N-MFP LIVE N 2011-10-31 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 54 101 2365249756.92 21404712.60 47701233.50 2338953236.02 0.0035 1.0000 2011-10-31 1.0000 2011-10-31 C000048773 1.00 994030738.27 1.00 -40335315.00 60882177.21 101217492.21 0.0008 0.9998 2011-10-31 0.9998 2011-10-31 C000048775 1.00 167215306.05 1.00 320569.07 13198800.77 12878231.70 0.0001 0.9999 2011-10-31 0.9999 2011-10-31 C000048776 1.00 179775861.18 1.00 -48162.47 8437632.44 8485794.91 0.0001 1.0000 2011-10-31 1.0000 2011-10-31 C000048774 1.00 997931330.52 1.00 -50866670.44 56673955.10 107540625.54 0.0007 1.0001 2011-10-31 1.0001 2011-10-31 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.32% 06538DF87 Certificate of Deposit First Tier Security 2011-12-07 2011-12-07 N N N 24000000.00 24000000.00 0.0103 N 24000489.60 24000489.60 Bank of Montreal Bank of Montreal, 0.25% 06366WNF7 Certificate of Deposit First Tier Security 2012-01-09 2012-01-09 N N N 9000000.00 9000000.00 0.0038 N 9001049.40 9001049.40 Bank of Montreal Bank of Montreal, 0.34% 06366UEK0 Certificate of Deposit First Tier Security 2011-11-22 2011-11-22 N N N 2000000.00 2000000.00 0.0009 N 1999906.00 1999906.00 Bank of Montreal Bank of Montreal, 0.43% 06366UD47 Certificate of Deposit First Tier Security 2012-01-06 2012-11-05 N N N 14000000.00 14000000.00 0.0060 N 13959386.00 13959386.00 Bank of Montreal Bank of Montreal, 0.62% 06366UK98 Certificate of Deposit First Tier Security 2012-01-25 2012-10-25 N N N 10000000.00 10015019.39 0.0043 N 9993500.00 9993500.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.39% 06366WLY8 Certificate of Deposit First Tier Security 2011-11-28 2012-09-26 N N N 8000000.00 8000000.00 0.0034 N 7999976.00 7999976.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WPF5 Certificate of Deposit First Tier Security 2011-11-18 2012-10-18 N N N 12000000.00 12000000.00 0.0051 N 11996520.00 11996520.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.44% 06366WQD9 Certificate of Deposit First Tier Security 2011-11-29 2012-10-29 N N N 4000000.00 4000000.00 0.0017 N 4000304.00 4000304.00 Bank of Nova Scotia Bank of Nova Scotia, 0.00% 06417ELW1 Certificate of Deposit First Tier Security 2011-12-01 2012-11-01 N N N 18000000.00 18000000.00 0.0077 N 18000000.00 18000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417EDC4 Certificate of Deposit First Tier Security 2011-11-18 2011-11-18 N N N 20000000.00 20000000.00 0.0086 N 20000298.00 20000298.00 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 0.0098 N 23003719.10 23003719.10 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417EDW0 Certificate of Deposit First Tier Security 2011-11-28 2011-11-28 N N N 23000000.00 23000000.00 0.0098 N 23001428.30 23001428.30 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417EEY5 Certificate of Deposit First Tier Security 2011-12-06 2011-12-06 N N N 10000000.00 10000000.00 0.0043 N 10000099.00 10000099.00 Bank of Nova Scotia Bank of Nova Scotia, 0.32% 06417D2A2 Certificate of Deposit First Tier Security 2011-11-14 2012-10-11 N N N 7000000.00 7000000.00 0.0030 N 6999475.00 6999475.00 Bank of Nova Scotia Bank of Nova Scotia, 0.44% 06417DJE6 Certificate of Deposit First Tier Security 2011-11-16 2012-09-15 N N N 6000000.00 6000000.00 0.0026 N 5998776.00 5998776.00 Bank of Nova Scotia Bank of Nova Scotia, 0.52% 06417DSG1 Certificate of Deposit First Tier Security 2011-11-09 2012-11-09 N N N 11000000.00 11018486.42 0.0047 N 10999978.00 10999978.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.28% 06538DD89 Certificate of Deposit First Tier Security 2011-11-02 2011-11-02 N N N 23000000.00 23000000.00 0.0098 N 23000071.30 23000071.30 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.32% 06538DC80 Certificate of Deposit First Tier Security 2011-11-29 2011-11-29 N N N 24000000.00 24000000.00 0.0103 N 24001929.60 24001929.60 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.32% 06538DP60 Certificate of Deposit First Tier Security 2012-01-04 2012-01-04 N N N 30000000.00 30000000.00 0.0128 N 29995665.00 29995665.00 BNP Paribas SA BNP Paribas SA, 0.42% 05572WDN3 Certificate of Deposit First Tier Security 2011-11-18 2011-11-18 N N N 35000000.00 35000000.00 0.0150 N 34995520.00 34995520.00 BNP Paribas SA BNP Paribas SA, 0.63% 0556M52R5 Certificate of Deposit First Tier Security 2011-11-28 2011-11-28 N N N 20000000.00 20001734.47 0.0086 N 19999160.00 19999160.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.33% 13606XF86 Certificate of Deposit First Tier Security 2011-11-07 2011-11-07 N N N 14000000.00 14000000.00 0.0060 N 13999930.00 13999930.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.41% 13606X5X2 Certificate of Deposit First Tier Security 2011-11-23 2012-09-24 N N N 14000000.00 14000000.00 0.0060 N 13999958.00 13999958.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.44% 13606XM96 Certificate of Deposit First Tier Security 2012-01-11 2012-01-11 N N N 10000000.00 10000000.00 0.0043 N 9996590.00 9996590.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.45% 13606XN87 Certificate of Deposit First Tier Security 2012-01-17 2012-11-16 N N N 20000000.00 20000000.00 0.0086 N 19942360.00 19942360.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.46% 13606X6B9 Certificate of Deposit First Tier Security 2012-01-24 2012-10-24 N N N 8000000.00 8000000.00 0.0034 N 7999856.00 7999856.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.50% 13606X5W4 Certificate of Deposit First Tier Security 2012-10-01 2012-10-01 N N N 22000000.00 22000000.00 0.0094 N 21990667.60 21990667.60 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.57% 13606XW20 Certificate of Deposit First Tier Security 2012-01-03 2012-10-01 N N N 14000000.00 14015577.04 0.0060 N 13997158.00 13997158.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.30% 22550C6F3 Certificate of Deposit First Tier Security 2011-12-05 2011-12-05 N N N 28000000.00 28000000.00 0.0120 N 27999454.00 27999454.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.37% 22550C5D9 Certificate of Deposit First Tier Security 2011-12-28 2011-12-28 N N N 24000000.00 24000000.00 0.0103 N 24001927.20 24001927.20 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 25600TU21 Certificate of Deposit First Tier Security 2011-11-18 2011-11-18 N N N 20000000.00 20000000.00 0.0086 N 20001700.00 20001700.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.37% 25600T3F2 Certificate of Deposit First Tier Security 2012-01-20 2012-01-20 N N N 5000000.00 5000000.00 0.0021 N 4999999.50 4999999.50 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.45% 60681PV68 Certificate of Deposit First Tier Security 2012-01-25 2012-01-25 N N N 12000000.00 12000000.00 0.0051 N 12002004.00 12002004.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.45% 60681PW26 Certificate of Deposit First Tier Security 2012-01-27 2012-01-27 N N N 4000000.00 4000000.00 0.0017 N 4000683.60 4000683.60 National Bank Canada National Bank Canada, 0.35% 63306VY38 Certificate of Deposit First Tier Security 2011-11-07 2012-07-06 N N N 7000000.00 7000000.00 0.0030 N 6998978.00 6998978.00 National Bank Canada National Bank Canada, 0.37% 63306VP87 Certificate of Deposit First Tier Security 2011-11-04 2011-11-04 N N N 18000000.00 18000000.00 0.0077 N 17999820.00 17999820.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.35% 65557VC41 Certificate of Deposit First Tier Security 2012-01-13 2012-01-13 N N N 17000000.00 17000000.00 0.0073 N 16999998.30 16999998.30 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.37% 65557VE31 Certificate of Deposit First Tier Security 2012-01-20 2012-01-20 N N N 24000000.00 24000000.00 0.0103 N 24001077.60 24001077.60 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.29% 74977MWQ4 Certificate of Deposit First Tier Security 2011-11-08 2012-06-08 N N N 20000000.00 20000000.00 0.0086 N 19999820.00 19999820.