N-MFP LIVE N 2010-12-30 0000917286 S000007052 1 N N 033-52577 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY RESEARCH & ANALYSIS COMPANY (FRAC) 801-28774 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 56 99 4604238476.67 3221870.48 8837038.20 4598623308.95 0.0043 1.0003 2010-12-30 1.0003 2010-12-30 C000019231 25000.00 4598623308.95 1.00 -253188076.03 180047812.21 433235888.24 0.0001 1.0003 2010-12-30 1.0003 2010-12-30 Bank of Montreal Bank of Montreal, 0.28% 06366FXE6 Certificate of Deposit First Tier Security 2011-01-18 2011-03-17 N N N 13000000.00 13000000.00 0.0028 N 12998570.00 12998570.00 Bank of Montreal Bank of Montreal, 0.41% 06366FK91 Certificate of Deposit First Tier Security 2011-01-25 2011-05-25 N N N 20000000.00 20000000.00 0.0043 N 19997000.00 19997000.00 Bank of Montreal Bank of Montreal, 0.50% 06366F5U1 Certificate of Deposit First Tier Security 2011-09-01 2011-09-01 N N N 66000000.00 66000000.00 0.0144 N 66048787.20 66048787.20 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06416P5J4 Certificate of Deposit First Tier Security 2011-01-18 2011-04-13 N N N 21000000.00 21000000.00 0.0046 N 21000420.00 21000420.00 Bank of Nova Scotia Bank of Nova Scotia, 0.35% 06417DJE6 Certificate of Deposit First Tier Security 2011-02-16 2011-12-16 N N N 13000000.00 13000000.00 0.0028 N 12977861.00 12977861.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3Q6 Certificate of Deposit First Tier Security 2011-07-07 2011-07-07 N N N 18000000.00 18000000.00 0.0039 N 17999006.40 17999006.40 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3U7 Certificate of Deposit First Tier Security 2011-07-08 2011-07-08 N N N 18000000.00 18000000.00 0.0039 N 17999001.00 17999001.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3V5 Certificate of Deposit First Tier Security 2011-07-11 2011-07-11 N N N 18000000.00 18000000.00 0.0039 N 17998984.80 17998984.80 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.52% 06538AT47 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 12000000.00 12000000.00 0.0026 N 12002997.60 12002997.60 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.52% 06538AT54 Certificate of Deposit First Tier Security 2011-02-11 2011-02-11 N N N 27000000.00 27000000.00 0.0059 N 27006906.60 27006906.60 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.54% 06538AS63 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 19000000.00 19000000.00 0.0041 N 19004799.40 19004799.40 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.62% 06538AP66 Certificate of Deposit First Tier Security 2011-01-25 2011-01-25 N N N 49000000.00 49000000.00 0.0107 N 49011882.50 49011882.50 Barclays Bank PLC New York Branch Barclays Bank PLC New York Branch, 0.30% 06740MSY0 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 60000000.00 60000000.00 0.0130 N 59999994.00 59999994.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.30% 0556M5YY5 Certificate of Deposit First Tier Security 2011-02-23 2011-02-23 N N N 30000000.00 30000000.00 0.0065 N 29999097.00 29999097.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.44% 0556M5RC1 Certificate of Deposit First Tier Security 2011-03-16 2011-03-16 N N N 20000000.00 20000000.00 0.0043 N 20002894.00 20002894.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.48% 0556M5ND3 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 60000000.00 60000000.00 0.0130 N 60014076.00 60014076.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.36% 13606XF52 Certificate of Deposit First Tier Security 2011-01-04 2011-10-04 N N N 18000000.00 18000000.00 0.0039 N 17993286.00 17993286.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.36% 13606XF86 Certificate of Deposit First Tier Security 2011-01-10 2011-11-07 N N N 37000000.00 37000000.00 0.0080 N 36984497.00 36984497.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.41% 13606XA57 Certificate of Deposit First Tier Security 2011-01-04 2011-04-01 N N N 20000000.00 20000210.22 0.0043 N 19996900.00 19996900.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.43% 13606XB49 Certificate of Deposit First Tier Security 2011-01-07 2011-05-09 N N N 10000000.00 10000000.00 0.0022 N 9999010.00 9999010.00 Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.30% 25154TXE2 Certificate of Deposit First Tier Security 2011-03-03 2011-03-03 N N N 30000000.00 30000000.00 0.0065 N 29999481.00 29999481.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.45% 51488P5M6 Certificate of Deposit First Tier Security 2011-01-13 2011-01-13 N N N 59000000.00 59000000.00 0.0128 N 59003835.00 59003835.00 National Bank Canada National Bank Canada, 0.39% 63306VP87 Certificate of Deposit First Tier Security 2011-02-07 2011-11-04 N N N 43000000.00 43000000.00 0.0094 N 42981768.00 42981768.00 Natixis SA Natixis SA, 0.44% 63873BG27 Certificate of Deposit First Tier Security 2011-01-07 2011-03-07 N N N 37000000.00 37000000.00 0.0080 N 37002775.00 37002775.00 Natixis SA Natixis SA, 0.56% 63873BYN1 Certificate of Deposit First Tier Security 2011-01-31 2011-02-01 Y NATIXIS N Y BRH N/A N/A N N 39000000.00 39000000.00 0.0085 N 39006513.00 39006513.00 Natixis SA Natixis SA, 0.66% 63873BXH5 Certificate of Deposit First Tier Security 2011-01-04 2011-01-04 Y NATIXIS N Y BRH N/A N/A N N 52000000.00 52000000.00 0.0113 N 52000000.00 52000000.00 Natixis SA Natixis SA, 2.00% 63873BHT7 Certificate of Deposit First Tier Security 2011-03-22 2011-03-22 Y NATIXIS N Y BRH N/A N/A N N 42000000.00 42000000.00 0.0091 N 41942460.00 41942460.00 Norddeutsche Landesbank Norddeutsche Landesbank, 0.60% 65556LX41 Certificate of Deposit First Tier Security 2011-01-03 2011-01-03 N N N 23000000.00 23000000.00 0.0050 N 23000632.50 23000632.50 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.60% 65556Q3Q4 Certificate of Deposit First Tier Security 2011-01-11 2011-01-11 N N N 19000000.00 19000000.00 0.0041 N 19001911.40 19001911.40 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.26% 74977MCC7 Certificate of Deposit First Tier Security 2011-01-10 2011-02-09 N N N 22000000.00 22000000.00 0.0048 N 21997866.00 21997866.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.26% 74977MCP8 Certificate of Deposit First Tier Security 2011-01-24 2011-02-24 N N N 25000000.00 25000000.00 0.0054 N 24996250.00 24996250.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.26% 74977MCR4 Certificate of Deposit First Tier Security 2011-01-25 2011-02-25 N N N 8000000.00 8000000.00 0.0017 N 7998752.00 7998752.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.27% 74977MCT0 Certificate of Deposit First Tier Security 2011-01-04 2011-03-03 N N N 8000000.00 8000000.00 0.0017 N 7999744.00 7999744.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.27% 74977MAF2 Certificate of Deposit First Tier Security 2011-01-06 2011-01-06 N N N 23000000.00 23000000.00 0.0050 N 22999931.00 22999931.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.34% 74977MLX1 Certificate of Deposit First Tier Security 2011-03-09 2011-03-09 N N N 29000000.00 29000000.00 0.0063 N 29002720.20 29002720.20 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 18000000.00 18000000.00 0.0039 N 18006265.80 18006265.80 Royal Bank of Canada Royal Bank of Canada, 0.63% 78009JKX2 Certificate of Deposit First Tier Security 2011-01-04 2011-12-30 N N N 56000000.00 56000000.00 0.0122 N 56082824.00 56082824.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.26% 78009JZV0 Certificate of Deposit First Tier Security 2011-01-12 2011-03-14 N N N 2000000.00 2000000.00 0.0004 N 1999796.00 1999796.