0000278001-11-000048.txt : 20110929 0000278001-11-000048.hdr.sgml : 20110929 20110805093455 ACCESSION NUMBER: 0000278001-11-000048 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110729 FILED AS OF DATE: 20110805 DATE AS OF CHANGE: 20110805 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: 111012387 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 2011-07-29 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 None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 52 95 117977708463.31 1795805427.14 1626226678.82 118147287211.63 0.0031 1.0003 2011-07-29 1.0003 2011-07-29 C000019553 2500.00 118147287211.63 1.00 686387407.23 21435440522.76 20749053115.53 0.0001 1.0003 2011-07-29 1.0003 2011-07-29 Bank of Montreal Bank of Montreal, 0.15% 06366U6M5 Certificate of Deposit First Tier Security 2011-08-29 2011-08-29 N N N 565000000.00 565000000.00 0.0048 N 565004859.00 565004859.00 Bank of Montreal Bank of Montreal, 0.19% 06366WAX2 Certificate of Deposit First Tier Security 2011-10-20 2011-10-20 N N N 245000000.00 245000000.00 0.0021 N 244966116.50 244966116.50 Bank of Montreal Bank of Montreal, 0.29% 06366UEK0 Certificate of Deposit First Tier Security 2011-08-22 2011-11-22 N N N 101000000.00 101000000.00 0.0009 N 100989193.00 100989193.00 Bank of Montreal Bank of Montreal, 0.30% 06366UD47 Certificate of Deposit First Tier Security 2011-10-06 2012-08-06 N N N 741000000.00 741000000.00 0.0063 N 738980034.00 738980034.00 Bank of Nova Scotia Bank of Nova Scotia, 0.15% 06417DY41 Certificate of Deposit First Tier Security 2011-08-09 2011-08-09 N N N 100480000.00 100481115.37 0.0009 N 100483376.13 100483376.13 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417EBU6 Certificate of Deposit First Tier Security 2011-11-01 2011-11-01 N N N 1200000000.00 1200000000.00 0.0102 N 1199841840.00 1199841840.00 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 06417D5X9 Certificate of Deposit First Tier Security 2011-12-23 2011-12-23 N N N 500000000.00 500000000.00 0.0042 N 500020250.00 500020250.00 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417EAZ6 Certificate of Deposit First Tier Security 2011-08-11 2012-07-11 N N N 379000000.00 379000000.00 0.0032 N 378999621.00 378999621.00 Bank of Nova Scotia Bank of Nova Scotia, 0.33% 06417DJE6 Certificate of Deposit First Tier Security 2011-08-16 2012-06-15 N N N 206000000.00 206000000.00 0.0017 N 205994644.00 205994644.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.20% 06538DVU0 Certificate of Deposit First Tier Security 2011-08-09 2011-08-09 N N N 392000000.00 392000000.00 0.0033 N 391998784.80 391998784.80 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.20% 06538DVX4 Certificate of Deposit First Tier Security 2011-08-11 2011-08-11 N N N 628000000.00 628000000.00 0.0053 N 627997739.20 627997739.20 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.20% 06538DWV7 Certificate of Deposit First Tier Security 2011-08-22 2011-08-22 N N N 500000000.00 500000000.00 0.0042 N 499996650.00 499996650.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.20% 06538DXF1 Certificate of Deposit First Tier Security 2011-08-23 2011-08-23 N N N 750000000.00 750000000.00 0.0063 N 749994750.00 749994750.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.20% 06538DXT1 Certificate of Deposit First Tier Security 2011-08-29 2011-08-29 N N N 449000000.00 449000000.00 0.0038 N 448996138.60 448996138.60 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.20% 06538DXU8 Certificate of Deposit First Tier Security 2011-08-30 2011-08-30 N N N 391000000.00 391000000.00 0.0033 N 390996520.10 390996520.10 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.40% 06538DGX1 Certificate of Deposit First Tier Security 2011-08-15 2011-08-15 N N N 188000000.00 188000000.00 0.0016 N 188016826.00 188016826.00 Bank Tokyo-Mitsubishi UFJ Ltd. Bank Tokyo-Mitsubishi UFJ Ltd., 0.20% 06538DVL0 Certificate of Deposit First Tier Security 2011-08-08 2011-08-08 N N N 409000000.00 409000000.00 0.0035 N 408998854.80 408998854.80 BNP Paribas BNP Paribas, 0.37% 05572WEX0 Certificate of Deposit First Tier Security 2011-09-12 2011-12-12 N N N 1480000000.00 1480000000.00 0.0125 N 1479835720.00 1479835720.00 BNP Paribas BNP Paribas, 0.39% 05572WDN3 Certificate of Deposit First Tier Security 2011-08-18 2011-11-18 N N N 500000000.00 500000000.00 0.0042 N 499957500.00 499957500.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.44% 05572WCE4 Certificate of Deposit First Tier Security 2011-11-07 2011-11-07 N N N 1000000000.00 1000000000.00 0.0085 N 1000391600.00 1000391600.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.45% 05572WBJ4 Certificate of Deposit First Tier Security 2011-11-02 2011-11-02 N N N 1125000000.00 1125000000.00 0.0095 N 1125448650.00 1125448650.00 BNP Paribas SA BNP Paribas SA, 0.45% 0556M55D3 Certificate of Deposit First Tier Security 2011-08-24 2011-09-26 N N N 1700000000.00 1700000000.00 0.0144 N 1700326400.00 1700326400.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.28% 13606XF52 Certificate of Deposit First Tier Security 2011-08-04 2011-10-04 N N N 376000000.00 376000000.00 0.0032 N 375968792.00 375968792.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.28% 13606XF86 Certificate of Deposit First Tier Security 2011-08-08 2011-11-07 N N N 757000000.00 757000000.00 0.0064 N 756909160.00 756909160.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.30% 13606XM96 Certificate of Deposit First Tier Security 2011-10-11 2012-01-11 N N N 554000000.00 554000000.00 0.0047 N 553927426.00 553927426.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.30% 13606XN87 Certificate of Deposit First Tier Security 2011-10-17 2012-07-20 N N N 1107000000.00 1107000000.00 0.0094 N 1104085269.00 1104085269.00 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 413194936.00 413194936.00 Credit Suisse Credit Suisse, 0.25% 22550CA50 Certificate of Deposit First Tier Security 2011-08-02 2011-09-02 N N N 744000000.00 744000000.00 0.0063 N 743970240.00 743970240.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.20% 22550CT35 Certificate of Deposit First Tier Security 2011-10-04 2011-10-04 N N N 1431000000.00 1431000000.00 0.0121 N 1430866773.90 1430866773.90 Credit Suisse New York Branch Credit Suisse New York Branch, 0.24% 22550CU25 Certificate of Deposit First Tier Security 2011-10-25 2011-10-25 N N N 750000000.00 750000000.00 0.0063 N 749981700.00 749981700.00 Deutsche Bank Deutsche Bank, 0.28% 25152XMY3 Certificate of Deposit First Tier Security 2011-08-08 2011-10-07 N N N 495000000.00 495000000.00 0.0042 N 494993565.00 494993565.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.22% 25600TQ26 Certificate of Deposit First Tier Security 2011-10-18 2011-10-18 N N N 100000000.00 99994583.64 0.0008 N 99989880.00 99989880.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.24% 25600TYD3 Certificate of Deposit First Tier Security 2011-08-04 2011-08-04 N N N 375000000.00 375000000.00 0.0032 N 375000375.00 375000375.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687C4R5 Certificate of Deposit First Tier Security 2011-08-03 2011-08-03 N N N 405000000.00 405000000.00 0.0034 N 404998299.00 404998299.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.34% 63873B6X0 Certificate of Deposit First Tier Security 2011-08-01 2011-08-01 N N N 141000000.00 141000000.00 0.0012 N 141001762.50 141001762.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.34% 63873B6X0 Certificate of Deposit First Tier Security 2011-08-01 2011-08-01 N N N 659000000.00 659000000.00 0.0056 N 659008237.50 659008237.50 National Bank Canada National Bank Canada, 0.30% 63306VY38 Certificate of Deposit First Tier Security 2011-08-08 2012-07-06 N N N 359000000.00 359000000.00 0.0030 N 358933944.00 358933944.00 National Bank Canada National Bank Canada, 0.37% 63306VP87 Certificate of Deposit First Tier Security 2011-08-05 2011-11-04 N N N 998000000.00 998000000.00 0.0084 N 997876248.00 997876248.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.20% 65557VWG2 Certificate of Deposit First Tier Security 2011-10-07 2011-10-07 N N N 950000000.00 950000000.00 0.0080 N 949944520.00 949944520.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.20% 65557VWH0 Certificate of Deposit First Tier Security 2011-10-11 2011-10-11 N N N 950000000.00 950000000.00 0.0080 N 949941385.00 949941385.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.20% 65557VWT4 Certificate of Deposit First Tier Security 2011-10-17 2011-10-17 N N N 400000000.00 400000000.00 0.0034 N 399973320.00 399973320.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.21% 65557VXA4 Certificate of Deposit First Tier Security 2011-10-19 2011-10-19 N N N 1097000000.00 1096987970.74 0.0093 N 1096925074.90 1096925074.90 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.19% 74977MXC4 Certificate of Deposit First Tier Security 2011-10-11 2011-10-11 N N N 720000000.00 720000000.00 0.0061 N 719970408.00 719970408.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.20% 74977MXM2 Certificate of Deposit First Tier Security 2011-10-21 2011-10-21 N N N 300000000.00 300000000.00 0.0025 N 299993010.00 299993010.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.24% 74977MWQ4 Certificate of Deposit First Tier Security 2011-08-08 2012-06-08 N N N 1200000000.00 1200000000.00 0.0102 N 1200000000.00 1200000000.