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.32% 74977MYN9 Certificate of Deposit First Tier Security 2011-12-15 2011-12-15 N N N 18000000.00 18000109.90 0.0077 N 18001909.80 18001909.80 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.34% 74977MTN5 Certificate of Deposit First Tier Security 2011-11-02 2012-04-02 N N N 7000000.00 7000000.00 0.0030 N 6997095.00 6997095.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.34% 74977MTC9 Certificate of Deposit First Tier Security 2011-11-14 2012-03-12 N N N 40000000.00 40000000.00 0.0171 N 40004520.00 40004520.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.35% 74977MWY7 Certificate of Deposit First Tier Security 2011-12-05 2012-06-01 N N N 7000000.00 7000000.00 0.0030 N 6998656.00 6998656.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.35% 74977MWX9 Certificate of Deposit First Tier Security 2011-12-05 2012-06-01 N N N 3000000.00 3000000.00 0.0013 N 2999388.00 2999388.00 Royal Bank of Canada Royal Bank of Canada, 0.73% 78009JKX2 Certificate of Deposit First Tier Security 2012-01-03 2012-11-01 N N N 27000000.00 27000000.00 0.0115 N 27024840.00 27024840.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051AUM1 Certificate of Deposit First Tier Security 2011-11-18 2011-11-18 N N N 3000000.00 3000000.00 0.0013 N 3000060.00 3000060.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EVV7 Certificate of Deposit First Tier Security 2011-11-03 2011-11-03 N N N 9000000.00 9000000.00 0.0038 N 8999947.80 8999947.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EWA2 Certificate of Deposit First Tier Security 2011-11-04 2011-11-04 N N N 4000000.00 4000000.00 0.0017 N 3999968.80 3999968.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EWR5 Certificate of Deposit First Tier Security 2011-11-09 2011-11-09 N N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562EVH8 Certificate of Deposit First Tier Security 2011-11-01 2011-11-01 N N N 8000000.00 8000000.00 0.0034 N 7999986.40 7999986.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562EVW5 Certificate of Deposit First Tier Security 2011-11-04 2011-11-04 N N N 9000000.00 9000000.00 0.0038 N 8999939.70 8999939.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562EWB0 Certificate of Deposit First Tier Security 2011-11-07 2011-11-07 N N N 8000000.00 8000000.00 0.0034 N 7999906.40 7999906.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562EWS3 Certificate of Deposit First Tier Security 2011-11-10 2011-11-10 N N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 Svenska Handelsbanken Svenska Handelsbanken, 0.30% 86959BTQ8 Certificate of Deposit First Tier Security 2011-11-03 2011-11-03 N N N 13000000.00 13000003.61 0.0056 N 13000092.30 13000092.30 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.25% 89112Y3T8 Certificate of Deposit First Tier Security 2011-11-15 2011-11-15 N N N 10000000.00 10000000.00 0.0043 N 10000750.00 10000750.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.32% 89112YSH7 Certificate of Deposit First Tier Security 2011-11-14 2012-01-12 N N N 6000000.00 6000000.00 0.0026 N 6000372.00 6000372.00 UBS AG UBS AG, 0.29% 90267AS31 Certificate of Deposit First Tier Security 2011-11-14 2011-12-14 N N N 6000000.00 5998956.62 0.0026 N 5999682.00 5999682.00 UBS AG UBS AG, 0.29% 90267AT48 Certificate of Deposit First Tier Security 2011-11-16 2011-12-16 N N N 7000000.00 6998708.50 0.0030 N 6999993.00 6999993.00 UBS AG UBS AG, 0.35% 90267A2M7 Certificate of Deposit First Tier Security 2011-11-23 2011-11-23 N N N 23000000.00 23000000.00 0.0098 N 23002495.50 23002495.50 UBS AG UBS AG, 0.44% 90267A4H6 Certificate of Deposit First Tier Security 2012-01-12 2012-01-12 N N N 17000000.00 17000000.00 0.0073 N 16999308.10 16999308.10 UBS AG UBS AG, 0.45% 90267A5D4 Certificate of Deposit First Tier Security 2012-01-30 2012-01-30 N N N 23000000.00 23000000.00 0.0098 N 22999418.10 22999418.10 ABN AMRO Bank NV ABN AMRO Bank NV, 0.36% 37V995GR3 Certificate of Deposit First Tier Security 2011-11-03 2011-11-03 N N N 15000000.00 15000002.08 0.0064 N 15000178.50 15000178.50 ABN AMRO Bank NV ABN AMRO Bank NV, 0.36% 37V995HF8 Certificate of Deposit First Tier Security 2011-11-23 2011-11-23 N N N 8000000.00 8000012.20 0.0034 N 8000728.00 8000728.00 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 0.0021 N 5000374.50 5000374.50 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.30% 05299WMX3 0000859994 Certificate of Deposit First Tier Security 2011-12-13 2011-12-13 N N N 3000000.00 3000000.00 0.0013 N 3000322.20 3000322.20 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 0.0043 N 10000749.00 10000749.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 202991VC6 0000008565 Certificate of Deposit First Tier Security 2011-12-09 2011-12-09 N N N 8000000.00 8000000.00 0.0034 N 8000779.20 8000779.20 HSBC Bank PLC HSBC Bank PLC, 0.30% 35X99QAX2 0001140465 Certificate of Deposit First Tier Security 2011-12-28 2011-12-28 N N N 8000000.00 8000000.00 0.0034 N 8001416.80 8001416.80 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 3000078.30 3000078.30 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 0.0030 N 6999594.00 6999594.00 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 0.0038 N 8998502.40 8998502.40 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 5999999.39 0.0026 N 6003169.80 6003169.80 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 0.0030 N 7003922.80 7003922.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 39K99HAK6 0000833029 Certificate of Deposit First Tier Security 2011-12-01 2011-12-01 N N N 28000000.00 28000000.00 0.0120 N 28002167.20 28002167.20 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 0.0034 N 8000617.60 8000617.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.52% 39K99HAS9 0000833029 Certificate of Deposit First Tier Security 2012-04-17 2012-04-17 N N N 24000000.00 24000000.00 0.0103 N 24011232.00 24011232.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.52% 39K99HAW0 0000833029 Certificate of Deposit First Tier Security 2012-05-02 2012-05-02 N N N 21000000.00 21000000.00 0.0090 N 21000000.00 21000000.00 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 4000226.40 4000226.40 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 4000310.40 4000310.40 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.30% 10513DDZ0 Certificate of Deposit First Tier Security 2012-02-13 2012-02-13 N N N 4000000.00 4000000.00 0.0017 N 3999416.40 3999416.40 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.44% 0020P5CC1 Financial Company Commercial Paper First Tier Security 2011-12-23 2012-03-23 N N N 23000000.00 22999659.76 0.0098 N 23001380.00 23001380.00 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.58% 0020P2DB9 Financial Company Commercial Paper First Tier Security 2012-04-11 2012-04-11 N N N 2000000.00 1994780.00 0.0009 N 1995590.00 1995590.00 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.58% 0020P2DD5 Financial Company Commercial Paper First Tier Security 2012-04-13 2012-04-13 N N N 2000000.00 1994715.55 0.0009 N 1995508.40 1995508.40 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GET8 Financial Company Commercial Paper First Tier Security 2011-11-10 2011-11-10 N N N 5000000.00 4999662.50 0.0021 N 4999804.00 4999804.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GEZ4 Financial Company Commercial Paper First Tier Security 2011-11-28 2011-11-28 N N N 2000000.00 1999595.00 0.0009 N 1999699.80 1999699.80 BAT International Finance PLC BAT International Finance PLC, 0.40% 05531NY26 Financial Company Commercial Paper Second Tier Security 2011-11-02 2011-11-02 N N N 2000000.00 1999977.78 0.0009 Y 1999971.20 1999971.20 BAT International Finance PLC BAT International Finance PLC, 0.40% 05531NYJ9 Financial Company Commercial Paper Second Tier Security 2011-11-18 2011-11-18 N N N 2000000.00 1999622.22 0.0009 N 1999705.00 1999705.00 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.26% 12802YAB6 Financial Company Commercial Paper First Tier Security 2011-11-03 2012-05-25 N N N 7000000.00 6999573.72 0.0030 N 6983445.00 6983445.00 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 14999612.50 0.0064 N 14999866.50 14999866.50 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 12998096.95 0.0056 N 12999480.00 12999480.