UCRP Holdings as of December 31, 2011 EQUITY INVESTMENTS EXTERNALLY MANAGED FUNDS (SC = Small Cap MC = Mid Cap LC = Large Cap) Security Name Interest Rate Maturity Date ABERDEEN EMERGING MARKETS FUND ACADIAN EMERGING MARKETS FUND ADAGE CAPITAL LC AQR NON US ARROWSTREET EMERGING MARKETS FUND AXIOM INTERNATIONAL NON US BLACKSTONE LC BURGUNDY SC CAPITAL GUARDIAN EMERGING MARKETS FUND CORTINA OPPORTUNITY SC DE SHAW ENHANCED LC DELAWARE LC DFA EMERGING MARKETS FUND EAFE + CANADA STATE ST INTL INDEX EAGLE CAPITAL MANAGEMENT LC EATON VANCE LC FRED ALGER MANAGEMENT LC FRONTIER MC GENESIS EMERGING MARKETS FUND GMO EMERGING MARKETS & NON US HANSBERGER NON US HEXAVEST NON US IRONBRIDGE SC JP MORGAN CAPITAL MANAGEMENT LC LAZARD EMERGING MARKETS FUND LINGOHR NON US LSV ASSET MANAGEMENT LC MFS NON US MONDRIAN NON US MSCI ACWI IMI FUND MSCI CANADA MSCI EMERGING MARKET INDEX FUND RUSSELL 3000 INDEX FUND RUSSELL TOP 50 INDEX FUND SANDERSON NON US SILCHESTER NON US T ROWE PRICE LC TAMRO SC TIMES SQUARE MC VICTORY CAPITAL LC WELLINGTON EMERGING MARKETS & SC WILLIAM BLAIR EMERGING MARKETS FUND WINSLOW LC Source: State Street Shares/Par Value Base Market Value 201,113,792.24 117,095,670.96 519,967,161.25 290,032,058.66 201,798,514.98 195,405,670.50 132,566,034.51 69,262,973.56 158,277,688.18 95,995,807.17 85,676,505.85 230,471,232.41 153,442,067.37 5,775,227,387.15 126,759,718.93 157,942,000.01 160,254,702.07 58,660,485.55 190,955,406.14 364,657,854.62 212,909,715.16 192,933,235.30 115,701,691.15 163,804,196.76 159,339,654.19 243,804,774.92 325,628,195.76 322,687,288.64 127,565,523.02 864,183,259.34 65,654,222.82 282,243,580.29 6,400,253,190.22 158,514,602.91 284,396,426.23 239,301,691.08 172,171,662.25 100,892,903.06 69,529,460.01 200,736,533.71 267,960,531.38 145,271,498.62 250,365,690.22 Page 1 UCRP Holdings as of December 31, 2011 INTERNALLY MANAGED FUNDS FULLY COLLATERALIZED US EQUITY FUTURES 1,082,847,432.58 TOTAL EQUITY 21,734,259,691.73 FIXED INCOME FIXED INCOME - SECURITIES Security Name ABBOTT LABORATORIES ADOBE SYSTEMS INC ADOBE SYSTEMS INC AGILENT TECHNOLOGIES INC ALBERTSONS INC ALLY FINANCIAL INC ALLY FINANCIAL INC AMC ENTERTAINMENT INC AMC ENTERTAINMENT INC AMERICA MOVIL SAB DE CV AMERICAN AXLE & MFG INC AMERICAN AXLE & MFG INC AMERICAN EXPRESS CO AMERICAN TOWER CORP AMERISOURCEBERGEN CORP AMERISTAR CASINOS INC AMKOR TECHNOLOGIES INC ANALOG DEVICES ANGLO AMERICAN CAPITAL ANHEUSER BUSCH INBEV AON CORP APACHE CORP ARAB REPUBLIC OF EGYPT ARAB REPUBLIC OF EGYPT ARAMARK CORP AT&T INC AT&T INC ATLAS COPCO AB AUDATEX NORTH AMERICA IN AVIS BUDGET CAR RENTAL AXA SA BAE SYSTEMS HOLDINGS INC BALL CORP BALL CORP BALL CORP BANC OF AMERICA ALTERNATIVE LO BANC OF AMERICA COMMERCIAL MOR BANC OF AMERICA FUNDING CORPOR BANCO DEL ESTADO CHILE BANCO NAC DE DESEN ECONO BANK OF AMERICA CORP BANK OF AMERICA CORP BANK OF AMERICA CORP BANK OF AMERICA CORP BANK OF AMERICA NA Source: State Street Interest Rate Maturity Date Shares/Par Value 5.3 5/27/2040 495,000.00 3.25 2/1/2015 2,000,000.00 4.75 2/1/2020 2,000,000.00 5.5 9/14/2015 5,000,000.00 7.25 5/1/2013 6,090,000.00 8.3 2/12/2015 1,900,000.00 8 3/15/2020 3,000,000.00 8 3/1/2014 1,000,000.00 9.75 12/1/2020 2,300,000.00 5 3/30/2020 5,000,000.00 7.875 3/1/2017 2,400,000.00 7.75 11/15/2019 700,000.00 2.75 9/15/2015 2,500,000.00 4.625 4/1/2015 3,500,000.00 3.5 11/15/2021 1,000,000.00 7.5 4/15/2021 4,100,000.00 6.625 6/1/2021 1,200,000.00 3 4/15/2016 1,500,000.00 4.45 9/27/2020 1,500,000.00 5.375 11/15/2014 5,000,000.00 3.125 5/27/2016 4,500,000.00 5.1 9/1/2040 3,000,000.00 5.75 4/29/2020 2,700,000.00 6.875 4/30/2040 1,500,000.00 8.5 2/1/2015 3,900,000.00 3.875 8/15/2021 3,000,000.00 6.3 1/15/2038 5,500,000.00 5.6 5/22/2017 4,275,000.00 6.75 6/15/2018 2,200,000.00 8.25 1/15/2019 800,000.00 8.6 12/15/2030 1,400,000.00 5.2 8/15/2015 8,500,000.00 7.125 9/1/2016 1,000,000.00 7.375 9/1/2019 1,200,000.00 5.75 5/15/2021 3,000,000.00 5.5 12/25/2019 1,831,716.07 5.492 2/10/2051 14,825,000.00 6 2/25/2034 2,444,005.54 4.125 10/7/2020 4,200,000.00 6.369 6/16/2018 5,500,000.00 6.5 8/1/2016 3,950,000.00 5.65 5/1/2018 3,000,000.00 8 12/31/2049 950,000.00 8 12/31/2049 700,000.00 5.3 3/15/2017 11,550,000.00 Page 2 Base Market Value 592,783.29 2,099,356.00 2,171,114.00 5,511,505.00 6,333,600.00 2,004,500.00 3,075,000.00 987,500.00 2,185,000.00 5,523,860.00 2,376,000.00 690,375.00 2,513,260.00 3,648,092.00 1,026,910.00 4,223,000.00 1,155,000.00 1,580,917.50 1,497,436.50 5,555,640.00 4,551,097.50 3,506,244.00 2,301,750.00 1,237,500.00 3,997,500.00 3,173,253.00 6,752,553.50 4,837,671.23 2,222,000.00 794,000.00 1,378,839.00 9,139,285.00 1,087,500.00 1,314,000.00 3,142,500.00 1,889,054.28 15,998,561.38 2,490,825.35 4,294,500.00 6,179,250.00 3,977,926.50 2,858,259.00 850,668.00 626,808.00 10,417,072.05 UCRP Holdings as of December 31, 2011 Security Name BANK OF CHINA HONG KONG BANK OF NOVA SCOTIA BEAR STEARNS ADJUSTABLE RATE M BEAR STEARNS COMMERCIAL MORTGA BEAR STEARNS COMMERCIAL MORTGA BECTON DICKINSON BECTON DICKINSON BEMIS COMPANY INC BLACKROCK INC BLACKSTONE HOLDINGS FINA BOLIVARIAN REP OF VZLA BOLIVARIAN REP OF VZLA BOMBARDIER INC BOMBARDIER INC BOMBARDIER INC BON TON DEPT STORES BOSTON PROPERTIES LP BOYD GAMING CORP BRASKEM AMERICA FINANCE BROADCOM CORP CALPINE CORP CALPINE CORP CANADIAN NATL RAILWAY CANADIAN NATL RESOURCES CANADIAN PACIFIC RR CO CARGILL INC CARGILL INC CATERPILLAR INC CC HOLDINGS GS V LLC/CRO CELLCO PART/VERI WIRELSS CELULOSA ARAUCO CONSTITU CENOVUS ENERGY INC CENTEX CORP CENTURYLINK INC CHASE MORTGAGE FINANCE CORPORA CHASE MORTGAGE FINANCE CORPORA CHESAPEAKE ENERGY CORP CHESAPEAKE ENERGY CORP CHESAPEAKE OIL OP FIN CHRYSLER GP/CG CO ISSUER CHRYSLER GP/CG CO ISSUER CHS COMMUNITY HEALTH SYS CHS/COMMUNITY HEALTH SYS CINEMARK USA INC CITIGROUP CAPITAL XIII (PREFERRED STOCK) CITIGROUP INC CITIGROUP INC CITIGROUP INC CITIGROUP INC CITIGROUP MORTGAGE LOAN TRUST CLEAR CHANNEL COMMUNICAT CLEARWIRE COMM/FINANCE CME GROUP INDEX SERVICES CMS ENERGY CORP Source: State Street Interest Rate Maturity Date Shares/Par Value Base Market Value 3.75 11/8/2016 4,500,000.00 4,586,070.74 4.375 1/13/2021 2,000,000.00 2,182,442.00 2.611819 2/25/2036 2,870,572.71 1,757,413.41 5.742 9/11/2042 26,400,000.00 30,371,008.80 5.471 1/12/2045 16,710,000.00 18,792,734.40 3.25 11/12/2020 2,000,000.00 2,071,222.00 7 8/1/2027 2,575,000.00 3,441,044.60 5.65 8/1/2014 10,000,000.00 10,821,760.00 5 12/10/2019 4,500,000.00 4,910,863.50 5.875 3/15/2021 5,300,000.00 5,171,729.40 9 5/7/2023 8,800,000.00 6,292,000.00 7.65 4/21/2025 13,700,000.00 8,494,000.00 6.3 5/1/2014 5,750,000.00 6,051,875.00 7.5 3/15/2018 3,000,000.00 3,210,000.00 7.75 3/15/2020 1,000,000.00 1,090,000.00 10.25 3/15/2014 1,600,000.00 1,026,000.00 3.7 11/15/2018 3,100,000.00 3,165,354.20 7.125 2/1/2016 4,850,000.00 4,195,250.00 7.125 7/22/2041 2,200,000.00 2,114,750.00 2.375 11/1/2015 3,000,000.00 3,070,941.00 7.875 7/31/2020 1,100,000.00 1,185,250.00 7.5 2/15/2021 1,500,000.00 1,605,000.00 2.85 12/15/2021 3,000,000.00 3,023,766.33 3.45 11/15/2021 3,050,000.00 3,178,822.85 4.45 3/15/2023 4,000,000.00 4,026,812.00 6 11/27/2017 8,000,000.00 9,431,048.00 