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150000000.00 149958500.00 0.0013 N 149929500.00 149929500.00 COCA-COLA COMPANY (THE) The Coca-Cola Co. 0.120040% 19121ADR9 Other Commercial Paper N First Tier Security N/A N/A 2012-04-25 2012-04-25 N N N 100000000.00 99972000.00 0.0009 N 99953000.00 99953000.00 COLORADO HEALTH FACILITIES AUTHORITY Colorado Health Facilities Authority Revenue (Evangelical Lutheran Good Samaritan Society Project) VRDO 0.050000% 19648AFY6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y US BANK NATIONAL ASSOCIATION N/A N/A N 10000000.00 10000000.00 0.0001 N 10000000.00 10000000.00 COLUMBUS REGIONAL AIRPORT AUTHORITY (OH) Columbus OH Regional Airport Authority Airport Revenue (Oasbo Expanded Asset Program) VRDO 0.080000% 199544AA5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y US BANK NATIONAL ASSOCIATION N/A N/A N 18370000.00 18370000.00 0.0002 N 18370000.00 18370000.00 COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia 0.345620% 20272DBD1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 400000000.00 399954000.00 0.0035 N 399988000.00 399988000.00 COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia 0.400820% 20272DBD1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 93000000.00 92987600.00 0.0008 N 92997210.00 92997210.00 COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia 0.461070% 20272DCF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 500000000.00 499725277.78 0.0044 N 499895000.00 499895000.00 COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia 0.486190% 20272DCK4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-19 2012-03-19 N N N 500000000.00 499683402.78 0.0044 N 499885000.00 499885000.00 COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia 0.380000% BVN1D98C6 Certificate of Deposit N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 700000000.00 700000000.00 0.0061 N 700062419.00 700062419.00 COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia 0.500000% BVN1GJ7Y4 Certificate of Deposit N First Tier Security N/A N/A 2012-05-18 2012-05-18 N N N 500000000.00 500000000.00 0.0044 N 499834362.50 499834362.50 COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia 0.350000% BVN1GQ041 Certificate of Deposit N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 200000000.00 200000000.00 0.0017 N 200013422.60 200013422.60 COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia 0.310000% BVN1H96C4 Certificate of Deposit N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N N 155000000.00 155000000.00 0.0014 N 154986413.78 154986413.78 COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia 0.310000% BVN1HF7V7 Certificate of Deposit N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N N 200000000.00 200000000.00 0.0017 N 199979470.20 199979470.20 CONNECTICUT HEALTH & EDUCATIONAL FACILITIES AUTHORITY Connecticut Health & Educational Facilities Authority Revenue (Yale University) VRDO 0.050000% 20774LBN4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 35000000.00 35000000.00 0.0003 N 35000000.00 35000000.00 DELAWARE RIVER PORT AUTHORITY (NJ/PA) Delaware River Port Authority Pennsylvania & New Jersey Revenue VRDO 0.060000% 246352FH6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 76100000.00 76100000.00 0.0007 N 76100000.00 76100000.00 DISTRICT OF COLUMBIA District of Columbia Revenue (Washington Drama Society) VRDO 0.070000% 2548392H5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 20375000.00 20375000.00 0.0002 N 20375000.00 20375000.00 DISTRICT OF COLUMBIA District of Columbia Revenue (Georgetown University) VRDO 0.050000% 25484JAP5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 17200000.00 17200000.00 0.0002 N 17200000.00 17200000.00 DISTRICT OF COLUMBIA District of Columbia Revenue (Georgetown University) VRDO 0.050000% 25484JAR1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 7575000.00 7575000.00 0.0001 N 7575000.00 7575000.00 FAIRFAX COUNTY ECONOMIC DEVELOPMENT AUTHORITY (VA) Fairfax County VA Economic Development Authority Resource Recovery Revenue (Lorton Arts Foundation Project) VRDO 0.070000% 303821AW2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y WELLS FARGO BANK NA N/A N/A N 10600000.00 10600000.00 0.0001 N 10600000.00 10600000.00 FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.260000% 313370F78 Government Agency Debt N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N N 122000000.00 121999797.42 0.0011 N 122000000.00 122000000.00 FEDERAL HOME 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2012-02-17 N N N 25000000.00 24999555.56 0.0002 N 24999750.00 24999750.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.090040% 313384TM1 Government Agency Debt N First Tier Security N/A N/A 2012-02-24 2012-02-24 N N N 266000000.00 265984705.00 0.0023 N 265994680.00 265994680.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.093040% 313384TU3 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 135725000.00 135714481.31 0.0012 N 135719571.00 135719571.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.095040% 313384TU3 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 100000000.00 99992083.33 0.0009 N 99996000.00 99996000.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.100050% 313384TU3 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 90000000.00 89992500.00 0.0008 N 89996400.00 89996400.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.100050% 313384TU3 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 78430000.00 78423464.17 0.0007 N 78426862.80 78426862.80 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.025000% 313384TU3 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 43500000.00 43499093.75 0.0004 N 43498260.00 43498260.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.025000% 313384UB3 Government Agency Debt N First Tier Security N/A N/A 2012-03-09 2012-03-09 N N N 515303000.00 515289759.57 0.0045 N 515277234.85 515277234.85 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.025000% 313384UB3 Government Agency Debt N First Tier Security N/A N/A 2012-03-09 2012-03-09 N N N 439463000.00 439451708.24 0.0038 N 439441026.85 439441026.85 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.030000% 313384UB3 Government Agency Debt N First Tier Security N/A N/A 2012-03-09 2012-03-09 N N N 200000000.00 199993833.33 0.0017 N 199990000.00 199990000.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.025000% 313384UG2 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 342000000.00 341990025.00 0.0030 N 341982900.00 341982900.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.030000% 313384UG2 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 267000000.00 266990655.00 0.0023 N 266986650.00 266986650.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.020000% 313384UG2 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 200000000.00 199995333.34 0.0017 N 199990000.00 199990000.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.030000% 313384UG2 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 148000000.00 147994820.00 0.0013 N 147992600.00 147992600.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.025000% 313384UG2 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 121558000.00 121554454.56 0.0011 N 121551922.10 121551922.10 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.040000% 313384UG2 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 16000000.00 15999253.34 0.0001 N 15999200.00 15999200.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.040000% 313384UJ6 Government Agency Debt N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 310000000.00 309984844.45 0.0027 N 309981400.00 309981400.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.025000% 313384UJ6 Government Agency Debt N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 160000000.00 159995111.11 0.0014 N 159990400.00 159990400.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.025000% 313384UJ6 Government Agency Debt N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 95500000.00 95497081.95 0.0008 N 95494270.00 95494270.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.025000% 313384UJ6 Government Agency Debt N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 52000000.00 51998411.11 0.0005 N 51996880.00 51996880.