N-MFP LIVE N 2011-07-29 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 None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N Y Prime 43 90 2290177387.17 6419949.04 8653962.19 2287943374.02 0.0031 1.0001 2011-07-29 1.0001 2011-07-29 C000048773 1.00 988287837.12 1.00 -3298858.70 44704033.51 48002892.21 0.0005 0.9999 2011-07-29 0.9999 2011-07-29 C000048775 1.00 159512030.26 1.00 -442518.01 8173328.32 8615846.33 0.0001 1.0000 2011-07-29 1.0000 2011-07-29 C000048776 1.00 182184357.73 1.00 4582091.55 13126914.33 8544822.78 0.0001 1.0001 2011-07-29 1.0001 2011-07-29 C000048774 1.00 957959148.91 1.00 176010.74 93863134.95 93687124.21 0.0003 1.0002 2011-07-29 1.0002 2011-07-29 Bank of Montreal Bank of Montreal, 0.19% 06366WAX2 Certificate of Deposit First Tier Security 2011-10-20 2011-10-20 N N N 5000000.00 5000000.00 0.0022 N 4999308.50 4999308.50 Bank of Montreal Bank of Montreal, 0.29% 06366UEK0 Certificate of Deposit First Tier Security 2011-08-22 2011-11-22 N N N 2000000.00 2000000.00 0.0009 N 1999786.00 1999786.00 Bank of Montreal Bank of Montreal, 0.30% 06366UD47 Certificate of Deposit First Tier Security 2011-10-06 2012-08-06 N N N 14000000.00 14000000.00 0.0061 N 13961836.00 13961836.00 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 0.0114 N 26008821.80 26008821.80 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 0.0157 N 36014011.20 36014011.20 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 06417D5X9 Certificate of Deposit First Tier Security 2011-12-23 2011-12-23 N N N 23000000.00 23000000.00 0.0101 N 23000931.50 23000931.50 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417D2A2 Certificate of Deposit First Tier Security 2011-08-11 2012-08-10 N N N 7000000.00 7000000.00 0.0031 N 6998229.00 6998229.00 Bank of Nova Scotia Bank of Nova Scotia, 0.33% 06417DJE6 Certificate of Deposit First Tier Security 2011-08-16 2012-06-15 N N N 6000000.00 6000000.00 0.0026 N 5999844.00 5999844.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.20% 06538DVU0 Certificate of Deposit First Tier Security 2011-08-09 2011-08-09 N N N 8000000.00 8000000.00 0.0035 N 7999975.20 7999975.20 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.20% 06538DVX4 Certificate of Deposit First Tier Security 2011-08-11 2011-08-11 N N N 27000000.00 27000000.00 0.0118 N 26999902.80 26999902.80 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.20% 06538DWV7 Certificate of Deposit First Tier Security 2011-08-22 2011-08-22 N N N 10000000.00 10000000.00 0.0044 N 9999933.00 9999933.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.20% 06538DXG9 Certificate of Deposit First Tier Security 2011-08-24 2011-08-24 N N N 10000000.00 10000000.00 0.0044 N 9999928.00 9999928.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.20% 06538DXT1 Certificate of Deposit First Tier Security 2011-08-29 2011-08-29 N N N 9000000.00 9000000.00 0.0039 N 8999922.60 8999922.60 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.20% 06538DXU8 Certificate of Deposit First Tier Security 2011-08-30 2011-08-30 N N N 7000000.00 7000000.00 0.0031 N 6999937.70 6999937.70 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 0.0066 N 15000394.50 15000394.50 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 0.0022 N 5000289.50 5000289.50 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 0.0026 N 6000379.20 6000379.20 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 0.0013 N 3000268.50 3000268.50 Bank Tokyo-Mitsubishi UFJ Ltd. Bank Tokyo-Mitsubishi UFJ Ltd., 0.20% 06538DVL0 Certificate of Deposit First Tier Security 2011-08-08 2011-08-08 N N N 8000000.00 8000000.00 0.0035 N 7999977.60 7999977.60 BNP Paribas BNP Paribas, 0.39% 05572WDN3 Certificate of Deposit First Tier Security 2011-08-18 2011-11-18 N N N 35000000.00 35000000.00 0.0153 N 34997025.00 34997025.00 BNP Paribas SA BNP Paribas SA, 0.45% 0556M55E1 Certificate of Deposit First Tier Security 2011-08-24 2011-09-27 N N N 12000000.00 12000000.00 0.0052 N 12002412.00 12002412.00 BNP Paribas SA BNP Paribas SA, 0.56% 0556M52R5 Certificate of Deposit First Tier Security 2011-08-30 2011-11-28 N N N 20000000.00 20007644.52 0.0087 N 20004680.00 20004680.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.28% 13606XF52 Certificate of Deposit First Tier Security 2011-08-04 2011-10-04 N N N 7000000.00 7000000.00 0.0031 N 6999419.00 6999419.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.28% 13606XF86 Certificate of Deposit First Tier Security 2011-08-08 2011-11-07 N N N 14000000.00 14000000.00 0.0061 N 13998320.00 13998320.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.30% 13606XM96 Certificate of Deposit First Tier Security 2011-10-11 2012-01-11 N N N 10000000.00 10000000.00 0.0044 N 9998690.00 9998690.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.30% 13606XN87 Certificate of Deposit First Tier Security 2011-10-17 2012-07-20 N N N 20000000.00 20000000.00 0.0087 N 19947340.00 19947340.00 Credit Suisse Credit Suisse, 0.25% 22550CA50 Certificate of Deposit First Tier Security 2011-08-02 2011-09-02 N N N 14000000.00 14000000.00 0.0061 N 13999440.00 13999440.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.20% 22550CT35 Certificate of Deposit First Tier Security 2011-10-04 2011-10-04 N N N 22000000.00 22000000.00 0.0096 N 21997951.80 21997951.80 Credit Suisse New York Branch Credit Suisse New York Branch, 0.24% 22550CU25 Certificate of Deposit First Tier Security 2011-10-25 2011-10-25 N N N 20000000.00 20000000.00 0.0087 N 19999512.00 19999512.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.24% 25600TYD3 Certificate of Deposit First Tier Security 2011-08-04 2011-08-04 N N N 7000000.00 7000000.00 0.0031 N 7000007.00 7000007.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687C4R5 Certificate of Deposit First Tier Security 2011-08-03 2011-08-03 N N N 8000000.00 8000000.00 0.0035 N 7999966.40 7999966.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687C4T1 Certificate of Deposit First Tier Security 2011-08-04 2011-08-04 N N N 16000000.00 16000000.00 0.0070 N 15999920.00 15999920.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.35% 63873EAL5 Certificate of Deposit First Tier Security 2011-09-23 2011-09-23 N N N 32000000.00 32000000.00 0.0140 N 32006460.80 32006460.80 National Bank Canada National Bank Canada, 0.30% 63306VY38 Certificate of Deposit First Tier Security 2011-08-08 2012-07-06 N N N 7000000.00 7000000.00 0.0031 N 6998712.00 6998712.00 National Bank Canada National Bank Canada, 0.37% 63306VP87 Certificate of Deposit First Tier Security 2011-08-05 2011-11-04 N N N 18000000.00 18000000.00 0.0079 N 17997768.00 17997768.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.20% 74977MXM2 Certificate of Deposit First Tier Security 2011-10-21 2011-10-21 N N N 11000000.00 11000000.00 0.0048 N 10999743.70 10999743.70 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.24% 74977MWQ4 Certificate of Deposit First Tier Security 2011-08-08 2012-06-08 N N N 20000000.00 20000000.00 0.0087 N 20000000.00 20000000.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.29% 74977MTN5 Certificate of Deposit First Tier Security 2011-08-02 2012-04-02 N N N 7000000.00 7000000.00 0.0031 N 7000014.00 7000014.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.29% 74977MTC9 Certificate of Deposit First Tier Security 2011-08-11 2012-03-12 N N N 40000000.00 40000000.00 0.0175 N 40007960.00 40007960.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.33% 74977MWX9 Certificate of Deposit First Tier Security 2011-09-06 2012-06-01 N N N 3000000.00 3000000.00 0.0013 N 2999268.00 2999268.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.33% 74977MWY7 Certificate of Deposit First Tier Security 2011-09-06 2012-06-01 N N N 7000000.00 7000000.00 0.0031 N 6998271.00 6998271.00 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 0.0031 N 7002968.00 7002968.00 Royal Bank of Canada Royal Bank of Canada, 0.59% 78009JKX2 Certificate of Deposit First Tier Security 2011-10-03 2012-07-31 N N N 27000000.00 27000000.00 0.0118 N 27035262.00 27035262.00 Royal Bank of Scotland NV Royal Bank of Scotland NV, 0.31% 78011AET3 Certificate of Deposit First Tier Security 2011-08-08 2011-08-08 N N N 15000000.00 15000000.00 0.0066 N 15000624.00 15000624.00 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 0.0087 N 20000356.00 20000356.00 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 0.0087 N 20000100.00 20000100.