N-MFP LIVE N 2011-04-29 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 44 94 2158378973.69 7611446.63 27758929.83 2138231490.49 0.0041 1.0002 2011-04-29 1.0002 2011-04-29 C000048773 1.00 947356960.04 1.00 -32826981.90 24162129.59 56989111.49 0.0013 1.0001 2011-04-29 1.0001 2011-04-29 C000048775 1.00 140120514.83 1.00 -11380649.32 11486224.97 22866874.29 0.0004 1.0002 2011-04-29 1.0002 2011-04-29 C000048776 1.00 175311320.84 1.00 2146600.36 16863221.19 14716620.83 0.0001 1.0003 2011-04-29 1.0003 2011-04-29 C000048774 1.00 875442694.78 1.00 5147232.55 50626317.38 45479084.83 0.0012 1.0004 2011-04-29 1.0004 2011-04-29 Bank of Montreal Bank of Montreal, 0.31% 06366UEK0 Certificate of Deposit First Tier Security 2011-05-23 2011-11-22 N N N 2000000.00 2000000.00 0.0009 N 1999508.00 1999508.00 Bank of Montreal Bank of Montreal, 0.35% 06366UD47 Certificate of Deposit First Tier Security 2011-07-06 2012-05-01 N N N 14000000.00 14000000.00 0.0065 N 13993728.00 13993728.00 Bank of Montreal Bank of Montreal, 0.36% 06366FK91 Certificate of Deposit First Tier Security 2011-05-25 2011-05-25 N N N 8000000.00 8000000.00 0.0037 N 8000376.00 8000376.00 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 0.0122 N 26025191.40 26025191.40 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 36036277.20 36036277.20 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 16999638.12 0.0080 N 17000901.00 17000901.00 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 5999124.00 5999124.00 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 8001452.80 8001452.80 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 18003897.00 18003897.00 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 15002785.50 15002785.50 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 5000986.50 5000986.50 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 6001195.80 6001195.80 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 3000626.70 3000626.70 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 7002536.10 7002536.10 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 7002572.50 7002572.50 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 0.0033 N 7002683.10 7002683.10 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 0.0164 N 35005831.00 35005831.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.37% 0556M53Z6 Certificate of Deposit First Tier Security 2011-06-08 2011-06-08 N N N 40000000.00 40000000.00 0.0187 N 40007548.00 40007548.00 BNP Paribas SA BNP Paribas SA, 0.47% 0556M55E1 Certificate of Deposit First Tier Security 2011-05-26 2011-09-27 N N N 12000000.00 12000000.00 0.0056 N 12005508.00 12005508.00 BNP Paribas SA BNP Paribas SA, 0.62% 0556M52R5 Certificate of Deposit First Tier Security 2011-05-31 2011-11-28 N N N 20000000.00 20013554.56 0.0094 N 20007320.00 20007320.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.32% 13606XF86 Certificate of Deposit First Tier Security 2011-05-09 2011-11-07 N N N 14000000.00 14000000.00 0.0065 N 13996528.00 13996528.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.33% 13606XF52 Certificate of Deposit First Tier Security 2011-05-04 2011-10-04 N N N 7000000.00 7000000.00 0.0033 N 6998544.00 6998544.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.33% 13606XN87 Certificate of Deposit First Tier Security 2011-07-15 2012-05-17 N N N 20000000.00 20000000.00 0.0094 N 19993440.00 19993440.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.34% 13606XM96 Certificate of Deposit First Tier Security 2011-07-11 2012-01-11 N N N 10000000.00 10000000.00 0.0047 N 9997080.00 9997080.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.40% 13606XB49 Certificate of Deposit First Tier Security 2011-05-09 2011-05-09 N N N 4000000.00 4000000.00 0.0019 N 4000028.00 4000028.00 Credit Suisse Credit Suisse, 0.27% 22550CYK1 Certificate of Deposit First Tier Security 2011-05-24 2011-07-25 N N N 7000000.00 7000000.00 0.0033 N 7000826.00 7000826.00 Credit Suisse Credit Suisse, 0.30% 22550CA50 Certificate of Deposit First Tier Security 2011-05-03 2011-09-02 N N N 14000000.00 14000000.00 0.0065 N 13997704.00 13997704.00 Deutsche Bank Deutsche Bank, 0.31% 25152XMM9 Certificate of Deposit First Tier Security 2011-05-24 2011-07-25 N N N 30000000.00 30000000.00 0.0140 N 30000840.00 30000840.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.29% 25600TYD3 Certificate of Deposit First Tier Security 2011-05-04 2011-08-04 N N N 7000000.00 7000000.00 0.0033 N 6999475.00 6999475.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.30% 51488P6C7 Certificate of Deposit First Tier Security 2011-05-09 2011-05-09 N N N 40000000.00 40000000.00 0.0187 N 40001112.00 40001112.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.37% 51488P5Z7 Certificate of Deposit First Tier Security 2011-05-05 2011-05-05 N N N 29000000.00 29000000.00 0.0136 N 29000820.70 29000820.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.20% 60687CT49 Certificate of Deposit First Tier Security 2011-05-04 2011-05-04 N N N 7000000.00 7000000.00 0.0033 N 6999951.70 6999951.70 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.40% 63873B4T1 Certificate of Deposit First Tier Security 2011-06-01 2011-06-01 N N N 21000000.00 21000000.00 0.0098 N 21003269.70 21003269.70 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 17995518.00 17995518.00 Natixis SA Natixis SA, 2.01% 63873BHT7 Certificate of Deposit First Tier Security 2011-06-22 2011-06-22 Y NATIXIS N Y BRH INSTL CTF DEP N/A N/A N N 18000000.00 18000000.00 0.0084 N 18036594.00 18036594.00 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 7001010.10 7001010.10 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.33% 74977MTC9 Certificate of Deposit First Tier Security 2011-05-11 2012-03-12 N N N 40000000.00 40000000.00 0.0187 N 40010680.00 40010680.