N-MFP LIVE N 2011-10-31 837276 S000005630 3 N N N N 33-23512 Directed Services LLC 801-32675 ING Investment Mangement Co. 801-9046 KPMG LLP Boston MA ING Funds Services, LLC BNY Mellon Investment Servicing (U.S.) Inc. 849542 084-01761 N N Y Prime 55 81 1470020697.06 1200018.07 334167.31 1470886547.82 0.0024 1.0002 2011-10-31 1.0002 2011-10-31 C000015353 1.00 114000558.65 1.00 -4377685.41 2405028.77 6782714.18 0.0000 1.0002 2011-10-31 1.0002 2011-10-31 C000015354 1.00 1121709626.86 1.00 -122862628.81 26196996.37 149059625.18 0.0000 1.0002 2011-10-31 1.0002 2011-10-31 C000015355 1.00 235176362.31 1.00 2694881.72 8287675.90 5592794.18 0.0000 1.0001 2011-10-31 1.0001 2011-10-31 ANZ National Int'l Ltd. ANZ National Int'l Ltd.;0.502% 0018A2GD2 Financial Company Commercial Paper 0 First Tier Security 2012-07-13 2012-07-13 N Y ANZ National Bank Ltd. 0 0 N 15500000.00 15445104.16 0.0105 N 15427460.00 15427460.00 ASB Finance Ltd. London ASB Finance Ltd. London;0.376% 0020P2AL0 Financial Company Commercial Paper 0 First Tier Security 2012-01-20 2012-01-20 N Y ASB Bank Ltd. 0 0 N 12700000.00 12689416.67 0.0086 N 12691364.00 12691364.00 ASB Finance Ltd. ASB Finance Ltd.;0.328% 0020P3ZN7 Financial Company Commercial Paper 0 First Tier Security 2011-12-22 2011-12-22 N N N 17750000.00 17741755.00 0.0121 N 17743610.00 17743610.00 American Honda Finance American Honda Finance;0.200% 02665JA42 Financial Company Commercial Paper 0 First Tier Security 2012-01-04 2012-01-04 N N Y Parent Support Honda Motor Co. Ltd. 0 0 11500000.00 11495911.11 0.0078 N 11493790.00 11493790.00 American Honda Finance American Honda Finance;0.587% 02666QG23 Other Note 0 First Tier Security 2011-12-09 2011-12-09 N N N 6000000.00 6000643.59 0.0041 N 5999520.00 5999520.00 Australia and New Zealand Banking Group Australia and New Zealand Banking Group;0.270% 05253AA59 Financial Company Commercial Paper 0 First Tier Security 2012-01-05 2012-01-05 N N N 5750000.00 5747196.88 0.0039 N 5748620.00 5748620.00 Australia and New Zealand Banking Group Australia and New Zealand Banking Group;0.572% 05253AGH7 Financial Company Commercial Paper 0 First Tier Security 2012-07-17 2012-07-17 N N N 14000000.00 13942588.33 0.0095 N 13962900.00 13962900.00 BB&T Corp. BB&T Corp.;3.850% 05531FAC7 Other Note 0 First Tier Security 2012-07-27 2012-07-27 N N N 3450000.00 3529240.36 0.0024 N 3529384.50 3529384.50 BHP Billiton Finance USA Ltd. BHP Billiton Finance USA Ltd.;0.160% 0554M2A31 Other Commercial Paper 0 First Tier Security 2012-01-03 2012-01-03 N Y BHP Billiton Ltd. 0 0 N 22000000.00 21993839.98 0.0150 N 21988340.00 21988340.00 BHP Billiton Finance USA Ltd. BHP Billiton Finance USA Ltd.;0.110% 0554M3YH2 Other Commercial Paper 0 First Tier Security 2011-11-17 2011-11-17 N Y BHP Billiton Ltd. 0 0 N 16500000.00 16499193.33 0.0112 N 16498515.00 16498515.00 Barton Capital LLC Barton Capital LLC;0.450% 06945MY18 Asset