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.26% 78009JYW9 Certificate of Deposit First Tier Security 2011-01-21 2011-01-21 N N N 4000000.00 4000000.00 0.0009 N 3999952.00 3999952.00 Societe Generale Societe Generale, 0.33% 83369RLF6 Certificate of Deposit First Tier Security 2011-02-03 2011-02-03 N N N 22000000.00 22000000.00 0.0048 N 22000622.60 22000622.60 Societe Generale Societe Generale, 1.49% 8336P2ZP6 Certificate of Deposit First Tier Security 2011-02-05 2011-02-05 Y SOCGEN N/A N/A N N 14000000.00 14000000.00 0.0030 N 13998922.00 13998922.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.27% 86562GD34 Certificate of Deposit First Tier Security 2011-01-24 2011-01-24 N N N 15000000.00 15000000.00 0.0033 N 15000099.00 15000099.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.27% 86562GD67 Certificate of Deposit First Tier Security 2011-01-28 2011-01-28 N N N 8000000.00 8000000.00 0.0017 N 8000061.60 8000061.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GYC1 Certificate of Deposit First Tier Security 2011-01-13 2011-01-13 N N N 9000000.00 9000000.00 0.0020 N 9000129.60 9000129.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GH97 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 7000000.00 7000000.00 0.0015 N 7000087.50 7000087.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GG80 Certificate of Deposit First Tier Security 2011-02-18 2011-02-18 N N N 30000000.00 30000000.00 0.0065 N 30000408.00 30000408.00 Svenska Handelsbanken Svenska Handelsbanken, 0.35% 86959BLM5 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 30000000.00 30000507.55 0.0065 N 29995383.00 29995383.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.26% 89112YAX1 Certificate of Deposit First Tier Security 2011-01-10 2011-03-10 N N N 5000000.00 5000000.00 0.0011 N 4999530.00 4999530.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.27% 89112YAJ2 Certificate of Deposit First Tier Security 2011-01-04 2011-02-04 N N N 11000000.00 11000000.00 0.0024 N 10999736.00 10999736.00 UBS AG UBS AG, 0.31% 90267AYY6 Certificate of Deposit First Tier Security 2011-03-17 2011-03-17 N N N 15000000.00 15000000.00 0.0033 N 15000948.00 15000948.00 UBS AG UBS AG, 0.35% 90267AZM1 Certificate of Deposit First Tier Security 2011-05-02 2011-05-02 N N N 28000000.00 28000000.00 0.0061 N 27998104.40 27998104.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 202991TC9 0000008565 Certificate of Deposit First Tier Security 2011-04-04 2011-04-04 N N N 7000000.00 7000000.00 0.0015 N 6999634.60 6999634.60 Credit Agricole SA Credit Agricole SA, 0.30% 22999KKT8 0001191672 Certificate of Deposit First Tier Security 2011-02-08 2011-02-08 N N N 58000000.00 58000000.00 0.0126 N 57999988.40 57999988.40 Credit Agricole SA Credit Agricole SA, 0.40% 22999KKD3 0001191672 Certificate of Deposit First Tier Security 2011-01-04 2011-01-04 N N N 46000000.00 46000000.00 0.0100 N 46000561.20 46000561.20 Credit Agricole SA Credit Agricole SA, 0.44% 22999KKK7 0001191672 Certificate of Deposit First Tier Security 2011-04-14 2011-04-14 N N N 51000000.00 51000000.00 0.0111 N 51013193.70 51013193.70 Credit Agricole SA Credit Agricole SA, 0.45% 22999KKM3 0001191672 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 36000000.00 36000000.00 0.0078 N 35999953.20 35999953.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.50% 22999AHC1 0001274419 Certificate of Deposit First Tier Security 2011-02-03 2011-02-03 N N N 53000000.00 53000000.00 0.0115 N 53010001.10 53010001.10 Credit Industriel et Commercial Credit Industriel et Commercial, 0.50% 22999AHD9 0001274419 Certificate of Deposit First Tier Security 2011-02-16 2011-02-16 N N N 22000000.00 22000000.00 0.0048 N 22005739.80 22005739.80 Danske Bank AS Danske Bank AS, 0.30% 21P99HUM3 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 15000000.00 15000077.08 0.0033 N 15000078.00 15000078.00 Danske Bank AS Danske Bank AS, 0.32% 21P99HUU5 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 15000000.00 15000000.00 0.0033 N 15000441.00 15000441.00 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 9000000.00 9000000.00 0.0020 N 9006569.10 9006569.10 ING Bank NV ING Bank NV, 0.30% 38T99AAD0 Certificate of Deposit First Tier Security 2011-01-07 2011-01-07 N N N 19000000.00 19000000.00 0.0041 N 19000110.20 19000110.20 ING Bank NV ING Bank NV, 0.30% 38T99AAJ7 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 15000000.00 15000000.00 0.0033 N 14999998.50 14999998.50 ING Bank NV ING Bank NV, 0.30% 38T99AAK4 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 14000000.00 14000000.00 0.0030 N 13999998.60 13999998.60 ING Bank NV ING Bank NV, 0.31% 38T99AAG3 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 26000000.00 26000000.00 0.0057 N 26000226.20 26000226.20 ING Bank NV ING Bank NV, 0.33% 37X99JSC1 0001017255 Certificate of Deposit First Tier Security 2011-03-02 2011-03-02 N N N 22000000.00 22000000.00 0.0048 N 21999997.80 21999997.80 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 02B99KLC3 Certificate of Deposit First Tier Security 2011-01-10 2011-01-10 N N N 17000000.00 17000000.00 0.0037 N 17000612.00 17000612.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 6329908E0 0000833029 Certificate of Deposit First Tier Security 2011-03-16 2011-03-16 N N N 64000000.00 64000000.00 0.0139 N 63999993.60 63999993.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.42% 6329907Y7 0000833029 Certificate of Deposit First Tier Security 2011-06-10 2011-06-10 N N N 7000000.00 7000155.23 0.0015 N 7000777.00 7000777.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.43% 6329907X9 0000833029 Certificate of Deposit First Tier Security 2011-06-06 2011-06-06 N N N 22000000.00 22000000.00 0.0048 N 22002380.40 22002380.40 Societe Generale Societe Generale, 0.32% 39A99MBN9 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 10000000.00 10000000.00 0.0022 N 10000209.00 10000209.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.32% 05253CR40 Financial Company Commercial Paper First Tier Security 2011-04-04 2011-04-04 N N N 15000000.00 14987600.01 0.0033 N 14992441.50 14992441.50 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06416KQH6 Financial Company Commercial Paper First Tier Security 2011-03-17 2011-03-17 N N N 28000000.00 27982500.00 0.0061 N 27988769.20 27988769.20 BP Capital Markets PLC BP Capital Markets PLC, 0.48% 05568UN77 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-01-07 N N N 3000000.00 2999760.00 0.0007 N 2999778.30 2999778.30 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.33% 20260BNQ7 Financial Company Commercial Paper First Tier Security 2011-01-24 2011-01-24 N N N 30000000.00 29993675.00 0.0065 N 29994939.00 29994939.00 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.35% 20260BP77 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 16000000.00 15994244.44 0.0035 N 15995339.20 15995339.20 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.36% 20260BP10 Financial Company Commercial Paper First Tier Security 2011-02-01 2011-02-01 N N N 18000000.00 17994497.50 0.0039 N 17995775.40 17995775.40 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.37% 20260BNB0 Financial Company Commercial Paper First Tier Security 2011-01-11 2011-01-11 N N N 21000000.00 20997841.67 0.0046 N 20998523.70 20998523.70 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.42% 20260BN46 Financial Company Commercial Paper First Tier Security 2011-01-04 2011-01-04 N N N 28000000.00 27999020.00 0.0061 N 27999316.80 27999316.80 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAR7 Financial Company Commercial Paper First Tier Security 2011-02-04 2011-10-28 N N N 13000000.00 13000000.00 0.0028 N 12994592.00 12994592.