0000278001-11-000013.txt : 20110401 0000278001-11-000013.hdr.sgml : 20110401 20110207125122 ACCESSION NUMBER: 0000278001-11-000013 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110131 FILED AS OF DATE: 20110207 DATE AS OF CHANGE: 20110207 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: 11577465 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 2011-01-31 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 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 54 94 117024702381.59 87958815.55 41382712.72 117071278484.42 0.0040 1.0003 2011-01-31 1.0003 2011-01-31 C000019553 2500.00 117071278484.42 1.00 -2124345560.53 23349233138.94 25473578699.47 0.0003 1.0003 2011-01-31 1.0003 2011-01-31 Bank of Montreal Bank of Montreal, 0.28% 06366FXE6 Certificate of Deposit First Tier Security 2011-02-17 2011-03-17 N N N 238000000.00 238000000.00 0.0020 N 237982626.00 237982626.00 Bank of Montreal Bank of Montreal, 0.36% 06366UEK0 Certificate of Deposit First Tier Security 2011-02-22 2011-11-22 N N N 101000000.00 101000000.00 0.0009 N 100959499.00 100959499.00 Bank of Montreal Bank of Montreal, 0.41% 06366FK91 Certificate of Deposit First Tier Security 2011-02-25 2011-05-25 N N N 388000000.00 388000000.00 0.0033 N 387958484.00 387958484.00 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 0.0043 N 500019350.00 500019350.00 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 0.0018 N 205723754.00 205723754.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.40% 06538DDU0 Certificate of Deposit First Tier Security 2011-07-11 2011-07-11 N N N 1000000000.00 1000000000.00 0.0085 N 999776400.00 999776400.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.40% 06538DEH8 Certificate of Deposit First Tier Security 2011-07-19 2011-07-19 N N N 800000000.00 800000000.00 0.0068 N 799812400.00 799812400.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.40% 06538DEP0 Certificate of Deposit First Tier Security 2011-07-20 2011-07-20 N N N 700000000.00 700000000.00 0.0060 N 699834870.00 699834870.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.40% 06538DEY1 Certificate of Deposit First Tier Security 2011-07-25 2011-07-25 N N N 981000000.00 981000000.00 0.0084 N 980761911.30 980761911.30 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 380081510.00 380081510.00 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 379081826.10 379081826.10 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 379083380.00 379083380.00 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 0.0064 N 750046725.00 750046725.00 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 0.0033 N 384022963.20 384022963.20 BNP Paribas New York Branch BNP Paribas New York Branch, 0.35% 0556M5K95 Certificate of Deposit First Tier Security 2011-03-14 2011-03-14 N N N 750000000.00 750000000.00 0.0064 N 750034950.00 750034950.00 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 0.0043 N 500035650.00 500035650.00 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 0.0098 N 1150031050.00 1150031050.00 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 0.0068 N 801144019.80 801144019.80 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 0.0067 N 781095125.80 781095125.80 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.35% 13606XF52 Certificate of Deposit First Tier Security 2011-02-04 2011-10-04 N N N 376000000.00 376000000.00 0.0032 N 375874416.00 375874416.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.35% 13606XF86 Certificate of Deposit First Tier Security 2011-02-08 2011-11-07 N N N 757000000.00 757000000.00 0.0065 N 756712340.00 756712340.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.35% 13606XM96 Certificate of Deposit First Tier Security 2011-04-11 2012-01-11 N N N 554000000.00 554000000.00 0.0047 N 553736296.00 553736296.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.35% 13606XN87 Certificate of Deposit First Tier Security 2011-04-15 2012-02-17 N N N 1107000000.00 1107000000.00 0.0095 N 1106424360.00 1106424360.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.37% 13606XB31 Certificate of Deposit First Tier Security 2011-02-07 2011-03-07 N N N 213000000.00 213000000.00 0.0018 N 212995953.00 212995953.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.42% 13606XA57 Certificate of Deposit First Tier Security 2011-02-01 2011-04-01 N N N 393000000.00 393002708.00 0.0034 N 392958735.00 392958735.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.42% 13606XB49 Certificate of Deposit First Tier Security 2011-02-07 2011-05-09 N N N 196000000.00 196000000.00 0.0017 N 195986084.00 195986084.00 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 413384585.60 413384585.60 Commerzbank AG New York Branch Commerzbank AG New York Branch, 0.37% 20259XL68 Certificate of Deposit First Tier Security 2011-03-07 2011-03-07 N N N 364000000.00 364000000.00 0.0031 N 364024752.00 364024752.00 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 0.0025 N 291014026.20 291014026.20 Credit Suisse New York Branch Credit Suisse New York Branch, 0.32% 22550CYK1 Certificate of Deposit First Tier Security 2011-02-24 2011-07-25 N N N 369000000.00 369000000.00 0.0032 N 368911809.00 368911809.00 Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.30% 25154TB48 Certificate of Deposit First Tier Security 2011-04-04 2011-04-04 N N N 900000000.00 900000000.00 0.0077 N 899984160.00 899984160.00 Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.34% 25154TF28 Certificate of Deposit First Tier Security 2011-05-13 2011-05-13 N N N 350000000.00 350000000.00 0.0030 N 349999930.00 349999930.00 Deutsche Bank New York Branch Deutsche Bank New York Branch, 0.36% 25152XMM9 Certificate of Deposit First Tier Security 2011-02-24 2011-07-25 N N N 1300000000.00 1300000000.00 0.0111 N 1300000000.00 1300000000.00 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 125003637.50 125003637.50 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 0.0032 N 369013320.90 369013320.90 Intesa Sanpaolo SpA New York Branch Intesa Sanpaolo SpA New York Branch, 0.40% 46115KJE1 Certificate of Deposit First Tier Security 2011-03-01 2011-03-01 N N N 349000000.00 349000000.00 0.0030 N 349011237.80 349011237.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60687CJ40 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 732000000.00 732000000.00 0.0063 N 731999560.80 731999560.80 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 0.0085 N 997624752.00 997624752.00 Natixis SA Natixis SA, 0.41% 63873BS24 Certificate of Deposit First Tier Security 2011-02-17 2011-03-07 Y NATIXIS N Y BRH N/A N/A N N 832000000.00 832000000.00 0.0071 N 832341952.00 832341952.00 Natixis SA Natixis SA, 0.50% 63873BG43 Certificate of Deposit First Tier Security 2011-03-07 2011-03-07 N N N 758000000.00 758000000.00 0.0065 N 758492700.00 758492700.00 Natixis SA Natixis SA, 0.56% 63873BYN1 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 Y NATIXIS N Y BRH N/A N/A N N 784000000.00 784000000.00 0.0067 N 784000000.00 784000000.00 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 663575917.00 663575917.00 Norddeutsche Landesbank Norddeutsche Landesbank, 0.55% 65556LX90 Certificate of Deposit First Tier Security 2011-02-04 2011-02-04 N N N 597000000.00 597000000.00 0.0051 N 597018566.70 597018566.70 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.26% 74977MCT0 Certificate of Deposit First Tier Security 2011-02-03 2011-03-03 N N N 384200000.00 384200000.00 0.0033 N 384193468.60 384193468.60 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 0.0052 N 608049734.40 608049734.40 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 0.0022 N 252008316.00 252008316.00 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 379233350.30 379233350.30 Royal Bank of Canada Royal Bank of Canada, 0.64% 78009JKX2 Certificate of Deposit First Tier Security 2011-04-01 2012-02-01 N N N 900000000.00 900000000.00 0.0077 N 901277100.00 901277100.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.26% 78009J2L8 Certificate of Deposit First Tier Security 2011-02-06 2012-02-06 N N N 750000000.00 749619775.05 0.0064 N 747773250.00 747773250.00 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 0.0047 N 551001377.50 551001377.50 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 0.0062 N 728004222.40 728004222.40 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 228611040.00 228611040.00 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 187002898.50 187002898.50 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 249004407.30 249004407.30 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 0.0043 N 500009400.00 500009400.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GN66 Certificate of Deposit First Tier Security 2011-03-11 2011-03-11 N N N 150000000.00 150000000.00 0.0013 N 150003240.00 150003240.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GN41 Certificate of Deposit First Tier Security 2011-03-15 2011-03-15 N N N 400000000.00 400000000.00 0.0034 N 400009520.00 400009520.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GR70 Certificate of Deposit First Tier Security 2011-03-23 2011-03-23 N N N 478000000.00 478000000.00 0.0041 N 478013527.40 478013527.40 Svenska Handelsbanken Svenska Handelsbanken, 0.35% 86959BLM5 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 735000000.00 735009275.26 0.0063 N 735008967.00 735008967.