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.025000% 313384UJ6 Government Agency Debt N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 50000000.00 49998472.22 0.0004 N 49997000.00 49997000.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.040000% 313384UJ6 Government Agency Debt N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 45000000.00 44997800.00 0.0004 N 44997300.00 44997300.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.030000% 313384UP2 Government Agency Debt N First Tier Security N/A N/A 2012-03-21 2012-03-21 N N N 143000000.00 142994160.83 0.0012 N 142991420.00 142991420.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.045000% 313384UW7 Government Agency Debt N First Tier Security N/A N/A 2012-03-28 2012-03-28 N N N 300000000.00 299979000.00 0.0026 N 299979000.00 299979000.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.045000% 313384UW7 Government Agency Debt N First Tier Security N/A N/A 2012-03-28 2012-03-28 N N N 156000000.00 155989080.00 0.0014 N 155989080.00 155989080.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.030000% 313384VD8 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 246000000.00 245987085.00 0.0021 N 245977860.00 245977860.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.035000% 313384VD8 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 208000000.00 207987260.00 0.0018 N 207981280.00 207981280.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.030000% 313384VD8 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 145000000.00 144992387.50 0.0013 N 144986950.00 144986950.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.030000% 313384VD8 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 100000000.00 99994750.00 0.0009 N 99991000.00 99991000.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.030000% 313384VD8 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 75000000.00 74996062.50 0.0007 N 74993250.00 74993250.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.100050% 313384VD8 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 34802000.00 34795909.65 0.0003 N 34798867.82 34798867.82 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.030000% 313384VJ5 Government Agency Debt N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 425000000.00 424975916.66 0.0037 N 424957500.00 424957500.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.100050% 313384VJ5 Government Agency Debt N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 200000000.00 199962222.22 0.0017 N 199980000.00 199980000.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.030000% 313384VJ5 Government Agency Debt N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 171000000.00 170990310.00 0.0015 N 170982900.00 170982900.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.030000% 313384VJ5 Government Agency Debt N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 100000000.00 99994333.34 0.0009 N 99990000.00 99990000.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.030000% 313384VJ5 Government Agency Debt N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 92000000.00 91994786.66 0.0008 N 91990800.00 91990800.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.050010% 313384VL0 Government Agency Debt N First Tier Security N/A N/A 2012-04-11 2012-04-11 N N N 217000000.00 216978902.78 0.0019 N 216978300.00 216978300.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.045000% 313384VN6 Government Agency Debt N First Tier Security N/A N/A 2012-04-13 2012-04-13 N N N 300000000.00 299973000.00 0.0026 N 299970000.00 299970000.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.050010% 313384VN6 Government Agency Debt N First Tier Security N/A N/A 2012-04-13 2012-04-13 N N N 176400000.00 176382360.00 0.0015 N 176382360.00 176382360.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.045000% 313384VT3 Government Agency Debt N First Tier Security N/A N/A 2012-04-18 2012-04-18 N N N 150000000.00 149985562.50 0.0013 N 149983500.00 149983500.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.100050% 313384VT3 Government Agency Debt N First Tier Security N/A N/A 2012-04-18 2012-04-18 N N N 75000000.00 74983958.33 0.0007 N 74991750.00 74991750.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.045000% 313384VT3 Government Agency Debt N First Tier Security N/A N/A 2012-04-18 2012-04-18 N N N 51500000.00 51495043.13 0.0004 N 51494335.00 51494335.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.050010% 313384VV8 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N N 386000000.00 385957647.22 0.0034 N 385957540.00 385957540.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.050010% 313384VV8 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N N 250000000.00 249972569.45 0.0022 N 249972500.00 249972500.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.050010% 313384VV8 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N N 236000000.00 235974105.56 0.0021 N 235974040.00 235974040.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.050010% 313384VV8 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N N 236000000.00 235974105.56 0.0021 N 235974040.00 235974040.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.050010% 313384VV8 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N N 150000000.00 149983541.67 0.0013 N 149983500.00 149983500.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.050010% 313384VV8 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N N 150000000.00 149983541.67 0.0013 N 149983500.00 149983500.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.050000% 313384VV8 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N N 125100000.00 125086274.26 0.0011 N 125086239.00 125086239.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.050010% 313384VV8 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N N 100000000.00 99989027.78 0.0009 N 99989000.00 99989000.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.050010% 313384WA3 Government Agency Debt N First Tier Security N/A N/A 2012-04-25 2012-04-25 N N N 100000000.00 99988333.33 0.0009 N 99988000.00 99988000.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.100050% 313384WC9 Government Agency Debt N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 149062000.00 149026390.74 0.0013 N 149044112.56 149044112.56 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.070010% 313384WC9 Government Agency Debt N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 85000000.00 84985786.12 0.0007 N 84989800.00 84989800.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.070010% 313384WC9 Government Agency Debt N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 52000000.00 51991304.44 0.0005 N 51993760.00 51993760.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.070010% 313384WC9 Government Agency Debt N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 21000000.00 20996488.34 0.0002 N 20997480.00 20997480.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.080020% 313384WH8 Government Agency Debt N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 474000000.00 473904146.67 0.0041 N 473909940.00 473909940.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.090040% 313384WH8 Government Agency Debt N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 53150000.00 53137908.38 0.0005 N 53139901.50 53139901.50 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.070020% 313384WH8 Government Agency Debt N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 25250000.00 25245532.15 0.0002 N 25245202.50 25245202.50 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.090040% 313384WK1 Government Agency Debt N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 136000000.00 135968380.00 0.0012 N 135972800.00 135972800.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.090040% 313384WK1 Government Agency Debt N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 89500000.00 89479191.25 0.0008 N 89482100.00 89482100.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.090040% 313384WK1 Government Agency Debt N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 87995000.00 87974541.17 0.0008 N 87977401.00 87977401.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.070020% 313384WK1 Government Agency Debt N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 72200000.00 72186943.83 0.0006 N 72185560.00 72185560.