Backed Commercial Paper 0 First Tier Security 2011-11-01 2011-11-01 N N Y Credit & Liquidity Facility Societe Generale 0 0 35750000.00 35750000.00 0.0243 N 35749889.18 35749889.18 CAFCO LLC CAFCO LLC;0.320% 12476EA58 Asset Backed Commercial Paper 0 First Tier Security 2012-01-05 2012-01-05 N N N 35250000.00 35229633.34 0.0240 N 35241187.50 35241187.50 CAFCO LLC CAFCO LLC;0.350% 12476EAP4 Asset Backed Commercial Paper 0 First Tier Security 2012-01-23 2012-01-23 N N N 16000000.00 15987088.89 0.0109 N 15994560.00 15994560.00 CAFCO LLC CAFCO LLC;0.260% 12476FZ58 Asset Backed Commercial Paper 0 First Tier Security 2011-12-05 2011-12-05 N N N 4577000.00 4575876.09 0.0031 N 4576496.53 4576496.53 Ciesco LLC Ciesco LLC;0.320% 17178BA54 Asset Backed Commercial Paper 0 First Tier Security 2012-01-05 2012-01-05 N N N 18000000.00 17989600.00 0.0122 N 17995500.00 17995500.00 Ciesco LLC Ciesco LLC;0.340% 17178BA62 Asset Backed Commercial Paper 0 First Tier Security 2012-01-06 2012-01-06 N N N 20100000.00 20087469.16 0.0137 N 20094975.00 20094975.00 Ciesco LLC Ciesco LLC;0.350% 17178BAS4 Asset Backed Commercial Paper 0 First Tier Security 2012-01-26 2012-01-26 N N N 5000000.00 4995819.45 0.0034 N 4998200.00 4998200.00 Ciesco LLC Ciesco LLC;0.280% 17178CZC0 Asset Backed Commercial Paper 0 First Tier Security 2011-12-12 2011-12-12 N N N 3000000.00 2999043.33 0.0020 N 2999550.00 2999550.00 Commonwealth Bank of Australia Commonwealth Bank of Australia;0.313% 20272ABA3 Financial Company Commercial Paper 0 First Tier Security 2011-11-18 2012-05-18 N N N 15000000.00 14990928.91 0.0102 N 15002700.00 15002700.00 Commonwealth Bank of Australia Commonwealth Bank of Australia;0.280% 20272DA42 Financial Company Commercial Paper 0 First Tier Security 2012-01-04 2012-01-04 N N N 5750000.00 5747137.78 0.0039 N 5747182.50 5747182.50 Concord Minutemen Capital Co. Concord Minutemen Capital Co.;0.386% 2063C0A51 Asset Backed Commercial Paper 0 First Tier Security 2012-01-05 2012-01-05 N N N 23750000.00 23733470.14 0.0161 N 23737887.50 23737887.50 Concord Minutemen Capital Co. Concord Minutemen Capital Co.;0.607% 2063C0BD3 Asset Backed Commercial Paper 0 First Tier Security 2012-02-13 2012-02-13 N N N 32000000.00 31944136.11 0.0217 N 31966400.00 31966400.00 Credit Suisse New York Credit Suisse New York;0.333% 22550C7D7 Certificate of Deposit 0 First Tier Security 2011-11-08 2012-06-08 N N N 12500000.00 12500000.00 0.0085 N 12502250.00 12502250.00 Crown Point Capital Co. Crown Point Capital Co.;0.390% 2284K0A54 Asset Backed Commercial Paper 0 First Tier Security 2012-01-05 2012-01-05 N N N 14900000.00 14889517.85 0.0101 N 14892401.00 14892401.00 Crown Point Capital Co. Crown Point Capital Co.;0.603% 2284K0BD6 Asset Backed Commercial Paper 0 First Tier Security 2012-02-13 2012-02-13 N N N 25400000.00 25355973.34 0.0172 N 25373330.00 25373330.00 Crown Point Capital Co. Crown Point Capital