N-MFP LIVE N 2011-02-28 0000823535 S000017648 4 N N 033-17704 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 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 PRICEWATERHOUSECOOPERS LLP Boston MA FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N Y Prime 47 95 2173789495.33 1426180.74 30746052.00 2144469624.07 0.0042 1.0002 2011-02-28 1.0002 2011-02-28 C000048773 1.00 977369657.82 1.00 5170176.53 36882409.10 31712232.57 0.0012 1.0000 2011-02-28 1.0000 2011-02-28 C000048775 1.00 148885082.27 1.00 -3735493.88 16071736.09 19807229.97 0.0002 1.0002 2011-02-28 1.0002 2011-02-28 C000048776 1.00 178752673.26 1.00 -840652.38 4807852.88 5648505.26 0.0001 1.0003 2011-02-28 1.0003 2011-02-28 C000048774 1.00 839462210.72 1.00 -11849409.80 38423473.92 50272883.72 0.0011 1.0003 2011-02-28 1.0003 2011-02-28 Bank of Montreal Bank of Montreal, 0.36% 06366UEK0 Certificate of Deposit First Tier Security 2011-03-22 2011-11-22 N N N 2000000.00 2000000.00 0.0009 N 1999280.00 1999280.00 Bank of Montreal Bank of Montreal, 0.41% 06366FK91 Certificate of Deposit First Tier Security 2011-03-25 2011-05-25 N N N 8000000.00 8000000.00 0.0037 N 7999472.00 7999472.00 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 0.0121 N 26015875.60 26015875.60 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 0.0168 N 36022575.60 36022575.60 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417DCK9 Certificate of Deposit First Tier Security 2011-05-13 2011-05-13 N N N 17000000.00 16997798.57 0.0079 N 17005746.00 17005746.00 Bank of Nova Scotia Bank of Nova Scotia, 0.38% 06417DJE6 Certificate of Deposit First Tier Security 2011-05-16 2012-03-16 N N N 6000000.00 6000000.00 0.0028 N 5998314.00 5998314.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.40% 06538DDU0 Certificate of Deposit First Tier Security 2011-07-11 2011-07-11 N N N 8000000.00 8000000.00 0.0037 N 8000880.00 8000880.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.40% 06538DEY1 Certificate of Deposit First Tier Security 2011-07-25 2011-07-25 N N N 18000000.00 18000000.00 0.0084 N 18002190.60 18002190.60 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.40% 06538DFV6 Certificate of Deposit First Tier Security 2011-08-03 2011-08-03 N N N 15000000.00 15000000.00 0.0070 N 15000642.00 15000642.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.40% 06538DGN3 Certificate of Deposit First Tier Security 2011-08-09 2011-08-09 N N N 5000000.00 5000000.00 0.0023 N 5000222.50 5000222.50 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.40% 06538DGS2 Certificate of Deposit First Tier Security 2011-08-10 2011-08-10 N N N 6000000.00 6000000.00 0.0028 N 6000268.80 6000268.80 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.40% 06538DGX1 Certificate of Deposit First Tier Security 2011-08-15 2011-08-15 N N N 3000000.00 3000000.00 0.0014 N 3000138.60 3000138.60 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 0.0033 N 7003238.20 7003238.20 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 0.0033 N 7003263.40 7003263.40 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3V5 Certificate of Deposit First Tier Security 2011-07-11 2011-07-11 N N N 7000000.00 7000000.00 0.0033 N 7003338.30 7003338.30 BNP Paribas New York Branch BNP Paribas New York Branch, 0.37% 0556M5B20 Certificate of Deposit First Tier Security 2011-03-09 2011-03-09 N N N 30000000.00 30000000.00 0.0140 N 30000822.00 30000822.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.37% 0556M5W50 Certificate of Deposit First Tier Security 2011-05-16 2011-05-16 N N N 20000000.00 20000000.00 0.0093 N 20000426.00 20000426.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.37% 0556M52F1 Certificate of Deposit First Tier Security 2011-05-24 2011-05-24 N N N 35000000.00 35000000.00 0.0163 N 35000822.50 35000822.50 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.35% 13606XF52 Certificate of Deposit First Tier Security 2011-03-04 2011-10-04 N N N 7000000.00 7000000.00 0.0033 N 6997949.00 6997949.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.35% 13606XF86 Certificate of Deposit First Tier Security 2011-03-08 2011-11-07 N N N 14000000.00 14000000.00 0.0065 N 13995254.00 13995254.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.35% 13606XM96 Certificate of Deposit First Tier Security 2011-04-11 2012-01-11 N N N 10000000.00 10000000.00 0.0047 N 9995630.00 9995630.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.35% 13606XN87 Certificate of Deposit First Tier Security 2011-04-15 2012-03-16 N N N 20000000.00 20000000.00 0.0093 N 19990280.00 19990280.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.37% 13606XB31 Certificate of Deposit First Tier Security 2011-03-07 2011-03-07 N N N 4000000.00 4000000.00 0.0019 N 4000024.00 4000024.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.42% 13606XA57 Certificate of Deposit First Tier Security 2011-03-01 2011-04-01 N N N 8000000.00 8000028.96 0.0037 N 7999592.00 7999592.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.42% 13606XB49 Certificate of Deposit First Tier Security 2011-03-07 2011-05-09 N N N 4000000.00 4000000.00 0.0019 N 3999816.00 3999816.00 Commerzbank AG New York Branch Commerzbank AG New York Branch, 0.37% 20259XL68 Certificate of Deposit First Tier Security 2011-03-07 2011-03-07 N N N 7000000.00 7000000.00 0.0033 N 7000149.80 7000149.80 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 0.0070 N 15000033.00 15000033.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.32% 22550CYK1 Certificate of Deposit First Tier Security 2011-03-24 2011-07-25 N N N 7000000.00 7000000.00 0.0033 N 7001099.00 7001099.00 Deutsche Bank Deutsche Bank, 0.36% 25152XMM9 Certificate of Deposit First Tier Security 2011-03-24 2011-07-25 N N N 30000000.00 30000000.00 0.0140 N 29999970.00 29999970.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.31% 25600TYD3 Certificate of Deposit First Tier Security 2011-03-04 2011-08-04 N N N 7000000.00 7000000.00 0.0033 N 6999118.00 6999118.00 Intesa Sanpaolo SpA New York Branch Intesa Sanpaolo SpA New York Branch, 0.40% 46115KJE1 Certificate of Deposit First Tier Security 2011-03-01 2011-03-01 N N N 19000000.00 19000000.00 0.0089 N 19000026.60 19000026.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60687CM20 Certificate of Deposit First Tier Security 2011-03-16 2011-03-16 N N N 9000000.00 9000000.00 0.0042 N 8999959.50 8999959.50 National Bank Canada National Bank Canada, 0.41% 63306VP87 Certificate of Deposit First Tier Security 2011-05-05 2011-11-04 N N N 18000000.00 18000000.00 0.0084 N 17993358.00 17993358.00 Natixis SA Natixis SA, 0.50% 63873BG43 Certificate of Deposit First Tier Security 2011-03-07 2011-03-07 N N N 14000000.00 14000000.00 0.0065 N 14008036.00 14008036.00 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 0.0084 N 18051966.00 18051966.