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.070020% 313384WS4 Government Agency Debt N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 300000000.00 299941666.67 0.0026 N 299937000.00 299937000.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.070020% 313384WS4 Government Agency Debt N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 36618000.00 36610879.83 0.0003 N 36610310.22 36610310.22 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.070020% 313384WX3 Government Agency Debt N First Tier Security N/A N/A 2012-05-16 2012-05-16 N N N 117200000.00 117176071.66 0.0010 N 117174216.00 117174216.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.080030% 313384YJ2 Government Agency Debt N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N N 100000000.00 99968888.89 0.0009 N 99953000.00 99953000.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.080030% 313384YL7 Government Agency Debt N First Tier Security N/A N/A 2012-06-22 2012-06-22 N N N 200000000.00 199936888.89 0.0017 N 199906000.00 199906000.00 FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.080030% 313384YL7 Government Agency Debt N First Tier Security N/A N/A 2012-06-22 2012-06-22 N N N 16805000.00 16799697.09 0.0001 N 16797101.65 16797101.65 FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.249600% 3128X9ZJ2 Government Agency Debt N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N N 470400000.00 470391913.99 0.0041 N 470395296.00 470395296.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.090030% 313396TA1 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 44942000.00 44940651.74 0.0004 N 44941550.58 44941550.58 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.070020% 313396TB9 Government Agency Debt N First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 308000000.00 307992214.44 0.0027 N 307996920.00 307996920.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.070020% 313396TC7 Government Agency Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 30000000.00 29999183.33 0.0003 N 29999700.00 29999700.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.090030% 313396TJ2 Government Agency Debt N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 100000000.00 99995000.00 0.0009 N 99998000.00 99998000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.095040% 313396TJ2 Government Agency Debt N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 55000000.00 54997097.22 0.0005 N 54998900.00 54998900.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.020000% 313396TJ2 Government Agency Debt N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 50000000.00 49999444.45 0.0004 N 49999000.00 49999000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.090030% 313396TL7 Government Agency Debt N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 48421000.00 48418336.84 0.0004 N 48420031.58 48420031.58 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.095040% 313396TX1 Government Agency Debt N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 350000000.00 349969520.83 0.0031 N 349986000.00 349986000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.094040% 313396TX1 Government Agency Debt N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 200000000.00 199982766.67 0.0017 N 199992000.00 199992000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.105050% 313396TX1 Government Agency Debt N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 106000000.00 105989797.50 0.0009 N 105995760.00 105995760.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.105050% 313396TX1 Government Agency Debt N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 100000000.00 99990375.00 0.0009 N 99996000.00 99996000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.100050% 313396TX1 Government Agency Debt N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 85000000.00 84992208.33 0.0007 N 84996600.00 84996600.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.095040% 313396TX1 Government Agency Debt N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 71000000.00 70993817.08 0.0006 N 70997160.00 70997160.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.105050% 313396TX1 Government Agency Debt N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 47315000.00 47310445.93 0.0004 N 47313107.40 47313107.40 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.105050% 313396TY9 Government Agency Debt N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N N 37400000.00 37396291.17 0.0003 N 37398504.00 37398504.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.025000% 313396UE1 Government Agency Debt N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N N 150000000.00 149995833.33 0.0013 N 149992500.00 149992500.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.100050% 313396UE1 Government Agency Debt N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N N 100000000.00 99988888.89 0.0009 N 99995000.00 99995000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.105050% 313396UE1 Government Agency Debt N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N N 100000000.00 99988333.33 0.0009 N 99995000.00 99995000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.105050% 313396UE1 Government Agency Debt N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N N 50000000.00 49994166.67 0.0004 N 49997500.00 49997500.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.105050% 313396UE1 Government Agency Debt N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N N 50000000.00 49994166.67 0.0004 N 49997500.00 49997500.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.105050% 313396UE1 Government Agency Debt N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N N 35000000.00 34995916.67 0.0003 N 34998250.00 34998250.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.090040% 313396UM3 Government Agency Debt N First Tier Security N/A N/A 2012-03-19 2012-03-19 N N N 200000000.00 199976500.00 0.0017 N 199988000.00 199988000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.045000% 313396UW1 Government Agency Debt N First Tier Security N/A N/A 2012-03-28 2012-03-28 N N N 231363000.00 231346804.59 0.0020 N 231346804.59 231346804.59 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.030000% 313396VB6 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 150000000.00 149992375.00 0.0013 N 149986500.00 149986500.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.030000% 313396VB6 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 100000000.00 99994916.67 0.0009 N 99991000.00 99991000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.100050% 313396VB6 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 38500000.00 38493476.39 0.0003 N 38496535.00 38496535.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.030000% 313396VC4 Government Agency Debt N First Tier Security N/A N/A 2012-04-03 2012-04-03 N N N 180355000.00 180345681.66 0.0016 N 180338768.05 180338768.05 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.050010% 313396VD2 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 139500000.00 139487793.75 0.0012 N 139487445.00 139487445.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.100050% 313396VJ9 Government Agency Debt N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 200000000.00 199962222.22 0.0017 N 199980000.00 199980000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.100050% 313396VJ9 Government Agency Debt N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 175000000.00 174966944.45 0.0015 N 174982500.00 174982500.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.100050% 313396VJ9 Government Agency Debt N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 99000000.00 98981300.00 0.0009 N 98990100.00 98990100.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.100050% 313396VJ9 Government Agency Debt N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 28150000.00 28144682.78 0.0002 N 28147185.00 28147185.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.030000% 313396VK6 Government Agency Debt N First Tier Security N/A N/A 2012-04-10 2012-04-10 N N N 114500000.00 114493416.25 0.0010 N 114488550.00 114488550.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.100050% 313396VK6 Government Agency Debt N First Tier Security N/A N/A 2012-04-10 2012-04-10 N N N 107510000.00 107489393.92 0.0009 N 107499249.00 107499249.