Co.;0.451% 2284K1YJ6 Asset Backed Commercial Paper 0 First Tier Security 2011-11-18 2011-11-18 N N N 3000000.00 2999362.50 0.0020 N 2999730.00 2999730.00 Crown Point Capital Co. Crown Point Capital Co.;0.320% 2284K1Z22 Asset Backed Commercial Paper 0 First Tier Security 2011-12-02 2011-12-02 N N N 12250000.00 12246624.44 0.0083 N 12247795.00 12247795.00 Deutsche Bank NY Deutsche Bank NY;0.548% 25153DBJ1 Certificate of Deposit 0 First Tier Security 2012-02-21 2012-10-19 N N N 11250000.00 11250000.00 0.0076 N 11253262.50 11253262.50 Deutsche Bank Deutsche Bank;0.160% 25153KY19 Financial Company Commercial Paper 0 First Tier Security 2011-11-01 2011-11-01 N N N 12500000.00 12500000.00 0.0085 N 12500000.00 12500000.00 Farmer Mac Discount Note Farmer Mac Discount Note;0.200% 31315KPZ7 Government Agency Debt 0 First Tier Security 2011-12-02 2011-12-02 N N N 190000.00 189967.28 0.0001 N 189998.10 189998.10 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;0.010% 313384NT2 Government Agency Debt 0 First Tier Security 2011-11-02 2011-11-02 N N N 3000000.00 2999999.17 0.0020 N 3000000.00 3000000.00 Freddie Mac Discount Notes Freddie Mac Discount Notes;0.010% 313396NY5 Government Agency Debt 0 First Tier Security 2011-11-07 2011-11-07 N N N 4970000.00 4969991.72 0.0034 N 4970000.00 4970000.00 Freddie Mac Discount Notes Freddie Mac Discount Notes;0.010% 313396PF4 Government Agency Debt 0 First Tier Security 2011-11-14 2011-11-14 N N N 33093000.00 33092880.32 0.0225 N 33093000.00 33093000.00 Freddie Mac Discount Notes Freddie Mac Discount Notes;0.010% 313396PV9 Government Agency Debt 0 First Tier Security 2011-11-28 2011-11-28 N N N 5000000.00 4999962.50 0.0034 N 4999950.00 4999950.00 Freddie Mac Discount Notes Freddie Mac Discount Notes;0.015% 313396QL0 Government Agency Debt 0 First Tier Security 2011-12-13 2011-12-13 N N N 2960000.00 2959948.20 0.0020 N 2959970.40 2959970.40 Fannie Mae Discount Notes Fannie Mae Discount Notes;0.010% 313588NY7 Government Agency Debt 0 First Tier Security 2011-11-07 2011-11-07 N N N 10730000.00 10729982.12 0.0073 N 10730000.00 10730000.00 Fannie Mae Discount Notes Fannie Mae Discount Notes;0.005% 313588PF6 Government Agency Debt 0 First Tier Security 2011-11-14 2011-11-14 N N N 50000000.00 49999909.72 0.0340 N 50000000.00 50000000.00 Fannie Mae Discount Notes Fannie Mae Discount Notes;0.005% 313588PV1 Government Agency Debt 0 First Tier Security 2011-11-28 2011-11-28 N N N 2500000.00 2499990.63 0.0017 N 2499975.00 2499975.00 Fannie Mae Discount Notes Fannie Mae Discount Notes;0.010% 313588PX7 Government Agency Debt 0 First Tier Security 2011-11-30 2011-11-30 N N N 19864000.00 19863839.98 0.0135 N 19863801.36 19863801.36 Fannie Mae Discount Notes Fannie Mae Discount Notes;0.020% 313588PY5 Government Agency Debt 0 First Tier Security 2011-12-01 2011-12-01 N N N 6250000.00 6249895.84 0.0042 N 6249937.50 6249937.50 General Electric