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAB2 Financial Company Commercial Paper First Tier Security 2011-03-07 2011-06-02 N N N 10000000.00 10000000.00 0.0022 N 10001470.00 10001470.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAD8 Financial Company Commercial Paper First Tier Security 2011-03-10 2011-06-03 N N N 8000000.00 8000000.00 0.0017 N 8002120.00 8002120.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAV8 Financial Company Commercial Paper First Tier Security 2011-02-22 2011-11-21 N N N 7000000.00 7000000.00 0.0015 N 6996948.00 6996948.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAL0 Financial Company Commercial Paper First Tier Security 2011-03-02 2011-08-26 N N N 9000000.00 9000000.00 0.0020 N 8998587.00 8998587.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.30% 2254EBQW4 Financial Company Commercial Paper First Tier Security 2011-03-30 2011-03-30 N N N 34000000.00 33975066.67 0.0074 N 33972120.00 33972120.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.30% 25153KQP5 Financial Company Commercial Paper First Tier Security 2011-03-23 2011-03-23 N N N 44000000.00 43970300.00 0.0096 N 43967426.80 43967426.80 DnB NOR Bank ASA DnB NOR Bank ASA, 0.35% 2332K1Q78 Financial Company Commercial Paper First Tier Security 2011-03-07 2011-03-07 N N N 18000000.00 17988625.00 0.0039 N 17989637.40 17989637.40 DnB NOR Bank ASA DnB NOR Bank ASA, 0.40% 2332K1P79 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 18000000.00 17992600.00 0.0039 N 17994756.60 17994756.60 DnB NOR Bank ASA DnB NOR Bank ASA, 0.62% 2332K1N55 Financial Company Commercial Paper First Tier Security 2011-01-05 2011-01-05 N N N 10000000.00 9999311.11 0.0022 N 9999694.00 9999694.00 Intesa Funding LLC Intesa Funding LLC, 0.35% 4611K1N43 Financial Company Commercial Paper First Tier Security 2011-01-04 2011-01-04 N N N 18000000.00 17999475.00 0.0039 N 17999420.40 17999420.40 Intesa Funding LLC Intesa Funding LLC, 0.45% 4611K1NJ0 Financial Company Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 26500000.00 26494368.75 0.0058 N 26496091.25 26496091.25 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 51489HN68 Financial Company Commercial Paper First Tier Security 2011-01-06 2011-01-06 N N N 24000000.00 23998666.67 0.0052 N 23999119.20 23999119.20 Nationwide Building Society Nationwide Building Society, 0.30% 6385E1PN5 Financial Company Commercial Paper First Tier Security 2011-02-22 2011-02-22 N N N 4000000.00 3998266.66 0.0009 N 3998227.60 3998227.60 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1QE4 Financial Company Commercial Paper First Tier Security 2011-03-14 2011-03-14 N N N 9000000.00 8993700.00 0.0020 N 8994177.90 8994177.90 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1QN4 Financial Company Commercial Paper First Tier Security 2011-03-22 2011-03-22 N N N 5000000.00 4996111.11 0.0011 N 4996355.00 4996355.00 Natixis US Finance Co. LLC Natixis US Finance Co. LLC, 0.41% 6323A4BU3 Financial Company Commercial Paper First Tier Security 2011-01-18 2011-02-02 Y NATIXIS US FINA N/A N/A N N 34000000.00 34000000.00 0.0074 N 33991704.00 33991704.00 Nordea North America, Inc. Nordea North America, Inc., 0.35% 6555P1PQ4 Financial Company Commercial Paper First Tier Security 2011-02-24 2011-02-24 N N N 11000000.00 10994225.00 0.0024 N 10995411.90 10995411.90 Nordea North America, Inc. Nordea North America, Inc., 0.35% 6555P1Q18 Financial Company Commercial Paper First Tier Security 2011-03-01 2011-03-01 N N N 4000000.00 3997705.56 0.0009 N 3998133.20 3998133.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% 83050UN79 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-01-07 N N N 19000000.00 18999050.00 0.0041 N 18999186.80 18999186.80 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365SQ14 Financial Company Commercial Paper First Tier Security 2011-03-01 2011-03-01 N N N 30000000.00 29982791.67 0.0065 N 29984499.00 29984499.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HPE4 Financial Company Commercial Paper First Tier Security 2011-02-14 2011-02-14 N N N 7000000.00 6997005.56 0.0015 N 6997462.50 6997462.50 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 5000000.00 4985722.22 0.0011 N 4982155.00 4982155.00 Toyota Credit Canada, Inc. Toyota Credit Canada, Inc., 0.26% 89232DN42 Financial Company Commercial Paper First Tier Security 2011-01-04 2011-01-04 N N N 25000000.00 24999458.33 0.0054 N 24999750.00 24999750.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HRC0 Financial Company Commercial Paper First Tier Security 2011-04-12 2011-04-12 N N N 4000000.00 3996072.22 0.0009 N 3996849.20 3996849.20 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262DQH1 Financial Company Commercial Paper First Tier Security 2011-03-17 2011-03-17 N N N 28000000.00 27981916.67 0.0061 N 27982444.00 27982444.00 Unicredit Delaware, Inc. Unicredit Delaware, Inc., 0.44% 90467BNE8 Financial Company Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N N 2000000.00 1999682.22 0.0004 N 1999770.20 1999770.20 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.40% 9046Q3N62 Financial Company Commercial Paper First Tier Security 2011-01-06 2011-01-06 N N N 9000000.00 8999500.00 0.0020 N 8999610.30 8999610.30 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.40% 9046Q3N70 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-01-07 N N N 13000000.00 12999133.33 0.0028 N 12999342.20 12999342.20 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-01-20 2011-09-19 N N N 31000000.00 31000000.00 0.0067 N 30989088.00 30989088.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-01-24 2011-09-23 N N N 31000000.00 31000000.00 0.0067 N 30988902.00 30988902.00 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 14000000.00 13955550.00 0.0030 N 13952895.60 13952895.60 Autobahn Funding Autobahn Funding, 0.30% 0527M1NE1 Asset Backed Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N Y LIQUIDITY DGB N/A N/A 9000000.00 8999025.00 0.0020 N 8998984.80 8998984.80 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.45% 41068LN36 Asset Backed Commercial Paper First Tier Security 2011-01-03 2011-01-03 N N Y LIQUIDITY NORDDEUT (GTD) N/A N/A USBANKNA N/A N/A 4000000.00 3999900.00 0.0009 N 3999903.20 3999903.20 CVS Caremark Corp. CVS Caremark Corp., 0.40% 12664RAC6 Other Commercial Paper Second Tier Security 2011-01-31 2011-01-31 Y CVS CAREMARK N/A N/A N N 9000000.00 9000000.00 0.0020 N 8998146.00 8998146.00 Novartis Finance Corp. Novartis Finance Corp., 0.30% 6698M5NJ4 Other Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 9000000.00 8998725.00 0.0020 N 8999032.50 8999032.50 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PB9 Other Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 3000000.00 2998770.00 0.0007 N 2999111.10 2999111.10 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PP8 Other Commercial Paper First Tier Security 2011-02-23 2011-02-23 N N N 9000000.00 8995230.00 0.0020 N 8996328.00 8996328.