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.100050% 313396VR1 Government Agency Debt N First Tier Security N/A N/A 2012-04-16 2012-04-16 N N N 150000000.00 149968750.00 0.0013 N 149983500.00 149983500.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.100050% 313396VR1 Government Agency Debt N First Tier Security N/A N/A 2012-04-16 2012-04-16 N N N 48500000.00 48489895.83 0.0004 N 48494665.00 48494665.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.050010% 313396VY6 Government Agency Debt N First Tier Security N/A N/A 2012-04-23 2012-04-23 N N N 250000000.00 249971527.78 0.0022 N 249970000.00 249970000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.070010% 313396VY6 Government Agency Debt N First Tier Security N/A N/A 2012-04-23 2012-04-23 N N N 75865000.00 75852903.75 0.0007 N 75855896.20 75855896.20 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.070010% 313396VY6 Government Agency Debt N First Tier Security N/A N/A 2012-04-23 2012-04-23 N N N 63200000.00 63189923.11 0.0006 N 63192416.00 63192416.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.080020% 313396WF6 Government Agency Debt N First Tier Security N/A N/A 2012-04-30 2012-04-30 N N N 200000000.00 199960444.44 0.0017 N 199974000.00 199974000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.080020% 313396WF6 Government Agency Debt N First Tier Security N/A N/A 2012-04-30 2012-04-30 N N N 180000000.00 179964400.00 0.0016 N 179976600.00 179976600.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.070010% 313396WF6 Government Agency Debt N First Tier Security N/A N/A 2012-04-30 2012-04-30 N N N 75000000.00 74987020.84 0.0007 N 74990250.00 74990250.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.070020% 313396WF6 Government Agency Debt N First Tier Security N/A N/A 2012-04-30 2012-04-30 N N N 67976000.00 67964236.37 0.0006 N 67967163.12 67967163.12 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.070020% 313396WF6 Government Agency Debt N First Tier Security N/A N/A 2012-04-30 2012-04-30 N N N 49834000.00 49825375.95 0.0004 N 49827521.58 49827521.58 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.070020% 313396WN9 Government Agency Debt N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 100000000.00 99981333.34 0.0009 N 99979000.00 99979000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.070020% 313396WN9 Government Agency Debt N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 100000000.00 99981333.34 0.0009 N 99979000.00 99979000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.070020% 313396WN9 Government Agency Debt N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 53200000.00 53190069.34 0.0005 N 53188828.00 53188828.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.070020% 313396WX7 Government Agency Debt N First Tier Security N/A N/A 2012-05-16 2012-05-16 N N N 90000000.00 89981625.00 0.0008 N 89980200.00 89980200.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.070020% 313396XS7 Government Agency Debt N First Tier Security N/A N/A 2012-06-04 2012-06-04 N N N 77990000.00 77971195.74 0.0007 N 77958024.10 77958024.10 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.070020% 313396XZ1 Government Agency Debt N First Tier Security N/A N/A 2012-06-11 2012-06-11 N N N 49000000.00 48987518.61 0.0004 N 48978440.00 48978440.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.080030% 313396YG2 Government Agency Debt N First Tier Security N/A N/A 2012-06-18 2012-06-18 N N N 105000000.00 104967800.00 0.0009 N 104951700.00 104951700.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.080030% 313396YG2 Government Agency Debt N First Tier Security N/A N/A 2012-06-18 2012-06-18 N N N 62500000.00 62480833.33 0.0005 N 62471250.00 62471250.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Freddie Mac Discount Notes 0.085040% 313396ZT3 Government Agency Debt N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N N 53847000.00 53825005.00 0.0005 N 53814153.33 53814153.33 FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.217300% 3134G15R1 Government Agency Debt N First Tier Security N/A N/A 2012-02-24 2012-08-24 N N N 2515000000.00 2514323060.39 0.0220 N 2514723350.00 2514723350.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.238900% 3134G2BL5 Government Agency Debt N First Tier Security N/A N/A 2012-02-21 2013-03-21 N N N 907000000.00 906479774.45 0.0079 N 907734670.00 907734670.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.245300% 3134G2DM1 Government Agency Debt N First Tier Security N/A N/A 2012-02-04 2013-02-04 N N N 1000000000.00 999485651.34 0.0087 N 1000720000.00 1000720000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.245300% 3134G2GS5 Government Agency Debt N First Tier Security N/A N/A 2012-02-06 2013-05-06 N N N 980000000.00 979405464.70 0.0086 N 980754600.00 980754600.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.245300% 3134G2KM3 Government Agency Debt N First Tier Security N/A N/A 2012-02-03 2013-06-03 N N N 950000000.00 949486561.42 0.0083 N 949876500.00 949876500.00 FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.235100% 3134G2MJ8 Government Agency Debt N First Tier Security N/A N/A 2012-02-17 2013-06-17 N N N 83000000.00 82942529.66 0.0007 N 83035690.00 83035690.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.040000% 313588TC9 Government Agency Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 35500000.00 35499447.78 0.0003 N 35499645.00 35499645.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.020000% 313588TC9 Government Agency Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 9000000.00 8999930.00 0.0001 N 8999910.00 8999910.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.090030% 313588TE5 Government Agency Debt N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 100700000.00 100695972.00 0.0009 N 100698993.00 100698993.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.090130% 313588TJ4 Government Agency Debt N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 45000000.00 44997747.50 0.0004 N 44999100.00 44999100.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.093040% 313588TS4 Government Agency Debt N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 100000000.00 99992766.67 0.0009 N 99997000.00 99997000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.100040% 313588TS4 Government Agency Debt N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 98000000.00 97992377.78 0.0009 N 97997060.00 97997060.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.090040% 313588TT2 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 1000000000.00 999927500.00 0.0087 N 999960000.00 999960000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.090040% 313588TU9 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 1000000000.00 999925000.00 0.0087 N 999960000.00 999960000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.105050% 313588UG8 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 67600000.00 67591719.00 0.0006 N 67596620.00 67596620.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.025000% 313588UG8 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 52941000.00 52939455.89 0.0005 N 52938352.95 52938352.95 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.105050% 313588UG8 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 50000000.00 49993875.00 0.0004 N 49997500.00 49997500.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.100050% 313588VB8 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 100000000.00 99983055.55 0.0009 N 99991000.00 99991000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.030000% 313588VB8 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 66300000.00 66296629.75 0.0006 N 66294033.00 66294033.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.030000% 313588VB8 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 33849000.00 33847279.34 0.0003 N 33845953.59 33845953.59 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.100050% 313588VD4 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 113250000.00 113230181.25 0.0010 N 113239807.50 113239807.50 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.100050% 313588VD4 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 42000000.00 41992650.00 0.0004 N 41996220.00 41996220.