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.29% 74977MTN5 Certificate of Deposit First Tier Security 2011-08-02 2012-04-02 N N N 373000000.00 373000000.00 0.0032 N 373000746.00 373000746.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.29% 74977MTC9 Certificate of Deposit First Tier Security 2011-08-11 2012-03-12 N N N 2250000000.00 2250000000.00 0.0190 N 2250447750.00 2250447750.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.33% 74977MWX9 Certificate of Deposit First Tier Security 2011-09-06 2012-06-01 N N N 185000000.00 185000000.00 0.0016 N 184954860.00 184954860.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.33% 74977MWY7 Certificate of Deposit First Tier Security 2011-09-06 2012-06-01 N N N 366000000.00 366000000.00 0.0031 N 365909598.00 365909598.00 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 379160696.00 379160696.00 Royal Bank of Canada Royal Bank of Canada, 0.59% 78009JKX2 Certificate of Deposit First Tier Security 2011-10-03 2012-07-31 N N N 900000000.00 900000000.00 0.0076 N 901175400.00 901175400.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.27% 78009J2L8 Certificate of Deposit First Tier Security 2011-08-08 2012-08-06 N N N 750000000.00 749740267.50 0.0063 N 750106500.00 750106500.00 Royal Bank of Scotland NV Royal Bank of Scotland NV, 0.31% 78011AET3 Certificate of Deposit First Tier Security 2011-08-08 2011-08-08 N N N 787000000.00 787000000.00 0.0067 N 787032739.20 787032739.20 Royal Bank of Scotland NV Royal Bank of Scotland NV, 0.32% 78011AEM8 Certificate of Deposit First Tier Security 2011-08-02 2011-08-02 N N N 1065000000.00 1065000000.00 0.0090 N 1065018957.00 1065018957.00 Societe Generale Societe Generale, 0.29% 83369RB42 Certificate of Deposit First Tier Security 2011-08-01 2011-08-01 N N N 1079000000.00 1079000000.00 0.0091 N 1079005395.00 1079005395.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86562EFB9 Certificate of Deposit First Tier Security 2011-08-16 2011-08-16 N N N 245000000.00 245000000.00 0.0021 N 245002450.00 245002450.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86562EGE2 Certificate of Deposit First Tier Security 2011-08-26 2011-08-26 N N N 491000000.00 491000000.00 0.0042 N 491007610.50 491007610.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86562EGW2 Certificate of Deposit First Tier Security 2011-09-02 2011-09-02 N N N 390000000.00 390000000.00 0.0033 N 389996217.00 389996217.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86562EGZ5 Certificate of Deposit First Tier Security 2011-09-06 2011-09-06 N N N 490000000.00 490000000.00 0.0041 N 489994708.00 489994708.00 Svenska Handelsbanken Svenska Handelsbanken, 0.17% 86959BUV5 Certificate of Deposit First Tier Security 2011-08-04 2011-08-04 N N N 190000000.00 190000000.00 0.0016 N 189999373.00 189999373.00 Svenska Handelsbanken Svenska Handelsbanken, 0.20% 86959BWK7 Certificate of Deposit First Tier Security 2011-10-11 2011-10-11 N N N 300000000.00 300000000.00 0.0025 N 299969160.00 299969160.00 Svenska Handelsbanken Svenska Handelsbanken, 0.22% 86959BWL5 Certificate of Deposit First Tier Security 2011-11-08 2011-11-08 N N N 1475000000.00 1475000000.00 0.0125 N 1474665765.00 1474665765.00 Svenska Handelsbanken Svenska Handelsbanken, 0.30% 86959BTQ8 Certificate of Deposit First Tier Security 2011-11-03 2011-11-03 N N N 716000000.00 716009334.78 0.0061 N 716009236.40 716009236.40 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.15% 89112YR96 Certificate of Deposit First Tier Security 2011-08-31 2011-08-31 N N N 472000000.00 472000000.00 0.0040 N 472012980.00 472012980.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.26% 89112YD42 Certificate of Deposit First Tier Security 2011-11-10 2011-11-10 N N N 200000000.00 199985910.00 0.0017 N 199985500.00 199985500.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.27% 89112YSH7 Certificate of Deposit First Tier Security 2011-08-12 2012-01-12 N N N 304100000.00 304100000.00 0.0026 N 304145615.00 304145615.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.21% 05299WMS4 0000859994 Certificate of Deposit First Tier Security 2011-10-28 2011-10-28 N N N 271000000.00 271000000.00 0.0023 N 270993143.70 270993143.70 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.25% 05299WMT2 0000859994 Certificate of Deposit First Tier Security 2011-11-30 2011-11-30 N N N 262000000.00 262000000.00 0.0022 N 262000000.00 262000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.20% 202991UP8 0000008565 Certificate of Deposit First Tier Security 2011-10-21 2011-10-21 N N N 441000000.00 441004958.23 0.0037 N 440984565.00 440984565.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.21% 202991UR4 0000008565 Certificate of Deposit First Tier Security 2011-10-31 2011-10-31 N N N 525000000.00 525000000.00 0.0044 N 524986297.50 524986297.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 202991US2 0000008565 Certificate of Deposit First Tier Security 2011-11-30 2011-11-30 N N N 525000000.00 525000000.00 0.0044 N 525000000.00 525000000.00 Credit Agricole SA Credit Agricole SA, 0.35% 22999KLY6 0001191672 Certificate of Deposit First Tier Security 2011-09-01 2011-09-01 N N N 500000000.00 500000000.00 0.0042 N 500042350.00 500042350.00 Credit Agricole SA Credit Agricole SA, 0.36% 22999KLW0 0001191672 Certificate of Deposit First Tier Security 2011-08-08 2011-08-08 N N N 746000000.00 746000000.00 0.0063 N 746031033.60 746031033.60 Credit Agricole SA Credit Agricole SA, 0.36% 22999KMA7 0001191672 Certificate of Deposit First Tier Security 2011-10-05 2011-10-05 N N N 559000000.00 559000000.00 0.0047 N 559052490.10 559052490.10 Credit Agricole SA Credit Agricole SA, 0.42% 22999KLU4 0001191672 Certificate of Deposit First Tier Security 2011-08-01 2011-08-01 N N N 500000000.00 500000000.00 0.0042 N 500008750.00 500008750.00 Credit Agricole SA Credit Agricole SA, 0.42% 22999KLT7 0001191672 Certificate of Deposit First Tier Security 2011-08-01 2011-08-01 N N N 1500000000.00 1500000000.00 0.0127 N 1500026250.00 1500026250.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.31% 22999AHG2 0001274419 Certificate of Deposit First Tier Security 2011-09-01 2011-09-01 N N N 745000000.00 745000000.00 0.0063 N 745063250.50 745063250.50 Credit Industriel et Commercial Credit Industriel et Commercial, 0.35% 22999AHH0 0001274419 Certificate of Deposit First Tier Security 2011-09-02 2011-09-02 N N N 500000000.00 500000000.00 0.0042 N 500063100.00 500063100.00 HSBC Bank PLC HSBC Bank PLC, 0.31% 35X99QAR5 0001140465 Certificate of Deposit First Tier Security 2011-10-19 2011-10-19 N N N 465000000.00 465000000.00 0.0039 N 465179862.00 465179862.00 HSBC Bank PLC HSBC Bank PLC, 0.38% 35X99QAT1 0001140465 Certificate of Deposit First Tier Security 2012-02-09 2012-02-09 N N N 186000000.00 186000000.00 0.0016 N 186070122.00 186070122.00 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 190068647.00 190068647.00 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAS3 0001140465 Certificate of Deposit First Tier Security 2012-05-03 2012-05-03 N N N 374000000.00 374000000.00 0.0032 N 373680417.00 373680417.00 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAU8 0001140465 Certificate of Deposit First Tier Security 2012-05-10 2012-05-10 N N N 5000000.00 5000000.00 0.0000 N 5003942.00 5003942.00 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAV6 0001140465 Certificate of Deposit First Tier Security 2012-05-10 2012-05-10 N N N 500000000.00 500000000.00 0.0042 N 500394200.00 500394200.00 HSBC Bank PLC HSBC Bank PLC, 0.53% 13L997GY6 0001140465 Certificate of Deposit First Tier Security 2012-02-29 2012-02-29 N N N 266000000.00 266000000.00 0.0023 N 266268181.20 266268181.20 HSBC Bank PLC HSBC Bank PLC, 0.55% 35X99QAQ7 0001140465 Certificate of Deposit First Tier Security 2012-03-15 2012-03-15 N N N 45000000.00 45000000.00 0.0004 N 45042768.00 45042768.00 HSBC Bank PLC HSBC Bank PLC, 0.55% 35X99QAP9 0001140465 Certificate of Deposit First Tier Security 2012-03-15 2012-03-15 N N N 328000000.00 328000000.00 0.0028 N 328311731.20 328311731.20 ING Bank NV ING Bank NV, 0.21% 42K99YCW5 0001017255 Certificate of Deposit First Tier Security 2011-09-01 2011-09-01 N N N 990000000.00 990000000.00 0.0084 N 989990694.00 989990694.00 ING Bank NV ING Bank NV, 0.27% 37X99J5P7 0001017255 Certificate of Deposit First Tier Security 2011-08-11 2011-08-11 N N N 1100000000.00 1100000000.00 0.0093 N 1100031680.00 1100031680.00 ING Bank NV ING Bank NV, 0.29% 38T99AAS7 Certificate of Deposit First Tier Security 2011-08-04 2011-08-04 N N N 1500000000.00 1500000000.00 0.0127 N 1500024900.00 1500024900.00 ING Bank NV ING Bank NV, 0.30% 37X99J4W3 0001017255 Certificate of Deposit First Tier Security 2011-08-01 2011-08-01 N N N 1097000000.00 1097000000.00 0.0093 N 1097010092.40 1097010092.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.21% 6329909V1 0000833029 Certificate of Deposit First Tier Security 2011-10-07 2011-10-07 N N N 1700000000.00 1700000000.00 0.0144 N 1699966850.00 1699966850.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.21% 6329909Y5 0000833029 Certificate of Deposit First Tier Security 2011-10-12 2011-10-12 N N N 1600000000.00 1600000000.00 0.0135 N 1599966560.00 1599966560.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.21% 39K99HAD2 0000833029 Certificate of Deposit First Tier Security 2011-10-20 2011-10-20 N N N 500000000.00 500000000.00 0.0042 N 499988450.00 499988450.