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.30% 74977LT80 Certificate of Deposit First Tier Security 2011-06-08 2011-06-08 N N N 7000000.00 7000000.00 0.0033 N 7000387.80 7000387.80 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 0.0056 N 12000358.80 12000358.80 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.36% 74977MTC9 Certificate of Deposit First Tier Security 2011-03-11 2012-03-12 N N N 40000000.00 40000000.00 0.0187 N 39987760.00 39987760.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.50% 74977MMB8 Certificate of Deposit First Tier Security 2011-09-12 2011-09-12 N N N 7000000.00 7000000.00 0.0033 N 7003766.70 7003766.70 Royal Bank of Canada Royal Bank of Canada, 0.64% 78009JKX2 Certificate of Deposit First Tier Security 2011-04-01 2012-02-01 N N N 27000000.00 27000000.00 0.0126 N 27037719.00 27037719.00 Societe Generale Societe Generale, 0.35% 83369RQZ7 Certificate of Deposit First Tier Security 2011-04-11 2011-04-11 N N N 14000000.00 14000000.00 0.0065 N 14000324.80 14000324.80 Societe Generale Societe Generale, 1.71% 8336P2ZP6 Certificate of Deposit First Tier Security 2011-05-05 2011-05-05 Y SOCGEN N/A N/A N N 7000000.00 7000000.00 0.0033 N 7012523.00 7012523.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GN58 Certificate of Deposit First Tier Security 2011-03-10 2011-03-10 N N N 10000000.00 10000000.00 0.0047 N 10000139.00 10000139.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GR88 Certificate of Deposit First Tier Security 2011-03-25 2011-03-25 N N N 9000000.00 9000000.00 0.0042 N 9000312.30 9000312.30 Svenska Handelsbanken Svenska Handelsbanken, 0.35% 86959BLM5 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 14000000.00 14000122.31 0.0065 N 14001113.00 14001113.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.34% 89112YSH7 Certificate of Deposit First Tier Security 2011-03-14 2012-01-12 N N N 6000000.00 6000000.00 0.0028 N 5997426.00 5997426.00 UBS AG UBS AG, 0.31% 90267AYY6 Certificate of Deposit First Tier Security 2011-03-17 2011-03-17 N N N 7000000.00 7000000.00 0.0033 N 7000330.40 7000330.40 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 0.0037 N 8000790.40 8000790.40 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 0.0065 N 14002200.80 14002200.80 UBS AG UBS AG, 0.37% 90267AA89 Certificate of Deposit First Tier Security 2011-03-21 2011-07-21 N N N 15000000.00 15000000.00 0.0070 N 14997120.00 14997120.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 202991TC9 0000008565 Certificate of Deposit First Tier Security 2011-04-04 2011-04-04 N N N 3000000.00 3000000.00 0.0014 N 3000203.70 3000203.70 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 202991TQ8 0000008565 Certificate of Deposit First Tier Security 2011-06-07 2011-06-07 N N N 7000000.00 7000000.00 0.0033 N 7000383.60 7000383.60 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 0.0056 N 12000904.80 12000904.80 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 0.0070 N 15001443.00 15001443.00 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 0.0117 N 25004982.50 25004982.50 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 0.0070 N 15002383.50 15002383.50 Credit Industriel et Commercial Credit Industriel et Commercial, 0.40% 22999AHE7 0001274419 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 32000000.00 32000000.00 0.0149 N 32005113.60 32005113.60 Danske Bank AS Danske Bank AS, 0.33% 21P99HXR9 Certificate of Deposit First Tier Security 2011-04-11 2011-04-11 N N N 7000000.00 7000019.90 0.0033 N 7000428.40 7000428.40 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAL8 0001140465 Certificate of Deposit First Tier Security 2011-08-29 2011-08-29 N N N 4000000.00 4000000.00 0.0019 N 4003617.60 4003617.60 ING Bank NV ING Bank NV, 0.30% 38T99AAN8 Certificate of Deposit First Tier Security 2011-04-01 2011-04-01 N N N 15000000.00 15000000.00 0.0070 N 15000265.50 15000265.50 ING Bank NV ING Bank NV, 0.30% 37X99JYK6 0001017255 Certificate of Deposit First Tier Security 2011-05-06 2011-05-06 N N N 13000000.00 13000000.00 0.0061 N 13000000.00 13000000.00 ING Bank NV ING Bank NV, 0.31% 37X99JXE1 0001017255 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 22000000.00 22000000.00 0.0103 N 21999997.80 21999997.80 ING Bank NV ING Bank NV, 0.33% 37X99JSC1 0001017255 Certificate of Deposit First Tier Security 2011-03-02 2011-03-02 N N N 10000000.00 10000000.00 0.0047 N 10000039.00 10000039.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.33% 02B99KML2 Certificate of Deposit First Tier Security 2011-03-15 2011-03-15 N N N 13000000.00 13000000.00 0.0061 N 13000352.30 13000352.30 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.33% 02B99KMM0 Certificate of Deposit First Tier Security 2011-03-16 2011-03-16 N N N 8000000.00 8000000.00 0.0037 N 8000231.20 8000231.20 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.33% 02B99KMR9 Certificate of Deposit First Tier Security 2011-03-23 2011-03-23 N N N 12000000.00 12000000.00 0.0056 N 12000498.00 12000498.00 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 0.0065 N 14000315.00 14000315.00 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 0.0070 N 15000598.50 15000598.50 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 6329908M2 0000833029 Certificate of Deposit First Tier Security 2011-07-07 2011-07-07 N N N 15000000.00 15000000.00 0.0070 N 15005359.50 15005359.50 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 3000042.00 0.0014 N 3001229.10 3001229.10 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 0.0047 N 10003936.00 10003936.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.32% 05253CR40 Financial Company Commercial Paper First Tier Security 2011-04-04 2011-04-04 N N N 7000000.00 6997884.44 0.0033 N 6998979.40 6998979.40 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 7999000.00 0.0037 N 7999502.40 7999502.40 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06416KQH6 Financial Company Commercial Paper First Tier Security 2011-03-17 2011-03-17 N N N 4000000.00 3999466.67 0.0019 N 3999735.60 3999735.60 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GAQ8 Financial Company Commercial Paper First Tier Security 2011-04-08 2011-04-08 N N N 4000000.00 3998648.89 0.0019 N 3998977.20 3998977.20 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GAM7 Financial Company Commercial Paper First Tier Security 2011-04-15 2011-04-15 N N N 7000000.00 6997200.00 0.0033 N 6997844.70 6997844.70 BP Capital Markets PLC BP Capital Markets PLC, 0.40% 05568URC2 Financial Company Commercial Paper First Tier Security 2011-04-12 2011-04-12 N N N 6000000.00 5997200.00 0.0028 N 5998237.20 5998237.20 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.37% 20260BQ76 Financial Company Commercial Paper First Tier Security 2011-03-07 2011-03-07 N N N 6000000.00 5999630.00 0.0028 N 5999790.00 5999790.00 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.40% 20260BQE1 Financial Company Commercial Paper First Tier Security 2011-03-14 2011-03-14 N N N 27000000.00 26996100.00 0.0126 N 26997921.00 26997921.00 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.43% 20260BSD1 Financial Company Commercial Paper First Tier Security 2011-05-13 2011-05-13 N N N 20000000.00 19982561.11 0.0093 N 19987872.00 19987872.00 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 0.0019 N 3999504.00 3999504.00 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 0.0019 N 3999424.00 3999424.