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.26% 89112YAX1 Certificate of Deposit First Tier Security 2011-02-10 2011-03-10 N N N 95000000.00 95000000.00 0.0008 N 94994585.00 94994585.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.34% 89112YSH7 Certificate of Deposit First Tier Security 2011-02-14 2012-01-12 N N N 304100000.00 304100000.00 0.0026 N 303957073.00 303957073.00 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 520038064.00 520038064.00 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 0.0059 N 695030232.50 695030232.50 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 0.0056 N 652065721.60 652065721.60 UBS AG UBS AG, 0.37% 90267AA89 Certificate of Deposit First Tier Security 2011-02-21 2011-07-21 N N N 1500000000.00 1500000000.00 0.0128 N 1499650500.00 1499650500.00 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 0.0016 N 183006386.70 183006386.70 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 0.0061 N 714021205.80 714021205.80 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 0.0067 N 781031240.00 781031240.00 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 0.0061 N 714012852.00 714012852.00 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 0.0067 N 781058809.30 781058809.30 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 0.0110 N 1289024619.90 1289024619.90 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 0.0046 N 533054419.30 533054419.30 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 368000306.67 0.0031 N 368002502.40 368002502.40 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 379003752.10 379003752.10 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 0.0030 N 350010675.00 350010675.00 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 198008236.80 198008236.80 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 426077532.00 426077532.00 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAL8 0001140465 Certificate of Deposit First Tier Security 2011-08-29 2011-08-29 N N N 190000000.00 190000000.00 0.0016 N 190153976.00 190153976.00 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 0.0065 N 760013832.00 760013832.00 ING Bank NV ING Bank NV, 0.30% 38T99AAN8 Certificate of Deposit First Tier Security 2011-04-01 2011-04-01 N N N 1175000000.00 1175000000.00 0.0100 N 1174941250.00 1174941250.00 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 0.0027 N 312007519.20 312007519.20 ING Bank NV ING Bank NV, 0.33% 37X99JSC1 0001017255 Certificate of Deposit First Tier Security 2011-03-02 2011-03-02 N N N 531000000.00 531000000.00 0.0045 N 531013221.90 531013221.90 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.33% 02B99KLU3 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 370000000.00 370000000.00 0.0032 N 370005661.00 370005661.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.33% 02B99KMA6 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 350000000.00 350000000.00 0.0030 N 350007490.00 350007490.00 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 0.0059 N 686089042.80 686089042.80 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 0.0063 N 739030299.00 739030299.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 6329908E0 0000833029 Certificate of Deposit First Tier Security 2011-03-16 2011-03-16 N N N 1166000000.00 1166000000.00 0.0100 N 1166056784.20 1166056784.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 6329908K6 0000833029 Certificate of Deposit First Tier Security 2011-07-06 2011-07-06 N N N 740000000.00 740000000.00 0.0063 N 740191808.00 740191808.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 6329908L4 0000833029 Certificate of Deposit First Tier Security 2011-07-08 2011-07-08 N N N 760000000.00 760000000.00 0.0065 N 760199500.00 760199500.00 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 184003289.86 0.0016 N 184082818.40 184082818.40 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 0.0047 N 552240837.60 552240837.60 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 227000862.60 227000862.60 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 0.0043 N 499000399.20 499000399.20 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 325800053.25 0.0028 N 325879575.60 325879575.60 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 399856666.64 0.0034 N 399917880.00 399917880.00 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 699743333.38 0.0060 N 699851250.00 699851250.00 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 38997497.50 0.0003 N 38998085.10 38998085.10 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 319981333.31 0.0027 N 319986304.00 319986304.00 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 435000000.00 0.0037 N 434997346.50 434997346.50 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.37% 20260BQ76 Financial Company Commercial Paper First Tier Security 2011-03-07 2011-03-07 N N N 349000000.00 348878043.91 0.0030 N 348907375.40 348907375.40 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 282895856.00 282895856.00 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 150004200.00 150004200.00 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 139015151.00 139015151.00 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 173988997.77 0.0015 N 173942928.00 173942928.00 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 179927820.00 179927820.00 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 186971389.00 186971389.00 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 24993000.00 0.0002 N 24995227.50 24995227.50 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 878582475.00 0.0075 N 878553907.50 878553907.50 Credit Suisse New York Branch Credit Suisse New York Branch, 0.32% 2254EBS51 Financial Company Commercial Paper First Tier Security 2011-05-05 2011-05-05 N N N 2190000000.00 2188189599.27 0.0187 N 2188141566.00 2188141566.00 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 76000000.00 0.0006 N 75999536.40 75999536.40 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 199984750.00 0.0017 N 199987560.00 199987560.00 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 225980852.78 0.0019 N 225984473.80 225984473.80 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 733816500.00 0.0063 N 733828684.40 733828684.40 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 244897916.68 0.0021 N 244897271.50 244897271.50 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.34% 25153KSD0 Financial Company Commercial Paper First Tier Security 2011-05-13 2011-05-13 N N N 450000000.00 449570749.95 0.0038 N 449571600.00 449571600.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.31% 2332K4AZ7 Financial Company Commercial Paper First Tier Security 2011-02-22 2011-07-21 N N N 300000000.00 300000000.00 0.0026 N 299930100.00 299930100.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.31% 2332K4BA1 Financial Company Commercial Paper First Tier Security 2011-02-25 2011-07-25 N N N 329000000.00 329000000.00 0.0028 N 329000000.00 329000000.00 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 374876041.65 0.0032 N 374900475.00 374900475.00 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 124991666.67 0.0011 N 124994650.00 124994650.00 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 175988266.68 0.0015 N 175992467.20 175992467.20 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 346975324.42 0.0030 N 346974807.80 346974807.80 Intesa Funding LLC Intesa Funding LLC, 0.40% 4611K1Q24 Financial Company Commercial Paper First Tier Security 2011-03-02 2011-03-02 N N N 713000000.00 712770255.43 0.0061 N 712821750.00 712821750.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.32% 51489HP74 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 630000000.00 629966400.08 0.0054 N 629973036.00 629973036.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.35% 6323A1PN0 Financial Company Commercial Paper First Tier Security 2011-02-22 2011-02-22 N N N 200000000.00 199959166.72 0.0017 N 199970300.00 199970300.00 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 426000000.00 0.0036 N 425997401.40 425997401.40 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 188997899.99 0.0016 N 188997694.20 188997694.20 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 149978749.98 0.0013 N 149982375.00 149982375.00 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 91983900.00 0.0008 N 91986338.00 91986338.00 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 115951505.57 0.0010 N 115960444.00 115960444.00 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 42981605.57 0.0004 N 42984950.00 42984950.00 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 119942833.30 0.0010 N 119951172.00 119951172.00 Nordea North America, Inc. Nordea North America, Inc., 0.31% 6555P1SR9 Financial Company Commercial Paper First Tier Security 2011-05-25 2011-05-25 N N N 200000000.00 199808527.76 0.0017 N 199796060.00 199796060.00 Nordea North America, Inc. Nordea North America, Inc., 0.31% 6555P1SS7 Financial Company Commercial Paper First Tier Security 2011-05-26 2011-05-26 N N N 50000000.00 49951708.35 0.0004 N 49948410.00 49948410.00 Nordea North America, Inc. Nordea North America, Inc., 0.31% 6555P1ST5 Financial Company Commercial Paper First Tier Security 2011-05-27 2011-05-27 N N N 700000000.00 699317985.94 0.0060 N 699266960.00 699266960.00 Nordea North America, Inc. Nordea North America, Inc., 0.31% 6555P1SX6 Financial Company Commercial Paper First Tier Security 2011-05-31 2011-05-31 N N N 600000000.00 599395083.48 0.0051 N 599340000.00 599340000.00 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 228948793.04 0.0020 N 228966405.70 228966405.70 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 75979311.11 0.0006 N 75985491.60 75985491.60 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 310966740.29 0.0027 N 310981464.40 310981464.40 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 740887000.15 0.0063 N 741335687.40 741335687.40 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 426000000.00 0.0036 N 425997401.40 425997401.40 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 699809444.46 0.0060 N 699849430.00 699849430.