0000278001-11-000052.txt : 20111031 0000278001-11-000052.hdr.sgml : 20111031 20110908093455 ACCESSION NUMBER: 0000278001-11-000052 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110831 FILED AS OF DATE: 20110908 DATE AS OF CHANGE: 20110908 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: 111079579 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 2011-08-31 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 None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 43 80 124781690464.79 76781274.88 4621036400.98 120237435338.69 0.0031 1.0002 2011-08-31 1.0002 2011-08-31 C000019553 2500.00 120237435338.69 1.00 1584241536.83 33853761008.82 32269519471.99 0.0001 1.0002 2011-08-31 1.0002 2011-08-31 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 0.0020 N 244979567.00 244979567.00 Bank of Montreal Bank of Montreal, 0.30% 06366UD47 Certificate of Deposit First Tier Security 2011-10-06 2012-09-05 N N N 741000000.00 741000000.00 0.0062 N 738940020.00 738940020.00 Bank of Montreal Bank of Montreal, 0.31% 06366UEK0 Certificate of Deposit First Tier Security 2011-09-22 2011-11-22 N N N 101000000.00 101000000.00 0.0008 N 100980608.00 100980608.00 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 0.0100 N 1199896560.00 1199896560.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417ECH4 Certificate of Deposit First Tier Security 2011-11-09 2011-11-09 N N N 1040000000.00 1040000000.00 0.0086 N 1039898808.00 1039898808.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417ECH4 Certificate of Deposit First Tier Security 2011-11-09 2011-11-09 N N N 1000000000.00 1000000000.00 0.0083 N 999902700.00 999902700.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417EDB6 Certificate of Deposit First Tier Security 2011-11-17 2011-11-17 N N N 728000000.00 728000000.00 0.0061 N 727921157.60 727921157.60 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417EDC4 Certificate of Deposit First Tier Security 2011-11-18 2011-11-18 N N N 291000000.00 291000000.00 0.0024 N 290968077.30 290968077.30 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 499936450.00 499936450.00 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417EDW0 Certificate of Deposit First Tier Security 2011-11-28 2011-11-28 N N N 500000000.00 500000000.00 0.0042 N 500000000.00 500000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.32% 06417EAZ6 Certificate of Deposit First Tier Security 2011-09-12 2012-07-11 N N N 379000000.00 379000000.00 0.0032 N 379504449.00 379504449.00 Bank of Nova Scotia Bank of Nova Scotia, 0.44% 06417DJE6 Certificate of Deposit First Tier Security 2011-11-16 2012-09-15 N N N 206000000.00 206000000.00 0.0017 N 206015038.00 206015038.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.28% 06538DD89 Certificate of Deposit First Tier Security 2011-11-02 2011-11-02 N N N 250000000.00 250000000.00 0.0021 N 250000000.00 250000000.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.28% 06538DD97 Certificate of Deposit First Tier Security 2011-11-03 2011-11-03 N N N 850000000.00 850000000.00 0.0071 N 850000000.00 850000000.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.32% 06538DC98 Certificate of Deposit First Tier Security 2011-11-30 2011-11-30 N N N 725000000.00 725000000.00 0.0060 N 725000000.00 725000000.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.32% 06538DD22 Certificate of Deposit First Tier Security 2011-12-01 2011-12-01 N N N 1000000000.00 1000000000.00 0.0083 N 999974500.00 999974500.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.32% 06538DD30 Certificate of Deposit First Tier Security 2011-12-02 2011-12-02 N N N 179554000.00 179554000.00 0.0015 N 179549367.51 179549367.51 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 0.0083 N 1000263500.00 1000263500.00 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 0.0094 N 1125294300.00 1125294300.00 BNP Paribas SA BNP Paribas SA, 0.37% 05572WEX0 Certificate of Deposit First Tier Security 2011-09-12 2011-12-12 N N N 1480000000.00 1480000000.00 0.0123 N 1479865320.00 1479865320.00 BNP Paribas SA BNP Paribas SA, 0.42% 05572WDN3 Certificate of Deposit First Tier Security 2011-11-18 2011-11-18 N N N 500000000.00 500000000.00 0.0042 N 499903500.00 499903500.00 BNP Paribas SA BNP Paribas SA, 0.48% 0556M55D3 Certificate of Deposit First Tier Security 2011-09-26 2011-09-26 N N N 1700000000.00 1700000000.00 0.0141 N 1700125800.00 1700125800.