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.34% 74977MTN5 Certificate of Deposit First Tier Security 2011-05-03 2012-04-02 N N N 7000000.00 7000000.00 0.0033 N 7000000.00 7000000.00 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 7006848.80 7006848.80 Royal Bank of Canada Royal Bank of Canada, 0.64% 78009JKX2 Certificate of Deposit First Tier Security 2011-07-01 2012-04-30 N N N 27000000.00 27000000.00 0.0126 N 27036990.00 27036990.00 Royal Bank of Scotland NV Royal Bank of Scotland NV, 0.32% 78011AEM8 Certificate of Deposit First Tier Security 2011-08-02 2011-08-02 N N N 20000000.00 20000000.00 0.0094 N 20001582.00 20001582.00 Societe Generale Societe Generale, 0.29% 83369RB42 Certificate of Deposit First Tier Security 2011-08-01 2011-08-01 N N N 20000000.00 20000000.00 0.0094 N 19998956.00 19998956.00 Societe Generale Societe Generale, 0.35% 83369RVC2 Certificate of Deposit First Tier Security 2011-05-16 2011-05-16 N N N 10000000.00 10000000.00 0.0047 N 10000755.00 10000755.00 Societe Generale Societe Generale, 1.71% 8336P2ZP6 Certificate of Deposit First Tier Security 2011-05-05 2011-05-05 Y SOCIETE GENERALE FRANCE N/A N/A N N 7000000.00 7000000.00 0.0033 N 7000210.00 7000210.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562G5P4 Certificate of Deposit First Tier Security 2011-05-05 2011-05-05 N N N 7000000.00 7000000.00 0.0033 N 6999965.00 6999965.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562G2S1 Certificate of Deposit First Tier Security 2011-05-13 2011-05-13 N N N 21000000.00 21000000.00 0.0098 N 21000571.20 21000571.20 Svenska Handelsbanken Svenska Handelsbanken, 0.35% 86959BLM5 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 14000000.00 14000003.88 0.0065 N 14000240.80 14000240.80 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.31% 89112YSH7 Certificate of Deposit First Tier Security 2011-05-12 2012-01-12 N N N 6000000.00 6000000.00 0.0028 N 5998002.00 5998002.00 UBS AG UBS AG, 0.30% 90267AG91 Certificate of Deposit First Tier Security 2011-07-11 2011-07-11 N N N 7000000.00 7000000.00 0.0033 N 7001701.70 7001701.70 UBS AG UBS AG, 0.32% 90267AA89 Certificate of Deposit First Tier Security 2011-05-23 2011-07-21 N N N 15000000.00 15000000.00 0.0070 N 14998755.00 14998755.00 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 14000303.80 14000303.80 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 7000681.10 7000681.10 Credit Agricole SA Credit Agricole SA, 0.35% 22999KLY6 0001191672 Certificate of Deposit First Tier Security 2011-09-01 2011-09-01 N N N 24000000.00 24000000.00 0.0112 N 23999162.40 23999162.40 Credit Agricole SA Credit Agricole SA, 0.36% 22999KLW0 0001191672 Certificate of Deposit First Tier Security 2011-08-08 2011-08-08 N N N 20000000.00 20000000.00 0.0094 N 20003360.00 20003360.00 Credit Agricole SA Credit Agricole SA, 0.41% 22999KKR2 0001191672 Certificate of Deposit First Tier Security 2011-05-09 2011-05-09 N N N 15000000.00 15000000.00 0.0070 N 15000999.00 15000999.00 Credit Agricole SA Credit Agricole SA, 0.45% 22999KKM3 0001191672 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 15000000.00 15000000.00 0.0070 N 15000466.50 15000466.50 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 0.0150 N 32000710.40 32000710.40 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 4004190.80 4004190.80 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAS3 0001140465 Certificate of Deposit First Tier Security 2012-05-03 2012-05-03 N N N 7000000.00 7000000.00 0.0033 N 7000233.10 7000233.10 HSBC Bank PLC HSBC Bank PLC, 0.53% 13L997HC3 0001140465 Certificate of Deposit First Tier Security 2012-02-28 2012-02-28 N N N 6000000.00 5999998.45 0.0028 N 6005046.60 6005046.60 HSBC Bank PLC HSBC Bank PLC, 0.55% 35X99QAQ7 0001140465 Certificate of Deposit First Tier Security 2012-03-15 2012-03-15 N N N 7000000.00 7000000.00 0.0033 N 6997489.10 6997489.10 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 13000252.20 13000252.20 ING Bank NV ING Bank NV, 0.30% 37X99J4W3 0001017255 Certificate of Deposit First Tier Security 2011-08-01 2011-08-01 N N N 21000000.00 21000000.00 0.0098 N 21000000.00 21000000.00 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 3000000.00 3000000.00 0.0014 N 3000036.60 3000036.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 6329908T7 0000833029 Certificate of Deposit First Tier Security 2011-07-18 2011-07-18 N N N 21000000.00 21000000.00 0.0098 N 21002326.80 21002326.80 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 15004302.00 15004302.00 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 3000016.63 0.0014 N 3000750.90 3000750.90 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 10002265.00 10002265.00 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA, 0.25% 05950YS21 Financial Company Commercial Paper First Tier Security 2011-05-02 2011-05-02 N N N 21000000.00 20999854.17 0.0098 N 20999563.20 20999563.20 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GBL8 Financial Company Commercial Paper First Tier Security 2011-08-15 2011-08-15 N N N 4000000.00 3996231.11 0.0019 N 3997024.00 3997024.00 BP Capital Markets PLC BP Capital Markets PLC, 0.33% 05568UT71 Financial Company Commercial Paper First Tier Security 2011-06-07 2011-06-07 N N N 2000000.00 1999321.67 0.0009 N 1999575.40 1999575.40 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 19997133.33 0.0094 N 19998926.00 19998926.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAB2 Financial Company Commercial Paper First Tier Security 2011-06-02 2011-06-02 N N N 4000000.00 4000000.00 0.0019 N 4000612.00 4000612.00 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 4999515.00 4999515.00 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 2999622.00 2999622.