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AAR7 Financial Company Commercial Paper First Tier Security 2011-05-04 2011-10-28 N N N 5000000.00 5000000.00 0.0023 N 4998200.00 4998200.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AAV8 Financial Company Commercial Paper First Tier Security 2011-05-20 2011-11-21 N N N 3000000.00 3000000.00 0.0014 N 2998917.00 2998917.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.33% 2254EBSR3 Financial Company Commercial Paper First Tier Security 2011-05-25 2011-05-25 N N N 18000000.00 17985974.99 0.0084 N 17987142.60 17987142.60 Danske Corp. Danske Corp., 0.30% 2363F7QJ0 Financial Company Commercial Paper First Tier Security 2011-03-18 2011-03-18 N N N 16000000.00 15997733.34 0.0075 N 15998280.00 15998280.00 Danske Corp. Danske Corp., 0.32% 2363F7RE0 Financial Company Commercial Paper First Tier Security 2011-04-14 2011-04-14 N N N 8000000.00 7996871.11 0.0037 N 7997300.00 7997300.00 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 4999083.33 0.0023 N 4999243.00 4999243.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.31% 2332K4AZ7 Financial Company Commercial Paper First Tier Security 2011-03-21 2011-07-21 N N N 6000000.00 6000000.00 0.0028 N 5998848.00 5998848.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.31% 2332K4BA1 Financial Company Commercial Paper First Tier Security 2011-03-25 2011-07-25 N N N 7000000.00 7000000.00 0.0033 N 6999993.00 6999993.00 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 6999591.67 0.0033 N 6999755.00 6999755.00 Intesa Funding LLC Intesa Funding LLC, 0.40% 4611K1Q73 Financial Company Commercial Paper First Tier Security 2011-03-07 2011-03-07 N N N 5000000.00 4999666.67 0.0023 N 4999757.00 4999757.00 Intesa Funding LLC Intesa Funding LLC, 0.40% 4611K1QB4 Financial Company Commercial Paper First Tier Security 2011-03-11 2011-03-11 N N N 7000000.00 6999222.22 0.0033 N 6999454.70 6999454.70 Intesa Funding LLC Intesa Funding LLC, 0.40% 4611K1QE8 Financial Company Commercial Paper First Tier Security 2011-03-14 2011-03-14 N N N 7000000.00 6998988.89 0.0033 N 6999294.40 6999294.40 Intesa Funding LLC Intesa Funding LLC, 0.41% 4611K1R64 Financial Company Commercial Paper First Tier Security 2011-04-06 2011-04-06 N N N 10000000.00 9995900.00 0.0047 N 9995780.00 9995780.00 Landesbank Baden-Wuert Landesbank Baden-Wuert, 0.40% 5148X1Q22 Financial Company Commercial Paper First Tier Security 2011-03-02 2011-03-02 N N N 14000000.00 13999844.44 0.0065 N 13999805.40 13999805.40 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.32% 51489HQ81 Financial Company Commercial Paper First Tier Security 2011-03-08 2011-03-08 N N N 9000000.00 8999440.00 0.0042 N 8999633.70 8999633.70 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 3999494.44 0.0019 N 3999692.00 3999692.00 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 1999591.67 0.0009 N 1999715.20 1999715.20 Natixis US Finance Co. LLC Natixis US Finance Co. LLC, 0.41% 6323A4BU3 Financial Company Commercial Paper First Tier Security 2011-03-17 2011-04-04 Y NATIXIS US FINA N/A N/A N N 17000000.00 17000000.00 0.0079 N 16997212.00 16997212.00 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 1000000.00 0.0005 N 999995.80 999995.80 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 3000000.00 2996433.33 0.0014 N 2998002.00 2998002.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.32% 83050UR18 Financial Company Commercial Paper First Tier Security 2011-04-01 2011-04-01 N N N 16000000.00 15995591.12 0.0075 N 15996288.00 15996288.00 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 14000000.00 0.0065 N 13999930.00 13999930.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365SRB1 Financial Company Commercial Paper First Tier Security 2011-04-11 2011-04-11 N N N 13000000.00 12994818.06 0.0061 N 12995934.90 12995934.90 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.40% 83365SR13 Financial Company Commercial Paper First Tier Security 2011-04-01 2011-04-01 N N N 21000000.00 20992766.67 0.0098 N 20995128.00 20995128.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.40% 83365SS20 Financial Company Commercial Paper First Tier Security 2011-05-02 2011-05-02 N N N 9000000.00 8993800.00 0.0042 N 8993700.00 8993700.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HRF9 Financial Company Commercial Paper First Tier Security 2011-04-15 2011-04-15 N N N 6000000.00 5997375.00 0.0028 N 5997922.20 5997922.20 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.40% 89153QW89 Financial Company Commercial Paper First Tier Security 2011-09-08 2011-09-08 N N N 3000000.00 2993633.34 0.0014 N 2993376.00 2993376.00 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 2993400.00 0.0014 N 2992902.30 2992902.30 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 1999183.33 0.0009 N 1999457.80 1999457.80 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.40% 9046Q3Q10 Financial Company Commercial Paper First Tier Security 2011-03-01 2011-03-01 N N N 27000000.00 27000000.00 0.0126 N 26999835.30 26999835.30 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.42% 9046Q3QR3 Financial Company Commercial Paper First Tier Security 2011-03-25 2011-03-25 N N N 7000000.00 6998040.00 0.0033 N 6998483.80 6998483.80 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.42% 9046Q3R68 Financial Company Commercial Paper First Tier Security 2011-04-06 2011-04-06 N N N 17000000.00 16992860.00 0.0079 N 16992860.00 16992860.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-03-08 2011-10-07 N N N 4000000.00 4000000.00 0.0019 N 3998576.00 3998576.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-03-21 2011-09-19 N N N 8000000.00 8000000.00 0.0037 N 7997824.00 7997824.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-03-23 2011-09-23 N N N 8000000.00 8000000.00 0.0037 N 7997776.00 7997776.00 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 6982937.50 0.0033 N 6985288.80 6985288.80 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.45% 41068LQ41 Asset Backed Commercial Paper First Tier Security 2011-03-04 2011-03-04 N N Y LIQUIDITY NORDDEUT (GTD) N/A N/A USBANKNA N/A N/A 3000000.00 2999887.50 0.0014 N 2999916.60 2999916.60 Comcast Corp. Comcast Corp., 0.40% 2003A3QB3 Other Commercial Paper Second Tier Security 2011-03-11 2011-03-11 N N N 10000000.00 9998888.89 0.0047 N 9999114.00 9999114.00 CVS Caremark Corp. CVS Caremark Corp., 0.40% 12664RAC6 Other Commercial Paper Second Tier Security 2011-03-01 2011-03-30 Y CVS CAREMARK N/A N/A N N 4000000.00 4000000.00 0.0019 N 3999512.00 3999512.