4.307 5/14/2021 2,000,000.00 2,173,926.00 5.2 5/27/2041 4,000,000.00 4,791,176.00 7.75 5/1/2017 3,000,000.00 3,232,500.00 7.375 11/15/2013 7,000,000.00 7,794,080.00 7.25 7/29/2019 2,500,000.00 2,959,157.50 6.75 11/15/2039 2,500,000.00 3,308,505.00 5.25 6/15/2015 4,175,000.00 3,945,375.00 7.6 9/15/2039 6,200,000.00 6,083,843.00 6.25 10/25/2036 20,330,070.61 16,591,980.53 6 10/25/2036 11,844,675.88 8,908,491.71 6.625 8/15/2020 3,500,000.00 3,753,750.00 6.125 2/15/2021 1,000,000.00 1,027,500.00 6.625 11/15/2019 2,300,000.00 2,392,000.00 8 6/15/2019 800,000.00 732,000.00 8.25 6/15/2021 2,050,000.00 1,865,500.00 8 11/15/2019 2,750,000.00 2,777,500.00 8.875 7/15/2015 3,101,000.00 3,201,782.50 8.625 6/15/2019 5,500,000.00 5,981,250.00 58,000.00 1,526,125.00 5.5 4/11/2013 14,100,000.00 14,395,014.30 8.5 5/22/2019 2,000,000.00 2,354,172.00 4.5 1/14/2022 3,000,000.00 2,886,069.00 5.875 5/29/2037 3,500,000.00 3,495,642.50 5.897246 8/25/2036 12,020,133.16 9,174,510.88 9 3/1/2021 1,650,000.00 1,390,125.00 12 12/1/2015 800,000.00 766,000.00 4.4 3/15/2018 5,000,000.00 5,312,400.00 6.55 7/17/2017 4,140,000.00 4,449,373.92 Page 3 UCRP Holdings as of December 31, 2011 Security Name CMS ENERGY CORP CNH CAPITAL LLC COCA COLA CO/THE COCA COLA FEMSA SAB CV CODELCO INC CODELCO INC COMCAST CORP COMMSCOPE INC CONCHO RESOURCES INC CONSTELLATION BRANDS INC COOPER US INC CORN PRODUCTS INTL INC CORN PRODUCTS INTL INC CORP ANDINA DE FOMENTO CORP ANDINA DE FOMENTO CORP ANDINA DE FOMENTO CORPORACION GEO SA DE CV COUNTRYWIDE ALTERNATIVE LOAN T COUNTRYWIDE HOME LOANS COX COMMUNICATIONS INC CREDIT SUISSE NEW YORK CRH AMERICA INC CROATIA CROATIA CROATIA CROWN AMER CAP CORP III CROWN CASTLE INTL CORP CVS CAREMARK CORP D.R. HORTON INC D.R. HORTON INC DAIMLER FINANCE NA LLC DARDEN RESTAURANTS INC DAVITA INC DBS BANK LTD/SINGAPORE DDR CORP DEL MONTE CORP DELPHI CORP DELPHI CORP DELUXE CORP DENBURY RESOURCES INC DEVELOPMENT BANK OF KAZA DEVON ENERGY CORPORATION DIAMOND OFFSHORE DRILL DIRECTV HOLDINGS/FING DIRECTV HOLDINGS/FING DIRECTV HOLDINGS/FING DISCOVER BANK DISCOVERY COMMUNICATIONS DISH DBS CORP DOMINICAN REPUBLIC DOMINION RESOURCES INC DOMINION RESOURCES INC DOW CHEMICAL CO DOW CHEMICAL CO Source: State Street Interest Rate Maturity Date Shares/Par Value Base Market Value 6.25 2/1/2020 2,500,000.00 2,625,290.00 6.25 11/1/2016 900,000.00 927,000.00 3.3 9/1/2021 4,000,000.00 4,212,120.00 4.625 2/15/2020 1,800,000.00 1,989,000.00 3.75 11/4/2020 2,000,000.00 2,031,092.00 3.875 11/3/2021 2,000,000.00 2,036,316.00 6.55 7/1/2039 4,000,000.00 4,932,080.00 8.25 1/15/2019 2,400,000.00 2,400,000.00 8.625 10/1/2017 1,300,000.00 1,420,250.00 7.25 9/1/2016 1,000,000.00 1,098,750.00 6.1 7/1/2017 3,450,000.00 4,037,666.10 3.2 11/1/2015 3,500,000.00 3,616,196.50 4.625 11/1/2020 5,200,000.00 5,529,680.00 3.75 1/15/2016 2,500,000.00 2,528,895.25 8.125 6/4/2019 2,800,000.00 3,439,248.40 8.125 6/4/2019 1,000,000.00 1,228,303.00 9.25 6/30/2020 2,500,000.00 2,443,750.00 6 4/25/2037 17,825,829.90 12,001,543.02 5.5 8/25/2033 7,917,072.55 8,230,485.70 5.45 12/15/2014 6,000,000.00 6,660,162.00 5.3 8/13/2019 2,000,000.00 2,062,620.00 6 9/30/2016 7,000,000.00 7,477,533.00 6.75 11/5/2019 7,000,000.00 6,650,000.00 6.625 7/14/2020 4,000,000.00 3,730,000.00 6.375 3/24/2021 2,000,000.00 1,825,000.00 6.25 2/1/2021 2,500,000.00 2,612,500.00 7.125 11/1/2019 1,000,000.00 1,080,000.00 6.25 6/1/2027 3,720,000.00 4,500,861.48 6.125 1/15/2014 3,600,000.00 3,798,000.00 5.625 9/15/2014 2,425,000.00 2,497,750.00 3 3/28/2016 3,000,000.00 3,034,740.00 4.5 10/15/2021 5,800,000.00 5,950,672.40 6.625 11/1/2020 3,700,000.00 3,801,750.00 5 11/15/2019 14,637,000.00 15,310,682.56 4.75 4/15/2018 3,500,000.00 3,348,824.50 7.625 2/15/2019 3,550,000.00 3,408,000.00 5.875 5/15/2019 600,000.00 612,000.00 6.125 5/15/2021 800,000.00 824,000.00 7 3/15/2019 250,000.00 243,125.00 6.375 8/15/2021 4,500,000.00 4,702,500.00 5.5 12/20/2015 5,850,000.00 5,791,500.00 5.6 7/15/2041 5,000,000.00 6,011,640.00 4.875 7/1/2015 5,100,000.00 5,533,183.80 3.5 3/1/2016 3,000,000.00 3,092,772.00 7.625 5/15/2016 3,400,000.00 3,608,250.00 6.375 3/1/2041 3,000,000.00 3,459,060.00 7 4/15/2020 3,800,000.00 3,975,818.40 5.05 6/1/2020 5,000,000.00 5,482,650.00 6.75 6/1/2021 5,950,000.00 6,411,125.00 7.5 5/6/2021 6,500,000.00 6,370,000.00 4.45 3/15/2021 2,000,000.00 2,227,590.00 2.66856 9/30/2066 5,500,000.00 4,622,035.00 4.85 8/15/2012 5,750,000.00 5,882,687.00 4.125 11/15/2021 3,000,000.00 3,077,160.00 Page 4 UCRP Holdings as of December 31, 2011 Security Name EAST BAY CA MUNI UTILITY DIST ECOLAB INC ECOLAB INC EL PASO PIPELINE PART OP EL PASO PIPELINE PART OP ENDO PHARMACEUT HLDGS IN ENDO PHARMACEUT HLDGS IN ENERGIZER HOLDINGS INC ENERGY TRANSFER PARTNERS ENERGY TRANSFER PARTNERS ENERGY TRANSFER PARTNERS ENSCO PLC ENTERPRISE PRODUCTS OPER ENTERPRISE PRODUCTS OPER ENTERPRISE PRODUCTS OPER ENTERPRISE PRODUCTS OPER EQUINIX INC ERAC USA FINANCE COMPANY ERAC USA FINANCE COMPANY ERP OPERATING LP ESKOM HOLDINGS LIMITED EXPORT IMPORT BK KOREA EXPORT IMPORT BK KOREA EXPORT IMPORT BK KOREA EXPRESS SCRIPTS INC FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE FANNIE MAE (PREFERRED STOCK) Source: State Street Interest Rate Maturity Date Shares/Par Value Base Market Value 5.874 6/1/2040 4,000,000.00 4,928,280.00 3 12/8/2016 2,000,000.00 2,068,820.00 5.5 12/8/2041 2,490,000.00 2,759,273.58 4.1 11/15/2015 3,500,000.00 3,583,048.00 5 10/1/2021 2,000,000.00 2,058,428.00 7 12/15/2020 3,300,000.00 3,506,250.00 7.25 1/15/2022 700,000.00 744,625.00 4.7 5/19/2021 3,550,000.00 3,736,005.80 5.65 8/1/2012 4,000,000.00 4,086,684.00 6.125 2/15/2017 1,500,000.00 1,646,893.50 4.65 6/1/2021 6,500,000.00 6,367,374.00 3.25 3/15/2016 4,500,000.00 4,590,652.50 6.125 10/15/2039 5,000,000.00 5,584,835.00 8.375 8/1/2066 4,175,000.00 4,467,250.00 8.375 8/1/2066 3,000,000.00 3,210,000.00 7.034 1/15/2068 5,550,000.00 5,772,000.00 7 7/15/2021 2,775,000.00 2,927,625.00 6.375 10/15/2017 4,900,000.00 5,662,209.70 6.7 6/1/2034 5,000,000.00 5,652,585.00 5.125 3/15/2016 6,350,000.00 6,803,536.05 5.75 1/26/2021 3,400,000.00 3,459,500.00 5.875 1/14/2015 5,000,000.00 5,362,370.00 3.75 10/20/2016 2,000,000.00 2,005,320.00 4.375 9/15/2021 1,300,000.00 1,284,955.10 3.125 5/15/2016 5,000,000.00 5,027,715.00 4.625 5/1/2013 130,250,000.00 137,014,195.10 5.125 1/2/2014 133,345,000.00 144,530,778.67 2.62 10/1/2017 10,000,000.00 10,287,302.20 2.78 12/1/2017 6,545,000.00 6,771,589.08 3.53 1/1/2018 25,876,405.88 27,590,739.25 3.61 3/1/2018 13,265,507.95 14,239,110.14 3.86 3/1/2018 18,100,000.00 19,619,965.42 3.8 4/1/2018 54,495,461.90 58,941,445.82 3.81 4/1/2018 48,745,000.00 52,739,953.51 3.11 7/1/2018 13,500,000.00 14,138,121.78 3.17 8/1/2018 30,000,000.00 31,720,771.80 3.06 12/1/2018 25,000,000.00 25,962,975.25 3.83 12/1/2020 4,927,627.00 5,321,846.08 3.21 12/1/2020 32,000,000.00 33,843,870.40 4.5 1/1/2021 3,341,561.69 3,731,584.46 4.38 2/1/2021 4,072,639.24 4,527,900.81 4.38 2/1/2021 3,042,699.96 3,382,756.46 4.38 2/1/2021 10,342,953.97 11,498,644.10 4.38 2/1/2021 4,319,149.65 4,801,863.99 4.01 8/1/2021 20,905,301.34 22,798,636.57 3.64 12/1/2021 2,130,000.00 