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780KNS3 Other Commercial Paper Second Tier Security 2011-01-26 2011-01-26 N N N 5000000.00 4998611.11 0.0011 N 4998714.50 4998714.50 Xerox Corp. Xerox Corp., 1.00% 98412FNQ1 Other Commercial Paper Second Tier Security 2011-01-24 2011-01-24 N N N 4000000.00 3997444.44 0.0009 N 3998658.80 3998658.80 U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127952C4 Treasury Debt First Tier Security 2011-02-24 2011-02-24 N N N 64000000.00 63982239.99 0.0139 N 63989632.00 63989632.00 U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127952D2 Treasury Debt First Tier Security 2011-03-03 2011-03-03 N N N 63000000.00 62979717.45 0.0137 N 62987400.00 62987400.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127952H3 Treasury Debt First Tier Security 2011-03-24 2011-03-24 N N N 25000000.00 24988895.84 0.0054 N 24993600.00 24993600.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127952J9 Treasury Debt First Tier Security 2011-03-31 2011-03-31 N N N 23000000.00 22988912.09 0.0050 N 22993054.00 22993054.00 U.S. Treasury Bills U.S. Treasury Bills, 0.21% to 0.22% 912795W64 Treasury Debt First Tier Security 2011-06-02 2011-06-02 N N N 33000000.00 32970687.22 0.0072 N 32978682.00 32978682.00 U.S. Treasury Bills U.S. Treasury Bills, 0.23% 912795X22 Treasury Debt First Tier Security 2011-06-30 2011-06-30 N N N 85000000.00 84904375.00 0.0185 N 84922225.00 84922225.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828KH2 Treasury Debt First Tier Security 2011-03-31 2011-03-31 N N N 31000000.00 31050294.28 0.0068 N 31050871.00 31050871.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% to 0.29% 912828LT5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 39000000.00 39232960.85 0.0085 N 39228501.00 39228501.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828JU5 Treasury Debt First Tier Security 2011-11-15 2011-11-15 N N N 29000000.00 29377433.90 0.0064 N 29360238.00 29360238.00 U.S. Treasury Notes U.S. Treasury Notes, 0.28% to 0.32% 912828LW8 Treasury Debt First Tier Security 2011-09-30 2011-09-30 N N N 89000000.00 89452148.32 0.0195 N 89479799.00 89479799.00 U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.48% 912828JY7 Treasury Debt First Tier Security 2011-01-31 2011-01-31 N N N 57000000.00 57018291.28 0.0124 N 57028956.00 57028956.00 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc., 0.27% 084670AW8 Other Note First Tier Security 2011-02-10 2011-02-10 N N N 17500000.00 17500000.00 0.0038 N 17499632.50 17499632.50 BP Capital Markets PLC BP Capital Markets PLC, 0.44% 05565QAW8 Other Note First Tier Security 2011-03-11 2011-04-11 N N N 29051000.00 29051000.00 0.0063 N 29062678.50 29062678.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.32% 2027A0ED7 Other Note First Tier Security 2011-01-04 2011-01-04 N N N 47000000.00 47000000.00 0.0102 N 47000000.00 47000000.00 Metropolitan Life Global Funding I Metropolitan Life Global Funding I, 1.79% 59217EBX1 Other Note First Tier Security 2011-01-04 2011-04-07 Y MET LIFE GLBL F N/A N/A N N 27100000.00 27131424.02 0.0059 N 27155555.00 27155555.00 Royal Bank of Canada Royal Bank of Canada, 0.29% 78008FBA1 Other Note First Tier Security 2011-01-04 2011-12-30 N N N 68000000.00 68000000.00 0.0148 N 68029172.00 68029172.00 Royal Bank of Canada Royal Bank of Canada, 0.63% 78008FAN4 Other Note First Tier Security 2011-02-15 2011-12-15 N N N 40000000.00 40000000.00 0.0087 N 40045960.00 40045960.00 Royal Bank of Canada Royal Bank of Canada, 0.70% 78008FAM6 Other Note First Tier Security 2011-01-18 2012-01-13 N N N 40000000.00 40000000.00 0.0087 N 40168520.00 40168520.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CAZ4 Other Note First Tier Security 2011-01-18 2012-01-13 N N N 47000000.00 47000000.00 0.0102 N 46979978.00 46979978.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CBD2 Other Note First Tier Security 2011-02-11 2011-11-10 N N N 23000000.00 23000000.00 0.0050 N 22999310.00 22999310.00 Westpac Banking Corp. Westpac Banking Corp., 0.32% 91621CAV3 Other Note First Tier Security 2011-01-24 2011-09-23 N N N 63000000.00 63000000.00 0.0137 N 62883261.00 62883261.00 New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev. New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev., 0.36% Series 2008 BB2, (Liquidity Facility Bank of America NA) VRDN 64972FPL4 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A N Y LIQUIDITY BAC-NA N/A N/A 21400000.00 21400000.00 0.0047 N 21400000.00 21400000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (Shore Hill Hsg. Proj.) Series 2008 A, LOC Freddie Mac VRDN 64986MV93 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLM N/A N/A Y FHLM N/A N/A Y LETTER OF CREDIT FHLM N/A N/A 10200000.00 10200000.00 0.0022 N 10200000.00 10200000.00 Broward County Port Facilities Rev. Broward County Port Facilities Rev., 0.32% (Port Everglades Proj.) Series 2008, LOC Bank of Nova Scotia New York Branch VRDN 11506KBM2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BANKNVSCNY N/A N/A Y BANKNVSCNY N/A N/A Y LETTER OF CREDIT BANKNVSCNY N/A N/A 9545000.00 9545000.00 0.0021 N 9545000.00 9545000.00 Pinellas County Health Facilities Auth. Rev. Pinellas County Health Facilities Auth. Rev., 0.33% (BayCare Health Sys. Proj.) Series 2009 A3, LOC Wells Fargo Bank NA VRDN 72316MFA2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A Y LETTER OF CREDIT WELLS FARGO BA N/A N/A OBLIGOR BAYCARE HLT SYS N/A N/A 10275000.00 10275000.00 0.0022 N 10275000.00 10275000.00 California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.31% (The Belmont Proj.) Series 2005 F, LOC Fannie Mae VRDN 13077V7J5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A OBLIGOR FAIRFIELD PROP N/A N/A 10500000.00 10500000.00 0.0023 N 10500000.00 10500000.00 Newport Beach Rev. Newport Beach Rev., 0.30% (Hoag Memorial Hosp. Presbyterian Proj.) Series 2008 F, LOC Bank of America NA VRDN 651785AT4 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y OBLIGOR HOAG HOSP, CA N/A N/A LETTER OF CREDIT BAC-NA N/A N/A 7905000.00 7905000.00 0.0017 N 7905000.00 7905000.00 Philadelphia School District Philadelphia School District, 0.37% Series 2008 A1, LOC Bank of America NA VRDN 717883FL1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A 16575000.00 16575000.00 0.0036 N 16575000.00 16575000.00 South Carolina Jobs-Econ. Dev. Auth. Econ. Dev. Rev. South Carolina Jobs-Econ. Dev. Auth. Econ. Dev. Rev., 0.31% (Bon Secours Health Sys. Proj.) Series 2008 D, LOC Citibank NA VRDN 837031RA3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y CITIBANK N/A N/A Y CITIBANK N/A N/A Y OBLIGOR BON SECOURS SYS N/A N/A LETTER OF CREDIT CITIBANK N/A N/A 12800000.00 12800000.00 0.0028 N 12800000.00 12800000.00 Maryland Cmnty. Dev. Administration Dept. of Hsg. & Cmnty. Dev. Maryland Cmnty. Dev. Administration Dept. of Hsg. & Cmnty. Dev., 0.30% (Barrington Apts. Proj.) Series A, LOC Fannie Mae VRDN 57419NH98 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y OBLIGOR FAIRFIELD PROP N/A N/A LETTER OF CREDIT FANNIEMAE N/A N/A 12190000.00 12190000.00 0.0027 N 12190000.00 12190000.00 LP Pinewood SPV LLC Taxable VRDN LP Pinewood SPV LLC Taxable VRDN, 0.29% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A Y LETTER OF CREDIT WELLS FARGO BA N/A N/A 11700000.00 11700000.00 0.0025 N 11700000.00 11700000.00 Denver City & County Arpt. Rev. Denver City & County Arpt. Rev., 0.32% Series 2009 C, LOC JPMorgan Chase Bank VRDN 249182AR7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y