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.39% 17307SYP1 Financial Company Commercial Paper First Tier Security 2011-11-23 2011-11-23 N N N 14000000.00 13996663.33 0.0060 N 13997744.60 13997744.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272EYJ1 Financial Company Commercial Paper First Tier Security 2011-11-18 2011-11-18 N N N 30000000.00 29996387.50 0.0128 N 29997450.00 29997450.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAV8 Financial Company Commercial Paper First Tier Security 2011-11-21 2011-11-21 N N N 3000000.00 3000000.00 0.0013 N 2999754.00 2999754.00 Danske Corp. Danske Corp., 0.25% 2363F7Y10 Financial Company Commercial Paper First Tier Security 2011-11-01 2011-11-01 N N N 4000000.00 4000000.00 0.0017 N 3999982.40 3999982.40 Danske Corp. Danske Corp., 0.25% 2363F7Y77 Financial Company Commercial Paper First Tier Security 2011-11-07 2011-11-07 N N N 11000000.00 10999541.67 0.0047 N 10999461.00 10999461.00 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 2999190.00 0.0013 N 2999232.30 2999232.30 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 2332K1YN4 Financial Company Commercial Paper First Tier Security 2011-11-22 2011-11-22 N N N 5000000.00 4999125.00 0.0021 N 4999379.50 4999379.50 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 2332K1Z52 Financial Company Commercial Paper First Tier Security 2011-12-05 2011-12-05 N N N 26000000.00 25992633.33 0.0111 N 25993858.80 25993858.80 Nordea North America, Inc. Nordea North America, Inc., 0.25% 6555P1Y43 Financial Company Commercial Paper First Tier Security 2011-11-04 2011-11-04 N N N 65000000.00 64998645.83 0.0278 N 64999064.00 64999064.00 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 6995520.00 0.0030 N 6998978.00 6998978.00 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 7998533.33 0.0034 N 7999846.40 7999846.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.25% 83050UY44 Financial Company Commercial Paper First Tier Security 2011-11-04 2011-11-04 N N N 4000000.00 3999916.67 0.0017 N 3999928.80 3999928.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050UY28 Financial Company Commercial Paper First Tier Security 2011-11-02 2011-11-02 N N N 3000000.00 2999978.33 0.0013 N 2999973.30 2999973.30 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050UY36 Financial Company Commercial Paper First Tier Security 2011-11-03 2011-11-03 N N N 4000000.00 3999942.22 0.0017 N 3999946.80 3999946.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050UYA0 Financial Company Commercial Paper First Tier Security 2011-11-10 2011-11-10 N N N 4000000.00 3999740.00 0.0017 N 3999810.00 3999810.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050UYG7 Financial Company Commercial Paper First Tier Security 2011-11-16 2011-11-16 N N N 6000000.00 5999350.00 0.0026 N 5999488.20 5999488.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.33% 86958GZU2 Financial Company Commercial Paper First Tier Security 2011-12-28 2011-12-28 N N N 8000000.00 7995883.33 0.0034 N 7996687.20 7996687.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.39% 86958FAX5 Financial Company Commercial Paper First Tier Security 2012-01-31 2012-01-31 N N N 9000000.00 8991127.50 0.0038 N 8992548.00 8992548.00 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 2998460.00 0.0013 N 2999100.00 2999100.00 Westpac Banking Corp. Westpac Banking Corp., 0.39% 9612C4BY6 Financial Company Commercial Paper First Tier Security 2012-01-05 2012-04-05 N N N 9000000.00 9000000.00 0.0038 N 8999406.00 8999406.00 Westpac Banking Corp. Westpac Banking Corp., 0.39% 9612C4CA7 Financial Company Commercial Paper First Tier Security 2012-01-10 2012-04-10 N N N 15000000.00 15000000.00 0.0064 N 15000090.00 15000090.00 Gotham Funding Corp. Gotham Funding Corp., 0.35% 38346LA55 Asset Backed Commercial Paper First Tier Security 2012-01-05 2012-01-05 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 2000000.00 1998736.11 0.0009 N 1998988.00 1998988.00 Gotham Funding Corp. Gotham Funding Corp., 0.36% 38346LAC0 Asset Backed Commercial Paper First Tier Security 2012-01-12 2012-01-12 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 5000000.00 4996400.00 0.0021 N 4997009.00 4997009.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.32% 66560LYH3 Asset Backed Commercial Paper First Tier Security 2011-11-17 2011-11-17 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 15000000.00 14997866.66 0.0064 N 14998633.50 14998633.50 Northern Pines Funding LLC Northern Pines Funding LLC, 0.32% 66560LYV2 Asset Backed Commercial Paper First Tier Security 2011-11-29 2011-11-29 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 4000000.00 3999004.45 0.0017 N 3999268.40 3999268.40 Northern Pines Funding LLC Northern Pines Funding LLC, 0.39% 66560MAB0 Asset Backed Commercial Paper First Tier Security 2011-11-07 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 2999901.00 2999901.00 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.28% 03523LYH2 Other Commercial Paper Second Tier Security 2011-11-17 2011-11-17 N N N 1000000.00 999875.56 0.0004 N 999861.60 999861.60 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.28% 03523LYJ8 Other Commercial Paper Second Tier Security 2011-11-18 2011-11-18 N N N 9000000.00 8998810.00 0.0038 N 8998672.50 8998672.50 Devon Energy Corp. Devon Energy Corp., 0.35% 25179LYE9 Other Commercial Paper Second Tier Security 2011-11-14 2011-11-14 N N N 2000000.00 1999747.22 0.0009 N 1999816.40 1999816.40 Devon Energy Corp. Devon Energy Corp., 0.35% 25179LYE9 Other Commercial Paper Second Tier Security 2011-11-14 2011-11-14 N N N 2000000.00 1999747.22 0.0009 N 1999816.40 1999816.40 Devon Energy Corp. Devon Energy Corp., 0.38% 25179LZ81 Other Commercial Paper Second Tier Security 2011-12-08 2011-12-08 N N N 2000000.00 1999218.88 0.0009 N 1999364.60 1999364.60 Devon Energy Corp. Devon Energy Corp., 0.38% 25179LZ99 Other Commercial Paper Second Tier Security 2011-12-09 2011-12-09 N N N 4000000.00 3998395.56 0.0017 N 3998682.80 3998682.80 Duke Energy Corp. Duke Energy Corp., 0.35% 26244JZ85 Other Commercial Paper Second Tier Security 2011-12-08 2011-12-08 N N N 1000000.00 999640.28 0.0004 N 999671.70 999671.70 Duke Energy Corp. Duke Energy Corp., 0.40% 26244JY45 Other Commercial Paper Second Tier Security 2011-11-04 2011-11-04 N N N 1000000.00 999966.67 0.0004 N 999975.60 999975.60 Duke Energy Corp. Duke Energy Corp., 0.40% 26244JY45 Other Commercial Paper Second Tier Security 2011-11-04 2011-11-04 N N N 2000000.00 1999933.33 0.0009 N 1999951.20 1999951.20 Texas Instr International Management Co. Sarl Texas Instr International Management Co. Sarl, 0.43% 88252AG92 Other Commercial Paper First Tier Security 2012-07-09 2012-07-09 N N N 1000000.00 997036.80 0.0004 N 995268.00 995268.00 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 999805.55 0.0004 N 999754.00 999754.00 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 999772.22 0.0004 N 999694.30 999694.30 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.30% 88355MYA9 Other Commercial Paper Second Tier Security 2011-11-10 2011-11-10 N N N 1000000.00 999925.00 0.0004 N 999933.10 999933.10 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.30% 88355MYE1 Other Commercial Paper Second Tier Security 2011-11-14 2011-11-14 N N N 1000000.00 999891.67 0.0004 N 999900.40 999900.40 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.30% 88355MYU5 Other Commercial Paper Second Tier Security 2011-11-28 2011-11-28 N N N 1000000.00 999775.00 0.0004 N 999766.00 999766.00 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.30% 88355MYU5 Other Commercial Paper Second Tier Security 2011-11-28 2011-11-28 N N N 3000000.00 2999325.00 0.0013 N 2999316.30 2999316.30 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.30% 88355MYV3 Other Commercial Paper Second Tier Security 2011-11-29 2011-11-29 N N N 1000000.00 999766.66 0.0004 N 999760.80 999760.80 Verizon Communications, Inc. Verizon Communications, Inc., 0.44% 92344PUV6 Other Commercial Paper Second Tier Security 2011-11-01 2011-12-14 Y VERIZON COMMUNICATIONS INC N/A N/A N N 10000000.00 10000000.00 0.0043 N 9998450.00 9998450.