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.29% 13606XF52 Certificate of Deposit First Tier Security 2011-09-06 2011-10-04 N N N 376000000.00 376000000.00 0.0031 N 375984960.00 375984960.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.30% 13606XF86 Certificate of Deposit First Tier Security 2011-09-08 2011-11-07 N N N 757000000.00 757000000.00 0.0063 N 756937169.00 756937169.00 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 0.0046 N 553889200.00 553889200.00 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 2012-09-17 N N N 1107000000.00 1107000000.00 0.0092 N 1103988960.00 1103988960.00 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 0.0034 N 413061082.70 413061082.70 Credit Suisse Credit Suisse, 0.25% 22550CA50 Certificate of Deposit First Tier Security 2011-09-02 2011-09-02 N N N 744000000.00 744000000.00 0.0062 N 744000000.00 744000000.00 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 0.0119 N 1430932313.70 1430932313.70 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 0.0062 N 749988450.00 749988450.00 Deutsche Bank Deutsche Bank, 0.30% 25152XMY3 Certificate of Deposit First Tier Security 2011-09-07 2011-10-07 N N N 495000000.00 495000000.00 0.0041 N 494951985.00 494951985.00 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 99996736.30 0.0008 N 99993990.00 99993990.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 25600TU21 Certificate of Deposit First Tier Security 2011-11-18 2011-11-18 N N N 995000000.00 995000000.00 0.0083 N 994978110.00 994978110.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.28% 60681PP40 Certificate of Deposit First Tier Security 2011-10-03 2011-10-03 N N N 121000000.00 121000000.00 0.0010 N 121003327.50 121003327.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687C6Q5 Certificate of Deposit First Tier Security 2011-09-01 2011-09-01 N N N 416000000.00 416000000.00 0.0035 N 415999542.40 415999542.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687C6R3 Certificate of Deposit First Tier Security 2011-09-02 2011-09-02 N N N 419000000.00 419000000.00 0.0035 N 418999078.20 418999078.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687C7D3 Certificate of Deposit First Tier Security 2011-09-07 2011-09-07 N N N 440000000.00 440000000.00 0.0037 N 440000000.00 440000000.00 National Bank Canada National Bank Canada, 0.32% 63306VY38 Certificate of Deposit First Tier Security 2011-09-06 2012-07-06 N N N 359000000.00 359000000.00 0.0030 N 358938970.00 358938970.00 National Bank Canada National Bank Canada, 0.37% 63306VP87 Certificate of Deposit First Tier Security 2011-11-04 2011-11-04 N N N 998000000.00 998000000.00 0.0083 N 997861278.00 997861278.00 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 0.0079 N 949980430.00 949980430.00 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 0.0079 N 949978340.00 949978340.00 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 0.0033 N 399989520.00 399989520.00 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 1096992691.13 0.0091 N 1096970051.90 1096970051.90 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.40% 65557VXR7 Certificate of Deposit First Tier Security 2012-02-01 2012-02-01 N N N 525000000.00 525000000.00 0.0044 N 524865180.00 524865180.00 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 0.0060 N 719975376.00 719975376.00 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 299991480.00 299991480.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.26% 74977MWQ4 Certificate of Deposit First Tier Security 2011-09-08 2012-06-08 N N N 1200000000.00 1200000000.00 0.0100 N 1199996400.00 1199996400.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.29% 74977MTN5 Certificate of Deposit First Tier Security 2011-09-02 2012-04-02 N N N 373000000.00 373000000.00 0.0031 N 373000000.00 373000000.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.31% 74977MTC9 Certificate of Deposit First Tier Security 2011-09-12 2012-03-12 N N N 2250000000.00 2250000000.00 0.0187 N 2250366750.00 2250366750.00 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 0.0015 N 184942280.00 184942280.00 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 0.0030 N 365881782.00 365881782.00 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 379040325.60 379040325.60 Royal Bank of Canada Royal Bank of Canada, 0.59% 78009JKX2 Certificate of Deposit First Tier Security 2011-10-03 2012-08-31 N N N 900000000.00 900000000.00 0.0075 N 901070100.00 901070100.