-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, EQ1HLToPI4ujZ53XkCmy2/e6W5bVtj1dTCbNe4DM1jdAe41S003Ktn/q4usvBwzG YvbimUqrT4wLb776XohPMA== 0000278001-11-000005.txt : 20110228 0000278001-11-000005.hdr.sgml : 20110228 20110107105232 ACCESSION NUMBER: 0000278001-11-000005 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101230 FILED AS OF DATE: 20110107 DATE AS OF CHANGE: 20110107 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 042667982 STATE OF INCORPORATION: MA FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 11516040 BUSINESS ADDRESS: STREET 1: 82 DEVONSHIRE ST CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 2142816360 MAIL ADDRESS: STREET 1: FIDLEITY INVESTMENTS MAILZONE DW4B STREET 2: P.O. BOX 650471 CITY: DALLAS STATE: TX ZIP: 75265-0471 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007149 Fidelity Cash Reserves C000019553 Fidelity Cash Reserves FDRXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2010-12-30 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY RESEARCH & ANALYSIS COMPANY (FRAC) 801-28774 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC. 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 55 85 119109656108.05 94329726.30 225280592.87 118978705241.48 0.0040 1.0002 2010-12-30 1.0002 2010-12-30 C000019553 2500.00 118978705241.48 1.00 -1508471.39 26217684556.28 26219193027.67 0.0004 1.0002 2010-12-30 1.0002 2010-12-30 Bank of Montreal Bank of Montreal, 0.28% 06366FXE6 Certificate of Deposit First Tier Security 2011-01-18 2011-03-17 N N N 238000000.00 238000000.00 0.0020 N 237973820.00 237973820.00 Bank of Montreal Bank of Montreal, 0.36% 06366UEK0 Certificate of Deposit First Tier Security 2011-01-24 2011-11-22 N N N 101000000.00 101000000.00 0.0008 N 100955661.00 100955661.00 Bank of Montreal Bank of Montreal, 0.41% 06366FK91 Certificate of Deposit First Tier Security 2011-01-25 2011-05-25 N N N 388000000.00 388000000.00 0.0033 N 387941800.00 387941800.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06416P5J4 Certificate of Deposit First Tier Security 2011-01-18 2011-04-13 N N N 384000000.00 384000000.00 0.0032 N 384007680.00 384007680.00 Bank of Nova Scotia Bank of Nova Scotia, 0.33% 06417DKU8 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 500000000.00 500000000.00 0.0042 N 500049800.00 500049800.00 Bank of Nova Scotia Bank of Nova Scotia, 0.35% 06417DJE6 Certificate of Deposit First Tier Security 2011-02-16 2011-12-16 N N N 206000000.00 206000000.00 0.0017 N 205649182.00 205649182.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.28% 06538A3K9 Certificate of Deposit First Tier Security 2011-01-04 2011-01-04 N N N 334000000.00 333999995.72 0.0028 N 334000367.40 334000367.40 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3Q6 Certificate of Deposit First Tier Security 2011-07-07 2011-07-07 N N N 380000000.00 380000000.00 0.0032 N 379979024.00 379979024.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3U7 Certificate of Deposit First Tier Security 2011-07-08 2011-07-08 N N N 379000000.00 379000000.00 0.0032 N 378978965.50 378978965.50 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3V5 Certificate of Deposit First Tier Security 2011-07-11 2011-07-11 N N N 379000000.00 379000000.00 0.0032 N 378978624.40 378978624.40 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.52% 06538AT39 Certificate of Deposit First Tier Security 2011-02-09 2011-02-09 N N N 750000000.00 750000000.00 0.0063 N 750182775.00 750182775.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.54% 06538AS71 Certificate of Deposit First Tier Security 2011-02-08 2011-02-08 N N N 384000000.00 384000000.00 0.0032 N 384099532.80 384099532.80 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.62% 06538AP58 Certificate of Deposit First Tier Security 2011-01-24 2011-01-24 N N N 950000000.00 950000000.00 0.0080 N 950221160.00 950221160.00 Barclays Bank PLC New York Branch Barclays Bank PLC New York Branch, 0.30% 06740MSY0 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 1468000000.00 1468000000.00 0.0123 N 1467999853.20 1467999853.20 BNP Paribas New York Branch BNP Paribas New York Branch, 0.32% 0556M5A96 Certificate of Deposit First Tier Security 2011-02-09 2011-02-09 N N N 1000000000.00 1000000000.00 0.0084 N 999999900.00 999999900.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.40% 0556M5TR6 Certificate of Deposit First Tier Security 2011-04-06 2011-04-06 N N N 500000000.00 500000000.00 0.0042 N 499999500.00 499999500.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.41% 0556M5XS9 Certificate of Deposit First Tier Security 2011-05-12 2011-05-12 N N N 1150000000.00 1150000000.00 0.0097 N 1149746310.00 1149746310.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.44% 0556M5SA4 Certificate of Deposit First Tier Security 2011-03-22 2011-03-22 N N N 801000000.00 801000000.00 0.0067 N 801125276.40 801125276.40 BNP Paribas New York Branch BNP Paribas New York Branch, 0.48% 0556M5ND3 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 781000000.00 781000000.00 0.0066 N 781183222.60 781183222.60 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.36% 13606XF52 Certificate of Deposit First Tier Security 2011-01-04 2011-10-04 N N N 376000000.00 376000000.00 0.0032 N 375859752.00 375859752.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.36% 13606XF86 Certificate of Deposit First Tier Security 2011-01-10 2011-11-07 N N N 757000000.00 757000000.00 0.0064 N 756682817.00 756682817.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.38% 13606XB31 Certificate of Deposit First Tier Security 2011-01-07 2011-03-07 N N N 213000000.00 213000000.00 0.0018 N 212989989.00 212989989.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.41% 13606XA57 Certificate of Deposit First Tier Security 2011-01-04 2011-04-01 N N N 393000000.00 393004130.82 0.0033 N 392939085.00 392939085.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.43% 13606XB49 Certificate of Deposit First Tier Security 2011-01-07 2011-05-09 N N N 196000000.00 196000000.00 0.0016 N 195980596.00 195980596.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.50% 13606XE61 Certificate of Deposit First Tier Security 2011-09-13 2011-09-13 N N N 413000000.00 413000000.00 0.0035 N 413261718.10 413261718.10 Credit Agricole CIB Credit Agricole CIB, 0.36% 22532YYJ9 Certificate of Deposit First Tier Security 2011-03-01 2011-03-01 N N N 291000000.00 291000000.00 0.0024 N 290999970.90 290999970.90 DnB NOR Bank ASA DnB NOR Bank ASA, 0.40% 25600TTZ0 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 125000000.00 125000000.00 0.0011 N 125018412.50 125018412.50 DZ BANK AG DZ BANK AG, 0.35% 23322A6X3 Certificate of Deposit First Tier Security 2011-01-12 2011-01-12 N N N 500000000.00 500000000.00 0.0042 N 500013300.00 500013300.00 DZ BANK AG DZ BANK AG, 0.40% 23322A7H7 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 369000000.00 369000000.00 0.0031 N 369041992.20 369041992.20 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.45% 51488P5M6 Certificate of Deposit First Tier Security 2011-01-13 2011-01-13 N N N 1481000000.00 1481000000.00 0.0124 N 1481096265.00 1481096265.00 National Bank Canada National Bank Canada, 0.39% 63306VP87 Certificate of Deposit First Tier Security 2011-02-07 2011-11-04 N N N 998000000.00 998000000.00 0.0084 N 997576848.00 997576848.00 Natixis SA Natixis SA, 0.41% 63873BS24 Certificate of Deposit First Tier Security 2011-01-18 2011-02-02 Y NATIXIS N Y BRH N/A N/A N N 832000000.00 832000000.00 0.0070 N 831796992.00 831796992.00 Natixis SA Natixis SA, 0.44% 63873BG27 Certificate of Deposit First Tier Security 2011-01-07 2011-03-07 N N N 758000000.00 758000000.00 0.0064 N 758056850.00 758056850.00 Natixis SA Natixis SA, 0.56% 63873BYN1 Certificate of Deposit First Tier Security 2011-01-31 2011-02-01 Y NATIXIS N Y BRH N/A N/A N N 784000000.00 784000000.00 0.0066 N 784130928.00 784130928.00 Natixis SA Natixis SA, 0.66% 63873BXH5 Certificate of Deposit First Tier Security 2011-01-04 2011-01-04 Y NATIXIS N Y BRH N/A N/A N N 750000000.00 750000000.00 0.0063 N 750000000.00 750000000.00 Natixis SA Natixis SA, 2.00% 63873BHT7 Certificate of Deposit First Tier Security 2011-03-22 2011-03-22 Y NATIXIS N Y BRH N/A N/A N N 661000000.00 661000000.00 0.0056 N 660094430.00 660094430.00 Norddeutsche Landesbank Norddeutsche Landesbank, 0.60% 65556LX41 Certificate of Deposit First Tier Security 2011-01-03 2011-01-03 N N N 93000000.00 93000000.00 0.0008 N 93002557.50 93002557.50 Norddeutsche Landesbank Norddeutsche Landesbank, 0.60% 65556LX66 Certificate of Deposit First Tier Security 2011-01-04 2011-01-04 N N N 500000000.00 500000000.00 0.0042 N 500018350.00 500018350.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.26% 74977MCC7 Certificate of Deposit First Tier Security 2011-01-10 2011-02-09 N N N 388000000.00 388000000.00 0.0033 N 387962364.00 387962364.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.26% 74977MCP8 Certificate of Deposit First Tier Security 2011-01-24 2011-02-24 N N N 454000000.00 454000000.00 0.0038 N 453931900.00 453931900.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.26% 74977MCR4 Certificate of Deposit First Tier Security 2011-01-25 2011-02-25 N N N 194000000.00 194000000.00 0.0016 N 193969736.00 193969736.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.27% 74977MCT0 Certificate of Deposit First Tier Security 2011-01-04 2011-03-03 N N N 390000000.00 390000000.00 0.0033 N 389987520.00 389987520.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.34% 74977MLX1 Certificate of Deposit First Tier Security 2011-03-09 2011-03-09 N N N 608000000.00 608000000.00 0.0051 N 608057030.40 608057030.40 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.40% 74977MLC7 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 252000000.00 252000000.00 0.0021 N 252034448.40 252034448.40 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.50% 74977MMB8 Certificate of Deposit First Tier Security 2011-09-12 2011-09-12 N N N 379000000.00 379000000.00 0.0032 N 379131929.90 379131929.90 Royal Bank of Canada Royal Bank of Canada, 0.63% 78009JKX2 Certificate of Deposit First Tier Security 2011-01-04 2011-12-30 N N N 900000000.00 900000000.00 0.0076 N 901331100.00 901331100.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.26% 78009JZV0 Certificate of Deposit First Tier Security 2011-01-12 2011-03-14 N N N 38000000.00 38000000.00 0.0003 N 37996124.00 37996124.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.26% 78009JA39 Certificate of Deposit First Tier Security 2011-01-18 2011-03-18 N N N 117000000.00 117000000.00 0.0010 N 116989002.00 116989002.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.26% 78009JYW9 Certificate of Deposit First Tier Security 2011-01-21 2011-01-21 N N N 75000000.00 75000000.00 0.0006 N 74999100.00 74999100.00 Societe Generale Societe Generale, 0.33% 83369RLF6 Certificate of Deposit First Tier Security 2011-02-03 2011-02-03 N N N 551000000.00 551000000.00 0.0046 N 551015593.30 551015593.30 Societe Generale Societe Generale, 0.33% 83369RLM1 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 728000000.00 728000000.00 0.0061 N 728023004.80 728023004.80 Societe Generale Societe Generale, 1.49% 8336P2ZP6 Certificate of Deposit First Tier Security 2011-02-05 2011-02-05 Y SOCGEN N/A N/A N N 228000000.00 228000000.00 0.0019 N 227982444.00 227982444.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.27% 86562GA37 Certificate of Deposit First Tier Security 2011-01-07 2011-01-07 N N N 300000000.00 300000000.00 0.0025 N 300000570.00 300000570.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.27% 86562GA45 Certificate of Deposit First Tier Security 2011-01-10 2011-01-10 N N N 82000000.00 82000000.00 0.0007 N 82000221.40 82000221.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.27% 86562GD26 Certificate of Deposit First Tier Security 2011-01-26 2011-01-26 N N N 371000000.00 371000000.00 0.0031 N 371002671.20 371002671.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.27% 86562GD67 Certificate of Deposit First Tier Security 2011-01-28 2011-01-28 N N N 186000000.00 186000000.00 0.0016 N 186001432.20 186001432.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GYC1 Certificate of Deposit First Tier Security 2011-01-13 2011-01-13 N N N 189000000.00 189000000.00 0.0016 N 189002721.60 189002721.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GYE7 Certificate of Deposit First Tier Security 2011-01-14 2011-01-14 N N N 39000000.00 39000000.00 0.0003 N 39000604.50 39000604.