2,270,078.21 3.2 12/1/2021 10,100,000.00 10,470,447.70 4.5 7/25/2038 14,297,633.82 14,978,807.41 3.377 12/1/2040 2,257,477.86 2,349,038.75 3.349 12/1/2040 19,957,991.73 20,756,937.68 3.511 5/1/2041 17,735,821.66 18,589,599.64 3.514 5/1/2041 13,033,543.05 13,663,825.25 3.553 7/1/2041 23,768,298.31 24,933,093.95 915,000.00 1,207,800.00 Page 5 UCRP Holdings as of December 31, 2011 Security Name FED REPUBLIC OF BRAZIL FED REPUBLIC OF BRAZIL FED REPUBLIC OF BRAZIL FED REPUBLIC OF BRAZIL FED REPUBLIC OF BRAZIL FED REPUBLIC OF BRAZIL FED REPUBLIC OF BRAZIL FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FHLMC MULTIFAMILY STRUCTURED P FIBRIA OVERSEAS FINANCE FIFTH THIRD BANCORP FISERV INC FISERV INC FLORIDA POWER + LIGHT FMG RESOURCES FNMA TBA FEB 30 SINGLE FAM FNMA TBA JAN 30 SINGLE FAM FORD MOTOR CREDIT CO LLC FORD MOTOR CREDIT CO LLC FORD MOTOR CREDIT CO LLC FRANCE TELECOM FREDDIE MAC FREDDIE MAC (PREFERRED STOCK) FREEPORT MCMORAN C & G FREESCALE SEMICONDUCTOR FRESENIUS MED CARE US FRONTIER COMMUNICATIONS GAZPROM GAZPROM(GAZPROM INTL SA) GENERAL ELEC CAP CORP GENERAL ELEC CAP CORP GENERAL ELEC CAP CORP GENERAL ELEC CAP CORP GENERAL ELEC CAP CORP GENERAL ELEC CAP CORP GENERAL ELECTRIC CO GEORGIA PACIFIC LLC GEORGIA PACIFIC LLC GEORGIA POWER COMPANY GILEAD SCIENCES INC GMAC CAPITAL TRUST I (PREFERRED STOCK) GNMA GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC GOODYEAR TIRE & RUBBER Source: State Street Interest Rate Maturity Date Shares/Par Value 7.875 3/7/2015 5,700,000.00 6 1/17/2017 3,000,000.00 8 1/15/2018 19,391,666.66 8.75 2/4/2025 4,100,000.00 8.75 2/4/2025 2,500,000.00 10.125 5/15/2027 3,000,000.00 5.625 1/7/2041 4,000,000.00 5.545 4/1/2037 3,387,506.76 6 8/1/2038 9,367,520.30 6 10/1/2038 8,673,615.01 6 3/1/2039 12,474,861.43 2.803 1/1/2041 21,216,701.76 3.696 6/1/2041 5,188,404.52 3.531 6/25/2020 5,000,000.00 6.75 3/3/2021 3,500,000.00 3.625 1/25/2016 5,000,000.00 3.125 6/15/2016 3,900,000.00 4.75 6/15/2021 2,800,000.00 4.125 2/1/2042 3,000,000.00 8.25 11/1/2019 1,550,000.00 5 12/1/2099 451,000,000.00 5 12/1/2099 176,000,000.00 7 4/15/2015 4,200,000.00 5 5/15/2018 5,000,000.00 5.875 8/2/2021 5,000,000.00 2.75 9/14/2016 1,000,000.00 2.5 5/27/2016 90,000,000.00 288,000.00 8.375 4/1/2017 3,780,000.00 8.05 2/1/2020 2,550,000.00 5.75 2/15/2021 5,000,000.00 8.125 10/1/2018 5,800,000.00 4.95 5/23/2016 3,000,000.00 7.201 2/1/2020 4,862,543.49 1.875 9/16/2013 10,000,000.00 5.625 9/15/2017 1,500,000.00 5.625 5/1/2018 2,000,000.00 4.65 10/17/2021 3,200,000.00 5.875 1/14/2038 6,300,000.00 6.375 11/15/2067 5,000,000.00 5.25 12/6/2017 6,000,000.00 8.25 5/1/2016 1,400,000.00 5.4 11/1/2020 3,400,000.00 4.75 9/1/2040 2,000,000.00 4.4 12/1/2021 3,500,000.00 80,000.00 4 6/15/2039 8,777,198.50 4.75 7/15/2013 1,000,000.00 6.25 9/1/2017 5,000,000.00 6.15 4/1/2018 3,000,000.00 7.5 2/15/2019 2,500,000.00 5.375 3/15/2020 1,500,000.00 6.75 10/1/2037 7,750,000.00 8.25 8/15/2020 1,500,000.00 Page 6 Base Market Value 6,783,000.00 3,502,500.00 22,688,249.99 6,150,000.00 3,750,000.00 4,965,000.00 4,640,000.00 3,651,261.76 10,296,369.98 9,533,659.54 13,711,823.90 21,941,887.78 5,448,480.25 5,331,975.00 3,193,750.00 5,072,960.00 3,970,952.70 2,929,463.60 3,094,881.00 1,577,125.00 486,234,375.00 190,135,000.00 4,515,000.00 5,012,965.00 5,211,040.00 1,002,695.00 95,316,750.00 383,040.00 4,016,250.00 2,397,000.00 4,993,750.00 5,843,500.00 3,003,750.00 5,136,061.56 10,123,170.00 1,660,162.50 2,240,004.00 3,339,734.40 6,675,398.10 4,925,000.00 6,886,572.00 1,555,344.00 3,766,003.20 2,212,838.00 3,705,422.00 1,551,920.00 9,434,790.69 1,013,226.00 5,227,185.00 3,096,267.00 2,761,022.50 1,480,536.00 7,211,475.75 1,635,000.00 UCRP Holdings as of December 31, 2011 Security Name GRUPO BIMBO SAB DE CV GS MORTGAGE SECURITIES TRUST HANESBRANDS INC HCA HOLDINGS INC HCA INC HEALTH MANAGEMENT ASSOC HEALTHSOUTH CORP HERTZ CORP HERTZ CORP HERTZ CORP HEWLETT PACKARD CO HISTORIC TW INC HOLCIM US FINANCE SARL HOME DEPOT INC HOME DEPOT INC HOME DEPOT INC HOSPIRA INC HOST HOTELS & RESORTS LP HOST HOTELS & RESORTS LP HOST HOTELS + RESORTS LP HOWARD HUGHES MEDICAL IN HSBC FIN CAP TRUST IX HSBC HOLDINGS PLC HSBC HOLDINGS PLC HSBC HOLDINGS PLC HUNTSMAN INTERNATIONAL L HUNTSMAN INTERNATIONAL L HUSKY ENERGY INC HUTCHISON WHAM INT HUTCHISON WHAM INT IASIS HEALTHCARE/CAP CRP ILLINOIS TOOL WKS INC ING BANK NV ING BANK NV ING BANK NV INTELSAT JACKSON HLDG INTELSAT JACKSON HLDG INTELSAT LUXEMBOURG SA INVERSIONES CMPC SA INVERSIONES CMPC SA INVERSIONES CMPC SA ITC HOLDINGS CORP J.C. PENNEY CO INC JARDEN CORP JARDEN CORP JEFFERIES GROUP INC JOHNSON CONTROLS INC JP MORGAN CHASE BANK NA JP MORGAN MORTGAGE TRUST JPM CHASE CAPITAL XXII JPM CHASE CAPITAL XXV JPMORGAN CHASE & CO JPMORGAN CHASE & CO JPMORGAN CHASE & CO Source: State Street Interest Rate Maturity Date Shares/Par Value Base Market Value 4.875 6/30/2020 1,000,000.00 1,053,398.00 5.790077 8/10/2045 10,000,000.00 10,843,084.70 6.375 12/15/2020 1,850,000.00 1,877,750.00 7.75 5/15/2021 1,000,000.00 1,017,500.00 7.875 2/15/2020 3,100,000.00 3,348,000.00 7.375 1/15/2020 3,350,000.00 3,484,000.00 7.75 9/15/2022 4,500,000.00 4,426,875.00 7.5 10/15/2018 1,750,000.00 1,828,750.00 6.75 4/15/2019 500,000.00 501,250.00 7.375 1/15/2021 1,350,000.00 1,371,937.50 3.3 12/9/2016 2,000,000.00 2,042,208.00 6.625 5/15/2029 5,750,000.00 6,778,197.75 6 12/30/2019 2,750,000.00 2,833,789.75 4.4 4/1/2021 4,000,000.00 4,509,824.00 5.875 12/16/2036 2,500,000.00 3,137,205.00 5.95 4/1/2041 3,000,000.00 3,870,576.00 6.05 3/30/2017 5,273,000.00 5,821,423.64 6.875 11/1/2014 3,340,000.00 3,406,800.00 6 11/1/2020 2,000,000.00 2,045,000.00 6 10/1/2021 1,500,000.00 1,537,500.00 3.45 9/1/2014 4,400,000.00 4,692,595.60 5.911 11/30/2035 10,500,000.00 8,715,000.00 5.1 4/5/2021 4,400,000.00 4,675,409.20 6.8 6/1/2038 5,000,000.00 5,178,730.00 6.1 1/14/2042 3,000,000.00 3,400,395.00 8.625 3/15/2020 800,000.00 848,000.00 8.625 3/15/2021 1,000,000.00 1,060,000.00 5.9 6/15/2014 9,638,000.00 10,475,253.06 4.625 9/11/2015 4,000,000.00 4,233,960.00 5.75 9/11/2019 7,000,000.00 7,841,113.00 8.375 5/15/2019 1,300,000.00 1,134,250.00 4.875 9/15/2041 7,500,000.00 8,533,777.50 2 10/18/2013 6,500,000.00 6,348,621.50 4 3/15/2016 2,000,000.00 1,932,486.00 5 6/9/2021 4,000,000.00 3,876,208.00 7.25 10/15/2020 2,500,000.00 2,537,500.00 7.5 4/1/2021 1,000,000.00 1,011,250.00 11.25 2/4/2017 2,200,000.00 2,128,500.00 4.75 1/19/2018 2,300,000.00 2,399,509.50 4.75 1/19/2018 1,500,000.00 1,564,897.50 6.125 11/5/2019 3,000,000.00 3,320,178.00 5.875 9/30/2016 9,200,000.00 10,474,043.60 5.65 6/1/2020 2,000,000.00 1,960,000.00 7.5 5/1/2017 1,900,000.00 2,014,000.00 7.5 1/15/2020 4,000,000.00 4,260,000.00 3.875 11/9/2015 2,200,000.00 1,947,000.00 4.25 3/1/2021 2,000,000.00 2,137,134.00 6 10/1/2017 1,000,000.00 1,075,705.00 2.575271 11/25/2035 1,506,293.34 1,455,811.43 6.45 1/15/2087 3,250,000.00 3,250,000.00 6.8 10/1/2037 3,000,000.00 3,011,250.00 5.15 10/1/2015 9,150,000.00 9,711,627.00 4.4 7/22/2020 4,250,000.00 4,340,168.00 5.5 10/15/2040 5,000,000.00 5,181,045.00 Page 7 UCRP Holdings as of December 31, 2011 Security Name JPMORGAN CHASE & CO JPMORGAN