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.27% 78009J2L8 Certificate of Deposit First Tier Security 2011-11-07 2012-09-05 N N N 750000000.00 749753897.70 0.0062 N 750031500.00 750031500.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562ELB2 Certificate of Deposit First Tier Security 2011-09-02 2011-09-02 N N N 607000000.00 607000000.00 0.0050 N 606999332.30 606999332.30 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562ELH9 Certificate of Deposit First Tier Security 2011-09-06 2011-09-06 N N N 407000000.00 407000000.00 0.0034 N 406998656.90 406998656.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562ELE6 Certificate of Deposit First Tier Security 2011-09-06 2011-09-06 N N N 415000000.00 415000000.00 0.0035 N 414998630.50 414998630.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562ELL0 Certificate of Deposit First Tier Security 2011-09-07 2011-09-07 N N N 202000000.00 202000000.00 0.0017 N 201999212.20 201999212.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562ELT3 Certificate of Deposit First Tier Security 2011-09-08 2011-09-08 N N N 201000000.00 201000000.00 0.0017 N 200999115.60 200999115.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562ELY2 Certificate of Deposit First Tier Security 2011-09-09 2011-09-09 N N N 402000000.00 402000000.00 0.0033 N 402000000.00 402000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562ELJ5 Certificate of Deposit First Tier Security 2011-09-07 2011-09-07 N N N 610000000.00 610000000.00 0.0051 N 609998841.00 609998841.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562ELK2 Certificate of Deposit First Tier Security 2011-09-08 2011-09-08 N N N 608000000.00 608000000.00 0.0051 N 607998662.40 607998662.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562ELR7 Certificate of Deposit First Tier Security 2011-09-09 2011-09-09 N N N 604000000.00 604000000.00 0.0050 N 603998490.00 603998490.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562ELZ9 Certificate of Deposit First Tier Security 2011-09-12 2011-09-12 N N N 402000000.00 402000000.00 0.0033 N 402000000.00 402000000.00 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 0.0032 N 390000000.00 390000000.00 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 490000000.00 490000000.00 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 299982900.00 299982900.00 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 0.0123 N 1474773735.00 1474773735.00 Svenska Handelsbanken Svenska Handelsbanken, 0.30% 86959BTQ8 Certificate of Deposit First Tier Security 2011-11-03 2011-11-03 N N N 716000000.00 716006256.27 0.0060 N 716005942.80 716005942.80 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.25% 89112Y3S0 Certificate of Deposit First Tier Security 2011-11-14 2011-11-14 N N N 500000000.00 500000000.00 0.0042 N 500072850.00 500072850.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.25% 89112Y3T8 Certificate of Deposit First Tier Security 2011-11-15 2011-11-15 N N N 19000000.00 19000000.00 0.0002 N 19002806.30 19002806.30 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 199990234.68 0.0017 N 200021640.00 200021640.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.29% 89112YSH7 Certificate of Deposit First Tier Security 2011-09-12 2012-01-12 N N N 304100000.00 304100000.00 0.0025 N 304134363.30 304134363.30 UBS AG UBS AG, 0.35% 90267A2L9 Certificate of Deposit First Tier Security 2011-11-21 2011-11-21 N N N 600000000.00 600000000.00 0.0050 N 600027300.00 600027300.00 Abn Amro Bank NV Abn Amro Bank NV, 0.32% 37V995GJ1 Certificate of Deposit First Tier Security 2011-10-03 2011-10-03 N N N 988000000.00 988004248.40 0.0082 N 988003952.00 988003952.00 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 270995609.80 270995609.80 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 261966857.00 261966857.00 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 441003060.64 0.0037 N 440990606.70 440990606.70 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 524991075.00 524991075.00 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 524933587.50 524933587.50 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 500000700.00 500000700.00 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 0.0046 N 558994298.20 558994298.20 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 0.0062 N 745002086.00 745002086.00 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 500003900.00 500003900.00 