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GYF4 Certificate of Deposit First Tier Security 2011-01-19 2011-01-19 N N N 250000000.00 250000000.00 0.0021 N 250005250.00 250005250.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GH97 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 187000000.00 187000000.00 0.0016 N 187002337.50 187002337.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GH30 Certificate of Deposit First Tier Security 2011-02-16 2011-02-16 N N N 249000000.00 249000000.00 0.0021 N 249003237.00 249003237.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GG98 Certificate of Deposit First Tier Security 2011-02-17 2011-02-17 N N N 500000000.00 500000000.00 0.0042 N 500006650.00 500006650.00 Svenska Handelsbanken Svenska Handelsbanken, 0.35% 86959BLM5 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 735000000.00 735012435.02 0.0062 N 734886883.50 734886883.50 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.26% 89112YAX1 Certificate of Deposit First Tier Security 2011-01-10 2011-03-10 N N N 95000000.00 95000000.00 0.0008 N 94991070.00 94991070.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.27% 89112YAJ2 Certificate of Deposit First Tier Security 2011-01-04 2011-02-04 N N N 193000000.00 193000000.00 0.0016 N 192995368.00 192995368.00 UBS AG UBS AG, 0.31% 90267AYZ3 Certificate of Deposit First Tier Security 2011-03-16 2011-03-16 N N N 520000000.00 520000000.00 0.0044 N 520032448.00 520032448.00 UBS AG UBS AG, 0.31% 90267AZA7 Certificate of Deposit First Tier Security 2011-03-18 2011-03-18 N N N 1500000000.00 1500000000.00 0.0126 N 1500096150.00 1500096150.00 UBS AG UBS AG, 0.35% 90267AZD1 Certificate of Deposit First Tier Security 2011-04-20 2011-04-20 N N N 695000000.00 695000000.00 0.0058 N 694999861.00 694999861.00 UBS AG UBS AG, 0.35% 90267AZM1 Certificate of Deposit First Tier Security 2011-05-02 2011-05-02 N N N 652000000.00 652000000.00 0.0055 N 651955859.60 651955859.60 Bank of Montreal Bank of Montreal, 0.26% 35L990XG4 0000927971 Certificate of Deposit First Tier Security 2011-01-14 2011-01-14 N N N 259000000.00 259000000.00 0.0022 N 259000492.10 259000492.10 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 202991TC9 0000008565 Certificate of Deposit First Tier Security 2011-04-04 2011-04-04 N N N 183000000.00 183000000.00 0.0015 N 182990447.40 182990447.40 Credit Agricole SA Credit Agricole SA, 0.33% 22999KKS0 0001191672 Certificate of Deposit First Tier Security 2011-03-08 2011-03-08 N N N 714000000.00 714000000.00 0.0060 N 713959944.60 713959944.60 Credit Agricole SA Credit Agricole SA, 0.35% 22999KKN1 0001191672 Certificate of Deposit First Tier Security 2011-03-01 2011-03-01 N N N 781000000.00 781000000.00 0.0066 N 780986723.00 780986723.00 Credit Agricole SA Credit Agricole SA, 0.37% 22999KKQ4 0001191672 Certificate of Deposit First Tier Security 2011-04-08 2011-04-08 N N N 714000000.00 714000000.00 0.0060 N 713941309.20 713941309.20 Credit Agricole SA Credit Agricole SA, 0.40% 22999KKD3 0001191672 Certificate of Deposit First Tier Security 2011-01-04 2011-01-04 N N N 919000000.00 919000000.00 0.0077 N 919011211.80 919011211.80 Credit Agricole SA Credit Agricole SA, 0.45% 22999KKM3 0001191672 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 781000000.00 781000000.00 0.0066 N 780998984.70 780998984.70 Credit Industriel et Commercial Credit Industriel et Commercial, 0.50% 22999AHC1 0001274419 Certificate of Deposit First Tier Security 2011-02-03 2011-02-03 N N N 1289000000.00 1289000000.00 0.0108 N 1289243234.30 1289243234.30 Credit Industriel et Commercial Credit Industriel et Commercial, 0.50% 22999AHD9 0001274419 Certificate of Deposit First Tier Security 2011-02-16 2011-02-16 N N N 533000000.00 533000000.00 0.0045 N 533139059.70 533139059.70 Danske Bank AS Danske Bank AS, 0.30% 21P99HUM3 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 368000000.00 368001891.11 0.0031 N 368001913.60 368001913.60 Danske Bank AS Danske Bank AS, 0.31% 21P99HSR5 Certificate of Deposit First Tier Security 2011-02-09 2011-02-09 N N N 379000000.00 379000000.00 0.0032 N 379004131.10 379004131.10 Danske Bank AS Danske Bank AS, 0.32% 21P99HUU5 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 350000000.00 350000000.00 0.0029 N 350010290.00 350010290.00 Danske Bank AS Danske Bank AS, 0.33% 21P99HUW1 Certificate of Deposit First Tier Security 2011-02-25 2011-02-25 N N N 198000000.00 198000000.00 0.0017 N 198009226.80 198009226.80 DZ BANK AG DZ BANK AG, 0.35% 36C99M9A4 Certificate of Deposit First Tier Security 2011-01-12 2011-01-12 N N N 73000000.00 73000000.00 0.0006 N 73001941.80 73001941.80 HSBC Bank PLC HSBC Bank PLC, 0.32% 35X99QAM6 0001140465 Certificate of Deposit First Tier Security 2011-04-14 2011-04-14 N N N 426000000.00 426000000.00 0.0036 N 426085881.60 426085881.60 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAL8 0001140465 Certificate of Deposit First Tier Security 2011-08-29 2011-08-29 N N N 190000000.00 190000000.00 0.0016 N 190138681.00 190138681.00 ING Bank NV ING Bank NV, 0.30% 38T99AAD0 Certificate of Deposit First Tier Security 2011-01-07 2011-01-07 N N N 399000000.00 399000000.00 0.0034 N 399002314.20 399002314.20 ING Bank NV ING Bank NV, 0.30% 38T99AAJ7 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 368000000.00 368000000.00 0.0031 N 367999963.20 367999963.20 ING Bank NV ING Bank NV, 0.30% 38T99AAK4 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 364000000.00 364000000.00 0.0031 N 363999963.60 363999963.60 ING Bank NV ING Bank NV, 0.30% 38T99AAH1 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 760000000.00 760000000.00 0.0064 N 759999848.00 759999848.00 ING Bank NV ING Bank NV, 0.31% 38T99AAG3 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 560000000.00 560000000.00 0.0047 N 560004872.00 560004872.00 ING Bank NV ING Bank NV, 0.33% 38T99AAL2 Certificate of Deposit First Tier Security 2011-03-01 2011-03-01 N N N 312000000.00 312000000.00 0.0026 N 311999968.80 311999968.80 ING Bank NV ING Bank NV, 0.33% 37X99JSC1 0001017255 Certificate of Deposit First Tier Security 2011-03-02 2011-03-02 N N N 531000000.00 531000000.00 0.0045 N 530999946.90 530999946.90 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 02B99KKY6 Certificate of Deposit First Tier Security 2011-01-06 2011-01-06 N N N 354000000.00 354000000.00 0.0030 N 354007646.40 354007646.40 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 02B99KLC3 Certificate of Deposit First Tier Security 2011-01-10 2011-01-10 N N N 360000000.00 360000000.00 0.0030 N 360012960.00 360012960.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.53% 02B99KLL3 Certificate of Deposit First Tier Security 2011-02-18 2011-02-18 N N N 686000000.00 686000000.00 0.0058 N 686214375.00 686214375.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 6329908A8 0000833029 Certificate of Deposit First Tier Security 2011-03-09 2011-03-09 N N N 739000000.00 739000000.00 0.0062 N 738999926.10 738999926.10 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 6329908E0 0000833029 Certificate of Deposit First Tier Security 2011-03-16 2011-03-16 N N N 1166000000.00 1166000000.00 0.0098 N 1165999883.40 1165999883.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.42% 6329907Y7 0000833029 Certificate of Deposit First Tier Security 2011-06-10 2011-06-10 N N N 184000000.00 184004080.45 0.0015 N 184020424.00 184020424.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.43% 6329907X9 0000833029 Certificate of Deposit First Tier Security 2011-06-06 2011-06-06 N N N 552000000.00 552000000.00 0.0046 N 552059726.40 552059726.40 Societe Generale Societe Generale, 0.32% 39A99MBN9 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 227000000.00 227000000.00 0.0019 N 227004744.30 227004744.30 Societe Generale Societe Generale, 0.33% 39A99MAG5 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 499000000.00 499000000.00 0.0042 N 499013223.50 499013223.50 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.32% 05253CRB4 Financial Company Commercial Paper First Tier Security 2011-04-11 2011-04-11 N N N 326000000.00 325710222.12 0.0027 N 325819819.80 325819819.80 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06416KQG8 Financial Company Commercial Paper First Tier Security 2011-03-16 2011-03-16 N N N 400000000.00 399753333.36 0.0034 N 399841680.00 399841680.00 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06416KQH6 Financial Company Commercial Paper First Tier Security 2011-03-17 2011-03-17 N N N 700000000.00 699562500.00 0.0059 N 699719230.00 699719230.00 Barclays Bank PLC (CCP FDG) Barclays Bank PLC (CCP FDG), 0.32% 06741GAE5 Financial Company Commercial Paper First Tier Security 2011-02-14 2011-02-14 N N N 182000000.00 181928817.73 0.0015 N 181940850.00 181940850.00 BP Capital Markets PLC BP Capital Markets PLC, 0.48% 05568UN77 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-01-07 N N N 54000000.00 53995680.00 0.0005 N 53996009.40 53996009.40 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.33% 20260BNQ7 Financial Company Commercial Paper First Tier Security 2011-01-24 2011-01-24 N N N 700000000.00 699852416.76 0.0059 N 699881910.00 699881910.00 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.33% 20260BP85 Financial Company Commercial Paper First Tier Security 2011-02-08 2011-02-08 N N N 39000000.00 38986415.01 0.0003 N 38988253.20 38988253.20 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.35% 20260BP77 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 320000000.00 319884888.90 0.0027 N 319906784.00 319906784.00 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.36% 20260BP10 Financial Company Commercial Paper First Tier Security 2011-02-01 2011-02-01 N N N 435000000.00 434867022.85 0.0037 N 434897905.50 434897905.50 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.37% 20260BNB0 Financial Company Commercial Paper First Tier Security 2011-01-11 2011-01-11 N N N 430000000.00 429955805.55 0.0036 N 429969771.00 429969771.00 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.42% 20260BN46 Financial Company Commercial Paper First Tier Security 2011-01-04 2011-01-04 N N N 579000000.00 578979735.00 0.0049 N 578985872.40 578985872.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAR7 Financial Company Commercial Paper First Tier Security 2011-02-04 2011-10-28 N N N 283000000.00 283000000.00 0.0024 N 282882272.00 282882272.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAC0 Financial Company Commercial Paper First Tier Security 2011-03-07 2011-05-31 N N N 150000000.00 150000000.00 0.0013 N 150025200.00 150025200.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAD8 Financial Company Commercial Paper First Tier Security 2011-03-10 2011-06-03 N N N 139000000.00 139000000.00 0.0012 N 139036835.00 139036835.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAN6 Financial Company Commercial Paper First Tier Security 2011-03-22 2011-09-16 N N N 174000000.00 173987495.28 0.0015 N 173934924.00 173934924.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAV8 Financial Company Commercial Paper First Tier Security 2011-02-22 2011-11-21 N N N 180000000.00 180000000.00 0.0015 N 179921520.00 179921520.