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.030000% 313588VD4 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 41425000.00 41422825.19 0.0004 N 41421271.75 41421271.75 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.100050% 313588VD4 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 39100000.00 39093157.50 0.0003 N 39096481.00 39096481.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.100050% 313588VL6 Government Agency Debt N First Tier Security N/A N/A 2012-04-11 2012-04-11 N N N 100000000.00 99980555.55 0.0009 N 99990000.00 99990000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.045000% 313588VL6 Government Agency Debt N First Tier Security N/A N/A 2012-04-11 2012-04-11 N N N 78000000.00 77993175.00 0.0007 N 77992200.00 77992200.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.100050% 313588VL6 Government Agency Debt N First Tier Security N/A N/A 2012-04-11 2012-04-11 N N N 50000000.00 49990277.78 0.0004 N 49995000.00 49995000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.050010% 313588VL6 Government Agency Debt N First Tier Security N/A N/A 2012-04-11 2012-04-11 N N N 40000000.00 39996111.11 0.0003 N 39996000.00 39996000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.100050% 313588VL6 Government Agency Debt N First Tier Security N/A N/A 2012-04-11 2012-04-11 N N N 25000000.00 24995138.89 0.0002 N 24997500.00 24997500.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.070010% 313588VR3 Government Agency Debt N First Tier Security N/A N/A 2012-04-16 2012-04-16 N N N 20000000.00 19997083.33 0.0002 N 19997800.00 19997800.00 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BANK NA N/A N/A N 20400000.00 20400000.00 0.0002 N 20400000.00 20400000.00 LOS ANGELES, CITY OF (CA) Los Angeles CA Wastewater System Revenue VRDO 0.030000% 5446522Q2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 37300000.00 37300000.00 0.0003 N 37300000.00 37300000.00 LOS ANGELES, CITY OF (CA) - DEPARTMENT OF WATER & POWER Los Angeles CA Department of Water & Power Revenue TOB VRDO 0.300000% 46633VJ75 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 13000000.00 13000000.00 0.0001 N 13000000.00 13000000.00 LOUDOUN COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY (VA) Loudoun County VA Industrial Development Authority Revenue (Howard Hughes Medical Institute) VRDO 0.040000% 545910AG6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 49365000.00 49365000.00 0.0004 N 49365000.00 49365000.00 LOUDOUN COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY (VA) Loudoun County VA Industrial Development Authority Revenue (Howard Hughes Medical Institute) VRDO 0.050000% 545910AK7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 18855000.00 18855000.00 0.0002 N 18855000.00 18855000.00 LOUISIANA PUBLIC FACILITIES AUTHORITY Louisiana Public Facilities Authority Hospital Revenue (Franciscan Missionaries) VRDO 0.070000% 546395D92 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 11650000.00 11650000.00 0.0001 N 11650000.00 11650000.00 MAINE HEALTH & HIGHER EDUCATIONAL FACILITIES AUTHORITY Maine Health & Higher Educational Facilities Authority Revenue (Bowdoin College) VRDO 0.060000% 560425W30 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 15130000.00 15130000.00 0.0001 N 15130000.00 15130000.00 MARYLAND HEALTH & HIGHER EDUCATIONAL FACILITIES AUTHORITY Maryland Health & 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Facilities Authority Revenue (Bentley College) VRDO 0.060000% 57585KLH9 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 21900000.00 21900000.00 0.0002 N 21900000.00 21900000.00 MASSACHUSETTS HEALTH & EDUCATIONAL FACILITIES AUTHORITY Massachusetts Health & Educational Facilities Authority Revenue (MIT) VRDO 0.030000% 57585KSW9 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 19320000.00 19320000.00 0.0002 N 19320000.00 19320000.00 MASSACHUSETTS HEALTH & EDUCATIONAL FACILITIES AUTHORITY Massachusetts Health & Educational Facilities Authority Revenue (Dana Farber Cancer Institute) VRDO 0.050000% 57586CY90 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 9015000.00 9015000.00 0.0001 N 9015000.00 9015000.00 MASSACHUSETTS, COMMONWEALTH OF Massachusetts Transportation Fund Revenue TOB VRDO 0.300000% 46633VK99 Variable Rate 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43100000.00 MIAMI-DADE COUNTY (FL) Miami-Dade County FL Special Obligation Revenue (Juvenile Courthouse Project) VRDO 0.050000% 59333NJB0 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y TD BANK NA N/A N/A N 25350000.00 25350000.00 0.0002 N 25350000.00 25350000.00 MICHIGAN HIGHER EDUCATION FACILITIES AUTHORITY Michigan Higher Education Facilities Authority Revenue (Albion College) VRDO 0.070000% 594519J92 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 12700000.00 12700000.00 0.0001 N 12700000.00 12700000.00 MICHIGAN HOSPITAL FINANCE AUTHORITY Michigan Hospital Finance Authority Revenue (Henry Ford Health System) VRDO 0.080000% 59465HGS9 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 32595000.00 32595000.00 0.0003 N 32595000.00 32595000.00 MIDDLEBURG HEIGHTS, CITY OF (OH) Middletown OH Hospital Facilities Revenue (Atrium 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Other Commercial Paper N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N N 9000000.00 8987890.00 0.0001 N 8982990.00 8982990.00 NESTLE CAPITAL CORP Nestle Capital Corp. 0.290640% 64105GK94 Other Commercial Paper N First Tier Security N/A N/A 2012-10-09 2012-10-09 N N N 742000000.00 740499717.23 0.0065 N 739143300.00 739143300.00 NESTLE CAPITAL CORP Nestle Capital Corp. 0.290640% 64105GKG8 Other Commercial Paper N First Tier Security N/A N/A 2012-10-16 2012-10-16 N N N 50000000.00 49896083.34 0.0004 N 49802000.00 49802000.00 NESTLE CAPITAL CORP Nestle Capital Corp. 0.290640% 64105GKH6 Other Commercial Paper N First Tier Security N/A N/A 2012-10-17 2012-10-17 N N N 98000000.00 97795533.89 0.0009 N 97609960.00 97609960.00 NESTLE CAPITAL CORP Nestle Capital Corp. 0.300680% 64105GKS2 Other Commercial Paper N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N N 247500000.00 246947250.00 0.0022 N 246481445.92 246481445.92 NESTLE FINANCE INTERNATIONAL LTD Nestle Finance International Ltd. 0.290630% 64105RKC3 Other Commercial Paper N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N N 153000000.00 152686945.00 0.0013 N 152403937.55 152403937.55 NESTLE FINANCE INTERNATIONAL LTD Nestle Finance International Ltd. 0.290630% 64105RKF6 Other Commercial Paper N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 150000000.00 149689458.33 0.0013 N 149757000.00 149757000.00 NEW JERSEY HEALTH CARE FACILITIES FINANCING AUTHORITY New Jersey Health Care Facilities Financing Authority Revenue (Hospital Capital Asset Pooled Program) VRDO 0.060000% 645793BK5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 19600000.00 19600000.00 0.0002 N 19600000.00 19600000.00 NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY New Jersey Transportation Trust Fund Authority Transportation System Revenue VRDO 0.060000% 646136WY3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y WELLS FARGO BANK NA N/A N/A N 32800000.00 32800000.00 0.0003 N 32800000.00 32800000.00 NEW YORK CITY (NY) New York City NY GO VRDO 0.060000% 649657PF4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 11775000.00 11775000.00 0.0001 N 11775000.00 11775000.00 NEW YORK CITY (NY) New York City NY GO VRDO 0.060000% 649659HR3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 29825000.00 29825000.00 0.0003 N 29825000.00 29825000.00 NEW YORK CITY (NY) New York City NY GO VRDO 0.060000% 649669V47 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 21000000.00 21000000.00 0.0002 N 21000000.00 21000000.00 NEW YORK CITY (NY) New York City NY GO VRDO 0.040000% 64966CG70 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y BANK OF NEW YORK MELLON/THE N/A N/A N 29130000.00 29130000.00 0.0003 N 29130000.00 29130000.00 NEW YORK CITY HOUSING DEVELOPMENT CORP. (NY) New York City NY Housing Development Corp. Multi-Family Rental Housing Revenue (Carnegie Park) VRDO 0.030000% 64970HAB0 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 39505000.00 39505000.00 0.0003 N 39505000.00 39505000.00 NEW YORK CITY HOUSING DEVELOPMENT CORP. (NY) New York City NY Housing Development Corp. Multi-Family Rental Housing Revenue (Monterey) VRDO 0.030000% 64970HAC8 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 21980000.00 21980000.00 0.0002 N 21980000.00 21980000.00 NEW YORK CITY HOUSING DEVELOPMENT CORP. (NY) New York City NY Housing Development Corp. 