Capital Corp. General Electric Capital Corp.;0.170% 36959HA31 Financial Company Commercial Paper 0 First Tier Security 2012-01-03 2012-01-03 N N N 21250000.00 21243678.12 0.0144 N 21245325.00 21245325.00 General Electric Capital Corp. General Electric Capital Corp.;5.250% 36962G3K8 Other Note 0 First Tier Security 2012-10-19 2012-10-19 N N N 9430000.00 9823937.54 0.0067 N 9825588.50 9825588.50 General Electric Capital Corp. General Electric Capital Corp.;3.500% 36962G4E1 Other Note 0 First Tier Security 2012-08-13 2012-08-13 N N N 16532000.00 16898631.18 0.0115 N 16890909.72 16890909.72 General Electric Capital Corp. General Electric Capital Corp.;0.478% 36962GM76 Other Note 0 First Tier Security 2011-11-21 2011-11-21 N N N 3750000.00 3750162.09 0.0025 N 3750450.00 3750450.00 HSBC USA Inc. HSBC USA Inc.;0.080% 40427SY11 Financial Company Commercial Paper 0 First Tier Security 2011-11-01 2011-11-01 N N N 25500000.00 25500000.00 0.0173 N 25500000.00 25500000.00 JPMorgan Chase & Co. JPMorgan Chase & Co.;0.478% 46623ECS6 Other Note 0 First Tier Security 2011-12-21 2011-12-21 N N N 1500000.00 1500238.52 0.0010 N 1500060.00 1500060.00 JPMorgan Chase & Co. JPMorgan Chase & Co.;4.500% 46625HCA6 Other Note 0 First Tier Security 2012-01-15 2012-01-15 N N N 15250000.00 15379095.77 0.0105 N 15381607.50 15381607.50 JPMorgan Chase Bank JPMorgan Chase Bank;0.200% 4662C0A41 Other Instrument 0 First Tier Security 2012-01-04 2012-01-04 N N N 121000.00 120956.98 0.0001 N 120920.14 120920.14 Jupiter Securitization Company LLC Jupiter Securitization Company LLC;0.220% 4820P2A54 Asset Backed Commercial Paper 0 First Tier Security 2012-01-05 2012-01-05 N N Y Credit Enhancement JPMorgan Chase Bank 0 0 20800000.00 20791737.79 0.0141 N 20789392.00 20789392.00 Jupiter Securitization Company LLC Jupiter Securitization Company LLC;0.220% 4820P2AJ4 Asset Backed Commercial Paper 0 First Tier Security 2012-01-18 2012-01-18 N N Y Credit Enhancement JPMorgan Chase Bank 0 0 24500000.00 24488321.67 0.0166 N 24483340.00 24483340.00 Jupiter Securitization Company LLC Jupiter Securitization Company LLC;0.220% 4820P2AL9 Asset Backed Commercial Paper 0 First Tier Security 2012-01-20 2012-01-20 N N Y Credit Enhancement JPMorgan Chase Bank 0 0 7500000.00 7496333.31 0.0051 N 7494675.00 7494675.00 Jupiter Securitization Company LLC Jupiter Securitization Company LLC;0.204% 4820P3ZK2 Asset Backed Commercial Paper 0 First Tier Security 2011-12-19 2011-12-19 N N Y Credit Enhancement JPMorgan Chase Bank 0 0 3000000.00 2999186.00 0.0020 N 2999040.00 2999040.00 Old Line Funding LLC Old Line Funding LLC;0.240% 67983TA30 Asset Backed Commercial Paper 0 First Tier Security 2012-01-03 2012-01-03 N N Y Liquidity Support Royal Bank of Canada 0 0 11500000.00 11495170.03 0.0078 N 11497470.00 11497470.00 Old Line Funding LLC Old Line Funding LLC;0.210% 67983TA48 Asset Backed Commercial Paper 0 First Tier Security 