CHASE CAPT XX KAZAKHSTAN TEMIR ZHOLY KAZMUNAYGAS NATIONAL KAZMUNAYGAS NATIONAL KAZMUNAYGAS NATIONAL KAZMUNAYGAS NATIONAL KEYCORP L 3 COMMUNICATIONS CORP L 3 COMMUNICATIONS CORP L 3 COMMUNICATIONS CORP LAZARD GROUP LB UBS COMMERCIAL MORTGAGE TRU LB UBS COMMERCIAL MORTGAGE TRU LB UBS COMMERCIAL MORTGAGE TRU LEAR CORP LEBANESE REPUBLIC LEBANESE REPUBLIC LEBANESE REPUBLIC LEBANESE REPUBLIC LEHMAN BROTHERS HOLDINGS LEHMAN MORTGAGE TRUST LEVI STRAUSS & CO LEVI STRAUSS & CO LG&E & KU ENERGY LLC LIFE TECHNOLOGIES CORP LIMITED BRANDS INC LOCKHEED MARTIN CORP MACYS RETAIL HLDGS INC MARATHON PETROLEUM CORP MASTR ADJUSTABLE RATE MORTGAGE MCDONALD S CORP MCKESSON CORP MCKESSON CORP MEGA ADVANCE INVESTMENTS MERITOR INC METLIFE INC METLIFE INC METLIFE INC METROPCS WIRELESS INC MIDAMERICAN ENERGY HLDGS MOOG INC MORGAN STANLEY MORGAN STANLEY MORGAN STANLEY MORGAN STANLEY MORGAN STANLEY MORGAN STANLEY MORGAN STANLEY CAPITAL I MYLAN INC MYLAN INC MYLAN INC NAFTOGAZ UKRAINE NAMIBIA INTERNATIONAL BO Source: State Street Interest Rate Maturity Date Shares/Par Value Base Market Value 7.9 12/31/2049 5,050,000.00 5,376,684.50 6.55 9/15/2066 3,150,000.00 3,150,000.00 6.375 10/6/2020 3,500,000.00 3,631,250.00 8.375 7/2/2013 5,200,000.00 5,447,000.00 9.125 7/2/2018 4,200,000.00 4,893,000.00 7 5/5/2020 7,600,000.00 8,037,000.00 6.375 4/9/2021 5,500,000.00 5,582,500.00 5.1 3/24/2021 2,000,000.00 2,076,920.00 5.2 10/15/2019 1,500,000.00 1,521,630.00 4.75 7/15/2020 1,000,000.00 988,050.00 4.95 2/15/2021 6,000,000.00 5,946,348.00 6.85 6/15/2017 2,400,000.00 2,517,530.40 5.170271 6/15/2029 13,186,583.26 13,477,972.33 5.156 2/15/2031 10,470,000.00 11,489,705.44 4.166 5/15/2032 15,497,500.00 15,928,482.53 7.875 3/15/2018 3,500,000.00 3,788,750.00 9 3/20/2017 2,500,000.00 2,968,750.00 4 12/31/2017 1,920,000.00 1,903,200.00 6.375 3/9/2020 1,000,000.00 1,050,000.00 8.25 4/12/2021 2,500,000.00 2,950,000.00 5.625 1/24/2013 7,600,000.00 1,995,000.00 6 1/25/2036 8,722,367.46 5,480,908.93 8.875 4/1/2016 1,000,000.00 1,040,000.00 7.625 5/15/2020 3,900,000.00 3,982,875.00 2.125 11/15/2015 4,000,000.00 3,939,508.00 3.5 1/15/2016 3,300,000.00 3,313,787.40 6.625 4/1/2021 4,100,000.00 4,346,000.00 4.85 9/15/2041 2,500,000.00 2,533,792.50 5.9 12/1/2016 3,500,000.00 3,911,152.00 3.5 3/1/2016 2,000,000.00 2,035,784.00 2.309629 7/25/2035 13,617,570.51 11,574,934.93 5.7 2/1/2039 6,000,000.00 7,779,072.00 3.25 3/1/2016 3,000,000.00 3,174,969.00 5.7 3/1/2017 4,700,000.00 5,483,391.30 5 5/12/2021 6,000,000.00 6,101,454.00 10.625 3/15/2018 1,400,000.00 1,316,000.00 6.817 8/15/2018 4,000,000.00 4,758,152.00 5.7 6/15/2035 2,500,000.00 2,790,362.50 6.4 12/15/2066 7,500,000.00 7,096,890.00 6.625 11/15/2020 3,200,000.00 2,984,000.00 5.75 4/1/2018 7,000,000.00 8,078,049.00 7.25 6/15/2018 4,300,000.00 4,536,500.00 3.45 11/2/2015 6,000,000.00 5,524,146.00 3.8 4/29/2016 3,500,000.00 3,224,599.00 5.75 10/18/2016 4,000,000.00 3,895,684.00 6.625 4/1/2018 1,000,000.00 987,443.00 5.5 1/26/2020 2,500,000.00 2,275,687.50 6.25 8/9/2026 3,800,000.00 3,498,371.20 5.514 11/12/2049 34,130,000.00 37,683,752.12 7.625 7/15/2017 500,000.00 545,625.00 6 11/15/2018 2,700,000.00 2,777,625.00 7.875 7/15/2020 2,200,000.00 2,428,250.00 9.5 9/30/2014 8,300,000.00 7,781,250.00 5.5 11/3/2021 2,500,000.00 2,550,000.00 Page 8 UCRP Holdings as of December 31, 2011 Security Name NASDAQ OMX GROUP NBCUNIVERSAL MEDIA LLC NBCUNIVERSAL MEDIA LLC NBCUNIVERSAL MEDIA LLC NEEDLE MERGER SUB CORP NEIMAN MARCUS GROUP INC NEVADA POWER CO NEW YORK LIFE INSURANCE NEWFIELD EXPLORATION CO NEWS AMERICA INC NEXTEL COMMUNICATIONS NEXTERA ENERGY CAPITAL NEXTERA ENERGY CAPITAL NEXTERA ENERGY CAPITAL NORFOLK SOUTHERN CORP NORTHWESTERN MUTUAL LIFE NOVA SCOTIA PROVINCE NRG ENERGY INC NV ENERGY INC O REILLY AUTOMOTIVE INC ODEBRECHT FINANCE LTD ODEBRECHT FINANCE LTD ONTARIO (PROVINCE OF) ONTARIO (PROVINCE OF) PEABODY ENERGY CORP PEMEX PROJ FDG MASTER TR PEMEX PROJ FDG MASTER TR PEMEX PROJ FDG MASTER TR PENERBANGAN MALAYSIA BD PERNOD RICARD SA PERNOD RICARD SA PERTAMINA PT PERTAMINA PT PETROBRAS INTL FIN CO PETROBRAS INTL FIN CO PETROBRAS INTL FIN CO PETROHAWK ENERGY CORP PETROLEOS DE VENEZUELA S PETROLEOS MEXICANOS PETROLEOS MEXICANOS PETROLEOS MEXICANOS PETROLEUM GEO SERVICES PHILIPPINE LONG DIST TEL PINNACLE ENTERTAINMENT PINNACLE ENTERTAINMENT I PINNACLE FOODS FINANCE L PLAINS EXPLORATION PRO PNC FUNDING CORP POWER SECTOR ASSETS + LI POWER SECTOR ASSETS + LI PPG INDUSTRIES INC PROCTER & GAMBLE CO/THE PROLOGIS LP PROVINCE OF QUEBEC Source: State Street Interest Rate Maturity Date Shares/Par Value 5.25 1/16/2018 3,900,000.00 2.875 4/1/2016 5,000,000.00 4.375 4/1/2021 2,000,000.00 5.95 4/1/2041 2,000,000.00 8.125 3/15/2019 1,700,000.00 10.375 10/15/2015 2,965,000.00 7.125 3/15/2019 3,000,000.00 5.875 5/15/2033 6,075,000.00 6.875 2/1/2020 2,500,000.00 7.7 10/30/2025 8,421,000.00 5.95 3/15/2014 3,200,000.00 4.5 6/1/2021 2,000,000.00 6.35 10/1/2066 5,000,000.00 7.3 9/1/2067 3,500,000.00 5.59 5/17/2025 5,511,000.00 6.063 3/30/2040 6,000,000.00 2.375 7/21/2015 5,000,000.00 7.625 5/15/2019 1,300,000.00 6.25 11/15/2020 2,200,000.00 4.875 1/14/2021 4,500,000.00 7 4/21/2020 1,000,000.00 6 4/5/2023 2,700,000.00 3 7/16/2018 2,000,000.00 4 10/7/2019 5,500,000.00 6.25 11/15/2021 3,250,000.00 5.75 3/1/2018 3,000,000.00 6.625 6/15/2035 4,250,000.00 6.625 6/15/2038 5,000,000.00 5.625 3/15/2016 8,500,000.00 5.75 4/7/2021 4,400,000.00 4.45 1/15/2022 2,250,000.00 5.25 5/23/2021 3,000,000.00 6.5 5/27/2041 2,500,000.00 5.875 3/1/2018 5,600,000.00 5.375 1/27/2021 8,700,000.00 6.875 1/20/2040 5,700,000.00 7.25 8/15/2018 1,100,000.00 5.25 4/12/2017 10,500,000.00 6 3/5/2020 2,000,000.00 5.5 1/21/2021 2,000,000.00 6.5 6/2/2041 4,000,000.00 7.375 12/15/2018 1,350,000.00 8.35 3/6/2017 5,326,000.00 8.75 5/15/2020 1,550,000.00 7.5 6/15/2015 1,000,000.00 9.25 4/1/2015 1,900,000.00 6.75 2/1/2022 2,150,000.00 2.7 9/19/2016 1,500,000.00 7.25 5/27/2019 4,700,000.00 7.39 12/2/2024 1,500,000.00 3.6 11/15/2020 2,300,000.00 3.15 9/1/2015 3,000,000.00 4.5 8/15/2017 2,000,000.00 4.625 5/14/2018 5,000,000.00 Page 9 Base Market Value 4,092,882.30 5,097,565.00 2,110,692.00 2,350,828.00 1,619,250.00 3,079,923.40 3,746,391.00 6,902,512.20 2,675,000.00 10,314,562.90 3,088,000.00 2,130,512.00 5,002,500.00 3,640,000.00 6,366,031.65 7,202,592.00 5,212,205.00 1,274,000.00 2,279,538.80 4,788,171.00 1,070,000.00 2,706,750.00 2,103,468.00 6,072,247.50 3,363,750.00 3,300,000.00 4,818,437.50 5,662,500.00 9,419,164.50 4,964,084.40 2,357,066.25 3,070,500.00 2,587,500.00 6,128,466.40 9,140,228.70 6,601,654.50 1,237,500.00 6,667,500.00 2,220,600.00 2,170,000.00 4,500,000.00 1,377,000.00 6,271,365.00 1,519,000.00 990,000.00 1,949,875.00 2,252,125.00 1,526,962.50 5,675,250.00 1,826,250.00 2,404,277.40 3,221,244.00 1,996,182.00 5,748,940.00 UCRP Holdings as of December 31, 2011 Security Name PROVINCE OF QUEBEC PRUDENTIAL FINANCIAL INC PRUDENTIAL FINANCIAL INC QTEL INTERNATIONAL FIN QTEL INTERNATIONAL FIN RABOBANK NEDERLAND RABOBANK NEDERLAND RANGE RESOURCES CORP RANGE RESOURCES CORP RAS LAFFAN LNG 3 RAYTHEON CO REGAL CINEMAS CORP REGAL ENTERTAINMENT GRP REPUBLIC OF