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86562EFB9 Certificate of Deposit First Tier Security 2011-08-16 2011-08-16 N N N 5000000.00 5000000.00 0.0022 N 5000050.00 5000050.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86562EGE2 Certificate of Deposit First Tier Security 2011-08-26 2011-08-26 N N N 9000000.00 9000000.00 0.0039 N 9000139.50 9000139.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86562EGW2 Certificate of Deposit First Tier Security 2011-09-02 2011-09-02 N N N 7000000.00 7000000.00 0.0031 N 6999932.10 6999932.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86562EGZ5 Certificate of Deposit First Tier Security 2011-09-06 2011-09-06 N N N 9000000.00 9000000.00 0.0039 N 8999902.80 8999902.80 Svenska Handelsbanken Svenska Handelsbanken, 0.30% 86959BTQ8 Certificate of Deposit First Tier Security 2011-11-03 2011-11-03 N N N 13000000.00 13000169.49 0.0057 N 13000167.70 13000167.70 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.27% 89112YSH7 Certificate of Deposit First Tier Security 2011-08-12 2012-01-12 N N N 6000000.00 6000000.00 0.0026 N 6000900.00 6000900.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.21% 05299WMS4 0000859994 Certificate of Deposit First Tier Security 2011-10-28 2011-10-28 N N N 5000000.00 5000000.00 0.0022 N 4999873.50 4999873.50 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.25% 05299WMT2 0000859994 Certificate of Deposit First Tier Security 2011-11-30 2011-11-30 N N N 5000000.00 5000000.00 0.0022 N 5000000.00 5000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.20% 202991UP8 0000008565 Certificate of Deposit First Tier Security 2011-10-21 2011-10-21 N N N 8000000.00 8000089.95 0.0035 N 7999720.00 7999720.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.21% 202991UR4 0000008565 Certificate of Deposit First Tier Security 2011-10-31 2011-10-31 N N N 10000000.00 10000000.00 0.0044 N 9999739.00 9999739.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 202991US2 0000008565 Certificate of Deposit First Tier Security 2011-11-30 2011-11-30 N N N 10000000.00 10000000.00 0.0044 N 10000000.00 10000000.00 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 0.0105 N 24002032.80 24002032.80 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 0.0087 N 20000832.00 20000832.00 Credit Agricole SA Credit Agricole SA, 0.36% 22999KMA7 0001191672 Certificate of Deposit First Tier Security 2011-10-05 2011-10-05 N N N 13000000.00 13000000.00 0.0057 N 13001220.70 13001220.70 Credit Industriel et Commercial Credit Industriel et Commercial, 0.31% 22999AHG2 0001274419 Certificate of Deposit First Tier Security 2011-09-01 2011-09-01 N N N 30000000.00 30000000.00 0.0131 N 30002547.00 30002547.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.35% 22999AHH0 0001274419 Certificate of Deposit First Tier Security 2011-09-02 2011-09-02 N N N 30000000.00 30000000.00 0.0131 N 30003786.00 30003786.00 HSBC Bank PLC HSBC Bank PLC, 0.38% 35X99QAT1 0001140465 Certificate of Deposit First Tier Security 2012-02-09 2012-02-09 N N N 3000000.00 3000000.00 0.0013 N 3001131.00 3001131.00 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 0.0017 N 4001445.20 4001445.20 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 0.0031 N 6994018.50 6994018.50 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAU8 0001140465 Certificate of Deposit First Tier Security 2012-05-10 2012-05-10 N N N 9000000.00 9000000.00 0.0039 N 9007095.60 9007095.60 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 5999998.92 0.0026 N 6007808.40 6007808.40 HSBC Bank PLC HSBC Bank PLC, 0.55% 35X99QAQ7 0001140465 Certificate of Deposit First Tier Security 2012-03-15 2012-03-15 N N N 7000000.00 7000000.00 0.0031 N 7006652.80 7006652.80 ING Bank NV ING Bank NV, 0.21% 42K99YCW5 0001017255 Certificate of Deposit First Tier Security 2011-09-01 2011-09-01 N N N 10000000.00 10000000.00 0.0044 N 9999906.00 9999906.00 ING Bank NV ING Bank NV, 0.27% 37X99J5N2 0001017255 Certificate of Deposit First Tier Security 2011-08-10 2011-08-10 N N N 21000000.00 21000000.00 0.0092 N 21001329.30 21001329.30 ING Bank NV ING Bank NV, 0.29% 38T99AAS7 Certificate of Deposit First Tier Security 2011-08-04 2011-08-04 N N N 25000000.00 25000000.00 0.0109 N 25000415.00 25000415.00 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 0.0092 N 21000193.20 21000193.20 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.22% 12R99TXC3 0001167831 Certificate of Deposit First Tier Security 2011-09-09 2011-09-09 N N N 24000000.00 24000000.00 0.0105 N 24001677.60 24001677.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% 6329909H2 0000833029 Certificate of Deposit First Tier Security 2011-09-08 2011-09-08 N N N 35000000.00 35000000.00 0.0153 N 35002789.50 35002789.50 National Australia Bank Ltd. National Australia Bank Ltd., 0.21% 6329909Y5 0000833029 Certificate of Deposit First Tier Security 2011-10-12 2011-10-12 N N N 20000000.00 20000000.00 0.0087 N 19999582.00 19999582.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 6329909E9 0000833029 Certificate of Deposit First Tier Security 2011-12-01 2011-12-01 N N N 8000000.00 8000000.00 0.0035 N 8000551.20 8000551.20 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.24% 10513DDD9 Certificate of Deposit First Tier Security 2011-11-17 2011-11-17 N N N 4000000.00 4000000.00 0.0017 N 4000492.80 4000492.80 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.27% 10513DDH0 Certificate of Deposit First Tier Security 2011-12-05 2011-12-05 N N N 4000000.00 4000000.00 0.0017 N 4000429.60 4000429.60 Abn Amro Funding USA LLC Abn Amro Funding USA LLC, 0.25% 00084CX56 Financial Company Commercial Paper First Tier Security 2011-10-05 2011-10-05 N N N 16000000.00 15992777.78 0.0070 N 15993321.60 15993321.60 Asb Finance Ltd. (LONDON) Asb Finance Ltd. (LONDON), 0.33% 0020P5CC1 Financial Company Commercial Paper First Tier Security 2011-09-23 2012-03-23 N N N 23000000.00 22999440.86 0.0101 N 23012834.00 23012834.00 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 3999502.22 0.0017 N 3999748.80 3999748.80 BP Capital Markets PLC BP Capital Markets PLC, 0.20% 05568UXL5 Financial Company Commercial Paper First Tier Security 2011-10-20 2011-10-20 N N N 12000000.00 11994666.67 0.0052 N 11994945.60 11994945.60 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.24% 12802WXB5 Financial Company Commercial Paper First Tier Security 2011-10-11 2011-10-11 N N N 10000000.00 9995266.66 0.0044 N 9997759.00 9997759.00 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.27% 12802YAB6 Financial Company Commercial Paper First Tier Security 2011-08-03 2012-05-25 N N N 7000000.00 6999383.34 0.0031 N 7001134.00 7001134.00 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.31% 12802WY40 Financial Company Commercial Paper First Tier Security 2011-11-04 2011-11-04 N N N 15000000.00 14987729.17 0.0066 N 14994895.50 14994895.50 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.31% 12802WYJ7 Financial Company Commercial Paper First Tier Security 2011-11-18 2011-11-18 N N N 13000000.00 12987798.06 0.0057 N 12994540.00 12994540.00 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.33% 20260BVB1 Financial Company Commercial Paper First Tier Security 2011-08-11 2011-08-11 N N N 14000000.00 13998736.11 0.0061 N 13999216.00 13999216.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.20% 20272EX60 Financial Company Commercial Paper First Tier Security 2011-10-06 2011-10-06 N N N 16000000.00 15994133.33 0.0070 N 15995032.00 15995032.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272AAL0 Financial Company Commercial Paper First Tier Security 2011-08-26 2011-08-26 N N N 4000000.00 4000000.00 0.0017 N 4000180.00 4000180.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.31% 20272AAV8 Financial Company Commercial Paper First Tier Security 2011-08-22 2011-11-21 N N N 3000000.00 3000000.00 0.0013 N 2999925.00 2999925.