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.46% 92344PUV6 Other Commercial Paper Second Tier Security 2011-03-01 2011-04-13 Y VERIZON COM N/A N/A N N 10000000.00 10000000.00 0.0047 N 9999990.00 9999990.00 ABAG Fin. Auth. for Nonprofit Corps. Rev. ABAG Fin. Auth. for Nonprofit Corps. Rev., 0.26% (Valley Christian Schools Proj.) Series 2003, LOC Bank of America NA VRDN 00037CEY2 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A N 7180000.00 7180000.00 0.0033 N 7180000.00 7180000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.25% (Scripps Health Proj.) Series 2008 E, LOC Bank of America NA VRDN 13033F5K2 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A N 6000000.00 6000000.00 0.0028 N 6000000.00 6000000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.25% (Catholic Healthcare West Proj.) Series 2005 H, LOC Bank of America NA VRDN 13033FF54 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A N 9700000.00 9700000.00 0.0045 N 9700000.00 9700000.00 California Hsg. Fin. Agcy. Multifamily Hsg. Rev. California Hsg. Fin. Agcy. Multifamily Hsg. Rev., 0.24% Series 2008 B, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 130036AL0 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y FANNIEMAE N/A N/A FHLM N/A N/A N N 20015000.00 20015000.00 0.0093 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., 0.25% Series 2010 A3, LOC JPMorgan Chase Bank VRDN 79765A3M6 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A N 13000000.00 13000000.00 0.0061 N 13000000.00 13000000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.26% (Dayton Pwr. & Lt. Co. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 677525SZ1 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A N 9000000.00 9000000.00 0.0042 N 9000000.00 9000000.00 Ohio Hsg. Fin. Agcy. Mtg. Rev. Ohio Hsg. Fin. Agcy. Mtg. Rev., 0.26% Series B, (Liquidity Facility Fed. Home Ln. Bank, Cincinnati) VRDN 676907EX2 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y FHLB-CN N/A N/A N Y OBLIGOR OH-MBS 6/1/94 N/A N/A 11490000.00 11490000.00 0.0054 N 11490000.00 11490000.00 Ohio Hsg. Fin. Agcy. Residential Mtg. Rev. Ohio Hsg. Fin. Agcy. Residential Mtg. Rev., 0.26% Series 2008 B, (Liquidity Facility Fed. Home Ln. Bank, Cincinnati) VRDN 67756QGM3 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y FHLB-CN N/A N/A N Y OBLIGOR OH-MBS 6/1/94 N/A N/A 16500000.00 16500000.00 0.0077 N 16500000.00 16500000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.26% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y BB&T-NC N/A N/A Y BB&T-NC N/A N/A N 28000000.00 28000000.00 0.0131 N 28000000.00 28000000.00 Colorado Hsg. Fin. Auth. Single Family Mtg. Rev. Colorado Hsg. Fin. Auth. Single Family Mtg. Rev., 0.26% Series 2008 A3, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 196483CV1 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y FHLM N/A N/A FANNIEMAE N/A N/A N N 10000000.00 10000000.00 0.0047 N 10000000.00 10000000.00 Denver Urban Renewal Auth. Tax Increment Rev. Denver Urban Renewal Auth. Tax Increment Rev., 0.26% Series 2008 A1, LOC U.S. Bank NA, Minnesota VRDN 249301EC2 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y USBANKNA N/A N/A Y USBANKNA N/A N/A N 6900000.00 6900000.00 0.0032 N 6900000.00 6900000.00 Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.24% (Catholic Healthcare West Proj.) Series 2009 F, LOC Citibank NA VRDN 040507MK8 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y CITIBANK N/A N/A Y CITIBANK N/A N/A N 15600000.00 15600000.00 0.0073 N 15600000.00 15600000.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.24% Series 2004 A6, LOC Landesbank Baden-Wuert VRDN 64966CLY5 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y LBBW (GTD) N/A N/A Y LBBW (GTD) N/A N/A N 14475000.00 14475000.00 0.0067 N 14475000.00 14475000.00 Clark County Fuel Tax Clark County Fuel Tax, 0.33% Participating VRDN Series BA 08 1171, (Liquidity Facility Bank of America NA) 05248P4D4 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y BAC-NA N/A N/A N N 11135000.00 11135000.00 0.0052 N 11135000.00 11135000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.26% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y JPMC BANK N/A N/A N N 10000000.00 10000000.00 0.0047 N 10000000.00 10000000.00 Highlands County Health Facilities Auth. Rev. Highlands County Health Facilities Auth. Rev., 0.24% (Adventist Health Sys./Sunbelt Obligated Group Proj.) Series 2005 H, LOC Citibank NA VRDN 431022QW5 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y CITIBANK N/A N/A Y CITIBANK N/A N/A N 10000000.00 10000000.00 0.0047 N 10000000.00 10000000.00 Indiana Edl. Facilities Auth. Rev. Indiana Edl. Facilities Auth. Rev., 0.26% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A N 8350000.00 8350000.00 0.0039 N 8350000.00 8350000.00 South Carolina Jobs-Econ. Dev. Auth. South Carolina Jobs-Econ. Dev. Auth., 0.25% (AnMed Health Proj.) Series 2009 A, LOC Branch Banking & Trust Co. VRDN 83703FBX9 Variable Rate Demand Note First Tier Security 2011-03-07 2011-03-07 Y BB&T-NC N/A N/A Y BB&T-NC N/A N/A N 2250000.00 2250000.00 0.0010 N 2250000.00 2250000.00 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 0.0045 N 9683961.26 9683961.26 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 2027A0FM6 Other Note First Tier Security 2011-04-12 2012-02-10 N N N 7000000.00 7000000.00 0.0033 N 6996675.00 6996675.00 Metropolitan Life Global Funding I Metropolitan Life Global Funding I, 2.05% 59217EBX1 Other Note First Tier Security 2011-04-01 2011-06-06 Y MET LIFE GLBL F N/A N/A N N 11900000.00 11909188.74 0.0056 N 11943720.60 11943720.60 Royal Bank of Canada Royal Bank of Canada, 0.30% 78008FBA1 Other Note First Tier Security 2011-04-01 2012-03-01 N N N 27000000.00 27000000.00 0.0126 N 27001215.00 27001215.00 Royal Bank of Canada Royal Bank of Canada, 0.31% 78008KXS7 Other Note First Tier Security 2011-05-06 2012-02-06 N N N 21000000.00 20990159.37 0.0098 N 21003717.00 21003717.00 Royal Bank of Canada Royal Bank of Canada, 0.71% 78008FAM6 Other Note First Tier Security 2011-03-15 2012-02-15 N N N 23000000.00 23000000.00 0.0107 N 23092138.00 23092138.00 Westpac Banking Corp. Westpac Banking Corp., 0.32% 91621CAV3 Other Note First Tier Security 2011-03-23 2011-10-23 N N N 26000000.00 26000000.00 0.0121 N 25953980.00 25953980.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 91621CAZ4 Other Note First Tier Security 2011-04-15 2012-03-15 N N N 19000000.00 19000000.00 0.0089 N 18992495.00 18992495.