LETTER OF CREDIT JPMC BANK N/A N/A 9900000.00 9900000.00 0.0022 N 9900000.00 9900000.00 Fairfax County Econ. Dev. Auth. Rev. Fairfax County Econ. Dev. Auth. Rev., 0.35% (Smithsonian Institution Proj.) Series A, (Liquidity Facility Bank of America NA) VRDN 30382ECZ5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A N Y LIQUIDITY BAC-NA N/A N/A OBLIGOR SMITHSONIAN INS N/A N/A 7435000.00 7435000.00 0.0016 N 7435000.00 7435000.00 Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.30% (Catholic Healthcare West Proj.) Series 2005 B, LOC JPMorgan Chase Bank VRDN 040507GM1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y LETTER OF CREDIT JPMC BANK N/A N/A OBLIGOR CATHOL HLT WEST N/A N/A 5430000.00 5430000.00 0.0012 N 5430000.00 5430000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133XXMM6 Government Agency Debt First Tier Security 2011-01-15 2011-09-15 N N N 65000000.00 64976856.45 0.0141 N 64984140.00 64984140.00 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313371YN0 Government Agency Debt First Tier Security 2011-12-30 2011-12-30 N N N 34000000.00 34000000.00 0.0074 N 34013294.00 34013294.00 General Electric Capital Corp. General Electric Capital Corp., 0.46% (FDIC Guaranteed) 36967H9F6 0000040554 Government Agency Debt Corporate Bonds First Tier Security 2011-03-11 2011-03-11 N N N 10000000.00 10025141.98 0.0022 N 10029290.00 10029290.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.59% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2011-01-03 2011-03-31 Y METLIFE N/A N/A N N 25000000.00 25000000.00 0.0054 Y 25043000.00 25043000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 37F99EYT8 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-01-01 2040-11-01 4.5 - 5 Government Agency Debt 23026425.00 14284664.73 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 14000000.00 14000000.00 0.0030 N 14000000.00 14000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99E4H7 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-01 2040-11-01 4.5 - 4.5 Government Agency Debt 13418795.00 13263039.31 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 13000000.00 13000000.00 0.0028 N 13000000.00 13000000.00 Bank of America NA; Credit Agricole Securities (USA), Inc.; UBS Securities LLC; Deutsche Bank Securities, Inc.; RBC Capital Markets Corp.; Citibank NA In a joint trading account at 0.27%, dated 12/31/2010 due 01/03/2011 # 39A99P3M3 Government Agency Repurchase Agreement Y US TREASURY 2012-11-15 2040-02-15 0.5 - 4.625 Treasury Debt 1711.09 1722.71 FEDERAL AGRICULTURE MORTGAGE CORP 2015-11-30 2020-12-30 2 - 4.3 Government Agency Debt 11.21 10.98 FEDERAL FARM CREDIT 2011-04-21 2028-12-07 0.6 - 6.27 Government Agency Debt 3038.46 3070.74 FEDERAL HOME LOAN BANK 2011-01-14 2036-07-15 0 - 5.625 Government Agency Debt 23285.58 23356.20 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-01 2048-09-01 0 - 238 Government Agency Debt 189756.05 84429.57 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 827.47 622.31 FEDERAL NATIONAL MORTGAGE ASSOC 2011-01-01 2049-12-01 0 - 16 Government Agency Debt 293863.82 155994.22 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2060-12-20 0 - 8.5 Government Agency Debt 344769.38 246265.46 RESOLUTION FUNDING CORP 2012-07-15 2030-04-15 0 - 9.375 Government Agency Debt 18240.56 13017.86 TENNESEE VALLEY AUTHORITY 2011-04-15 2042-04-15 0 - 8.25 Government Agency Debt 167.06 166.92 BANCO BILBAO VIZCAYA ARGENTARIA PUERTO RICO FDIC 2012-05-25 2012-05-25 0.393 - 0.393 Other Instrument OTHER 531.04 531.09 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-06-22 0.683 - 3.125 Other Instrument OTHER 2158.05 2235.69 BANK NEW YORK MELLON CORP FDIC GTD TLGP 2012-06-29 2012-06-29 0.442 - 0.442 Other Instrument OTHER 24.78 24.86 CITIBANK N A FDIC GTD TLGP 2012-05-07 2012-05-07 1.875 - 1.875 Other Instrument OTHER 1.48 1.50 CITIGROUP INC FDIC GTD TLGP 2012-04-30 2012-04-30 2.125 - 2.125 Other Instrument OTHER 10.62 10.87 CITIGROUP FDG INC FDIC GTD TLGP 2012-07-12 2012-10-22 1.875 - 2.125 Other Instrument OTHER 831.12 850.13 CITIBANK N A FDIC GTD TLGP 2011-03-30 2011-11-15 1.25 - 1.625 Other Instrument OTHER 59.06 59.65 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 13.37 13.75 GENERAL ELEC CAP CORP MEDIUM TERM SR NTS BOOK EN 2011-01-07 2012-12-21 1.625 - 3 Other Instrument OTHER 1302.07 1331.28 HSBC USA INC 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 1.20 1.24 JPMORGAN CHASE & CO FDIC GTD TLGP 2011-12-01 2012-12-26 2.125 - 3.125 Other Instrument OTHER 80.78 82.65 MORGAN STANLEY FDIC GTD TLGP 2012-06-20 2012-06-20 1.95 - 1.95 Other Instrument OTHER 0.77 0.78 PNC FDG CORP FDIC GTD TLGP 2012-06-22 2012-06-22 2.3 - 2.3 Other Instrument OTHER 0.24 0.24 WELLS FARGO & CO FDIC GTD TLGP 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER 3.30 3.38 Unrated Security 2011-01-03 2011-01-03 N N N 521000.00 521000.00 0.0001 N 521000.00 521000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SNB0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2036-02-01 5.5 - 7 Government Agency Debt 63495000.00 4727606.47 FEDERAL NATIONAL MORTGAGE ASSOC 2034-08-01 2034-08-01 5 - 5 Government Agency Debt 44400000.00 3516138.92 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 8000000.00 8000000.00 0.0017 N 8000000.00 8000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SSL3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-10-15 2036-10-15 N/A Government Agency Debt 15455000.00 4121703.87 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 4000000.00 4000000.00 0.0009 N 4000000.00 4000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SRW0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-10-15 2036-10-15 N/A Government Agency Debt 15455000.00 4121703.87 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 4000000.00 4000000.00 0.0009 N 4000000.00 4000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SNS3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2023-04-01 2038-10-25 5 - 7.5 Government Agency Debt 144015522.00 8243898.71 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 8000000.00 8000000.00 0.0017 N 8000000.00 8000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.28% 38B99SFJ2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-10-15 0 - 5.5 Government Agency Debt 46495000.00 5155836.84 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 5000000.00 5000000.00 0.0011 N 5000000.00 5000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 37T99XLU2 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2034-07-01 2039-06-01 2.865 - 5.041 Government Agency Debt 37582650.00 8164030.80 Unrated Security 2011-01-07 2011-01-07 Y RBSSECUR N/A N/A N N 8000000.00 8000000.00 0.0017 N 8000000.00 8000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.24% 37V99JNV6 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-06-01 2038-06-01 5.086 - 5.086 Government Agency Debt 6705317.00 4082856.39 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 4000000.00 4000000.00 0.0009 N 4000000.00 4000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.25% 37V99JPE2 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-06-01 2038-06-01 5.086 - 5.086 Government Agency Debt 6705449.00 4082936.77 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 4000000.00 4000000.00 0.0009 N 4000000.00 4000000.00 Banc of America Securities LLC Banc of America Securities LLC, 0.80% 38T99CQF4 0001185371 Other Repurchase Agreement N