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 465107461.50 465107461.50 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 0.0015 N 185991239.40 185991239.40 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 0.0031 N 373946779.80 373946779.80 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 5002428.50 5002428.50 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 500242850.00 500242850.00 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 0.0022 N 266213385.20 266213385.20 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 0.0027 N 328230813.60 328230813.60 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 45031666.50 45031666.50 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 0.0082 N 990000000.00 990000000.00 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 499993000.00 499993000.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HAG5 0000833029 Certificate of Deposit First Tier Security 2011-11-08 2011-11-08 N N N 3300000000.00 3300000000.00 0.0274 N 3299683530.00 3299683530.00 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 0.0072 N 870932671.70 870932671.70 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 39K99HAK6 0000833029 Certificate of Deposit First Tier Security 2011-12-01 2011-12-01 N N N 140000000.00 140000000.00 0.0012 N 139989276.00 139989276.00 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 200017300.00 200017300.00 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 193010248.30 193010248.30 ABN AMRO Funding USA LLC ABN AMRO Funding USA LLC, 0.32% 00084CWS7 Financial Company Commercial Paper First Tier Security 2011-09-26 2011-09-26 N N N 209000000.00 208953555.60 0.0017 N 208970259.30 208970259.30 ASB Finance Ltd. ASB Finance Ltd., 0.34% 0020P5CE7 Financial Company Commercial Paper First Tier Security 2011-09-06 2012-04-04 N N N 100000000.00 99994065.93 0.0008 N 100023100.00 100023100.00 ASB Finance Ltd. ASB Finance Ltd., 0.36% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2011-09-28 2012-03-30 N N N 173000000.00 172989860.28 0.0014 N 173039444.00 173039444.00 ASB Finance Ltd. ASB Finance Ltd., 0.37% 0020P5BW8 Financial Company Commercial Paper First Tier Security 2011-09-28 2012-01-27 N N N 150000000.00 149996899.44 0.0012 N 150029550.00 150029550.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06416KYH7 Financial Company Commercial Paper First Tier Security 2011-11-17 2011-11-17 N N N 15000000.00 14991979.17 0.0001 N 14994150.00 14994150.00 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 176988101.67 0.0015 N 176991981.90 176991981.90 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 299979833.34 0.0025 N 299986410.00 299986410.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.25% 39P99MAS3 Financial Company Commercial Paper First Tier Security 2011-09-09 2011-09-09 N N N 50000000.00 49997222.23 0.0004 N 49997965.00 49997965.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.25% 06741GCR4 Financial Company Commercial Paper First Tier Security 2011-09-16 2011-09-16 N N N 332000000.00 331965416.69 0.0028 N 331974635.20 331974635.20 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.25% 39P99MAU8 Financial Company Commercial Paper First Tier Security 2011-09-19 2011-09-19 N N N 300000000.00 299962500.00 0.0025 N 299971980.00 299971980.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GDN2 Financial Company Commercial Paper First Tier Security 2011-10-04 2011-10-04 N N N 146000000.00 145963865.00 0.0012 N 145962770.00 145962770.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GCT0 Financial Company Commercial Paper First Tier Security 2011-09-20 2011-09-20 N N N 50000000.00 49992611.12 0.0004 N 49995890.00 49995890.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.21% 06737JW68 Financial Company Commercial Paper First Tier Security 2011-09-06 2011-09-06 N N N 1000000000.00 999970833.40 0.0083 N 999978300.00 999978300.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.21% 06737JW84 Financial Company Commercial Paper First Tier Security 2011-09-08 2011-09-08 N N N 500000000.00 499979583.30 0.0042 N 499985450.00 499985450.