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.33% 92780KY85 Other Commercial Paper Second Tier Security 2011-11-08 2011-11-08 N N N 1000000.00 999935.84 0.0004 N 999941.30 999941.30 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.33% 92780KY85 Other Commercial Paper Second Tier Security 2011-11-08 2011-11-08 N N N 4000000.00 3999743.34 0.0017 N 3999765.20 3999765.20 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.35% 92780KYA0 Other Commercial Paper Second Tier Security 2011-11-10 2011-11-10 N N N 1000000.00 999912.50 0.0004 N 999902.00 999902.00 WellPoint, Inc. WellPoint, Inc., 0.40% 9497K3Y20 Other Commercial Paper Second Tier Security 2011-11-02 2011-11-02 N N N 2000000.00 1999977.78 0.0009 N 1999976.60 1999976.60 Xerox Corp. Xerox Corp., 0.56% 98412FYJ5 Other Commercial Paper Second Tier Security 2011-11-18 2011-11-18 N N N 3000000.00 2999206.67 0.0013 N 2999332.50 2999332.50 Xerox Corp. Xerox Corp., 0.60% 98412FZ13 Other Commercial Paper Second Tier Security 2011-12-01 2011-12-01 N N N 1000000.00 999500.00 0.0004 N 999584.10 999584.10 Xerox Corp. Xerox Corp., 0.60% 98412FZ13 Other Commercial Paper Second Tier Security 2011-12-01 2011-12-01 N N N 1000000.00 999500.00 0.0004 N 999584.10 999584.10 Xerox Corp. Xerox Corp., 0.60% 98412FZ70 Other Commercial Paper Second Tier Security 2011-12-07 2011-12-07 N N N 2000000.00 1998800.00 0.0009 N 1998974.20 1998974.20 Xerox Corp. Xerox Corp., 0.60% 98412FZ96 Other Commercial Paper Second Tier Security 2011-12-09 2011-12-09 N N N 2000000.00 1998733.33 0.0009 N 1998908.00 1998908.00 ABAG Fin. Auth. for Nonprofit Corps. Rev. ABAG Fin. Auth. for Nonprofit Corps. Rev., 0.14% (Valley Christian Schools Proj.) Series 2003, LOC Bank of America NA VRDN 00037CEY2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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 Gen. Oblig. California Gen. Oblig., 0.16% Series 2003 C1, LOC Bank of America NA VRDN 13063BCS9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6200000.00 6200000.00 0.0027 N 6200000.00 6200000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.16% (Scripps Health Proj.) Series 2008 E, LOC Bank of America NA VRDN 13033F5K2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5650000.00 5650000.00 0.0024 N 5650000.00 5650000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.16% (Catholic Healthcare West Proj.) Series 2005 H, LOC Bank of America NA VRDN 13033FF54 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9700000.00 9700000.00 0.0041 N 9700000.00 9700000.00 California Hsg. Fin. Agcy. Multifamily Hsg. Rev. California Hsg. Fin. Agcy. Multifamily Hsg. Rev., 0.12% Series 2008 B, (Liquidity Facility Fannie Mae Mtg. pass-thru certificates) (Liquidity Facility 130036AL0 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FANNIE MAE N/A N/A FREDDIE MAC N/A N/A N N 20015000.00 20015000.00 0.0086 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., 0.12% Series 2010 A3, LOC JPMorgan Chase Bank VRDN 79765A3M6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 13000000.00 13000000.00 0.0056 N 13000000.00 13000000.00 North Carolina Med. Care Commission Health Care Facilities Rev. North Carolina Med. Care Commission Health Care Facilities Rev., 0.13% (Cape Fear Valley Health Sys. Proj.) Series 2008 A1, LOC Branch Banking & Trust 65821DAX9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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 0.0120 N 28000000.00 28000000.00 Colorado Hsg. Fin. Auth. Single Family Mtg. Rev. Colorado Hsg. Fin. Auth. Single Family Mtg. Rev., 0.15% Series 2008 A3, (Liquidity Facility Fannie Mae Mtg. pass-thru certificates) (Liquidity Facilit 196483CV1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FREDDIE MAC N/A N/A FANNIE MAE N/A N/A N N 10000000.00 10000000.00 0.0043 N 10000000.00 10000000.00 Denver Urban Renewal Auth. Tax Increment Rev. Denver Urban Renewal Auth. Tax Increment Rev., 0.14% Series 2008 A1, LOC U.S. Bank NA, Minnesota VRDN 249301EC2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.12% (Catholic Healthcare West Proj.) Series 2009 F, LOC Citibank NA VRDN 040507MK8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 15600000.00 15600000.00 0.0067 N 15600000.00 15600000.00 Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 0.13% Series 2005, LOC Royal Bank of Scotland PLC VRDN 455054AC0 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y ROYAL BANK OF SCOTLAND PLC N/A N/A Y ROYAL BANK OF SCOTLAND PLC N/A N/A N 7200000.00 7200000.00 0.0031 N 7200000.00 7200000.00 Indiana Edl. Facilities Auth. Rev. Indiana Edl. Facilities Auth. Rev., 0.15% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 8075000.00 8075000.00 0.0035 N 8075000.00 8075000.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.11% Series 2004 A6, LOC Mizuho Corporate Bank Ltd. VRDN 64966CLY5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y MIZUHO CORPORATE BANK LTD N/A N/A Y MIZUHO CORPORATE BANK LTD N/A N/A N 14475000.00 14475000.00 0.0062 N 14475000.00 14475000.00 Clark County Fuel Tax Clark County Fuel Tax, 0.20% Participating VRDN Series BA 08 1171, (Liquidity Facility Bank of America NA) 05248P4D4 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A N N 11135000.00 11135000.00 0.0048 N 11135000.00 11135000.00 Highlands County Health Facilities Auth. Rev. Highlands County Health Facilities Auth. Rev., 0.11% (Adventist Health Sys./Sunbelt Obligated Group Proj.) Series 2005 H, LOC U.S. Bank NA, Minnesota 431022QW5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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 0.0043 N 10000000.00 10000000.00 Palm Beach County Rev. Palm Beach County Rev., 0.24% (The Norton Gallery and School of Arts, Inc. Proj.) Series 2000, LOC Bank of America NA VRDN 696547CK2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1100000.00 1100000.00 0.0005 N 1100000.00 1100000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.11% (Dayton Pwr. & Lt. Co. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 677525SZ1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9000000.00 9000000.00 0.0038 N 9000000.00 9000000.00 South Carolina Jobs-Econ. Dev. Auth. South Carolina Jobs-Econ. Dev. Auth., 0.13% (AnMed Health Proj.) Series 2009 A, LOC Branch Banking & Trust Co. VRDN 83703FBX9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.36% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2011-11-01 2011-11-01 Y DELMARVA POWER & LIGHT N/A N/A N N 1900000.00 1900000.00 0.0008 N 1900000.00 1900000.00 Houston Util. Sys. Rev. Houston Util. Sys. Rev., 0.20% Series 2004 B1, LOC Bank of America NA VRDN 442435PD9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1400000.00 1400000.00 0.0006 N 1400000.00 1400000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.45% 2027A0FM6 Other Note First Tier Security 2012-01-12 2012-02-10 N N N 7000000.00 7000000.00 0.0030 N 6998488.00 6998488.00 Royal Bank of Canada Royal Bank of Canada, 0.27% 78008KXS7 Other Note First Tier Security 2011-11-07 2012-11-05 N N N 21000000.00 20993744.09 0.0090 N 21005733.00 21005733.00 Royal Bank of Canada Royal Bank of Canada, 0.42% 78008FBA1 Other Note First Tier Security 2012-01-03 2012-11-01 N N N 27000000.00 27000000.00 0.0115 N 27003186.00 27003186.00 Royal Bank of Canada Royal Bank of Canada, 0.70% 78008FAM6 Other Note First Tier Security 2011-11-15 2012-11-15 N N N 23000000.00 23000000.00 0.0098 N 23018446.00 23018446.00 Westpac Banking Corp. Westpac Banking Corp., 0.32% 91621CBE0 Other Note First Tier Security 2011-11-11 2012-06-08 N N N 9000000.00 9000000.00 0.0038 N 8987697.00 8987697.