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 91621CBD2 Other Note First Tier Security 2011-05-11 2012-03-09 N N N 9000000.00 9000000.00 0.0042 N 8999244.00 8999244.00 Bank of America NA Bank of America NA, 0.30% 06052WBK8 Other Note First Tier Security 2011-04-26 2011-04-26 N N N 10000000.00 10000000.00 0.0047 N 9999570.00 9999570.00 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 9999155.56 0.0047 N 9999510.00 9999510.00 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 7999003.34 0.0037 N 7999384.00 7999384.00 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 7995652.25 0.0037 N 7997064.00 7997064.00 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 23981850.00 0.0112 N 23988552.00 23988552.00 U.S. Treasury Bills U.S. Treasury Bills, 0.30% 9127953C3 Treasury Debt First Tier Security 2012-02-09 2012-02-09 N N N 3000000.00 2991303.13 0.0014 N 2993100.00 2993100.00 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 6003281.25 0.0028 N 6003282.00 6003282.00 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 18190090.57 0.0085 N 18194058.00 18194058.00 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 5015489.13 0.0023 N 5017190.00 5017190.00 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 4019877.83 0.0019 N 4020780.00 4020780.00 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 3009855.81 0.0014 N 3011718.00 3011718.00 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 6023384.46 0.0028 N 6027888.00 6027888.00 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 9281408.01 0.0043 N 9287577.00 9287577.00 U.S. Treasury Notes U.S. Treasury Notes, 0.35% 912828KC3 Treasury Debt First Tier Security 2012-02-15 2012-02-15 N N N 5000000.00 5048782.85 0.0024 N 5051365.00 5051365.00 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 6004101.56 0.0028 N 6006798.00 6006798.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.60% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2011-04-01 2011-05-31 Y METLIFE N/A N/A N N 10000000.00 10000000.00 0.0047 Y 10052150.00 10052150.00 General Electric Capital Corp. General Electric Capital Corp., 0.46% (FDIC Guaranteed) 36967HAL1 Government Agency Debt Corporate Bonds First Tier Security 2011-03-11 2011-03-11 N N N 4000000.00 4001457.51 0.0019 N 4001464.00 4001464.00 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 2000132.00 2000132.00 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 1238734.00 1238733.60 0.0006 N 1238749.33 1238749.33 UBS Securities LLC In a joint trading account at 0.22%, dated 2/28/2011 due 03/01/2011 # 40F99QNA8_06042 Government Agency Repurchase Agreement Y Unrated Security 2011-03-01 2011-03-01 N N N 73507.00 73506.77 0.0000 N 73506.77 73506.77 RBS Securities, Inc. In a joint trading account at 0.22%, dated 2/28/2011 due 03/01/2011 # 40F99QNA8_32466 Government Agency Repurchase Agreement Y Unrated Security 2011-03-01 2011-03-01 N N N 44550.00 44549.56 0.0000 N 44549.56 44549.56 Citigroup Global Markets, Inc. In a joint trading account at 0.22%, dated 2/28/2011 due 03/01/2011 # 40F99QNA8_69850 Government Agency Repurchase Agreement Y Unrated Security 2011-03-01 2011-03-01 N N N 89099.00 89099.12 0.0000 N 89099.12 89099.12 Wells Fargo Securities LLC In a joint trading account at 0.22%, dated 2/28/2011 due 03/01/2011 # 40F99QNA8_08395 Government Agency Repurchase Agreement Y Unrated Security 2011-03-01 2011-03-01 N N N 83308.00 83307.67 0.0000 N 83307.67 83307.67 Citibank NA In a joint trading account at 0.22%, dated 2/28/2011 due 03/01/2011 # 40F99QNA8_26602 Government Agency Repurchase Agreement Y Unrated Security 2011-03-01 2011-03-01 N N N 11137.00 11137.39 0.0000 N 11137.39 11137.39 Banc of America NA In a joint trading account at 0.22%, dated 2/28/2011 due 03/01/2011 # 40F99QNA8_04197 Government Agency Repurchase Agreement Y Unrated Security 2011-03-01 2011-03-01 N N N 579144.00 579144.25 0.0003 N 579144.25 579144.25 Deutsche Bank Securities, Inc. In a joint trading account at 0.22%, dated 2/28/2011 due 03/01/2011 # 40F99QNA8_06399 Government Agency Repurchase Agreement Y Unrated Security 2011-03-01 2011-03-01 N N N 37980.00 37980.46 0.0000 N 37980.46 37980.46 J.P. Morgan Securities, Inc. In a joint trading account at 0.22%, dated 2/28/2011 due 03/01/2011 # 40F99QNA8_55502 Government Agency Repurchase Agreement Y Unrated Security 2011-03-01 2011-03-01 N N N 22275.00 22274.78 0.0000 N 22274.78 22274.78 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 37F99EYP6 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 4.785 - 4.785 Government Agency Debt 12152740.00 6124325.01 First Tier Security 2011-03-07 2011-03-07 Y DEUTSEC N/A N/A N N 6000000.00 6000000.00 0.0028 N 6000000.00 6000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99E4D6 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 4.785 - 4.785 Government Agency Debt 12151749.00 6123825.60 First Tier Security 2011-03-07 2011-03-07 Y DEUTSEC N/A N/A N N 6000000.00 6000000.00 0.0028 N 6000000.00 6000000.00 Bank of America NA; UBS Securities LLC; Deutsche Bank Securities, Inc.; Wells Fargo Securities LLC; Citibank NA; RBS Securities, Inc. In a joint trading account at 0.22%, dated 2/28/2011 due 03/01/2011 # 40F99QNA8 Government Agency Repurchase Agreement Y US TREASURY 2011-03-03 2027-11-15 0 - 6.125 Treasury Debt 4878.95 5727.39 FEDERAL AGRICULTURE MORTGAGE CORP 2011-03-01 2026-02-03 0 - 4.81 Government Agency Debt 1062.69 1066.31 FEDERAL FARM CREDIT 2013-05-03 2017-01-17 0.95 - 5.125 Government Agency Debt 3185.65 3187.57 FEDERAL HOME LOAN BANK 2011-03-18 2036-07-15 0 - 5.5 Government Agency Debt 35555.05 35971.58 FEDERAL HOME LOAN MORTGAGE CORP 2011-03-08 2047-08-01 0 - 238 Government Agency Debt 274377.26 173480.07 FINANCE CORPORATION 2011-08-08 2019-09-26 0 - 10.7 Government Agency Debt 892.92 693.97 FEDERAL NATIONAL MORTGAGE ASSOC 2011-04-25 2048-08-01 0 - 9.5 Government Agency Debt 566602.96 357593.41 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-10-16 2061-02-20 0 - 8 Government Agency Debt 444724.18 361583.63 RESOLUTION FUNDING CORP 2011-04-15 2030-04-15 0 - 9.375 Government Agency Debt 5926.02 4414.37 TENNESEE VALLEY AUTHORITY 2011-04-15 2042-04-15 0 - 8.25 Government Agency Debt 480.86 413.77 AMERICAN EXP BNK FDIC 2011-12-09 2011-12-09 3.15 - 3.15 Other Instrument OTHER NOTE 20.45 21.05 BANCO BILBAO VIZCAYA ARGENTARIA PUERTO RICO FDIC 2012-05-25 2012-05-25 0 - 0 Other Instrument CORPORATE 836.76 836.63 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-06-22 0.604 - 3.125 Other Instrument CORPORATE 4184.45 4340.21 CITIBANK N.A. 2012-05-07 2012-05-07 1.875 - 1.875 Other Instrument OTHER NOTE 30.68 31.38 CITIGROUP INC FDIC GTD TLGP 2011-12-09 2012-04-30 2.125 - 2.875 Other Instrument CORPORATE 8522.94 8746.80 CITIGROUP FUNDING INC. 2012-11-15 2012-12-10 1.875 - 2.25 Other Instrument OTHER NOTE 115.36 118.55 CITIGROUP FDG IN. FDIC 2012-04-30 2012-04-30 0.634 - 0.634 Other Instrument OTHER NOTE 10.32 10.37 CITIBANK, N.A. 2011-08-10 2012-12-28 0.273 - 1.875 Other Instrument OTHER NOTE 1369.34 1394.02 GMAC INC. 2012-10-30 2012-10-30 1.75 - 1.75 Other Instrument OTHER