ARGENTINA REPUBLIC OF ARGENTINA REPUBLIC OF ARGENTINA REPUBLIC OF CHILE REPUBLIC OF COLOMBIA REPUBLIC OF COLOMBIA REPUBLIC OF COLOMBIA REPUBLIC OF COLOMBIA REPUBLIC OF COLOMBIA REPUBLIC OF COLOMBIA REPUBLIC OF EL SALVADOR REPUBLIC OF EL SALVADOR REPUBLIC OF EL SALVADOR REPUBLIC OF EL SALVADOR REPUBLIC OF EL SALVADOR REPUBLIC OF HUNGARY REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA REPUBLIC OF LITHUANIA REPUBLIC OF LITHUANIA REPUBLIC OF LITHUANIA REPUBLIC OF LITHUANIA REPUBLIC OF PANAMA REPUBLIC OF PANAMA REPUBLIC OF PANAMA REPUBLIC OF PANAMA REPUBLIC OF PERU REPUBLIC OF PERU REPUBLIC OF PERU REPUBLIC OF PERU REPUBLIC OF PHILIPPINES REPUBLIC OF PHILIPPINES REPUBLIC OF PHILIPPINES REPUBLIC OF PHILIPPINES REPUBLIC OF PHILIPPINES REPUBLIC OF PHILIPPINES Source: State Street Interest Rate Maturity Date Shares/Par Value Base Market Value 2.75 8/25/2021 3,000,000.00 2,996,661.00 5.15 1/15/2013 7,358,000.00 7,617,707.97 4.5 11/15/2020 2,000,000.00 2,011,094.00 3.375 10/14/2016 1,300,000.00 1,309,750.00 4.75 2/16/2021 7,000,000.00 7,052,500.00 2.125 10/13/2015 5,000,000.00 4,899,500.00 5.25 5/24/2041 5,000,000.00 4,901,370.00 8 5/15/2019 1,500,000.00 1,672,500.00 6.75 8/1/2020 2,000,000.00 2,220,000.00 5.5 9/30/2014 5,000,000.00 5,350,000.00 4.7 12/15/2041 2,000,000.00 2,054,006.00 8.625 7/15/2019 1,000,000.00 1,080,000.00 9.125 8/15/2018 795,000.00 852,637.50 8.75 6/2/2017 9,200,000.00 8,648,000.00 8.28 12/31/2033 20,007,148.50 14,605,218.41 2.5 12/31/2038 18,650,000.00 6,574,125.00 3.875 8/5/2020 5,500,000.00 5,953,750.00 8.25 12/22/2014 8,000,000.00 9,460,000.00 7.375 1/27/2017 5,500,000.00 6,682,500.00 4.375 7/12/2021 2,000,000.00 2,150,000.00 8.125 5/21/2024 7,300,000.00 10,147,000.00 7.375 9/18/2037 4,000,000.00 5,620,000.00 6.125 1/18/2041 1,500,000.00 1,852,500.00 7.375 12/1/2019 1,700,000.00 1,836,000.00 7.75 1/24/2023 4,650,000.00 5,045,250.00 8.25 4/10/2032 4,400,000.00 4,774,000.00 7.65 6/15/2035 2,700,000.00 2,754,000.00 7.625 2/1/2041 1,000,000.00 1,010,000.00 6.25 1/29/2020 2,500,000.00 2,250,000.00 6.75 3/10/2014 6,500,000.00 7,028,125.00 7.25 4/20/2015 5,000,000.00 5,662,500.00 6.875 1/17/2018 12,000,000.00 14,130,000.00 11.625 3/4/2019 4,200,000.00 6,205,500.00 5.875 3/13/2020 8,250,000.00 9,343,125.00 6.625 2/17/2037 1,000,000.00 1,210,000.00 7.75 1/17/2038 3,750,000.00 5,062,500.00 6.75 1/15/2015 6,000,000.00 6,255,000.00 5.125 9/14/2017 2,700,000.00 2,646,000.00 7.375 2/11/2020 8,950,000.00 9,666,000.00 6.125 3/9/2021 1,500,000.00 1,492,500.00 7.25 3/15/2015 6,000,000.00 6,930,000.00 5.2 1/30/2020 4,500,000.00 5,096,250.00 7.125 1/29/2026 8,100,000.00 10,550,250.00 6.7 1/26/2036 2,000,000.00 2,603,755.40 9.875 2/6/2015 1,500,000.00 1,863,750.00 8.375 5/3/2016 3,000,000.00 3,720,000.00 7.35 7/21/2025 10,400,000.00 13,780,000.00 8.75 11/21/2033 4,182,000.00 6,377,550.00 8.25 1/15/2014 9,200,000.00 10,350,000.00 9.375 1/18/2017 4,100,000.00 5,319,750.00 6.5 1/20/2020 5,000,000.00 5,975,000.00 4 1/15/2021 6,810,000.00 6,980,250.00 7.5 9/25/2024 3,850,000.00 4,889,500.00 5.5 3/30/2026 3,300,000.00 3,696,000.00 Page 10 UCRP Holdings as of December 31, 2011 Security Name REPUBLIC OF PHILIPPINES REPUBLIC OF PHILIPPINES REPUBLIC OF POLAND REPUBLIC OF POLAND REPUBLIC OF POLAND REPUBLIC OF POLAND REPUBLIC OF POLAND REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA REPUBLIC OF SRI LANKA REPUBLIC OF SRI LANKA REPUBLIC OF TURKEY REPUBLIC OF TURKEY REPUBLIC OF TURKEY REPUBLIC OF TURKEY REPUBLIC OF TURKEY REPUBLIC OF TURKEY REPUBLIC OF TURKEY REPUBLIC OF TURKEY REPUBLIC OF URUGUAY REPUBLIC OF VENEZUELA REPUBLIC OF VENEZUELA REPUBLIC OF VENEZUELA REPUBLICA ORIENT URUGUAY REPUBLICA ORIENT URUGUAY RESIDENTIAL ASSET MORTGAGE PRO RESOLUTION FUNDING CORP STRIP PRINCIPAL REYNOLDS GRP ISS/REYNOLD RIO TINTO FIN USA LTD RIO TINTO FIN USA LTD RIO TINTO FIN USA LTD ROPER INDUSTRIES INC ROWAN COMPANIES INC ROYAL BK OF SCOTLAND PLC ROYAL BK SCOTLND GRP PLC RUSSIA FOREIGN BOND RUSSIA FOREIGN BOND RUSSIA FOREIGN BOND SABMILLER PLC SALLY HOLDINGS / SALLY CAP SBA TELECOMMUNICATIONS SCHLUMBERGER INVESTMENT SENSATA TECHNOLOGIES BV SESI LLC SESI LLC SHELL INTERNATIONAL FIN SIMON PROPERTY GROUP LP SIMON PROPERTY GROUP LP SIMON PROPERTY GROUP LP SOC QUIMICA Y MINERA DE Source: State Street Interest Rate Maturity Date Shares/Par Value Base Market Value 6.375 1/15/2032 2,800,000.00 3,314,500.00 6.375 10/23/2034 4,081,000.00 4,871,693.75 3.875 7/16/2015 9,500,000.00 9,664,350.00 5 10/19/2015 2,000,000.00 2,112,800.00 6.375 7/15/2019 6,950,000.00 7,697,125.00 5.125 4/21/2021 6,900,000.00 7,020,750.00 5 3/23/2022 2,000,000.00 2,010,000.00 7.375 4/25/2012 4,300,000.00 4,370,090.00 6.5 6/2/2014 1,000,000.00 1,095,000.00 6.875 5/27/2019 5,000,000.00 6,025,000.00 5.5 3/9/2020 4,700,000.00 5,264,000.00 5.875 5/30/2022 5,200,000.00 5,980,000.00 6.25 3/8/2041 2,500,000.00 2,906,250.00 6.25 10/4/2020 8,450,000.00 8,450,000.00 6.25 7/27/2021 1,800,000.00 1,773,657.00 7.25 3/15/2015 15,000,000.00 16,293,750.00 7 9/26/2016 4,000,000.00 4,385,000.00 7 3/11/2019 4,700,000.00 5,205,250.00 7 6/5/2020 1,000,000.00 1,105,000.00 5.625 3/30/2021 3,500,000.00 3,539,375.00 7.375 2/5/2025 5,000,000.00 5,656,250.00 6.875 3/17/2036 10,000,000.00 10,425,000.00 6.75 5/30/2040 1,500,000.00 1,545,000.00 8 11/18/2022 3,972,000.00 5,441,640.00 5.75 2/26/2016 12,000,000.00 9,390,000.00 7.75 10/13/2019 600,000.00 429,000.00 9.25 9/15/2027 5,000,000.00 3,612,500.00 6.875 9/28/2025 4,900,000.00 6,321,000.00 7.625 3/21/2036 4,800,000.00 6,636,000.00 6 7/25/2032 737,786.52 738,165.00 10/15/2019 439,500,000.00 378,768,132.00 7.875 8/15/2019 3,850,000.00 4,023,250.00 3.5 11/2/2020 2,500,000.00 2,555,262.50 4.125 5/20/2021 7,000,000.00 7,524,909.00 7.125 7/15/2028 2,000,000.00 2,725,844.00 6.25 9/1/2019 3,000,000.00 3,544,776.00 5 9/1/2017 4,500,000.00 4,728,411.00 4.875 3/16/2015 4,000,000.00 3,824,728.00 6.4 10/21/2019 2,000,000.00 1,872,376.00 3.625 4/29/2015 3,300,000.00 3,316,500.00 5 4/29/2020 4,200,000.00 4,332,930.00 7.5 3/31/2030 26,469,500.00 30,737,706.88 5.5 8/15/2013 3,700,000.00 3,944,196.30 6.875 11/15/2019 3,030,000.00 3,166,350.00 8 8/15/2016 1,800,000.00 1,939,500.00 3.3 9/14/2021 1,500,000.00 1,541,005.50 6.5 5/15/2019 3,150,000.00 3,110,625.00 6.375 5/1/2019 1,900,000.00 1,933,250.00 7.125 12/15/2021 1,000,000.00 1,050,000.00 5.5 3/25/2040 5,000,000.00 6,247,780.00 2.8 1/30/2017 1,500,000.00 1,532,148.00 5.65 2/1/2020 1,700,000.00 1,948,298.60 4.375 3/1/2021 1,500,000.00 1,587,187.50 6.125 4/15/2016 7,300,000.00 7,952,751.40 Page 11 UCRP Holdings as of December 31, 2011 Security Name SOCIALIST REP OF VIETNAM SOCIALIST REP OF VIETNAM SOUTHERN POWER CO SOUTHERN POWER CO SOUTHERN POWER CO SPIRIT AEROSYSTEMS INC SPRINT NEXTEL CORP SPRINT NEXTEL CORP ST JUDE MEDICAL INC STANDARD CHARTERED PLC STATE OF QATAR STATOIL ASA STATOIL ASA STEEL DYNAMICS INC STEELCASE INC SUNCOR ENERGY INC SUNGARD DATA SYS INC SUNGARD DATA SYSTEMS INC TECO FINANCE INC TECO FINANCE INC TELEFONICA EMISIONES SAU TELEFONICA EMISIONES SAU TELEFONICA MOVILES CHILE TEMASEK FINANCIAL I LTD TENGIZCHEVROIL FIN CO TENN VALLEY AUTHORITY TENNECO INC TEVA PHARM FIN IV