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Multi-Family Rental Housing Revenue (West End Towers) VRDO 0.060000% 64970HAZ7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A N 31300000.00 31300000.00 0.0003 N 31300000.00 31300000.00 NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY (NY) New York City NY Industrial Development Agency Civic Facility Revenue (New York Law School) VRDO 0.050000% 649438HR2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 14885000.00 14885000.00 0.0001 N 14885000.00 14885000.00 NEW YORK STATE DORMITORY AUTHORITY New York State Dormitory Authority Revenue (St. John's University) VRDO 0.070000% 6499033Q2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 18000000.00 18000000.00 0.0002 N 18000000.00 18000000.00 NEW YORK STATE DORMITORY AUTHORITY New York State Dormitory Authority Revenue (Royal Charter Properties) VRDO 0.030000% 649903ZG9 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 48500000.00 48500000.00 0.0004 N 48500000.00 48500000.00 NEW YORK STATE HOUSING FINANCE AGENCY New York State Housing Finance Agency Housing Revenue (Clinton Green North) VRDO 0.060000% 64986M2T1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A N 31845000.00 31845000.00 0.0003 N 31845000.00 31845000.00 NEW YORK STATE HOUSING FINANCE AGENCY New York State Housing Finance Agency Housing Revenue (Clinton Green - South) VRDO 0.060000% 64986M2W4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A N 11625000.00 11625000.00 0.0001 N 11625000.00 11625000.00 NEW YORK STATE HOUSING FINANCE AGENCY New York State Housing Finance Agency Housing Revenue (West 38th Street) VRDO 0.040000% 64986M3E3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y WELLS FARGO BANK NA N/A N/A N 37935000.00 37935000.00 0.0003 N 37935000.00 37935000.00 NEW YORK STATE HOUSING FINANCE AGENCY New York State Housing Finance Agency Housing Revenue (320 West 38th Street) VRDO 0.040000% 64986M6Q3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y WELLS FARGO BANK NA N/A N/A N 31500000.00 31500000.00 0.0003 N 31500000.00 31500000.00 NEW YORK STATE HOUSING FINANCE AGENCY New York State Housing Finance Agency Housing Revenue (125 West 31st Street) VRDO 0.060000% 64986MC60 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 42300000.00 42300000.00 0.0004 N 42300000.00 42300000.00 NEW YORK STATE HOUSING FINANCE AGENCY New York State Housing Finance Agency Housing Revenue (10 Liberty Street) VRDO 0.040000% 64986MC78 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A N 20500000.00 20500000.00 0.0002 N 20500000.00 20500000.00 NEW YORK STATE HOUSING FINANCE AGENCY New York State Housing Finance Agency Housing Revenue (70 Battery Place) VRDO 0.060000% 64986MCF0 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 12800000.00 12800000.00 0.0001 N 12800000.00 12800000.00 NEW YORK STATE HOUSING FINANCE AGENCY New York State Housing Finance Agency Housing Revenue (East 84th Street) VRDO 0.070000% 64986MQW8 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 24500000.00 24500000.00 0.0002 N 24500000.00 24500000.00 NEW YORK STATE HOUSING FINANCE AGENCY New York State Housing Finance Agency Housing Revenue (20 River Terrace Housing) VRDO 0.060000% 64986MVB8 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 17300000.00 17300000.00 0.0002 N 17300000.00 17300000.00 NEW YORK STATE HOUSING FINANCE AGENCY New York State Housing Finance Agency Revenue (Gotham West Housing) VRDO 0.050000% 64986UFJ1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y WELLS FARGO BANK NA N/A N/A N 25000000.00 25000000.00 0.0002 N 25000000.00 25000000.00 NEW YORK STATE HOUSING FINANCE AGENCY New York State Housing Finance Agency Housing Revenue (160 West 62nd Street) VRDO 0.060000% 64986UJW8 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y WELLS FARGO BANK NA N/A N/A N 37000000.00 37000000.00 0.0003 N 37000000.00 37000000.00 NEW YORK STATE URBAN DEVELOPMENT CORP. 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2012-05-08 N N N 500000000.00 500000000.00 0.0044 N 499700000.00 499700000.00 TORONTO DOMINION BANK/NY Toronto Dominion Bank (New York Branch) 0.200000% 89112XHU2 Certificate of Deposit N First Tier Security N/A N/A 2012-03-26 2012-03-26 N N N 250000000.00 250000000.00 0.0022 N 249922500.00 249922500.00 TORONTO DOMINION BANK/NY Toronto Dominion Bank (New York Branch) 0.210000% 89112XKJ3 Certificate of Deposit N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 42500000.00 42502286.61 0.0004 N 42453675.00 42453675.00 TORONTO DOMINION BANK/NY Toronto Dominion Bank (New York Branch) 0.350000% 89112Y4K6 Certificate of Deposit N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 297000000.00 297000000.00 0.0026 N 297014850.00 297014850.00 TORRANCE, CITY OF (CA) Torrance CA Hospital Revenue (Torrance Memorial Medical Center) VRDO 0.060000% 891380AR8 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 19600000.00 19600000.00 0.0002 N 19600000.00 19600000.00 TOTAL CAPITAL CANADA LTD Total Capital Canada, Ltd. 0.195190% 89153PBV3 Other Commercial Paper N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 99000000.00 98984985.00 0.0009 N 98990100.00 98990100.00 TOTAL CAPITAL CANADA LTD Total Capital Canada, Ltd. 0.110030% 89153PC91 Other Commercial Paper N First Tier Security N/A N/A 2012-03-09 2012-03-09 N N N 250000000.00 249971736.11 0.0022 N 249955139.00 249955139.00 TOTAL CAPITAL CANADA LTD Total Capital Canada, Ltd. 0.090020% 89153PCF7 Other Commercial Paper N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 128800000.00 128786154.00 0.0011 N 128773238.19 128773238.19 TOTAL CAPITAL CANADA LTD Total Capital Canada, Ltd. 0.100020% 89153PCP5 Other Commercial Paper N First Tier Security N/A N/A 2012-03-23 2012-03-23 N N N 18000000.00 17997450.00 0.0002 N 17995579.99 17995579.99 TOYOTA CREDIT CANADA INC Toyota Credit Canada Inc. 0.531410% 89232CCL8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N N 49500000.00 49465020.00 0.0004 N 49490595.00 49490595.00 TOYOTA MOTOR CREDIT CORP Toyota Motor Credit Corp. 0.400800% 89233GBN5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 38000000.00 37991133.33 0.0003 N 37997340.00 37997340.00 TOYOTA MOTOR CREDIT CORP Toyota Motor Credit Corp. 0.400800% 89233GBQ8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-24 2012-02-24 N N N 111000000.00 110971633.33 0.0010 N 110991120.00 110991120.00 TOYOTA MOTOR CREDIT CORP Toyota Motor Credit Corp. 0.541490% 89233GD52 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-05 2012-04-05 N N N 26000000.00 25975040.00 0.0002 N 25990640.00 25990640.00 TOYOTA MOTOR CREDIT CORP Toyota Motor Credit Corp. 0.541540% 89233GD94 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 169000000.00 168827620.00 0.0015 N 168935780.00 168935780.00 TOYOTA MOTOR CREDIT CORP Toyota Motor Credit Corp. 0.551520% 89233GDH6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-17 2012-04-17 N N N 31500000.00 31463425.00 0.0003 N 31486455.00 31486455.00 TOYOTA MOTOR CREDIT CORP Toyota Motor Credit Corp. 0.581700% 89233GEF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 37500000.00 37437166.66 0.0003 N 37478250.00 37478250.00 TOYOTA MOTOR CREDIT CORP Toyota Motor Credit Corp. 0.581710% 89233GEF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 13500000.00 13477380.00 0.0001 N 13492170.00 13492170.00 TOYOTA MOTOR CREDIT CORP Toyota Motor Credit Corp. 0.571630% 89233GEG7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-16 2012-05-16 N N N 137500000.00 137271406.25 0.0012 N 137418875.00 137418875.00 TOYOTA MOTOR CREDIT CORP Toyota Motor Credit Corp. 0.551570% 89233GF19 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 207000000.00 206617337.50 0.0018 N 206859240.00 206859240.00 TOYOTA MOTOR CREDIT CORP Toyota Motor Credit Corp. 0.551580% 89233GF43 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-04 2012-06-04 N N N 109000000.00 108793505.56 0.0010 N 108924790.00 108924790.00 TOYOTA MOTOR CREDIT CORP Toyota Motor Credit Corp. 0.481160% 89233GFB7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-11 2012-06-11 N N N 99000000.00 98827080.00 