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 6329909E9 0000833029 Certificate of Deposit First Tier Security 2011-12-01 2011-12-01 N N N 871000000.00 871000000.00 0.0074 N 871060011.90 871060011.90 The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.17% 37H995NU4 0000947263 Certificate of Deposit First Tier Security 2011-08-02 2011-08-02 N N N 200000000.00 200000000.00 0.0017 N 200001120.00 200001120.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.24% 10513DDD9 Certificate of Deposit First Tier Security 2011-11-17 2011-11-17 N N N 200000000.00 200000000.00 0.0017 N 200024640.00 200024640.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.27% 10513DDH0 Certificate of Deposit First Tier Security 2011-12-05 2011-12-05 N N N 193000000.00 193000000.00 0.0016 N 193020728.20 193020728.20 ASB Finance Ltd. ASB Finance Ltd., 0.33% 0020P5CE7 Financial Company Commercial Paper First Tier Security 2011-08-04 2012-04-04 N N N 100000000.00 99993214.29 0.0008 N 100026900.00 100026900.00 ASB Finance Ltd. ASB Finance Ltd., 0.33% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2011-08-28 2012-03-30 N N N 173000000.00 172988370.56 0.0015 N 173046018.00 173046018.00 ASB Finance Ltd. ASB Finance Ltd., 0.34% 0020P5BW8 Financial Company Commercial Paper First Tier Security 2011-08-28 2012-01-27 N N N 150000000.00 149996250.00 0.0013 N 150036150.00 150036150.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.22% 06741GCD5 Financial Company Commercial Paper First Tier Security 2011-09-12 2011-09-12 N N N 177000000.00 176954570.04 0.0015 N 176962387.50 176962387.50 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.22% 06741GCD5 Financial Company Commercial Paper First Tier Security 2011-09-12 2011-09-12 N N N 300000000.00 299923000.08 0.0025 N 299936250.00 299936250.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GBL8 Financial Company Commercial Paper First Tier Security 2011-08-15 2011-08-15 N N N 191000000.00 190976231.12 0.0016 N 190988005.20 190988005.20 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.24% 12802WXB5 Financial Company Commercial Paper First Tier Security 2011-10-11 2011-10-11 N N N 531000000.00 530748659.86 0.0045 N 530881002.90 530881002.90 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.27% 12802YAB6 Financial Company Commercial Paper First Tier Security 2011-08-03 2012-05-25 N N N 376000000.00 375966876.51 0.0032 N 376060912.00 376060912.00 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.31% 12802WY40 Financial Company Commercial Paper First Tier Security 2011-11-04 2011-11-04 N N N 818000000.00 817330830.68 0.0069 N 817721634.60 817721634.60 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.31% 12802WYJ7 Financial Company Commercial Paper First Tier Security 2011-11-18 2011-11-18 N N N 715000000.00 714328893.28 0.0060 N 714699700.00 714699700.00 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.31% 12802WYU2 Financial Company Commercial Paper First Tier Security 2011-11-28 2011-11-28 N N N 180000000.00 179815549.97 0.0015 N 179913996.00 179913996.00 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.33% 20260BVB1 Financial Company Commercial Paper First Tier Security 2011-08-11 2011-08-11 N N N 751000000.00 750932201.37 0.0064 N 750957944.00 750957944.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272AAN6 Financial Company Commercial Paper First Tier Security 2011-09-16 2011-09-16 N N N 174000000.00 173997770.47 0.0015 N 174005568.00 174005568.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272AAL0 Financial Company Commercial Paper First Tier Security 2011-08-26 2011-08-26 N N N 187000000.00 187000000.00 0.0016 N 187008415.00 187008415.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.31% 20272AAV8 Financial Company Commercial Paper First Tier Security 2011-08-22 2011-11-21 N N N 180000000.00 180000000.00 0.0015 N 179995500.00 179995500.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.32% 20272AAR7 Financial Company Commercial Paper First Tier Security 2011-08-04 2011-10-28 N N N 283000000.00 283000000.00 0.0024 N 283000283.00 283000283.00 Danske Corp. Danske Corp., 0.25% 2363F7VG0 Financial Company Commercial Paper First Tier Security 2011-08-16 2011-08-16 N N N 300000000.00 299968750.02 0.0025 N 299975250.00 299975250.00 Danske Corp. Danske Corp., 0.30% 2363F7WK0 Financial Company Commercial Paper First Tier Security 2011-09-19 2011-09-19 N N N 412000000.00 411831766.64 0.0035 N 411878006.80 411878006.80 DnB NOR Bank ASA DnB NOR Bank ASA, 0.22% 2332K1XL9 Financial Company Commercial Paper First Tier Security 2011-10-20 2011-10-20 N N N 31000000.00 30984844.43 0.0003 N 30982776.40 30982776.40 DnB NOR Bank ASA DnB NOR Bank ASA, 0.24% 2332K4BD5 Financial Company Commercial Paper First Tier Security 2011-08-22 2011-08-22 N N N 62000000.00 62000000.00 0.0005 N 62000744.00 62000744.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.27% 2332K1Z78 Financial Company Commercial Paper First Tier Security 2011-12-07 2011-12-07 N N N 173000000.00 172833920.00 0.0015 N 172801707.40 172801707.40 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.34% 6323A1V11 Financial Company Commercial Paper First Tier Security 2011-08-01 2011-08-01 N N N 200000000.00 200000000.00 0.0017 N 199997660.00 199997660.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.35% 6323A1WK8 Financial Company Commercial Paper First Tier Security 2011-09-19 2011-09-19 N N N 1715000000.00 1714182993.21 0.0145 N 1714492188.50 1714492188.50 Nordea North America, Inc. Nordea North America, Inc., 0.20% 6555P1XE2 Financial Company Commercial Paper First Tier Security 2011-10-14 2011-10-14 N N N 95000000.00 94960944.44 0.0008 N 94958751.00 94958751.00 Nordea North America, Inc. Nordea North America, Inc., 0.20% 6555P1XH5 Financial Company Commercial Paper First Tier Security 2011-10-17 2011-10-17 N N N 600000000.00 599743333.08 0.0051 N 599724000.00 599724000.00 Nordea North America, Inc. Nordea North America, Inc., 0.21% 6555P1X51 Financial Company Commercial Paper First Tier Security 2011-10-05 2011-10-05 N N N 146000000.00 145945959.77 0.0012 N 145947323.20 145947323.20 Royal Bank of Canada Royal Bank of Canada, 0.30% 78009BYP1 Financial Company Commercial Paper First Tier Security 2011-11-23 2011-11-23 N N N 742000000.00 741295099.85 0.0063 N 741715443.00 741715443.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.21% 83050UW61 Financial Company Commercial Paper First Tier Security 2011-09-06 2011-09-06 N N N 342000000.00 341928179.93 0.0029 N 341928864.00 341928864.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.28% 83050UX60 Financial Company Commercial Paper First Tier Security 2011-10-06 2011-10-06 N N N 390000000.00 389799799.89 0.0033 N 389834055.00 389834055.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.28% 83050UX78 Financial Company Commercial Paper First Tier Security 2011-10-07 2011-10-07 N N N 149000000.00 148922354.49 0.0013 N 148935393.60 148935393.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% 83050UX52 Financial Company Commercial Paper First Tier Security 2011-10-05 2011-10-05 N N N 500000000.00 499729166.60 0.0042 N 499791300.00 499791300.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% 83050UX60 Financial Company Commercial Paper First Tier Security 2011-10-06 2011-10-06 N N N 30000000.00 29983500.00 0.0003 N 29987235.00 29987235.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.28% 83365SW17 Financial Company Commercial Paper First Tier Security 2011-09-01 2011-09-01 N N N 189000000.00 188954430.02 0.0016 N 188966981.70 188966981.70 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.20% 86958GXB6 Financial Company Commercial Paper First Tier Security 2011-10-11 2011-10-11 N N N 258000000.00 257898233.30 0.0022 N 257894452.20 257894452.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958GXU4 Financial Company Commercial Paper First Tier Security 2011-10-28 2011-10-28 N N N 575000000.00 574690777.88 0.0049 N 574677310.00 574677310.00 Swedbank AB Swedbank AB, 0.21% 87019SVN1 Financial Company Commercial Paper First Tier Security 2011-08-22 2011-08-22 N N N 60000000.00 59992649.99 0.0005 N 59993082.00 59993082.00 Swedbank AB Swedbank AB, 0.21% 87019SVQ4 Financial Company Commercial Paper First Tier Security 2011-08-24 2011-08-24 N N N 75000000.00 74989937.51 0.0006 N 74990467.50 74990467.50 Swedbank AB Swedbank AB, 0.21% 87019SVR2 Financial Company Commercial Paper First Tier Security 2011-08-25 2011-08-25 N N N 200000000.00 199971999.96 0.0017 N 199973460.00 199973460.00 Swedbank AB Swedbank AB, 0.21% 87019SVS0 Financial Company Commercial Paper First Tier Security 2011-08-26 2011-08-26 N N N 150000000.00 149978124.99 0.0013 N 149979240.00 149979240.00 Swedbank AB Swedbank AB, 0.21% 87019SVV3 Financial Company Commercial Paper First Tier Security 2011-08-29 2011-08-29 N N N 78000000.00 77987260.00 0.0007 N 77987839.80 77987839.80 Swedbank AB Swedbank AB, 0.23% 87019SW18 Financial Company Commercial Paper First Tier Security 2011-09-01 2011-09-01 N N N 100000000.00 99980194.42 0.0008 N 99982530.00 99982530.00 Swedbank AB Swedbank AB, 0.23% 87019SW26 Financial Company Commercial Paper First Tier Security 2011-09-02 2011-09-02 N N N 100000000.00 99979555.54 0.0008 N 99981820.00 99981820.00 Swedbank AB Swedbank AB, 0.23% 87019SW67 Financial Company Commercial Paper First Tier Security 2011-09-06 2011-09-06 N N N 100000000.00 99977000.00 0.0008 N 99979200.00 99979200.00 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 133933000.00 0.0011 N 133969273.80 133969273.80 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 264854397.24 0.0022 N 264937592.50 264937592.50 Westpac Banking Corp. Westpac Banking Corp., 0.20% 9612C1X69 Financial Company Commercial Paper First Tier Security 2011-10-06 2011-10-06 N N N 50000000.00 49981666.67 0.0004 N 49988310.00 49988310.00 Westpac Banking Corp. Westpac Banking Corp., 0.23% 9612C1Y92 Financial Company Commercial Paper First Tier Security 2011-11-09 2011-11-09 N N N 905000000.00 904421805.64 0.0077 N 904577093.50 904577093.50 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-08-08 2011-10-07 N N N 381000000.00 381000000.00 0.0032 N 380966091.00 380966091.00 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-08-19 2011-09-19 N N N 450000000.00 450000000.00 0.0038 N 449990100.00 449990100.00 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-08-23 2011-09-23 N N N 450000000.00 450000000.00 0.0038 N 449991450.00 449991450.00 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 358811525.00 0.0030 N 358946150.00 358946150.