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.40% 83365SR13 Financial Company Commercial Paper First Tier Security 2011-04-01 2011-04-01 N N N 1142000000.00 1141251355.51 0.0097 N 1141390971.40 1141390971.40 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 181989383.32 0.0016 N 181992210.40 181992210.40 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 178977376.40 0.0015 N 178984051.10 178984051.10 Swedbank AB Swedbank AB, 0.35% 87019SPE8 Financial Company Commercial Paper First Tier Security 2011-02-14 2011-02-14 N N N 75000000.00 74990520.83 0.0006 N 74993317.50 74993317.50 Swedbank AB Swedbank AB, 0.35% 87019SPF5 Financial Company Commercial Paper First Tier Security 2011-02-15 2011-02-15 N N N 69000000.00 68990608.33 0.0006 N 68993389.80 68993389.80 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 133663511.15 0.0011 N 133613865.60 133613865.60 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 264281482.02 0.0023 N 264231314.50 264231314.50 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 215993700.01 0.0018 N 215995917.60 215995917.60 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 40993622.22 0.0004 N 40995871.30 40995871.30 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 89936125.02 0.0008 N 89950239.00 89950239.00 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 24981041.67 0.0002 N 24983597.50 24983597.50 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 47958000.00 0.0004 N 47962305.60 47962305.60 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.40% 9046Q3PR4 Financial Company Commercial Paper First Tier Security 2011-02-25 2011-02-25 N N N 1000000000.00 999733333.60 0.0085 N 999776500.00 999776500.00 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.40% 9046Q3PU7 Financial Company Commercial Paper First Tier Security 2011-02-28 2011-02-28 N N N 446000000.00 445866199.82 0.0038 N 445882568.20 445882568.20 Westpac Banking Corp. Westpac Banking Corp., 0.30% 9612C4BC4 Financial Company Commercial Paper First Tier Security 2011-04-19 2011-04-19 N N N 500000000.00 500000000.00 0.0043 N 500160500.00 500160500.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 9612C4BD2 Financial Company Commercial Paper First Tier Security 2011-04-20 2011-04-20 N N N 500000000.00 500000000.00 0.0043 N 500169000.00 500169000.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-02-08 2011-10-07 N N N 381000000.00 381000000.00 0.0033 N 380845314.00 380845314.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-02-21 2011-09-19 N N N 450000000.00 450000000.00 0.0038 N 449859150.00 449859150.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-02-23 2011-09-23 N N N 450000000.00 450000000.00 0.0038 N 449856450.00 449856450.00 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 357999287.50 0.0031 N 358108710.70 358108710.70 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.45% 41068LP26 Asset Backed Commercial Paper First Tier Security 2011-02-02 2011-02-02 N N Y LIQUIDITY NORDDEUT (GTD) N/A N/A USBANKNA N/A N/A 155000000.00 154998062.50 0.0013 N 154997582.00 154997582.00 Comcast Corp. Comcast Corp., 0.40% 2003A3QB3 Other Commercial Paper Second Tier Security 2011-03-11 2011-03-11 N N N 375000000.00 374841666.62 0.0032 N 374847262.50 374847262.50 Comcast Corp. Comcast Corp., 0.40% 2003A3QB3 Other Commercial Paper Second Tier Security 2011-03-11 2011-03-11 N N N 186000000.00 185921466.64 0.0016 N 185924242.20 185924242.20 CVS Caremark Corp. CVS Caremark Corp., 0.40% 12664RAC6 Other Commercial Paper Second Tier Security 2011-03-01 2011-03-02 Y CVS CAREMARK N/A N/A N N 224000000.00 224000000.00 0.0019 N 223962592.00 223962592.00 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 55994400.00 0.0005 N 55996662.40 55996662.40 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 188958420.00 0.0016 N 188973804.60 188973804.60 Verizon Communications, Inc. Verizon Communications, Inc., 0.46% 92344PUV6 Other Commercial Paper Second Tier Security 2011-03-01 2011-03-16 Y VERIZON COM N/A N/A N N 524000000.00 524000000.00 0.0045 N 523743240.00 523743240.00 Xerox Corp. Xerox Corp., 0.55% 98412FP22 Other Commercial Paper Second Tier Security 2011-02-02 2011-02-02 N N N 20900000.00 20899680.69 0.0002 N 20899454.51 20899454.51 Xerox Corp. Xerox Corp., 0.55% 98412FP22 Other Commercial Paper Second Tier Security 2011-02-02 2011-02-02 N N N 45000000.00 44999312.50 0.0004 N 44998825.50 44998825.50 Xerox Corp. Xerox Corp., 0.70% 98412FQ21 Other Commercial Paper Second Tier Security 2011-03-02 2011-03-02 N N N 100000000.00 99943611.14 0.0009 N 99941600.00 99941600.00 Xerox Corp. Xerox Corp., 0.70% 98412FQ21 Other Commercial Paper Second Tier Security 2011-03-02 2011-03-02 N N N 15000000.00 14991541.68 0.0001 N 14991240.00 14991240.00 U.S. Treasury Bills U.S. Treasury Bills, 0.23% 912795X22 Treasury Debt First Tier Security 2011-06-30 2011-06-30 N N N 2100000000.00 2098044375.00 0.0179 N 2098565700.00 2098565700.00 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 1478960905.36 0.0126 N 1479190196.00 1479190196.00 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 1472370835.16 0.0126 N 1472844528.00 1472844528.00 U.S. Treasury Notes U.S. Treasury Notes, 0.29% 912828LT5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 468000000.00 470457672.42 0.0040 N 470669004.00 470669004.00 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 601716542.34 0.0051 N 601992974.00 601992974.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 0.32% 912828MM9 Treasury Debt First Tier Security 2011-11-30 2011-11-30 N N N 741500000.00 744127348.09 0.0064 N 744570551.50 744570551.50 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 110000330.00 110000330.00 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 0.0059 N 696007656.00 696007656.00 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 391758271.88 391758271.88 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 2027A0FM6 Other Note First Tier Security 2011-04-12 2012-02-10 N N N 368000000.00 368000000.00 0.0031 N 367979980.80 367979980.80 Metropolitan Life Global Funding I Metropolitan Life Global Funding I, 2.05% 59217EBX1 Other Note First Tier Security 2011-04-01 2011-05-09 Y MET LIFE GLBL F N/A N/A N N 217500000.00 217500000.00 0.0019 N 218846760.00 218846760.00 Royal Bank of Canada Royal Bank of Canada, 0.26% 78008KXS7 Other Note First Tier Security 2011-02-06 2012-02-06 N N N 376000000.00 375809380.56 0.0032 N 376074824.00 376074824.00 Royal Bank of Canada Royal Bank of Canada, 0.30% 78008FBA1 Other Note First Tier Security 2011-04-01 2012-02-01 N N N 1300000000.00 1300000000.00 0.0111 N 1300314600.00 1300314600.00 Royal Bank of Canada Royal Bank of Canada, 0.70% 78008FAM6 Other Note First Tier Security 2011-02-15 2012-02-15 N N N 750000000.00 750000000.00 0.0064 N 753084000.00 753084000.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CBD2 Other Note First Tier Security 2011-02-11 2012-02-10 N N N 393000000.00 393000000.00 0.0034 N 392993712.00 392993712.00 Westpac Banking Corp. Westpac Banking Corp., 0.32% 91621CAV3 Other Note First Tier Security 2011-02-23 2011-10-23 N N N 1034000000.00 1034000000.00 0.0088 N 1032128460.00 1032128460.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 91621CAZ4 Other Note First Tier Security 2011-04-15 2012-02-15 N N N 801000000.00 801000000.00 0.0068 N 800670789.00 800670789.