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612E0CB1 Other Note First Tier Security 2011-11-07 2012-04-02 N N N 17000000.00 17000000.00 0.0073 N 16989426.00 16989426.00 Westpac Banking Corp. Westpac Banking Corp., 0.38% 91621CAW1 Other Note First Tier Security 2011-11-23 2012-05-23 N N N 26000000.00 26000000.00 0.0111 N 25962794.00 25962794.00 Westpac Banking Corp. Westpac Banking Corp., 0.44% 91621CBA8 Other Note First Tier Security 2012-01-17 2012-06-14 N N N 19000000.00 19000000.00 0.0081 N 18930061.00 18930061.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.73% 41T99HKQ9 0000729153 Other Note First Tier Security 2011-11-01 2011-11-15 Y ROYAL BANK OF SCOTLAND PLC N/A N/A N N 16000000.00 16000000.00 0.0068 Y 15998960.00 15998960.00 U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127953R0 Treasury Debt First Tier Security 2011-11-03 2011-11-03 N N N 17000000.00 16999891.39 0.0073 N 16999983.00 16999983.00 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 2997479.17 0.0013 N 2999901.00 2999901.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% 912828NS5 Treasury Debt First Tier Security 2012-06-30 2012-06-30 N N N 5000000.00 5015932.24 0.0021 N 5016800.00 5016800.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.17% 912828HC7 Treasury Debt First Tier Security 2012-08-31 2012-08-31 N N N 28000000.00 28920617.05 0.0124 N 28922040.00 28922040.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828LR9 Treasury Debt First Tier Security 2012-10-15 2012-10-15 N N N 12000000.00 12140101.18 0.0052 N 12138744.00 12138744.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.18% 912828LM0 Treasury Debt First Tier Security 2012-09-15 2012-09-15 N N N 15000000.00 15157518.38 0.0065 N 15158205.00 15158205.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828LH1 Treasury Debt First Tier Security 2012-08-15 2012-08-15 N N N 5000000.00 5062035.75 0.0022 N 5063085.00 5063085.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828PD6 Treasury Debt First Tier Security 2012-10-31 2012-10-31 N N N 12000000.00 12023492.14 0.0051 N 12024840.00 12024840.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 9128277L0 Treasury Debt First Tier Security 2012-02-15 2012-02-15 N N N 5000000.00 5067258.88 0.0022 N 5069335.00 5069335.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828MQ0 Treasury Debt First Tier Security 2012-02-29 2012-02-29 N N N 12000000.00 12025933.65 0.0051 N 12032400.00 12032400.00 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 18010275.16 0.0077 N 18011250.00 18011250.00 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 3001043.13 0.0013 N 3001641.00 3001641.00 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 9029784.06 0.0039 N 9031644.00 9031644.00 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 5014732.14 0.0021 N 5018945.00 5018945.00 Fannie Mae Fannie Mae, 0.20% 313588VB8 Government Agency Debt First Tier Security 2012-04-02 2012-04-02 N N N 22000000.00 21981300.00 0.0094 N 21994390.00 21994390.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3133756S1 Government Agency Debt First Tier Security 2012-03-22 2012-03-22 N N N 14000000.00 14000933.33 0.0060 N 14004928.00 14004928.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3133756G7 Government Agency Debt First Tier Security 2012-02-06 2012-02-06 N N N 11000000.00 10999589.26 0.0047 N 11002321.00 11002321.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3133756J1 Government Agency Debt First Tier Security 2012-02-08 2012-02-08 N N N 10000000.00 9999370.49 0.0043 N 10002150.00 10002150.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3133755S2 Government Agency Debt First Tier Security 2012-08-30 2012-08-30 N N N 22000000.00 22000000.00 0.0094 N 22003454.00 22003454.00 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257FCB9 Government Agency Debt First Tier Security 2012-01-25 2012-01-25 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 4000000.00 3998222.22 0.0017 N 3999111.20 3999111.20 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257FCC7 Government Agency Debt First Tier Security 2012-01-26 2012-01-26 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 4000000.00 3998155.55 0.0017 N 3999081.60 3999081.60 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.70% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2012-01-03 2012-01-30 Y METROPOLITAN LIFE INS CO N/A N/A N N 10000000.00 10000000.00 0.0043 Y 9997280.00 9997280.00 New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 0.60% Bonds (New England Pwr. Co. Proj.) Series 1990 A, tender 11/22/2011, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2011-11-22 2011-11-22 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0021 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 12491268.00 12491268.25 0.0053 N 12481261.50 12481261.50 Huntington Auto Trust 2011-1 Huntington Auto Trust 2011-1, 0.36% 446149AA4 Other Instrument Asset-Backed Securities First Tier Security 2012-09-17 2012-09-17 N N N 2184608.00 2184608.42 0.0009 N 2184254.96 2184254.96 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 4988978.00 4988978.05 0.0021 N 4988694.18 4988694.18 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.14% 40H99WQA0 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-01 2041-09-01 3.252 - 4.5 Government Agency Debt 7509065.00 7162400.77 First Tier Security 2011-11-07 2011-11-07 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0030 N 7000000.00 7000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.19% 40H99WMW6 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-01-01 2040-11-01 4.231 - 7 Government Agency Debt 20639236.00 6988080.47 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-11-15 2041-02-20 5 - 7 Government Agency Debt 206297.00 187548.49 First Tier Security 2011-11-07 2011-11-07 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0030 N 7000000.00 7000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 40H99WLT4 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-12-01 2040-06-01 4.5 - 5.5 Government Agency Debt 1192564.00 410654.65 FEDERAL NATIONAL MORTGAGE ASSOC 2033-02-01 2041-03-25 3.5 - 6 Government Agency Debt 15074095.00 6189795.09 GOVERNMENT NATIONAL MORTAGE ASSOC 2029-09-16 2039-06-20 4.5 - 4.5 Government Agency Debt 793530.00 581230.80 First Tier Security 2011-11-01 2011-11-01 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0030 N 7000000.00 7000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 41P99GKA0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-05-15 2041-05-15 4 - 4 Government Agency Debt 10000.00 6846.90 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2040-09-01 1.395 - 6 Government Agency Debt 3314700.00 3055070.22 Unrated Security 2011-11-07 2011-11-07 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, 0.17% 41P99GPK3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-25 2041-02-01 1.395 - 6 Government Agency Debt 115000.00 73540.41 FEDERAL HOME LOAN MORTGAGE CORP 2025-10-15 2035-07-15 3.5 - 5 Government Agency Debt 18014600.00 7136146.33 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-01-20 2025-01-20 2.375 - 2.375 Government Agency Debt 110000.00 1784.70 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 