RFMSI 2036-08-25 2036-08-25 N/A Other Instrument OTHER 67316019.00 32349941.09 MASTR RESECURITIZATION TRUST 2035-07-28 2035-07-28 N/A Other Instrument OTHER 24711185.00 6532651.04 First Tier Security 2011-02-04 2011-02-04 Y BANCANGR N/A N/A N N 36000000.00 36000000.00 0.0078 Y 36000000.00 36000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 39C99D3R7 0000851376 Other Repurchase Agreement N CD COMMERCIAL MORTGAGE TRUST COMMERCIAL PASS-THROUGH CERTIFI 2049-12-11 2049-12-11 5.366 - 5.366 Other Instrument OTHER 4393747.00 4200686.25 Unrated Security 2011-01-07 2011-01-07 Y BCAPNGR N/A N/A N N 4000000.00 4000000.00 0.0009 N 4000000.00 4000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 39C99DYY8 0000851376 Other Repurchase Agreement N CD COMMERCIAL MORTGAGE TRUST COMMERCIAL PASS-THROUGH CERTIFI 2049-12-11 2049-12-11 5.366 - 5.366 Other Instrument OTHER 4393901.00 4200833.48 Unrated Security 2011-01-07 2011-01-07 Y BCAPNGR N/A N/A N N 4000000.00 4000000.00 0.0009 N 4000000.00 4000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NJJ6 0000851376 Other Repurchase Agreement N BCAP LLC 2010-RR6 TR 2035-11-26 2035-11-26 0.585 - 0.585 Other Instrument OTHER 3846598.00 2103487.27 BCAP LLC 2010-RR5-II TR 2035-11-26 2035-11-26 0.585 - 0.585 Other Instrument OTHER 7292000.00 5191549.21 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2039-12-15 2039-12-15 5.343 - 5.343 Other Instrument OTHER 5310000.00 5251853.73 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2011-12-12 2011-12-12 5.626 - 5.626 Other Instrument OTHER 6469750.00 6090118.01 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2045-04-17 2045-04-17 5.872 - 5.872 Other Instrument OTHER 1714913.00 1555312.65 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 19000000.00 19000000.00 0.0041 Y 19000000.00 19000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99N4P8 0000851376 Other Repurchase Agreement N LIBERTY GLOBAL INC 2016-11-15 2016-11-15 4.5 - 4.5 Other Instrument OTHER 8762000.00 12989665.00 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 12000000.00 12000000.00 0.0026 Y 12000000.00 12000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NAR7 0000851376 Other Repurchase Agreement N RALI 2037-02-25 2037-02-25 N/A Other Instrument OTHER 1963552.00 799645.60 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2049-01-15 2049-01-15 5.395 - 5.395 Other Instrument OTHER 10000000.00 6768867.78 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-07-25 2045-07-25 0.581 - 0.581 Other Instrument OTHER 49604000.00 7714294.65 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2045-04-17 2045-04-17 5.872 - 5.872 Other Instrument OTHER 5685087.00 5155997.85 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 19000000.00 19000000.00 0.0041 Y 19000000.00 19000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BPN8 0000058056 Other Repurchase Agreement N HOVNANIAN K ENTERPRISES INC 2017-01-15 2017-01-15 8.625 - 8.625 Other Instrument OTHER 337626.00 251454.00 HARRAHS OPER INC 2017-06-01 2017-06-01 11.25 - 11.25 Other Instrument OTHER 4185892.00 4748371.24 NXP B V / NXP FDG LLC 2014-10-15 2014-10-15 7.875 - 7.875 Other Instrument OTHER 4750602.00 5019604.84 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 9000000.00 9000000.00 0.0020 N 9000000.00 9000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BSU9 0000058056 Other Repurchase Agreement N ROUSE CO LP / TRC CO-ISSUER INC 2013-05-01 2013-05-01 6.75 - 6.75 Other Instrument OTHER 9322260.00 9765067.35 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 9000000.00 9000000.00 0.0020 N 9000000.00 9000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99B4K7 0000058056 Other Repurchase Agreement N DINEEQUITY INC 2018-10-30 2018-10-30 9.5 - 9.5 Other Instrument OTHER 19613.00 21162.43 BACCHUS 2019-01-20 2019-01-20 1.139 - 1.139 Other Instrument OTHER 1355484.00 1028862.86 RFMSI 2036-09-25 2036-09-25 5.75 - 5.75 Other Instrument OTHER 2221.00 1845.23 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 1000000.00 1000000.00 0.0002 N 1000000.00 1000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BRX4 0000058056 Other Repurchase Agreement N CCS INC 2015-11-15 2015-11-15 11 - 11 Other Instrument OTHER 5074.00 4663.29 BRITISH TELECOMMUNICATIONS PLC 2018-01-15 2018-01-15 5.95 - 5.95 Other Instrument OTHER 25772.00 28806.81 BANC OF AMERICA ALTERNATIVE LOAN TRUST 2035-02-25 2035-02-25 5.5 - 5.5 Other Instrument OTHER 5602085.00 560775.13 AMERIQUEST MORTGAGE SECURITIES ASSET-BACKED PTC 2034-01-25 2034-01-25 0.951 - 0.951 Other Instrument OTHER 3117919.00 1562733.98 AGFC CAP TR I 2067-01-15 2067-01-15 6 - 6 Other Instrument OTHER 2670429.00 1302279.21 ACCO BRANDS CORP 2015-08-15 2015-08-15 7.625 - 7.625 Other Instrument OTHER 19305.00 19861.09 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-06-25 2035-06-25 0.701 - 0.701 Other Instrument OTHER 18374.00 14458.96 TRAVELPORT LLC / TRAVELPORT HLDGS INC 2014-09-01 2014-09-01 4.921 - 4.921 Other Instrument OTHER 1926060.00 1769716.70 STOCKBRIDGE CDO 2039-11-18 2039-11-18 1.042 - 1.042 Other Instrument OTHER 62423.00 29866.45 SPRINT CAP CORP 2028-11-15 2028-11-15 6.875 - 6.875 Other Instrument OTHER 1390.00 1228.46 RFMSI 2036-09-25 2036-09-25 5.75 - 5.75 Other Instrument OTHER 958381.00 796231.88 NIELSEN FIN LLC / NIELSEN FIN CO 2018-10-15 2018-10-15 7.75 - 7.75 Other Instrument OTHER 9802.00 10289.38 NAUTIQUE FUNDING 2020-04-15 2020-04-15 1.989 - 1.989 Other Instrument OTHER 1311700.00 851108.52 MORTGAGEIT TRUST 2035-02-25 2035-02-25 0.741 - 0.741 Other Instrument OTHER 357231.00 41854.32 M D C HLDGS INC FORMERLY M D C CORP COLO TO 06/2 2012-12-01 2012-12-01 7 - 7 Other Instrument OTHER 3872.00 4224.79 INTERNATIONAL LEASE FIN CORP- MEDIUM TERM NTS BO 2012-02-15 2012-02-15 5.4 - 5.4 Other Instrument OTHER 29965.00 30838.48 ISTAR FINL INC 2012-06-15 2012-06-15 5.5 - 5.5 Other Instrument OTHER 2040.00 1917.49 HERTZ CORP 2012-06-01 2012-06-01 7.625 - 7.625 Other Instrument OTHER 205351.00 211789.61 GSR MORTGAGE LOAN TRUST 2036-08-25 2036-08-25 6.2 - 6.2 Other Instrument OTHER 1392236.00 743118.83 FREESCALE SEMICONDUCTOR INC 2018-04-15 2018-04-15 9.25 - 9.25 Other Instrument OTHER 1309083.00 1465554.78 DINEEQUITY INC 2018-10-30 2018-10-30 9.5 - 9.5 Other Instrument OTHER 25526.00 27542.55 CENTRE PT FDG LLC 2015-07-20 2015-07-20 5.43 - 5.43 Other Instrument OTHER 277549.00 249901.69 CHASE CREDIT CARD MASTER TRUST 2016-01-15 2016-01-15 1.51 - 1.51 Other Instrument OTHER 276.00 274.21 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 9000000.00 9000000.00 0.0020 N 9000000.00 9000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BXJ8 0000058056 Other Repurchase Agreement N SLM CORP MEDIUM TERM NTS BOOK ENTRY 2020-03-25 2020-03-25 8 - 8 Other Instrument OTHER 4276588.00 4408577.77 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 4000000.00 4000000.00 0.0009 N 4000000.00 4000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 38L99B8W7 0000058056 Other Repurchase Agreement N EMERALD CBO 2011-05-24 2011-05-24 8.25 - 8.25 Other Instrument OTHER 2537415.00 2533418.57 CHASE CREDIT CARD MASTER TRUST 2016-01-15 2016-01-15 1.51 - 1.51 Other Instrument OTHER 27339.00 27161.28 PMI GROUP INC 2016-09-15 2016-09-15 6 - 6 Other Instrument OTHER 7195443.00 6102359.26 SUNGARD DATA SYS INC MERGED INTO SOLAR CAP CORP 2020-11-15 2020-11-15 7.625 - 7.625 Other Instrument OTHER 301.00 307.63 