0.0009 N 98927730.00 98927730.00 UNITED STATES TREASURY United States Treasury Bill 0.012000% 9127953G4 Treasury Debt N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 900000000.00 899989201.19 0.0079 N 899964000.00 899964000.00 UNITED STATES TREASURY United States Treasury Bill 0.015000% 9127953G4 Treasury Debt N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 799999000.00 799986998.96 0.0070 N 799967000.04 799967000.04 UNITED STATES TREASURY United States Treasury Bill 0.013500% 9127953G4 Treasury Debt N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 500000000.00 499993250.99 0.0044 N 499980000.00 499980000.00 UNITED STATES TREASURY United States Treasury Bill 0.015000% 9127953G4 Treasury Debt N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 400000000.00 399993999.47 0.0035 N 399984000.00 399984000.00 UNITED STATES TREASURY United States Treasury Bill 0.010000% 9127953G4 Treasury Debt N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 285802000.00 285799141.98 0.0025 N 285790567.92 285790567.92 UNITED STATES TREASURY United States Treasury Bill 0.014500% 9127953G4 Treasury Debt N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 250000000.00 249996375.27 0.0022 N 249990000.00 249990000.00 UNITED STATES TREASURY United States Treasury Bill 0.054010% 9127953N9 Treasury Debt N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N N 750000000.00 749897625.00 0.0066 N 749895000.00 749895000.00 UNITED STATES TREASURY United States Treasury Bill 0.040000% 9127953N9 Treasury Debt N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N N 500000000.00 499948888.89 0.0044 N 499930000.00 499930000.00 UNITED STATES TREASURY United States Treasury Bill 0.059010% 9127953N9 Treasury Debt N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N N 396000000.00 395940940.56 0.0035 N 395944560.00 395944560.00 UNITED STATES TREASURY United States Treasury Bill 0.059510% 9127953N9 Treasury Debt N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N N 198000000.00 197970220.80 0.0017 N 197972280.00 197972280.00 UNITED STATES TREASURY United States Treasury Bill 0.060010% 9127953N9 Treasury Debt N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N N 198000000.00 197969969.34 0.0017 N 197972280.00 197972280.00 UNITED STATES TREASURY United States Treasury Bill 0.010000% 9127955D9 Treasury Debt N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 291000000.00 290996523.86 0.0025 N 290982540.00 290982540.00 UNITED STATES TREASURY United States Treasury Bill 0.025000% 9127955F4 Treasury Debt N First Tier Security N/A N/A 2012-03-29 2012-03-29 N N N 500000000.00 499980209.73 0.0044 N 499960000.00 499960000.00 UNITED STATES TREASURY United States Treasury Bill 0.028000% 9127955F4 Treasury Debt N First Tier Security N/A N/A 2012-03-29 2012-03-29 N N N 500000000.00 499977832.64 0.0044 N 499960000.00 499960000.00 UNITED STATES TREASURY United States Treasury Bill 0.026000% 9127955F4 Treasury Debt N First Tier Security N/A N/A 2012-03-29 2012-03-29 N N N 400000000.00 399983533.89 0.0035 N 399968000.00 399968000.00 UNITED STATES TREASURY United States Treasury Bill 0.020000% 9127955H0 Treasury Debt N First Tier Security N/A N/A 2012-04-12 2012-04-12 N N N 250000000.00 249990138.02 0.0022 N 249975000.00 249975000.00 UNITED STATES TREASURY United States Treasury Bill 0.010000% 9127955H0 Treasury Debt N First Tier Security N/A N/A 2012-04-12 2012-04-12 N N N 10000000.00 9999802.76 0.0001 N 9999000.00 9999000.00 UNITED STATES TREASURY United States Treasury Bill 0.031500% 9127955J6 Treasury Debt N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 500000000.00 499965875.00 0.0044 N 499945000.00 499945000.00 UNITED STATES TREASURY United States Treasury Bill 0.042000% 9127955J6 Treasury Debt N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 500000000.00 499954500.00 0.0044 N 499945000.00 499945000.00 UNITED STATES TREASURY United States Treasury Bill 0.043000% 9127955J6 Treasury Debt N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 500000000.00 499953416.67 0.0044 N 499945000.00 499945000.00 UNITED STATES TREASURY United States Treasury Bill 0.042500% 9127955K3 Treasury Debt N First Tier Security N/A N/A 2012-04-26 2012-04-26 N N N 540000000.00 539945812.78 0.0047 N 539935200.00 539935200.00 UNITED STATES TREASURY United States Treasury Bill 0.045010% 9127955K3 Treasury Debt N First Tier Security N/A N/A 2012-04-26 2012-04-26 N N N 500000000.00 499946875.00 0.0044 N 499940000.00 499940000.00 UNITED STATES TREASURY United States Treasury Bill 0.050010% 9127955K3 Treasury Debt N First Tier Security N/A N/A 2012-04-26 2012-04-26 N N N 500000000.00 499940971.70 0.0044 N 499940000.00 499940000.00 UNITED STATES TREASURY United States Treasury Bill 0.043510% 9127955K3 Treasury Debt N First Tier Security N/A N/A 2012-04-26 2012-04-26 N N N 250000000.00 249974322.53 0.0022 N 249970000.00 249970000.00 UNITED STATES TREASURY United States Treasury Bill 0.043510% 9127955K3 Treasury Debt N First Tier Security N/A N/A 2012-04-26 2012-04-26 N N N 180000000.00 179981512.22 0.0016 N 179978400.00 179978400.00 UNITED STATES TREASURY United States Treasury Bill 0.065020% 9127955P2 Treasury Debt N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N N 500000000.00 499897986.11 0.0044 N 499905000.00 499905000.00 UNITED STATES TREASURY United States Treasury Bill 0.065020% 9127955P2 Treasury Debt N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N N 500000000.00 499897986.11 0.0044 N 499905000.00 499905000.00 UNITED STATES TREASURY United States Treasury Bill 0.065020% 9127955P2 Treasury Debt N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N N 500000000.00 499897986.11 0.0044 N 499905000.00 499905000.00 UNITED STATES TREASURY United States Treasury Bill 0.070520% 9127955P2 Treasury Debt N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N N 500000000.00 499889354.17 0.0044 N 499905000.00 499905000.00 UNITED STATES TREASURY United States Treasury Bill 0.065020% 9127955U1 Treasury Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 65000000.00 64981809.09 0.0006 N 64981800.00 64981800.00 UNITED STATES TREASURY United States Treasury Bill 0.080030% 912795Z20 Treasury Debt N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N N 500000000.00 499983333.52 0.0044 N 499990000.00 499990000.00 UNITED STATES TREASURY United States Treasury Bill 0.010000% 912795Z20 Treasury Debt N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N N 100000000.00 99999583.30 0.0009 N 99998000.00 99998000.00 UNITED STATES TREASURY United States Treasury Bill 0.015000% 912795Z38 Treasury Debt N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 3000000000.00 2999972500.00 0.0262 N 2999940000.00 2999940000.00 UNITED STATES TREASURY United States Treasury Bill 0.029000% 912795Z46 Treasury Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 1000000000.00 999976637.47 0.0087 N 999960000.00 999960000.00 UNITED STATES TREASURY United States Treasury Bill 0.028000% 912795Z46 Treasury Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 100000000.00 99997744.37 0.0009 N 99996000.00 99996000.00 UNITED STATES TREASURY United States Treasury Note/Bond 4.375000% 912828AJ9 Treasury Debt N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N N 1100000000.00 1125331260.80 0.0098 N 1125267000.00 1125267000.00 UNITED STATES TREASURY United States Treasury Note/Bond 4.500000% 912828GM6 Treasury Debt N First Tier Security N/A N/A 2012-03-31 2012-03-31 N N N 200000000.00 201423427.24 0.0018 N 201438000.00 201438000.00 UNITED STATES TREASURY United States Treasury Note/Bond 4.125000% 912828HC7 Treasury Debt N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 100000000.00 102326054.48 0.0009 N 102313000.00 102313000.00 UNITED STATES TREASURY United States Treasury Note/Bond 1.375000% 912828KG4 Treasury Debt N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 847000000.00 848288980.77 0.0074 N 848194270.00 848194270.00 UNITED STATES TREASURY United States Treasury Note/Bond 1.375000% 912828KK5 Treasury Debt N First Tier Security N/A N/A 2012-04-15 2012-04-15 N N N 2232000000.00 2237812560.67 0.0196 N 2237580000.00 2237580000.00 UNITED STATES TREASURY United States Treasury Note/Bond 1.500000% 912828LB4 Treasury Debt N First Tier Security N/A N/A 2012-07-15 2012-07-15 N N N 1483000000.00 1492506133.39 0.0130 N 