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.21% 06737JW84 Financial Company Commercial Paper First Tier Security 2011-09-08 2011-09-08 N N N 500000000.00 499979583.30 0.0042 N 499985450.00 499985450.00 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 530858399.93 0.0044 N 530942545.80 530942545.80 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.26% 12802YAB6 Financial Company Commercial Paper First Tier Security 2011-11-03 2012-05-25 N N N 376000000.00 375970322.25 0.0031 N 376022560.00 376022560.00 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 817549191.20 0.0068 N 817847852.00 817847852.00 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 714519758.52 0.0059 N 714822680.00 714822680.00 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 179863599.96 0.0015 N 179947044.00 179947044.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272EY77 Financial Company Commercial Paper First Tier Security 2011-11-07 2011-11-07 N N N 240000000.00 239890566.72 0.0020 N 239895288.00 239895288.00 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 173999272.99 0.0014 N 173997564.00 173997564.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.31% 20272AAR7 Financial Company Commercial Paper First Tier Security 2011-10-28 2011-10-28 N N N 283000000.00 283000000.00 0.0024 N 282985284.00 282985284.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAV8 Financial Company Commercial Paper First Tier Security 2011-11-21 2011-11-21 N N N 180000000.00 180000000.00 0.0015 N 179986860.00 179986860.00 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 411938200.00 0.0034 N 411961519.20 411961519.20 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.10% 25153KW11 Financial Company Commercial Paper First Tier Security 2011-09-01 2011-09-01 N N N 613260000.00 613260000.00 0.0051 N 613258160.22 613258160.22 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 30990717.21 0.0003 N 30988805.90 30988805.90 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 172874142.50 0.0014 N 172844109.70 172844109.70 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 2332K1Y87 Financial Company Commercial Paper First Tier Security 2011-11-08 2011-11-08 N N N 597000000.00 596661699.80 0.0050 N 596665859.10 596665859.10 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 2332K1YN4 Financial Company Commercial Paper First Tier Security 2011-11-22 2011-11-22 N N N 246000000.00 245831899.99 0.0020 N 245823618.00 245823618.00 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 1714699875.00 0.0143 N 1714839819.00 1714839819.00 National Australia Funding, Inc. National Australia Funding, Inc., 0.26% 63253KY19 Financial Company Commercial Paper First Tier Security 2011-11-01 2011-11-01 N N N 105700000.00 105654328.76 0.0009 N 105672507.43 105672507.43 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 94977305.55 0.0008 N 94974806.00 94974806.00 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 599846666.52 0.0050 N 599824560.00 599824560.00 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 145971732.80 0.0012 N 145972610.40 145972610.40 Nordea North America, Inc. Nordea North America, Inc., 0.25% 6555P1Y27 Financial Company Commercial Paper First Tier Security 2011-11-02 2011-11-02 N N N 300000000.00 299870833.32 0.0025 N 299866650.00 299866650.00 Nordea North America, Inc. Nordea North America, Inc., 0.25% 6555P1Y43 Financial Company Commercial Paper First Tier Security 2011-11-04 2011-11-04 N N N 110000000.00 109951111.09 0.0009 N 109948960.00 109948960.00 Nordea North America, Inc. Nordea North America, Inc., 0.40% 6555P0B24 Financial Company Commercial Paper First Tier Security 2012-02-02 2012-02-02 N N N 175000000.00 174700555.58 0.0015 N 174700120.00 174700120.00 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 741486783.24 0.0062 N 741833792.00 741833792.00 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 341990025.02 0.0028 N 341990868.60 341990868.60 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 389893833.26 0.0032 N 389911860.00 389911860.00 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 148958280.03 0.0012 N 148964925.40 148964925.40 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 499858333.30 0.0042 N 499891600.00 499891600.00 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 29991250.00 0.0002 N 29993220.00 29993220.00 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 189000000.00 0.0016 N 188999168.40 188999168.40 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 257942666.67 0.0021 N 257938596.00 257938596.00 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 574799708.41 0.0048 N 574772127.50 574772127.50 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 100000000.00 0.0008 N 99999560.00 99999560.00 