NOTE 285.52 292.42 GMACLLC7.30%PUBLICINCOMENOTES( 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER NOTE 802.05 826.28 GE CAPITAL CORP FDIC 2012-12-21 2012-12-28 2.125 - 2.625 Other Instrument OTHER NOTE 1196.33 1233.38 THE HUNTINGTON NATIONAL BANK 2012-06-01 2012-06-01 0.696 - 0.696 Other Instrument OTHER NOTE 139.46 140.52 JPMORGAN CHASE & CO FDIC GTD TLGP 2011-12-01 2012-06-22 2.125 - 3.125 Other Instrument CORPORATE 245.90 252.59 MORGAN STANLEY (FDIC TLGP) 2011-03-04 2012-03-13 0.502 - 3.25 Other Instrument OTHER NOTE 230.11 236.04 NEW YORK COMMUNITY BANK 2011-12-16 2011-12-16 3 - 3 Other Instrument OTHER NOTE 12.09 12.42 PNC FUNDING CORP 2011-06-22 2012-04-01 0.503 - 1.875 Other Instrument OTHER NOTE 140.11 140.61 POOLED FDG TR I 2012-02-15 2012-02-15 0 - 0 Other Instrument CORPORATE 204.54 208.93 REGIONS BANK FDIC TLGP 2011-12-09 2011-12-09 3.25 - 3.25 Other Instrument OTHER NOTE 27.43 28.25 SOVEREIGN BANCORP, INC. 2012-01-17 2012-06-15 2.5 - 2.75 Other Instrument OTHER NOTE 320.85 329.35 SUNTRUST BNK FDIC TLGP 2011-11-16 2011-11-16 3 - 3 Other Instrument OTHER NOTE 151.55 155.79 USAA CAPITAL CORPORATION 2012-03-30 2012-03-30 2.24 - 2.24 Other Instrument OTHER NOTE 15.25 15.61 WELLS FARGO & COMPANY 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER NOTE 1.86 1.91 Unrated Security 2011-03-01 2011-03-01 N N N 0.00 0.00 0.0000 N 0.00 0.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SSG4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2025-05-01 4 - 4 Government Agency Debt 2275000.00 2042597.58 Unrated Security 2011-03-07 2011-03-07 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 2025-05-01 2025-05-01 4 - 4 Government Agency Debt 3415000.00 3066140.98 Unrated Security 2011-03-07 2011-03-07 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 2022-10-01 2037-05-01 6 - 6.5 Government Agency Debt 11290000.00 3063088.86 Unrated Security 2011-03-07 2011-03-07 Y INGFIN N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 37T99XLT5 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-02-01 2040-02-01 4.015 - 4.015 Government Agency Debt 3295000.00 3064749.89 Unrated Security 2011-03-07 2011-03-07 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, 0.25% 37V99JNG9 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 Government Agency Debt 2084560.00 2059101.27 FEDERAL NATIONAL MORTGAGE ASSOC 2014-04-01 2025-12-01 3.5 - 6 Government Agency Debt 70659.00 2591.56 Unrated Security 2011-03-07 2011-03-07 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, 0.83% 38T99CQB3 0001185371 Other Repurchase Agreement N COUNTRYWIDE HOME LOANS 2037-06-25 2037-06-25 5.75 - 5.75 Other Instrument MORTGAGE 25678758.00 15120348.75 First Tier Security 2011-04-04 2011-04-04 Y BANCANGR N/A N/A N N 14000000.00 14000000.00 0.0065 Y 14000000.00 14000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.38% 39V9945W3 0000851376 Other Repurchase Agreement N 501-1000 2040-09-20 2049-01-01 0 - 4.5 Other Instrument EQUITY 2949832.00 7421855.63 Unrated Security 2011-03-04 2011-03-04 Y BCAPNGR N/A N/A N N 7000000.00 7000000.00 0.0033 N 7000000.00 7000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.40% 39V9947D3 0000851376 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 940966.00 7560101.92 Unrated Security 2011-03-07 2011-03-07 Y BCAPNGR N/A N/A N N 7000000.00 7000000.00 0.0033 N 7000000.00 7000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 39V994SE8 0000851376 Other Repurchase Agreement N CITIGROUP MTG LN TR 2010-8 2036-11-25 2036-11-25 N/A Other Instrument MORTGAGE 2632122.00 2100343.69 Unrated Security 2011-03-07 2011-03-07 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% 39V994YB7 0000851376 Other Repurchase Agreement N CITIGROUP MTG LN TR 2010-8 2036-11-25 2036-11-25 N/A Other Instrument MORTGAGE 2632490.00 2100637.34 Unrated Security 2011-03-07 2011-03-07 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., 0.63% 39V9947U5 0000851376 Other Repurchase Agreement N LIBERTY GLOBAL INC 2016-11-15 2016-11-15 N/A Other Instrument EQUITY 9014686.00 15854579.00 VERISIGN INC 2037-08-15 2037-08-15 3.25 - 3.25 Other Instrument EQUITY 11804597.00 14385950.85 Unrated Security 2011-03-01 2011-03-01 N N N 28000000.00 28000000.00 0.0131 N 28000000.00 28000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NJE7 0000851376 Other Repurchase Agreement N CITIGROUP MTG LN TR 2010-8 2036-11-25 2036-11-25 N/A Other Instrument MORTGAGE 9259277.00 7388587.63 Unrated Security 2011-06-03 2011-06-03 Y BCAPNGR N/A N/A N N 7000000.00 7000000.00 0.0033 Y 7000000.00 7000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NAM8 0000851376 Other Repurchase Agreement N CITIGROUP MTG LN TR 2010-8 2036-11-25 2036-11-25 N/A Other Instrument MORTGAGE 9255183.00 7385320.76 Unrated Security 2011-06-03 2011-06-03 Y BCAPNGR N/A N/A N N 7000000.00 7000000.00 0.0033 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 N/A Other Instrument EQUITY 3082218.00 5420850.91 Unrated Security 2011-06-03 2011-06-03 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., 0.40% 39Q99VLM3 0000058056 Other Repurchase Agreement N BANC OF AMERICA MORTGAGE SECURITIES 2035-10-25 2035-10-25 3.122 - 3.122 Other Instrument MORTGAGE 26649.00 6519.05 AMEREN CORP 2014-05-15 2014-05-15 8.875 - 8.875 Other Instrument CORPORATE 533966.00 626556.97 BEAR STEARNS ALT-A TRUST 2036-05-25 2036-05-25 0.45 - 0.45 Other Instrument MORTGAGE 92566.00 14009.14 RALI 2035-12-25 2035-12-25 3.11 - 3.11 Other Instrument MORTGAGE 10116.00 2938.79 OAKWOOD MORTGAGE INVESTORS 2030-12-15 2030-12-15 7.405 - 7.405 Other Instrument ASSET BACKED 1181889.00 503803.45 CITIGROUP MTG LN TR 2007-9 2047-03-25 2047-03-25 N/A Other Instrument MORTGAGE 54070.00 22429.38 COUNTRYWIDE HOME EQUITY LOAN TRUST 2034-07-25 2034-07-25 0.932 - 0.932 Other Instrument ASSET BACKED 27434.00 13448.22 CSMC MORTGAGE-BACKED TRUST 2037-02-25 2037-02-25 0.39 - 0.39 Other Instrument MORTGAGE 4807694.00 2051446.99 First Tier Security 2011-03-07 2011-03-07 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% 39Q99VHS5 0000058056 Other Repurchase Agreement N CITIGROUP MTG LN TR 2007-9 2047-03-25 2047-03-25 N/A Other Instrument MORTGAGE 86049.00 35694.95 RALI 2036-12-25 2036-12-25 0.45 - 0.45 Other Instrument MORTGAGE 7200731.00 3204452.88 First Tier Security 2011-03-07 2011-03-07 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% 39Q99VUQ4 0000058056 Other Repurchase Agreement N FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2035-05-25 2035-05-25 4.74 - 4.74 Other Instrument MORTGAGE 133336.00 6200.35 GSR MORTGAGE LOAN TRUST 2035-05-25 2035-05-25 2.799 - 2.799 Other Instrument MORTGAGE 18562.00 5574.79 HOME EQUITY LOAN TRUST 2037-04-25 2037-04-25 0.39 - 0.39 Other Instrument ASSET BACKED 16519.00 6379.22 RALI 2047-02-25 2047-02-25 0.42 - 0.42 Other Instrument MORTGAGE 21543.00 9989.37 COMM 2033-08-15 2033-08-15 6.85 - 6.85 Other Instrument