N 11000000.00 11000000.00 0.0050 N 11000000.00 11000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.77% 35J99RRD2 0000808379 Other Repurchase Agreement N CHASEFLEX TR 2007-M1 2037-08-25 2037-08-25 0.491 - 0.491 Other Instrument OTHER 15080000.00 7561451.67 Unrated Security 2011-02-04 2011-02-04 Y RBSNGR N/A N/A N N 7000000.00 7000000.00 0.0032 Y 7000000.00 7000000.00 UBS Securities LLC UBS Securities LLC, 0.40% 23M99SQR2 0000230611 Other Repurchase Agreement N GREAT PLAINS ENERGY INC 2013-08-15 2013-08-15 2.75 - 2.75 Other Instrument OTHER 1030733.00 1050408.55 First Tier Security 2011-01-07 2011-01-07 Y UBSWNGR N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.48% 23M99SRD2 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 616000.00 619114.22 WESTERN REFNG INC 2014-06-15 2014-06-15 5.75 - 5.75 Other Instrument OTHER 1293000.00 1541974.33 First Tier Security 2011-01-07 2011-01-07 Y UBSWNGR N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 UBS Securities LLC UBS Securities LLC, 0.61% 23M99SPH5 0000230611 Other Repurchase Agreement N RGHL US ESCROW I INC./RGHL US ESCROW I LLC/RGHL 2019-04-15 2019-04-15 9 - 9 Other Instrument OTHER 1983685.00 2085844.78 RITE AID CORP 2015-12-15 2015-12-15 9.375 - 9.375 Other Instrument OTHER 1341704.00 1157778.74 First Tier Security 2011-01-27 2011-01-27 N N N 3000000.00 3000000.00 0.0014 Y 3000000.00 3000000.00 UBS Securities LLC UBS Securities LLC, 0.61% 23M99SPU6 0000230611 Other Repurchase Agreement N BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2012-06-15 2012-06-15 3.125 - 3.125 Other Instrument OTHER 364.00 377.34 FRANKLIN CLO V LTD / FRANKLIN CLO V CORP 2018-06-15 2018-06-15 N/A Other Instrument OTHER 3673882.00 3163346.58 CITIGROUP FDG INC FDIC GTD TLGP 2012-10-22 2012-10-22 1.875 - 1.875 Other Instrument OTHER 154.00 157.51 First Tier Security 2011-02-14 2011-02-14 N N N 3000000.00 3000000.00 0.0014 Y 3000000.00 3000000.00 UBS Securities LLC UBS Securities LLC, 0.64% 23M99SQF8 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 0.0005 Y 1000000.00 1000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.36% 38U995CR6 0000276523 Other Repurchase Agreement N NBC UNVL INC 2021-04-01 2021-04-01 4.375 - 4.375 Other Instrument OTHER 158.00 154.17 SOCIETE GENERALE NORTH AMERICA INC 2011-05-31 2011-05-31 N/A Financial Company Commercial Paper 3097536.00 3092382.94 Unrated Security 2011-01-07 2011-01-07 Y WELLSNGR N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00