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAL0 Financial Company Commercial Paper First Tier Security 2011-03-02 2011-08-26 N N N 187000000.00 187000000.00 0.0016 N 186970641.00 186970641.00 Credit Agricole North America Credit Agricole North America, 0.36% 22532CQ15 Financial Company Commercial Paper First Tier Security 2011-03-01 2011-03-01 N N N 25000000.00 24985250.00 0.0002 N 24988332.50 24988332.50 Credit Suisse New York Branch Credit Suisse New York Branch, 0.30% 2254EBQW4 Financial Company Commercial Paper First Tier Security 2011-03-30 2011-03-30 N N N 879000000.00 878355399.94 0.0074 N 878279220.00 878279220.00 Danske Corp. Danske Corp., 0.31% 2363F7P10 Financial Company Commercial Paper First Tier Security 2011-02-01 2011-02-01 N N N 76000000.00 75979712.21 0.0006 N 75982162.80 75982162.80 Danske Corp. Danske Corp., 0.31% 2363F7PA0 Financial Company Commercial Paper First Tier Security 2011-02-10 2011-02-10 N N N 200000000.00 199932222.28 0.0017 N 199935760.00 199935760.00 Danske Corp. Danske Corp., 0.31% 2363F7PB8 Financial Company Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 226000000.00 225921496.41 0.0019 N 225925126.20 225925126.20 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.30% 25153KQ34 Financial Company Commercial Paper First Tier Security 2011-03-03 2011-03-03 N N N 734000000.00 733626883.29 0.0062 N 733606869.60 733606869.60 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.30% 25153KQP5 Financial Company Commercial Paper First Tier Security 2011-03-23 2011-03-23 N N N 245000000.00 244834625.00 0.0021 N 244818626.50 244818626.50 DnB NOR Bank ASA DnB NOR Bank ASA, 0.35% 2332K1Q78 Financial Company Commercial Paper First Tier Security 2011-03-07 2011-03-07 N N N 375000000.00 374763020.85 0.0031 N 374784112.50 374784112.50 DnB NOR Bank ASA DnB NOR Bank ASA, 0.40% 2332K1P79 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 125000000.00 124948611.10 0.0011 N 124963587.50 124963587.50 DnB NOR Bank ASA DnB NOR Bank ASA, 0.40% 2332K1P79 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 176000000.00 175927644.43 0.0015 N 175948731.20 175948731.20 DnB NOR Bank ASA DnB NOR Bank ASA, 0.62% 2332K1N55 Financial Company Commercial Paper First Tier Security 2011-01-05 2011-01-05 N N N 143000000.00 142990148.90 0.0012 N 142995624.20 142995624.20 Intesa Funding LLC Intesa Funding LLC, 0.32% 4611K1P90 Financial Company Commercial Paper First Tier Security 2011-02-09 2011-02-09 N N N 347000000.00 346879706.62 0.0029 N 346875322.90 346875322.90 Intesa Funding LLC Intesa Funding LLC, 0.35% 4611K1N43 Financial Company Commercial Paper First Tier Security 2011-01-04 2011-01-04 N N N 372000000.00 371989150.02 0.0031 N 371988021.60 371988021.60 Intesa Funding LLC Intesa Funding LLC, 0.45% 4611K1NJ0 Financial Company Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 300000000.00 299936250.00 0.0025 N 299955750.00 299955750.00 Landesbank Baden-Wuert Landesbank Baden-Wuert, 0.45% 5148X1NB5 Financial Company Commercial Paper First Tier Security 2011-01-11 2011-01-11 N N N 500000000.00 499937500.00 0.0042 N 499954150.00 499954150.00 Landesbank Baden-Wuert Landesbank Baden-Wuert, 0.45% 5148X1NC3 Financial Company Commercial Paper First Tier Security 2011-01-12 2011-01-12 N N N 500000000.00 499931250.00 0.0042 N 499949500.00 499949500.00 Landesbank Baden-Wuert Landesbank Baden-Wuert, 0.45% 5148X1ND1 Financial Company Commercial Paper First Tier Security 2011-01-13 2011-01-13 N N N 500000000.00 499925000.00 0.0042 N 499944950.00 499944950.00 Landesbank Baden-Wuert Landesbank Baden-Wuert, 0.45% 5148X1NE9 Financial Company Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N N 40000000.00 39993500.00 0.0003 N 39995208.00 39995208.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 51489HN68 Financial Company Commercial Paper First Tier Security 2011-01-06 2011-01-06 N N N 487000000.00 486972944.43 0.0041 N 486982127.10 486982127.10 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.38% 6323A1P18 Financial Company Commercial Paper First Tier Security 2011-02-01 2011-02-01 N N N 426000000.00 425862437.53 0.0036 N 425900017.80 425900017.80 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.40% 6323A1P26 Financial Company Commercial Paper First Tier Security 2011-02-02 2011-02-02 N N N 189000000.00 188932799.99 0.0016 N 188953921.80 188953921.80 Nationwide Building Society Nationwide Building Society, 0.30% 6385E1PJ4 Financial Company Commercial Paper First Tier Security 2011-02-18 2011-02-18 N N N 150000000.00 149939999.97 0.0013 N 149939775.00 149939775.00 Nationwide Building Society Nationwide Building Society, 0.30% 6385E1PN5 Financial Company Commercial Paper First Tier Security 2011-02-22 2011-02-22 N N N 92000000.00 91960133.31 0.0008 N 91959234.80 91959234.80 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1QG9 Financial Company Commercial Paper First Tier Security 2011-03-16 2011-03-16 N N N 116000000.00 115916544.47 0.0010 N 115922662.80 115922662.80 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1QH7 Financial Company Commercial Paper First Tier Security 2011-03-17 2011-03-17 N N N 43000000.00 42968645.85 0.0004 N 42970858.90 42970858.90 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1QN4 Financial Company Commercial Paper First Tier Security 2011-03-22 2011-03-22 N N N 120000000.00 119906666.62 0.0010 N 119912520.00 119912520.00 Nordea North America, Inc. Nordea North America, Inc., 0.35% 6555P1PQ4 Financial Company Commercial Paper First Tier Security 2011-02-24 2011-02-24 N N N 229000000.00 228879775.00 0.0019 N 228904484.10 228904484.10 Nordea North America, Inc. Nordea North America, Inc., 0.35% 6555P1Q18 Financial Company Commercial Paper First Tier Security 2011-03-01 2011-03-01 N N N 76000000.00 75956405.55 0.0006 N 75964530.80 75964530.80 Nordea North America, Inc. Nordea North America, Inc., 0.39% 6555P1PB7 Financial Company Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 311000000.00 310863635.15 0.0026 N 310907850.70 310907850.70 Nordea North America, Inc. Nordea North America, Inc., 0.60% 6555P1NA1 Financial Company Commercial Paper First Tier Security 2011-01-10 2011-01-10 N N N 383000000.00 382942550.00 0.0032 N 382978935.00 382978935.00 Royal Bank of Canada Royal Bank of Canada, 0.40% 78009BTG7 Financial Company Commercial Paper First Tier Security 2011-06-16 2011-06-16 N N N 742000000.00 740631422.41 0.0062 N 741105073.80 741105073.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% 83050UN61 Financial Company Commercial Paper First Tier Security 2011-01-06 2011-01-06 N N N 400000000.00 399983333.36 0.0034 N 399985320.00 399985320.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.33% 83365SP15 Financial Company Commercial Paper First Tier Security 2011-02-01 2011-02-01 N N N 426000000.00 425878945.03 0.0036 N 425900017.80 425900017.80 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365SQ14 Financial Company Commercial Paper First Tier Security 2011-03-01 2011-03-01 N N N 700000000.00 699598472.16 0.0059 N 699638310.00 699638310.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HP79 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 182000000.00 181934530.52 0.0015 N 181946983.40 181946983.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HPE4 Financial Company Commercial Paper First Tier Security 2011-02-14 2011-02-14 N N N 179000000.00 178923427.77 0.0015 N 178935112.50 178935112.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958UNR1 Financial Company Commercial Paper First Tier Security 2011-01-25 2011-01-25 N N N 200000000.00 199964000.00 0.0017 N 199968880.00 199968880.00 Swedbank AB Swedbank AB, 0.35% 87019SNA8 Financial Company Commercial Paper First Tier Security 2011-01-10 2011-01-10 N N N 65000000.00 64994312.50 0.0005 N 64995885.50 64995885.50 Swedbank AB Swedbank AB, 0.35% 87019SNB6 Financial Company Commercial Paper First Tier Security 2011-01-11 2011-01-11 N N N 55000000.00 54994652.77 0.0005 N 54996133.50 54996133.50 Swedbank AB Swedbank AB, 0.35% 87019SNC4 Financial Company Commercial Paper First Tier Security 2011-01-12 2011-01-12 N N N 90000000.00 89990374.99 0.0008 N 89993007.00 89993007.00 Swedbank AB Swedbank AB, 0.35% 87019SNE0 Financial Company Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N N 63000000.00 62992037.50 0.0005 N 62994166.20 62994166.20 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.40% 89153QWF3 Financial Company Commercial Paper First Tier Security 2011-09-15 2011-09-15 N N N 134000000.00 133617355.60 0.0011 N 133521754.00 133521754.00 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.43% 89153QWG1 Financial Company Commercial Paper First Tier Security 2011-09-16 2011-09-16 N N N 265000000.00 264183358.41 0.0022 N 264048650.00 264048650.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HP40 Financial Company Commercial Paper First Tier Security 2011-02-04 2011-02-04 N N N 216000000.00 215928599.99 0.0018 N 215956540.80 215956540.80 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HPH1 Financial Company Commercial Paper First Tier Security 2011-02-17 2011-02-17 N N N 41000000.00 40981265.27 0.0003 N 40986769.30 40986769.30 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HRF3 Financial Company Commercial Paper First Tier Security 2011-04-15 2011-04-15 N N N 90000000.00 89909000.03 0.0008 N 89926497.00 89926497.00 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262DRL1 Financial Company Commercial Paper First Tier Security 2011-04-20 2011-04-20 N N N 25000000.00 24973506.95 0.0002 N 24975530.00 24975530.00 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262DS22 Financial Company Commercial Paper First Tier Security 2011-05-02 2011-05-02 N N N 48000000.00 47943533.34 0.0004 N 47947296.00 47947296.00 Unicredit Delaware, Inc. Unicredit Delaware, Inc., 0.44% 90467BNE8 Financial Company Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N N 49000000.00 48992214.45 0.0004 N 48994369.90 48994369.90 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.40% 9046Q3N62 Financial Company Commercial Paper First Tier Security 2011-01-06 2011-01-06 N N N 186000000.00 185989666.66 0.0016 N 185991946.20 185991946.20 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.40% 9046Q3N70 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-01-07 N N N 281000000.00 280981266.68 0.0024 N 280985781.40 280985781.40 Westpac Banking Corp. Westpac Banking Corp., 0.29% 9612C4BC4 Financial Company Commercial Paper First Tier Security 2011-01-19 2011-04-19 N N N 500000000.00 500000000.00 0.0042 N 499967500.00 499967500.00 Westpac Banking Corp. Westpac Banking Corp., 0.29% 9612C4BD2 Financial Company Commercial Paper First Tier Security 2011-01-20 2011-04-20 N N N 500000000.00 500000000.00 0.0042 N 499971000.00 499971000.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-01-20 2011-09-19 N N N 450000000.00 450000000.00 0.0038 N 449841600.00 449841600.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-01-24 2011-09-23 N N N 450000000.00 450000000.00 0.0038 N 449838900.00 449838900.00 Westpac Banking Corp. Westpac Banking Corp., 0.36% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-10-07 N N N 381000000.00 381000000.00 0.0032 N 380827407.00 380827407.00 Westpac Banking Corp. Westpac Banking Corp., 0.45% 9612C1WC7 Financial Company Commercial Paper First Tier Security 2011-09-12 2011-09-12 N N N 359000000.00 357860175.00 0.0030 N 357792108.60 357792108.60 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.45% 41068LN36 Asset Backed Commercial Paper First Tier Security 2011-01-03 2011-01-03 N N Y LIQUIDITY NORDDEUT (GTD) N/A N/A USBANKNA N/A N/A 109000000.00 108997275.00 0.0009 N 108997362.20 108997362.20 CVS Caremark Corp. CVS Caremark Corp., 0.40% 12664RAC6 Other Commercial Paper Second Tier Security 2011-01-31 2011-01-31 Y CVS CAREMARK N/A N/A N N 224000000.00 224000000.00 0.0019 N 223953856.00 223953856.00 Novartis Finance Corp. Novartis Finance Corp., 0.30% 6698M5NJ4 Other Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 189000000.00 188973224.98 0.0016 N 188979682.50 188979682.50 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PB9 Other Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 56000000.00 55977040.00 0.0005 N 55983407.20 55983407.20 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PP8 Other Commercial Paper First Tier Security 2011-02-23 2011-02-23 N N N 189000000.00 188899830.00 0.0016 N 188922888.00 188922888.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780KNS3 Other Commercial Paper Second Tier Security 2011-01-26 2011-01-26 N N N 117000000.00 116967499.97 0.0010 N 116969919.30 116969919.30 Xerox Corp. Xerox Corp., 1.00% 98412FNJ7 Other Commercial Paper Second Tier Security 2011-01-18 2011-01-18 N N N 43000000.00 42979694.44 0.0004 N 42989357.50 42989357.50 Xerox Corp. Xerox Corp., 1.00% 98412FNQ1 Other Commercial Paper Second Tier Security 2011-01-24 2011-01-24 N N N 64000000.00 63959111.10 0.0005 N 63978540.80 63978540.80 U.S. Treasury Bills U.S. Treasury Bills, 0.23% 912795X22 Treasury Debt First Tier Security 2011-06-30 2011-06-30 N N N 2100000000.00 2097637500.00 0.0176 N 2098078500.00 2098078500.00 U.S. Treasury Bills U.S. Treasury Bills, 0.28% 9127952P5 Treasury Debt First Tier Security 2011-11-17 2011-11-17 N N N 335400000.00 334565226.97 0.0028 N 334674194.40 334674194.40 U.S. Treasury Notes U.S. Treasury Notes, 0.24% to 0.31% 912828JU5 Treasury Debt First Tier Security 2011-11-15 2011-11-15 N N N 1462000000.00 1480792919.50 0.0124 N 1480160964.00 1480160964.