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.32% 20272AAR7 Financial Company Commercial Paper First Tier Security 2011-08-04 2011-10-28 N N N 5000000.00 5000000.00 0.0022 N 5000005.00 5000005.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.20% 2254EBV24 Financial Company Commercial Paper First Tier Security 2011-08-02 2011-08-02 N N N 12000000.00 11999933.33 0.0052 N 11999812.80 11999812.80 Danske Corp. Danske Corp., 0.30% 2363F7WK0 Financial Company Commercial Paper First Tier Security 2011-09-19 2011-09-19 N N N 8000000.00 7996733.33 0.0035 N 7997631.20 7997631.20 DnB NOR Bank ASA DnB NOR Bank ASA, 0.22% 2332K1XL9 Financial Company Commercial Paper First Tier Security 2011-10-20 2011-10-20 N N N 2000000.00 1999022.22 0.0009 N 1998888.80 1998888.80 DnB NOR Bank ASA DnB NOR Bank ASA, 0.27% 2332K1Z78 Financial Company Commercial Paper First Tier Security 2011-12-07 2011-12-07 N N N 3000000.00 2997120.00 0.0013 N 2996561.40 2996561.40 Nordea North America, Inc. Nordea North America, Inc., 0.21% 6555P1XJ1 Financial Company Commercial Paper First Tier Security 2011-10-18 2011-10-18 N N N 12000000.00 11994670.00 0.0052 N 11994384.00 11994384.00 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.32% 74977KAC3 Financial Company Commercial Paper First Tier Security 2012-01-12 2012-01-12 N N N 7000000.00 6989795.56 0.0031 N 6995096.50 6995096.50 Royal Bank of Canada Royal Bank of Canada, 0.30% 78009BYP1 Financial Company Commercial Paper First Tier Security 2011-11-23 2011-11-23 N N N 8000000.00 7992400.00 0.0035 N 7996932.00 7996932.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.21% 83050UW61 Financial Company Commercial Paper First Tier Security 2011-09-06 2011-09-06 N N N 14000000.00 13997060.00 0.0061 N 13997088.00 13997088.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.28% 83050UX78 Financial Company Commercial Paper First Tier Security 2011-10-07 2011-10-07 N N N 3000000.00 2998436.67 0.0013 N 2998699.20 2998699.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% 83050UX78 Financial Company Commercial Paper First Tier Security 2011-10-07 2011-10-07 N N N 10000000.00 9994416.67 0.0044 N 9995664.00 9995664.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.28% 83365SW17 Financial Company Commercial Paper First Tier Security 2011-09-01 2011-09-01 N N N 10000000.00 9997588.89 0.0044 N 9998253.00 9998253.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958GXU4 Financial Company Commercial Paper First Tier Security 2011-10-28 2011-10-28 N N N 20000000.00 19989244.45 0.0087 N 19988776.00 19988776.00 Swedbank AB Swedbank AB, 0.21% 87019SVV3 Financial Company Commercial Paper First Tier Security 2011-08-29 2011-08-29 N N N 9000000.00 8998530.00 0.0039 N 8998596.90 8998596.90 Swedbank AB Swedbank AB, 0.23% 87019SVX9 Financial Company Commercial Paper First Tier Security 2011-08-31 2011-08-31 N N N 8000000.00 7998466.67 0.0035 N 7998650.40 7998650.40 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 2998733.33 0.0013 N 2999436.30 2999436.30 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 2998500.00 0.0013 N 2999312.10 2999312.10 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 2995240.00 0.0013 N 2996583.00 2996583.00 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-08-08 2011-10-07 N N N 4000000.00 4000000.00 0.0017 N 3999644.00 3999644.00 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-08-19 2011-09-19 N N N 8000000.00 8000000.00 0.0035 N 7999824.00 7999824.00 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-08-23 2011-09-23 N N N 8000000.00 8000000.00 0.0035 N 7999848.00 7999848.00 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 6996325.00 0.0031 N 6998950.00 6998950.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.21% 56274MVJ8 Asset Backed Commercial Paper First Tier Security 2011-08-18 2011-08-18 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 15000000.00 14998512.51 0.0066 N 14998333.50 14998333.50 Northern Pines Funding LLC Northern Pines Funding LLC, 0.34% 66560MAB0 Asset Backed Commercial Paper First Tier Security 2011-08-08 2011-12-01 N N Y OBLIGOR DEUTSCHE BK SECS INC N/A N/A LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 3000000.00 3000000.00 0.0013 N 2999703.00 2999703.00 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.22% 03523LV51 Other Commercial Paper Second Tier Security 2011-08-05 2011-08-05 N N N 2000000.00 1999951.11 0.0009 N 1999906.60 1999906.60 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.25% 03523LV51 Other Commercial Paper Second Tier Security 2011-08-05 2011-08-05 N N N 1000000.00 999972.22 0.0004 N 999953.30 999953.30 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.25% 03523LVB8 Other Commercial Paper Second Tier Security 2011-08-11 2011-08-11 N N N 3000000.00 2999791.67 0.0013 N 2999723.70 2999723.70 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.25% 03523LVN2 Other Commercial Paper Second Tier Security 2011-08-22 2011-08-22 N N N 1000000.00 999854.17 0.0004 N 999818.00 999818.00 Comcast Corp. Comcast Corp., 0.38% 2003A3V19 Other Commercial Paper Second Tier Security 2011-08-01 2011-08-01 N N N 11000000.00 11000000.00 0.0048 N 10999780.00 10999780.00 Duke Energy Corp. Duke Energy Corp., 0.34% 26244JW96 Other Commercial Paper Second Tier Security 2011-09-09 2011-09-09 N N N 3000000.00 2998895.00 0.0013 N 2999103.90 2999103.90 Duke Energy Corp. Duke Energy Corp., 0.40% 26244JWC9 Other Commercial Paper Second Tier Security 2011-09-12 2011-09-12 N N N 2000000.00 1999066.67 0.0009 Y 1999000.00 1999000.00 Texas Instruments, Inc. Texas Instruments, Inc., 0.20% 88250UZ65 Other Commercial Paper First Tier Security 2011-12-06 2011-12-06 N N N 1000000.00 999294.44 0.0004 N 998869.70 998869.70 Texas Instruments, Inc. Texas Instruments, Inc., 0.20% 88250UZC2 Other Commercial Paper First Tier Security 2011-12-12 2011-12-12 N N N 1000000.00 999261.11 0.0004 N 998787.30 998787.30 Verizon Communications, Inc. Verizon Communications, Inc., 0.39% 92344PUV6 Other Commercial Paper Second Tier Security 2011-08-01 2011-09-12 Y VERIZON COMMUNICATIONS INC N/A N/A N N 10000000.00 10000000.00 0.0044 N 10004320.00 10004320.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.30% 92780KV47 Other Commercial Paper Second Tier Security 2011-08-04 2011-08-04 N N N 7000000.00 6999825.00 0.0031 N 6999720.00 6999720.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.32% 92780KVF2 Other Commercial Paper Second Tier Security 2011-08-15 2011-08-15 N N N 1000000.00 999875.55 0.0004 N 999875.80 999875.80 Xerox Corp. Xerox Corp., 0.50% 98412FW81 Other Commercial Paper Second Tier Security 2011-09-08 2011-09-08 N N N 1000000.00 999472.23 0.0004 N 999430.00 999430.00 Xerox Corp. Xerox Corp., 0.50% 98412FW99 Other Commercial Paper Second Tier Security 2011-09-09 2011-09-09 N N N 3000000.00 2998375.00 0.0013 N 2998439.10 2998439.10 ABAG Fin. Auth. for Nonprofit Corps. Rev. ABAG Fin. Auth. for Nonprofit Corps. Rev., 0.11% (Valley Christian Schools Proj.) Series 2003, LOC Bank of America NA VRDN 00037CEY2 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 7180000.00 7180000.00 0.0031 N 7180000.00 7180000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.06% (Scripps Health Proj.) Series 2008 E, LOC Bank of America NA VRDN 13033F5K2 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6000000.00 6000000.00 0.0026 N 6000000.00 6000000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.06% (Catholic Healthcare West Proj.) Series 2005 H, LOC Bank of America NA VRDN 13033FF54 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9700000.00 9700000.00 0.0042 N 9700000.00 9700000.00 California Hsg. Fin. Agcy. Multifamily Hsg. Rev. California Hsg. Fin. Agcy. Multifamily Hsg. Rev., 0.07% Series 2008 B, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 130036AL0 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FANNIE MAE N/A N/A FREDDIE MAC N/A N/A N N 20015000.00 20015000.00 0.0087 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., 0.06% Series 2010 A3, LOC JPMorgan Chase Bank VRDN 79765A3M6 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 13000000.00 13000000.00 0.0057 N 13000000.00 13000000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.07% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 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 0.0122 N 28000000.00 28000000.00 Colorado Hsg. Fin. Auth. Single Family Mtg. Rev. Colorado Hsg. Fin. Auth. Single Family Mtg. Rev., 0.05% Series 2008 A3, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 196483CV1 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FANNIE MAE N/A N/A FREDDIE MAC N/A N/A N N 10000000.00 10000000.00 0.0044 N 10000000.00 10000000.00 Denver Urban Renewal Auth. Tax Increment Rev. Denver Urban Renewal Auth. Tax Increment Rev., 0.09% Series 2008 A1, LOC U.S. Bank NA, Minnesota VRDN 249301EC2 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 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 0.0030 N 6900000.00 6900000.00 Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.07% (Catholic Healthcare West Proj.) Series 2009 F, LOC Citibank NA VRDN 040507MK8 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 15600000.00 15600000.00 0.0068 N 15600000.00 15600000.