2012-01-04 2012-01-04 N N Y Liquidity Support Royal Bank of Canada 0 0 12750000.00 12745239.97 0.0087 N 12747195.00 12747195.00 Old Line Funding LLC Old Line Funding LLC;0.250% 67983TBF2 Asset Backed Commercial Paper 0 First Tier Security 2012-02-15 2012-02-15 N N Y Liquidity Support Royal Bank of Canada 0 0 32000000.00 31976444.57 0.0217 N 31978240.00 31978240.00 Pepsico, Inc. Pepsico, Inc.;0.070% 71344TA44 Other Commercial Paper 0 First Tier Security 2012-01-04 2012-01-04 N N N 38250000.00 38245239.85 0.0260 N 38243880.00 38243880.00 Rabobank Nederland NV NY Rabobank Nederland NV NY;0.470% 74977MPU3 Certificate of Deposit 0 First Tier Security 2011-11-16 2011-11-16 N N N 13000000.00 13000000.00 0.0088 N 13001690.00 13001690.00 Rabobank Nederland Rabobank Nederland;0.430% 74977RBR4 Other Note 0 First Tier Security 2011-11-16 2012-09-14 N N N 17750000.00 17756341.08 0.0121 N 17764732.50 17764732.50 Royal Bank of Canada Royal Bank of Canada;0.422% 78008FBA1 Other Note 0 First Tier Security 2012-01-03 2012-11-01 N N N 24000000.00 24000000.00 0.0163 N 24036000.00 24036000.00 Royal Bank of Canada NY Royal Bank of Canada NY;0.732% 78009JKX2 Certificate of Deposit 0 First Tier Security 2012-01-03 2012-11-01 N N N 9500000.00 9521626.92 0.0065 N 9517005.00 9517005.00 Royal Bank of Canada NY Royal Bank of Canada NY;0.250% 78009JX26 Certificate of Deposit 0 First Tier Security 2011-11-01 2011-11-10 N N N 14500000.00 14500362.84 0.0099 N 14500000.00 14500000.00 Royal Bank of Canada NY Royal Bank of Canada NY;0.320% 78009JY25 Certificate of Deposit 0 First Tier Security 2011-11-01 2011-12-02 N N N 2750000.00 2750117.99 0.0019 N 2750192.50 2750192.50 Standard Chartered Bank Standard Chartered Bank;0.690% 85324E2V0 Financial Company Commercial Paper 0 First Tier Security 2011-11-16 2011-11-16 N N N 2500000.00 2500426.73 0.0017 N 2500225.00 2500225.00 Standard Chartered Bank Standard Chartered Bank;0.370% 85324TA30 Financial Company Commercial Paper 0 First Tier Security 2012-01-03 2012-01-03 N N N 26000000.00 25983165.00 0.0177 N 25986220.00 25986220.00 Standard Chartered Bank Standard Chartered Bank;0.190% 85324UY80 Financial Company Commercial Paper 0 First Tier Security 2011-11-08 2011-11-08 N N N 750000.00 749972.29 0.0005 N 749970.00 749970.00 Standard Chartered Bank Standard Chartered Bank;0.210% 85324UYU1 Financial Company Commercial Paper 0 First Tier Security 2011-11-28 2011-11-28 N N N 8000000.00 7998740.00 0.0054 N 7998640.00 7998640.00 Svenska Handelsbanken AB Svenska Handelsbanken AB;0.372% 86959JBW7 Other Note 0 First Tier Security 2011-12-08 2012-10-05 N N N 21000000.00 21000000.00 0.0143 N 21016380.00 21016380.00 Thunder Bay Funding LLC Thunder Bay Funding LLC;0.212% 88602TA37 Asset Backed Commercial Paper 0 First Tier Security 2012-01-03 2012-01-03 N N Y Credit Support Royal Bank of Canada 0 0 26250000.00 26240248.13 0.0178 N 26237400.00 