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% to 0.27% 912828LG3 Treasury Debt First Tier Security 2011-07-31 2011-07-31 N N N 1467000000.00 1473295812.45 0.0124 N 1473532551.00 1473532551.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% to 0.29% 912828LT5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 893000000.00 898275845.14 0.0075 N 898232087.00 898232087.00 U.S. Treasury Notes U.S. Treasury Notes, 0.29% to 0.32% 912828MM9 Treasury Debt First Tier Security 2011-11-30 2011-11-30 N N N 1136000000.00 1140532971.76 0.0096 N 1140481520.00 1140481520.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828FW5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 583000000.00 603849677.66 0.0051 N 603701164.00 603701164.00 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc., 0.27% 084670AW8 Other Note First Tier Security 2011-02-10 2011-02-10 N N N 110000000.00 110000000.00 0.0009 N 109997690.00 109997690.00 BNP Paribas SA BNP Paribas SA, 0.54% 05567LSW8 Other Note First Tier Security 2011-02-11 2011-02-11 N N N 696000000.00 696000000.00 0.0058 N 696077256.00 696077256.00 BP Capital Markets PLC BP Capital Markets PLC, 0.44% 05565QAW8 Other Note First Tier Security 2011-03-11 2011-04-11 N N N 391705000.00 391705000.00 0.0033 N 391862465.41 391862465.41 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.32% 2027A0ED7 Other Note First Tier Security 2011-01-04 2011-01-04 N N N 806000000.00 806000000.00 0.0068 N 806000000.00 806000000.00 Metropolitan Life Global Funding I Metropolitan Life Global Funding I, 1.79% 59217EBX1 Other Note First Tier Security 2011-01-04 2011-04-07 Y MET LIFE GLBL F N/A N/A N N 217500000.00 217500000.00 0.0018 N 217945875.00 217945875.00 Royal Bank of Canada Royal Bank of Canada, 0.29% 78008FBA1 Other Note First Tier Security 2011-01-04 2011-12-30 N N N 1300000000.00 1300000000.00 0.0109 N 1300557700.00 1300557700.00 Royal Bank of Canada Royal Bank of Canada, 0.70% 78008FAM6 Other Note First Tier Security 2011-01-18 2012-01-13 N N N 750000000.00 750000000.00 0.0063 N 753159750.00 753159750.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CAZ4 Other Note First Tier Security 2011-01-18 2012-01-13 N N N 801000000.00 801000000.00 0.0067 N 800658774.00 800658774.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CBD2 Other Note First Tier Security 2011-02-11 2011-11-10 N N N 393000000.00 393000000.00 0.0033 N 392988210.00 392988210.00 Westpac Banking Corp. Westpac Banking Corp., 0.32% 91621CAV3 Other Note First Tier Security 2011-01-24 2011-09-23 N N N 1034000000.00 1034000000.00 0.0087 N 1032083998.00 1032083998.00 General Electric Capital Corp. General Electric Capital Corp., 0.46% (FDIC Guaranteed) 36967H9F6 0000040554 Government Agency Debt Corporate Bonds First Tier Security 2011-03-11 2011-03-11 N N N 176000000.00 176442498.92 0.0015 N 176515504.00 176515504.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MXE5 Government Agency Debt First Tier Security 2011-01-12 2011-01-12 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 39211000.00 39209366.21 0.0003 N 39209780.54 39209780.54 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257KTY0 Government Agency Debt First Tier Security 2011-03-04 2011-03-04 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 59675000.00 59650549.82 0.0005 N 59647537.56 59647537.56 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MYX2 Government Agency Debt First Tier Security 2011-03-04 2011-03-04 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 143000000.00 142941409.70 0.0012 N 142934191.40 142934191.40 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257JUG0 Government Agency Debt First Tier Security 2011-03-07 2011-03-07 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 309618000.00 309488992.58 0.0026 N 309481086.92 309481086.92 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257GTH6 Government Agency Debt First Tier Security 2011-03-07 2011-03-07 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 99271000.00 99229637.09 0.0008 N 99222585.53 99222585.53 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LL91 Government Agency Debt First Tier Security 2011-03-07 2011-03-07 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 50000000.00 49979166.68 0.0004 N 49977890.00 49977890.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MYY0 Government Agency Debt First Tier Security 2011-03-07 2011-03-07 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 40699000.00 40682042.09 0.0003 N 40679151.10 40679151.10 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LM33 Government Agency Debt First Tier Security 2011-03-08 2011-03-08 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 61405000.00 61378988.15 0.0005 N 61377294.06 61377294.06 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CR38 Government Agency Debt First Tier Security 2011-03-09 2011-03-09 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 50000000.00 49978472.23 0.0004 N 49974690.00 49974690.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CR46 Government Agency Debt First Tier Security 2011-03-10 2011-03-10 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 45000000.00 44979687.50 0.0004 N 44978053.50 44978053.50 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CS45 Government Agency Debt First Tier Security 2011-03-10 2011-03-10 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 55685000.00 55659864.42 0.0005 N 55657842.43 55657842.43 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257GTP8 Government Agency Debt First Tier Security 2011-03-10 2011-03-10 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 94315000.00 94272427.28 0.0008 N 94266371.19 94266371.19 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MZK9 Government Agency Debt First Tier Security 2011-03-10 2011-03-10 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 50000000.00 49977430.57 0.0004 N 49975615.00 49975615.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LM66 Government Agency Debt First Tier Security 2011-03-11 2011-03-11 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 92000000.00 91957833.36 0.0008 N 91954285.20 91954285.20 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CR61 Government Agency Debt First Tier Security 2011-03-11 2011-03-11 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 100000000.00 99954166.66 0.0008 N 99950310.00 99950310.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CT28 Government Agency Debt First Tier Security 2011-03-11 2011-03-11 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 99000000.00 98954625.03 0.0008 N 98950806.90 98950806.90 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CR79 Government Agency Debt First Tier Security 2011-03-14 2011-03-14 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 200000000.00 199906944.44 0.0017 N 199898760.00 199898760.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LM82 Government Agency Debt First Tier Security 2011-03-14 2011-03-14 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 453000000.00 452789229.15 0.0038 N 452770691.40 452770691.40 Straight-A Funding LLC Straight-A Funding LLC, 0.26% (Liquidity Facility Federal Financing Bank) 86257JTE7 Government Agency Debt First Tier Security 2011-01-31 2011-01-31 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 97500000.00 97482395.83 0.0008 N 97486935.00 97486935.00 Straight-A Funding LLC Straight-A Funding LLC, 0.26% (Liquidity Facility Federal Financing Bank) 86257LF31 Government Agency Debt First Tier Security 2011-02-04 2011-02-04 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 15000000.00 14996641.67 0.0001 N 14997430.50 14997430.50 Straight-A Funding LLC Straight-A Funding LLC, 0.26% (Liquidity Facility Federal Financing Bank) 86257JTG2 Government Agency Debt First Tier Security 2011-02-04 2011-02-04 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 35144000.00 35136131.65 0.0003 N 35137979.83 35137979.83 Straight-A Funding LLC Straight-A Funding LLC, 0.26% (Liquidity Facility Federal Financing Bank) 86257CL59 Government Agency Debt First Tier Security 2011-02-04 2011-02-04 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 40140000.00 40131013.10 0.0003 N 40133124.02 40133124.02 Straight-A Funding LLC Straight-A Funding LLC, 0.26% (Liquidity Facility Federal Financing Bank) 86257LF49 Government Agency Debt First Tier Security 2011-02-07 2011-02-07 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 22110000.00 22104890.13 0.0002 N 22106068.84 22106068.84 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3133XXSJ7 Government Agency Debt First Tier Security 2011-01-26 2011-09-26 N N N 650000000.00 649758848.83 0.0055 N 649925250.00 649925250.00 Nassau County Indl. Dev. Agcy. Nassau County Indl. Dev. Agcy., 0.38% (Amsterdam at Harborside Proj.) Series 2007 C, LOC Bank of America NA VRDN 63166UAB7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A OBLIGOR AMSTERDAM HOUSE N/A N/A 27200000.00 27200000.00 0.0002 N 27200000.00 27200000.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.33% Series 2004 H6, LOC Bank of America NA VRDN 64966CH20 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A 30880000.00 30880000.00 0.0003 N 30880000.00 30880000.00 New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.32% (Rivereast Apts. Proj.) Series A, LOC Freddie Mac VRDN 64970HCM4 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLM N/A N/A Y FHLM N/A N/A Y LETTER OF CREDIT FHLM N/A N/A 45550000.00 45550000.00 0.0004 N 45550000.00 45550000.00 New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.33% (Westport Dev. Proj.) Series 2004 A, LOC Fannie Mae VRDN 64970HBA1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A OBLIGOR RELATED COS N/A N/A 61000000.00 61000000.00 0.0005 N 61000000.00 61000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.29% (101 West End Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MLD5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y OBLIGOR ARCHSTONE SMTH N/A N/A LETTER OF CREDIT FANNIEMAE N/A N/A 52850000.00 52850000.00 0.0004 N 52850000.00 52850000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLM N/A N/A Y FHLM N/A N/A Y LETTER OF CREDIT FHLM N/A N/A OBLIGOR ARCHSTONE SMTH N/A N/A 25000000.00 25000000.00 0.0002 N 25000000.00 25000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (101 West End Hsg. Proj.) Series 1998 A, LOC Fannie Mae VRDN 64986MLC7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A OBLIGOR ARCHSTONE SMTH N/A N/A 19300000.00 19300000.00 0.0002 N 19300000.00 19300000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (66 West 38th Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MXX8 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A OBLIGOR GOTHAM ORGANIZA N/A N/A 30300000.00 30300000.00 0.0003 N 30300000.00 30300000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y OBLIGOR RELATED COS N/A N/A LETTER OF CREDIT FANNIEMAE N/A N/A 74100000.00 74100000.00 0.0006 N 74100000.00 74100000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLM N/A N/A Y FHLM N/A N/A Y OBLIGOR ARCHSTONE SMTH N/A N/A LETTER OF CREDIT FHLM N/A N/A 34000000.00 34000000.00 0.0003 N 34000000.00 34000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (Tower 31 Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986MJ71 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLM N/A N/A Y FHLM N/A N/A Y OBLIGOR ATLANTIC DEV N/A N/A LETTER OF CREDIT FHLM N/A N/A 33000000.00 33000000.00 0.0003 N 33000000.00 33000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.33% (55 West 25th Street Hsg. Proj.) Series 2005 A, LOC Fannie Mae VRDN 64986ME68 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A OBLIGOR RICHMAN N/A N/A 105400000.00 105400000.00 0.0009 N 105400000.00 105400000.00 Triborough Bridge & Tunnel Auth. Revs. Triborough Bridge & Tunnel Auth. Revs., 0.31% Series 2002 F, (Liquidity Facility ABN-AMRO Bank NV) VRDN 89602NCG7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y AMRO (OLD) N/A N/A N Y LIQUIDITY AMRO (OLD) N/A N/A 51325000.00 51325000.00 0.0004 N 51325000.00 51325000.00 Triborough Bridge & Tunnel Auth. Revs. Triborough Bridge & Tunnel Auth. Revs., 0.32% Series 2005 B3, (Liquidity Facility Bank of America NA) VRDN 89602NGX6 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A N Y LIQUIDITY BAC-NA N/A N/A 10100000.00 10100000.00 0.0001 N 10100000.00 10100000.00 California Gen. Oblig. California Gen. Oblig., 0.33% Series 2003 B1, LOC JPMorgan Chase Bank, LOC California Pub. Employees' Retirement Sys. VRDN 13063BDA7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A