BV TEXAS INSTRUMENTS INC THERMO FISHER SCIENTIFIC THERMO FISHER SCIENTIFIC THORNBURG MORTGAGE SECURITIES TIME WARNER CABLE INC TIME WARNER INC TOYS R US PROPERTY CO I TOYS R US PROPERTY CO II TRANS CANADA PIPELINES TRANS CANADA PIPELINES TRANSCONT GAS PIPE CORP TRANSDIGM INC TRW AUTOMOTIVE INC TURK EXIMBANK UKRAINE GOVERNMENT UKRAINE GOVERNMENT UKRAINE GOVERNMENT UKRAINE GOVERNMENT UKRAINE GOVERNMENT UKRAINE GOVERNMENT UNITED MEXICAN STATES UNITED MEXICAN STATES UNITED MEXICAN STATES UNITED MEXICAN STATES UNITED MEXICAN STATES UNITED RENTALS NORTH AM Source: State Street Interest Rate Maturity Date Shares/Par Value Base Market Value 6.875 1/15/2016 2,000,000.00 2,065,000.00 6.75 1/29/2020 4,700,000.00 4,735,250.00 4.875 7/15/2015 5,155,000.00 5,641,508.28 6.375 11/15/2036 3,600,000.00 3,888,388.80 5.15 9/15/2041 2,000,000.00 2,121,890.00 6.75 12/15/2020 2,600,000.00 2,717,000.00 6 12/1/2016 800,000.00 664,000.00 9 11/15/2018 1,350,000.00 1,417,500.00 3.75 7/15/2014 6,000,000.00 6,362,904.00 3.2 5/12/2016 2,000,000.00 1,957,058.00 5.25 1/20/2020 5,000,000.00 5,487,500.00 3.15 1/23/2022 4,000,000.00 4,113,808.00 5.1 8/17/2040 3,000,000.00 3,551,262.00 7.625 3/15/2020 1,600,000.00 1,688,000.00 6.375 2/15/2021 4,500,000.00 4,782,042.00 6.5 6/15/2038 2,000,000.00 2,518,912.00 7.375 11/15/2018 850,000.00 870,187.50 10.25 8/15/2015 3,513,000.00 3,640,346.25 6.75 5/1/2015 7,500,000.00 8,411,617.50 6.572 11/1/2017 2,457,000.00 2,917,235.41 4.949 1/15/2015 6,000,000.00 5,968,440.00 6.221 7/3/2017 2,100,000.00 2,152,206.00 2.875 11/9/2015 1,000,000.00 986,944.00 4.5 9/21/2015 9,550,000.00 10,440,384.70 6.124 11/15/2014 6,211,090.87 6,366,368.14 8.25 4/15/2042 12,750,000.00 13,750,556.25 6.875 12/15/2020 500,000.00 512,500.00 3.65 11/10/2021 5,800,000.00 5,899,383.00 2.375 5/16/2016 4,500,000.00 4,687,519.50 3.2 3/1/2016 5,000,000.00 5,281,640.00 3.6 8/15/2021 2,500,000.00 2,611,010.00 2.3029 4/25/2045 8,922,329.60 9,145,387.84 5.4 7/2/2012 6,175,000.00 6,314,233.90 5.375 10/15/2041 2,000,000.00 2,166,380.00 10.75 7/15/2017 3,950,000.00 4,320,312.50 8.5 12/1/2017 700,000.00 724,500.00 6.5 8/15/2018 3,500,000.00 4,283,181.00 6.1 6/1/2040 4,500,000.00 5,764,765.50 5.4 8/15/2041 5,000,000.00 5,459,560.00 7.75 12/15/2018 4,000,000.00 4,300,000.00 8.875 12/1/2017 4,150,000.00 4,502,750.00 5.375 11/4/2016 2,500,000.00 2,478,701.90 6.385 6/26/2012 2,000,000.00 1,980,079.40 7.65 6/11/2013 5,100,000.00 4,896,000.00 6.25 6/17/2016 4,500,000.00 3,948,750.00 6.58 11/21/2016 2,000,000.00 1,750,000.00 7.75 9/23/2020 4,000,000.00 3,460,000.00 7.95 2/23/2021 2,500,000.00 2,193,750.00 5.625 1/15/2017 7,000,000.00 8,050,000.00 5.95 3/19/2019 9,000,000.00 10,696,500.00 5.125 1/15/2020 2,800,000.00 3,199,000.00 6.05 1/11/2040 12,750,000.00 15,586,875.00 5.75 10/12/2049 3,500,000.00 3,710,000.00 8.375 9/15/2020 3,000,000.00 2,925,000.00 Page 12 UCRP Holdings as of December 31, 2011 Security Name UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TREAS INFLATION INDEXED BDS UNITED STATES TRES BD STRP PRN UNITED STATES TRES SC STRP INT UNITED STATES TRES SC STRP INT UNITED STATES TRES SC STRP INT UNITED STATES TRES SC STRP INT UNITED STATES TRES SC STRP INT UNITED STATES TRES SC STRP INT UNITED STATES TRES SC STRP INT UNIV OF TEXAS PERMANENT FUND UNIVISION COMMUNICATIONS UNIVISION COMMUNICATIONS US HIGH YIELD BOND INDEX US TREASURY N/B US TREASURY N/B US TREASURY N/B US TREASURY N/B US TREASURY N/B VALE OVERSEAS LIMITED VALE OVERSEAS LIMITED VALE OVERSEAS LIMITED VALERO ENERGY CORP VEB FINANCE LTD VERIZON COMMUNICATIONS VERIZON COMMUNICATIONS Source: State Street Interest Rate Maturity Date Shares/Par Value Base Market Value 3.375 1/15/2012 90,541,330.00 90,569,578.89 3 7/15/2012 74,532,627.16 76,133,886.12 0.625 4/15/2013 74,167,170.30 75,453,229.03 1.875 7/15/2013 6,854,812.80 7,172,944.66 2 1/15/2014 92,257,058.01 97,677,160.17 1.25 4/15/2014 79,395,639.75 83,179,635.94 2 7/15/2014 82,607,734.09 88,996,616.24 1.625 1/15/2015 112,467,910.80 121,219,038.94 0.5 4/15/2015 68,961,420.00 72,108,129.59 1.875 7/15/2015 75,758,738.78 83,547,494.71 2 1/15/2016 94,071,576.72 105,095,824.80 2.5 7/15/2016 54,723,239.44 63,290,709.81 2.375 1/15/2017 83,190,092.76 96,539,606.95 2.625 7/15/2017 74,312,385.72 88,466,665.83 1.625 1/15/2018 74,891,708.54 85,318,132.20 1.375 7/15/2018 72,769,851.00 82,400,213.08 2.125 1/15/2019 72,982,472.00 86,769,590.79 1.875 7/15/2019 78,705,007.50 92,736,536.24 1.375 1/15/2020 89,214,624.00 101,565,496.55 1.25 7/15/2020 20,765,800.00 23,487,988.72 1.125 1/15/2021 107,134,920.00 119,488,647.63 2.375 1/15/2025 105,607,249.51 134,319,748.51 2 1/15/2026 95,957,434.83 117,892,344.86 2.375 1/15/2027 77,771,266.92 100,434,591.81 1.75 1/15/2028 74,859,282.74 89,936,690.88 3.625 4/15/2028 96,601,400.00 143,799,878.03 2.5 1/15/2029 73,051,024.90 97,454,450.28 3.875 4/15/2029 112,193,362.20 174,759,112.56 3.375 4/15/2032 29,950,884.60 46,101,000.59 2.125 2/15/2040 73,334,800.00 98,383,034.29 8/15/2019 1,000,000.00 892,710.04 2/15/2016 30,000,000.00 29,127,210.00 5/15/2016 120,000,000.00 116,024,640.00 8/15/2016 100,000,000.00 96,142,100.00 5/15/2023 41,500,000.00 31,853,159.00 11/15/2023 56,000,000.00 42,118,216.00 2/15/2037 8,000,000.00 3,715,520.00 5/15/2040 25,000,000.00 10,472,250.00 5.262 7/1/2039 5,000,000.00 5,977,800.00 6.875 5/15/2019 2,220,000.00 2,142,300.00 7.875 11/1/2020 1,750,000.00 1,776,250.00 4,593,766.68 40,494,053.28 1.375 3/15/2012 30,000,000.00 30,079,680.00 2.375 8/31/2014 1,000,000.00 1,053,438.00 4.5 11/15/2015 32,000,000.00 36,795,842.24 4.5 2/15/2016 50,000,000.00 57,814,998.50 2.375 3/31/2016 52,000,000.00 55,689,924.16 5.625 9/15/2019 2,000,000.00 2,203,202.00 4.625 9/15/2020 6,000,000.00 6,204,624.00 6.875 11/21/2036 1,000,000.00 1,138,551.00 6.625 6/15/2037 3,000,000.00 3,216,711.00 6.902 7/9/2020 4,200,000.00 4,305,000.00 3 4/1/2016 2,000,000.00 2,094,380.00 6 4/1/2041 1,700,000.00 2,107,780.70 Page 13 UCRP Holdings as of December 31, 2011 Security Name VERIZON COMMUNICATIONS VESSEL MANAGEMENT SERVIC VF CORP VIACOM INC VNESHECONOBANK VOLKSWAGEN INTL FIN NV VOTO VOTORANTIM LTD VOTORANTIM OVERSEAS IV WACHOVIA BANK NA WACHOVIA CORP WAL MART STORES INC WALT DISNEY COMPANY/THE WAMU MORTGAGE PASS THROUGH CER WAMU MORTGAGE PASS THROUGH CER WAMU MORTGAGE PASS THROUGH CER WAMU MORTGAGE PASS THROUGH CER WASTE MANAGEMENT INC WASTE MANAGEMENT INC WEA FINANCE LLC WELLS FARGO BANK NA WELLS FARGO BANK NA WELLS FARGO COMMERCIAL MORTGAG WELLS FARGO MORTGAGE BACKED SE WESTAR ENERGY INC WILLIAMS PARTNERS LP WILLIS GROUP HOLDINGS LT WILLIS NORTH AMERICA INC WINDSTREAM CORP WINDSTREAM CORP WSTFLD CAP/WT FIN/WEA WYNN LAS VEGAS LLC/CORP XEROX CORPORATION XEROX CORPORATION XYLEM INC YANKEE CANDLE CO ZIMMER HOLDINGS INC ZIMMER HOLDINGS INC Interest Rate Maturity Date Shares/Par Value Base Market Value 4.75 11/1/2041 3,000,000.00 3,228,696.00 6.08 5/20/2024 12,500,000.00 14,814,875.00 3.5 9/1/2021 2,000,000.00 2,077,600.00 3.875 12/15/2021 3,000,000.00 3,062,607.00 6.8 11/22/2025 2,500,000.00 2,425,000.00 4 8/12/2020 2,500,000.00 2,554,215.00 6.75 4/5/2021 3,000,000.00 3,172,500.00 7.75 6/24/2020 