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.30% Series 2004 H6, LOC Bank of America NA VRDN 64966CH20 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A N 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., 0.27% (Westport Dev. Proj.) Series 2004 A, LOC Fannie Mae VRDN 64970HBA1 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A N 61000000.00 61000000.00 0.0005 N 61000000.00 61000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.26% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FHLM N/A N/A Y FHLM N/A N/A N 34000000.00 34000000.00 0.0003 N 34000000.00 34000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.26% (Tower 31 Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986MJ71 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FHLM N/A N/A Y FHLM N/A N/A N 33000000.00 33000000.00 0.0003 N 33000000.00 33000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.26% (101 West End Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MLD5 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A N 52850000.00 52850000.00 0.0005 N 52850000.00 52850000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.26% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FHLM N/A N/A Y FHLM N/A N/A N 25000000.00 25000000.00 0.0002 N 25000000.00 25000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.26% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A N 74100000.00 74100000.00 0.0006 N 74100000.00 74100000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.27% (55 West 25th Street Hsg. Proj.) Series 2005 A, LOC Fannie Mae VRDN 64986ME68 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A N 105400000.00 105400000.00 0.0009 N 105400000.00 105400000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.27% (101 West End Hsg. Proj.) Series 1998 A, LOC Fannie Mae VRDN 64986MLC7 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A N 30800000.00 30800000.00 0.0003 N 30800000.00 30800000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.27% (66 West 38th Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MXX8 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A N 44300000.00 44300000.00 0.0004 N 44300000.00 44300000.00 Triborough Bridge & Tunnel Auth. Revs. Triborough Bridge & Tunnel Auth. Revs., 0.27% Series 2005 B3, (Liquidity Facility Bank of America NA) VRDN 89602NGX6 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y BAC-NA N/A N/A N N 10000000.00 10000000.00 0.0001 N 10000000.00 10000000.00 Triborough Bridge & Tunnel Auth. Revs. Triborough Bridge & Tunnel Auth. Revs., 0.28% Series 2002 F, (Liquidity Facility ABN-AMRO Bank NV) VRDN 89602NCG7 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y AMRO (OLD) N/A N/A N N 51325000.00 51325000.00 0.0004 N 51325000.00 51325000.00 California Gen. Oblig. California Gen. Oblig., 0.30% Series 2003 B1, LOC JPMorgan Chase Bank, LOC California Pub. Employees' Retirement Sys. VRDN 13063BDA7 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y CALPERS N/A N/A JPMC BANK N/A N/A CALSTRS N/A N/A N N 18000000.00 18000000.00 0.0002 N 18000000.00 18000000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.27% Series 2001 G, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13033KXN4 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FANNIEMAE N/A N/A FHLM N/A N/A N N 16065000.00 16065000.00 0.0001 N 16065000.00 16065000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.27% (Multifamily Hsg. Prog.) Series 2005 B, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13034PKU0 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FANNIEMAE N/A N/A FHLM N/A N/A N N 22090000.00 22090000.00 0.0002 N 22090000.00 22090000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.27% Series 2003 D, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13034PQQ3 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FHLM N/A N/A FANNIEMAE N/A N/A N N 46710000.00 46710000.00 0.0004 N 46710000.00 46710000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.27% (Home Mtg. Prog.) Series 2001 J, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13034PQK6 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FANNIEMAE N/A N/A FHLM N/A N/A N N 39560000.00 39560000.00 0.0003 N 39560000.00 39560000.00 California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev. California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev., 0.31% (Recology, Inc. Proj.) Series 2010 A, LOC Bank of America NA VRDN 130536PN9 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A N 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., 0.28% (Hollywood & Vine Apts. Proj.) Series A, LOC Fannie Mae VRDN 544393CH2 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A N 30400000.00 30400000.00 0.0003 N 30400000.00 30400000.00 Simi Valley Multi-family Hsg. Rev. Simi Valley Multi-family Hsg. Rev., 0.29% (Parker Ranch Proj.) Series A, LOC Fannie Mae VRDN 828905EA3 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A N 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 2011-02-07 2011-02-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A N 181000000.00 181000000.00 0.0015 N 181000000.00 181000000.00 New Jersey Gen. Oblig. New Jersey Gen. Oblig., 0.27% Participating VRDN Series Putters 3808, (Liquidity Facility JPMorgan Chase & Co.) 46633VZV4 Variable Rate Demand Note First Tier Security 2011-02-01 2011-02-01 Y JPMC CO N/A N/A N N 65000000.00 65000000.00 0.0006 N 65000000.00 65000000.00 Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev. Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev., 0.26% Series 2004 86B, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 708793GF5 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y FANNIEMAE N/A N/A FHLM N/A N/A N N 32000000.00 32000000.00 0.0003 N 32000000.00 32000000.00 Philadelphia Wtr. & Wastewtr. Rev. Philadelphia Wtr. & Wastewtr. Rev., 0.29% Series 1997 B, LOC Bank of America NA VRDN 717893TL5 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A N 30000000.00 30000000.00 0.0003 N 30000000.00 30000000.00 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 2011-02-07 2011-02-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A N 25200000.00 25200000.00 0.0002 N 25200000.00 25200000.00 Red River Ed. Fin. Corp. Ed. Rev. Red River Ed. Fin. Corp. Ed. Rev., 0.25% (Texas Christian Univ. Proj.) Series 2000 VRDN 756872CH8 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y TEXAS CHRISTIAN N/A N/A N N 25600000.00 25600000.00 0.0002 N 25600000.00 25600000.00 Michigan Hosp. Fin. Auth. Rev. Michigan Hosp. Fin. Auth. Rev., 0.28% (Henry Ford Health Sys. Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 59465HGS9 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A N 49200000.00 49200000.00 0.0004 N 49200000.00 49200000.00 Metropolitan Atlanta Rapid Transit Auth. Sales Tax Rev. Metropolitan Atlanta Rapid Transit Auth. Sales Tax Rev., 0.26% Series 2000 A, LOC JPMorgan Chase Bank VRDN 591745XL3 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A N 25000000.00 25000000.00 0.0002 N 25000000.00 25000000.00 Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.29% (Catholic Healthcare West Proj.) Series 2008 B, LOC Bank of America NA VRDN 040507JU0 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A N 16300000.00 16300000.00 0.0001 N 16300000.00 16300000.00 Ohio Hsg. Fin. Agcy. Residential Mtg. Rev. Ohio Hsg. Fin. Agcy. Residential Mtg. Rev., 0.27% Series 2006 I, (Liquidity Facility Citibank NA) VRDN 67756QBB2 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y CITIBANK N/A N/A N Y OBLIGOR OH-MBS 6/1/94 N/A N/A 14000000.00 14000000.00 0.0001 N 14000000.00 14000000.00 Cook County Gen. Oblig. Cook County Gen. Oblig., 0.29% Participating VRDN Series WF 10 5C, (Liquidity Facility Wells Fargo Bank NA) 94985NUL3 Variable Rate Demand Note First Tier Security 2011-02-07 2011-02-07 Y WELLS FARGO BA N/A N/A N N 10790000.00 10790000.00 0.0001 N 10790000.00 10790000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3133XXSJ7 Government Agency Debt First Tier Security 2011-02-26 2011-09-26 N N N 650000000.00 649786743.19 0.0056 N 649939550.00 649939550.00 General Electric Capital Corp. General Electric Capital Corp., 0.46% (FDIC Guaranteed) 36967HAL1 Government Agency Debt Corporate Bonds First Tier Security 2011-03-11 2011-03-11 N N N 176000000.00 176243695.06 0.0015 N 176305184.00 176305184.00 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 15000000.00 0.0001 N 14999934.00 14999934.00 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 35144000.00 0.0003 N 35143845.37 35143845.37 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 40140000.00 0.0003 N 40139823.38 40139823.38 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 22109840.32 0.0002 N 22109803.22 22109803.22 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.60% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2011-04-01 2011-05-02 Y METLIFE N/A N/A N N 175000000.00 175000000.00 0.0015 Y 176138025.00 176138025.