MORTGAGE 587.00 579.70 CITIGROUP MTG LN TR 2007-9 2047-03-25 2047-03-25 N/A Other Instrument MORTGAGE 49881.00 20691.70 BANC OF AMERICA FUNDING CORP 2037-07-25 2037-07-25 6.5 - 6.5 Other Instrument MORTGAGE 2623397.00 1694159.28 CWALT ALTERNATIVE LOAN TRUST 2037-08-25 2037-08-25 52.417 - 52.417 Other Instrument MORTGAGE 1048380.00 1463282.80 TXU CORP 2014-11-15 2014-11-15 5.55 - 5.55 Other Instrument CORPORATE 48242.00 34656.05 First Tier Security 2011-03-07 2011-03-07 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% 39Q99VSG9 0000058056 Other Repurchase Agreement N RADIAN GROUP INC 2015-06-15 2015-06-15 5.375 - 5.375 Other Instrument CORPORATE 3569251.00 3277997.64 First Tier Security 2011-03-07 2011-03-07 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% 39Q99VNT6 0000058056 Other Repurchase Agreement N INTELSAT INTERMEDIATE HOLDING COMPANY LTD 2015-02-01 2015-02-01 9.5 - 9.5 Other Instrument CORPORATE 2073514.00 2158268.89 COUNTRYWIDE HOME EQUITY LOAN TRUST 2034-07-25 2034-07-25 0.932 - 0.932 Other Instrument ASSET BACKED 3137.00 1537.77 BANC OF AMERICA MORTGAGE SECURITIES 2035-10-25 2035-10-25 3.122 - 3.122 Other Instrument MORTGAGE 19172.00 4689.98 First Tier Security 2011-03-07 2011-03-07 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., 0.42% 38L99B8S6 0000058056 Other Repurchase Agreement N CHASE CREDIT CARD MASTER TRUST 2016-01-15 2016-01-15 1.381 - 1.381 Other Instrument ASSET BACKED 3261475.00 3268044.77 STOCKBRIDGE CDO 2039-11-18 2039-11-18 1.342 - 1.342 Other Instrument ASSET BACKED 7699.00 1415.14 First Tier Security 2011-03-07 2011-03-07 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 OAKWOOD MORTGAGE INVESTORS 2030-12-15 2030-12-15 7.405 - 7.405 Other Instrument ASSET BACKED 27826.00 11861.38 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2039-09-15 2039-09-15 5.803 - 5.803 Other Instrument MORTGAGE 4933.00 3884.61 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2037-02-25 2037-02-25 0.562 - 0.562 Other Instrument ASSET BACKED 7070.00 2135.56 CHASE ISSUANCE TRUST (PREVIOUSLY BANC ONE ISSUANCE TRUST) 2016-02-16 2016-02-16 4.77 - 4.77 Other Instrument ASSET BACKED 2896000.00 3079106.84 ACE SECS CORP HOME EQUITY LN TR SER 2007- HE5 2037-07-25 2037-07-25 N/A Other Instrument ASSET BACKED 184111.00 73826.85 TXU CORP 2014-11-15 2014-11-15 5.55 - 5.55 Other Instrument CORPORATE 182.00 130.75 First Tier Security 2011-03-07 2011-03-07 Y DEUTNGR 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, 0.36% 36N99SLJ6 0000877559 Other Repurchase Agreement N MERRILL LYNCH AND COMPANY., IN 2016-05-16 2016-05-16 6.05 - 6.05 Other Instrument CORPORATE 975000.00 1053524.35 Unrated Security 2011-03-07 2011-03-07 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% 36N99SKX6 0000877559 Other Repurchase Agreement N MORGAN STANLEY 2015-10-15 2015-10-15 5.375 - 5.375 Other Instrument CORPORATE 2915000.00 3154368.86 Unrated Security 2011-03-07 2011-03-07 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., 0.38% 38N99S8D0 Other Repurchase Agreement N BANK OF AMERICA CORPORATION 2011-02-28 2011-02-28 N/A Other Instrument OTHER NOTE 1712395.00 24316009.00 J P MORGAN CHASE & CO 2011-02-28 2011-02-28 N/A Other Instrument OTHER NOTE 620082.00 28945427.76 Unrated Security 2011-03-01 2011-03-01 N N N 49000000.00 49000000.00 0.0228 N 49000000.00 49000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.47% 38N99S4Y8 Other Repurchase Agreement N BANK OF AMERICA CORPORATION 2011-02-28 2011-02-28 N/A Other Instrument OTHER NOTE 765583.00 10871278.60 Unrated Security 2011-03-22 2011-03-22 N N N 10000000.00 10000000.00 0.0047 Y 10000000.00 10000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.58% 38N99S8G3 Other Repurchase Agreement N DIGITAL REALTY TRUST, L.P. 2011-02-28 2011-02-28 N/A Other Instrument OTHER NOTE 8616000.00 15854697.94 MENTOR GRAPHICS CORP 2011-02-28 2011-02-28 N/A Other Instrument OTHER NOTE 1434000.00 1538373.69 Unrated Security 2011-03-01 2011-03-01 N N N 16000000.00 16000000.00 0.0075 N 16000000.00 16000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.61% 38N99STT2 Other Repurchase Agreement N HARTFORD FINANCIAL SERVICES GR 2011-02-28 2011-02-28 N/A Other Instrument OTHER NOTE 73937.00 2175226.54 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., 0.70% 38N99SES0 Other Repurchase Agreement N HARTFORD FINANCIAL SERVICES GR 2011-02-28 2011-02-28 N/A Other Instrument OTHER NOTE 74072.00 2179198.24 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 HARTFORD FINANCIAL SERVICES GR 2011-02-28 2011-02-28 N/A Other Instrument OTHER NOTE 222486.00 6545538.12 Unrated Security 2011-03-07 2011-03-07 N N N 6000000.00 6000000.00 0.0028 N 6000000.00 6000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 38N99SVY8 Other Repurchase Agreement N CORPORATE OFFICE PROPERTIES, L 2011-02-28 2011-02-28 N/A Other Instrument OTHER NOTE 5873000.00 5986636.68 DIGITAL REALTY TRUST, L.P. 2011-02-28 2011-02-28 N/A Other Instrument OTHER NOTE 884000.00 1626689.06 Unrated Security 2011-07-27 2011-07-27 N N N 7000000.00 7000000.00 0.0033 Y 7000000.00 7000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.68% 40C99JYM9 0001287279 Other Repurchase Agreement N GMACLLC7.30%PUBLICINCOMENOTES( 2011-04-01 2011-04-01 6 - 6 Other Instrument CORPORATE 641000.00 641801.27 SYNOVUS FINANCIAL CORP. 2013-02-15 2013-02-15 4.875 - 4.875 Other Instrument CORPORATE 513000.00 495768.99 INTELSAT SUBSIDIARY HOLDING CO 2015-01-15 2015-01-15 8.875 - 8.875 Other Instrument CORPORATE 2395861.00 2469383.87 LEVEL 3 FINANCING, INC. 2018-02-01 2018-02-01 10 - 10 Other Instrument CORPORATE 2650000.00 2739437.65 SMITHFIELD FOODS,INC. 2014-07-15 2014-07-15 10 - 10 Other Instrument CORPORATE 1015000.00 1214052.87 Unrated Security 2011-03-01 2011-03-01 N N N 7000000.00 7000000.00 0.0033 N 7000000.00 7000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 38T99DEP3 0001287279 Other Repurchase Agreement N LEVEL 3 FINANCING, INC. 2015-02-15 2015-02-15 9.15 - 9.15 Other Instrument CORPORATE 940000.00 866033.76 SMITHFIELD FOODS,INC. 2014-07-15 2014-07-15 10 - 10 Other Instrument CORPORATE 1995000.00 2386241.85 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 CEPHALON, INC. 2015-06-01 2015-06-01 N/A Other Instrument CORPORATE 20000.00 26175.00 GAYLORD ENTERTAINMENT 2014-10-01 2014-10-01 N/A Other Instrument CORPORATE 2815000.00 4145087.41 HERTZ GLOBAL HOLDINGS, INC. 2014-06-01 2014-06-01 5.25 - 5.25 Other Instrument CORPORATE 85000.00 169559.06 Unrated Security 2011-04-11 2011-04-11 N N N 4000000.00 4000000.00 0.0019 Y 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.73% 37F99FUL6 0000728612 Other Repurchase Agreement N MEDTRONIC INC 2013-04-15 2013-04-15 1.625 - 1.625 Other Instrument EQUITY 5086064.00 5250107.22 Unrated Security 2011-04-04 2011-04-04 Y MRLBONY N/A N/A N N 5000000.00 5000000.00 0.0023 Y 5000000.00 5000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 