N Y LETTER OF CREDIT CALPERS N/A N/A JPMC BANK N/A N/A CALSTRS N/A N/A 18000000.00 18000000.00 0.0002 N 18000000.00 18000000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.30% Series 2001 G, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13033KXN4 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A N Y OBLIGOR CA MULTIFAM HSG N/A N/A LIQUIDITY FANNIEMAE N/A N/A FHLM N/A N/A 16065000.00 16065000.00 0.0001 N 16065000.00 16065000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.30% (Multifamily Hsg. Prog.) Series 2005 B, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13034PKU0 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A N Y LIQUIDITY FANNIEMAE N/A N/A FHLM N/A N/A OBLIGOR CA MULTIFAM HSG N/A N/A 22090000.00 22090000.00 0.0002 N 22090000.00 22090000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.30% (Home Mtg. Prog.) Series 2001 J, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13034PQK6 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A N Y OBLIGOR CA-WL 9/1/82 N/A N/A LIQUIDITY FHLM N/A N/A FANNIEMAE N/A N/A 39560000.00 39560000.00 0.0003 N 39560000.00 39560000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.30% Series 2003 D, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13034PQQ3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A N Y OBLIGOR CA-WL 9/1/82 N/A N/A LIQUIDITY FHLM N/A N/A FANNIEMAE N/A N/A 46710000.00 46710000.00 0.0004 N 46710000.00 46710000.00 California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev. California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev., 0.37% (Recology, Inc. Proj.) Series 2010 A, LOC Bank of America NA VRDN 130536PN9 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A OBLIGOR RECOLOGY N/A N/A 50000000.00 50000000.00 0.0004 N 50000000.00 50000000.00 Los Angeles Cmnty. Redev. Agcy. Multi-family Hsg. Rev. Los Angeles Cmnty. Redev. Agcy. Multi-family Hsg. Rev., 0.31% (Hollywood & Vine Apts. Proj.) Series A, LOC Fannie Mae VRDN 544393CH2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y OBLIGOR HEARTHSTONE N/A N/A LETTER OF CREDIT FANNIEMAE N/A N/A 30400000.00 30400000.00 0.0003 N 30400000.00 30400000.00 Riverside Elec. Rev. Riverside Elec. Rev., 0.35% Series 2008 B, LOC Bank of America NA VRDN 768874PT0 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A 56450000.00 56450000.00 0.0005 N 56450000.00 56450000.00 Simi Valley Multi-family Hsg. Rev. Simi Valley Multi-family Hsg. Rev., 0.32% (Parker Ranch Proj.) Series A, LOC Fannie Mae VRDN 828905EA3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A 12500000.00 12500000.00 0.0001 N 12500000.00 12500000.00 LP Pinewood SPV LLC Taxable VRDN LP Pinewood SPV LLC Taxable VRDN, 0.29% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A Y LETTER OF CREDIT WELLS FARGO BA N/A N/A 181000000.00 181000000.00 0.0015 N 181000000.00 181000000.00 Gulf Coast Waste Disp. Auth. Solid Waste Disp. Rev. Gulf Coast Waste Disp. Auth. Solid Waste Disp. Rev., 0.40% (Waste Mgmt., Inc. Proj.) Series A, LOC JPMorgan Chase Bank VRDN 402231AX2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y OBLIGOR WASTE MGMT N/A N/A LETTER OF CREDIT JPMC BANK N/A N/A 25200000.00 25200000.00 0.0002 N 25200000.00 25200000.00 Houston Util. Sys. Rev. Houston Util. Sys. Rev., 0.38% Series 2004 B1, LOC Bank of America NA VRDN 442435PD9 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A 37300000.00 37300000.00 0.0003 N 37300000.00 37300000.00 Red River Ed. Fin. Corp. Ed. Rev. Red River Ed. Fin. Corp. Ed. Rev., 0.30% (Texas Christian Univ. Proj.) Series 2000 VRDN 756872CH8 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y TEXAS CHRISTIAN N/A N/A N Y OBLIGOR TEXAS CHRISTIAN N/A N/A 25600000.00 25600000.00 0.0002 N 25600000.00 25600000.00 Tarrant County Health Facilities Dev. Corp. Hosp. Rev. Tarrant County Health Facilities Dev. Corp. Hosp. Rev., 0.29% (Cook Children's Med. Ctr. Proj.) Series 2010 C VRDN 875906NZ8 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y COOK CHILDR MED N/A N/A N Y OBLIGOR COOK CHILDR MED N/A N/A 12000000.00 12000000.00 0.0001 N 12000000.00 12000000.00 New Jersey Gen. Oblig. New Jersey Gen. Oblig., 0.29% Participating VRDN Series Putters 3808, (Liquidity Facility JPMorgan Chase & Co.) 46633VZV4 Variable Rate Demand Note First Tier Security 2011-01-03 2011-01-03 Y JPMC CO N/A N/A N Y LIQUIDITY JPMC CO N/A N/A 65000000.00 65000000.00 0.0005 N 65000000.00 65000000.00 Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev. Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev., 0.32% Series 2004 86B, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 708793GF5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A N Y OBLIGOR PA-WL 4/1/82 N/A N/A LIQUIDITY FHLM N/A N/A FANNIEMAE N/A N/A 32000000.00 32000000.00 0.0003 N 32000000.00 32000000.00 Philadelphia Wtr. & Wastewtr. Rev. Philadelphia Wtr. & Wastewtr. Rev., 0.32% Series 1997 B, LOC Bank of America NA VRDN 717893TL5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A 30000000.00 30000000.00 0.0003 N 30000000.00 30000000.00 Michigan Hosp. Fin. Auth. Rev. Michigan Hosp. Fin. Auth. Rev., 0.31% (Henry Ford Health Sys. Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 59465HGS9 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y OBLIGOR FORD H SYS, MI N/A N/A LETTER OF CREDIT JPMC BANK N/A N/A 49200000.00 49200000.00 0.0004 N 49200000.00 49200000.00 Maryland Health & Higher Edl. Facilities Auth. Rev. Maryland Health & Higher Edl. Facilities Auth. Rev., 0.38% (Univ. of Maryland Med. Sys. Proj.) Series 2008 B, LOC Bank of America NA VRDN 574217U86 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A OBLIGOR UNIV MD MED N/A N/A 40400000.00 40400000.00 0.0003 N 40400000.00 40400000.00 Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.30% (Catholic Healthcare West Proj.) Series 2008 B, LOC Bank of America NA VRDN 040507JU0 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A OBLIGOR CATHOL HLT WEST N/A N/A 26300000.00 26300000.00 0.0002 N 26300000.00 26300000.00 Metropolitan Atlanta Rapid Transit Auth. Sales Tax Rev. Metropolitan Atlanta Rapid Transit Auth. Sales Tax Rev., 0.33% Series 2000 A, LOC JPMorgan Chase Bank VRDN 591745XL3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y LETTER OF CREDIT JPMC BANK N/A N/A 25000000.00 25000000.00 0.0002 N 25000000.00 25000000.00 Ohio Hsg. Fin. Agcy. Residential Mtg. Rev. Ohio Hsg. Fin. Agcy. Residential Mtg. Rev., 0.30% Series 2006 I, (Liquidity Facility Citibank NA) VRDN 67756QBB2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y CITIBANK N/A N/A N Y OBLIGOR OH-MBS 6/1/94 N/A N/A LIQUIDITY CITIBANK N/A N/A 14000000.00 14000000.00 0.0001 N 14000000.00 14000000.00 Cook County Gen. Oblig. Cook County Gen. Oblig., 0.33% Participating VRDN Series WF 10 5C, (Liquidity Facility Wells Fargo Bank NA) 94985NUL3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y WELLS FARGO BA N/A N/A N Y LIQUIDITY WELLS FARGO BA N/A N/A 10790000.00 10790000.00 0.0001 N 10790000.00 10790000.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.59% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2011-01-03 2011-03-31 Y METLIFE N/A N/A N N 175000000.00 175000000.00 0.0015 Y 175301000.00 175301000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 37F99EVW4 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2034-02-01 2040-08-01 2.674 - 6.221 Government Agency Debt 646594671.00 288732461.94 FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2039-12-01 3.562 - 5.812 Government Agency Debt 165874272.00 77608962.71 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 359000000.00 359000000.00 0.0030 N 359000000.00 359000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 37F99EYR2 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2023-02-01 2041-01-01 1.858 - 7 Government Agency Debt 733929228.00 340791289.86 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 334000000.00 334000000.00 0.0028 N 334000000.00 334000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99E4F1 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5.146 - 5.146 Government Agency Debt 18125000.00 16835997.06 FEDERAL NATIONAL MORTGAGE ASSOC 2034-12-01 2048-12-01 2.633 - 7 Government Agency Debt 535327800.00 316780439.42 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 327000000.00 327000000.00 0.0027 N 327000000.00 327000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99ESR9 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2019-04-01 2040-11-01 3.5 - 7 Government Agency Debt 1176268179.00 625681182.02 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 613000000.00 613000000.00 0.0052 N 613000000.00 613000000.00 Bank of America NA; Credit Agricole Securities (USA), Inc.; UBS Securities LLC; Deutsche Bank Securities, Inc.; RBC Capital Markets Corp.; Citibank NA In a joint trading account at 0.27%, dated 12/31/2010 due 01/03/2011 # 39A99P3M3 Government Agency Repurchase Agreement Y FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 6028062.13 4533471.29 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-01 2048-09-01 0 - 238 Government Agency Debt 1382357145.98 615062423.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2060-12-20 0 - 8.5 Government Agency Debt 2511616493.22 1794023583.39 RESOLUTION FUNDING CORP 2012-07-15 2030-04-15 0 - 9.375 Government Agency Debt 132880944.07 94834055.85 TENNESEE VALLEY AUTHORITY 2011-04-15 2042-04-15 0 - 8.25 Government Agency Debt 1217046.14 1216030.99 BANCO BILBAO VIZCAYA ARGENTARIA PUERTO RICO FDIC 2012-05-25 2012-05-25 0.393 - 0.393 Other Instrument OTHER 3868550.99 3868911.27 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-06-22 0.683 - 3.125 Other Instrument OTHER 15721249.56 16286804.08 BANK NEW YORK MELLON CORP FDIC GTD TLGP 2012-06-29 2012-06-29 0.442 - 0.442 Other Instrument OTHER 180532.38 181108.05 CITIBANK N A FDIC GTD TLGP 2012-05-07 2012-05-07 1.875 - 1.875 Other Instrument OTHER 10745.97 10956.09 CITIGROUP INC FDIC GTD TLGP 2012-04-30 2012-04-30 2.125 - 2.125 Other Instrument OTHER 77371.02 79197.80 CITIGROUP FDG INC FDIC GTD TLGP 2012-07-12 2012-10-22 1.875 - 2.125 Other Instrument OTHER 6054643.71 6193115.19 CITIBANK N A FDIC GTD TLGP 2011-03-30 2011-11-15 1.25 - 1.625 Other Instrument OTHER 430268.84 434571.03 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 97401.52 100153.43 GENERAL ELEC CAP CORP MEDIUM TERM SR NTS BOOK EN 2011-01-07 2012-12-21 1.625 - 3 Other Instrument OTHER 9485485.27 9698252.51 HSBC USA INC 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 8768.72 9008.65 JPMORGAN CHASE & CO FDIC GTD TLGP 2011-12-01 2012-12-26 2.125 - 3.125 Other Instrument OTHER 588449.59 602130.71 MORGAN STANLEY FDIC GTD TLGP 2012-06-20 2012-06-20 1.95 - 1.95 Other Instrument OTHER 5587.91 5695.00 PNC FDG CORP FDIC GTD TLGP 2012-06-22 2012-06-22 2.3 - 2.3 Other Instrument OTHER 1719.36 1762.26 WELLS FARGO & CO FDIC GTD TLGP 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER 24070.98 24611.48 US TREASURY 2012-11-15 2040-02-15 0.5 - 4.625 Treasury Debt 12465176.24 12549788.83 FEDERAL AGRICULTURE MORTGAGE CORP 2015-11-30 2020-12-30 2 - 4.3 Government Agency Debt 81669.41 80023.37 FEDERAL FARM CREDIT 2011-04-21 2028-12-07 0.6 - 6.27 Government Agency Debt 22134903.14 22370059.11 FEDERAL HOME LOAN BANK 2011-01-14 2036-07-15 0 - 5.625 Government Agency Debt 169633554.00 170147987.35 FEDERAL NATIONAL MORTGAGE ASSOC 2011-01-01 2049-12-01 0 - 16 Government Agency Debt 2140773670.40 1136404984.07 Unrated Security 2011-01-03 2011-01-03 N N N 3795442000.00 3795442000.00 0.0319 N 3795442000.00 3795442000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SLC0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2019-07-01 2040-09-01 2.208 - 6.155 Government Agency Debt 65091497.00 21724461.97 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-25 2040-02-25 3.5 - 6 Government Agency Debt 144539267.00 90266033.50 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-09-20 2039-04-16 0.688 - 5 Government Agency Debt 160831800.00 64010742.19 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 171000000.00 171000000.00 0.0014 N 171000000.00 171000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SMY1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-09-01 2040-12-01 2.484 - 6.349 Government Agency Debt 411319284.00 170414741.78 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 167000000.00 167000000.00 0.0014 N 167000000.00 