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.06% Series 2004 A6, LOC Mizuho Corporate Bank Ltd. VRDN 64966CLY5 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y MIZUHO CORPORATE BANK LTD N/A N/A Y MIZUHO CORPORATE BANK LTD N/A N/A N 14475000.00 14475000.00 0.0063 N 14475000.00 14475000.00 Clark County Fuel Tax Clark County Fuel Tax, 0.11% Participating VRDN Series BA 08 1171, (Liquidity Facility Bank of America NA) 05248P4D4 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y BANK OF AMERICA NA N/A N/A N N 11135000.00 11135000.00 0.0049 N 11135000.00 11135000.00 Highlands County Health Facilities Auth. Rev. Highlands County Health Facilities Auth. Rev., 0.05% (Adventist Health Sys./Sunbelt Obligated Group Proj.) Series 2005 H, LOC U.S. Bank NA, Minnesota 431022QW5 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 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 0.0044 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0044 N 10000000.00 10000000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.06% (Dayton Pwr. & Lt. Co. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 677525SZ1 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9000000.00 9000000.00 0.0039 N 9000000.00 9000000.00 Indiana Edl. Facilities Auth. Rev. Indiana Edl. Facilities Auth. Rev., 0.08% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 8350000.00 8350000.00 0.0036 N 8350000.00 8350000.00 South Carolina Jobs-Econ. Dev. Auth. South Carolina Jobs-Econ. Dev. Auth., 0.08% (AnMed Health Proj.) Series 2009 A, LOC Branch Banking & Trust Co. VRDN 83703FBX9 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 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 0.0010 N 2250000.00 2250000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.35% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2011-08-01 2011-08-01 Y DELMARVA POWER & LIGHT N/A N/A N N 1900000.00 1900000.00 0.0008 N 1900000.00 1900000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.31% 2027A0FM6 Other Note First Tier Security 2011-10-12 2012-02-10 N N N 7000000.00 7000000.00 0.0031 N 7001036.00 7001036.00 Royal Bank of Canada Royal Bank of Canada, 0.27% 78008KXS7 Other Note First Tier Security 2011-08-08 2012-08-06 N N N 21000000.00 20992727.49 0.0092 N 21013524.00 21013524.00 Royal Bank of Canada Royal Bank of Canada, 0.30% 78008FBA1 Other Note First Tier Security 2011-10-03 2012-07-31 N N N 27000000.00 27000000.00 0.0118 N 27007965.00 27007965.00 Royal Bank of Canada Royal Bank of Canada, 0.65% 78008FAM6 Other Note First Tier Security 2011-08-15 2012-08-15 N N N 23000000.00 23000000.00 0.0101 N 23026243.00 23026243.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 91621CAV3 Other Note First Tier Security 2011-08-23 2012-04-23 N N N 26000000.00 26000000.00 0.0114 N 25960350.00 25960350.00 Westpac Banking Corp. Westpac Banking Corp., 0.29% 9612E0CB1 Other Note First Tier Security 2011-08-08 2012-04-02 N N N 17000000.00 17000000.00 0.0074 N 16994492.00 16994492.00 Westpac Banking Corp. Westpac Banking Corp., 0.29% 91621CBA8 Other Note First Tier Security 2011-10-17 2012-06-14 N N N 19000000.00 19000000.00 0.0083 N 18994433.00 18994433.00 Westpac Banking Corp. Westpac Banking Corp., 0.31% 91621CBE0 Other Note First Tier Security 2011-08-11 2012-06-08 N N N 9000000.00 9000000.00 0.0039 N 8999613.00 8999613.00 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 7998020.00 0.0035 N 7998872.00 7998872.00 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 2995160.00 0.0013 N 2997411.00 2997411.00 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 18077797.68 0.0079 N 18080856.00 18080856.00 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 4007413.45 0.0018 N 4008124.00 4008124.00 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 3004352.38 0.0013 N 3005625.00 3005625.00 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 6006587.17 0.0026 N 6007968.00 6007968.00 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 9124271.42 0.0040 N 9128673.00 9128673.00 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 5027518.53 0.0022 N 5030860.00 5030860.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.58% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2011-10-01 2011-10-27 Y METROPOLITAN LIFE INS CO N/A N/A N N 10000000.00 10000000.00 0.0044 Y 9999950.00 9999950.00 New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 0.65% Bonds (New England Pwr. Co. Proj.) Series 1990 A, tender 08/11/2011, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2011-08-11 2011-08-11 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0022 N 5000000.00 5000000.00 GE Equipment Transportation LLC GE Equipment Transportation LLC, 0.29% 36161XAA4 Other Instrument Asset-Backed Securities First Tier Security 2012-07-20 2012-07-20 N N N 20632744.00 20632743.50 0.0090 N 20612841.16 20612841.16 Hyundai Auto Receivables Trust Hyundai Auto Receivables Trust, 0.24% 44890EAA8 Other Instrument Asset-Backed Securities First Tier Security 2012-05-15 2012-05-15 N N N 13222096.00 13222095.67 0.0058 N 13222498.95 13222498.95 Bank of America NA In a joint trading account with Bank of America NA at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_04197 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.366 - 6.5 Government Agency Debt 487996.73 446387.34 Unrated Security 2011-08-01 2011-08-01 N N N 433380.00 433380.35 0.0002 N 433380.35 433380.35 Barclays Capital, Inc. Barclays Capital, Inc., 0.15% 42M99LGN7 0000851376 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-07-01 2041-07-01 5 - 5 Government Agency Debt 6677050.00 7140149.41 Unrated Security 2011-08-05 2011-08-05 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0031 N 7000000.00 7000000.00 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_06453 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2021-06-01 2041-08-01 1.999 - 6 Government Agency Debt 696627.33 551128.31 FEDERAL HOME LOAN MORTGAGE CORP 2025-02-01 2041-08-01 2.109 - 5.678 Government Agency Debt 453425.03 411851.23 US TREASURY 2011-12-15 2037-05-15 1.125 - 5 Treasury Debt 7598.14 8325.64 GOVERNMENT NATIONAL MORTAGE ASSOC 2011-09-15 2052-07-15 0 - 15 Government Agency Debt 1574004.04 171859.54 Unrated Security 2011-08-01 2011-08-01 N N N 1120681.00 1120681.46 0.0005 N 1120681.46 1120681.46 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_07629 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2041-06-01 3.123 - 5.5 Government Agency Debt 238039.46 232068.82 FEDERAL NATIONAL MORTGAGE ASSOC 2021-10-01 2041-07-01 0 - 5.715 Government Agency Debt 524893.12 447673.76 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-10-15 2041-06-20 2.5 - 6 Government Agency Debt 430173.96 345712.43 Unrated Security 2011-08-01 2011-08-01 N N N 1004749.00 1004748.89 0.0004 N 1004748.89 1004748.89 Citibank NA In a joint trading account with Citibank NA at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_26602 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-12-01 2050-01-01 3.5 - 7 Government Agency Debt 99142.43 48765.10 FEDERAL HOME LOAN MORTGAGE CORP 