7000000.00 7000000.00 0.0030 N 7000000.00 7000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 41P99GMC4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-05-15 2041-05-15 4 - 4 Government Agency Debt 30000.00 20540.69 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2041-09-01 1.395 - 6 Government Agency Debt 7672800.00 7109516.25 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-01-20 2040-09-16 2.25 - 2.375 Government Agency Debt 375000.00 14933.87 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 7000000.00 7000000.00 0.0030 N 7000000.00 7000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 41P99GJE4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-05-15 2041-05-15 4 - 4 Government Agency Debt 20000.00 13693.79 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2041-06-01 1.395 - 6 Government Agency Debt 4348100.00 4069582.47 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.16%, dated 10/31/2011 due 11/01/2011 43J99YDK0_08126 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2016-06-13 2016-06-13 5.625 - 5.625 Government Agency Debt 455.99 518.66 FEDERAL HOME LOAN MORTGAGE CORP 2015-07-01 2041-04-15 2.113 - 9.5 Government Agency Debt 208919.16 61135.31 FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2047-10-01 0 - 7.5 Government Agency Debt 603213.55 226987.32 JPMORGAN CHASE & CO FDIC GTD TLGP 2012-06-22 2012-06-22 2.125 - 2.125 Other Instrument CORPORATE 526.67 537.13 TENNESEE VALLEY AUTHORITY 2017-07-18 2045-07-15 0 - 6.235 Government Agency Debt 613.67 726.56 GOLDMAN SACHS GROUP INC FDIC GTD TLGP 2012-06-15 2012-06-15 3.25 - 3.25 Other Instrument CORPORATE 474.00 488.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-04-20 2041-10-20 1.493 - 8 Government Agency Debt 211299.31 112849.85 Unrated Security 2011-11-01 2011-11-01 N N N 395000.00 395000.00 0.0002 N 395000.00 395000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.20% 41B99CKP1 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-12-15 2036-08-15 0.629 - 5.5 Government Agency Debt 206108.00 107534.55 FEDERAL NATIONAL MORTGAGE ASSOC 2016-06-25 2039-04-01 0.645 - 6 Government Agency Debt 13540564.00 11177735.42 First Tier Security 2011-11-07 2011-11-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 11000000.00 11000000.00 0.0047 N 11000000.00 11000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.29% 42X99TUM4 0000851376 Other Repurchase Agreement N DYNEX CAPITAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16202.00 145169.92 EQUITY LIFESTYLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2296.00 149974.72 MARKEL CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 220.00 86191.60 MATERION 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5146.00 148256.26 PRSHS ULTRST SILVER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12940.00 142987.00 FRANKLIN ST PPTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11100.00 144633.00 INTL RECTIFIER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6037.00 150200.56 LENNAR-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9704.00 126152.00 LORAL SPACE & CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14948.00 904503.48 ELBIT SYSTEMS LTD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 475.00 21332.25 TEJON RANCH CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5278.00 140711.48 First Tier Security 2011-11-03 2011-11-03 N N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.30% 42X99TTV6 0000851376 Other Repurchase Agreement N G&K SERVICES-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6330.00 196799.70 FRST AMER FINCL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14306.00 174962.38 HUBBELL INC -B- 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3066.00 188804.28 TOWER INTL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16348.00 208763.96 SNAP-ON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1983.00 108747.72 SABRA HC REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 19121.00 196946.30 PHOTRONICS INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 18704.00 121388.96 ONE LIBERTY PPTIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7512.00 123722.64 MATTHEWS INTL -A- 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4739.00 173542.18 MACQUARIE INFRS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7309.00 189230.01 LORAL SPACE & CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7887.00 477242.37 First Tier Security 2011-11-01 2011-11-01 N N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.55% 42X99TVK7 0000851376 Other Repurchase Agreement N US TREASURY 2013-10-31 2013-10-31 0.25 - 0.25 Treasury Debt 10203400.00 10200206.34 First Tier Security 2011-12-02 2011-12-02 N N N 10000000.00 10000000.00 0.0043 Y 10000000.00 10000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.55% 42X99TVL5 0000851376 Other Repurchase Agreement N US TREASURY 2013-10-31 2013-10-31 0.25 - 0.25 Treasury Debt 10203400.00 10200206.34 First Tier Security 2011-12-05 2011-12-05 N N N 10000000.00 10000000.00 0.0043 Y 10000000.00 10000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.60% 42X99TVJ0 0000851376 Other Repurchase Agreement N NATIONAL FINL PARTNERS CORP 2017-06-15 2017-06-15 4 - 4 Other Instrument EQUITY 2087457.00 2677395.54 ALLIANCE DATA SYS CORP 2013-08-01 2013-08-01 1.75 - 1.75 Other Instrument EQUITY 1937000.00 2722695.62 First Tier Security 2011-12-05 2011-12-05 N N N 5000000.00 5000000.00 0.0021 Y 5000000.00 5000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 42V99RKT6 0000318336 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2006-OA 2046-09-25 2046-09-25 0.435 - 0.435 Other Instrument GOVERNMENT AGENCY 12995000.00 3253500.39 First Tier Security 2012-01-12 2012-01-12 N N N 3000000.00 3000000.00 0.0013 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 42V99RKU3 0000318336 Other Repurchase Agreement N CWALT, INC., 2005-43 2035-11-25 2035-11-25 0.635 - 0.635 Other Instrument GOVERNMENT AGENCY 5689000.00 382969.43 ALTERNATIVE LOAN TRUST 2006-OA 2046-09-25 2046-09-25 0.435 - 0.435 Other Instrument GOVERNMENT AGENCY 11450000.00 2866685.61 First Tier Security 2012-01-19 2012-01-19 N N N 3000000.00 3000000.00 0.0013 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 42V99RKV1 0000318336 Other Repurchase Agreement N CWALT, INC., 2005-43 2035-11-25 2035-11-25 0.635 - 0.635 Other Instrument GOVERNMENT AGENCY 46090000.00 3102664.98 CWMBS, INC., 2005-19 2046-05-20 2046-05-20 0.455 - 0.455 Other Instrument GOVERNMENT AGENCY 485000.00 120268.70 RFMSI SERIES 2007-SA4 TRUST 2037-10-25 2037-10-25 5.919 - 5.919 Other Instrument GOVERNMENT AGENCY 60000.00 20707.79 First Tier Security 2012-01-26 2012-01-26 N N N 3000000.00 3000000.00 0.0013 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.91% 42V99RLW8 0000318336 Other Repurchase Agreement N BEAR STEARNS ARM TRUST 2005-1 2035-10-25 2035-10-25 2.4 - 2.4 Other Instrument GOVERNMENT AGENCY 5915000.00 2160809.61 First Tier Security 2012-02-03 2012-02-03 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.92% 42V99RLX6 0000318336 Other Repurchase Agreement N AMERIQUEST MORTGAGE SECURITIES 2036-10-25 2036-10-25 0.345 - 0.345 Other Instrument ASSET BACKED 8135000.00 1506198.62 BEAR STEARNS ARM TRUST 2005-1 2035-10-25 2035-10-25 2.4 - 2.4 Other Instrument GOVERNMENT AGENCY 1208000.00 441294.68 CWALT, INC. 2004-2CB 2035-04-25 2035-04-25 0.745 - 0.745 Other Instrument GOVERNMENT AGENCY 1030000.00 214440.04 First Tier Security 2012-02-10 2012-02-10 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.94% 42V99RML1 0000318336 Other Repurchase Agreement N ASSET BACKED CERTIFICATES SECU 2035-11-25 2035-11-25 0.695 - 0.695 Other Instrument ASSET BACKED 12849000.00 2290430.36 MORGAN STANLEY MORTGAGE LOAN T 2047-01-25 2047-01-25 0.415 - 0.415 Other Instrument ASSET BACKED 