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 8000000.00 8000000.00 0.0017 N 8000000.00 8000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 39Q99VDU4 0000058056 Other Repurchase Agreement N DEVELOPERS DIVERSIFIED RLTY CORP 2020-09-01 2020-09-01 7.875 - 7.875 Other Instrument OTHER 4268811.00 4757461.80 CHASE CREDIT CARD MASTER TRUST 2016-01-15 2016-01-15 1.51 - 1.51 Other Instrument OTHER 1724085.00 1712877.15 RAIT CRE CDO 2046-11-20 2046-11-20 0.611 - 0.611 Other Instrument OTHER 25581.00 9963.71 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 6000000.00 6000000.00 0.0013 N 6000000.00 6000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 38L99B6P4 0000058056 Other Repurchase Agreement N ACCO BRANDS CORP 2015-08-15 2015-08-15 7.625 - 7.625 Other Instrument OTHER 13459.00 13846.69 GSAMP 2034-08-25 2034-08-25 1.411 - 1.411 Other Instrument OTHER 10498280.00 4570853.66 ISTAR FINL INC 2012-06-15 2012-06-15 5.5 - 5.5 Other Instrument OTHER 42334.00 39791.61 RBS CAP TR II 2099-12-28 2099-12-28 6.425 - 6.425 Other Instrument OTHER 214639.00 140090.25 RFMSI 2036-09-25 2036-09-25 5.75 - 5.75 Other Instrument OTHER 860.00 714.50 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2046-05-15 2046-05-15 5.975 - 5.975 Other Instrument OTHER 5111413.00 4107303.77 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 8000000.00 8000000.00 0.0017 N 8000000.00 8000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.30% 35M99N8F3 0000769993 Other Repurchase Agreement N WESTPAC SECURITIES NZ LTD 2011-03-11 2011-03-11 N/A Financial Company Commercial Paper 14427639.00 14420601.20 First Tier Security 2011-01-05 2011-01-05 Y GOLDMNGR N/A N/A N N 14000000.00 14000000.00 0.0030 N 14000000.00 14000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.36% 36N99SJT7 0000877559 Other Repurchase Agreement N THE HOME DEPOT, INC. 2036-12-16 2036-12-16 5.875 - 5.875 Other Instrument OTHER 4080000.00 4202092.98 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 4000000.00 4000000.00 0.0009 N 4000000.00 4000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.36% 36N99SKC2 0000877559 Other Repurchase Agreement N ONEOK 2035-06-15 2035-06-15 6 - 6 Other Instrument OTHER 3260000.00 3151181.29 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 3000000.00 3000000.00 0.0007 N 3000000.00 3000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.39% 36N99SHK8 0000877559 Other Repurchase Agreement N ALTRIA GROUP INC 2019-08-06 2019-08-06 9.25 - 9.25 Other Instrument OTHER 3005000.00 4015821.91 AOL TIME WARNER INC. - 2012-05-01 2012-05-01 6.875 - 6.875 Other Instrument OTHER 2110000.00 2292952.52 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 6000000.00 6000000.00 0.0013 N 6000000.00 6000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.35% 38N99SLV5 Other Repurchase Agreement N CAPITAL ONE FINANCIAL CORPORAT 2010-12-31 2010-12-31 N/A Other Instrument OTHER 690193.00 29312496.71 O M GROUP INC. 2010-12-31 2010-12-31 N/A Other Instrument OTHER 198093.00 7644408.87 Unrated Security 2011-01-03 2011-01-03 N N N 34000000.00 34000000.00 0.0074 N 34000000.00 34000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.47% 38N99SKD6 Other Repurchase Agreement N ENSCO PLC 2010-12-31 2010-12-31 N/A Other Instrument OTHER 312617.00 16587458.02 LEAR CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 5990.00 581269.60 WEATHERFORD INTNTL LTD NEW 2010-12-31 2010-12-31 N/A Other Instrument OTHER 344542.00 7834885.08 Unrated Security 2011-01-18 2011-01-18 N N N 23000000.00 23000000.00 0.0050 Y 23000000.00 23000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.55% 38N99SMC6 Other Repurchase Agreement N STARBUCKS CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 159808.00 5179377.28 QUALCOMM INCORPORATED 2010-12-31 2010-12-31 N/A Other Instrument OTHER 327243.00 16273794.39 NEWS CORPORATION CLB 2010-12-31 2010-12-31 N/A Other Instrument OTHER 411399.00 5961171.51 LIBERTY MEDIA CORPORATION, SER 2010-12-31 2010-12-31 N/A Other Instrument OTHER 5283965.00 82641212.60 INTUITIVE SURGICAL INC 2010-12-31 2010-12-31 N/A Other Instrument OTHER 34397.00 8838653.12 PFD GOOGLE INC SR A 2010-12-31 2010-12-31 N/A Other Instrument OTHER 3666.00 2195420.76 TEVA PHARMACEUTICAL INDUSTRIES 2010-12-31 2010-12-31 N/A Other Instrument OTHER 88000.00 4567200.00 YAHOO! INC. 2010-12-31 2010-12-31 N/A Other Instrument OTHER 674331.00 11301787.56 Unrated Security 2011-01-03 2011-01-03 N N N 126000000.00 126000000.00 0.0274 N 126000000.00 126000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 38N99SET8 Other Repurchase Agreement N HEWLETT PACKARD COMPANY 2010-12-31 2010-12-31 N/A Other Instrument OTHER 154494.00 6528916.44 Unrated Security 2011-01-25 2011-01-25 N N N 6000000.00 6000000.00 0.0013 Y 6000000.00 6000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.70% 38N99SFA8 Other Repurchase Agreement N HEWLETT PACKARD COMPANY 2010-12-31 2010-12-31 N/A Other Instrument OTHER 154523.00 6530141.98 Unrated Security 2011-04-25 2011-04-25 N N N 6000000.00 6000000.00 0.0013 Y 6000000.00 6000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 38N99SAQ8 Other Repurchase Agreement N JOHNSON & JOHNSON 2010-12-31 2010-12-31 N/A Other Instrument OTHER 217847.00 13493443.18 HEWLETT PACKARD COMPANY 2010-12-31 2010-12-31 N/A Other Instrument OTHER 67447.00 2850310.22 Unrated Security 2011-03-07 2011-03-07 N N N 15000000.00 15000000.00 0.0033 Y 15000000.00 15000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 38T99DET5 0001287279 Other Repurchase Agreement N PROGRESS ENERGY INC 2031-03-01 2031-03-01 7.75 - 7.75 Other Instrument OTHER 2423000.00 3062449.15 KINDER MORGAN 2038-01-15 2038-01-15 6.95 - 6.95 Other Instrument OTHER 5965000.00 6410510.82 Unrated Security 2011-03-25 2011-03-25 N N N 9000000.00 9000000.00 0.0020 Y 9000000.00 9000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.75% 38T99DNQ1 0001287279 Other Repurchase Agreement N JAGUAR MINING INC 2014-11-01 2014-11-01 4 - 4 Other Instrument OTHER 8495000.00 7828614.64 GILEAD SCIENCES INC. 2014-05-01 2014-05-01 N/A Other Instrument OTHER 2900000.00 2990625.00 Unrated Security 2011-04-11 2011-04-11 N N N 10000000.00 10000000.00 0.0022 Y 10000000.00 10000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.38% 39R99WKD1 0000728612 Other Repurchase Agreement N BANC AMER LARGE LN TR 2009-FDG 2042-01-25 2042-01-25 7.524 - 7.524 Other Instrument OTHER 6000000.00 6252090.00 CIT EQUIP COLL 2010-VT1 2014-03-17 2014-03-17 4.86 - 4.86 Other Instrument OTHER 5000000.00 5107890.00 COMM 2010-C1 MTG TR 2046-07-10 2046-07-10 5.784 - 5.784 Other Instrument OTHER 2197268.00 2158640.16 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2034-10-25 2034-10-25 0.811 - 0.811 Other Instrument OTHER 10000000.00 6807220.70 GEM LIGOS 2021-03-23 2021-03-23 1.023 - 1.023 Other Instrument OTHER 7500000.00 5677688.91 HERTZ VEHICLE FINANCING 2014-03-25 2014-03-25 4.94 - 4.94 Other Instrument OTHER 5000000.00 5120031.67 J P MORGAN CHASE COML MTG SECS TR 2010-C2 2043-11-18 2043-11-18 5.715 - 5.715 Other Instrument OTHER 6000000.00 5596548.00 LEHMAN BROTHERS SMALL BALANCE COMMERCIAL MORTGAGE PTC 2037-03-25 2037-03-25 0.511 - 0.511 Other Instrument OTHER 13278772.00 5943795.79 LONG BEACH MORTGAGE LOAN TRUST 2034-10-25 2034-10-25 0.911 - 0.911 Other Instrument OTHER 6062000.00 4841622.41 MERRILL LYNCH FLOATING TRUST PASS-THROUGH CERTIFICATES 2022-06-15 2022-06-15 0.46 - 0.46 Other Instrument OTHER 7223000.00 6054177.35 