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 37F99EVW4 0000058056 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2038-10-15 2040-10-15 4 - 7 Government Agency Debt 732825587.00 366409269.77 First Tier Security 2011-02-07 2011-02-07 Y DEUTSEC N/A N/A N N 359000000.00 359000000.00 0.0031 N 359000000.00 359000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 37F99EYR2 0000058056 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-20 2041-01-20 4 - 4 Government Agency Debt 339162928.00 340857154.50 First Tier Security 2011-02-07 2011-02-07 Y DEUTSEC N/A N/A N N 334000000.00 334000000.00 0.0029 N 334000000.00 334000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99ESR9 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2040-08-01 5.5 - 5.5 Government Agency Debt 653433762.00 625807102.34 First Tier Security 2011-02-07 2011-02-07 Y DEUTSEC N/A N/A N N 613000000.00 613000000.00 0.0052 N 613000000.00 613000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99E4F1 0000058056 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2041-01-20 2041-01-20 4 - 4 Government Agency Debt 330611456.00 333683607.85 First Tier Security 2011-02-07 2011-02-07 Y DEUTSEC N/A N/A N N 327000000.00 327000000.00 0.0028 N 327000000.00 327000000.00 Bank of America NA; UBS Securities LLC; Deutsche Bank Securities, Inc.; Wells Fargo Securities LLC; Citibank NA; RBS Securities, Inc. In a joint trading account at 0.24%, dated 1/31/2011 due 02/01/2011 # 40F99QCU6 Government Agency Repurchase Agreement Y US TREASURY 2011-04-28 2017-08-15 0 - 4.75 Treasury Debt 18138.54 18782.34 FEDERAL AGRICULTURE MORTGAGE CORP 2011-02-01 2015-11-30 0 - 2.1 Government Agency Debt 375.82 381.50 FEDERAL FARM CREDIT 2011-11-17 2023-07-24 0 - 5.875 Government Agency Debt 3103.41 3115.60 FEDERAL HOME LOAN BANK 2011-02-01 2036-07-15 0 - 5.625 Government Agency Debt 25695.59 26185.33 FEDERAL HOME LOAN MORTGAGE CORP 2011-02-18 2047-08-01 0 - 238 Government Agency Debt 255809.40 139509.28 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 1055.90 872.07 FEDERAL NATIONAL MORTGAGE ASSOC 2011-02-04 2048-11-01 0 - 9.5 Government Agency Debt 466251.76 239996.94 GOVERNMENT NATIONAL MORTAGE ASSOC 2012-11-15 2061-01-20 0 - 8 Government Agency Debt 349136.15 293363.51 RESOLUTION FUNDING CORP 2011-10-15 2030-04-15 0 - 9.375 Government Agency Debt 3995.85 3095.79 TENNESEE VALLEY AUTHORITY 2011-04-15 2042-04-15 0 - 8.25 Government Agency Debt 569.77 470.81 AMERICAN EXP BNK FDIC 2011-12-09 2011-12-09 3.15 - 3.15 Other Instrument OTHER NOTE 18.28 18.80 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-06-22 0.604 - 3.125 Other Instrument CORPORATE 3581.04 3719.14 CITIBANK N.A. 2012-05-07 2012-05-07 1.875 - 1.875 Other Instrument OTHER NOTE 44.04 45.02 CITIGROUP INC. (FDIC TLGP) 2011-12-09 2011-12-09 2.875 - 2.875 Other Instrument OTHER NOTE 70.63 72.46 CITIGROUP FUNDING INC. 2012-07-12 2012-07-12 2.125 - 2.125 Other Instrument OTHER NOTE 66.47 68.07 CITIGROUP FDG INC MEDIUM TERM SR NTS BOOK ENTRY 2012-04-30 2012-04-30 0.634 - 0.634 Other Instrument CORPORATE 4681.11 4713.77 CITIBANK, N.A. 2011-03-30 2012-12-28 0.273 - 1.875 Other Instrument OTHER NOTE 413.64 418.36 GMAC INC. 2012-10-30 2012-10-30 1.75 - 1.75 Other Instrument OTHER NOTE 255.17 261.32 GMACLLC7.30%PUBLICINCOMENOTES( 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER NOTE 424.03 437.39 GE CAPITAL CORP FDIC 2011-03-11 2012-12-28 0.382 - 2.625 Other Instrument OTHER NOTE 7433.06 7567.90 GOLDMAN SACHS GROUP, INC. 2011-03-15 2012-06-15 0.382 - 3.25 Other Instrument OTHER NOTE 633.57 638.68 HSBC USA INC. 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER NOTE 16.62 17.09 JPMORGAN CHASE & CO. 2011-02-23 2012-12-26 0.364 - 3.125 Other Instrument OTHER NOTE 10535.11 10715.17 KEYCORP FDIC TLGP 2011-12-19 2011-12-19 0.861 - 0.861 Other Instrument OTHER NOTE 33.24 33.43 MORGAN STANLEY (FDIC TLGP) 2011-03-04 2012-06-20 0.878 - 1.95 Other Instrument OTHER NOTE 43.95 44.78 NEW YORK COMMUNITY BANCORP, IN 2012-06-22 2012-06-22 2.55 - 2.55 Other Instrument OTHER NOTE 91.40 94.03 PNC FUNDING CORP 2011-06-22 2012-06-22 1.507 - 2.3 Other Instrument OTHER NOTE 172.95 177.22 SOVEREIGN BANCORP, INC. 2012-01-17 2012-06-15 2.5 - 2.75 Other Instrument OTHER NOTE 251.85 258.25 SUNTRUST BNK FDIC TLGP 2011-11-16 2011-11-16 3 - 3 Other Instrument OTHER NOTE 135.44 139.15 USAA CAPITAL CORPORATION 2012-03-30 2012-03-30 2.24 - 2.24 Other Instrument OTHER NOTE 13.63 13.95 WELLS FARGO & COMPANY 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER NOTE 1.66 1.70 Unrated Security 2011-02-01 2011-02-01 N N N 737000.00 737000.00 0.0000 N 737000.00 737000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 38B99SYM4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-02-15 2040-11-15 2.5 - 6 Government Agency Debt 130873701.00 98807798.98 FEDERAL NATIONAL MORTGAGE ASSOC 2021-09-25 2036-05-25 0.51 - 1.431 Government Agency Debt 482591877.00 128834458.32 Unrated Security 2011-02-07 2011-02-07 Y INGFIN N/A N/A N N 221000000.00 221000000.00 0.0019 N 221000000.00 221000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SLR7 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-04-01 2039-11-01 2.235 - 6.143 Government Agency Debt 845884590.00 174543157.90 Unrated Security 2011-02-07 2011-02-07 Y INGFIN N/A N/A N N 171000000.00 171000000.00 0.0015 N 171000000.00 171000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SRU4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2040-04-01 2.229 - 6 Government Agency Debt 185699728.00 84705574.37 Unrated Security 2011-02-07 2011-02-07 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 2023-02-01 2040-02-01 2.145 - 6.12 Government Agency Debt 314295889.00 84703605.66 Unrated Security 2011-02-07 2011-02-07 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 2023-01-01 2040-11-01 2.141 - 5.775 Government Agency Debt 699386364.00 170451296.21 Unrated Security 2011-02-07 2011-02-07 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, 0.25% 38B99SJT6 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-05-15 2034-03-15 0.812 - 6 Government Agency Debt 34641000.00 10338017.93 FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2040-10-25 4 - 6 Government Agency Debt 256019083.00 175222068.54 Unrated Security 2011-02-07 2011-02-07 Y INGFIN N/A N/A N N 180000000.00 180000000.00 0.0015 N 180000000.00 180000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.28% 38B99SFL7 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-01 2040-11-01 2.039 - 6.271 Government Agency Debt 310996461.00 106205884.35 Unrated Security 2011-02-07 2011-02-07 Y INGFIN N/A N/A N N 104000000.00 104000000.00 0.0009 N 104000000.00 104000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.24% 36U99E4V1 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-10-15 2039-07-15 4 - 4 Government Agency Debt 46727415.00 46196591.07 FEDERAL NATIONAL MORTGAGE ASSOC 2033-11-25 2037-07-25 0.561 - 0.81 Government Agency Debt 159136295.00 59583383.22 GOVERNMENT NATIONAL MORTAGE ASSOC 2031-11-16 2040-08-20 0.661 - 4.5 Government Agency Debt 98115438.00 74544529.54 First Tier Security 2011-02-07 2011-02-07 Y RBC CAP N/A N/A N N 175000000.00 175000000.00 0.0015 N 175000000.00 175000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 37T99XLY4 0000808379 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5.712 - 5.712 Government Agency Debt 9887243.00 9357939.03 FEDERAL NATIONAL MORTGAGE ASSOC 2015-12-01 2050-08-01 1.53 - 6.525 Government Agency Debt 379765326.00 160076448.54 Unrated Security 2011-02-07 2011-02-07 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, 0.25% 37V99JPC6 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2041-01-01 4 - 4 Government Agency Debt 88055423.00 87782744.71 Unrated Security 2011-02-07 2011-02-07 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, 0.85% 38T99CQD9 0001185371 Other Repurchase Agreement N 101-500 2013-08-30 2056-10-25 0 - 10.25 Other Instrument MORTGAGE 9020874501.00 829459584.44 First Tier Security 2011-03-07 2011-03-07 Y BANCANGR N/A N/A N N 768000000.00 768000000.00 0.0066 Y 768000000.00 768000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.40% 39V994PU5 0000851376 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 38778540.00 766808574.47 Unrated Security 2011-02-01 2011-02-01 N N N 710000000.00 710000000.00 0.0061 N 710000000.00 710000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 39V994JW8 0000851376 Other Repurchase Agreement N CHASE MORTGAGE FINANCE CORPORATION 2035-12-25 2035-12-25 2.95 - 2.95 Other Instrument MORTGAGE 782228.00 605380.71 THORNBURG MORTGAGE SECURITIES TRUST 2037-03-25 2037-03-25 0.361 - 0.361 Other Instrument MORTGAGE 54400000.00 27524634.26 THORNBURG MORTGAGE SECURITIES TRUST 2047-06-25 2047-06-25 0.481 - 0.481 Other Instrument MORTGAGE 81627394.00 42948012.86 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2035-12-25 2035-12-25 2.592 - 2.592 Other Instrument MORTGAGE 35440000.00 28135680.74 WACHOVIA MORTGAGE LOAN TRUST 2035-08-20 2035-08-20 5.213 - 5.213 Other Instrument MORTGAGE 50000000.00 20683074.77 Unrated Security 2011-02-03 2011-02-03 Y BCAPNGR N/A N/A N N 111000000.00 111000000.00 0.0009 N 111000000.00 111000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 39V994GR2 0000851376 Other Repurchase Agreement N CITICORP MORTGAGE SECURITIES 2035-09-25 2035-09-25 5.25 - 5.25 Other Instrument MORTGAGE 119452572.00 37313385.66 STRUCTURED ASSET MORTGAGE INVESTMENTS 2037-04-25 2037-04-25 0.431 - 0.431 Other Instrument MORTGAGE 39578819.00 28119049.01 THORNBURG MORTGAGE SECURITIES TRUST 2047-06-25 2047-06-25 0.481 - 0.481 Other Instrument MORTGAGE 31148606.00 15788367.60 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-08-25 2045-08-25 0.581 - 0.581 Other Instrument MORTGAGE 179487000.00 36523919.47 Unrated Security 2011-02-07 2011-02-07 Y BCAPNGR N/A N/A N N 109000000.00 109000000.00 0.0009 N 109000000.00 109000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.45% 39V994QD2 0000851376 Other Repurchase Agreement N US TREASURY 2022-08-15 2022-08-15 7.25 - 7.25 Treasury Debt 9936900.00 13705288.84 AMERICAN ELECTRIC POWER CO INC 2011-07-05 2011-07-05 N/A Other Commercial Paper 17500000.00 17464055.00 CARNIVAL PLC 2011-02-08 2011-02-08 N/A Other Commercial Paper 1000000.00 999905.30 DOMINION RESOURCES INC/VA 2011-02-02 2011-02-02 N/A Other Commercial Paper 300000.00 299987.49 MICHIGAN CONSOLIDATED GAS CO 2011-02-14 2011-02-14 N/A