167000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SRU4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2023-02-01 2040-02-01 2.053 - 6.12 Government Agency Debt 366538142.00 84686029.07 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 83000000.00 83000000.00 0.0007 N 83000000.00 83000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SSJ8 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2022-10-01 2040-11-01 1.931 - 6.043 Government Agency Debt 217260131.00 84687258.38 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 83000000.00 83000000.00 0.0007 N 83000000.00 83000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SNQ7 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-08-01 2040-10-01 1.956 - 6.353 Government Agency Debt 649150399.00 170417292.97 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 167000000.00 167000000.00 0.0014 N 167000000.00 167000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SLR7 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-02-25 2040-02-25 4.5 - 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RBS Securities, Inc., 0.25% 37T99XLY4 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2021-01-01 2041-01-01 2.645 - 5.925 Government Agency Debt 313782511.00 169398404.29 Unrated Security 2011-01-07 2011-01-07 Y RBSSECUR N/A N/A N N 166000000.00 166000000.00 0.0014 N 166000000.00 166000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.24% 37V99JNT1 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2041-01-01 4 - 4 Government Agency Debt 41833353.00 43187128.88 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-11-20 2040-12-20 3 - 4.5 Government Agency Debt 43496664.00 44576147.14 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 86000000.00 86000000.00 0.0007 N 86000000.00 86000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.25% 37V99JPC6 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2041-01-01 4 - 4 Government Agency Debt 88312054.00 87765078.57 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 86000000.00 86000000.00 0.0007 N 86000000.00 86000000.00 Banc of America Securities LLC Banc of America Securities LLC, 0.80% 38T99CQD9 0001185371 Other Repurchase Agreement N 101-500 2011-01-15 2052-05-15 0 - 48.283 Other Instrument MORTGAGE 5850736992.00 829495296.37 First Tier Security 2011-02-04 2011-02-04 Y BANCANGR N/A N/A N N 768000000.00 768000000.00 0.0065 Y 768000000.00 768000000.00 Barclays Capital, Inc. 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Barclays Capital, Inc., 0.42% 39C99D3P1 0000851376 Other Repurchase Agreement N CHASE MORTGAGE FINANCE CORPORATION 2035-12-25 2035-12-25 2.951 - 2.951 Other Instrument OTHER 19211524.00 14815578.62 LEHMAN MORTGAGE TRUST 2036-07-25 2036-07-25 N/A Other Instrument OTHER 13550000.00 3201052.94 LEHMAN XS TRUST 2046-02-25 2046-02-25 0.521 - 0.521 Other Instrument OTHER 82605000.00 20240765.41 THORNBURG MORTGAGE SECURITIES TRUST 2037-03-25 2037-03-25 0.353 - 0.353 Other Instrument OTHER 40707602.00 20810846.88 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-12-25 2045-12-25 0.531 - 0.531 Other Instrument OTHER 72910000.00 20596955.37 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2046-05-25 2046-05-25 1.268 - 1.268 Other Instrument OTHER 68151000.00 19906166.21 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2037-07-25 2037-07-25 0.771 - 0.771 Other Instrument OTHER 79645000.00 21408391.71 Unrated Security 2011-01-07 2011-01-07 Y BCAPNGR N/A N/A N N 112000000.00 112000000.00 0.0009 N 112000000.00 112000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99N4M5 0000851376 Other Repurchase Agreement N ALEXANDRIA REAL ESTATE EQUITIES INC 2027-01-15 2027-01-15 3.7 - 3.7 Other Instrument OTHER 33156000.00 34053238.18 ALLIANCE DATA SYS CORP 2013-08-01 2013-08-01 1.75 - 1.75 Other Instrument OTHER 18179000.00 19697703.95 WEST PHARMACEUTICAL SVCS INC 2047-03-15 2047-03-15 4 - 4 Other Instrument OTHER 38000000.00 35645055.53 UNITED RENTALS INC 2015-11-15 2015-11-15 4 - 4 Other Instrument OTHER 14970000.00 32954375.84 LINEAR TECHNOLOGY CORP 2027-05-01 2027-05-01 3 - 3 Other Instrument OTHER 33658000.00 35887842.50 BOSTON PPTYS LTD PARTNERSHIP 2014-02-15 2014-02-15 3.625 - 3.625 Other Instrument OTHER 29043000.00 31328522.76 GAYLORD ENTMT CO NEW 2014-10-01 2014-10-01 3.75 - 3.75 Other Instrument OTHER 23000000.00 33608750.00 GILEAD SCIENCES INC 2014-05-01 2014-05-01 1 - 1 Other Instrument OTHER 41918000.00 43297800.84 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 247000000.00 247000000.00 0.0021 Y 247000000.00 247000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NJG2 0000851376 Other Repurchase Agreement N CITIGROUP MTG LN TR 2010-8 2036-11-25 2036-11-25 4 - 4 Other Instrument OTHER 345577235.00 290032143.42 BEAR STEARNS ARM TRUST 2035-08-25 2035-08-25 4.997 - 4.997 Other Instrument OTHER 110046000.00 111306907.07 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 381000000.00 381000000.00 0.0032 Y 381000000.00 381000000.00 Barclays Capital, Inc. 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BNP Paribas Securities Corp., 0.28% 38K99A3F2 0001197610 Other Repurchase Agreement N BRAZIL FEDERATIVE REP 2017-01-17 2024-04-15 6 - 8.875 Other Instrument OTHER 268000000.00 341646687.59 CITIGROUP INC 2014-11-05 2014-11-05 0.566 - 0.566 Other Instrument OTHER 1.00 0.95 DANSKE BANK AS, COPENHAGEN 2012-05-24 2012-05-24 0.634 - 0.634 Other Instrument OTHER 7248481.00 7239144.97 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2014-06-09 2014-06-09 5.65 - 5.65 Other Instrument OTHER 40000000.00 43954511.11 MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 2014-07-15 2014-07-15 5.45 - 5.45 Other Instrument OTHER 7917738.00 8506347.02 PAINE WEBBER GROUP INC FORMERLY PAINE WEBBER INC 2014-02-15 2014-02-15 7.625 - 7.625 Other Instrument OTHER 21290000.00 24530456.28 QUEBEC PROV CDA 2036-07-22 2036-07-22 7.97 - 7.97 Other Instrument OTHER 20704475.00 21433289.72 Unrated Security 2011-01-03 2011-01-03 N N N 426000000.00 426000000.00 0.0036 N 426000000.00 426000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.28% 39L992JR4 0000318336 Other Repurchase Agreement N 101-500 2010-12-31 2010-12-31 N/A Other Instrument EQUITY 115801416.00 3340559763.76 Unrated Security 2011-01-03 2011-01-03 N N N 3093000000.00 3093000000.00 0.0260 N 3093000000.00 3093000000.00 Deutsche Bank Securities, Inc. 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Goldman Sachs & Co., 0.30% 35M99N8D8 0000769993 Other Repurchase Agreement N CARNIVAL PLC 2011-01-10 2011-01-19 N/A Other Commercial Paper 38765000.00 38758009.69 BEMIS CO INC 2011-01-18 2011-01-18 N/A Other Commercial Paper 29199749.00 29053750.25 BMW US CAPITAL LLC 2011-01-04 2011-02-25 N/A Other Commercial Paper 52155955.00 52128092.97 DCP MIDSTREAM LLC 2011-01-03 2011-01-03 N/A Other Commercial Paper 2345000.00 2333275.00 CARNIVAL CORP 2011-01-18 2011-01-18 N/A Other Commercial Paper 3912000.00 3911262.98 WISCONSIN GAS LLC 2011-01-07 2011-01-07 N/A Other Commercial Paper 2450000.00 2449835.12 WESTPAC SECURITIES NZ LTD 2011-03-11 2011-03-11 N/A Financial Company Commercial Paper 13320663.00 13314165.18 ENBRIDGE ENERGY PARTNERS LP 2011-01-14 2011-01-14 N/A Other Commercial Paper 571000.00 570916.75 HARLEY-DAVIDSON FUNDING CORP 2011-01-19 2011-02-16 N/A Other Commercial Paper 45522496.00 45505224.47 HITACHI CAPITAL AMERICA CORP 2011-01-07 2011-01-31 N/A Financial Company Commercial Paper 26125000.00 26105546.95 HITACHI INTERNATIONAL TREASURY LTD 2011-01-06 2011-01-06 N/A Other Commercial Paper 64949749.00 64625000.26 NISSAN MOTOR ACCEPTANCE CORP 2011-01-20 2011-02-23 N/A Other Commercial Paper 26990832.00 26980876.69 PITNEY BOWES INC 2011-01-14 2011-01-14 N/A Other Commercial Paper 500000.00 499933.35 SEMPRA GLOBAL 2011-01-20 2011-02-07 N/A Other Commercial Paper 57716121.00 57697500.59 THAMES ASSET GLOBAL SECURITIZATION NO 1 INC 2011-03-21 2011-03-21 N/A Asset Backed Commercial Paper 17085782.00 17072788.26 VECTREN UTILITY HOLDINGS INC 2011-01-04 2011-01-06 N/A Other Commercial Paper 3200000.00 3199829.52 First Tier Security 2011-01-05 2011-01-05 Y GOLDMNGR N/A N/A N N 373000000.00 373000000.00 0.0031 N 373000000.00 373000000.00 HSBC Securities, Inc. HSBC Securities, Inc., 0.30% 34X99VSU1 0000853784 Other Repurchase Agreement N FINANCE CORPORATION 2011-06-06 2019-06-06 0 - 11 Government Agency Debt 40691000.00 34589128.68 AUSTRALIA NEW ZEALAND 2011-12-15 2011-12-15 3.2 - 3.2 Other Instrument OTHER 350000.00 359014.43 BNP PARIBAS HOME LOAN COVERED 2015-11-02 2015-11-02 2.2 - 2.2 Other Instrument OTHER 23000000.00 22051813.66 BANK OF NOVA SCOTIA 2015-10-29 2015-10-29 1.65 - 1.65 Other Instrument OTHER 21310000.00 20375680.88 DNB NOR BOLIGKREDIT 2015-10-14 2015-10-14 2.1 - 2.1 Other Instrument OTHER 16275000.00 15501829.59 FINANCE FOR DANISH IND 2012-08-17 2013-06-12 N/A Other Instrument OTHER 3213000.00 3266782.12 GENENTECH, INC 2015-07-15 2015-07-15 4.75 - 4.75 Other Instrument OTHER 135000.00 151229.82 HOUSEHOLD FINANCE CORPORATION 2012-11-27 2013-07-15 4.75 - 6.375 Other Instrument OTHER 19858000.00 21509340.27 THE STATE OF ISRAEL 2017-11-15 2022-08-15 0 - 0.01 Other Instrument OTHER 2110000.00 1482167.90 MACQUARIE BANK LIMITED 2013-12-17 2013-12-17 N/A Other Instrument OTHER 19220000.00 20598073.56 N.V. BANK NEDERLANDSE 2015-10-06 2015-10-06 1.75 - 1.75 Other Instrument OTHER 40015000.00 38686236.23 NATL AUSTRALIA BK LTD 2014-07-08 2015-03-02 3.375 - 3.75 Other Instrument OTHER 3110000.00 3327329.05 PEPSICO 2012-05-15 2020-01-15 0.875 - 5.15 Other Instrument OTHER 1404000.00 1477918.00 RABOBANK NEDERLAND 2014-05-13 2020-01-15 4.2 - 4.75 Other Instrument OTHER 1700000.00 1811514.13 SOUTHERN CALIFORNIA GAS COMPAN 2040-11-15 2040-11-15 5.125 - 5.125 Other Instrument OTHER 15000000.00 14721437.39 STADSHYPOTEK 2013-09-30 2013-09-30 1.45 - 1.45 Other Instrument OTHER 1130000.00 1130943.62 SVENSKA HANDELSBANKEN 2014-06-10 2014-06-10 N/A Other Instrument OTHER 1200000.00 1273344.04 WESTPAC BANKING CORP. 2011-12-16 2014-12-09 2.7 - 3.25 Other Instrument OTHER 6328000.00 6393763.19 ING BANK N.V. 2014-03-19 2014-03-19 3.9 - 3.9 Other Instrument OTHER 250000.00 277192.12 First Tier Security 2011-01-03 2011-01-03 N N N 200000000.00 200000000.00 0.0017 N 200000000.00 200000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.36% 36N99SKA6 0000877559 Other Repurchase Agreement N ALTRIA GROUP INC 2038-11-10 2038-11-10 9.95 - 9.95 Other Instrument OTHER 5510000.00 7759013.33 VERIZON WIRELESS CAPITAL LLC 2011-05-20 2011-05-20 3.75 - 3.75 Other Instrument OTHER 230000.00 233803.42 AON CORP. 2020-09-30 2020-09-30 5 - 5 Other Instrument OTHER 1325000.00 1350397.31 ARCELORMITTAL CLASS A N.Y. REG 2015-08-05 2015-08-05 3.75 - 3.75 Other Instrument OTHER 480000.00 490096.38 COMMERCIAL METALS COMPANY 2017-07-15 2017-07-15 6.5 - 6.5 Other Instrument OTHER 1300000.00 1340755.80 DELL INC + 2040-09-10 2040-09-10 5.4 - 5.4 Other Instrument OTHER 3150000.00 2908930.56 DEVON ENERGY CORPORATION 2019-01-15 2019-01-15 6.3 - 6.3 Other Instrument OTHER 2000000.00 2402989.86 DIAMOND OFFSHORE DRILLING, INC 2019-05-01 2019-05-01 5.875 - 5.875 Other Instrument OTHER 1900000.00 2115875.14 ENCANA CORPORATION + 2038-02-01 2038-02-01 6.5 - 6.5 Other Instrument OTHER 3000000.00 3230713.25 FAIRFAX FINANCIAL HOLDINGS LIM 2017-06-15 2017-06-15 7.75 - 7.75 Other Instrument OTHER 1250000.00 1306354.11 GENWORTH FINANCIAL 2016-12-15 2016-12-15 8.625 - 8.625 Other Instrument OTHER 10000000.00 11267008.78 RIO TINTO FINANCE (USA) LIMITE 2019-05-01 2019-05-01 9 - 9 Other Instrument OTHER 6200000.00 8384136.87 PLAINS ALL AMERICAN PIPELINE, 2018-05-01 2018-05-01 N/A Other Instrument OTHER 1211000.00 1350119.64 NEWMONT MINING CORPORATION 2039-10-01 2039-10-01 6.25 - 6.25 Other Instrument OTHER 2805000.00 3055462.19 MARATHON OIL CORP 2017-10-01 2017-10-01 6 - 6 Other Instrument OTHER 1300000.00 1491646.06 KRAFT FOODS INC. 2037-08-11 2037-08-11 7 - 7 Other Instrument OTHER 5500000.00 6510508.48 THE HOME DEPOT, INC. 2013-12-16 2013-12-16 5.25 - 5.25 Other Instrument OTHER 2000000.00 2196223.50 HARTFORD FINANCIAL SERVICES GR 2016-10-15 2016-10-15 N/A Other Instrument OTHER 5000000.00 5172849.89 AMERICAN INTERNATIONAL GROUP, 2020-12-15 2020-12-15 6.4 - 6.4 Other Instrument OTHER 5500000.00 5693325.28 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 65000000.00 65000000.00 0.0005 N 65000000.00 65000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.36% 36N99SJR1 0000877559 