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AAL0 Financial Company Commercial Paper First Tier Security 2011-06-02 2011-08-26 N N N 4000000.00 4000000.00 0.0019 N 3999784.00 3999784.00 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 17996040.00 0.0084 N 17997685.20 17997685.20 Danske Corp. Danske Corp., 0.26% 2363F7TA6 Financial Company Commercial Paper First Tier Security 2011-06-10 2011-06-10 N N N 4000000.00 3998844.45 0.0019 N 3999029.20 3999029.20 Danske Corp. Danske Corp., 0.32% 2363F7SH2 Financial Company Commercial Paper First Tier Security 2011-05-17 2011-05-17 N N N 11000000.00 10998435.56 0.0051 N 10999202.50 10999202.50 DnB NOR Bank ASA DnB NOR Bank ASA, 0.26% 2332K4AZ7 Financial Company Commercial Paper First Tier Security 2011-05-23 2011-07-21 N N N 6000000.00 6000000.00 0.0028 N 5999502.00 5999502.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.26% 2332K4BA1 Financial Company Commercial Paper First Tier Security 2011-05-25 2011-07-25 N N N 7000000.00 7000000.00 0.0033 N 7000196.00 7000196.00 Intesa Funding LLC Intesa Funding LLC, 0.29% 4611K1SP1 Financial Company Commercial Paper First Tier Security 2011-05-23 2011-05-23 N N N 1000000.00 999822.78 0.0005 N 999864.20 999864.20 Intesa Funding LLC Intesa Funding LLC, 0.36% 4611K1SC0 Financial Company Commercial Paper First Tier Security 2011-05-12 2011-05-12 N N N 17000000.00 16998130.00 0.0079 N 16998787.90 16998787.90 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.40% 6323A1T22 Financial Company Commercial Paper First Tier Security 2011-06-02 2011-06-02 N N N 11000000.00 10996088.89 0.0051 N 10997891.30 10997891.30 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.45% 6323A1U12 Financial Company Commercial Paper First Tier Security 2011-07-01 2011-07-01 N N N 40000000.00 39969500.00 0.0187 N 39983692.00 39983692.00 Nationwide Building Society Nationwide Building Society, 0.34% 6385E1T35 Financial Company Commercial Paper First Tier Security 2011-06-03 2011-06-03 N N N 44000000.00 43986286.67 0.0206 N 43991314.40 43991314.40 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1TE1 Financial Company Commercial Paper First Tier Security 2011-06-14 2011-06-14 N N N 9000000.00 8996150.00 0.0042 N 8997573.60 8997573.60 Natixis US Finance Co. LLC Natixis US Finance Co. LLC, 0.37% 6323A4BU3 Financial Company Commercial Paper First Tier Security 2011-05-17 2011-06-01 Y NATIXIS US FINANCE CO LLC N/A N/A N N 17000000.00 17000000.00 0.0080 N 17000306.00 17000306.00 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 2998466.67 0.0014 N 2999504.10 2999504.10 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% 83050UT73 Financial Company Commercial Paper First Tier Security 2011-06-07 2011-06-07 N N N 7000000.00 6997877.64 0.0033 N 6998437.60 6998437.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.34% 83050UU63 Financial Company Commercial Paper First Tier Security 2011-07-06 2011-07-06 N N N 7000000.00 6995700.83 0.0033 N 6996852.80 6996852.80 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.31% 83365STF0 Financial Company Commercial Paper First Tier Security 2011-06-15 2011-06-15 N N N 24000000.00 23990700.00 0.0112 N 23993325.60 23993325.60 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 8999900.00 0.0042 N 8999910.00 8999910.00 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 2995666.67 0.0014 N 2996964.00 2996964.00 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 2995433.34 0.0014 N 2996698.80 2996698.80 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.42% 89153QZF0 Financial Company Commercial Paper First Tier Security 2011-12-15 2011-12-15 N N N 3000000.00 2992020.00 0.0014 N 2992141.80 2992141.80 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.30% 9046Q3SJ9 Financial Company Commercial Paper First Tier Security 2011-05-18 2011-05-18 N N N 10000000.00 9998583.33 0.0047 N 9998908.00 9998908.00 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.30% 9046Q3SP5 Financial Company Commercial Paper First Tier Security 2011-05-23 2011-05-23 N N N 7000000.00 6998716.67 0.0033 N 6998909.40 6998909.40 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.35% 9046Q3S91 Financial Company Commercial Paper First Tier Security 2011-05-09 2011-05-09 N N N 14000000.00 13998911.11 0.0065 N 13999318.20 13999318.20 Westpac Banking Corp. Westpac Banking Corp., 0.30% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-05-19 2011-09-19 N N N 8000000.00 8000000.00 0.0037 N 7998720.00 7998720.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-05-23 2011-09-23 N N N 8000000.00 8000000.00 0.0037 N 7998720.00 7998720.00 Westpac Banking Corp. Westpac Banking Corp., 0.32% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-05-09 2011-10-07 N N N 4000000.00 4000000.00 0.0019 N 3999024.00 3999024.00 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 6988275.00 0.0033 N 6993873.60 6993873.60 Altria Group, Inc. Altria Group, Inc., 0.37% 0220X1S22 Other Commercial Paper Second Tier Security 2011-05-02 2011-05-02 N N N 2000000.00 1999979.44 0.0009 N 1999963.40 1999963.40 Comcast Corp. Comcast Corp., 0.40% 2003A3TA2 Other Commercial Paper Second Tier Security 2011-06-10 2011-06-10 N N N 10000000.00 9995555.56 0.0047 N 9996407.00 9996407.00 CVS Caremark Corp. CVS Caremark Corp., 0.41% 12664RAC6 Other Commercial Paper Second Tier Security 2011-05-31 2011-05-31 Y CVS CAREMARK CORP N/A N/A N N 4000000.00 4000000.00 0.0019 N 3999932.00 3999932.00 Devon Energy Corp. Devon Energy Corp., 0.26% 25179LS97 Other Commercial Paper Second Tier Security 2011-05-09 2011-05-09 N N N 3000000.00 2999826.67 0.0014 N 2999851.80 2999851.80 Devon Energy Corp. Devon Energy Corp., 0.26% 25179LSH9 Other Commercial Paper Second Tier Security 2011-05-17 2011-05-17 N N N 4000000.00 3999537.78 0.0019 N 3999610.00 3999610.