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.21% 56274MVJ8 Asset Backed Commercial Paper First Tier Security 2011-08-18 2011-08-18 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 50000000.00 49995041.68 0.0004 N 49994445.00 49994445.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.34% 66560MAB0 Asset Backed Commercial Paper First Tier Security 2011-08-08 2011-12-01 N N Y OBLIGOR DEUTSCHE BK SECS INC N/A N/A LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 177000000.00 177000000.00 0.0015 N 176982477.00 176982477.00 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.22% 03523LV51 Other Commercial Paper Second Tier Security 2011-08-05 2011-08-05 N N N 35000000.00 34999144.45 0.0003 N 34998365.50 34998365.50 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.25% 03523LV51 Other Commercial Paper Second Tier Security 2011-08-05 2011-08-05 N N N 69000000.00 68998083.33 0.0006 N 68996777.70 68996777.70 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.25% 03523LVB8 Other Commercial Paper Second Tier Security 2011-08-11 2011-08-11 N N N 75000000.00 74994791.67 0.0006 Y 74993092.50 74993092.50 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.25% 03523LVB8 Other Commercial Paper Second Tier Security 2011-08-11 2011-08-11 N N N 15000000.00 14998958.33 0.0001 N 14998618.50 14998618.50 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.25% 03523LVK8 Other Commercial Paper Second Tier Security 2011-08-19 2011-08-19 N N N 75000000.00 74990624.99 0.0006 N 74988187.50 74988187.50 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.25% 03523LVS1 Other Commercial Paper Second Tier Security 2011-08-26 2011-08-26 N N N 25000000.00 24995659.72 0.0002 N 24994595.00 24994595.00 Comcast Corp. Comcast Corp., 0.38% 2003A3V19 Other Commercial Paper Second Tier Security 2011-08-01 2011-08-01 N N N 187000000.00 187000000.00 0.0016 N 186996260.00 186996260.00 Comcast Corp. Comcast Corp., 0.38% 2003A3V19 Other Commercial Paper Second Tier Security 2011-08-01 2011-08-01 N N N 375000000.00 375000000.00 0.0032 N 374992500.00 374992500.00 Duke Energy Corp. Duke Energy Corp., 0.34% 26244JW96 Other Commercial Paper Second Tier Security 2011-09-09 2011-09-09 N N N 160000000.00 159941066.59 0.0014 N 159952208.00 159952208.00 Duke Energy Corp. Duke Energy Corp., 0.40% 26244JWC9 Other Commercial Paper Second Tier Security 2011-09-12 2011-09-12 N N N 82000000.00 81961733.34 0.0007 Y 81959000.00 81959000.00 Texas Instruments, Inc. Texas Instruments, Inc., 0.20% 88250UZ65 Other Commercial Paper First Tier Security 2011-12-06 2011-12-06 N N N 77000000.00 76945672.19 0.0007 N 76912966.90 76912966.90 Texas Instruments, Inc. Texas Instruments, Inc., 0.20% 88250UZC2 Other Commercial Paper First Tier Security 2011-12-12 2011-12-12 N N N 73000000.00 72946061.10 0.0006 N 72911472.90 72911472.90 Verizon Communications, Inc. Verizon Communications, Inc., 0.39% 92344PUV6 Other Commercial Paper Second Tier Security 2011-08-01 2011-09-12 Y VERIZON COMMUNICATIONS INC N/A N/A N N 524000000.00 524000000.00 0.0044 N 524226368.00 524226368.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.33% 92780KVF2 Other Commercial Paper Second Tier Security 2011-08-15 2011-08-15 N N N 22950000.00 22947054.75 0.0002 N 22947149.61 22947149.61 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.33% 92780KVK1 Other Commercial Paper Second Tier Security 2011-08-19 2011-08-19 N N N 45000000.00 44992575.01 0.0004 N 44992912.50 44992912.50 Xerox Corp. Xerox Corp., 0.50% 98412FW81 Other Commercial Paper Second Tier Security 2011-09-08 2011-09-08 N N N 72500000.00 72461736.14 0.0006 N 72458675.00 72458675.00 Xerox Corp. Xerox Corp., 0.50% 98412FW99 Other Commercial Paper Second Tier Security 2011-09-09 2011-09-09 N N N 15000000.00 14991875.00 0.0001 N 14992195.50 14992195.50 Xerox Corp. Xerox Corp., 0.50% 98412FW99 Other Commercial Paper Second Tier Security 2011-09-09 2011-09-09 N N N 100000000.00 99945833.36 0.0008 N 99947970.00 99947970.00 U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127952Y6 Treasury Debt First Tier Security 2012-01-12 2012-01-12 N N N 500000000.00 499851944.50 0.0042 N 499681500.00 499681500.00 U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127954A6 Treasury Debt First Tier Security 2012-01-05 2012-01-05 N N N 331100000.00 330984484.18 0.0028 N 330931139.00 330931139.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127953V1 Treasury Debt First Tier Security 2011-12-01 2011-12-01 N N N 750000000.00 749720416.65 0.0063 N 749707500.00 749707500.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127952T7 Treasury Debt First Tier Security 2011-12-15 2011-12-15 N N N 180000000.00 179925200.03 0.0015 N 179928540.00 179928540.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912795Y70 Treasury Debt First Tier Security 2012-01-26 2012-01-26 N N N 104000000.00 103946006.70 0.0009 N 103917840.00 103917840.00 U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.18% 9127953L3 Treasury Debt First Tier Security 2011-09-29 2011-09-29 N N N 1789157400.00 1788656184.24 0.0151 N 1788946279.43 1788946279.43 U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.12% 912828KA7 Treasury Debt First Tier Security 2011-12-15 2011-12-15 N N N 950000000.00 953605234.26 0.0081 N 953266100.00 953266100.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828KB5 Treasury Debt First Tier Security 2012-01-15 2012-01-15 N N N 880000000.00 884162908.69 0.0075 N 883644080.00 883644080.00 U.S. Treasury Notes U.S. Treasury Notes, 0.13% to 0.25% 912828ML1 Treasury Debt First Tier Security 2011-12-31 2011-12-31 N N N 1355000000.00 1359787054.20 0.0115 N 1359498600.00 1359498600.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828LV0 Treasury Debt First Tier Security 2011-08-31 2011-08-31 N N N 500000000.00 500342112.30 0.0042 N 500273500.00 500273500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.29% 912828LT5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 993000000.00 994855162.03 0.0084 N 995016783.00 995016783.00 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 1468264306.54 0.0124 N 1468567304.00 1468567304.00 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 589261784.38 0.0050 N 589422328.00 589422328.00 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 742552679.17 0.0063 N 742890312.50 742890312.50 U.S. Treasury Notes U.S. Treasury Notes, 0.35% 912828MQ0 Treasury Debt First Tier Security 2012-02-29 2012-02-29 N N N 300000000.00 300892320.78 0.0025 N 301101000.00 301101000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.31% 2027A0FM6 Other Note First Tier Security 2011-10-12 2012-02-10 N N N 368000000.00 368000000.00 0.0031 N 368054464.00 368054464.00 Royal Bank of Canada Royal Bank of Canada, 0.27% 78008KXS7 Other Note First Tier Security 2011-08-08 2012-08-06 N N N 376000000.00 375869787.44 0.0032 N 376242144.00 376242144.00 Royal Bank of Canada Royal Bank of Canada, 0.30% 78008FBA1 Other Note First Tier Security 2011-10-03 2012-07-31 N N N 1300000000.00 1300000000.00 0.0110 N 1300383500.00 1300383500.00 Royal Bank of Canada Royal Bank of Canada, 0.65% 78008FAM6 Other Note First Tier Security 2011-08-15 2012-08-15 N N N 750000000.00 750000000.00 0.0063 N 750855750.00 750855750.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 91621CAV3 Other Note First Tier Security 2011-08-23 2012-04-23 N N N 1034000000.00 1034000000.00 0.0088 N 1032423150.00 1032423150.00 Westpac Banking Corp. Westpac Banking Corp., 0.29% 9612E0CB1 Other Note First Tier Security 2011-08-08 2012-04-02 N N N 500000000.00 500000000.00 0.0042 N 499838000.00 499838000.00 Westpac Banking Corp. Westpac Banking Corp., 0.29% 91621CBA8 Other Note First Tier Security 2011-10-17 2012-06-14 N N N 801000000.00 801000000.00 0.0068 N 800765307.00 800765307.00 Westpac Banking Corp. Westpac Banking Corp., 0.31% 91621CBE0 Other Note First Tier Security 2011-08-11 2012-06-08 N N N 393000000.00 393000000.00 0.0033 N 392983101.00 392983101.