13558000.00 1460843.17 MORGAN STANLEY ABS CAPITAL I I 2037-03-25 2037-03-25 0.495 - 0.495 Other Instrument ASSET BACKED 702000.00 233027.30 PEOPLE'S FINANCIAL REALTY MORT 2036-09-25 2036-09-25 0.405 - 0.405 Other Instrument ASSET BACKED 1595000.00 342103.39 First Tier Security 2012-02-17 2012-02-17 N N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.96% 42V99RMV9 0000318336 Other Repurchase Agreement N CHASEFLEX TR 2007-M1 2037-08-25 2037-08-25 5.803 - 5.803 Other Instrument GOVERNMENT AGENCY 3270000.00 2162614.73 First Tier Security 2012-02-24 2012-02-24 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.20% 40M99HRN8 0000769993 Other Repurchase Agreement N US TREASURY 2020-08-15 2020-08-15 2.625 - 2.625 Treasury Debt 15446500.00 16320548.35 First Tier Security 2011-11-02 2011-11-02 N N N 16000000.00 16000000.00 0.0068 N 16000000.00 16000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.34% 36N99STG4 0000877559 Other Repurchase Agreement N PFD HCP, INC. SERIES E 2018-01-30 2018-01-30 6.7 - 6.7 Other Instrument CORPORATE 10000.00 10911.30 NABORS INDUSTRIES, INC. 2019-01-15 2019-01-15 9.25 - 9.25 Other Instrument CORPORATE 195000.00 249021.87 EXPEDIA,INC. 2020-08-15 2020-08-15 5.95 - 5.95 Other Instrument CORPORATE 55000.00 56438.19 CINGULAR WIRELESS 2031-12-15 2031-12-15 7.125 - 7.125 Other Instrument CORPORATE 3757700.00 4847391.20 WASHINGTON REAL ESTATE INVESTM 2013-03-15 2013-03-15 5.125 - 5.125 Other Instrument CORPORATE 45000.00 46192.78 WHIRLPOOL CORP 2014-05-01 2014-05-01 8.6 - 8.6 Other Instrument CORPORATE 30000.00 35209.34 AETNA INC 2016-06-15 2016-06-15 6 - 6 Other Instrument CORPORATE 5000.00 5883.85 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0021 N 5000000.00 5000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.35% 36N99SUA5 0000877559 Other Repurchase Agreement N AETNA INC 2016-06-15 2016-06-15 6 - 6 Other Instrument CORPORATE 10000.00 11767.70 GENERAL ELEC CAPT CORP 2018-05-01 2018-05-01 5.625 - 5.625 Other Instrument CORPORATE 40000.00 45325.55 PFD HCP, INC. SERIES E 2018-01-30 2018-01-30 6.7 - 6.7 Other Instrument CORPORATE 700000.00 763791.01 MERRILL LYNCH AND COMPANY., IN 2016-05-16 2016-05-16 6.05 - 6.05 Other Instrument CORPORATE 1259300.00 1279412.51 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.52% 36N99SUH0 0000877559 Other Repurchase Agreement N IBM CORPORATION 2017-09-14 2017-09-14 5.7 - 5.7 Other Instrument CORPORATE 159800.00 194056.86 GENERAL ELEC CAPT CORP 2018-05-01 2018-05-01 5.625 - 5.625 Other Instrument CORPORATE 13400.00 15184.06 CREDIT SUISSE BOSTON (USA ) IN 2015-08-15 2015-08-15 5.125 - 5.125 Other Instrument CORPORATE 88100.00 94241.20 MERRILL LYNCH AND COMPANY., IN 2016-05-16 2016-05-16 6.05 - 6.05 Other Instrument CORPORATE 81500.00 82801.65 METLIFE CAPITAL TRUST I 2039-08-01 2039-08-01 10.75 - 10.75 Other Instrument CORPORATE 494800.00 666285.97 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.48% 43H99UFG7 Other Repurchase Agreement N ELECTRONIC ARTS INC 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 2000000.00 2073428.00 RTI INTERNATIONAL META 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 3342000.00 3776460.00 KNIGHT CAPITAL GROUP INC 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 20250000.00 19197850.50 HEARTWARE INTERNATIONAL, INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 4500000.00 4593249.00 SL GREEN OPERATING PARTNERSHIP 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 11995000.00 12751440.69 First Tier Security 2011-11-01 2011-11-01 N N N 39000000.00 39000000.00 0.0167 N 39000000.00 39000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 43H99UCR6 Other Repurchase Agreement N CRAY INC =U=+ 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 209595.00 1429437.90 LINN ENERGY, LLC 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 136729.00 5339267.45 RIVERBED TECHNOLOGY, INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 178699.00 5189418.96 First Tier Security 2012-01-23 2012-01-23 N N N 11000000.00 11000000.00 0.0047 Y 11000000.00 11000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.69% 42K99VJW4 Other Repurchase Agreement N NOVELLUS SYSTEMS, INC 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 6862000.00 7278996.88 RTI INTERNATIONAL META 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 3196000.00 3611480.00 First Tier Security 2012-01-23 2012-01-23 N N N 10000000.00 10000000.00 0.0043 Y 10000000.00 10000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 43H99UCS4 Other Repurchase Agreement N FIFTH THIRD BANCORP 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 40304.00 496142.24 MACY'S INC 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 69036.00 2171872.56 FIRST HORIZON NATIONAL CORPORA 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 379655.00 2767684.95 First Tier Security 2012-04-23 2012-04-23 N N N 5000000.00 5000000.00 0.0021 Y 5000000.00 5000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.19% 43E999PU5 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2025-07-15 2037-05-15 5.907 - 6.167 Government Agency Debt 110591000.00 5150047.76 First Tier Security 2011-11-01 2011-11-01 N N N 5000000.00 5000000.00 0.0021 N 5000000.00 5000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.50% 43E999HD2 0001287279 Other Repurchase Agreement N WAMU MORTGAGE PASS-THROUGH TRU 2035-04-25 2035-04-25 2.585 - 2.585 Other Instrument GOVERNMENT AGENCY 5810000.00 4341828.75 STRUCTURED ADJUSTABLE RATE MOR 2035-10-25 2035-10-25 0.565 - 0.565 Other Instrument GOVERNMENT AGENCY 11285000.00 1327697.43 CHASE MORTGAGE FINANCE 2007-A1 2037-03-25 2037-03-25 5.744 - 5.744 Other Instrument GOVERNMENT AGENCY 4300000.00 813216.49 First Tier Security 2011-11-07 2011-11-07 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0026 N 6000000.00 6000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.75% 42Q9948X8 0001287279 Other Repurchase Agreement N WAMU MORTGAGE PASS-THROUGH TRU 2035-04-25 2035-04-25 2.585 - 2.585 Other Instrument GOVERNMENT AGENCY 5785000.00 4323146.18 First Tier Security 2012-03-26 2012-03-26 N N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.26% 42X996RU0 Other Repurchase Agreement N BROADCOM-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 37843.00 1386567.52 CDP FINL INC 2019-11-25 2019-11-25 4.4 - 4.4 Other Instrument CORPORATE 1350621.00 1480384.16 TARGET 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 22437.00 1239419.88 PRINCIPAL FINANCIAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 45397.00 1224811.06 MERCK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 39200.00 1376312.00 MCKESSON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16700.00 1409647.00 INTUITIVE SURGICAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3200.00 1396896.00 WALT DISNEY-DISNEY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 33308.00 1206082.68 GOLDMAN SACHS GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5249.00 608149.14 INTL GAME TECHNOLOG 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 89707.00 1589608.04 First Tier Security 2011-11-01 2011-11-01 N N N 12000000.00 12000000.00 0.0051 N 12000000.00 12000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.42% 42X996LK8 Other Repurchase Agreement N CTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2950.00 29234.50 VIACOM-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 119652.00 5371178.28 MFA FINANCIAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6658.00 46472.84 First Tier Security 2011-11-07 2011-11-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0021 N 5000000.00 5000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.43% 42X996LU6 Other Repurchase Agreement N BLACKROCK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12802.00 2173523.56 CONSOLIDATED EDISON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 