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.44% 92344PUV6 Other Commercial Paper Second Tier Security 2011-05-01 2011-06-13 Y VERIZON COMMUNICATIONS INC N/A N/A N N 10000000.00 10000000.00 0.0047 N 10000310.00 10000310.00 Xerox Corp. Xerox Corp., 0.53% 98412FTA0 Other Commercial Paper Second Tier Security 2011-06-10 2011-06-10 N N N 4000000.00 3997644.45 0.0019 N 3997862.80 3997862.80 Xerox Corp. Xerox Corp., 0.60% 98412FSK9 Other Commercial Paper Second Tier Security 2011-05-19 2011-05-19 N N N 3000000.00 2999100.00 0.0014 N 2999336.70 2999336.70 ABAG Fin. Auth. for Nonprofit Corps. Rev. ABAG Fin. Auth. for Nonprofit Corps. Rev., 0.25% (Valley Christian Schools Proj.) Series 2003, LOC Bank of America NA VRDN 00037CEY2 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 7180000.00 7180000.00 0.0034 N 7180000.00 7180000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.24% (Scripps Health Proj.) Series 2008 E, LOC Bank of America NA VRDN 13033F5K2 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA 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., 0.24% (Catholic Healthcare West Proj.) Series 2005 H, LOC Bank of America NA VRDN 13033FF54 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA 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., 0.25% Series 2008 B, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 130036AL0 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y FREDDIE MAC N/A N/A FANNIE MAE N/A N/A N N 20015000.00 20015000.00 0.0094 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., 0.24% Series 2010 A3, LOC JPMorgan Chase Bank VRDN 79765A3M6 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA 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., 0.25% (Dayton Pwr. & Lt. Co. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 677525SZ1 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA 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% (Mtg.-Backed Securities Prog.) Series B, (Liquidity Facility Fed. Home Ln. Bank, Cincinnati) VRDN 676907EX2 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y FEDERAL HOME LOAN BK - CINCINN N/A N/A N Y OBLIGOR OH RESIDENTIAL MORT REV 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 2011-05-06 2011-05-06 Y FEDERAL HOME LOAN BK - CINCINN N/A N/A N Y OBLIGOR OH RESIDENTIAL MORT REV 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., 0.27% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO 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., 0.23% Series 2008 A3, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 196483CV1 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y FREDDIE MAC N/A N/A FANNIE MAE 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 2011-05-06 2011-05-06 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO 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., 0.25% (Catholic Healthcare West Proj.) Series 2009 F, LOC Citibank NA VRDN 040507MK8 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y CITIBANK NA N/A N/A Y CITIBANK NA 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., 0.25% Series 2004 A6, LOC Landesbank Baden-Wuert VRDN 64966CLY5 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y LANDESBANK BADEN-WUERT (GTD) N/A N/A Y LANDESBANK BADEN-WUERT (GTD) N/A N/A N 14475000.00 14475000.00 0.0068 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 2011-05-06 2011-05-06 Y BANK OF AMERICA 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 2011-05-06 2011-05-06 Y JPMORGAN CHASE BANK NA 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., 0.23% (Adventist Health Sys./Sunbelt Obligated Group Proj.) Series 2005 H, LOC U.S. Bank NA, Minnesota 431022QW5 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO 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., 0.25% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA 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., 0.26% (AnMed Health Proj.) Series 2009 A, LOC Branch Banking & Trust Co. VRDN 83703FBX9 Variable Rate Demand Note First Tier Security 2011-05-06 2011-05-06 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 2250000.00 2250000.00 0.0011 N 2250000.00 2250000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.75% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2011-05-02 2011-05-02 Y DELMARVA POWER & LIGHT N/A N/A N N 1900000.00 1900000.00 0.0009 N 1900000.00 1900000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 2027A0FM6 Other Note First Tier Security 2011-07-12 2012-02-10 N N N 7000000.00 7000000.00 0.0033 N 6997718.00 6997718.00 Metropolitan Life Global Funding I Metropolitan Life Global Funding I, 2.30% 59217EBX1 Other Note First Tier Security 2011-07-01 2011-07-01 Y MET LIFE GLB FDG I MTN BE 144A N/A N/A N N 11900000.00 11904594.37 0.0056 N 11934272.00 11934272.00 Royal Bank of Canada Royal Bank of Canada, 0.30% 78008FBA1 Other Note First Tier Security 2011-07-01 2012-04-30 N N N 27000000.00 27000000.00 0.0126 N 27007209.00 27007209.00 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 20991914.57 0.0098 N 21004368.00 21004368.00 Royal Bank of Canada Royal Bank of Canada, 0.66% 78008FAM6 Other Note First Tier Security 2011-05-16 2012-05-14 N N N 23000000.00 23000000.00 0.0108 N 23087561.00 23087561.00 Westpac Banking Corp. Westpac Banking Corp., 0.27% 91621CAV3 Other Note First Tier Security 2011-05-23 2012-01-23 N N N 26000000.00 26000000.00 0.0122 N 25956762.00 25956762.00 Westpac Banking Corp. Westpac Banking Corp., 0.32% 91621CAZ4 Other Note First Tier Security 2011-07-15 2012-04-13 N N N 19000000.00 19000000.00 0.0089 N 18993445.00 18993445.