26237400.00 Thunder Bay Funding LLC Thunder Bay Funding LLC;0.220% 88602TA45 Asset Backed Commercial Paper 0 First Tier Security 2012-01-04 2012-01-04 N N Y Credit Support Royal Bank of Canada 0 0 2228000.00 2227128.61 0.0015 N 2226908.28 2226908.28 Thunder Bay Funding LLC Thunder Bay Funding LLC;0.210% 88602TAB9 Asset Backed Commercial Paper 0 First Tier Security 2012-01-11 2012-01-11 N N Y Credit Support Royal Bank of Canada 0 0 4304000.00 4302217.42 0.0029 N 4301503.68 4301503.68 Thunder Bay Funding LLC Thunder Bay Funding LLC;0.401% 88602TD26 Asset Backed Commercial Paper 0 First Tier Security 2012-04-02 2012-04-02 N N Y Credit Support Royal Bank of Canada 0 0 22000000.00 21962599.96 0.0149 N 21956440.00 21956440.00 Thunder Bay Funding LLC Thunder Bay Funding LLC;0.210% 88602UZ11 Asset Backed Commercial Paper 0 First Tier Security 2011-12-01 2011-12-01 N N Y Credit Support Royal Bank of Canada 0 0 650000.00 649886.25 0.0004 N 649889.50 649889.50 Toronto Dominion Holdings USA Toronto Dominion Holdings USA;0.090% 89116EA37 Financial Company Commercial Paper 0 First Tier Security 2012-01-03 2012-01-03 N Y Toronto Dominion Bank Ltd. 0 0 N 38000000.00 37994015.00 0.0258 N 37990880.00 37990880.00 Toronto Dominion Bank Ltd. Toronto Dominion Bank Ltd.;0.050% 89116FY79 Financial Company Commercial Paper 0 First Tier Security 2011-11-07 2011-11-07 N Y Toronto Dominion Bank 0 0 N 10000000.00 9999916.69 0.0068 N 9999864.00 9999864.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp.;0.320% 89233P4Q6 Other Note 0 First Tier Security 2011-11-01 2011-12-14 N N N 26000000.00 26000000.00 0.0177 N 26002600.00 26002600.00 UBS AG Stamford CT UBS AG Stamford CT;0.740% 90267AXL5 Certificate of Deposit 0 First Tier Security 2011-11-07 2011-11-07 N N N 5500000.00 5500539.80 0.0037 N 5500605.00 5500605.00 Westpac Banking Corp Westpac Banking Corp;0.575% 91621CAT8 Other Note 0 First Tier Security 2012-01-28 2012-11-28 N N N 26500000.00 26500000.00 0.0180 N 26508215.00 26508215.00 Variable Funding Capital Variable Funding Capital;0.203% 92217LA33 Asset Backed Commercial Paper 0 First Tier Security 2012-01-03 2012-01-03 N N Y Liquidity Support Wachovia Bank 0 0 21250000.00 21242470.65 0.0144 N 21240862.50 21240862.50 Variable Funding Capital Variable Funding Capital;0.200% 92217MZ59 Asset Backed Commercial Paper 0 First Tier Security 2011-12-05 2011-12-05 N N Y Liquidity Support Wachovia Bank 0 0 24250000.00 24245419.44 0.0165 N 24245877.50 24245877.50 Variable Funding Capital Variable Funding Capital;0.210% 92217MZ75 Asset Backed Commercial Paper 0 First Tier Security 2011-12-07 2011-12-07 N N Y Liquidity Support Wachovia Bank 0 0 10250000.00 10247847.49 0.0070 N 10248052.50 10248052.50 Verizon Communications Verizon Communications;0.260% 92344MY31 Other Commercial Paper 0 First Tier Security 2011-11-03 2011-11-03 N N N 6000000.00 5999913.32 0.0041 N 5999869.80 5999869.80 Wachovia Corp. Wachovia Corp.;0.546% 929903DF6 Other Note 0 First Tier Security 2012-01-23 2012-04-23 N N N 1750000.00 1749416.54 0.0012 N 1750000.00 1750000.