1492268750.00 1492268750.00 UNITED STATES TREASURY United States Treasury Note/Bond 1.750000% 912828LH1 Treasury Debt N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N N 2650000000.00 2673687603.77 0.0234 N 2673187500.00 2673187500.00 UNITED STATES TREASURY United States Treasury Note/Bond 1.000000% 912828MU1 Treasury Debt N First Tier Security N/A N/A 2012-03-31 2012-03-31 N N N 940000000.00 941395430.50 0.0082 N 941175000.00 941175000.00 UNITED STATES TREASURY United States Treasury Note/Bond 0.750000% 912828NE6 Treasury Debt N First Tier Security N/A N/A 2012-05-31 2012-05-31 N N N 300000000.00 300653224.52 0.0026 N 300609000.00 300609000.00 UNIVERSITY OF MISSOURI Curators of the University of Missouri System Facilities Revenue VRDO 0.040000% 231266FB8 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 62150000.00 62150000.00 0.0005 N 62150000.00 62150000.00 UNIVERSITY OF SOUTH FLORIDA FINANCING CORP. University of South Florida Financing Corp. COP VRDO 0.070000% 90341UBV3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y WACHOVIA BANK NA N/A N/A N 40700000.00 40700000.00 0.0004 N 40700000.00 40700000.00 UNIVERSITY OF TEXAS PERMANENT UNIVERSITY FUND (PUF) University of Texas Permanent University Fund Revenue VRDO 0.030000% 9151153V9 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 152100000.00 152100000.00 0.0013 N 152100000.00 152100000.00 UNIVERSITY OF TEXAS SYSTEM - REVENUE FINANCING SYSTEM (RFS) Board of Regents of the University of Texas System Revenue Financing System Revenue VRDO 0.020000% 915137T60 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 66305000.00 66305000.00 0.0006 N 66305000.00 66305000.00 UNIVERSITY OF TEXAS SYSTEM - REVENUE FINANCING SYSTEM (RFS) Board of Regents of the University of Texas System Revenue Financing System Revenue VRDO 0.030000% 915137T86 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 95000000.00 95000000.00 0.0008 N 95000000.00 95000000.00 UNIVERSITY OF TEXAS SYSTEM - REVENUE FINANCING SYSTEM (RFS) Board of Regents of the University of Texas System Revenue Financing System Revenue VRDO 0.030000% 915137T94 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 58300000.00 58300000.00 0.0005 N 58300000.00 58300000.00 UNIVERSITY OF TEXAS SYSTEM - REVENUE FINANCING SYSTEM (RFS) Board of Regents of the University of Texas System Revenue Financing System Revenue VRDO 0.020000% 915137U35 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 17425000.00 17425000.00 0.0002 N 17425000.00 17425000.00 UTAH HOUSING CORP. Utah Housing Corp. Single Family Mortgage Revenue VRDO 0.070000% 917436M53 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 15100000.00 15100000.00 0.0001 N 15100000.00 15100000.00 UTAH HOUSING CORP. Utah Housing Corp. Single Family Mortgage Revenue VRDO 0.070000% 917436M79 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 19250000.00 19250000.00 0.0002 N 19250000.00 19250000.00 VANGUARD MUNICIPAL CASH MANAGEMENT FUND Vanguard Municipal Cash Management Fund 0.063000% 92202X308 Investment Company N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 1649299723.75 1649299723.75 0.0144 N 1649299723.75 1649299723.75 VIRGINIA SMALL BUSINESS FINANCING AUTHORITY Virginia Small Business Financing Authority Health Facilities Revenue (Bon Secours Health System Inc.) VRDO 0.060000% 928105AY1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 7200000.00 7200000.00 0.0001 N 7200000.00 7200000.00 WAL-MART STORES INC Wal-Mart Stores, Inc. 0.070010% 93114ECS4 Other Commercial Paper N First Tier Security N/A N/A 2012-03-26 2012-03-26 N N N 29299000.00 29295923.60 0.0003 N 29291382.26 29291382.26 WAL-MART STORES INC Wal-Mart Stores, Inc. 0.090020% 93114EDR5 Other Commercial Paper N First Tier Security N/A N/A 2012-04-25 2012-04-25 N N N 41500000.00 41491285.00 0.0004 N 41480495.00 41480495.00 WARREN COUNTY (KY) Warren County KY Revenue (Western Kentucky University Student Life Foundation Inc. Project) VRDO 0.080000% 934899AA3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 19500000.00 19500000.00 0.0002 N 19500000.00 19500000.00 WARREN COUNTY (KY) Warren County KY Revenue (Western Kentucky University Student Life Foundation Inc. Project) VRDO 0.080000% 934899AC9 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 13500000.00 13500000.00 0.0001 N 13500000.00 13500000.00 WASHINGTON COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY (PA) Washington County PA Authority Revenue (Girard Estate Project) VRDO 0.080000% 938591BD5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 10490000.00 10490000.00 0.0001 N 10490000.00 10490000.00 WASHINGTON STATE HEALTH CARE FACILITIES AUTHORITY Washington Health Care Facilities Authority Revenue (Swedish Health Services) VRDO 0.060000% 93978E3M2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y US BANK NATIONAL ASSOCIATION N/A N/A N 43500000.00 43500000.00 0.0004 N 43500000.00 43500000.00 WASHINGTON STATE HEALTH CARE FACILITIES AUTHORITY Washington Health Care Facilities Authority Revenue (MultiCare Health System) VRDO 0.060000% 93978E3V2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y WELLS FARGO BANK NA N/A N/A N 24975000.00 24975000.00 0.0002 N 24975000.00 24975000.00 WASHINGTON STATE HIGHER EDUCATION FACILITIES AUTHORITY Washington Higher Education Facilities Authority Revenue (Bastyr University Project) VRDO 0.060000% 939781WQ9 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y US BANK NATIONAL ASSOCIATION N/A N/A N 7800000.00 7800000.00 0.0001 N 7800000.00 7800000.00 WASHINGTON STATE HOUSING FINANCE COMMISSION Washington Housing Finance Commission Non-profit Housing Revenue (Rockwood Retirement Communities Program) VRDO 0.070000% 939783PB6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y WELLS FARGO BANK NA N/A N/A N 6100000.00 6100000.00 0.0001 N 6100000.00 6100000.00 WEST VIRGINIA HOSPITAL FINANCE AUTHORITY West Virginia Hospital Finance Authority Hospital Revenue (Charleston Area Medical Center Inc.) VRDO 0.070000% 956624AQ3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y BRANCH BANKING AND TRUST COMPANY N/A N/A N 30045000.00 30045000.00 0.0003 N 30045000.00 30045000.00 WESTPAC BANKING CORP Westpac Banking Corp. 0.350610% 9612C0B73 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 391820000.00 391797143.83 0.0034 N 391816081.80 391816081.80 WESTPAC BANKING CORP Westpac Banking Corp. 0.360660% 9612C0B73 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 331000000.00 330980140.00 0.0029 N 330996690.00 330996690.00 WESTPAC BANKING CORP Westpac Banking Corp. 0.370700% 9612C0BG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N N 499000000.00 498923070.83 0.0044 N 498980040.00 498980040.00 WESTPAC BANKING CORP Westpac Banking Corp. 0.446300% 9612C4BZ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-13 2012-04-11 N N N 500000000.00 500000000.00 0.0044 N 499895000.00 499895000.00 WESTPAC BANKING CORP Westpac Banking Corp. 0.445800% 9612C4CL3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-07-16 N N N 404000000.00 404000000.00 0.0035 N 404000000.00 404000000.00 WESTPAC BANKING CORPORATION NEW YORK BRANCH Westpac Banking Corp. (New York Branch) 0.360000% 96121TGH5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N N 496000000.00 496000000.00 0.0043 N 496014880.00 496014880.00 WESTPAC BANKING CORPORATION NEW YORK BRANCH Westpac Banking Corp. (New York Branch) 0.470000% 96121TGX0 Certificate of Deposit N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 500000000.00 500000000.00 0.0044 N 500045000.00 500045000.00 WESTPAC BANKING CORPORATION NEW YORK BRANCH Westpac Banking Corp. (New York Branch) 0.445300% 96121TJC3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-03 2012-05-03 N N N 350000000.00 350000000.00 0.0031 N 349902000.00 349902000.00 WHITTIER, CITY OF (CA) Whittier CA Health Facility Revenue (Presbyterian Intercommunity Hospital) VRDO 0.040000% 966769CY5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y US BANK NATIONAL ASSOCIATION N/A N/A N 20500000.00 20500000.00 0.0002 N 20500000.00 20500000.00 WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY Wisconsin Health & Educational Facilities Authority Revenue (Aurora Health Care Inc.) VRDO 0.060000% 97710N2M7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 N Y JPMORGAN CHASE BANK NA N/A N/A N 31200000.00 31200000.00 0.0003 N 31200000.00 31200000.00