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612E0CB1 Other Note First Tier Security 2011-05-09 2012-04-02 N N N 17000000.00 17000000.00 0.0080 N 16992333.00 16992333.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 91621CBD2 Other Note First Tier Security 2011-05-11 2012-05-11 N N N 9000000.00 9000000.00 0.0042 N 8999928.00 8999928.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127953M1 Treasury Debt First Tier Security 2011-10-06 2011-10-06 N N N 8000000.00 7995260.00 0.0037 N 7996792.00 7996792.00 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 7998504.00 0.0037 N 7999864.00 7999864.00 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 23991000.00 0.0112 N 23999016.00 23999016.00 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 2992840.84 0.0014 N 2996703.00 2996703.00 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 18145320.19 0.0085 N 18156096.00 18156096.00 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 5009273.10 0.0023 N 5011525.00 5011525.00 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 4014908.37 0.0019 N 4017188.00 4017188.00 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 3007661.62 0.0014 N 3010431.00 3010431.00 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 6016687.50 0.0028 N 6022266.00 6022266.00 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 9218758.78 0.0043 N 9226755.00 9226755.00 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 5040304.92 0.0024 N 5046485.00 5046485.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.60% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2011-07-01 2011-07-28 Y METROPOLITAN LIFE INS CO N/A N/A N N 10000000.00 10000000.00 0.0047 Y 10009620.00 10009620.00 Bank of America NA In a joint trading account with Bank of America NA at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_04197 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.434 - 6.5 Government Agency Debt 388704.75 359375.19 Unrated Security 2011-05-02 2011-05-02 N N N 348906.00 348906.21 0.0002 N 348906.21 348906.21 Citibank NA In a joint trading account with Citibank NA at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_26602 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-10-01 2041-01-01 3.5 - 6.5 Government Agency Debt 8468.95 3360.20 FEDERAL NATIONAL MORTGAGE ASSOC 2012-11-01 2041-03-01 3.5 - 7 Government Agency Debt 18263.62 8549.52 Unrated Security 2011-05-02 2011-05-02 N N N 11676.00 11676.14 0.0000 N 11676.14 11676.14 Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_69850 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2041-04-01 3.429 - 5.5 Government Agency Debt 26232.33 16734.35 FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2041-02-01 2.99 - 5.773 Government Agency Debt 19396.83 15612.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-09-15 2041-03-20 3.5 - 5.5 Government Agency Debt 16691.74 15292.24 Unrated Security 2011-05-02 2011-05-02 N N N 46705.00 46704.55 0.0000 N 46704.55 46704.55 Credit Agricole Securities (USA), Inc. In a joint trading account with Credit Agricole Securities (USA), Inc. at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_05222 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2011-10-26 2013-03-15 0 - 4.375 Government Agency Debt 17152.53 17424.14 FEDERAL HOME LOAN MORTGAGE CORP 2011-05-04 2011-05-04 0 - 0 Government Agency Debt 12027.64 12027.64 FEDERAL HOME LOAN BANK 2011-12-27 2011-12-27 0.3 - 0.3 Government Agency Debt 13573.28 13590.04 US TREASURY 2040-11-15 2040-11-15 4.25 - 4.25 Treasury Debt 4682.42 4642.16 Unrated Security 2011-05-02 2011-05-02 N N N 46705.00 46704.55 0.0000 N 46704.55 46704.55 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 37F99EYP6 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-09-01 2037-09-01 5.851 - 5.851 Government Agency Debt 7205386.00 6126855.20 First Tier Security 2011-05-06 2011-05-06 Y DEUTSCHE BK SECS INC(GOV REPO) 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 NATIONAL MORTGAGE ASSOC 2036-03-01 2037-09-01 5.851 - 6 Government Agency Debt 15124335.00 6126460.57 First Tier Security 2011-05-06 2011-05-06 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0028 N 6000000.00 6000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_06399 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2023-05-16 2052-12-16 0.516 - 7 Government Agency Debt 41427.61 6039.80 FEDERAL HOME LOAN MORTGAGE CORP 2011-05-01 2048-02-01 0 - 15.036 Government Agency Debt 408885.29 173940.06 Unrated Security 2011-05-02 2011-05-02 N N N 175142.00 175142.07 0.0001 N 175142.07 175142.07 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_40488 Government Agency Repurchase Agreement Y BANK OF AMERICA FDIC 2012-06-15 2012-06-15 3.125 - 3.125 Other Instrument OTHER NOTE 4.97 5.18 AMERICAN EXP BNK FDIC 2011-12-09 2011-12-09 1.211 - 3.15 Other Instrument OTHER NOTE 14.99 15.38 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-12-16 2040-12-20 1.213 - 6 Government Agency Debt 364.17 274.99 FEDERAL NATIONAL MORTGAGE ASSOC 2016-11-25 2041-01-25 1.261 - 6.5 Government Agency Debt 3877.47 2565.42 FEDERAL HOME LOAN MORTGAGE CORP 2016-11-15 2040-05-15 3 - 6.5 Government Agency Debt 651.83 509.63 FEDERAL AGRICULTURE MORTGAGE CORP 2014-06-05 2026-02-03 2.765 - 4.81 Government Agency Debt 52.53 55.21 CITIGROUP INC. (FDIC TLGP) 2011-12-09 2012-04-30 2.125 - 2.875 Other Instrument OTHER NOTE 2.47 2.53 WELLS FARGO & COMPANY 2011-12-09 2012-06-15 1.16 - 3 Other Instrument OTHER NOTE 15.51 15.94 USAA CAPITAL CORPORATION 2012-03-30 2012-03-30 2.24 - 2.24 Other Instrument OTHER NOTE 1.95 1.98 SUNTRUST BNK FDIC TLGP 