Other Repurchase Agreement N CRUM & FORSTER HOLDINGS CORP. 2017-05-01 2017-05-01 7.75 - 7.75 Other Instrument OTHER 690000.00 738395.78 CITIGROUP, INC. 2013-08-13 2014-09-15 2.286 - 6 Other Instrument OTHER 17451000.00 18586540.66 CVS/CAREMARK 2027-06-01 2037-06-01 6.25 - 6.302 Other Instrument OTHER 3124000.00 3155939.03 BLACK & DECKER 2016-11-15 2016-11-15 5.75 - 5.75 Other Instrument OTHER 500000.00 557898.76 BANK OF AMERICA CORPORATION 2015-12-01 2015-12-01 5.25 - 5.25 Other Instrument OTHER 10000000.00 10184491.87 ANADARKA PETROLEUM CORPORATION 2036-09-15 2036-09-15 6.45 - 6.45 Other Instrument OTHER 6000000.00 6030674.46 ENCANA CORPORATION + 2017-12-01 2017-12-01 5.9 - 5.9 Other Instrument OTHER 3000000.00 3411783.46 WELLS FARGO & COMPANY 2038-02-07 2038-02-07 7.98 - 7.98 Other Instrument OTHER 3000000.00 3260094.88 MORGAN STANLEY 2015-10-15 2015-10-15 5.375 - 5.375 Other Instrument OTHER 23400000.00 24778912.71 LINCOLN NATIONAL CORPORATION 2012-08-27 2012-08-27 5.65 - 5.65 Other Instrument OTHER 500000.00 541192.11 KINDER MORGAN 2039-09-01 2039-09-01 6.5 - 6.5 Other Instrument OTHER 1200000.00 1250875.43 J P MORGAN CHASE & CO 2014-03-15 2014-03-15 4.875 - 4.875 Other Instrument OTHER 10000000.00 10767687.56 IBM CORPORATION 2017-09-14 2017-09-14 5.7 - 5.7 Other Instrument OTHER 13295000.00 15430886.32 HSBC BANK USA 2014-04-01 2014-04-01 4.625 - 4.625 Other Instrument OTHER 10000000.00 10523840.19 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 104000000.00 104000000.00 0.0009 N 104000000.00 104000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.39% 36N99SHH5 0000877559 Other Repurchase Agreement N DISCOVERY COMMUNICATIONS, LLC 2020-06-01 2020-06-01 5.05 - 5.05 Other Instrument OTHER 5000000.00 5266837.48 DEUTSCHE TELEKOM INTERNATIONAL 2030-06-15 2030-06-15 8.75 - 8.75 Other Instrument OTHER 2249000.00 3002630.64 CITIGROUP, INC. 2016-01-07 2016-01-07 N/A Other Instrument OTHER 1300000.00 1376673.98 CENTERPOINT ENERGY RESOURCES C 2013-04-01 2013-04-01 7.875 - 7.875 Other Instrument OTHER 1500000.00 1723003.15 CARDINAL HEALTH, INC. 2016-10-15 2016-10-15 5.8 - 5.8 Other Instrument OTHER 5000000.00 5681599.97 CVS/CAREMARK 2017-06-01 2017-06-01 5.75 - 5.75 Other Instrument OTHER 4500000.00 5015836.00 BARRICK (PD) AUSTRALIA FINANCE 2039-10-15 2039-10-15 5.95 - 5.95 Other Instrument OTHER 8475000.00 8966006.19 AETNA INC 2016-06-15 2016-06-15 6 - 6 Other Instrument OTHER 3000000.00 3418949.96 ABBOTT LABORATORIES 2017-11-30 2017-11-30 5.6 - 5.6 Other Instrument OTHER 5810000.00 6646620.92 DOMINION RESOURCES INC 2066-06-30 2066-06-30 7.5 - 7.5 Other Instrument OTHER 758000.00 793215.44 VERIZON GLOBAL FUNDING CORP. 2030-12-01 2030-12-01 7.75 - 7.75 Other Instrument OTHER 25900000.00 31981140.43 TIME WARNER CABLE INC. 2037-05-01 2037-05-01 6.55 - 6.55 Other Instrument OTHER 7000000.00 7485552.67 SOUTHWEST AIRLINES 2017-03-01 2017-03-01 5.125 - 5.125 Other Instrument OTHER 10000000.00 10174410.34 SIERRA PACIFIC POWER COMPANY 2013-09-01 2013-09-01 5.45 - 5.45 Other Instrument OTHER 1000000.00 1106613.87 RIO TINTO FINANCE (USA) LIMITE 2018-07-15 2040-11-02 3.5 - 6.5 Other Instrument OTHER 15415000.00 16290825.77 REALTY INCOME 2016-09-15 2016-09-15 5.95 - 5.95 Other Instrument OTHER 3000000.00 3334602.71 NEXEN INC 2037-05-15 2037-05-15 6.4 - 6.4 Other Instrument OTHER 1800000.00 1739430.03 MCKESSON HBOC INC 2012-02-01 2012-02-01 7.75 - 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(THE 2017-01-15 2017-01-15 5.625 - 5.625 Other Instrument OTHER 10000000.00 10799512.86 THE B. F. GOODRICH COMPANY 2038-04-15 2038-04-15 7 - 7 Other Instrument OTHER 1805000.00 2022508.68 H.J. HEINZ COMPANY 2013-07-15 2013-07-15 5.35 - 5.35 Other Instrument OTHER 5483000.00 6138003.68 J P MORGAN CHASE & CO 2013-01-02 2013-01-02 5.75 - 5.75 Other Instrument OTHER 5000000.00 5555303.10 MARSH & MCLENNAN COMPANIES, IN 2015-09-15 2015-09-15 5.75 - 5.75 Other Instrument OTHER 1250000.00 1363113.52 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 139000000.00 139000000.00 0.0012 N 139000000.00 139000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.35% 38N99SLT0 Other Repurchase Agreement N ANADARKA PETROLEUM CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 1024316.00 77428046.44 ANGLOGOLD LTD ADR 2010-12-31 2010-12-31 N/A Other Instrument OTHER 5633237.00 274732968.49 BP AMOCO PLC ADS < .L.C 2010-12-31 2010-12-31 N/A Other Instrument OTHER 1509802.00 66265209.78 BANCO BILBAO VIZCAYA ARGENTARI 2010-12-31 2010-12-31 N/A Other Instrument OTHER 119118.00 1192371.18 BARCLAYS PLC 2010-12-31 2010-12-31 N/A Other Instrument OTHER 956853.00 15682820.67 CRH PLC 2010-12-31 2010-12-31 N/A Other Instrument OTHER 501992.00 10361114.88 CHINA EASTERN AIRLINES CORPORA 2010-12-31 2010-12-31 N/A Other Instrument OTHER 21500.00 548250.00 COMPAGNIE GENERALE DE GEOPHYSI 2010-12-31 2010-12-31 N/A Other Instrument OTHER 65252.00 1997363.72 COMPANHIA SIDERURGICA NACION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 750759.00 12327462.78 ADR GOLD FIELDS LIMITED 2010-12-31 2010-12-31 N/A Other Instrument OTHER 10469712.00 187721936.16 HSBC HOLDINGS PLC 2010-12-31 2010-12-31 N/A Other Instrument OTHER 201515.00 10253083.20 HARTFORD FINANCIAL SERVICES GR 2010-12-31 2010-12-31 N/A Other Instrument OTHER 4537769.00 119388702.39 ICICI BANK LIMITED 2010-12-31 2010-12-31 N/A Other Instrument OTHER 145257.00 7310784.81 IVANHOE MINES LTD F - 2010-12-31 2010-12-31 N/A Other Instrument OTHER 332569.00 7748857.70 KONINKLIJKE PHILIPS ELECTRONIC 2010-12-31 2010-12-31 N/A Other Instrument OTHER 252697.00 7681988.80 KRISPY KREME DOUGHNUTS, INC. 2010-12-31 2010-12-31 N/A Other Instrument OTHER 318650.00 2294280.00 MGM GRAND, INC. 2010-12-31 2010-12-31 N/A Other Instrument OTHER 9442392.00 139936249.44 MEDTRONIC CORP. 2010-12-31 2010-12-31 N/A Other Instrument OTHER 3324933.00 123654258.27 MOBILE TELESYSTEMS OJSC 2010-12-31 2010-12-31 N/A Other Instrument OTHER 548170.00 11347119.00 MOTOROLA INC. 2010-12-31 2010-12-31 N/A Other Instrument OTHER 2703013.00 24110875.96 ORIX CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 12096.00 590284.80 TENET HEALTHCARE CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 2206569.00 14828143.68 Unrated Security 2011-01-03 2011-01-03 N N N 1028000000.00 1028000000.00 0.0086 N 1028000000.00 1028000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.47% 38N99SKC8 Other Repurchase Agreement N 51-100 2010-12-31 2010-12-31 N/A Other Instrument EQUITY 28119060.00 643570752.15 Unrated Security 2011-01-18 2011-01-18 N N N 592000000.00 592000000.00 0.0050 Y 592000000.00 592000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.55% 38N99SMA0 Other Repurchase Agreement N 51-100 2010-12-31 2010-12-31 N/A Other Instrument CORPORATE 1545193810.00 2786999102.53 Unrated Security 2011-01-03 2011-01-03 N N N 2564000000.00 2564000000.00 0.0216 N 2564000000.00 2564000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 38N99SEP6 Other Repurchase Agreement N J P MORGAN CHASE & CO 2010-12-31 2010-12-31 N/A Other Instrument OTHER 394029.00 16639844.67 COCA COLA COMPANY 2010-12-31 2010-12-31 N/A Other Instrument OTHER 121903.00 7984646.50 BANK OF AMERICA CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 8961717.00 119011601.76 Unrated Security 2011-01-25 2011-01-25 N N N 132000000.00 132000000.00 0.0011 Y 132000000.00 132000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.70% 38N99SEW1 Other Repurchase Agreement N BANK OF AMERICA CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 10817952.00 143662402.56 Unrated Security 2011-04-25 2011-04-25 N N N 132000000.00 132000000.00 0.0011 Y 132000000.00 132000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 38N99SAN5 Other Repurchase Agreement N BANK OF AMERICA CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 25889215.00 343808775.20 GENERAL ELECTRIC COMPANY 2010-12-31 2010-12-31 N/A Other Instrument OTHER 207164.00 3768313.16 Unrated Security 2011-03-07 2011-03-07 N N N 319000000.00 319000000.00 0.0027 Y 319000000.00 319000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.23% 39L99R4R5 0001287279 Other Repurchase Agreement N WESTPAC SECS NZ LTD 2011-03-16 2011-03-16 N/A Other Commercial Paper 149250000.00 149139698.58 TOTAL CAPITAL CANADA 2011-06-22 2011-06-22 N/A Other Commercial Paper 179000000.00 178548680.84 SCALDIS & SCALDIS JOIN 2011-01-28 2011-01-28 N/A Other Commercial Paper 24000000.00 23994442.46 CAISSE D'AMORT DE LA 2011-06-07 2011-06-07 N/A Other Commercial Paper 26385000.00 26327687.24 Unrated Security 2011-01-03 2011-01-03 N N N 367000000.00 367000000.00 0.0031 N 367000000.00 367000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.35% 39L99R4F1 0001287279 Other Repurchase Agreement N US CENTRAL FEDERAL CREDIT UNIO 2011-10-19 2012-10-19 1.25 - 1.9 Other Instrument OTHER 25417000.00 25746520.61 SUNCORP-METWY LTD 2011-04-15 2011-04-15 1.539 - 1.539 Other Instrument OTHER 5000000.00 5032432.08 RABOBANK NEDERLAND 2011-04-07 2011-04-07 1.79 - 1.79 Other Instrument OTHER 53000000.00 53385150.91 NY LIFE GBL FNDG 2013-12-13 2013-12-13 1.85 - 1.85 Other Instrument OTHER 2100000.00 2131291.19 NATL AUSTRALIA BK LTD 2012-01-13 2012-01-13 N/A Other Instrument OTHER 1150000.00 1171309.51 XTO ENERGY INC 2012-04-15 2015-01-31 5 - 7.5 Other Instrument OTHER 1211000.00 1330360.12 JOHNSON & JOHNSON 2012-08-15 2020-09-01 2.95 - 5.15 Other Instrument OTHER 1822000.00 1953916.84 THE STATE OF ISRAEL 2021-11-15 2021-11-15 0.01 - 0.01 Other Instrument OTHER 1125000.00 710572.49 STATE OF ISRAEL 2020-02-15 2024-08-15 N/A Other Instrument OTHER 24800000.00 16699401.19 CENTERPOINT ENERGY TRANSITION 2014-02-01 2014-02-01 5.09 - 5.09 Other Instrument OTHER 2720000.00 3004313.43 BAYERISCHE LNDBNK NY 2011-01-13 2011-01-13 3.32 - 3.32 Other Instrument OTHER 1355000.00 1378769.58 WESTERN CORPORATE FEDERAL CRED 2012-11-02 2012-11-02 1.75 - 1.75 Other Instrument OTHER 6680000.00 6813997.24 MICROSOFT CORPORATION 2020-10-01 2020-10-01 3 - 3 Other Instrument OTHER 49514000.00 46543159.88 Unrated Security 2011-01-03 2011-01-03 N N N 158000000.00 158000000.00 0.0013 N 158000000.00 158000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.65% 39L99R4J3 0001287279 Other Repurchase Agreement N RASC SERIES 2006-KS9 TRUST 2036-11-25 2036-11-25 0.581 - 0.581 Other Instrument OTHER 5000000.00 4879.91 RENAISSANCE HOME EQUITY LOAN T 2033-12-25 2033-12-25 1.961 - 1.961 Other Instrument OTHER 2000000.00 383543.58 RESIDENTIAL ASSET MORTGAGE PRO 2034-01-25 2034-01-25 6.5 - 6.5 Other Instrument OTHER 1000000.00 2544.28 RESIDENTIAL ASSET SECURITIES C 2031-06-25 2035-02-25 0.811 - 7.37 Other Instrument OTHER 35582500.00 7894490.84 RAMP SERIES 2004-RS8 TRUST 2034-09-25 2034-09-25 2.111 - 2.111 Other Instrument OTHER 2500000.00 3165.32 SLC PRIVATE STUDENT LOAN TRUST 2042-07-15 2042-07-15 N/A Other Instrument OTHER 7530000.00 7064286.47 SACO I TRUST 2006-6 2036-06-25 2036-06-25 0.391 - 0.391 Other Instrument OTHER 60000000.00 4011161.33 SANTANDER DRIVE AUTO 2014-09-15 2014-09-15 2.1 - 2.1 Other Instrument OTHER 4140000.00 4138447.61 SG MORTGAGE SECURITIES TRUST 2 2036-02-25 2036-02-25 0.621 - 0.621 Other Instrument OTHER 1290000.00 1342.22 SIERRA TIMESHARE 2010-2 RECEIV 2025-11-20 2025-11-20 3.84 - 3.84 Other Instrument OTHER 1125000.00 858774.73 S/STACK 2007-2 LTD./ STACK 200 2047-07-14 2047-07-14 1.426 - 1.426 Other Instrument OTHER 1920000.00 192.00 STRUCTURED ASSET SECURITIES CO 2035-12-25 2035-12-25 0.721 - 0.721 Other Instrument OTHER 6727000.00 98799.92 ACCESS GROUP, INC. 2044-02-22 2044-02-22 1.007 - 1.007 Other Instrument OTHER 10000000.00 7846482.99 ACE SECURITIES CORP. 2034-03-25 2034-03-25 2.061 - 2.061 Other Instrument OTHER 1000000.00 62697.92 AMERICAN RESIDENTIAL MORTGAGE 2029-05-25 2029-05-25 1.711 - 1.711 Other Instrument OTHER 3376000.00 242070.87 AMERIQUEST MORTGAGE SECURITIES 2033-03-25 2035-07-25 0.721 - 3.961 Other Instrument OTHER 45403000.00 24174088.33 ASSET BACKED CERTIFICATES SECU 2031-04-15 2035-07-25 3.261 - 3.75 Other Instrument OTHER 9326000.00 25369.38 SAND TRUST 2001-1 2034-03-25 2034-03-25 1.011 - 1.011 Other Instrument OTHER 38356000.00 9439051.28 BAYVIEW FINANCIAL REVOLVING AS 2040-02-28 2040-12-28 0.726 - 0.761 Other Instrument OTHER 27340000.00 20014935.08 BAYVIEW FINANCIAL MORTGAGE PAS 2036-11-28 2036-11-28 6.028 - 6.028 Other Instrument OTHER 2500000.00 837222.19 BAYVIEW FINANCIAL MORTGAGE PAS 2036-12-28 2036-12-28 5.932 - 5.932 Other Instrument