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.07% Series 2004 H6, LOC Bank of America NA VRDN 64966CH20 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 29480000.00 29480000.00 0.0002 N 29480000.00 29480000.00 New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.18% (Westport Dev. Proj.) Series 2004 A, LOC Fannie Mae VRDN 64970HBA1 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FANNIE MAE N/A N/A Y FANNIE MAE 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., 0.05% (Tower 31 Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986MJ71 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FREDDIE MAC N/A N/A Y FREDDIE MAC 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., 0.05% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FREDDIE MAC N/A N/A Y FREDDIE MAC 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., 0.05% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FREDDIE MAC N/A N/A Y FREDDIE MAC 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., 0.05% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FANNIE MAE N/A N/A Y FANNIE MAE 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., 0.08% (101 West End Hsg. Proj.) Series 1998 A, LOC Fannie Mae VRDN 64986MLC7 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FANNIE MAE N/A N/A Y FANNIE MAE 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., 0.08% (66 West 38th Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MXX8 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 44300000.00 44300000.00 0.0004 N 44300000.00 44300000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.08% (101 West End Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MLD5 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 52850000.00 52850000.00 0.0004 N 52850000.00 52850000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.18% (55 West 25th Street Hsg. Proj.) Series 2005 A, LOC Fannie Mae VRDN 64986ME68 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 105400000.00 105400000.00 0.0009 N 105400000.00 105400000.00 Triborough Bridge & Tunnel Auth. Revs. Triborough Bridge & Tunnel Auth. Revs., 0.07% Series 2005 B3, (Liquidity Facility Bank of America NA) VRDN 89602NGX6 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y BANK OF AMERICA 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., 0.11% Series 2002 F, (Liquidity Facility Royal Bank of Scotland NV) VRDN 89602NCG7 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y ROYAL BANK OF SCOTLAND NV N/A N/A N N 51325000.00 51325000.00 0.0004 N 51325000.00 51325000.00 California Gen. Oblig. California Gen. Oblig., 0.04% Series 2003 B1, LOC JPMorgan Chase Bank, LOC California Pub. Employees Retirement Sys. VRDN 13063BDA7 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y JPMORGAN CHASE BANK NA N/A N/A CALIFORNIA PUB EE RETIREMT SYS N/A N/A CALIFORNIA TEACHERS RET SYSTEM 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., 0.05% (Home Mtg. Prog.) Series 2001 J, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13034PQK6 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FREDDIE MAC N/A N/A FANNIE MAE N/A N/A N N 38135000.00 38135000.00 0.0003 N 38135000.00 38135000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.05% (Home Mtg. Prog.) Series 2003 D, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13034PQQ3 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FREDDIE MAC N/A N/A FANNIE MAE N/A N/A N N 44435000.00 44435000.00 0.0004 N 44435000.00 44435000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.07% (Multifamily Hsg. Prog.) Series 2005 B, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13034PKU0 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FANNIE MAE N/A N/A FREDDIE MAC N/A N/A N N 21765000.00 21765000.00 0.0002 N 21765000.00 21765000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.07% (Multifamily Hsg. Prog.) Series 2001 G, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13033KXN4 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FREDDIE MAC N/A N/A FANNIE MAE N/A N/A N N 15755000.00 15755000.00 0.0001 N 15755000.00 15755000.00 California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev. California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev., 0.10% (Recology, Inc. Proj.) Series 2010 A, LOC Bank of America NA VRDN 130536PN9 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA 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., 0.17% (Hollywood & Vine Apts. Proj.) Series A, LOC Fannie Mae VRDN 544393CH2 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FANNIE MAE N/A N/A Y FANNIE MAE 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., 0.18% (Parker Ranch Proj.) Series A, LOC Fannie Mae VRDN 828905EA3 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FANNIE MAE N/A N/A Y FANNIE MAE 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, 0.18% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 181000000.00 181000000.00 0.0015 N 181000000.00 181000000.00 Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev. Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev., 0.10% Series 2004 86B, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 708793GF5 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y FREDDIE MAC N/A N/A FANNIE MAE 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., 0.09% Series 1997 B, LOC Bank of America NA VRDN 717893TL5 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 30000000.00 30000000.00 0.0003 N 30000000.00 30000000.00 Michigan Hosp. Fin. Auth. Rev. Michigan Hosp. Fin. Auth. Rev., 0.08% (Henry Ford Health Sys. Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 59465HGS9 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 49200000.00 49200000.00 0.0004 N 49200000.00 49200000.00 Gulf Coast Waste Disp. Auth. Solid Waste Disp. Rev. Gulf Coast Waste Disp. Auth. Solid Waste Disp. Rev., 0.13% (Waste Mgmt., Inc. Proj.) Series A, LOC JPMorgan Chase Bank VRDN 402231AX2 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 25200000.00 25200000.00 0.0002 N 25200000.00 25200000.00 Metropolitan Atlanta Rapid Transit Auth. Sales Tax Rev. Metropolitan Atlanta Rapid Transit Auth. Sales Tax Rev., 0.05% Series 2000 A, LOC JPMorgan Chase Bank VRDN 591745XL3 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA 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., 0.07% (Catholic Healthcare West Proj.) Series 2008 B, LOC Bank of America NA VRDN 040507JU0 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 16300000.00 16300000.00 0.0001 N 16300000.00 16300000.00 Cook County Gen. Oblig. Cook County Gen. Oblig., 0.08% Participating VRDN Series WF 10 5C, (Liquidity Facility Wells Fargo Bank NA) 94985NUL3 Variable Rate Demand Note First Tier Security 2011-08-05 2011-08-05 Y WELLS FARGO BK NATL ASSN N/A N/A N N 10790000.00 10790000.00 0.0001 N 10790000.00 10790000.00 Freddie Mac Freddie Mac, 0.15% 3134G13Z5 Government Agency Debt First Tier Security 2011-08-10 2012-08-10 N N N 750000000.00 749611597.35 0.0063 N 750453750.00 750453750.00 Straight-A Funding LLC Straight-A Funding LLC, 0.16% (Liquidity Facility Federal Financing Bank) 86257C5N8 Government Agency Debt First Tier Security 2011-09-12 2011-09-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 45025000.00 45017595.89 0.0004 N 45019178.27 45019178.27 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257C6S6 Government Agency Debt First Tier Security 2011-10-21 2011-10-21 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 19974000.00 19965344.59 0.0002 N 19965890.56 19965890.56 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257JZL4 Government Agency Debt First Tier Security 2011-10-21 2011-10-21 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 218742000.00 218647211.74 0.0019 N 218650959.58 218650959.58 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.58% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2011-10-01 2011-10-27 Y METROPOLITAN LIFE INS CO N/A N/A N N 175000000.00 175000000.00 0.0015 Y 174999125.00 174999125.00 GE Equipment Transportation LLC GE Equipment Transportation LLC, 0.29% 36161XAA4 Other Instrument Asset-Backed Securities First Tier Security 2012-07-20 2012-07-20 N N N 41265487.00 41265487.00 0.0003 N 41225682.31 41225682.31 Bank of America NA In a joint trading account with Bank of America NA at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBU8_04197 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.366 - 6.5 Government Agency Debt 22146202.25 20257890.52 Unrated Security 2011-08-01 2011-08-01 N N N 19667609.00 19667609.03 0.0002 N 19667609.03 19667609.03 Barclays Capital, Inc. Barclays Capital, Inc., 0.15% 42M99LGQ0 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-07-01 2041-07-01 3.5 - 5 Government Agency Debt 185990900.00 195912037.46 FEDERAL NATIONAL MORTGAGE ASSOC 2021-07-01 2038-06-01 3 - 6 Government Agency Debt 227939792.00 157015316.03 Unrated Security 2011-08-05 2011-08-05 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 346000000.00 346000000.00 0.0029 N 346000000.00 346000000.00 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBU8_06453 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2021-06-01 2041-08-01 1.999 - 6 Government Agency Debt 31614248.34 25011231.02 FEDERAL HOME LOAN MORTGAGE CORP 2025-02-01 2041-08-01 2.109 - 5.678 Government Agency Debt 20577274.23 18690577.26 US TREASURY 2011-12-15 2037-05-15 1.125 - 5 Treasury Debt 344817.60 377833.30 GOVERNMENT NATIONAL MORTAGE ASSOC 2011-09-15 2052-07-15 0 - 15 Government Agency Debt 71431240.88 7799306.70 Unrated Security 2011-08-01 2011-08-01 N N N 50858616.00 50858615.95 0.0004 N 50858615.95 50858615.95 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBU8_07629 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2041-06-01 3.123 - 5.5 Government Agency Debt 10802674.75 10531715.98 FEDERAL NATIONAL MORTGAGE ASSOC 2021-10-01 