2018-09-01 2041-04-01 3.5 - 6.5 Government Agency Debt 82151.33 30070.49 Unrated Security 2011-08-01 2011-08-01 N N N 77288.00 77288.38 0.0000 N 77288.38 77288.38 Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_69850 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2019-01-01 2041-05-01 2.236 - 6 Government Agency Debt 402835.53 153862.03 FEDERAL NATIONAL MORTGAGE ASSOC 2020-03-01 2041-08-01 2.34 - 7 Government Agency Debt 723971.65 397289.90 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-07-15 2041-05-15 4 - 6 Government Agency Debt 126266.12 79532.78 Unrated Security 2011-08-01 2011-08-01 N N N 618307.00 618307.01 0.0003 N 618307.01 618307.01 Credit Agricole Securities (USA), Inc. In a joint trading account with Credit Agricole Securities (USA), Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_05222 Government Agency Repurchase Agreement Y US TREASURY 2015-02-28 2016-04-30 2.375 - 2.625 Treasury Debt 16140.78 17228.22 FEDERAL HOME LOAN BANK 2011-12-30 2019-05-15 0.25 - 5.375 Government Agency Debt 118905.08 109319.38 FEDERAL NATIONAL MORTGAGE ASSOC 2011-08-01 2029-05-15 0 - 6.25 Government Agency Debt 79800.56 82585.53 FEDERAL HOME LOAN MORTGAGE CORP 2011-10-05 2015-11-17 0 - 4.75 Government Agency Debt 103653.30 106208.82 Unrated Security 2011-08-01 2011-08-01 N N N 309154.00 309153.51 0.0001 N 309153.51 309153.51 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_06399 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2037-01-20 2059-07-20 2.5 - 5.504 Government Agency Debt 369233.58 353773.59 FEDERAL NATIONAL MORTGAGE ASSOC 2023-05-25 2041-05-01 2.011 - 6.5 Government Agency Debt 1292255.11 771968.68 FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-10-01 2.913 - 5.711 Government Agency Debt 104326.31 60764.67 Unrated Security 2011-08-01 2011-08-01 N N N 1159326.00 1159325.64 0.0005 N 1159325.64 1159325.64 Goldman Sachs & Co. Goldman Sachs & Co., 0.06% 42P99BEN8 0000769993 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2023-11-01 5.5 - 5.5 Government Agency Debt 6833009.00 5197955.51 FEDERAL NATIONAL MORTGAGE ASSOC 2038-11-01 2040-01-01 5 - 5.5 Government Agency Debt 8517114.00 5002163.57 First Tier Security 2011-08-01 2011-08-01 Y GOLDMAN SACHS & CO (GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0044 N 10000000.00 10000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.07% 42P99BFC1 0000769993 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-01 2036-03-01 6 - 6 Government Agency Debt 11966253.00 5223971.82 FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2041-05-01 3.436 - 4.5 Government Agency Debt 1848236.00 1916112.47 First Tier Security 2011-08-02 2011-08-02 Y GOLDMAN SACHS & CO (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0031 N 7000000.00 7000000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_39304 Government Agency Repurchase Agreement Y RESOLUTION FUNDING CORP 2012-10-15 2030-04-15 0 - 9.375 Government Agency Debt 97765.47 72421.51 FEDERAL NATIONAL MORTGAGE ASSOC 2011-11-15 2036-04-18 0 - 7.25 Government Agency Debt 133366.97 102527.68 FINANCE CORPORATION 2011-08-08 2019-09-26 0 - 10.7 Government Agency Debt 3786.20 3320.99 FEDERAL HOME LOAN MORTGAGE CORP 2011-09-15 2032-07-15 0 - 6.75 Government Agency Debt 114789.62 97550.54 FEDERAL HOME LOAN BANK 2011-09-09 2036-07-15 0.23 - 5.625 Government Agency Debt 175025.71 163686.78 FEDERAL AGRICULTURE MORTGAGE CORP 2011-08-29 2011-08-29 0 - 0 Government Agency Debt 18.55 18.55 FEDERAL FARM CREDIT 2011-08-03 2023-07-24 2.875 - 5.75 Government Agency Debt 30729.86 31420.48 TENNESEE VALLEY AUTHORITY 2012-06-15 2038-01-15 0 - 6.25 Government Agency Debt 2546.81 2058.43 Unrated Security 2011-08-01 2011-08-01 N N N 463730.00 463730.26 0.0002 N 463730.26 463730.26 ING Financial Markets LLC ING Financial Markets LLC, 0.15% 41P99GBK8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-03-15 2034-03-15 0.586 - 0.586 Government Agency Debt 9485000.00 3016532.36 FEDERAL NATIONAL MORTGAGE ASSOC 2037-03-25 2041-05-25 0.437 - 5 Government Agency Debt 265000.00 74604.89 Unrated Security 2011-08-05 2011-08-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.15% 41P99GCJ0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-03-15 2034-03-15 0.586 - 0.586 Government Agency Debt 9485000.00 3016532.36 FEDERAL NATIONAL MORTGAGE ASSOC 2037-03-25 2041-05-25 0.437 - 5 Government Agency Debt 265000.00 74604.89 Unrated Security 2011-08-05 2011-08-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_40488 Government Agency Repurchase Agreement Y GMACLLC7.30%PUBLICINCOMENOTES( 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER NOTE 1236.61 1269.87 GE CAPITAL CORP FDIC 2012-12-28 2012-12-28 2.625 - 2.625 Other Instrument OTHER NOTE 114.39 118.35 MORGAN STANLEY (FDIC TLGP) 2011-09-22 2011-09-22 2 - 2 Other Instrument OTHER NOTE 77.29 78.04 JPMORGAN CHASE & CO. 2012-06-15 2012-12-26 2.125 - 2.2 Other Instrument OTHER NOTE 21555.26 22021.60 GOLDMAN SACHS GROUP, INC. 2011-11-09 2012-06-15 0.518 - 3.25 Other Instrument OTHER NOTE 15477.77 15932.61 GMAC INC. 2012-10-30 2012-10-30 1.75 - 1.75 Other Instrument OTHER NOTE 4154.13 4238.65 CITIBANK, N.A. 2011-09-22 2012-12-28 1.25 - 1.75 Other Instrument OTHER NOTE 2613.89 2648.58 CITIGROUP FUNDING INC. 2012-10-22 2012-12-10 1.875 - 2.25 Other Instrument OTHER NOTE 18141.74 18560.70 CITIGROUP INC. (FDIC TLGP) 2012-04-30 2012-04-30 2.125 - 2.125 Other Instrument OTHER NOTE 969.04 987.77 BANK OF AMERICA FDIC 2012-04-30 2012-04-30 2.1 - 2.1 Other Instrument OTHER NOTE 760.21 774.55 AMERICAN EXP BNK FDIC 2011-12-09 2011-12-09 1.166 - 1.166 Other Instrument OTHER NOTE 3590.82 3607.02 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2041-07-20 2 - 8 Government Agency Debt 1257627.04 34778.16 FEDERAL NATIONAL MORTGAGE ASSOC 2011-09-28 2041-07-25 0 - 7 Government Agency Debt 702127.26 559278.13 WELLS FARGO & COMPANY 2011-12-09 2011-12-09 3 - 3 Other Instrument OTHER NOTE 7728.84 7839.10 FEDERAL HOME LOAN BANK 2011-11-25 2011-11-25 0 - 0 Government Agency Debt 1972.40 1971.69 FEDERAL AGRICULTURE MORTGAGE CORP 2016-05-02 2026-03-09 2.55 - 5.125 Government Agency Debt 13043.19 14225.11 FEDERAL HOME LOAN MORTGAGE CORP 2011-12-01 2041-07-01 3 - 7 Government Agency Debt 231966.18 140603.78 Unrated Security 2011-08-01 2011-08-01 N N N 811528.00 811527.95 0.0004 N 811527.95 811527.95 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2012-12-01 2048-11-01 3.5 - 8 Government Agency Debt 250634.97 157668.49 Unrated Security 2011-08-01 2011-08-01 N N N 154577.00 154576.75 0.0001 N 154576.75 154576.75 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_53651 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2012-01-17 2015-11-16 0 - 3.875 Government Agency Debt 5767.42 5823.82 FEDERAL HOME LOAN BANK 2011-08-17 2021-07-19 0 - 4.75 Government Agency Debt 21269.16 22028.46 FEDERAL HOME LOAN MORTGAGE CORP 2011-09-20 2040-12-01 0 - 6.25 Government Agency Debt 22758.58 24713.36 FINANCE CORPORATION 2011-08-03 2019-09-26 0 - 10.7 Government Agency Debt 643.84 630.27 FEDERAL NATIONAL MORTGAGE ASSOC 2011-08-08 2041-07-01 0 - 6 Government Agency Debt 48311.44 47051.59 RESOLUTION FUNDING CORP 2011-10-15 2030-04-15 0 - 0 Government Agency Debt 28770.68 21186.38 TENNESEE VALLEY AUTHORITY 2011-09-22 2060-09-15 0 - 7.125 Government Agency Debt 1178.89 1248.45 FEDERAL AGRICULTURE MORTGAGE CORP 2011-10-14 2021-06-01 1.25 - 5.4 Government Agency Debt 1940.97 1999.08 Unrated Security 2011-08-01 2011-08-01 N N N 122425.00 122424.79 0.0001 N 122424.79 122424.79 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.13% 40W995NE7 0000812291 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2021-01-01 2040-09-01 3.45 - 5 Government Agency Debt 3169999.00 3367523.17 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-09-15 2041-03-20 4.5 - 4.5 Government Agency Debt 3683163.00 3871188.56 First Tier Security 2011-08-05 2011-08-05 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0031 N 7000000.00 7000000.00 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_55501 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2030-09-01 2040-07-01 4.5 - 6 Government Agency Debt 137947.19 78835.46 Unrated Security 2011-08-01 2011-08-01 N N N 77288.00 77288.38 0.0000 N 77288.38 77288.38 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 41B99CFW2 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-05-01 2041-02-01 3.181 - 4 Government Agency Debt 9914357.00 9180127.79 First Tier Security 2011-08-05 2011-08-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 9000000.00 9000000.00 0.0039 N 9000000.00 9000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.15% 41B99CGQ4 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-10-01 2041-07-01 4 - 5 Government Agency Debt 4014736.00 4080068.94 First Tier Security 2011-08-05 2011-08-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.17% 41B99CHA8 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-11-01 2038-12-01 5.179 - 5.53 Government Agency Debt 3161699.00 2040247.67 First Tier Security 2011-08-05 2011-08-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 RBC Capital Markets Corp. In a joint trading account with RBC Capital Markets Corp. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_07160 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-08-15 2041-06-15 2.645 - 6.5 Government Agency Debt 168855.96 61563.55 FEDERAL NATIONAL MORTGAGE ASSOC 2030-01-25 2041-07-25 2.481 - 5.5 Government Agency Debt 96597.57 35006.95 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-05-20 2040-12-20 3.5 - 5.5 Government Agency Debt 14623.18 14572.04 Unrated Security 2011-08-01 2011-08-01 N N N 108204.00 108203.73 0.0000 N 108203.73 108203.73 RBS Securities, Inc. In a joint trading account with RBS Securities, Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_32466 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2041-08-01 3.5 - 6.5 Government Agency Debt 412016.57 315337.56 Unrated Security 2011-08-01 2011-08-01 N N N 309154.00 309153.51 0.0001 N 309153.51 309153.51 Societe Generale In a joint trading account with Societe Generale at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_74037 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-04-15 2041-07-01 0.537 - 6.336 Government Agency Debt 469682.64 70756.06 FEDERAL NATIONAL MORTGAGE ASSOC 2021-06-25 2044-04-01 0.586 - 6.179 Government Agency Debt 648694.83 116910.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-09-20 2052-11-15 0.286 - 7 Government Agency Debt 850124.32 444612.08 Unrated Security 2011-08-01 2011-08-01 N N N 618307.00 618307.01 0.0003 N 618307.01 618307.01 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_06042 Government Agency Repurchase Agreement Y BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-04-30 0.276 - 1.072 Other Instrument CORPORATE 984.58 989.12 CITIGROUP FDG INC FDIC GTD TLGP 2012-10-22 2012-10-22 1.875 - 1.875 Other Instrument CORPORATE 6094.98 6236.33 CITIBANK N A FDIC GTD TLGP 2012-12-28 2012-12-28 1.75 - 1.75 Other Instrument CORPORATE 1628.43 1660.41 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-04-15 2041-07-15 3.5 - 7 Government Agency Debt 110125.91 76607.04 FEDERAL NATIONAL MORTGAGE ASSOC 2012-11-01 2041-08-25 0 - 8.5 Government Agency Debt 231648.54 126761.02 FEDERAL HOME LOAN MORTGAGE CORP 2013-02-08 2041-05-15 0 - 8 Government Agency Debt 457424.03 274975.27 FEDERAL HOME LOAN BANK 2013-02-25 2013-06-28 0.65 - 0.8 Government Agency Debt 4281.04 4287.24 FEDERAL FARM CREDIT 2013-06-13 2013-06-13 0.6 - 0.6 Government Agency Debt 1780.72 1779.51 GMAC INC FDIC GTD TLGP 2012-10-30 2012-10-30 1.75 - 1.75 Other Instrument CORPORATE 7808.51 7967.38 GOLDMAN SACHS GROUP INC FDIC GTD TLGP 2011-12-05 2011-12-05 0.985 - 0.985 Other Instrument CORPORATE 7380.82 7408.48 Unrated Security 2011-08-01 2011-08-01 N N N 494646.00 494645.61 0.0002 N 494645.61 494645.61 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBM6_08395 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2011-09-23 2036-03-14 0 - 5.625 Government Agency Debt 210956.46 219343.49 FEDERAL FARM CREDIT 2012-03-08 2015-01-26 0 - 1.72 Government Agency Debt 40853.09 40986.05 US TREASURY 2011-07-31 2015-05-31 0 - 2.125 Treasury Debt 58786.90 59585.45 FEDERAL HOME LOAN MORTGAGE CORP 2012-01-09 2041-08-01 0 - 5.5 Government Agency Debt 217404.67 157210.77 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-01-20 2060-10-20 0.52 - 5 Government Agency Debt 61594.84 61309.10 FEDERAL NATIONAL MORTGAGE ASSOC 2011-09-26 2041-08-01 0 - 6.21 Government Agency Debt 343739.16 297362.66 FINANCE CORPORATION 2016-09-26 2018-03-26 0 - 0 Government Agency Debt 685.39 597.34 Unrated Security 2011-08-01 2011-08-01 N N N 819257.00 819256.79 0.0004 N 819256.79 819256.79 Barclays Capital, Inc. Barclays Capital, Inc., 0.32% 42K992UD7 0000851376 Other Repurchase Agreement N BANK OF NY MELLON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 30142.00 760482.66 CVR ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 21288.00 552636.48 ELECTRS FOR IMAGING 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 62645.00 1083132.05 NAT.PRESTO IND. 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 795.00 79643.10 1-800-FLOWERS.COM-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 221538.00 675690.90 POLO RALPH LAUREN-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8181.00 1109179.98 UNIT CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13670.00 822523.90 TESSERA TECH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5415.00 89347.50 PRINCIPAL FINANCIAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8260.00 227728.20 Unrated Security 2011-08-02 2011-08-02 Y BARCLAYS CAPITAL(NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0022 N 5000000.00 5000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.33% 42K992VR5 0000851376 Other Repurchase Agreement N NATL SEMICONDUCTOR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 30084.00 742773.96 AMERICN ASST TR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 45368.00 998096.00 FORRESTER RESEARCH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 47520.00 1499256.00 Unrated Security 2011-08-04 2011-08-04 Y BARCLAYS CAPITAL(NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.33% 42K992WQ6 0000851376 Other Repurchase Agreement N AMERICAN CAMPUS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 51743.00 1918113.01 BMC SOFTWARE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 43600.00 1944996.00 DONALDSON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 27605.00 1537046.40 Unrated Security 2011-08-05 2011-08-05 Y BARCLAYS CAPITAL(NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0022 N 5000000.00 5000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.40% 42K992JN8 0000851376 Other Repurchase Agreement N STRUCTURED ASSET MORTGAGE INVESTMENTS 2037-04-25 2037-04-25 0.357 - 0.357 Other Instrument MORTGAGE 15331.00 12714.90 THORNBURG MORTGAGE SECURITIES TRUST 2047-06-25 2047-06-25 0.407 - 0.407 Other Instrument MORTGAGE 11615.00 5710.48 BANC OF AMERICA MORTGAGE SECURITIES 2036-02-25 2036-02-25 5.546 - 5.546 Other Instrument MORTGAGE 485.00 185.52 BANC OF AMERICA RE-REMIC TRUST 2050-06-24 2050-06-24 5.692 - 5.692 Other Instrument MORTGAGE 3129201.00 3128005.65 CONSECO FINANCE MANUFACTURED HOUSING CONTRACT 2032-07-01 2032-07-01 7.49 - 7.49 Other Instrument ASSET BACKED 802.00 478.47 GREENPOINT MORTGAGE-BACKED PASS-THROUGH CERTIFICATES 2046-10-25 2046-10-25 0.337 - 0.337 Other Instrument MORTGAGE 6928.00 4397.65 Unrated Security 2011-08-05 2011-08-05 Y BARCLAYS CAPITAL(NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.45% 42K992XC6 0000851376 Other Repurchase Agreement N TELLABS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 222734.00 899845.36 LANDSTAR SYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 42173.00 1910015.17 CME GROUP-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1516.00 430286.28 Unrated Security 2011-08-05 2011-08-05 Y BARCLAYS CAPITAL(NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NAM8 0000851376 Other Repurchase Agreement N BANC OF AMERICA RE-REMIC TRUST 2050-06-24 2050-06-24 5.692 - 5.692 Other Instrument MORTGAGE 1014726.00 1014338.37 THORNBURG MORTGAGE SECURITIES TRUST 2047-06-25 2047-06-25 0.407 - 0.407 Other Instrument MORTGAGE 76191.00 