39R99WYY0 0000728612 Other Repurchase Agreement N MEDTRONIC INC 2013-04-15 2013-04-15 1.625 - 1.625 Other Instrument EQUITY 10172141.00 10500227.87 Unrated Security 2011-04-04 2011-04-04 Y MRLBONY N/A N/A N N 10000000.00 10000000.00 0.0047 Y 10000000.00 10000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.00% 39R99WLP3 0000728612 Other Repurchase Agreement N BANC OF AMERICA MORTGAGE SECURITIES 2037-03-25 2037-03-25 5.14 - 5.14 Other Instrument MORTGAGE 16841457.00 388379.93 C-BASS CBO 2039-04-11 2039-04-11 0.663 - 0.663 Other Instrument ASSET BACKED 2735902.00 311600.77 CWALT ALTERNATIVE LOAN TRUST 2035-07-25 2035-07-25 N/A Other Instrument MORTGAGE 91194432.00 646705.52 CITICORP MORTGAGE SECURITIES 2035-09-25 2035-09-25 6.39 - 6.39 Other Instrument MORTGAGE 24075428.00 639993.62 PROVINCE OF MENDOZA 2018-09-04 2018-09-04 5.5 - 5.5 Other Instrument ASSET BACKED 730000.00 640330.69 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2037-08-25 2037-08-25 5.09 - 5.09 Other Instrument MORTGAGE 50000000.00 677281.11 THORNBURG MORTGAGE SECURITIES TRUST 2043-10-25 2043-10-25 3.112 - 3.112 Other Instrument MORTGAGE 4537300.00 698438.89 IRWIN HOME EQUITY CORPORATION TRUST 2035-06-25 2035-06-25 1.862 - 1.862 Other Instrument ASSET BACKED 2500000.00 703280.27 CITIGROUP MORTGAGE LOAN TRUST 2035-12-25 2035-12-25 0.462 - 0.462 Other Instrument ASSET BACKED 3692000.00 694139.21 Unrated Security 2011-04-04 2011-04-04 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% 38S994KC6 Other Repurchase Agreement N METLIFE INC 2034-06-15 2034-06-15 6.375 - 6.375 Other Instrument CORPORATE 30261.00 33809.62 INTERNATIONAL GAME TECHNOLOGY 2014-05-01 2014-05-01 3.25 - 3.25 Other Instrument EQUITY 2000.00 2272.50 ALCOA INC 2014-03-15 2014-03-15 5.25 - 5.25 Other Instrument EQUITY 379000.00 1025676.65 PPL ENERGY SUPPLY LLC 2011-11-01 2011-11-01 6.4 - 6.4 Other Instrument CORPORATE 3054.00 3234.34 First Tier Security 2011-03-07 2011-03-07 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% 38S994JM6 Other Repurchase Agreement N BORG WARNER AUTOMOTIVE INC FORMERLY BORG WARNER 2012-04-15 2012-04-15 3.5 - 3.5 Other Instrument EQUITY 438590.00 1042936.56 COMMONWEALTH EDISON CO 2013-04-15 2013-04-15 7.625 - 7.625 Other Instrument CORPORATE 22583.00 26023.75 First Tier Security 2011-03-07 2011-03-07 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% 38S994LC5 Other Repurchase Agreement N ERP OPER LTD PARTNERSHIP 2026-08-15 2026-08-15 3.85 - 3.85 Other Instrument EQUITY 1020967.00 1053658.65 PPL ENERGY SUPPLY LLC 2011-11-01 2011-11-01 6.4 - 6.4 Other Instrument CORPORATE 61364.00 64987.54 First Tier Security 2011-03-07 2011-03-07 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% 38S994KK8 Other Repurchase Agreement N ARCELORMITTAL SA LUXEMBOURG 2014-05-15 2014-05-15 5 - 5 Other Instrument EQUITY 2000.00 2943.61 ARROW ELECTRONICS INC 2021-03-01 2021-03-01 5.125 - 5.125 Other Instrument CORPORATE 1034007.00 1034670.34 BORG WARNER AUTOMOTIVE INC FORMERLY BORG WARNER 2012-04-15 2012-04-15 3.5 - 3.5 Other Instrument EQUITY 23000.00 54692.40 SYMANTEC CORP 2011-06-15 2011-06-15 0.75 - 0.75 Other Instrument EQUITY 4000.00 4191.08 First Tier Security 2011-03-07 2011-03-07 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% 38S994LN1 Other Repurchase Agreement N INTERNATIONAL GAME TECHNOLOGY 2014-05-01 2014-05-01 3.25 - 3.25 Other Instrument EQUITY 12000.00 13635.00 BECKMAN COULTER INC 2036-12-15 2036-12-15 2.5 - 2.5 Other Instrument EQUITY 2877.00 3431.02 ARCELORMITTAL SA LUXEMBOURG 2014-05-15 2014-05-15 5 - 5 Other Instrument EQUITY 689000.00 1014074.03 PPL ENERGY SUPPLY LLC 2011-11-01 2011-11-01 6.4 - 6.4 Other Instrument CORPORATE 778.00 823.94 VORNADO RLTY L P 2026-11-15 2026-11-15 3.625 - 3.625 Other Instrument EQUITY 3448.00 3544.10 UNITED DOMINION RLTY TR INC NAME CHANGED TO UDR 2035-12-15 2035-12-15 4 - 4 Other Instrument EQUITY 25882.00 26318.40 First Tier Security 2011-03-07 2011-03-07 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., 0.50% 38S994HJ5 Other Repurchase Agreement N ARCELORMITTAL SA LUXEMBOURG 2014-05-15 2014-05-15 5 - 5 Other Instrument EQUITY 7000.00 10302.64 TRANSCANADA PIPELINES LTD MEDIUM TERM NTS BOOK E 2029-06-15 2029-06-15 7.7 - 7.7 Other Instrument CORPORATE 108068.00 130762.28 PRICELINE COM INC 2015-03-15 2015-03-15 1.25 - 1.25 Other Instrument EQUITY 5000.00 8197.05 ERP OPER LTD PARTNERSHIP 2026-08-15 2026-08-15 3.85 - 3.85 Other Instrument EQUITY 2024466.00 2089289.96 First Tier Security 2011-03-07 2011-03-07 Y MIZUHONG N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 RBC Capital Markets Co. 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RBS Securities, Inc., 0.61% 35J99RUM8 0000808379 Other Repurchase Agreement N MERITAGE MORTGAGE LOAN TRUST T 2034-07-25 2034-07-25 0.76 - 0.76 Other Instrument ASSET BACKED 6360000.00 1856020.06 CARRINGTON MORTGAGE LOAN TRUST 2036-10-25 2036-10-25 0.421 - 0.421 Other Instrument ASSET BACKED 14655000.00 6786520.66 Unrated Security 2011-03-07 2011-03-07 Y RBSNGR N/A N/A N N 8000000.00 8000000.00 0.0037 N 8000000.00 8000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.76% 35J99RRD2 0000808379 Other Repurchase Agreement N WACHOVIA BANK COMMERCIAL MORTG 2021-09-15 2021-09-15 1.264 - 1.264 Other Instrument GOVERNMENT AGENCY 1750000.00 1577784.36 GMACM MORTGAGE LOAN TRUST 2005 2035-11-19 2035-11-19 3.425 - 3.425 Other Instrument GOVERNMENT AGENCY 15894760.00 5985671.93 Unrated Security 2011-04-04 2011-04-04 Y RBSNGR N/A N/A N N 7000000.00 7000000.00 0.0033 Y 7000000.00 7000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.61% 40Q995AG3 Other Repurchase Agreement N HOMETOWN COMMERICAL TRUST 2006 2016-08-11 2016-08-11 5.506 - 5.506 Other Instrument ASSET BACKED 7404000.00 3014052.06 MACLAURIN SPC ACTING FOR THE A 2052-10-26 2052-10-26 0.987 - 0.987 Other Instrument ASSET BACKED 2185000.00 226867.48 First Tier Security 2011-03-07 2011-03-07 Y RBSPLCNG N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 UBS Securities LLC UBS Securities LLC, 0.41% 23M99SRM2 0000230611 Other Repurchase Agreement N ANHEUSER BUSCH INBEV WORLDWIDE INC 2019-11-15 2019-11-15 6.875 - 6.875 Other Instrument CORPORATE 1739512.00 2100095.69 First Tier Security 2011-03-07 2011-03-07 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, 0.48% 23M99SRD2 0000230611 Other Repurchase Agreement N TERREMARK WORLDWIDE INC 2013-06-15 2013-06-15 6.625 - 6.625 Other Instrument EQUITY 1290175.00 2162248.18 First Tier Security 2011-03-07 2011-03-07 Y UBSWNGR 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, 0.36% 38U995PC5 0000276523 Other Repurchase Agreement N AMERICAN EXPRESS CR CORP MEDIUM TERM NTS BOOK EN 2012-02-24 2012-02-24 0.381 - 0.381 Other Instrument CORPORATE 3155403.00 3153562.52 Unrated Security 2011-03-07 2011-03-07 Y WELLSNGR N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00