OTHER 1250000.00 918306.93 C-BASS 2007-CB1 TRUST 2037-01-25 2037-01-25 0.491 - 0.491 Other Instrument OTHER 615000.00 625.64 CWABS ASSET-BACKED CERTIFICATE 2046-09-25 2046-09-25 6.028 - 6.028 Other Instrument OTHER 2270000.00 859970.99 COUNTRYWIDE HOME LOAN TRUST 2035-08-25 2035-08-25 5.308 - 5.308 Other Instrument OTHER 400000.00 338095.38 CHRYSLER FINANCIAL LEASE TRUST 2013-09-16 2013-09-16 4.49 - 4.49 Other Instrument OTHER 575000.00 576450.56 COLLEGE LOAN CORPORATION TRUST 2042-03-01 2042-03-01 0 - 0.016 Other Instrument OTHER 63650000.00 45290810.69 CWABS ASSET-BACKED CERTIFICATE 2045-01-25 2045-01-25 1.161 - 1.161 Other Instrument OTHER 4425000.00 8906.30 CWABS ASSET-BACKED CERTIFICATE 2037-02-25 2037-02-25 1.311 - 1.311 Other Instrument OTHER 2000000.00 583.14 FIRST FRANKLIN MORTGAGE LOAN T 2035-05-25 2035-05-25 1.561 - 1.561 Other Instrument OTHER 4000000.00 4517.15 GE CAPITAL MORTGAGE FUNDING CO 2029-10-25 2029-10-25 9.124 - 9.124 Other Instrument OTHER 10420000.00 776590.70 GE CAPITAL CREDIT CARD MASTER 2017-11-15 2017-11-15 3.8 - 3.8 Other Instrument OTHER 23425000.00 24696750.15 HSI ASSET SECURITIZATION CORPO 2036-12-25 2036-12-25 0.501 - 0.501 Other Instrument OTHER 10000000.00 18237.79 KEYCORP STUDENT LOAN TRUST 199 2036-11-25 2036-11-25 1.184 - 1.184 Other Instrument OTHER 2000000.00 795276.28 MERRILL LYNCH MORTGAGE INVESTO 2036-08-25 2036-08-25 0.461 - 0.461 Other Instrument OTHER 10000000.00 8074960.11 MORGAN STANLEY ABS CAPITAL I I 2036-11-25 2036-11-25 0.531 - 0.531 Other Instrument OTHER 794000.00 1066.34 THE NATIONAL COLLEGIATE STUDEN 2026-10-26 2026-10-26 0.401 - 0.401 Other Instrument OTHER 20745000.00 19040871.57 NAVISTAR FINANCIAL 2010-A OWNE 2014-10-20 2014-10-20 4.17 - 4.17 Other Instrument OTHER 980000.00 1007822.48 NAVISTAR FINANCIAL 2010 B OWNE 2018-03-19 2018-03-19 4.08 - 4.08 Other Instrument OTHER 1250000.00 1229819.66 NELNET EDUCATION LOAN FUNDING, 2039-02-25 2039-02-25 N/A Other Instrument OTHER 10950000.00 7292313.06 NELNET STUDENT LOAN TRUST 2007 2035-09-25 2035-09-25 N/A Other Instrument OTHER 35620000.00 26342560.61 NEW CENTURY HOME EQUITY LOAN T 2035-09-25 2035-09-25 0.741 - 0.741 Other Instrument OTHER 11600000.00 9263606.02 NEXTSTUDENT MASTER TRUST I 2042-09-01 2042-09-01 N/A Other Instrument OTHER 40000000.00 31112499.24 NOMURA HOME QUITY LOAN, INC. H 2036-07-25 2036-07-25 0.601 - 0.601 Other Instrument OTHER 3422000.00 1646.56 NOVASTAR HOME EQUITY LOAN 2034-09-25 2034-09-25 3.761 - 3.761 Other Instrument OTHER 4000000.00 85434.65 OPTION ONE MORTGAGE LOAN TRUST 2037-07-25 2037-07-25 0.761 - 0.761 Other Instrument OTHER 750000.00 176.30 PARK PLACE SECURITIES, INC. 2035-03-25 2035-07-25 0.761 - 2.461 Other Instrument OTHER 8231000.00 3223089.04 RAMP SERIES 2006-RZ3 TRUST 2036-08-25 2036-08-25 0.761 - 0.761 Other Instrument OTHER 5000000.00 3718.08 Unrated Security 2011-01-03 2011-01-03 N N N 250000000.00 250000000.00 0.0021 N 250000000.00 250000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 38T99DER9 0001287279 Other Repurchase Agreement N GE CAPITAL CREDIT CARD MASTER 2017-11-15 2017-11-15 3.8 - 3.8 Other Instrument OTHER 11850000.00 12493339.99 SLM PRIVATE EDUCATION LOAN TRU 2043-11-16 2043-11-16 N/A Other Instrument OTHER 56900000.00 53552059.58 MMAF EQUIPMENT FINANCE LLC 200 2030-01-15 2030-01-15 3.51 - 3.51 Other Instrument OTHER 58000000.00 60175188.06 CHRYSLER FINANCIAL LEASE TRUST 2011-06-15 2011-06-15 1.78 - 1.78 Other Instrument OTHER 138815000.00 68399947.91 Unrated Security 2011-03-25 2011-03-25 N N N 185000000.00 185000000.00 0.0016 Y 185000000.00 185000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.75% 38T99DNN8 0001287279 Other Repurchase Agreement N ARRIS GROUP INC + 2026-11-15 2026-11-15 2 - 2 Other Instrument OTHER 10000000.00 10199999.81 AVATAR HOLDINGS INC. 2024-04-01 2024-04-01 N/A Other Instrument OTHER 5000000.00 5012500.29 VERISIGN, INC. 2037-08-15 2037-08-15 N/A Other Instrument OTHER 38000000.00 42560000.18 SUNSTONE HOTEL PARTNERSHIP, LL 2027-07-15 2027-07-15 N/A Other Instrument OTHER 11000000.00 10394999.92 PFD SUNPOWER CORPONE 2027-02-15 2027-02-15 1.25 - 1.25 Other Instrument OTHER 3855000.00 3656226.61 SHANDA INTERACTIVE ENTERTAINME 2011-09-15 2011-09-15 N/A Other Instrument OTHER 7000000.00 7988750.10 CORPORATE OFFICE PROPERTIES, L 2026-09-15 2026-09-15 3.5 - 3.5 Other Instrument OTHER 10000000.00 10102083.68 CUBIST PHARMACEUTICALS,INC 2013-06-15 2013-06-15 2.25 - 2.25 Other Instrument OTHER 7000000.00 7085312.37 DIODES INC 2026-10-01 2026-10-01 2.25 - 2.25 Other Instrument OTHER 10000000.00 10080624.82 EMC CORPORATION 2013-12-01 2013-12-01 1.75 - 1.75 Other Instrument OTHER 7000000.00 10562367.92 ENPRO INDUSTRIES INC 2015-10-15 2015-10-15 3.938 - 3.938 Other Instrument OTHER 10000000.00 13919541.84 GAYLORD ENTERTAINMENT 2014-10-01 2014-10-01 N/A Other Instrument OTHER 5500000.00 8036874.71 HARRAH'S OPERATING COMPANY, IN 2017-06-01 2017-06-01 11.25 - 11.25 Other Instrument OTHER 30000000.00 35240625.14 INTEGRA LIFESCIENCES CORPORATI 2012-06-01 2012-06-01 N/A Other Instrument OTHER 6000000.00 6015000.34 RAMBUS INC. 2014-06-15 2014-06-15 5 - 5 Other Instrument OTHER 10000000.00 12995833.16 SAKS INCORPORATED 2013-12-01 2013-12-01 7 - 7 Other Instrument OTHER 11750000.00 24888130.78 SCHOOL SPECIALTY, INC. 2026-11-30 2026-11-30 3.75 - 3.75 Other Instrument OTHER 9688600.00 9525104.60 Unrated Security 2011-04-11 2011-04-11 N N N 211000000.00 211000000.00 0.0018 Y 211000000.00 211000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.42% 39R99WGQ7 0000728612 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 53956995.00 820857513.25 Unrated Security 2011-01-04 2011-01-04 Y MRLBONY N/A N/A N N 760000000.00 760000000.00 0.0064 N 760000000.00 760000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.70% 37F99FUN2 0000728612 Other Repurchase Agreement N 51-100 2011-04-15 2063-04-01 0 - 10.75 Other Instrument CORPORATE 219500712.00 290400339.53 Unrated Security 2011-02-04 2011-02-04 Y MRLBONY N/A N/A N N 271000000.00 271000000.00 0.0023 Y 271000000.00 271000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.32% 38S994FE8 Other Repurchase Agreement N UNITED MEXICAN STS MEDIUM TERM NTS BOOK ENTRY 2020-01-15 2020-01-15 5.125 - 5.125 Other Instrument OTHER 1000.00 1063.63 US TREASURY 2013-08-31 2013-08-31 3.125 - 3.125 Treasury Debt 35558300.00 38094060.80 FEDERAL AGRICULTURE MORTGAGE CORP 2011-07-15 2017-12-28 3.15 - 5.5 Government Agency Debt 5270000.00 5304310.83 FEDERAL HOME LOAN MORTGAGE CORP 2040-08-15 2040-11-15 9.279 - 9.379 Government Agency Debt 6592373.00 5781623.57 FEDERAL NATIONAL MORTGAGE ASSOC 2035-04-25 2041-01-25 0.661 - 16.11 Government Agency Debt 29583195.00 14063358.82 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-06-20 2040-08-20 4.5 - 13.918 Government Agency Debt 664855566.00 91646236.41 AMERICAN INTL GROUP INC MEDIUM TERM NTS BOOK ENT 2018-01-16 2018-01-16 5.85 - 5.85 Other Instrument OTHER 17000000.00 17828452.52 CHUBB CORP 2037-04-15 2037-04-15 6.375 - 6.375 Other Instrument OTHER 35000000.00 36958541.65 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2020-01-08 2038-01-14 5.5 - 5.875 Other Instrument OTHER 21050000.00 22387174.15 MACQUARIE BK LTD SR MEDIUM TERM NTS BOOK ENTRY 1 2012-01-20 2013-12-17 2.6 - 4.1 Other Instrument OTHER 21000000.00 22070730.00 MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 2012-08-15 2012-08-15 6.05 - 6.05 Other Instrument OTHER 5971377.00 6455927.70 NATIONAL AUSTRALIA BK LTD GLOBAL MEDIUM TERM SR 2012-01-13 2012-01-13 2.55 - 2.55 Other Instrument OTHER 44290315.00 45638069.26 RABOBANK NEDERLAND GLOBAL MEDIUM TERM NTS BOOK ENTRY REG S 2014-05-13 2014-05-13 4.2 - 4.2 Other Instrument OTHER 5000000.00 5337550.00 First Tier Security 2011-01-03 2011-01-03 N N N 300000000.00 300000000.00 0.0025 N 300000000.00 300000000.00 Mizuho Securities USA, Inc. 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6.2 Other Instrument OTHER 5000000.00 5686694.45 DONNELLEY & SONS CO R R 2016-08-15 2016-08-15 8.6 - 8.6 Other Instrument OTHER 5000000.00 5890144.47 ALLEGHENY ENERGY SUPPLY CO LLC 2019-10-15 2019-10-15 5.75 - 5.75 Other Instrument OTHER 3987637.00 4043818.38 TAMPA ELEC CO 2036-05-15 2036-05-15 6.55 - 6.55 Other Instrument OTHER 5000000.00 5544097.22 TECO FIN INC 2015-05-01 2015-05-01 6.75 - 6.75 Other Instrument OTHER 5000000.00 5694750.00 UNITEDHEALTH GROUP INC 2037-11-15 2037-11-15 6.625 - 6.625 Other Instrument OTHER 5000000.00 5585326.39 WACHOVIA BK NATL ASSN MEDIUM TERM SUB BK NTS BOO 2016-03-15 2016-03-15 5.6 - 5.6 Other Instrument OTHER 4285497.00 4720855.87 EASTMAN CHEM CO 2019-11-15 2019-11-15 5.5 - 5.5 Other Instrument OTHER 5370000.00 5660343.97 First Tier Security 2011-01-07 2011-01-07 Y UBSWNGR N/A N/A N N 74000000.00 74000000.00 0.0006 N 74000000.00 74000000.00 UBS Securities LLC UBS Securities LLC, 0.48% 23M99SRF7 0000230611 Other Repurchase Agreement N 51-100 2011-02-01 2063-04-01 0 - 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4 Other Instrument OTHER 3155000.00 3176383.89 XILINX INC 2017-06-15 2017-06-15 2.625 - 2.625 Other Instrument OTHER 4200000.00 4929750.00 CHARLES RIV LABORATORIES INTL INC 2013-06-15 2013-06-15 2.25 - 2.25 Other Instrument OTHER 3280000.00 3291480.00 CHESAPEAKE ENERGY CORP 2037-05-15 2037-05-15 2.5 - 2.5 Other Instrument OTHER 4895000.00 4366068.06 COMPUCREDIT CORP 2025-05-30 2025-05-30 3.625 - 3.625 Other Instrument OTHER 5076000.00 4355824.88 GMX RES INC 2013-02-01 2013-02-01 5 - 5 Other Instrument OTHER 3785000.00 3267716.66 GOODRICH PETE CORP 2026-12-01 2026-12-01 3.25 - 3.25 Other Instrument OTHER 3205000.00 3189642.71 HEARTWARE INTL INC 2017-12-15 2017-12-15 3.5 - 3.5 Other Instrument OTHER 3405000.00 3784846.67 HOLOGIC INC 2037-12-15 2037-12-15 2 - 2 Other Instrument OTHER 4950000.00 4651212.50 HUMAN GENOME SCIENCES INC 2011-10-15 2011-10-15 2.25 - 2.25 Other Instrument OTHER 2000000.00 3235000.00 JAGUAR MNG INC 2014-11-01 2014-11-01 4.5 - 4.5 Other Instrument OTHER 4635000.00 4275787.50 First Tier Security 2011-02-16 2011-02-16 N N N 76000000.00 76000000.00 0.0006 Y 76000000.00 76000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.28% 38U995MS3 0000276523 Other Repurchase Agreement N AEP TEXAS CENTRAL TRANSITION FUNDING II 2018-01-01 2020-07-01 5.17 - 5.306 Other Instrument OTHER 18945000.00 21565653.36 AT&T BROADBAND CORP 2013-03-15 2013-03-15 8.375 - 8.375 Other Instrument OTHER 9451000.00 10976010.72 ABBOTT LABORATORIES 2012-11-30 2012-11-30 5.15 - 5.15 Other Instrument OTHER 9724000.00 10548349.40 ABBOTT LABS 2019-04-01 2019-04-01 5.125 - 5.125 Other Instrument OTHER 10000000.00 11086925.00 ACE INA HLDG INC 2015-11-23 2015-11-23 2.6 - 2.6 Other Instrument OTHER 10305000.00 10145318.30 AMERIPRISE FINL INC 2020-03-15 2020-03-15 5.3 - 5.3 Other Instrument OTHER 10188000.00 10822972.76 BERKLEY W R CORP 2019-09-15 2019-09-15 7.375 - 7.375 Other Instrument OTHER 10484000.00 11810491.01 CANADIAN OIL SANDS LTD 2021-09-01 2021-09-01 7.9 - 7.9 Other Instrument OTHER 8319249.00 10342434.93 CISCO SYS INC 2019-02-15 2019-02-15 4.95 - 4.95 Other Instrument OTHER 9354000.00 10320922.98 COMCAST CORP 2039-07-01 2039-07-01 6.55 - 6.55 Other Instrument OTHER 10071000.00 11154035.33 COMMONWEALTH EDISON CO 2011-12-15 2011-12-15 5.4 - 5.4 Other Instrument OTHER 10000000.00 10450200.00 CONOCO INC REORGANIZED AS CONOCOPHILLIPS 08/30/2 2029-04-15 2029-04-15 6.95 - 6.95 Other Instrument OTHER 8672000.00 10679327.11 CONOCOPHILLIPS 2019-02-01 2019-02-01 5.75 - 5.75 Other Instrument OTHER 9414000.00 10905067.77 DIRECTV HLDGS LLC / DIRECTV FING INC 2020-03-15 2020-03-15 5.2 - 5.2 Other Instrument OTHER 11380000.00 11914303.63 EOG RES INC 2015-06-01 2015-06-01 2.95 - 2.95 Other Instrument OTHER 9780000.00 9849030.50 ENCANA HLDGS FIN CORP 2014-05-01 2014-05-01 5.8 - 5.8 Other Instrument OTHER 9935000.00 11141671.99 ENOGEX LLC 2020-03-15 2020-03-15 6.25 - 6.25 Other Instrument OTHER 10000000.00 10740927.78 GEORGIA POWER CO 2039-02-01 2039-02-01 5.95 - 5.95 Other Instrument OTHER 8995000.00 9916192.93 IBM INTL GROUP CAP LLC 2012-10-22 2012-10-22 5.05 - 5.05 Other Instrument OTHER 9879000.00 10708136.24 INTERNATIONAL BUSINESS MACHS CORP 2017-09-14 2017-09-14 5.7 - 5.7 Other Instrument OTHER 9564000.00 11102002.78 JPMORGAN CHASE & CO 2020-10-15 2020-10-15 4.25 - 4.25 Other Instrument OTHER 3254700.00 3188056.40 LIBERTY PPTY LTD PARTNERSHIP 2016-12-15 2016-12-15 5.5 - 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