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc.;5.226% 931142BB8 Other Note 0 First Tier Security 2012-06-01 2012-06-01 Y Wal-Mart Stores, Inc. 0 0 N N 11875000.00 12216479.01 0.0083 N 12220087.50 12220087.50 Westpac Banking Corp Westpac Banking Corp;0.570% 96121TAG3 Certificate of Deposit 0 First Tier Security 2011-12-01 2011-12-01 N N N 1000000.00 1000248.94 0.0007 N 1000320.00 1000320.00 Westpac Banking Group Westpac Banking Group;0.320% 96122HZN6 Financial Company Commercial Paper 0 First Tier Security 2011-12-22 2011-12-22 N N N 17000000.00 16992293.33 0.0116 N 16995070.00 16995070.00 Windmill Funding Group Windmill Funding Group;0.160% 97342KY28 Asset Backed Commercial Paper 0 First Tier Security 2011-11-02 2011-11-02 N N Y Liquidity Support Royal Bank of Scotland 0 0 4870000.00 4869978.36 0.0033 N 4869951.30 4869951.30 Windmill Funding Group Windmill Funding Group;0.120% 97342KY36 Asset Backed Commercial Paper 0 First Tier Security 2011-11-03 2011-11-03 N N Y Liquidity Support Royal Bank of Scotland 0 0 1000000.00 999993.33 0.0007 N 999990.00 999990.00 Windmill Funding Group Windmill Funding Group;0.250% 97342KYN2 Asset Backed Commercial Paper 0 First Tier Security 2011-11-22 2011-11-22 N N Y Liquidity Support Royal Bank of Scotland 0 0 7750000.00 7748869.79 0.0053 N 7749225.00 7749225.00 Australia and New Zealand Banking Group Australia and New Zealand Banking Group;5.125% B1GTKZ2 0000859994 Other Note 0 First Tier Security 2011-11-14 2011-11-14 N N N 2500000.00 2504205.82 0.0017 N 2503297.50 2503297.50 Rabobank Nederland Rabobank Nederland;5.000% B1NW623 0001098062 Other Note 0 First Tier Security 2012-01-25 2012-01-25 N N N 4210000.00 4253945.29 0.0029 N 4250811.74 4250811.74 Total Capital SA Total Capital SA;5.000% B1XFQV1 0001226646 Other Note 0 First Tier Security 2012-05-22 2012-05-22 N N N 3500000.00 3587233.44 0.0024 N 3582253.50 3582253.50 Morgan Stanley Morgan Stanley;0.090% RP0002Y0H 0001359291 Government Agency Repurchase Agreement 0 Y Freddie Mac 2012-12-27 1.100 Government Agency Debt 0 19648000.00 19890630.97 First Tier Security 2011-11-01 2011-11-01 N N N 19500000.00 19500000.00 0.0133 N 19500000.00 19500000.00 Deutsche Bank Deutsche Bank;0.100% RP0002Y0I 0000800178 Government Agency Repurchase Agreement 0 Y Freddie Mac 2014-08-08 1.100 Government Agency Debt 0 136870000.00 137523706.33 First Tier Security 2011-11-01 2011-11-01 N N N 134827000.00 134827000.00 0.0917 N 134827000.00 134827000.00 Goldman Sachs Goldman Sachs;0.090% RP0002Y0J 0000042352 Government Agency Repurchase Agreement 0 Y Fannie Mae 2030-05-15 7.250 Government Agency Debt 0 55813000.00 84660984.69 First Tier Security 2011-11-01 2011-11-01 N N N 83000000.00 83000000.00 0.0564 N 83000000.00 83000000.00