Other Commercial Paper 20000000.00 19900000.00 SOUTH CAROLINA FUEL CO 2011-02-17 2011-03-03 N/A Other Commercial Paper 45898000.00 45672615.32 SOUTHERN CO 2011-02-28 2011-02-28 N/A Other Commercial Paper 12970000.00 12966192.01 VIRGINIA ELECTRIC AND POWER CO 2011-03-02 2011-03-02 N/A Other Commercial Paper 25000000.00 24991430.00 VODAFONE GROUP PLC 2012-01-13 2012-01-13 N/A Other Commercial Paper 46500000.00 46178568.75 Unrated Security 2011-02-01 2011-02-01 N N N 177000000.00 177000000.00 0.0015 N 177000000.00 177000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.65% 39V994QK6 0000851376 Other Repurchase Agreement N WEST PHARMACEUTICAL SVCS INC 2047-03-15 2047-03-15 N/A Other Instrument EQUITY 21273000.00 19440567.42 Unrated Security 2011-02-01 2011-02-01 N N N 18000000.00 18000000.00 0.0002 N 18000000.00 18000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NJG2 0000851376 Other Repurchase Agreement N BCAP TRUST 2038-06-25 2038-06-25 5.5 - 5.5 Other Instrument MORTGAGE 5532750.00 3857842.87 CITIGROUP MTG LN TR 2010-8 2036-11-25 2036-11-25 N/A Other Instrument MORTGAGE 451905000.00 377196461.64 LB-UBS COMMERCIAL MORTGAGE TRUST 2040-02-16 2040-02-16 5.43 - 5.43 Other Instrument MORTGAGE 10000000.00 10647943.33 LB-UBS COMMERCIAL MORTGAGE TRUST 2045-09-15 2045-09-15 5.866 - 5.866 Other Instrument MORTGAGE 7421304.00 8000559.87 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2034-09-25 2034-09-25 2.636 - 2.636 Other Instrument MORTGAGE 24781791.00 1958504.79 Unrated Security 2011-05-06 2011-05-06 Y BCAPNGR N/A N/A N N 381000000.00 381000000.00 0.0033 Y 381000000.00 381000000.00 Barclays Capital, Inc. 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BNP Paribas Securities Corp., 0.33% 38K99A7C5 0001197610 Other Repurchase Agreement N ALCOA INC 2020-08-15 2020-08-15 6.15 - 6.15 Other Instrument CORPORATE 5000000.00 5489991.65 ANHEUSER BUSCH INBEV WORLDWIDE INC 2016-02-15 2020-04-15 2.875 - 5 Other Instrument CORPORATE 23454000.00 23995511.86 ARCELORMITTAL SA LUXEMBOURG 2019-06-01 2019-06-01 9.85 - 9.85 Other Instrument CORPORATE 5500000.00 7166646.67 BB&T CORP SR MEDIUM TERM NTS BOOK ENTRY 2016-04-29 2016-04-29 3.95 - 3.95 Other Instrument CORPORATE 100000.00 105308.44 BANK AMER CORP 2011-08-15 2012-09-15 4.875 - 5.375 Other Instrument CORPORATE 4125000.00 4334025.27 BANK ONE CORP MERGED INTO J P MORGAN CHASE & CO 2011-11-15 2011-11-15 5.9 - 5.9 Other Instrument CORPORATE 14620000.00 15381637.04 BARCLAYS BK PLC 2017-12-04 2017-12-04 6.05 - 6.05 Other Instrument CORPORATE 120000.00 124858.70 BEAR STEARNS COS INC MEDIUM TERM NTS BOOK ENTRY 2012-08-10 2012-08-10 6.95 - 6.95 Other Instrument CORPORATE 916000.00 1028184.81 BRAZIL FEDERATIVE REP 2021-01-22 2021-01-22 4.875 - 4.875 Other Instrument CORPORATE 5000000.00 5101093.75 CITIGROUP INC 2013-08-19 2015-01-15 6.01 - 6.5 Other Instrument CORPORATE 1928000.00 2171691.77 CITIGROUP FDG INC MEDIUM TERM SR NTS BOOK ENTRY 2012-03-30 2012-03-30 2 - 2 Other Instrument CORPORATE 20000000.00 20499644.44 COCA COLA CO 2013-11-15 2013-11-15 0.75 - 0.75 Other Instrument CORPORATE 6000000.00 5939420.00 COMCAST CORP 2015-11-15 2015-11-15 5.85 - 5.85 Other Instrument CORPORATE 7000000.00 7973000.00 CREDIT SUISSE FIRST BOSTON USA INC 2011-11-15 2015-08-15 5.125 - 6.125 Other Instrument CORPORATE 2785000.00 3072884.93 DANSKE BANK AS, COPENHAGEN 2012-05-24 2012-05-24 0.634 - 0.634 Other Instrument CORPORATE 65819014.00 65771667.20 DOW CHEM CO 2020-11-15 2020-11-15 4.25 - 4.25 Other Instrument CORPORATE 7025000.00 6820984.24 FPL GROUP CAP INC 2011-09-01 2011-09-01 5.625 - 5.625 Other Instrument CORPORATE 19000000.00 19987002.50 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2012-02-15 2014-11-14 0.416 - 6 Other Instrument CORPORATE 60977000.00 66672916.27 GENERAL ELEC CAP CORP MEDIUM TERM SR NTS BOOK EN 2011-03-11 2011-03-11 1.8 - 1.8 Other Instrument CORPORATE 9927254.00 10014415.29 GOLDMAN SACHS GROUP INC 2012-01-15 2041-02-01 0.465 - 6.6 Other Instrument CORPORATE 36099000.00 37234953.25 GOLDMAN SACHS GROUP INC FOR FUTURE EQUITY USE 38 2014-01-15 2014-01-15 5.15 - 5.15 Other Instrument CORPORATE 15989000.00 17400171.37 GOLDMAN SACHS GROUP INC FDIC GTD TLGP 2011-03-15 2011-07-15 1.625 - 1.7 Other Instrument CORPORATE 8165000.00 8232276.24 HASBRO INC FORMERLY HASBRO BRADLEY INC TO 06/06/ 2040-03-15 2040-03-15 6.35 - 6.35 Other Instrument CORPORATE 2025589.00 2065997.25 JPMORGAN CHASE & CO 2012-01-15 2012-01-15 4.5 - 4.5 Other Instrument CORPORATE 11950000.00 12414974.50 JPMORGAN CHASE & CO FDIC GTD TLGP 2011-02-23 2011-02-23 1.65 - 1.65 Other Instrument CORPORATE 50000.00 50405.08 LILLY ELI & CO 2014-03-06 2014-03-06 4.2 - 4.2 Other Instrument CORPORATE 10300000.00 11263633.66 MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 2013-02-05 2014-07-15 5.45 - 5.45 Other Instrument CORPORATE 27044117.00 29058131.44 REGIONS BK BIRMINGHAM ALA MEDIUM TERM SR NTS BOO 2011-12-09 2011-12-09 3.25 - 3.25 Other Instrument CORPORATE 4000.00 4118.14 SAFEWAY INC FORMERLY SAFEWAY STORES INC TO 02/2 2017-08-15 2017-08-15 6.35 - 6.35 Other Instrument CORPORATE 8000000.00 9232004.42 TIME WARNER CABLE INC 2017-05-01 2017-05-01 5.85 - 5.85 Other Instrument CORPORATE 7000000.00 7922565.00 UNITED MEXICAN STS MEDIUM TERM NTS BOOK ENTRY 2014-02-17 2014-02-17 5.875 - 5.875 Other Instrument CORPORATE 25000000.00 28169097.25 UNITED STATES BANCORP MEDIUM U S BANCORP MEDIUM 2015-03-04 2015-03-04 3.15 - 3.15 Other Instrument CORPORATE 73000.00 76259.63 WACHOVIA CAP TR III 2099-09-15 2099-09-15 5.8 - 5.8 Other Instrument CORPORATE 19524000.00 17462482.56 WAL MART STORES INC 2011-02-15 2011-02-15 4.125 - 4.125 Other Instrument CORPORATE 5125000.00 5230015.52 WELLS FARGO & CO NEW MEDIUM TERM SR NTS BOOK ENT 2014-10-01 2015-04-15 3.625 - 3.75 Other Instrument CORPORATE 1230000.00 1301405.53 KOREA EXPRESSWAY CORPORATION, SONGNAM 2015-05-20 2015-05-20 5.125 - 5.125 Other Instrument CORPORATE 7500000.00 7944800.35 WOORI BANK, SEOUL 2015-04-14 2015-04-14 7.63 - 7.63 Other Instrument CORPORATE 10000000.00 11336799.18 Unrated Security 2011-02-01 2011-02-01 N N N 456000000.00 456000000.00 0.0039 N 456000000.00 456000000.00 Citigroup Global Markets, Inc. 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Deutsche Bank Securities, Inc., 0.26% 39Q99VKY8 0000058056 Other Repurchase Agreement N CHESHAM FINANCE LLC 2011-02-01 2011-02-01 N/A Asset Backed Commercial Paper 6814321.00 6814116.57 KELLS FUNDING 2011-05-02 2011-05-02 N/A Asset Backed Commercial Paper 16947058.00 16933385.11 RECKITT BENCKISER TREASURY SERVICES PLC 2011-02-02 2011-02-02 N/A Financial Company Commercial Paper 500000.00 499986.10 RHEIN MAIN SECURITISATION LTD 2011-02-01 2011-04-20 N/A Asset Backed Commercial Paper 49754873.00 49745415.11 RHEINGOLD SECURITISATION LTD 2011-02-18 2011-04-21 N/A Asset Backed Commercial Paper 21806000.00 21801248.91 First Tier Security 2011-02-02 2011-02-02 Y DEUTNGR N/A N/A N N 93000000.00 93000000.00 0.0008 N 93000000.00 93000000.00 Deutsche Bank Securities, Inc. 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Deutsche Bank Securities, Inc., 0.41% 38L99B4H4 0000058056 Other Repurchase Agreement N 51-100 2012-06-01 2051-05-23 0 - 11.125 Other Instrument MORTGAGE 300309950.00 107323929.87 First Tier Security 2011-02-07 2011-02-07 Y DEUTNGR N/A N/A N N 100000000.00 100000000.00 0.0009 N 100000000.00 100000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 38L99B8U1 0000058056 Other Repurchase Agreement N 51-100 2011-08-01 2051-05-23 0 - 13 Other Instrument MORTGAGE 721138008.00 197248303.94 First Tier Security 2011-02-07 2011-02-07 Y DEUTNGR N/A N/A N N 183000000.00 183000000.00 0.0016 N 183000000.00 183000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 39Q99VDS9 0000058056 Other Repurchase Agreement N 51-100 2011-05-10 2049-12-11 0 - 38.036 Other Instrument MORTGAGE 428074811.00 158649377.36 First Tier Security 2011-02-07 2011-02-07 Y DEUTNGR N/A N/A N N 147000000.00 147000000.00 0.0013 N 147000000.00 147000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 38L99B6M1 0000058056 Other Repurchase Agreement N 51-100 2011-02-01 2047-08-20 0 - 11.25 Other Instrument MORTGAGE 483537897.00 200638328.71 First Tier Security 2011-02-07 2011-02-07 Y DEUTNGR N/A N/A N N 185000000.00 185000000.00 0.0016 N 185000000.00 185000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.29% 35M99N9Q8 0000769993 Other Repurchase Agreement N US TREASURY 2012-03-31 2016-01-31 2 - 4.5 Treasury Debt 269655300.00 284593795.54 First Tier Security 2011-02-02 2011-02-02 Y GOLDMNGR N/A N/A N N 279000000.00 279000000.00 0.0024 N 279000000.00 279000000.00 HSBC Securities, Inc. HSBC Securities, Inc., 0.35% 34X99VTU0 0000853784 Other Repurchase Agreement N FINANCE CORPORATION 2011-06-06 2019-06-06 0 - 11 Government Agency Debt 40691000.00 34887931.92 FEDERAL NATIONAL MORTGAGE ASSOC 2015-02-12 2018-02-01 N/A Government Agency Debt 1011000.00 820276.88 ALABAMA POWER COMPANY 2017-10-15 2017-10-15 5.5 - 5.5 Other Instrument CORPORATE 80000.00 91584.93 ALCAN ALUMINIUM LIMITED 2035-06-01 2035-06-01 5.75 - 5.75 Other Instrument CORPORATE 155000.00 157052.77 AMERICAN HONDA FINANCE 2012-03-27 2012-03-27 5.1 - 5.1 Other Instrument CORPORATE 54000.00 57164.67 BNP PARIBAS HOME LOAN COVERED 2015-11-02 2015-11-02 