2011-11-16 2011-11-16 3 - 3 Other Instrument OTHER NOTE 14.37 14.78 SOVEREIGN BANCORP, INC. 2012-01-17 2012-01-17 2.75 - 2.75 Other Instrument OTHER NOTE 0.24 0.24 CITIGROUP FUNDING INC. 2012-07-12 2012-07-12 2.125 - 2.125 Other Instrument OTHER NOTE 14.80 15.20 CITIGROUP FDG IN. FDIC 2012-04-30 2012-04-30 0.603 - 0.603 Other Instrument OTHER NOTE 7.12 7.16 CITIBANK, N.A. 2012-06-04 2012-09-21 0.28 - 1.875 Other Instrument OTHER NOTE 7.66 7.72 GMACLLC7.30%PUBLICINCOMENOTES( 2012-12-19 2012-12-19 0.309 - 0.309 Other Instrument OTHER NOTE 2.37 2.38 GE CAPITAL CORP FDIC 2011-12-09 2012-06-08 2.2 - 3 Other Instrument OTHER NOTE 9.36 9.64 JPMORGAN CHASE & CO. 2011-12-01 2012-12-26 0.558 - 3.125 Other Instrument OTHER NOTE 22.59 22.76 METLIFE, INC. 2012-06-29 2012-06-29 0.627 - 0.627 Other Instrument OTHER NOTE 9.91 9.96 MORGAN STANLEY (FDIC TLGP) 2011-12-01 2012-06-20 0.592 - 1.95 Other Instrument OTHER NOTE 21.98 22.09 NEW YORK COMMUNITY BANK 2011-12-16 2011-12-16 3 - 3 Other Instrument OTHER NOTE 1.54 1.59 PNC FUNDING CORP 2012-04-01 2012-04-01 0.504 - 0.504 Other Instrument OTHER NOTE 14.01 14.05 REGIONS BANK FDIC TLGP 2011-12-09 2011-12-09 3.25 - 3.25 Other Instrument OTHER NOTE 8.89 9.17 Unrated Security 2011-05-02 2011-05-02 N N N 3503.00 3502.84 0.0000 N 3502.84 3502.84 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SSG4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-11-01 2035-11-01 2.565 - 2.565 Government Agency Debt 13780000.00 2042717.43 Unrated Security 2011-05-06 2011-05-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2011-11-01 2041-04-01 3 - 7 Government Agency Debt 32079.42 15292.54 FEDERAL NATIONAL MORTGAGE ASSOC 2037-11-01 2048-12-01 4.5 - 6.5 Government Agency Debt 19678.68 8526.79 Unrated Security 2011-05-02 2011-05-02 N N N 23352.00 23352.28 0.0000 N 23352.28 23352.28 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.06%, dated 4/29/2011 due 05/02/2011 41L993BD7_06042 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-04-15 2041-03-15 0.585 - 238 Government Agency Debt 16314.23 5716.52 FEDERAL NATIONAL MORTGAGE ASSOC 2013-06-25 2041-04-25 0.479 - 9.25 Government Agency Debt 15101.74 6154.60 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2012-06-15 2012-06-15 3.125 - 3.125 Other Instrument CORPORATE 1419.45 1480.17 BANCO BILBAO VIZCAYA ARGENTARIA PUERTO RICO FDIC 2012-06-22 2012-06-22 2.45 - 2.45 Other Instrument CORPORATE 897.31 925.13 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-12-20 2041-04-20 4 - 7 Government Agency Debt 212.34 155.36 Unrated Security 2011-05-02 2011-05-02 N N N 14011.00 14011.37 0.0000 N 14011.37 14011.37 Barclays Capital, Inc. Barclays Capital, Inc., 0.32% 41K990AM5 0000851376 Other Repurchase Agreement N 51-100 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 347320.00 7560496.78 Unrated Security 2011-05-02 2011-05-02 Y BARCLAYS CAPITAL(NON GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0033 N 7000000.00 7000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.32% 41K990BX0 0000851376 Other Repurchase Agreement N FIVE STAR QUAL CARE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 30911.00 256870.41 COGO GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 33812.00 274553.44 BEAZER HOMES USA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6.00 28.08 BCIP INVJN21 VX21-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26457.00 684971.73 AUDIOVOX CO -A- 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 37218.00 274668.84 ACI WORLDWIDE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8369.00 271741.43 GREEN DOT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5.00 241.80 SUSSER HLDGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 19695.00 274154.40 STANDARD REGISTER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 77915.00 272702.50 SEALED AIR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8961.00 230924.97 SPDR KBW BANK ETF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 83551.00 2145589.68 RUBICON TECH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 65.00 1825.20 QUAKER CHEMIC. 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2725.00 121916.50 QAD-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 24487.00 273274.92 MCDERMOTT INTL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4013.00 92780.56 IDENIX PHARM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 43256.00 224066.08 Unrated Security 2011-05-03 2011-05-03 Y BARCLAYS CAPITAL(NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0023 N 5000000.00 5000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.32% 41K990EK5 0000851376 Other Repurchase Agreement N CASH AMER INTL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9000.00 425250.00 CORNING INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 19800.00 416592.00 DORAL FINANCIAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 324850.00 422305.00 WELLCARE HEALTH PLN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3731.00 163044.70 CAPITALSOURCE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 61200.00 422280.00 AMERESCO-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25112.00 418868.16 WEINGARTEN RLTY-SBI 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 15800.00 420438.00 QUICKSILVER RES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 28979.00 423962.77 MDU RES GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 18200.00 428246.00 M&T BANK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4711.00 418855.01 KINDER MORGAN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14701.00 423829.83 KILROY REALTY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10100.00 419251.00 FRST AMER