MORGAN STANLEY ABS 2034-06-26 2034-06-26 N/A Other Instrument OTHER 811515.00 575417.72 RAMP 2034-06-25 2034-06-25 1.191 - 1.191 Other Instrument OTHER 15000000.00 6379305.16 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2035-02-15 2035-02-15 5.605 - 5.605 Other Instrument OTHER 5044000.00 5073902.51 AVENUE CLO FUND 2018-11-07 2018-11-07 0.536 - 0.536 Other Instrument OTHER 64213098.00 54115460.73 Unrated Security 2011-01-03 2011-01-03 N N N 114000000.00 114000000.00 0.0248 N 114000000.00 114000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.42% 39R99WGS3 0000728612 Other Repurchase Agreement N 101-500 2014-07-05 2049-01-01 N/A Other Instrument EQUITY 1646934.00 32398162.99 Unrated Security 2011-01-04 2011-01-04 Y MRLBONY N/A N/A N N 30000000.00 30000000.00 0.0065 N 30000000.00 30000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.70% 37F99FUQ5 0000728612 Other Repurchase Agreement N CARDINAL HEALTH INC 2049-01-01 2049-01-01 N/A Other Instrument OTHER 81000.00 3119310.00 CABLEVISION SYS CORP 2049-01-01 2049-01-01 N/A Other Instrument OTHER 99644.00 3396863.96 DANAHER CORP 2049-01-01 2049-01-01 N/A Other Instrument OTHER 113800.00 5364532.00 Unrated Security 2011-02-04 2011-02-04 Y MRLBONY N/A N/A N N 11000000.00 11000000.00 0.0024 Y 11000000.00 11000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.44% 38S994EH2 Other Repurchase Agreement N HCP INC 2018-01-30 2018-01-30 6.7 - 6.7 Other Instrument OTHER 1914502.00 2100616.06 First Tier Security 2011-01-07 2011-01-07 Y MIZUHONG N/A N/A N N 2000000.00 2000000.00 0.0004 N 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.44% 38S994DL4 Other Repurchase Agreement N DOW CHEM CO 2019-05-15 2019-05-15 8.55 - 8.55 Other Instrument OTHER 1668669.00 2100462.13 First Tier Security 2011-01-07 2011-01-07 Y MIZUHONG N/A N/A N N 2000000.00 2000000.00 0.0004 N 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.41% 37U99PMH5 0000050916 Other Repurchase Agreement N MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY 2012-03-01 2012-03-01 5.75 - 5.75 Other Instrument OTHER 50000.00 53563.33 BANK OF NOVA SCOTIA 2013-07-26 2013-07-26 1.45 - 1.45 Other Instrument OTHER 17696.00 17782.59 WACHOVIA BK NATL ASSN MEDIUM TERM SUB BK NTS BOO 2014-11-01 2014-11-01 4.8 - 4.8 Other Instrument OTHER 22376.00 23917.48 ROYAL BK CDA 2015-04-14 2015-04-14 3.125 - 3.125 Other Instrument OTHER 7916702.00 8143784.90 ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK E 2014-01-15 2014-01-15 1.125 - 1.125 Other Instrument OTHER 209970.00 207265.06 First Tier Security 2011-01-05 2011-01-05 Y RBC NGR N/A N/A N N 8000000.00 8000000.00 0.0017 N 8000000.00 8000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.46% 37U99PPE9 0000050916 Other Repurchase Agreement N CITIGROUP MORTGAGE LOAN TRUST 2035-09-25 2035-09-25 0.721 - 0.721 Other Instrument OTHER 10134549.00 9021573.89 BRAVO MORTGAGE ASSET TRUST 2036-07-25 2036-07-25 0.493 - 0.493 Other Instrument OTHER 901992.00 678167.92 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-12-25 2045-12-25 N/A Other Instrument OTHER 233312.00 4111.78 First Tier Security 2011-01-07 2011-01-07 Y RBC NGR N/A N/A N N 9000000.00 9000000.00 0.0020 N 9000000.00 9000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.67% 35J99RTS7 0000808379 Other Repurchase Agreement N FREDDIE MAC 2035-02-27 2035-02-27 0.145 - 0.145 Other Instrument OTHER 224494000.00 64085.10 BEAR STEARNS COMMERCIAL MORTGA 2046-02-13 2046-02-13 0.707 - 0.707 Other Instrument OTHER 191519000.00 1610120.65 BANC OF AMERICA COMMERCIAL MOR 2039-11-10 2039-11-10 0.764 - 0.764 Other Instrument OTHER 99974107.00 83425.51 BCAP LLC 2009-RR13-II TRUST 2037-04-26 2037-04-26 5.5 - 5.5 Other Instrument OTHER 18652895.00 14433385.86 LB-UBS COMMERCIAL MORTGAGE TRU 2040-02-15 2040-02-15 0.477 - 0.477 Other Instrument OTHER 316306250.00 2953626.77 UNITED NATIONAL BANK HOME LOAN 2025-03-25 2025-03-25 6.91 - 6.91 Other Instrument OTHER 87893000.00 293735.94 INDY MAC BANK 2018-09-25 2033-08-25 0.074 - 6.389 Other Instrument OTHER 319047298.00 3113139.69 LB-UBS COMMERCIAL MORTGAGE TRU 2036-08-15 2036-08-15 0.565 - 0.565 Other Instrument OTHER 98268845.00 181569.58 LB-UBS COMMERCIAL MORTGAGE TRU 2041-02-15 2041-02-15 0.348 - 0.348 Other Instrument OTHER 275620000.00 1431383.79 Unrated Security 2011-01-07 2011-01-07 Y RBSNGR N/A N/A N N 23000000.00 23000000.00 0.0050 N 23000000.00 23000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.77% 35J99RRH3 0000808379 Other Repurchase Agreement N STRUCTURED ASSET MORTGAGE INVE 2046-07-25 2046-07-25 0.451 - 0.451 Other Instrument OTHER 46055000.00 18761440.50 CHASEFLEX TR 2007-M1 2037-08-25 2037-08-25 0.491 - 0.491 Other Instrument OTHER 3510000.00 1759993.06 Unrated Security 2011-02-04 2011-02-04 Y RBSNGR N/A N/A N N 19000000.00 19000000.00 0.0041 Y 19000000.00 19000000.00 UBS Securities LLC UBS Securities LLC, 0.40% 23M99SQV3 0000230611 Other Repurchase Agreement N BB&T CORP 2015-12-23 2015-12-23 5.2 - 5.2 Other Instrument OTHER 2935043.00 3151225.22 First Tier Security 2011-01-07 2011-01-07 Y UBSWNGR N/A N/A N N 3000000.00 3000000.00 0.0007 N 3000000.00 3000000.00 UBS Securities LLC UBS Securities LLC, 0.48% 23M99SRH3 0000230611 Other Repurchase Agreement N WESTERN REFNG INC 2014-06-15 2014-06-15 5.75 - 5.75 Other Instrument OTHER 3624000.00 4321821.33 First Tier Security 2011-01-07 2011-01-07 Y UBSWNGR N/A N/A N N 4000000.00 4000000.00 0.0009 N 4000000.00 4000000.00 UBS Securities LLC UBS Securities LLC, 0.61% 23M99SPM4 0000230611 Other Repurchase Agreement N RGHL US ESCROW I INC./RGHL US ESCROW I LLC/RGHL 2019-04-15 2019-04-15 9 - 9 Other Instrument OTHER 6016315.00 6326155.22 CHAPARRAL ENERGY INC 2015-12-01 2015-12-01 8.5 - 8.5 Other Instrument OTHER 1212493.00 1242300.12 First Tier Security 2011-01-27 2011-01-27 N N N 7000000.00 7000000.00 0.0015 Y 7000000.00 7000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.28% 38U995MU8 0000276523 Other Repurchase Agreement N DUKE ENERGY CORP NEW 2015-04-01 2015-04-01 3.35 - 3.35 Other Instrument OTHER 18330000.00 18981173.25 DCP MIDSTREAM OPER LP 2015-10-01 2015-10-01 3.25 - 3.25 Other Instrument OTHER 14783343.00 14625095.53 CONSTELLATION ENERGY GROUP, INC 2015-06-15 2015-06-15 4.55 - 4.55 Other Instrument OTHER 17481000.00 18128884.71 EXELON GENERATION CO LLC 2019-10-01 2019-10-01 5.2 - 5.2 Other Instrument OTHER 15870000.00 16524637.50 WAL MART STORES INC 2030-02-15 2030-02-15 7.55 - 7.55 Other Instrument OTHER 12168000.00 15882065.71 PRUDENTIAL FINL INC MEDIUM TERM NTS BOOK ENTRY 2017-06-15 2017-06-15 6.1 - 6.1 Other Instrument OTHER 15758000.00 17397007.09 RYDER SYSTEM INC 2011-02-25 2011-02-25 N/A Other Commercial Paper 10842502.00 10835669.06 TALISMAN ENERGY INC 2019-06-01 2019-06-01 7.75 - 7.75 Other Instrument OTHER 13407000.00 16568080.12 Unrated Security 2011-01-03 2011-01-03 N N N 123000000.00 123000000.00 0.0267 N 123000000.00 123000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.36% 38U995CU9 0000276523 Other Repurchase Agreement N ICICI BANK LTD/BAHRAIN 2011-03-15 2011-03-15 N/A Financial Company Commercial Paper 6772162.00 6767506.14 NBC UNVL INC 2021-04-01 2021-04-01 4.375 - 4.375 Other Instrument OTHER 155.00 151.25 SOCIETE GENERALE NORTH AMERICA INC 2011-05-31 2011-05-31 N/A Financial Company Commercial Paper 449005.00 448258.04 Unrated Security 2011-01-07 2011-01-07 Y WELLSNGR N/A N/A N N 7000000.00 7000000.00 0.0015 N 7000000.00 7000000.00