2.2 - 2.2 Other Instrument CORPORATE 13460000.00 13012963.99 BANK OF NOVA SCOTIA 2015-10-29 2015-10-29 1.65 - 1.65 Other Instrument CORPORATE 4740000.00 4586996.91 THE BEAR STEARNS 2015-10-30 2015-10-30 5.3 - 5.3 Other Instrument CORPORATE 260000.00 288519.39 BEAR STEARNS CO. INC 2012-08-10 2012-08-10 6.95 - 6.95 Other Instrument CORPORATE 1035000.00 1161559.18 CATERPLR FIN.SRV.CO. 2017-09-01 2017-09-01 5.85 - 5.85 Other Instrument CORPORATE 6278000.00 7338322.85 CITIGROUP, INC. 2038-03-05 2039-07-15 6.875 - 8.125 Other Instrument CORPORATE 2711000.00 3160785.59 COMMONWEALTH EDISON COMPANY 2020-08-01 2020-08-01 4 - 4 Other Instrument CORPORATE 27240000.00 27207251.37 COOPERATIEVE CENTRALE 2014-01-10 2014-01-10 1.85 - 1.85 Other Instrument CORPORATE 3000000.00 3009169.22 DOW CHEMICAL COMPANY 2020-11-15 2020-11-15 4.25 - 4.25 Other Instrument CORPORATE 150000.00 145608.37 EDP FINANCE B.V. 2018-02-02 2018-02-02 6 - 6 Other Instrument CORPORATE 2400000.00 2364520.03 FINANCE FOR DANISH IND 2012-08-17 2012-08-17 2.45 - 2.45 Other Instrument CORPORATE 550000.00 569203.23 GEORGIA POWER COMPANY 2040-06-01 2040-06-01 5.4 - 5.4 Other Instrument CORPORATE 1000000.00 1005550.03 GOLDMAN SACHS GRP, INC 2015-08-01 2020-03-15 3.7 - 5.375 Other Instrument CORPORATE 24200000.00 24782056.64 THE HOME DEPOT, INC. 2040-09-15 2040-09-15 5.4 - 5.4 Other Instrument CORPORATE 98000.00 95599.97 IBM CORPORATION 2011-07-28 2013-10-15 2.1 - 6.5 Other Instrument CORPORATE 10570000.00 11970754.18 J P MORGAN CHASE & CO 2018-01-15 2038-05-15 4.4 - 6.4 Other Instrument CORPORATE 13942000.00 14028501.20 LANDWIRTSCHAFTLICHE RENTENBANK 2016-02-15 2016-02-15 2.5 - 2.5 Other Instrument CORPORATE 39883000.00 40141440.98 LOCKHEED MARTIN CORPORATION 2019-11-15 2019-11-15 4.25 - 4.25 Other Instrument CORPORATE 190000.00 193553.00 NORDEA BANK AB (PUBL) 2013-10-04 2013-10-04 1.75 - 1.75 Other Instrument CORPORATE 4000000.00 4013595.58 PEPSICO 2018-11-01 2018-11-01 7.9 - 7.9 Other Instrument CORPORATE 200000.00 257664.01 SAB MILLER PLC SPONSORED ADR B 2011-07-01 2011-07-01 6.2 - 6.2 Other Instrument CORPORATE 737000.00 757042.35 SOUTHERN CALIFORNIA EDISON 2018-08-15 2036-02-01 5.35 - 5.75 Other Instrument CORPORATE 6807000.00 7225550.68 TARGET CORPORATION 2013-06-15 2013-06-15 4 - 4 Other Instrument CORPORATE 125000.00 134091.26 WACHOVIA CORPORATION 2ND NEW 2017-06-15 2017-06-15 3.089 - 3.089 Other Instrument CORPORATE 4963000.00 4702248.69 WESTPAC BANKING CORP. 2011-12-16 2011-12-16 3.25 - 3.25 Other Instrument CORPORATE 500000.00 513501.11 ING BANK N.V. 2014-03-19 2014-03-19 3.9 - 3.9 Other Instrument CORPORATE 250000.00 277998.54 First Tier Security 2011-02-01 2011-02-01 N N N 200000000.00 200000000.00 0.0017 N 200000000.00 200000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.36% 36N99SKH1 0000877559 Other Repurchase Agreement N AT & T INC 2038-05-15 2038-05-15 6.4 - 6.4 Other Instrument CORPORATE 23000000.00 24097789.29 CISCO SYSTEMS, INC. 2040-01-15 2040-01-15 5.5 - 5.5 Other Instrument CORPORATE 29355000.00 29935398.11 MORGAN STANLEY GROUP INC. 2017-01-09 2017-01-09 5.45 - 5.45 Other Instrument CORPORATE 21810000.00 22878453.94 VERIZON GLOBAL FUNDING CORP. 2030-12-01 2030-12-01 7.75 - 7.75 Other Instrument CORPORATE 25900000.00 32307438.87 Unrated Security 2011-02-07 2011-02-07 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, 0.36% 36N99SKR9 0000877559 Other Repurchase Agreement N ALTRIA GROUP INC 2019-08-06 2038-11-10 9.25 - 9.95 Other Instrument CORPORATE 1625000.00 2188064.17 AON CORP. 2027-01-01 2027-01-01 8.205 - 8.205 Other Instrument CORPORATE 690000.00 763291.48 COMCAST CORPORATION SPL A 2037-03-15 2037-03-15 6.45 - 6.45 Other Instrument CORPORATE 2965000.00 3175151.59 COMMERCIAL METALS COMPANY 2017-07-15 2017-07-15 6.5 - 6.5 Other Instrument CORPORATE 1300000.00 1350982.40 DEVON ENERGY CORPORATION 2019-01-15 2019-01-15 6.3 - 6.3 Other Instrument CORPORATE 2000000.00 2363110.07 DIAGEO CAPITAL PLC 2020-07-15 2020-07-15 4.828 - 4.828 Other Instrument CORPORATE 2000000.00 2127324.82 DIAMOND OFFSHORE DRILLING, INC 2019-05-01 2019-05-01 5.875 - 5.875 Other Instrument CORPORATE 1900000.00 2143151.12 ENCANA CORPORATION + 2038-02-01 2038-02-01 6.5 - 6.5 Other Instrument CORPORATE 3000000.00 3221283.32 FAIRFAX FINANCIAL HOLDINGS LIM 2017-06-15 2017-06-15 7.75 - 7.75 Other Instrument CORPORATE 1250000.00 1317552.03 THE GOLDMAN SACHS GROUP, INC. 2017-09-01 2017-09-01 6.25 - 6.25 Other Instrument CORPORATE 2000000.00 2265736.10 HARTFORD FINANCIAL SERVICES GR 2016-10-15 2016-10-15 5.5 - 5.5 Other Instrument CORPORATE 5000000.00 5299358.37 THE HOME DEPOT, INC. 2013-12-16 2013-12-16 5.25 - 5.25 Other Instrument CORPORATE 2000000.00 2218333.48 KRAFT FOODS INC. 2037-08-11 2037-08-11 7 - 7 Other Instrument CORPORATE 5500000.00 6428026.91 MIDAMERICA ENERGY COMPANY 2013-01-15 2013-01-15 5.125 - 5.125 Other Instrument CORPORATE 2000000.00 2162350.65 NEWMONT MINING CORPORATION 2039-10-01 2039-10-01 6.25 - 6.25 Other Instrument CORPORATE 4300000.00 4669669.65 OWENS CORNING 2036-12-01 2036-12-01 7 - 7 Other Instrument CORPORATE 1340000.00 1362753.11 PRAXAIR, INC. 2019-08-15 2019-08-15 4.5 - 4.5 Other Instrument CORPORATE 3500000.00 3750267.33 RIO TINTO FINANCE (USA) LIMITE 2019-05-01 2019-05-01 9 - 9 Other Instrument CORPORATE 5700000.00 7706856.61 VALE OVERSEAS LIMITED 2039-11-10 2039-11-10 6.875 - 6.875 Other Instrument CORPORATE 10200000.00 10951717.62 VERIZON WIRELESS CAPITAL LLC 2011-05-20 2011-05-20 3.75 - 3.75 Other Instrument CORPORATE 230000.00 233914.98 WALGREEN CO 2019-01-15 2019-01-15 5.25 - 5.25 Other Instrument CORPORATE 2300000.00 2559783.01 Unrated Security 2011-02-07 2011-02-07 Y INGFING N/A N/A N N 65000000.00 65000000.00 0.0006 N 65000000.00 65000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.39% 36N99SHH5 0000877559 Other Repurchase Agreement N AMERICAN EXPRESS COMPANY 2066-09-01 2066-09-01 6.8 - 6.8 Other Instrument CORPORATE 2550000.00 2639405.86 ANADARKA PETROLEUM CORPORATION 2036-09-15 2036-09-15 6.45 - 6.45 Other Instrument CORPORATE 960000.00 963127.10 ASTRAZENECA PLC SPONSORED ADR 2037-09-15 2037-09-15 6.45 - 6.45 Other Instrument CORPORATE 2500000.00 2922287.58 CVS/CAREMARK 2027-06-01 2027-06-01 6.25 - 6.25 Other Instrument CORPORATE 5000000.00 5553423.76 CARDINAL HEALTH, INC. 2016-10-15 2016-10-15 5.8 - 5.8 Other Instrument CORPORATE 5000000.00 5758916.74 CISCO SYSTEMS, INC. 2016-02-22 2016-02-22 5.5 - 5.5 Other Instrument CORPORATE 1500000.00 1751173.32 COMCAST CORPORATION SPL A 2016-03-15 2037-03-15 5.9 - 6.45 Other Instrument CORPORATE 7035000.00 7920210.72 DOMINION RESOURCES INC 2016-01-15 2016-01-15 5.2 - 5.2 Other Instrument CORPORATE 5000000.00 5540433.53 ENCANA CORPORATION + 2017-12-01 2017-12-01 5.9 - 5.9 Other Instrument CORPORATE 3000000.00 3449903.37 FREEPORT-MCMORAN COPPER & GOLD 2017-04-01 2017-04-01 8.375 - 8.375 Other Instrument CORPORATE 5650000.00 6456164.50 J P MORGAN CHASE & CO 2013-01-02 2013-01-02 5.75 - 5.75 Other Instrument CORPORATE 5000000.00 5389460.92 KELLOGG COMPANY 2016-05-30 2016-05-30 4.45 - 4.45 Other Instrument CORPORATE 1985000.00 2174620.49 KINDER MORGAN 2017-02-01 2039-09-01 6 - 6.5 Other Instrument CORPORATE 3200000.00 3561198.00 KRAFT FOODS INC. 2038-02-01 2038-02-01 6.875 - 6.875 Other Instrument CORPORATE 18300000.00 20701631.10 LINCOLN NATIONAL CORPORATION 2067-04-20 2067-04-20 6.05 - 6.05 Other Instrument CORPORATE 2400000.00 2341256.62 MEDTRONIC CORP. 2039-03-15 2039-03-15 6.5 - 6.5 Other Instrument CORPORATE 3000000.00 3534620.05 METLIFE CAPITAL TRUST I 2016-06-01 2016-06-01 6.75 - 6.75 Other Instrument CORPORATE 2000000.00 2356884.96 MIDAMERICAN ENERGY HOLDINGS CO 2037-05-15 2037-05-15 5.95 - 5.95 Other Instrument CORPORATE 500000.00 519669.89 PROGRESS ENERGY INC 2031-03-01 2031-03-01 7.75 - 7.75 Other Instrument CORPORATE 4625000.00 5911149.71 RIO TINTO FINANCE (USA) LIMITE 2018-07-15 2040-11-02 3.5 - 6.5 Other Instrument CORPORATE 11540000.00 11498909.18 SAFEWAY INC. 2014-08-15 2014-08-15 5.625 - 5.625 Other Instrument CORPORATE 1000000.00 1122361.18 SIERRA PACIFIC POWER COMPANY 2013-09-01 2013-09-01 5.45 - 5.45 Other Instrument CORPORATE 1000000.00 1110685.59 TECK CORPORATION 2016-05-15 2040-08-15 6 - 10.25 Other Instrument CORPORATE 12380000.00 14706348.32 TIME WARNER CABLE INC. 2038-07-01 2038-07-01 7.3 - 7.3 Other Instrument CORPORATE 7000000.00 8076907.16 UNITED TECHNOLOGIES 2019-02-01 2019-02-01 6.125 - 6.125 Other Instrument CORPORATE 4000000.00 4697823.52 UNITEDHEALTH GROUP INC COM 2016-03-15 2016-03-15 5.375 - 5.375 Other Instrument CORPORATE 6000000.00 6749977.83 VERIZON COMMUNICATIONS 2038-02-15 2038-02-15 6.4 - 6.4 Other Instrument CORPORATE 6000000.00 6633039.95 WESTPAC BANKING CORPORATION 2013-08-02 2013-08-02 2.1 - 2.1 Other Instrument CORPORATE 2000000.00 2041810.04 Unrated Security 2011-02-07 2011-02-07 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., 0.40% 38N99SWU5 Other Repurchase Agreement N AU OPTRONICS CORP. 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 33825.00 324043.50 ARBOR REALTY TRUST, INC. 