7,350,000.00 8,158,500.00 6.6 1/15/2038 2,050,000.00 2,324,792.25 0.76806 10/28/2015 4,000,000.00 3,637,932.00 5 10/25/2040 3,000,000.00 3,530,808.00 4.125 12/1/2041 3,500,000.00 3,610,579.00 5.5 8/25/2035 18,864,308.75 15,678,315.65 6.15 9/25/2036 32,430,816.63 31,782,200.30 4.79845 1/25/2037 46,972,595.69 42,275,336.12 5.15901 2/25/2037 25,263,561.49 15,739,873.35 2.6 9/1/2016 3,000,000.00 3,045,078.00 4.75 6/30/2020 3,000,000.00 3,291,120.00 4.625 5/10/2021 3,000,000.00 2,944,482.00 4.75 2/9/2015 2,000,000.00 2,086,578.00 5.75 5/16/2016 11,600,000.00 12,653,697.60 3.349 11/15/2043 7,448,044.10 7,732,484.90 5.777211 4/25/2037 7,723,137.52 6,240,225.61 5.15 1/1/2017 7,900,000.00 8,667,374.40 4.125 11/15/2020 5,000,000.00 5,131,365.00 4.125 3/15/2016 1,500,000.00 1,523,455.50 7 9/29/2019 2,500,000.00 2,782,917.50 7.75 10/15/2020 3,375,000.00 3,488,906.25 7.5 6/1/2022 425,000.00 423,937.50 5.125 11/15/2014 5,700,000.00 5,971,958.40 7.75 8/15/2020 2,500,000.00 2,775,000.00 8.25 5/15/2014 2,000,000.00 2,256,762.00 4.5 5/15/2021 4,380,000.00 4,438,972.32 3.55 9/20/2016 2,750,000.00 2,835,692.75 9.75 2/15/2017 1,200,000.00 1,170,000.00 4.625 11/30/2019 3,000,000.00 3,269,520.00 5.75 11/30/2039 3,000,000.00 3,521,133.00 FIXED INCOME - EXTERNALLY MANAGED FUNDS EATON VANCE HIGH YIELD FD GOLDMAN SACHS HIGH YIELD NCRAM HIGH YIELD FD STONE HARBOR EMERGING MARKET FD STONE HARBOR HIGH YIELD FD U.S. AGGREGATE BOND INDEX 117,365,024.74 210,260,330.98 230,231,060.00 256,851,876.27 196,878,759.43 118,672,173.19 9,074,914,618.59 TOTAL FIXED INCOME ALTERNATIVE ASSETS PRIVATE EQUITY 4D GLOBAL ENERGY INVSTMNTS PLC Source: State Street 4,289,412.00 Page 14 UCRP Holdings as of December 31, 2011 Security Name ACCEL VIII LP AIG ASIAN INFRASTRUCTURE FUND II AIG GE CAPITAL LATIN AMERICA AISLING CAPITAL 11 AISLING CAPITAL III ALPHA PRIVATE EQUITY FUND VI APOLLO INVESTMENT FUND VI LP APOLLO INVESTMENT FUND VII LP ARCH VENTURE FUND VI, LP ARCH VENTURE FUND VII LP ARES CORP OPPORTUNITY FUND II ARES CORP OPPS FUND III ARSENAL CAP PTNERS FUND I ARSENAL CAPITAL PARTNERS II LP BAIN CAPITAL EUROPE FUND III BAIN CAPITAL FUND IX LP BAIN CAPITAL FUND VIII BAIN CAPITAL FUND X BAIN CAPITAL IX COINVESTMENT BAIN CAPITAL VIII COINVESTMENT BAIN CAPITAL X COINVESTMENT BERKSHIRE FUND VIII LP BERKSHIRE PARTNERS VII BESSEMER PARTNERSHIP VII INSTI BESSEMER VENTURE PTR VIII INST BLACKSTONE CAP PARTNERS VI BLACKSTONE CAPITAL PARTNERS IV BLACKSTONE CAPITAL PARTNERS V BLUERUN VENTURES IV LP BLUERUN VENTURES LP CADUCEUS PRIVATE INV III LP CADUCEUS PRIVATE INV IV LP CALERA CAPITAL CANAAN EQUITY PARTNERS VII CANAAN VIII LP CERBERUS SERIES FOUR HOLDINGS CHARLESBANK EQUITY FUND VI CHARLESBANK EQUITY FUND VII LP CLAREMONT CREEK VENTURES II CLAREMONT CREEK VENTURES LP CLEARSTONE VENTURE PARTNERS DARWIN VENTURE CAPITAL FUNDS DARWIN VENTURE CPTAL FND II LP DCM IV DCM V DCM VI LP DE NOVO VENTURES II LP DE NOVO VENTURES III DOMAIN PARTNERS VI LP DOMAIN PARTNERS VII ENERGY SPE SITUATIONS FUND II EOS CAPITAL PARTNERS III EOS CAPITAL PARTNERSHIP IV EQT VI, LP Source: State Street Interest Rate Maturity Date Page 15 Shares/Par Value Base Market Value 2,299,620.89 326,896.31 369,501.07 6,454,038.17 5,959,234.39 2,855,930.01 36,439,419.45 11,733,079.18 27,485,780.00 13,517,267.74 20,944,160.17 24,005,120.04 3,958,788.44 56,612,358.20 15,531,553.95 28,034,729.10 13,108,971.20 37,832,616.80 9,662,562.00 5,190,646.50 1,893,703.00 1,807,673.81 17,802,376.43 5,593,365.23 1,620,395.67 2,239,179.80 28,144,711.27 85,170,984.63 21,824,095.98 17,803,368.00 16,977,785.60 4,086,920.80 9,836,660.88 30,620,520.00 21,473,686.68 35,051,964.48 9,736,779.24 12,943,672.51 4,585,229.41 5,172,343.45 16,171,244.80 6,693,764.82 11,213,166.53 7,273,124.00 17,977,968.00 7,997,360.00 10,859,492.24 13,620,924.00 7,004,485.92 13,703,410.80 6,224,662.14 11,757,218.68 13,377,876.66 1,122,228.74 UCRP Holdings as of December 31, 2011 Security Name EQUITY DISTRIBUTIONS EURO CHOICE IV FIRST RESERVE FUND XI LP FLEXPOINT FORD FUND II LP FORTRESS INVESTMENT FUND III FORTRESS INVESTMENT FUND IV FORTRESS INVESTMENT FUND V FOUNTAIN VEST CHINA GROWTH PTN FRANCISCO PARTNERS III GENSTAR CAPITAL PARTNERS IV GENSTAR CAPITAL PARTNERS V GGV CAPITAL IV GLENCOE CAP INSTL PARTNERS III GLENCOE CAPITAL PARTNERS III GLOBESPAN CAPITAL PARTNERS IV GLOBESPAN CAPITAL PARTNERS V GOLDER THOMA CRESSEY RAUNER GOLDER THOMA CRESSEY RAUNER V GRAHAM PARTNERS II GRANITE GLOBAL VENTURES II LP GRANITE GLOBAL VENTURES III GRANITE VENTURES II H.I.G BAYSIDE II HIG CAPITAL PARTNERS IV HUMMER WINBLAD VENTURE PTR III INSIGHT VENTURE PARTNERS V INSIGHT VENTURE PARTNERS VI INSIGHT VENTURE PARTNERS VII INSIGHT VENTURE PTRS COINVT II INSTITUTIONAL VENTURE PARTNS INSTITUTIONAL VENTURE PTR VIII INTERSOUTH PARTNERS V LP INTERSOUTH PARTNERS VI INTERSOUTH PARTNERS VII INTERWEST PARTNERS IX INTERWEST PARTNERS VI LP INTERWEST PARTNERS VII LP INTERWEST PARTNERS VIII INVERNESS PARTNERS II LP IVP VI IVP VII J C FLOWERS II LP JLL PARTNERS FUND V, LP JLL PARTNERS VI LP KELSO INVESTMENT ASSOC VII KELSO INVESTMENT ASSOCIATES VIII KHOSLA VENTURES III KHOSLA VENTURES IV KHOSLA VENTURES SEED, LP KODIAK VENTURES III KPCB AGG INVESTMENT UCRP KRG CAPITAL FUND IV LP KRG CAPITAL III LP LAKE CAPITAL PARTNERS LP Source: State Street Interest Rate Maturity Date Page 16 Shares/Par Value Base Market Value 3,286,326.28 6,117,100.59 23,137,823.19 19,065,636.32 5,447,091.36 12,775,711.65 29,405,204.55 12,182,334.67 3,050,000.00 13,868,309.33 93,042,903.23 5,578,390.07 2,252,442.45 10,580,217.53 8,699,448.33 23,853,805.54 78,200.00 768,588.02 15,420,832.36 13,477,212.39 39,636,050.04 12,165,006.57 8,275,990.80 2,266,817.15 46,077.75 27,196,438.85 53,280,064.89 10,437,244.81 478,400.00 7,253,664.00 201,822.01 5,620,480.00 7,737,910.20 15,686,728.00 21,378,672.00 105,492.31 3,628,776.36 14,874,140.40 9,600,737.06 10,464.44 1,203,458.14 9,307,139.35 26,646,603.67 4,279,256.73 26,192,213.59 31,135,561.56 46,749,580.80 4,418,112.00 9,619,257.49 8,429,786.44 12,617,353.75 13,143,140.08 12,452,495.38 6,521,836.05 UCRP Holdings as of December 31, 2011 Security Name LATIN AMERICAN CAPITAL II LP LIGHTHOUSE CAPITAL PARTNERS V LIGHTSPEED VENTURE PRTNRS VIII LIGHTSPEED VENTURE PTNERS VII LIME ROCK PARTNERS V L P LINDSAY GOLDBERG + BESSEMER II LINDSAY GOLDBERG + BESSEMER LP LINDSAY GOLDBERG III LP MADISON DEARBORN CAP PART IV MADISON DEARBORN CAP PTNRS VI MADISON DEARBORN V NOVAK BIDDLE VENTURE PARTNERS IV NOVAK BIDDLE VENTURE PTNR V OLYMPUS GROWTH FUND IV LP OLYMPUS GROWTH FUND V OXFORD BIOSCIENCE IV OXFORD BIOSCIENCE PARTNERS III PAINE + PARTNERS CAPITAL FUND PALOMAR VENTURES III PERSEUS 2000 EXPANSION PERSEUS PARTNERS VII LP PERSEUS SOROS BIO PHARM LP PINE BROOK CAPITAL PARTNERS POLARIS VENTURE PARTNERS III POLARIS VENTURE PARTNERS IV POLARIS VENTURE PARTNERS VI LP POLARIS VENTURE PRTNRS V LP QUAD C PARTNERS VII LP REDPOINT VENTURE I LP REDPOINT VENTURES II LP RIPPLEWOOD PARTNERS II LP ROCKPORT CAPITAL III LP ROUND TABLE HLTHCARE CAP II ROUND TABLE HLTHCARE CAP III SANKATY CREDIT OPPORTUNITY IV SEGULAH IV LP SENTIENT GLOBAL RESOURCES III SENTIENT GLOBAL RSRCS IV BO SEQUOIA AGG