FINCL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10954.00 173839.98 EL PASO ELECTRIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13733.00 423388.39 Unrated Security 2011-05-06 2011-05-06 Y BARCLAYS CAPITAL(NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0023 N 5000000.00 5000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 41K990CJ0 0000851376 Other Repurchase Agreement N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2041-07-15 2041-07-15 5.211 - 5.211 Other Instrument MORTGAGE 1763755.00 1636983.35 BANC OF AMERICA COMMERCIAL MORTGAGE 2045-10-10 2045-10-10 5.39 - 5.39 Other Instrument MORTGAGE 2555206.00 2608782.85 Unrated Security 2011-05-06 2011-05-06 Y BARCLAYS CAPITAL(NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0019 N 4000000.00 4000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NJE7 0000851376 Other Repurchase Agreement N LB-UBS COMMERCIAL MORTGAGE TRUST 2040-02-17 2040-02-17 5.455 - 5.455 Other Instrument MORTGAGE 2017025.00 2093491.20 BANC OF AMERICA COMMERCIAL MORTGAGE 2045-10-10 2045-10-10 5.39 - 5.39 Other Instrument MORTGAGE 5198748.00 5307753.90 Unrated Security 2011-08-02 2011-08-02 Y BARCLAYS CAPITAL(NON GOV REPO) 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 4.5 - 4.5 Other Instrument EQUITY 3096000.00 5789520.00 Unrated Security 2011-08-02 2011-08-02 Y BARCLAYS CAPITAL(NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0023 Y 5000000.00 5000000.00 Barclays Capital, Inc. 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Deutsche Bank Securities, Inc., 0.41% 39Q99VUQ4 0000058056 Other Repurchase Agreement N BERRY PLASTICS HLDG CORP 2016-03-01 2016-03-01 10.25 - 10.25 Other Instrument CORPORATE 2647.00 2710.56 CITIGROUP MTG LN TR 2007-9 2047-03-25 2047-03-25 N/A Other Instrument MORTGAGE 86049.00 34232.30 ENERGY XXI GULF COAST INC 2017-12-15 2017-12-15 N/A Other Instrument CORPORATE 1564035.00 1746516.61 ISTAR FINL INC 2012-03-01 2012-03-01 5.15 - 5.15 Other Instrument CORPORATE 1214.00 1224.07 BANC OF AMERICA COMMERCIAL MORTGAGE 2049-01-15 2049-01-15 5.747 - 5.747 Other Instrument MORTGAGE 36098.00 12536.35 JP MORGAN MORTGAGE ACQUISITION CORP 2031-03-25 2031-03-25 6.036 - 6.036 Other Instrument ASSET BACKED 44619.00 30019.97 TOWN SPORTS INTL HLDGS INC 2014-02-01 2014-02-01 11 - 11 Other Instrument CORPORATE 71631.00 74989.70 LOUISIANA PAC CORP 2017-03-15 2017-03-15 13 - 13 Other Instrument CORPORATE 86.00 92.10 MORGAN STANLEY CAPITAL I 2041-06-13 2041-06-13 0.142 - 0.142 Other Instrument MORTGAGE 4483731.00 21006.32 SOUNDVIEW HOME LOAN TRUST 2036-12-25 2036-12-25 0.47 - 0.47 Other Instrument ASSET BACKED 2359659.00 1346641.03 First Tier Security 2011-05-06 2011-05-06 Y DEUTSCHE BC SEC INC(NON GOV) 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% 39Q99VWW9 0000058056 Other Repurchase Agreement N COUNTRYWIDE HOME LOANS 2035-08-20 2035-08-20 2.825 - 2.825 Other Instrument MORTGAGE 7118855.00 2156712.91 GSAA HOME EQUITY TRUST 2036-11-25 2036-11-25 0.273 - 0.273 Other Instrument ASSET BACKED 299861.00 31563.66 ISTAR FINL INC 2016-03-15 2016-03-15 5.875 - 5.875 Other Instrument CORPORATE 6222.00 5644.48 MGM RESORTS INTL FORMERLY MGM GRAND INC TO 08/01 2013-04-01 2013-04-01 6.75 - 6.75 Other Instrument CORPORATE 1007779.00 1030705.97 STRUCTURED ASSET SECURITIES CORPORATION 2035-08-25 2035-08-25 6 - 6 Other Instrument MORTGAGE 13463.00 5479.57 TOWN SPORTS INTL HLDGS INC 2014-02-01 2014-02-01 11 - 11 Other Instrument CORPORATE 26321.00 27555.16 First Tier Security 2011-05-06 2011-05-06 Y DEUTSCHE BC SEC INC(NON GOV) 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 3158811.92 First Tier Security 2011-05-06 2011-05-06 Y DEUTSCHE BC SEC INC(NON GOV) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 Deutsche Bank Securities, Inc. 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Goldman Sachs & Co., 0.25% 40M99HFG6 0000769993 Other Repurchase Agreement N US TREASURY 2017-07-31 2017-07-31 2.375 - 2.375 Treasury Debt 8157800.00 8160283.89 First Tier Security 2011-05-04 2011-05-04 Y GOLDMAN SACHS&CO(NON GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0037 N 8000000.00 8000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.33% 36N99SMV8 0000877559 Other Repurchase Agreement N BANK OF AMERICA CORPORATION 2017-12-01 2017-12-01 5.75 - 5.75 Other Instrument CORPORATE 665000.00 731380.07 WAL-MART STORES, INC. 2018-02-15 2018-02-15 5.8 - 5.8 Other Instrument CORPORATE 2090000.00 2420559.07 Unrated Security 2011-05-06 2011-05-06 Y ING FINL MKTS LLC(NONGOV REPO) 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., 0.30% 40W996TS8 Other Repurchase Agreement N SMURFIT-STONE CONTAINER CORP. 2011-04-30 2011-04-30 N/A Other Instrument OTHER NOTE 343311.00 13083582.21 TRANSOCEAN LTD. 2011-04-30 2011-04-30 N/A Other Instrument OTHER NOTE 631928.00 45612563.04 Unrated Security 2011-05-02 2011-05-02 N N N 54000000.00 54000000.00 0.0253 N 54000000.00 54000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.55% 40W996RW1 Other Repurchase Agreement N WELLS FARGO & COMPANY 2011-04-30 2011-04-30 N/A Other Instrument OTHER NOTE 445654.00 13044292.58 Unrated Security 2011-07-25 2011-07-25 N N N 12000000.00 12000000.00 0.0056 Y 12000000.00 12000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.65% 40W996SF7 Other Repurchase Agreement N SYMANTEC CORP 2011-04-30 2011-04-30 N/A Other Instrument OTHER NOTE 110472.00 2174088.96 Unrated Security 2011-10-24 2011-10-24 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.72% 40W996BL2 Other Repurchase Agreement N THE WILLIAMS COMPANY INC 2011-04-30 2011-04-30 N/A Other Instrument OTHER NOTE 333170.00 10881332.20 Unrated Security 2011-09-01 2011-09-01 N N N 10000000.00 10000000.00 0.0047 Y 10000000.00 10000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 38N99SVY8 Other Repurchase Agreement N SBA COMMUNICATIONS CORPORATION 2011-04-30 2011-04-30 N/A Other Instrument OTHER NOTE 5207000.00 7623527.04 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., 0.60% 41A99Q5T0 0001287279 Other Repurchase Agreement N SLM PRIVATE EDUCATION LOAN TRU 2017-08-15 2017-08-15 6.219 - 6.219 Other Instrument ASSET BACKED 19740000.00 18901769.70 Unrated Security 2011-05-02 2011-05-02 N N N 18000000.00 18000000.00 0.0084 N 18000000.00 18000000.00 J.P. Morgan Securities, Inc. J.P. 