2041-07-01 0 - 5.715 Government Agency Debt 23820629.16 20316270.52 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-10-15 2041-06-20 2.5 - 6 Government Agency Debt 19522097.26 15689075.18 Unrated Security 2011-08-01 2011-08-01 N N N 45597380.00 45597379.82 0.0004 N 45597379.82 45597379.82 Citibank NA In a joint trading account with Citibank NA at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBU8_26602 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-12-01 2050-01-01 3.5 - 7 Government Agency Debt 4499268.70 2213051.33 FEDERAL HOME LOAN MORTGAGE CORP 2018-09-01 2041-04-01 3.5 - 6.5 Government Agency Debt 3728180.64 1364654.84 Unrated Security 2011-08-01 2011-08-01 N N N 3507491.00 3507490.76 0.0000 N 3507490.76 3507490.76 Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBU8_69850 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2019-01-01 2041-05-01 2.236 - 6 Government Agency Debt 18281428.09 6982546.21 FEDERAL NATIONAL MORTGAGE ASSOC 2020-03-01 2041-08-01 2.34 - 7 Government Agency Debt 32855184.61 18029756.89 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-07-15 2041-05-15 4 - 6 Government Agency Debt 5730192.25 3609346.18 Unrated Security 2011-08-01 2011-08-01 N N N 28059926.00 28059926.04 0.0002 N 28059926.04 28059926.04 Credit Agricole Securities (USA), Inc. In a joint trading account with Credit Agricole Securities (USA), Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBU8_05222 Government Agency Repurchase Agreement Y US TREASURY 2015-02-28 2016-04-30 2.375 - 2.625 Treasury Debt 732498.76 781848.64 FEDERAL HOME LOAN BANK 2011-12-30 2019-05-15 0.25 - 5.375 Government Agency Debt 5396134.23 4961117.40 FEDERAL NATIONAL MORTGAGE ASSOC 2011-08-01 2029-05-15 0 - 6.25 Government Agency Debt 3621498.23 3747885.68 FEDERAL HOME LOAN MORTGAGE CORP 2011-10-05 2015-11-17 0 - 4.75 Government Agency Debt 4703980.03 4819954.33 Unrated Security 2011-08-01 2011-08-01 N N N 14029963.00 14029963.02 0.0001 N 14029963.02 14029963.02 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBU8_06399 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2037-01-20 2059-07-20 2.5 - 5.504 Government Agency Debt 16756509.02 16054905.71 FEDERAL NATIONAL MORTGAGE ASSOC 2023-05-25 2041-05-01 2.011 - 6.5 Government Agency Debt 58644948.63 35033379.58 FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-10-01 2.913 - 5.711 Government Agency Debt 4734522.74 2757613.95 Unrated Security 2011-08-01 2011-08-01 N N N 52612361.00 52612361.33 0.0004 N 52612361.33 52612361.33 Goldman Sachs & Co. Goldman Sachs & Co., 0.06% 42P99BEQ1 0000769993 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2026-04-20 2041-05-20 4 - 5.5 Government Agency Debt 594799317.00 554886474.56 First Tier Security 2011-08-01 2011-08-01 Y GOLDMAN SACHS & CO (GOV REPO) N/A N/A N N 544000000.00 544000000.00 0.0046 N 544000000.00 544000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.07% 42P99BFD9 0000769993 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2036-12-15 2041-02-15 4 - 6 Government Agency Debt 401803010.00 361084213.04 First Tier Security 2011-08-02 2011-08-02 Y GOLDMAN SACHS & CO (GOV REPO) N/A N/A N N 354000000.00 354000000.00 0.0030 N 354000000.00 354000000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBU8_39304 Government Agency Repurchase Agreement Y RESOLUTION FUNDING CORP 2012-10-15 2030-04-15 0 - 9.375 Government Agency Debt 4436779.39 3286623.22 FEDERAL NATIONAL MORTGAGE ASSOC 2011-11-15 2036-04-18 0 - 7.25 Government Agency Debt 6052441.87 4652897.42 FINANCE CORPORATION 2011-08-08 2019-09-26 0 - 10.7 Government Agency Debt 171824.96 150712.78 FEDERAL HOME LOAN MORTGAGE CORP 2011-09-15 2032-07-15 0 - 6.75 Government Agency Debt 5209367.36 4427025.43 FEDERAL HOME LOAN BANK 2011-09-09 2036-07-15 0.23 - 5.625 Government Agency Debt 7942993.41 7428411.38 FEDERAL AGRICULTURE MORTGAGE CORP 2011-08-29 2011-08-29 0 - 0 Government Agency Debt 841.80 841.77 FEDERAL FARM CREDIT 2011-08-03 2023-07-24 2.875 - 5.75 Government Agency Debt 1394578.32 1425919.86 TENNESEE VALLEY AUTHORITY 2012-06-15 2038-01-15 0 - 6.25 Government Agency Debt 115578.84 93415.32 Unrated Security 2011-08-01 2011-08-01 N N N 21044945.00 21044944.53 0.0002 N 21044944.53 21044944.53 ING Financial Markets LLC ING Financial Markets LLC, 0.15% 41P99GCL5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-08-25 2041-05-25 4 - 5 Government Agency Debt 875000.00 858433.64 FEDERAL HOME LOAN MORTGAGE CORP 2024-09-01 2040-12-01 0.766 - 6.383 Government Agency Debt 415783390.00 163440193.64 Unrated Security 2011-08-05 2011-08-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 161000000.00 161000000.00 0.0014 N 161000000.00 161000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.15% 41P99GBM4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-08-01 2040-11-01 0.586 - 6.017 Government Agency Debt 551168982.00 159559105.92 FEDERAL NATIONAL MORTGAGE ASSOC 2033-05-25 2040-09-01 0.437 - 5 Government Agency Debt 26165000.00 5806181.15 Unrated Security 2011-08-05 2011-08-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 162000000.00 162000000.00 0.0014 N 162000000.00 162000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 38B99S7N2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2021-09-25 2041-05-25 0.497 - 5 Government Agency Debt 267649800.00 190801027.45 Unrated Security 2011-08-05 2011-08-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 185000000.00 185000000.00 0.0016 N 185000000.00 185000000.00 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBU8_40488 Government Agency Repurchase Agreement Y GMACLLC7.30%PUBLICINCOMENOTES( 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER NOTE 56119.85 57629.16 GE CAPITAL CORP FDIC 2012-12-28 2012-12-28 2.625 - 2.625 Other Instrument OTHER NOTE 5191.09 5371.12 MORGAN STANLEY (FDIC TLGP) 2011-09-22 2011-09-22 2 - 2 Other Instrument OTHER NOTE 3507.49 3541.57 JPMORGAN CHASE & CO. 2012-06-15 2012-12-26 2.125 - 2.2 Other Instrument OTHER NOTE 978217.76 999381.21 GOLDMAN SACHS GROUP, INC. 2011-11-09 2012-06-15 0.518 - 3.25 Other Instrument OTHER NOTE 702410.10 723051.54 GMAC INC. 2012-10-30 2012-10-30 1.75 - 1.75 Other Instrument OTHER NOTE 188522.23 192357.98 CITIBANK, N.A. 2011-09-22 2012-12-28 1.25 - 1.75 Other Instrument OTHER NOTE 118623.34 120197.30 CITIGROUP FUNDING INC. 2012-10-22 2012-12-10 1.875 - 2.25 Other Instrument OTHER NOTE 823306.09 842319.37 CITIGROUP INC. (FDIC TLGP) 2012-04-30 2012-04-30 2.125 - 2.125 Other Instrument OTHER NOTE 43976.74 44826.95 BANK OF AMERICA FDIC 2012-04-30 2012-04-30 2.1 - 2.1 Other Instrument OTHER NOTE 34499.68 35150.75 AMERICAN EXP BNK FDIC 2011-12-09 2011-12-09 1.166 - 1.166 Other Instrument OTHER NOTE 162958.02 163693.43 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2041-07-20 2 - 8 Government Agency Debt 57073462.26 1578297.90 FEDERAL NATIONAL MORTGAGE ASSOC 2011-09-28 2041-07-25 0 - 7 Government Agency Debt 31863845.24 25381085.51 WELLS FARGO & COMPANY 2011-12-09 2011-12-09 3 - 3 Other Instrument OTHER NOTE 350749.08 355753.08 FEDERAL HOME LOAN BANK 2011-11-25 2011-11-25 0 - 0 Government Agency Debt 89511.16 89478.94 FEDERAL AGRICULTURE MORTGAGE CORP 2016-05-02 2026-03-09 2.55 - 5.125 Government Agency Debt 591924.14 645562.26 FEDERAL HOME LOAN MORTGAGE CORP 2011-12-01 2041-07-01 3 - 7 Government Agency Debt 10527058.28 6380861.97 Unrated Security 2011-08-01 2011-08-01 N N N 36828653.00 36828652.93 0.0003 N 36828652.93 36828652.93 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBU8_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2012-12-01 2048-11-01 3.5 - 8 Government Agency Debt 11374282.54 7155290.19 Unrated Security 2011-08-01 2011-08-01 N N N 7014982.00 7014981.51 0.0001 N 7014981.51 7014981.51 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBU8_53651 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2012-01-17 2015-11-16 0 - 3.875 Government Agency Debt 261736.28 264295.87 FEDERAL HOME LOAN BANK 2011-08-17 2021-07-19 0 - 4.75 Government Agency Debt 965233.97 999692.76 FEDERAL HOME LOAN MORTGAGE CORP 2011-09-20 2040-12-01 0 - 6.25 Government Agency Debt 1032826.84 1121538.19 FINANCE CORPORATION 2011-08-03 2019-09-26 0 - 10.7 Government Agency Debt 29218.46 28602.84 FEDERAL NATIONAL MORTGAGE ASSOC 2011-08-08 2041-07-01 0 - 6 Government Agency Debt 2192463.45 2135288.92 RESOLUTION FUNDING CORP 2011-10-15 2030-04-15 0 - 0 Government Agency Debt 1305667.20 961477.24 TENNESEE VALLEY AUTHORITY 2011-09-22 2060-09-15 0 - 7.125 Government Agency Debt 53500.29 56656.95 FEDERAL AGRICULTURE MORTGAGE CORP 2011-10-14 2021-06-01 1.25 - 5.4 Government Agency Debt 88084.74 90722.05 Unrated Security 2011-08-01 2011-08-01 N N N 5555865.00 5555865.36 0.0000 N 5555865.36 5555865.36 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.13% 40W995NG2 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2011-11-25 2011-11-25 N/A Treasury Debt 15498500.00 15493385.49 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-05-16 2039-06-20 2 - 5 Government Agency Debt 104289691.00 105571196.45 FEDERAL NATIONAL MORTGAGE ASSOC 2014-11-20 2014-11-20 2.625 - 2.625 Government Agency Debt 58160000.00 61510088.70 FEDERAL HOME LOAN BANK 2011-09-21 2012-06-29 0 - 0.25 Government Agency Debt 185699000.00 185683478.48 First Tier Security 2011-08-05 2011-08-05 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 360000000.00 360000000.00 0.0030 N 360000000.00 360000000.00 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.15% 38W99BGJ5 0000068136 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2024-06-01 2047-10-01 4 - 6.5 Government Agency Debt 134647593.00 121997897.93 FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2041-05-01 2.473 - 5 Government Agency Debt 123111585.00 119369574.39 First Tier Security 2011-08-05 2011-08-05 Y MORGAN STAN & CO INC(GOV REPO) N/A N/A N N 236000000.00 236000000.00 0.0020 N 236000000.00 236000000.00 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.21%, dated 7/29/2011 due 08/01/2011 42T99HBU8_55501 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2030-09-01 2040-07-01 4.5 - 6 Government Agency Debt 6260301.06 3577700.21 Unrated Security 2011-08-01 2011-08-01 N N N 3507491.00 3507490.76 0.0000 N 3507490.76 3507490.76 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 41B99CFY8 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-12-15 2041-06-15 0.537 - 9 Government Agency Debt 949907021.00 195502833.49 FEDERAL NATIONAL MORTGAGE ASSOC 2016-06-25 2041-04-25 0.586 - 9.5 Government Agency Debt 950477939.00 187441480.25 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-12-20 2041-07-20 0.536 - 6.5 Government Agency Debt 261879581.00 115582610.55 First Tier Security 2011-08-05 2011-08-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 484000000.00 484000000.00 0.0041 N 484000000.00 484000000.00 RBC Capital Markets Corp. 