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 44575.00 265667.00 ADR GOLD FIELDS LIMITED 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 12580459.00 199400275.15 KINROSS GOLD CORP 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 7130552.00 120862856.40 NORDION INC 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 9430.00 105333.10 POTASH CORPORATION OF SASKATCH 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 167093.00 29100916.88 SPDR GOLD TRUST 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 1481.00 192944.68 TELECOM ITALIA SPA NEW SPONS A 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 21139.00 301230.75 WUXI PHARMATECH (CAYMAN) INC. 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 138224.00 2334603.36 TRANSOCEAN LTD. 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 239128.00 18855242.80 Unrated Security 2011-02-01 2011-02-01 N N N 342000000.00 342000000.00 0.0029 N 342000000.00 342000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.47% 38N99SRX5 Other Repurchase Agreement N ADVANTAGE OIL & GAS LTD COM 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 236603.00 1715371.75 ENSCO PLC 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 168428.00 9101849.12 FIBRIA CELULOSE S.A. ADR F 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 147627.00 2282313.42 FURNITURE BRANDS INTERNATIONAL 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 119642.00 538389.00 HOWARD HUGHES CORP 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 120100.00 6068653.00 MGM GRAND, INC. 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 21723488.00 314773341.12 PENN WEST PETE LTD NEW 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 239462.00 6403213.88 SUNCOR ENERGY INC NEW F- 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 496876.00 19870071.24 TAKE CARE HEALTH SYSTEMS, INC. 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 72327.00 944590.62 TRANSOCEAN LTD. 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 2555486.00 201500071.10 COSTAMARE INC 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 496624.00 7558617.28 Unrated Security 2011-02-17 2011-02-17 N N N 525000000.00 525000000.00 0.0045 Y 525000000.00 525000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 38N99SXC4 Other Repurchase Agreement N 101-500 2011-01-31 2011-01-31 N/A Other Instrument CORPORATE 1940519000.00 2406563560.18 Unrated Security 2011-02-01 2011-02-01 N N N 2214000000.00 2214000000.00 0.0189 N 2214000000.00 2214000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.61% 38N99STV7 Other Repurchase Agreement N ANADARKA PETROLEUM CORPORATION 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 411340.00 30513201.20 BAXTER INTERNATIONAL 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 1799425.00 87452055.00 J P MORGAN CHASE & CO 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 573194.00 25530060.76 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., 0.70% 38N99SEW1 Other Repurchase Agreement N BANK OF AMERICA CORPORATION 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 10569771.00 143748885.60 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 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 25573605.00 347801028.00 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 Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 38N99SWB7 Other Repurchase Agreement N AMR CORPORATION 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 6426000.00 7164867.91 AIRTRAN HOLDINGS INC 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 31706000.00 45029939.20 AMERICAN MEDICAL SYSTEMS HOLDI 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 29411000.00 37261295.89 CLEARWIRE COMMUNICATIONS INC L 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 2054000.00 2241708.90 COINSTAR 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 12823000.00 16652755.65 COMMSCOPE, INC. 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 13875000.00 18225520.13 CONTINENTAL AIRLINES, INC. 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 1982000.00 3133417.13 CONVERGYS CORPORATION 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 3000000.00 4385790.00 D. R. HORTON, INC. 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 29214000.00 34394401.76 HERTZ GLOBAL HOLDINGS, INC. 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 76584000.00 146634082.87 HOST HOTELS & RESORTS, L.P. 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 2000.00 2835.05 JETBLUE AIRWAYS 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 29940000.00 44712383.71 NAVISTAR INTERNATIONAL CORPORA 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 1727000.00 2505719.84 NEWPARK RESOURCES, INC. 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 5401000.00 4956465.29 SAN DISK CORPORATION 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 4272000.00 4760464.75 SONIC AUTOMOTIVE INC. 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 10468000.00 12625151.23 SOTHEBY'S HOLDINGS, INC. 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 9274000.00 12411588.95 TEREX CORPORATION 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 30209000.00 63522004.96 TITAN INTERNATIONAL IN 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 8775000.00 18132607.35 UAL CORPORATION 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 3660000.00 11509828.92 U S AIR GROUP 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 1036000.00 2535284.70 UNITED STATES STEEL CORP+ 2011-01-31 2011-01-31 N/A Other Instrument OTHER NOTE 60762000.00 114824807.21 Unrated Security 2011-07-27 2011-07-27 N N N 559000000.00 559000000.00 0.0048 Y 559000000.00 559000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.29% 40C99JHX4 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2015-06-15 2039-04-15 0 - 7.339 Government Agency Debt 1972280775.00 200055468.90 FEDERAL NATIONAL MORTGAGE ASSOC 2015-08-25 2050-07-25 0 - 7 Government Agency Debt 3011554872.00 357938454.34 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-07-20 2052-11-16 0 - 6.262 Government Agency Debt 966804246.00 114596349.89 Unrated Security 2011-02-01 2011-02-01 N N N 653000000.00 653000000.00 0.0056 N 653000000.00 653000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.40% 40C99JHR7 0001287279 Other Repurchase Agreement N ANHEUSER-BUSCH INBEV WORLDWIDE 2014-01-27 2039-01-15 0.854 - 8.2 Other Instrument CORPORATE 1120000.00 1328274.37 APPALACHIAN POWER COMPANY 2035-10-01 2035-10-01 5.8 - 5.8 Other Instrument CORPORATE 10917000.00 11012329.42 CHEVRON PHILLIPS CHEMICAL COMP 2021-02-01 2021-02-01 4.75 - 4.75 Other Instrument CORPORATE 8890000.00 8844372.11 DUKE CAPITAL CORPORATION 2032-02-15 2032-02-15 6.75 - 6.75 Other Instrument CORPORATE 4891000.00 5391581.59 ENBRIDGE ENERGY PARTNERS L.P. 2038-04-15 2038-04-15 7.5 - 7.5 Other Instrument CORPORATE 620000.00 751689.01 GULFSTREAM NATURAL GAS SYSTEM, 2025-11-01 2025-11-01 6.19 - 6.19 Other Instrument CORPORATE 4960000.00 5362022.97 HESS CORPORATION < CO 2041-02-15 2041-02-15 5.6 - 5.6 Other Instrument CORPORATE 785000.00 797853.96 INDIANA MICHIGAN POWER COMPANY 2037-03-15 2037-03-15 6.05 - 6.05 Other Instrument CORPORATE 1500000.00 1588166.36 INSURANCE NOTE CAPITAL RMI 200 2050-12-16 2050-12-16 0.001 - 0.001 Other Instrument CORPORATE 12500000.00 6407547.00 KINDER MORGAN 2039-09-01 2039-09-01 6.5 - 6.5 Other Instrument CORPORATE 2430000.00 2572380.50 THE KROGER CO. 2031-04-01 2031-04-01 7.5 - 7.5 Other Instrument CORPORATE 291000.00 343528.42 LIBERTY MUTUAL INSURANCE COMPA 2026-10-15 2026-10-15 7.875 - 7.875 Other Instrument CORPORATE 12500000.00 13396359.98 MOTOROLA INC. 2025-05-15 2025-05-15 7.5 - 7.5 Other Instrument CORPORATE 27625000.00 31059755.77 NBC UNIVERSAL INC 2021-04-01 2021-04-01 4.375 - 4.375 Other Instrument CORPORATE 4415000.00 4351676.60 PROGRESS ENERGY INC 2031-03-01 2031-03-01 7.75 - 7.75 Other Instrument CORPORATE 6258000.00 7998264.84 SAN MANUEL ENTERTAINMENT AUTHO 2016-12-01 2016-12-01 4.5 - 4.5 Other Instrument CORPORATE 8900000.00 8004794.17 TELECOM ITALIA CAPITAL 2038-06-04 2038-06-04 7.721 - 7.721 Other Instrument CORPORATE 12757000.00 13114456.01 TIME WARNER INC. 2024-02-01 2024-02-01 7.57 - 7.57 Other Instrument CORPORATE 19553000.00 24459428.68 TIME WARNER INC 2036-11-15 2040-07-15 6.1 - 6.5 Other Instrument CORPORATE 23715000.00 24328019.18 TIME WARNER ENTERTAINMENT COMP 2023-03-15 2023-03-15 8.375 - 8.375 Other Instrument CORPORATE 3925000.00 5110301.99 TIME WARNER CABLE INC. 2037-05-01 2038-07-01 6.55 - 7.3 Other Instrument CORPORATE 14950000.00 16342657.56 VIACOM INC. 2030-07-30 2030-07-30 7.875 - 7.875 Other Instrument CORPORATE 9825000.00 11511363.38 WEATHERFORD INTERNATIONAL LTD 2039-03-01 2039-03-01 9.875 - 9.875 Other Instrument CORPORATE 6038000.00 8318520.76 WESTINGHOUSE ELECTRIC CORPORAT 2023-09-01 2023-09-01 7.875 - 7.875 Other Instrument CORPORATE 11186000.00 13358699.01 Unrated Security 2011-02-01 2011-02-01 N N N 215000000.00 215000000.00 0.0018 N 215000000.00 215000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.70% 40C99JHU0 0001287279 Other Repurchase Agreement N 51-100 2012-01-25 2050-12-26 0 - 8.567 Other Instrument MORTGAGE 1002808000.00 392392758.77 Unrated Security 2011-02-01 2011-02-01 N N N 366000000.00 366000000.00 0.0031 N 366000000.00 366000000.00 J.P. Morgan Securities, Inc. J.P. 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Morgan Securities, Inc. J.P. 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