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Mizuho Securities USA, Inc., 0.44% 38S994PY3 Other Repurchase Agreement N GILEAD SCIENCES INC 2016-05-01 2016-05-01 1.625 - 1.625 Other Instrument EQUITY 3000.00 3380.35 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 123907.00 3310795.04 ERP OPER LTD PARTNERSHIP 2026-08-15 2026-08-15 3.85 - 3.85 Other Instrument EQUITY 10000.00 10503.14 RESEARCH MOTION 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 531.00 30049.29 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 31.00 10760.41 ARES CAP CORP 2016-06-01 2016-06-01 N/A Other Instrument EQUITY 71624.00 73772.72 First Tier Security 2011-05-03 2011-05-03 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 Mizuho Securities USA, Inc. 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Mizuho Securities USA, Inc., 0.65% 38S994MJ9 Other Repurchase Agreement N ABBOTT LABS 2016-05-15 2016-05-15 5.875 - 5.875 Other Instrument CORPORATE 758.00 897.44 RAYONIER TRS HLDGS INC 2012-10-15 2012-10-15 3.75 - 3.75 Other Instrument EQUITY 10032.00 12542.09 ERP OPER LTD PARTNERSHIP 2026-08-15 2026-08-15 3.85 - 3.85 Other Instrument EQUITY 1012251.00 1063181.28 ARES CAP CORP 2016-02-01 2016-02-01 N/A Other Instrument EQUITY 8016.00 8569.55 First Tier Security 2011-05-06 2011-05-06 Y MIZUHO SECS USA (NON GOV REPO) 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., 0.34% 37U99PWH4 0000050916 Other Repurchase Agreement N SANTANDER US DEBT S A UNIPERSONAL 2013-10-07 2013-10-07 2.991 - 2.991 Other Instrument CORPORATE 6211.00 6281.67 DIRECTV HLDGS LLC / DIRECTV FING INC 2021-03-01 2021-03-01 5 - 5 Other Instrument CORPORATE 564.00 580.98 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2015-09-21 2015-09-21 4.375 - 4.375 Other Instrument CORPORATE 313000.00 335360.11 KEYSPAN GAS EAST CORP 2041-04-01 2041-04-01 5.819 - 5.819 Other Instrument CORPORATE 20.00 20.53 MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 2013-02-05 2013-02-05 5.45 - 5.45 Other Instrument CORPORATE 3502.00 3771.54 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2012-04-01 2012-04-01 6.6 - 6.6 Other Instrument CORPORATE 128.00 135.69 ROYAL BK CDA 2015-04-14 2015-04-14 3.125 - 3.125 Other Instrument CORPORATE 1706222.00 1766540.50 First Tier Security 2011-05-05 2011-05-05 Y RBC CAP MARKETS CO(NON-GOV RP) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.43% 37U99PWS0 0000050916 Other Repurchase Agreement N COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-08-25 2035-08-25 0.77 - 0.77 Other Instrument ASSET BACKED 2634579.00 2098419.52 CSMC SER 2009-15R 2036-10-26 2036-10-26 N/A Other Instrument MORTGAGE 82493.00 54251.61 JEFFERIES RESECURITIZATION TR 2009-R13 2037-10-25 2037-10-25 N/A Other Instrument ASSET BACKED 8909.00 6271.01 First Tier Security 2011-05-04 2011-05-04 Y RBC CAP MARKETS CO(NON-GOV RP) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.56% 35J99RVP0 0000808379 Other Repurchase Agreement N CAPITAL ONE MULTI-ASSET EXECUT 2016-07-15 2016-07-15 2.469 - 2.469 Other Instrument ASSET BACKED 8495000.00 8644767.70 Unrated Security 2011-05-06 2011-05-06 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0037 N 8000000.00 8000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.74% 35J99RRD2 0000808379 Other Repurchase Agreement N CAPITAL ONE MULTI-ASSET EXECUT 2016-07-15 2016-07-15 2.469 - 2.469 Other Instrument ASSET BACKED 7430000.00 7560991.64 Unrated Security 2011-06-03 2011-06-03 Y RBS SECS INC (NON GOV REPO) 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, 0.56% 40Q995BW7 Other Repurchase Agreement N U-HAUL S FLEET LLC 2007-1 DC-1 2020-02-25 2020-02-25 5.559 - 5.559 Other Instrument ASSET BACKED 715000.00 409219.74 RED RIVER CLO LTD. 2018-07-27 2018-07-27 0.933 - 0.933 Other Instrument ASSET BACKED 5325000.00 3977155.02 MORGAN STANLEY INVESTMENT MANA 2018-01-15 2018-01-15 1.028 - 1.028 Other Instrument ASSET BACKED 5000000.00 3078210.06 First Tier Security 2011-05-06 2011-05-06 Y ROYAL BK SCOT PLC(NON GOV REPO N/A N/A N N 7000000.00 7000000.00 0.0033 N 7000000.00 7000000.00 UBS Securities LLC UBS Securities LLC, 0.41% 23M99SRM2 0000230611 Other Repurchase Agreement N UTILICORP CDA FIN CORP 2011-06-15 2011-06-15 7.75 - 7.75 Other Instrument CORPORATE 2026307.00 2101578.68 First Tier Security 2011-05-06 2011-05-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 UBS Securities LLC UBS Securities LLC, 0.47% 23M99SRU4 0000230611 Other Repurchase Agreement N CEPHALON INC 2014-05-01 2014-05-01 2.5 - 2.5 Other Instrument EQUITY 316000.00 383106.11 MBIA INS CORP 2033-01-15 2033-01-15 14 - 14 Other Instrument CORPORATE 4620345.00 2858966.81 First Tier Security 2011-05-06 2011-05-06 Y UBS SECS LLC (NON GOV REPO) 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, 0.36% 38U9955L7 0000276523 Other Repurchase Agreement N PRUDENTIAL FINL INC MEDIUM TERM NTS BOOK ENTRY 2040-06-21 2040-06-21 6.625 - 6.625 Other Instrument CORPORATE 1964511.00 2255249.89 NBC UNVL INC 2021-04-01 2021-04-01 4.375 - 4.375 Other Instrument CORPORATE 1026239.00 1004300.86 Unrated Security 2011-05-06 2011-05-06 Y WELLS FARGO SEC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00