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BNP Paribas Securities Corp., 0.22% 40Z99U7S6 0001197610 Other Repurchase Agreement N GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2012-02-15 2012-02-15 5.875 - 5.875 Other Instrument CORPORATE 11252927.00 11884935.15 CITIGROUP INC 2016-06-15 2016-06-15 3.953 - 3.953 Other Instrument CORPORATE 7550000.00 7844158.91 CHEVRON CORP REORGANIZED AS CHEVRONTEXACO CORP 1 2012-03-03 2012-03-03 3.45 - 3.45 Other Instrument CORPORATE 11990000.00 12273523.53 CVS CAREMARK CORP FORMERLY CVS CORP TO 03/22/200 2021-05-15 2021-05-15 4.125 - 4.125 Other Instrument CORPORATE 10000000.00 10122929.17 ABBOTT LABS 2019-04-01 2019-04-01 6 - 6 Other Instrument CORPORATE 3717452.00 4325763.45 KINDER MORGAN ENERGY PARTNERS L P 2017-02-01 2017-02-01 6 - 6 Other Instrument CORPORATE 6081000.00 7133235.98 WACHOVIA CORP GLOBAL MEDIUM TERM SR NTS BOOK ENT 2013-05-01 2013-05-01 5.5 - 5.5 Other Instrument CORPORATE 8000000.00 8711715.55 VERIZON NEW YORK INC 2032-04-01 2032-04-01 7.375 - 7.375 Other Instrument CORPORATE 5000000.00 5981068.05 TRANSOCEAN INC FORMERLY TRANSOCEAN SEDCO FOREX I 2018-03-15 2018-03-15 6 - 6 Other Instrument CORPORATE 10000000.00 11524133.33 Unrated Security 2011-08-01 2011-08-01 N N N 76000000.00 76000000.00 0.0006 N 76000000.00 76000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.24% 41D99P8B5 0000318336 Other Repurchase Agreement N 101-500 2011-07-31 2011-07-31 N/A Other Instrument EQUITY 49078881.00 824068604.73 Unrated Security 2011-08-01 2011-08-01 N N N 763000000.00 763000000.00 0.0065 N 763000000.00 763000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.30% 41D99P3A2 0000318336 Other Repurchase Agreement N CAPITAL LEASE FUNDING INC 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 3352383.00 14985152.01 CARDIOME PHARMACEUTICALS INC 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 906670.00 4578683.50 CORNERSTONE THERAPEUTICS INC C 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 4011.00 30443.49 ENTERPRISE BANCORP INC 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 738.00 11712.06 EXIDE CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 244622.00 1768617.06 GASTAR EXPLORATION LTD 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 52176.00 253575.36 HUDSON VLLY HOLDING ( 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 1459.00 29165.41 HURON CONSULTING GROUP INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 3564.00 113976.72 LIBERTY GLOBAL INC CLASS A 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 124623.00 5257844.37 MILLER DIVERSIFIED COR 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 14158.00 76453.20 MULTI-FINELINE ELECTRONIX, INC 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 18762.00 377491.44 PETROHAWK ENERGY CORPORATION D 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 9690773.00 370768974.98 STANDARD PARKING CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 6427.00 106366.85 VOLTERRA SEMICONDUCTOR CONDUCT 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 21687.00 572970.54 WCA WASTE CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 238.00 1337.56 WELLCARE GROUP, INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 443488.00 21238640.32 PRIMUS GUARANTY, LTD 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 2689.00 16402.90 Unrated Security 2011-08-05 2011-08-05 Y CREDIT SU SEC USA LLC(NON GOV) N/A N/A N N 389000000.00 389000000.00 0.0033 N 389000000.00 389000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.34% 41D99P3M6 0000318336 Other Repurchase Agreement N 51-100 2011-07-31 2011-07-31 N/A Other Instrument EQUITY 24381458.00 420195259.32 Unrated Security 2011-08-05 2011-08-05 Y CREDIT SU SEC USA LLC(NON GOV) N/A N/A N N 389000000.00 389000000.00 0.0033 N 389000000.00 389000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.65% 41D99P8L3 0000318336 Other Repurchase Agreement N Unrated Security 2011-08-07 2011-08-07 Y CREDIT SU SEC USA LLC(NON GOV) N/A N/A N N 394000000.00 394000000.00 0.0033 This repurchase agreement was a forward settling transaction and therefore no collateral securities had been allocated as of 7/31. The agreement contemplated the delivery of Convertible Bonds as collateral on settlement date. N 394000000.00 394000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.24% 40M99HMJ2 0000769993 Other Repurchase Agreement N FEDERAL HOME LOAN BANK 2011-09-21 2011-09-21 N/A Government Agency Debt 152608000.00 152585108.80 PITNEY BOWES INC 2011-08-01 2011-08-01 N/A Other Commercial Paper 9068334.00 9068152.63 RABOBANK NEDERLAND 2012-01-17 2012-01-17 N/A Certificate of Deposit 139694302.00 139681729.51 First Tier Security 2011-08-03 2011-08-03 Y GOLDMAN SACHS&CO(NON GOV REPO) N/A N/A N N 294000000.00 294000000.00 0.0025 N 294000000.00 294000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.28% 36N99SNX3 0000877559 Other Repurchase Agreement N AT & T INC 2038-05-15 2038-05-15 6.4 - 6.4 Other Instrument CORPORATE 23000000.00 25700787.90 BUNGE LIMITED FINANCE CORP. 2014-04-15 2014-04-15 5.35 - 5.35 Other Instrument CORPORATE 1320000.00 1449169.35 CSX CORP 2036-10-01 2036-10-01 6 - 6 Other Instrument CORPORATE 1840000.00 2029642.70 CISCO SYSTEMS, INC. 2040-01-15 2040-01-15 5.5 - 5.5 Other Instrument CORPORATE 18735000.00 19434168.20 CITIGROUP, INC. 2014-09-15 2014-09-15 5 - 5 Other Instrument CORPORATE 5293000.00 5658858.10 JOHN DEERE CAPITAL CO 2018-09-10 2018-09-10 5.75 - 5.75 Other Instrument CORPORATE 6535000.00 7764761.56 DEVON ENERGY CORPORATION 2041-07-15 2041-07-15 5.6 - 5.6 Other Instrument CORPORATE 4635000.00 4756086.95 EXPRESS SCRIPTS, INC. 2016-05-15 2016-05-15 3.125 - 3.125 Other Instrument CORPORATE 5300000.00 5418890.07 FIFTH THIRD BANCORP 2038-03-01 2038-03-01 8.25 - 8.25 Other Instrument CORPORATE 700000.00 871100.38 GENERAL ELEC CAPT CORP 2015-08-11 2015-08-11 2.5 - 2.5 Other Instrument CORPORATE 3800000.00 3812717.39 GILEAD SCIENCES INC. 2021-04-01 2021-04-01 4.5 - 4.5 Other Instrument CORPORATE 5102900.00 5339649.37 IBM CORPORATION 2017-09-14 2017-09-14 5.7 - 5.7 Other Instrument CORPORATE 25035900.00 30057224.80 MORGAN STANLEY GROUP INC. 2017-01-09 2017-01-09 5.45 - 5.45 Other Instrument CORPORATE 23000000.00 24614549.88 PNC FUNDING CORP 2011-11-15 2011-11-15 5.25 - 5.25 Other Instrument CORPORATE 965000.00 1068604.02 UNION PACIFIC CORPORATION 2019-01-15 2019-01-15 7.875 - 7.875 Other Instrument CORPORATE 120000.00 156834.00 VERIZON GLOBAL FUNDING CORP. 2030-12-01 2030-12-01 7.75 - 7.75 Other Instrument CORPORATE 22390000.00 29284018.72 Unrated Security 2011-08-05 2011-08-05 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 159000000.00 159000000.00 0.0013 N 159000000.00 159000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.50% 42K99VHT3 Other Repurchase Agreement N ANADARKA PETROLEUM CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 844406.00 70516345.06 AON CORP. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 936195.00 46238671.05 BAIDU.COM INC 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 65837.00 10424630.58 BOEING COMPANY 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 63860.00 4512347.60 BOSTON SCIENTIFIC CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 2611677.00 19013008.56 CIGNA CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 312147.00 15672900.87 CMS ENERGY CORPORATIOON 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 1029808.00 20019467.52 CSX CORP 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 2623205.00 64871859.65 CTC MEDIA, INC 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 254741.00 5464194.45 CABLEVISION SYSTEMS CORPORATIO 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 652220.00 16155489.40 CARDINAL HEALTH, INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 155895.00 6768960.90 CENTRAL GARDEN & PET 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 1661536.00 14555055.36 CHARTER COMMUNICATIONS, INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 321645.00 17606847.30 CINTAS CORP 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 15485.00 505275.55 CITRIX SYSTEMS, INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 22871.00 1665466.22 CLOROX CO DEL 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 3982.00 289451.58 COCA COLA COMPANY 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 925909.00 63711798.29 COLGATE-PALMOLIVE COMPANY 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 81354.00 6905327.52 COMPLETE GENOMICS INC 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 45.00 518.40 CONAGRA INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 1026912.00 26319754.56 CONSTELLATION BRANDS INC 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 430015.00 8802407.05 CORNING INCORPORATED 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 1998040.00 31968640.00 CROCS, INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 262331.00 8111274.52 DISCOVERY COMMUNICATIONS INC C 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 34110.00 1245015.00 ECHOSTAR CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 18431.00 632551.92 FEDERAL MOGUL SERIES D CONVERT 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 800.00 15848.00 FEDEX CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 4199.00 368924.14 ALLSTATE CORPORATION (THE) 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 293159.00 8117572.71 AFFMAX INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 89534.00 610621.88 HORIZON TECHNOLOGY FIN CORP 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 29601.00 453783.33 AVAGO TECNHOLOGIES 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 368028.00 12748489.92 MARVELL TECHNOLOGY GROUP LTD. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 1604782.00 24039634.36 ZIPCAR,INC A CONV PF 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 281249.00 6474351.98 VODAFONE GROUP PLC 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 120328.00 3230806.80 TEVA PHARMACEUTICAL INDUSTRIES 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 1443000.00 67157220.00 SUPERMEDIA INC 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 181994.00 675197.74 SIRONA DENTAL SYSTEMS, INC + 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 30491.00 1561749.02 SARA LEE CORP 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 2532396.00 48697975.08 REGENCY ENERGY PARTNERS LP 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 189507.00 4766101.05 RDA MICROELECTRONICS INC 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 233297.00 2137000.52 PHARMASSET, INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 116683.00 14216656.72 INTERACTIVE BROKERS GROUP, INC 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 157817.00 2387771.21 INSURANCE RATING SY INC 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 71.00 499.84 LIBERTY MEDIA CORPORATION, SER 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 336234.00 26912169.36 LOOPNET INC SRC PFD 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 427597.00 7846404.95 MELCO PBL ENTERTAINMENT (MACAU 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 1630529.00 24767735.51 MERCADOLIBRE, CVPFD C 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 33332.00 2648560.72 NRG ENERGY, INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 236501.00 5877049.85 PARAMETRIC TECHNOLOGY CORP 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 235554.00 4970189.40 First Tier Security 2011-10-24 2011-10-24 N N N 674000000.00 674000000.00 0.0057 Y 674000000.00 674000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.51% 42K99VLQ4 Other Repurchase Agreement N 51-100 2011-07-31 2011-07-31 N/A Other Instrument CORPORATE 2222377700.00 2810910532.37 First Tier Security 2011-08-01 2011-08-01 N N N 2586000000.00 2586000000.00 0.0219 N 2586000000.00 2586000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.65% 40W996SH3 Other Repurchase Agreement N BANK OF AMERICA CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 8507657.00 83289962.03 CITIGROUP, INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 314250.00 11998065.00 WALT DISNEY COMPANY SR. NOTES 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 218615.00 8613431.00 E-BAY INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 1128794.00 37645279.90 First Tier Security 2011-10-24 2011-10-24 N N N 130000000.00 130000000.00 0.0011 Y 130000000.00 130000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.69% 42K99VLA9 Other Repurchase Agreement N ARES CAPITAL CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 4930000.00 5026529.40 ALLEGHENY TECHNOLOGIES INC NEW 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 15500000.00 24331667.50 ALCOA INC $3.75 PRF 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 31970000.00 77437350.36 TEXTRON INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 30585000.00 56769583.13 PROLOGIS L P 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 502000.00 581079.06 WELLS FARGO & COMPANY 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 5800234.00 164146622.20 LAM RESEARCH CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 2461000.00 2398842.52 GILEAD SCIENCES INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 22257000.00 25233918.26 EMC CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 117851000.00 200247469.46 BOSTON PROPERTIES LIMITED PART 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 2500000.00 2551742.50 BORG WARNER AUTOMOTIVE, INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 4975000.00 12202073.05 NEWMONT MINING CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 8243000.00 10628318.13 First Tier Security 2012-01-23 2012-01-23 N N N 535000000.00 535000000.00 0.0045 Y 535000000.00 535000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.72% 40W996BT5 Other Repurchase Agreement N HUNTINGTON BANCSHARES INCORPOR 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 181222.00 1092768.66 INTUIT 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 203803.00 9611349.48 IRON MOUNTAIN INC (NEW) 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 126404.00 4005742.76 JANUS CAPITAL GROUP INC 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 390020.00 3233265.80 JUNIPER NETWORKS 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 564139.00 13420866.81 KELLOGG COMPANY 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 64.00 3572.48 KEYCORP 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 452718.00 3653434.26 THE KROGER CO. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 281124.00 6983120.16 LSI CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 521421.00 3832444.35 THE LIMITED 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 64757.00 2421911.80 LOWE'S COMPANIES, INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 2100814.00 45776737.06 MCDONALD'S CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 393832.00 34176740.96 HEWLETT PACKARD COMPANY 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 37790.00 1369131.70 HERSHEY FOODS CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 70556.00 4011108.60 HASBRO, INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 191194.00 7590401.80 HARMAN INTERNATIONAL INDUSTRIE 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 36517.00 1524219.58 GOLDMAN SACHS GROUP, INC. (THE 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 32710.00 4443326.40 EDWARDS LIFESCIENCES CORP 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 76097.00 5513988.62 CONSOL ENERGY, INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 393751.00 21053865.97 CENTERPOINT ENERGY INC HOLDING 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 1567909.00 31028919.11 CVS/CAREMARK 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 2319070.00 84460529.40 BIOGEN IDEC INC - 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 167101.00 17069367.15 AGILENT TECHNOLOGIES, INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 487896.00 20579453.28 WELLS FARGO & COMPANY 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 5269525.00 149127557.50 TENET HEALTHCARE CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 5173912.00 29491298.40 RED HAT, INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 37.00 1578.42 PROGRESS ENERGY INC 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 338696.00 15847585.84 NORFOLK SOUTHERN CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 20829.00 1593626.79 NIKE, INC. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 202561.00 18327719.28 NEWFIELD EXPLORATION COMPANY 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 58786.00 3999799.44 MEDTRONIC CORP. 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 806239.00 29008479.22 MURPHY OIL CORPORATION 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 69526.00 4442016.14 NATIONAL SEMICONDUCTOR CORPORA 2011-07-31 2011-07-31 N/A Other Instrument OTHER NOTE 6148.00 151794.12 First Tier Security 2011-09-01 2011-09-01 N N N 531000000.00 531000000.00 0.0045 Y 531000000.00 531000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.26% 42Q994GV3 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2041-05-01 3.5 - 6 Government Agency Debt 1984737497.00 1265824152.35 First Tier Security 2011-08-01 2011-08-01 N N N 1241000000.00 1241000000.00 0.0105 N 1241000000.00 1241000000.00 J.P. Morgan Securities, Inc. J.P. 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