INVESTMENT UCRP SFC ENERGY PARTNERS II LP SG GROWTH PARTNERS I LP SHAMROCK CAPITAL GROWTH FD III SHAMROCK CAPITAL GROWTH FD II SKM EQUITY FUND II SPC PARTNERS III LP STAR CAPITAL II LP SUN CAPITAL IV LP SUN CAPITAL PARTNERS V SYCAMORE PARTNERS LP TERRA FIRMA CAP PARTNER III THE COLUMN GROUP LP TRINITY VENTURES IX UPDATA PARTNERS III UPDATA PARTNERS IV Source: State Street Interest Rate Maturity Date Page 17 Shares/Par Value Base Market Value 136,220.84 1,723,699.20 28,879,410.06 20,491,738.72 19,009,596.18 21,070,011.67 4,600,963.70 16,218,943.63 16,506,094.10 21,963,309.58 64,754,637.74 3,719,884.80 4,962,556.03 13,108,661.17 59,355,207.07 4,881,809.00 149,760.00 22,691,722.72 8,938,656.00 7,371,289.36 73,202,323.86 1,295,669.32 23,265,035.82 5,460,662.69 15,286,583.00 271,840.00 28,857,350.48 14,971,201.41 11,032,761.60 12,832,374.04 7,556,928.43 5,320,674.82 332,619.34 2,115,353.70 65,984,352.00 7,453,828.53 35,637,604.63 5,000,312.05 39,665,696.62 159,816.00 19,176,798.04 6,623,687.85 20,676,896.59 7,306,075.98 18,059,201.86 18,407,758.45 15,348,533.77 33,243,101.52 6,276,604.00 11,846,448.40 10,661,229.44 12,434,376.64 17,763,337.66 20,091,107.91 UCRP Holdings as of December 31, 2011 Security Name VECTOR CAPITAL IV L.P VENTURE STRATEGY PARTN II L P VERSANT VENTURE CAPITAL II LP VERSANT VENTURES I LP VESTAR CAPITAL PARTNERS V LP W CAPITAL PARTNERS II LP WARBURG IX WARBURG PINCUS PRVT EQUITY X WARBURG PINCUS VIII WATER STREET CAPITAL PARTNERS WATER STREET PARTNERS II WCAS CAPITAL PARTNERS II WCAS III WCAS VI WELLSPRING CAPITAL PARTNERS IV WICKS COMMUNICATIONS + MEDIA WIND POINT PARTNERS VI WLR RECOVERY FUND IV WLR RECOVERY FUND V LP Interest Rate Maturity Date Shares/Par Value Base Market Value 9,523,756.24 1,689,895.20 17,454,352.20 9,005,920.00 44,487,837.39 27,915,255.83 121,149,522.35 121,323,452.63 37,409,542.44 34,011,349.64 19,063,504.46 1,398,400.00 21,201,600.00 148,400.00 24,280,562.07 19,408,335.38 20,741,367.88 65,578,011.48 9,068,732.80 REAL ESTATE AMB US LOGISTICS FUND BEACON CAPITAL STRATEGIC PARTN IV BEACON CAPITAL STRATEGIC PARTN V BLACKROCK RETAIL OPPORTUNITIES BLACKSTONE REAL EST PARTNER VI BLACKSTONE REAL ESTATE PRTN V BUCHANAN STREET PARTNERS BUCHANAN FUND V, LLC CALIFORNIA SMART GROWTH FD IV CAPRI URBAN INVESTORS LLC CIM FUND III LP CIM URBAN REIT LLC COLONY CAPITAL VIII LP CORNERSTONE CORNERSTONE APMNT VENT III LLC CORNERSTONE PATRIOT FUND EMMES ASSET MGMT FAIRFIELD STRAT APT FUND III FORUM ASIAN REALTY INCOME II FORUM GRES GLOBAL REAL ESTATE GENESIS WORKFORCE HOUS FUND II HEITMAN AMERICA REAL ESTATE TRUST ING CLARION ING LION PROPERTIES JPMORGAN INV MGMT KSL CAPITAL PARTNERS II KSL CAPITAL PARTNERS III LBA REALTY FUND III LEGACY PARTNERS REALTY FND III LEGACY PARTNERS REALTY FUND II LIONSTONE URBAN INV TWO MACFARLANE URBAN REAL ESTATE II Source: State Street 48,008,748.48 11,203,857.09 18,036,558.12 3,740,000.18 98,766,128.43 53,008,538.69 11,067,363.20 29,271,540.62 27,556,593.53 23,319,172.29 35,869,782.69 69,337,087.11 10,466,857.58 141,604,529.37 26,883,202.11 96,260,715.00 74,660,276.96 5,279,342.21 37,050,642.33 58,842,565.18 18,187,283.48 87,799,401.65 75,214,634.04 105,985,300.00 39,156,739.07 8,687,129.10 4,865,937.96 16,061,327.16 6,626,409.79 8,987,468.04 9,797,057.08 21,264,183.18 Page 18 UCRP Holdings as of December 31, 2011 Security Name METRO WORKFORCE HOUSING FUND MORGAN STANLEY RE FUND V US PRUDENTIAL PRISA I PRUDENTIAL PRISA II PRUDENTIAL SNR HSING PTNRS III REDWOOD GROVE INTERNATIONAL LP ROCKPOINT REAL ESTATE FUND III RREEF AMERICA REIT III RREEF GLOBAL OPPORTUNITIES FD II SQUARE MILE PARTNERS II LP TA ASSOCIATES REALTY TA REALTY ASSOCIATES FUND VII TA REALTY ASSOCIATES FUND VIII URBANAMERICA, LP. II URDANG VALUE ADDED FUND II WALTON STREET REAL ESTATE V WALTON STREET REAL ESTATE VI WESTBROOK REAL ESTATE FUND VII WESTBROOK REAL ESTATE FUND VIII Interest Rate Maturity Date Shares/Par Value Base Market Value 9,994,137.99 2,651,796.67 100,140,789.35 93,873,970.08 33,477,193.93 6,796,198.17 28,406,091.33 13,314,766.10 37,863,603.86 8,797,736.15 56,045,582.98 17,840,167.14 40,608,298.17 20,655,509.99 15,366,951.25 50,414,365.90 23,109,645.76 29,444,089.46 8,888,684.17 ABSOLUTE RETURN ADVENT CON ARBITRAGE CAYMAN II ANCHORAGE CAPITAL PARTNERS ARES STRATEGIC INV PTNERS III BLACKSTONE STRAT ALLIANCE II BRIDGEWATER ALL WEATHER FUND LLC BRIDGEWATER ALL WEATHER II, LTD BRIDGEWATER PURE ALPHA BRIDGEWATER PURE ALPHA MAJOR MARKETS CADIAN OFFSHORE FUND CARL MARKS STRATEGIC OPP FUND CEVIAN CAPITAL II CHILTON GLOBAL NATURAL RESOURCE CLAREN ROAD CREDIT FUND CVI SPECIALIZED VENTURES FD A ELEMENT CAPITAL FEEDER FUND ESL LIMITED GALENA SPECIAL SITUATIONS GAOLING FUND GEM REALITY SECURITIES GLG EMERGING MARKETS FUND GOLDMAN SACHS ASSET MGT. CROSS ASSET CLASS STRATEGY HORIZON PORTFOLIO I JANCHOR PARTNERS PAN ASIAN FD KEPOS ALPHA FUND KINGSTREET CAPITAL LILY POND CURRENCY PLUS FUND MKP CREDIT OFFSHORE NEWBERRY LTD OCONNOR OPPORTUNISTIC STRGY OZ ASIA MASTER FUND OZ OVERSEAS FUND P/E FUND AGGRESSIVE Source: State Street 52,395,248.14 66,737,550.04 89,256,997.90 16,589,593.43 307,615,059.81 206,529,315.99 101,112,539.82 88,991,980.75 72,845,860.01 20,476,873.19 89,702,380.33 83,496,636.56 98,838,558.94 5,776,843.21 112,602,206.99 14,633,739.26 16,532,207.58 67,427,934.05 76,342,478.86 65,399,907.30 158,054,064.94 60,217,360.55 48,115,854.30 23,284,772.50 43,296,819.29 34,337,957.88 12,612,253.58 36,664,731.07 34,181,356.09 2,013,305.42 2,006,513.28 57,115,524.93 Page 19 UCRP Holdings as of December 31, 2011 Security Name PARTNERS FUND QFR VICTORIA FUND SENATOR GLOBAL OPPORTUNITY SENATOR SIDECAR OFFSHORE FUND SILVER POINT CAP OFFSHORE FD SILVERBACK ARBITRAGE SOUTHPAW CREDIT OPPORTUNITIES SPINNAKER GLOBAL OPPORTUNITY FUND STANDARD INVESTMENT RESEARCH TAYLOR WOODS FUND TCM ASIA OPPORTUNITIES FD THELEME CAPITAL PTRS TRILOGY FINL PARTNERS INTL VIKING GLOBAL EQUITIES III VPG WINTON FUTURES FUND YORK TOTAL RETURN Interest Rate Maturity Date Shares/Par Value Base Market Value 128,319,129.19 50,040,885.14 120,140,452.74 14,051,679.63 4,649,676.90 55,701,711.09 76,528,782.02 13,867,356.54 53,717,634.30 42,329,978.15 36,157,586.76 30,006,811.41 65,345,718.00 69,147,773.35 9,482,674.47 125,941,759.99 182,757,482.37 REAL ASSETS ANGELO GORDON NET LEASE REALTY FUND II ASTENBECK COMMODITIES FUND BLACKSTONE RESOURCES SELECT FUND ENERVEST INSTITUTIONAL ENERGY FUND XII FOUNDATION ENERGY FUND III MERIT ENERGY PARTNERS B MERIT ENERGY PARTNERS H MOLPUS WOODLANDS GROUP ORBIMED ROYALTY OPPORTUNTIES FUND RED KITE MINE FINANCE FUND RMS FOREST GROWTH CHINA FUND RMS OPPORTUNITY FUND SANKATY ADVISORS TAYLOR WOODS FUND TOTAL ALTERNATIVE ASSETS 17,729,453.40 38,115,831.23 29,497,080.74 58,459,167.19 7,781,633.54 22,112,286.05 2,446,175.51 70,393,673.94 9,329,179.41 42,499,234.37 16,245,247.34 32,499,628.02 77,211,413.40 8,410,353.69 8,636,368,322.37 TOTAL SECURITIES 39,445,542,632.69 CASH & CASH EQUIVALENTS 874,621,913.92 ACCOUNTS RECEIVABLE & ACCRUED INCOME 72,305,305.45 ACCOUNTS PAYABLE (675,864,835.96) TOTAL NET ASSETS 39,716,605,016.09 Source: State Street Page 20 UCRP Holdings as of December 31, 2011