37459.07 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2045-04-17 2045-04-17 6.074 - 6.074 Other Instrument MORTGAGE 6159878.00 6284964.84 STRUCTURED ASSET MORTGAGE INVESTMENTS 2037-04-25 2037-04-25 0.357 - 0.357 Other Instrument MORTGAGE 30568.00 25351.84 BANC OF AMERICA MORTGAGE SECURITIES 2036-02-25 2036-02-25 5.546 - 5.546 Other Instrument MORTGAGE 67335.00 25756.39 CONSECO FINANCE MANUFACTURED HOUSING CONTRACT 2032-07-01 2032-07-01 7.49 - 7.49 Other Instrument ASSET BACKED 53700.00 32037.22 Unrated Security 2011-08-24 2011-08-24 Y BARCLAYS CAPITAL(NON GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0031 Y 7000000.00 7000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NJE7 0000851376 Other Repurchase Agreement N CONSECO FINANCE MANUFACTURED HOUSING CONTRACT 2032-07-01 2032-07-01 7.49 - 7.49 Other Instrument ASSET BACKED 61941.00 36953.77 BANC OF AMERICA MORTGAGE SECURITIES 2036-02-25 2036-02-25 5.546 - 5.546 Other Instrument MORTGAGE 77817.00 29765.88 JP MORGAN MORTGAGE TRUST 2035-08-25 2035-08-25 2.789 - 2.789 Other Instrument MORTGAGE 385.00 312.32 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2045-04-17 2045-04-17 6.074 - 6.074 Other Instrument MORTGAGE 7145532.00 7290634.22 STRUCTURED ASSET MORTGAGE INVESTMENTS 2037-04-25 2037-04-25 0.357 - 0.357 Other Instrument MORTGAGE 29620.00 24565.61 THORNBURG MORTGAGE SECURITIES TRUST 2047-06-25 2047-06-25 0.407 - 0.407 Other Instrument MORTGAGE 83971.00 41284.08 Unrated Security 2011-09-08 2011-09-08 Y BARCLAYS CAPITAL(NON GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0031 Y 7000000.00 7000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99N4K9 0000851376 Other Repurchase Agreement N CADENCE DESIGN SYS INC 2015-06-01 2015-06-01 N/A Other Instrument EQUITY 96672.00 135628.80 AMERIGROUP CORP 2012-05-15 2012-05-15 2 - 2 Other Instrument EQUITY 28000.00 44880.11 CEPHALON INC 2014-05-01 2014-05-01 2.5 - 2.5 Other Instrument EQUITY 67000.00 82568.19 COMTECH TELECOMMUNICATIONS CORP 2029-05-01 2029-05-01 3 - 3 Other Instrument EQUITY 48000.00 50632.00 HERTZ GLOBAL HLDGS INC 2014-06-01 2014-06-01 5.25 - 5.25 Other Instrument EQUITY 1409000.00 2599194.04 NAVISTAR INTL CORP NEW 2014-10-15 2014-10-15 3 - 3 Other Instrument EQUITY 6000.00 7387.00 NETAPP INC 2013-06-01 2013-06-01 1.75 - 1.75 Other Instrument EQUITY 121000.00 188798.65 TEXTRON INC 2013-05-01 2013-05-01 4.5 - 4.5 Other Instrument EQUITY 48000.00 87828.00 US AIRWAYS GROUP INC FORMERLY USAIR GROUP INC T0 2014-05-15 2014-05-15 7.25 - 7.25 Other Instrument EQUITY 3000.00 4623.46 6.75 VAL12 EN P2012 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 23550.00 2225004.00 XILINX INC 2037-03-15 2037-03-15 3.125 - 3.125 Other Instrument EQUITY 16000.00 18406.11 Unrated Security 2011-10-11 2011-10-11 Y BARCLAYS CAPITAL(NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0022 Y 5000000.00 5000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.22% 40Z99U7Q0 0001197610 Other Repurchase Agreement N GOLDMAN SACHS GROUP INC 2021-07-27 2021-07-27 5.25 - 5.25 Other Instrument CORPORATE 15040000.00 15182754.67 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2012-02-15 2012-02-15 5.875 - 5.875 Other Instrument CORPORATE 1997073.00 2109236.39 BRAZIL FEDERATIVE REP 2024-04-15 2024-04-15 8.875 - 8.875 Other Instrument CORPORATE 5320128.00 7690983.93 UBS AG STAMFORD BRH MEDIUM TERM SR DEP NTS BOOK 2017-12-20 2017-12-20 5.875 - 5.875 Other Instrument CORPORATE 20000000.00 22267891.67 Unrated Security 2011-08-01 2011-08-01 N N N 45000000.00 45000000.00 0.0197 N 45000000.00 45000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.24% 41D99P7Y6 0000318336 Other Repurchase Agreement N MANPOWER INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 469768.00 23760865.44 Unrated Security 2011-08-01 2011-08-01 N N N 22000000.00 22000000.00 0.0096 N 22000000.00 22000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.30% 41D99P2X3 0000318336 Other Repurchase Agreement N CIMAREX ENERGY CO 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 85738.00 7561234.22 Unrated Security 2011-08-05 2011-08-05 Y CREDIT SU SEC USA LLC(NON GOV) N/A N/A N N 7000000.00 7000000.00 0.0031 N 7000000.00 7000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.34% 41D99P3K0 0000318336 Other Repurchase Agreement N GRUPO AEROPORTUARIO DEL PACIFI 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 186012.00 7561387.80 Unrated Security 2011-08-05 2011-08-05 Y CREDIT SU SEC USA LLC(NON GOV) N/A N/A N N 7000000.00 7000000.00 0.0031 N 7000000.00 7000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.65% 41D99P8J8 0000318336 Other Repurchase Agreement N Unrated Security 2011-08-07 2011-08-07 Y CREDIT SU SEC USA LLC(NON GOV) N/A N/A N N 8000000.00 8000000.00 0.0035 This repurchase agreement was a forward settling transaction and therefore no collateral securities had been allocated as of 7/31. The agreement contemplated the delivery of Convertible Bonds as collateral on settlement date. N 8000000.00 8000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.24% 40M99HMG8 0000769993 Other Repurchase Agreement N FEDERAL HOME LOAN BANK 2012-01-18 2012-01-18 N/A Government Agency Debt 6125000.00 6120896.25 First Tier Security 2011-08-03 2011-08-03 Y GOLDMAN SACHS&CO(NON GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0026 N 6000000.00 6000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.28% 36N99SPC7 0000877559 Other Repurchase Agreement N BUNGE LIMITED FINANCE CORP. 2014-04-15 2014-04-15 5.35 - 5.35 Other Instrument CORPORATE 5000.00 5489.28 UNION PACIFIC CORPORATION 2019-01-15 2019-01-15 7.875 - 7.875 Other Instrument CORPORATE 5000.00 6534.75 CSX CORP 2036-10-01 2036-10-01 6 - 6 Other Instrument CORPORATE 10000.00 11030.67 LABORATORY CORP OF 2020-11-15 2020-11-15 4.625 - 4.625 Other Instrument CORPORATE 900000.00 936362.71 SUNTRUST BANKS, INC. 2016-04-15 2016-04-15 3.6 - 3.6 Other Instrument CORPORATE 844200.00 871197.55 TALISMAN ENERGY INC. 2021-02-01 2021-02-01 3.75 - 3.75 Other Instrument CORPORATE 1350000.00 1320760.17 Unrated Security 2011-08-05 2011-08-05 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.50% 42K99VHR7 Other Repurchase Agreement N NEXSTAR BROADCASTING GROUP, IN 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 8107.00 72557.65 SKYWORKS SOLUTIONS INC CO 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 405398.00 10357918.90 VEECO INSTRUMENTS INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 86001.00 3520880.94 WESTMORELAND COAL COMPANY 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 11769.00 180065.70 First Tier Security 2011-10-24 2011-10-24 N N N 13000000.00 13000000.00 0.0057 Y 13000000.00 13000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.51% 42K99VLN1 Other Repurchase Agreement N KILROY REALTY L P 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 9025000.00 10794658.10 DENDREON CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 11600000.00 12475776.80 AVIS BUDGET GROUP INC COM < 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 1500000.00 1794853.50 NORTHSTAR RLTY FIN LTD 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 1838100.00 1760467.85 PFD SUNPOWER CORPONE 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 3000000.00 3176562.00 SBA COMMUNICATIONS CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 15751000.00 22351173.03 PDL BIOPHARMA INC C + 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 5250000.00 5256657.00 First Tier Security 2011-08-01 2011-08-01 N N N 53000000.00 53000000.00 0.0232 N 53000000.00 53000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.65% 40W996SF7 Other Repurchase Agreement N WALT DISNEY COMPANY SR. NOTES 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 55271.00 2177677.40 First Tier 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., 0.69% 42K99VJW4 Other Repurchase Agreement N SBA COMMUNICATIONS CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 7661000.00 10871204.15 First Tier Security 2012-01-23 2012-01-23 N N N 10000000.00 10000000.00 0.0044 Y 10000000.00 10000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.72% 40W996BL2 Other Repurchase Agreement N LIFE