343.00 19907.72 GILEAD SCIENCES INC 2014-05-01 2014-05-01 1 - 1 Other Instrument EQUITY 55428.00 62425.79 STNLY BLCK&DECK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11771.00 785007.99 YAMANA GOLD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13430.00 208836.50 First Tier Security 2011-11-07 2011-11-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.43% 42X996MS0 Other Repurchase Agreement N GILEAD SCIENCES INC 2014-05-01 2014-05-01 1 - 1 Other Instrument EQUITY 103326.00 116370.91 BORG WARNER AUTOMOTIVE INC FORMERLY BORG WARNER 2012-04-15 2012-04-15 3.5 - 3.5 Other Instrument EQUITY 2222175.00 5186679.90 MERCK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 51.00 1790.61 First Tier Security 2011-11-07 2011-11-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0021 N 5000000.00 5000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.53% 42T99QAV7 0000050916 Other Repurchase Agreement N ALG STUDENT LN TR II 2047-07-01 2047-07-01 N/A Other Instrument ASSET BACKED 642055.00 519297.94 KEYCORP STUDENT LOAN TRUST 2041-10-28 2041-10-28 0.549 - 0.549 Other Instrument ASSET BACKED 246847.00 129862.84 EDUCATIONAL LN CO TR I 2041-08-01 2041-08-01 N/A Other Instrument ASSET BACKED 5739262.00 4140287.66 First Tier Security 2011-11-07 2011-11-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.54% 42T99QAY1 0000050916 Other Repurchase Agreement N GSR MORTGAGE LOAN TRUST 2035-04-25 2035-04-25 4.903 - 4.903 Other Instrument MORTGAGE 119357.00 28095.55 RALI 2036-01-25 2036-01-25 3.028 - 3.028 Other Instrument MORTGAGE 65957.00 14447.88 HARBORVIEW MORTGAGE LOAN TRUST 2036-01-19 2036-01-19 0.48 - 0.48 Other Instrument MORTGAGE 23061703.00 4363620.97 First Tier Security 2011-11-07 2011-11-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.55% 42T99QAX3 0000050916 Other Repurchase Agreement N BOSTON SCIENTIFIC CORP 2015-11-15 2015-11-15 6.25 - 6.25 Other Instrument CORPORATE 77700.00 88542.99 CIT GROUP INC 2015-05-01 2036-04-01 0 - 7 Other Instrument CORPORATE 46000.00 40467.81 CHAPARRAL ENERGY INC-NEW 2021-09-01 2021-09-01 8.25 - 8.25 Other Instrument CORPORATE 200000.00 204750.00 COMPAGNIE GENERALE DE GEOPHYSIQUE 2017-05-15 2017-05-15 7.75 - 7.75 Other Instrument CORPORATE 20351.00 21892.31 COMPLETE PRODTN SVCS INC 2016-12-15 2016-12-15 8 - 8 Other Instrument CORPORATE 127708.00 136675.94 CRICKET COMMUNICATIONS INC 2020-10-15 2020-10-15 7.75 - 7.75 Other Instrument CORPORATE 38006.00 32626.04 FERRELLGAS PARTNERS L P / FERRELLGAS PARTNERS FI 2020-06-15 2020-06-15 8.625 - 8.625 Other Instrument CORPORATE 310000.00 314675.83 CHINA SHANSHUI CEMENT GROUP LTD 2016-05-25 2016-05-25 8.5 - 8.5 Other Instrument CORPORATE 30000.00 29605.00 GEO GROUP INC 2017-10-15 2017-10-15 7.75 - 7.75 Other Instrument CORPORATE 30000.00 31678.33 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2024-11-15 2024-11-15 7 - 7 Other Instrument CORPORATE 2000.00 1718.00 GOODRICH PETE CORP 2019-03-15 2019-03-15 8.875 - 8.875 Other Instrument CORPORATE 368000.00 373520.00 INC RESH LLC 2019-07-15 2019-07-15 N/A Other Instrument CORPORATE 260000.00 243219.17 INTERPUBLIC GROUP COS INC 2014-11-15 2014-11-15 6.25 - 6.25 Other Instrument CORPORATE 1000.00 1090.07 NEXTEL COMMUNICATIONS INC 2015-08-01 2015-08-01 7.375 - 7.375 Other Instrument CORPORATE 10000.00 9809.38 PALACE ENTMT HLDGS LLC / PALACE ENTMT HLDGS CORP 2017-04-15 2017-04-15 8.875 - 8.875 Other Instrument CORPORATE 175000.00 173065.28 PIONEER NAT RES CO 2020-01-15 2020-01-15 7.5 - 7.5 Other Instrument CORPORATE 10000.00 11452.83 RENT A CTR INC NEW 2020-11-15 2020-11-15 6.625 - 6.625 Other Instrument CORPORATE 3000.00 3106.65 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2018-06-15 2018-06-15 8.45 - 8.45 Other Instrument CORPORATE 11357.00 12607.32 SLM CORP EDNOTES BOOK ENTRY 2015-12-15 2015-12-15 N/A Other Instrument CORPORATE 18000.00 16782.55 SANDRIDGE ENERGY INC 2016-05-15 2018-06-01 8 - 9.875 Other Instrument CORPORATE 430000.00 464183.68 TXU CORP 2014-11-15 2014-11-15 5.55 - 5.55 Other Instrument CORPORATE 654046.00 435327.57 TORONTO DOMINION BK SR MEDIUM TERM BK NT BOOK EN 2014-07-14 2014-07-14 1.375 - 1.375 Other Instrument CORPORATE 23953.00 24159.16 BASIC ENERGY SVCS INC NEW 2019-02-15 2019-02-15 7.75 - 7.75 Other Instrument CORPORATE 335000.00 357230.97 ANADARKO PETE CORP 2036-09-15 2036-09-15 6.45 - 6.45 Other Instrument CORPORATE 51661.00 59543.52 AMERICAN INTL GROUP INC 2058-05-15 2058-05-15 8.175 - 8.175 Other Instrument CORPORATE 1216930.00 1235422.26 AES EASTN ENERGY L P 2029-01-02 2029-01-02 9.67 - 9.67 Other Instrument CORPORATE 88309.00 51392.72 FORD MTR CR CO LLC MEDIUM TERM NTS BOOK ENTRY 2013-08-20 2013-08-20 3 - 3 Other Instrument CORPORATE 22381.00 22453.96 First Tier Security 2011-11-07 2011-11-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.59% 42T99QBA2 0000050916 Other Repurchase Agreement N ADJUSTABLE RATE MORTGAGE TRUST 2036-02-25 2036-02-25 0.515 - 0.515 Other Instrument MORTGAGE 14772208.00 2040239.35 ADJUSTABLE RATE MORTGAGE TRUST 2037-06-25 2037-06-25 0.455 - 0.455 Other Instrument MORTGAGE 252211.00 67845.33 GSR MORTGAGE LOAN TRUST 2035-04-25 2035-04-25 4.903 - 4.903 Other Instrument MORTGAGE 156693.00 36884.11 DSLA MORTGAGE LOAN TRUST 2045-09-19 2045-09-19 2.33 - 2.33 Other Instrument MORTGAGE 11731.00 150.74 RALI 2036-01-25 2036-01-25 3.028 - 3.028 Other Instrument MORTGAGE 76005.00 16648.90 First Tier Security 2011-11-07 2011-11-07 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., 0.52% 35J99R2N7 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2037-05-15 2040-11-15 5.757 - 5.807 Government Agency Debt 185722908.00 17510916.79 First Tier Security 2011-11-04 2011-11-04 N N N 17000000.00 17000000.00 0.0073 N 17000000.00 17000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.52% 40Q995EV6 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-02-15 2046-09-15 3.5 - 3.8 Government Agency Debt 7948600.00 8160377.08 First Tier Security 2011-11-04 2011-11-04 N N N 8000000.00 8000000.00 0.0034 N 8000000.00 8000000.00 UBS Securities LLC UBS Securities LLC, 0.42% 23M99STR9 0000230611 Other Repurchase Agreement N BOSTON SCIENTIFIC CORP 2015-01-15 2015-01-15 4.5 - 4.5 Other Instrument CORPORATE 3049048.00 3242571.08 First Tier Security 2011-11-07 2011-11-07 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, 0.42% 23M99STG3 0000230611 Other Repurchase Agreement N SEARIVER MARITIME FINL HLDGS INC FORMERLY SEARI 2012-09-01 2012-09-01 N/A Other Instrument CORPORATE 2139234.00 2101690.44 First Tier Security 2011-11-07 2011-11-07 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, 0.51% 23M99STY4 0000230611 Other Repurchase Agreement N KINETIC CONCEPTS INC 2015-04-15 2015-04-15 3.25 - 3.25 Other Instrument EQUITY 2245000.00 3241655.28 First Tier Security 2011-11-07 2011-11-07 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, 0.52% 23M99SUA4 0000230611 Other Repurchase Agreement N BOSTON SCIENTIFIC CORP 2015-01-15 2015-01-15 4.5 - 4.5 Other Instrument CORPORATE 1376211.00 1463559.11 NCO GROUP INC 2013-11-15 2013-11-15 5.161 - 5.161 Other Instrument CORPORATE 748088.00 696628.42 First Tier Security 2011-11-07 2011-11-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.47% 41Q99BTJ2 0000276523 Other Repurchase Agreement N HEALTH CARE PPTY INVS INC NAME CHANGED TO HCP IN 2017-05-01 2017-05-01 5.625 - 5.625 Other Instrument CORPORATE 1697.00 1827.78 HARLEY-DAVIDSON FUNDING CORP 2012-01-13 2012-01-13 N/A Financial Company Commercial Paper 1173988.00 1172933.41 FMC TECHNOLOGIES INC 2011-11-14 2011-11-14 N/A Other Commercial Paper 2953304.00 2938537.48 L-3 COMMUNICATIONS CORP 2021-02-15 2021-02-15 4.95 - 4.95 Other Instrument CORPORATE 8000.00 8019.04 First Tier Security 2011-11-07 2011-11-07 Y WELLS FARGO SEC (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00