TECHNOLOGIES CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 237860.00 10901123.80 First Tier Security 2011-09-01 2011-09-01 N N N 10000000.00 10000000.00 0.0044 Y 10000000.00 10000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.26% 42Q994GT8 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2020-04-01 2020-04-01 4 - 4 Government Agency Debt 31575000.00 19381828.11 First Tier Security 2011-08-01 2011-08-01 N N N 19000000.00 19000000.00 0.0083 N 19000000.00 19000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.58% 42Q994GP6 0001287279 Other Repurchase Agreement N NELNET STUDENT LOAN TRUST 2007 2035-09-25 2035-09-25 N/A Other Instrument ASSET BACKED 2695000.00 2160119.18 First Tier Security 2011-08-01 2011-08-01 N N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 41A99QLP0 0001287279 Other Repurchase Agreement N NELNET STUDENT LOAN TRUST 2007 2035-09-25 2035-09-25 N/A Other Instrument ASSET BACKED 4055000.00 3250197.88 First Tier Security 2011-09-28 2011-09-28 N N N 3000000.00 3000000.00 0.0013 Y 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.61% 42P994LA4 0000728612 Other Repurchase Agreement N CITICORP MORTGAGE SECURITIES 2037-07-25 2037-07-25 N/A Other Instrument MORTGAGE 2799716.00 1080054.95 First Tier Security 2011-08-01 2011-08-01 N N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.66% 37F99FUL6 0000728612 Other Repurchase Agreement N FIRST INDL L P 2011-09-15 2011-09-15 4.625 - 4.625 Other Instrument EQUITY 5303000.00 5400921.36 First Tier Security 2011-09-02 2011-09-02 Y MERRILL PFS(NON GOV REPO BONY) N/A N/A N N 5000000.00 5000000.00 0.0022 Y 5000000.00 5000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.76% 40Q99Y6P5 0000728612 Other Repurchase Agreement N ACE SECURITIES CORP HOME EQUITY LOAN TRUST 2033-07-25 2033-07-25 1.357 - 1.357 Other Instrument ASSET BACKED 7158863.00 5315315.98 BANC OF AMERICA ALTERNATIVE LOAN TRUST 2035-10-25 2035-10-25 4.913 - 4.913 Other Instrument MORTGAGE 112639000.00 6842727.82 AMERICAN HOME MORTGAGE ASSETS TRUST 2046-10-25 2046-10-25 0.377 - 0.377 Other Instrument MORTGAGE 10164679.00 2962914.07 First Tier Security 2011-09-02 2011-09-02 Y MERRILL PFS(NON GOV REPO BONY) N/A N/A N N 14000000.00 14000000.00 0.0061 Y 14000000.00 14000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.00% 39R99WLP3 0000728612 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2035-06-25 2035-06-25 5.5 - 5.5 Other Instrument MORTGAGE 2972527.00 2481409.72 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-12-25 2045-12-25 0.597 - 0.597 Other Instrument MORTGAGE 4771486.00 2919040.41 First Tier Security 2011-09-02 2011-09-02 Y MERRILL PFS(NON GOV REPO BONY) N/A N/A N N 5000000.00 5000000.00 0.0022 Y 5000000.00 5000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.38% 38S9945J8 Other Repurchase Agreement N MOTOROLA SOLTN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 116459.00 5400203.83 First Tier Security 2011-08-05 2011-08-05 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0022 N 5000000.00 5000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.38% 38S9943Y7 Other Repurchase Agreement N LOEWS CORP 2016-03-15 2016-03-15 5.25 - 5.25 Other Instrument CORPORATE 4383.00 4926.81 CITIGROUP INC 2012-10-17 2012-10-17 5.3 - 5.3 Other Instrument CORPORATE 195632.00 207694.02 ALCOA INC 2014-03-15 2014-03-15 5.25 - 5.25 Other Instrument EQUITY 1645000.00 3965752.29 TRANSOCEAN INC FORMERLY TRANSOCEAN SEDCO FOREX I 2037-12-15 2037-12-15 1.5 - 1.5 Other Instrument EQUITY 23000.00 22668.42 First Tier Security 2011-08-05 2011-08-05 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.38% 38S9943L5 Other Repurchase Agreement N ALCOA INC 2014-03-15 2014-03-15 5.25 - 5.25 Other Instrument EQUITY 1615000.00 3893428.54 VENTAS INC 2011-11-15 2011-11-15 3.875 - 3.875 Other Instrument EQUITY 12000.00 15290.58 TRANSOCEAN INC FORMERLY TRANSOCEAN SEDCO FOREX I 2037-12-15 2037-12-15 1.5 - 1.5 Other Instrument EQUITY 24000.00 23654.00 LOEWS CORP 2016-03-15 2016-03-15 5.25 - 5.25 Other Instrument CORPORATE 53971.00 60667.27 BJ'S WHOLESALE CLUB 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4214.00 212174.90 ARCELORMITTAL SA LUXEMBOURG 2014-05-15 2014-05-15 5 - 5 Other Instrument EQUITY 2000.00 2613.06 First Tier Security 2011-08-05 2011-08-05 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.65% 38S994MJ9 Other Repurchase Agreement N E M C CORP MASS 2011-12-01 2011-12-01 1.75 - 1.75 Other Instrument EQUITY 6000.00 9939.42 ERP OPER LTD PARTNERSHIP 2011-08-18 2011-08-18 3.85 - 3.85 Other Instrument EQUITY 992251.00 1024715.52 TRANSOCEAN INC FORMERLY TRANSOCEAN SEDCO FOREX I 2037-12-15 2037-12-15 1.5 - 1.5 Other Instrument EQUITY 19000.00 18726.08 First Tier Security 2011-08-05 2011-08-05 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.39% 37U99P9T4 0000050916 Other Repurchase Agreement N 1-KILDARE SECURITIES LTD. 2043-12-10 2043-12-10 N/A Other Instrument MORTGAGE 5046771.00 1778339.00 LEHMAN XS TR SER 2007-20N 2037-12-25 2037-12-25 N/A Other Instrument MORTGAGE 734120.00 332752.10 First Tier Security 2011-08-05 2011-08-05 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.55% 35J99RXC7 0000808379 Other Repurchase Agreement N BEAR STEARNS ASSET BACKED SECU 2035-12-25 2035-12-25 0.597 - 0.597 Other Instrument ASSET BACKED 3605000.00 2854692.63 OPTION ONE MORTGAGE LOAN TRUST 2034-01-25 2034-01-25 0.787 - 0.787 Other Instrument ASSET BACKED 9153000.00 5789816.36 Unrated Security 2011-08-05 2011-08-05 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0035 N 8000000.00 8000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.69% 35J99RRD2 0000808379 Other Repurchase Agreement N SOUNDVIEW HOME EQUITY LOAN TRU 2035-11-25 2035-11-25 0.627 - 0.627 Other Instrument ASSET BACKED 12055000.00 7561036.92 Unrated Security 2011-08-05 2011-08-05 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0031 N 7000000.00 7000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.55% 40Q995DH8 Other Repurchase Agreement N AH MTG SERVICER ADVANCE REVOLVING 2043-05-10 2043-05-10 3.204 - 3.204 Other Instrument ASSET BACKED 8355000.00 8402547.74 First Tier Security 2011-08-05 2011-08-05 Y ROYAL BK SCOT PLC(NON GOV REPO N/A N/A N N 8000000.00 8000000.00 0.0035 N 8000000.00 8000000.00 UBS Securities LLC UBS Securities LLC, 0.36% 23M99SSE9 0000230611 Other Repurchase Agreement N MF GLOBAL LTD 2038-06-20 2038-06-20 9 - 9 Other Instrument EQUITY 941000.00 1120731.00 WACHOVIA BK NATL ASSN MEDIUM TERM SUB BK NTS BOO 2015-02-01 2015-02-01 4.875 - 4.875 Other Instrument CORPORATE 890072.00 980676.14 First Tier Security 2011-08-05 2011-08-05 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, 0.38% 23M99SSW9 0000230611 Other Repurchase Agreement N NEBRASKA BOOK CO INC 2011-12-01 2011-12-01 10 - 10 Other Instrument CORPORATE 3206020.00 3241642.44 First Tier Security 2011-08-05 2011-08-05 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 UBS Securities LLC UBS Securities LLC, 0.38% 23M99SSN9 0000230611 Other Repurchase Agreement N MF GLOBAL LTD 2038-06-20 2038-06-20 9 - 9 Other Instrument EQUITY 2646000.00 3151386.00 First Tier Security 2011-08-05 2011-08-05 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.35% 41Q99BJL8 0000276523 Other Repurchase Agreement N KIMCO RLTY CORP MEDIUM TERM NTS BOOK ENTRY 2015-02-18 2015-02-18 4.904 - 4.904 Other Instrument CORPORATE 170.00 186.46 BNZ INTERNATIONAL FUNDING LTD 2012-01-23 2012-01-23 N/A Financial Company Commercial Paper 1126.00 1124.21 AT&T BROADBAND CORP 2013-03-15 2013-03-15 8.375 - 8.375 Other Instrument CORPORATE 2747217.00 3150271.13 Unrated Security 2011-08-05 2011-08-05 Y WELLS FARGO SEC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.36% 41Q99BMH3 0000276523 Other Repurchase Agreement N PANTRY INC 2014-02-15 2014-02-15 7.75 - 7.75 Other Instrument CORPORATE 3468741.00 3494130.26 CLEAR CHANNEL WORLDWIDE HLDGS INC 2017-12-15 2017-12-15 9.25 - 9.25 Other Instrument CORPORATE 12615000.00 13956044.57 VALIDUS HLDGS LTD 2040-01-26 2040-01-26 8.875 - 8.875 Other Instrument CORPORATE 5579629.00 6135246.13 Unrated Security 2011-08-01 2011-08-01 N N N 22000000.00 22000000.00 0.0096 N 22000000.00 22000000.00