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 99999361.12 0.0008 N 99999110.00 99999110.00 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 99996805.56 0.0008 N 99997330.00 99997330.00 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 133979155.55 0.0011 N 133992187.80 133992187.80 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 264952520.85 0.0022 N 264983278.50 264983278.50 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 49990277.78 0.0004 N 49994300.00 49994300.00 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 904601045.95 0.0075 N 904782347.50 904782347.50 Westpac Banking Corp. Westpac Banking Corp., 0.30% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-09-07 2011-10-07 N N N 381000000.00 381000000.00 0.0032 N 380948565.00 380948565.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-09-19 2011-09-19 N N N 450000000.00 450000000.00 0.0037 N 449980650.00 449980650.00 Westpac Banking Corp. Westpac Banking Corp., 0.31% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-09-23 2011-09-23 N N N 450000000.00 450000000.00 0.0037 N 449974800.00 449974800.00 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 358950637.50 0.0030 N 358990414.70 358990414.70 Gotham Funding Corp. Gotham Funding Corp., 0.25% 38346MW75 Asset Backed Commercial Paper First Tier Security 2011-09-07 2011-09-07 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 30000000.00 29998750.00 0.0002 N 29999067.00 29999067.00 Gotham Funding Corp. Gotham Funding Corp., 0.25% 38346MW91 Asset Backed Commercial Paper First Tier Security 2011-09-09 2011-09-09 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 172000000.00 171990444.44 0.0014 N 171992776.00 171992776.00 Gotham Funding Corp. Gotham Funding Corp., 0.25% 38346MWL4 Asset Backed Commercial Paper First Tier Security 2011-09-20 2011-09-20 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 75000000.00 74990104.17 0.0006 N 74991045.00 74991045.00 Gotham Funding Corp. Gotham Funding Corp., 0.25% 38346MWT7 Asset Backed Commercial Paper First Tier Security 2011-09-27 2011-09-27 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 176000000.00 175968222.18 0.0015 N 175970044.80 175970044.80 Gotham Funding Corp. Gotham Funding Corp., 0.26% 38346MWC4 Asset Backed Commercial Paper First Tier Security 2011-09-12 2011-09-12 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 10000000.00 9999205.56 0.0001 N 9999403.00 9999403.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127UWS5 Asset Backed Commercial Paper First Tier Security 2011-09-26 2011-09-26 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 78000000.00 77989166.64 0.0006 N 77987270.40 77987270.40 Northern Pines Funding LLC Northern Pines Funding LLC, 0.36% 66560MAB0 Asset Backed Commercial Paper First Tier Security 2011-09-07 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 176986902.00 176986902.00 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.25% 79540BW85 Asset Backed Commercial Paper First Tier Security 2011-09-08 2011-09-08 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 150000000.00 149992708.32 0.0012 N 149994540.00 149994540.00 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.25% 82124MWF3 Asset Backed Commercial Paper First Tier Security 2011-09-15 2011-09-15 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 54784000.00 54778673.77 0.0005 N 54780121.29 54780121.29 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.27% 03523LX67 Other Commercial Paper Second Tier Security 2011-10-06 2011-10-06 N N N 36500000.00 36490418.75 0.0003 N 36488101.00 36488101.00 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.28% 03523LX34 Other Commercial Paper Second Tier Security 2011-10-03 2011-10-03 N N N 78000000.00 77980586.67 0.0006 N 77977263.00 77977263.00 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.30% 03523LWG6 Other Commercial Paper Second Tier Security 2011-09-16 2011-09-16 N N N 61000000.00 60992375.00 0.0005 N 60992625.10 60992625.10 CVS Caremark Corp. CVS Caremark Corp., 0.25% 12665KW10 Other Commercial Paper Second Tier Security 2011-09-01 2011-09-01 N N N 20000000.00 20000000.00 0.0002 N 19999856.00 19999856.00 CVS Caremark Corp. CVS Caremark Corp., 0.26% 12665KW10 Other Commercial Paper Second Tier Security 2011-09-01 2011-09-01 N N N 61000000.00 61000000.00 0.0005 N 60999560.80 60999560.80 CVS Caremark Corp. CVS Caremark Corp., 0.26% 12665KW10 Other Commercial Paper Second Tier Security 2011-09-01 2011-09-01 N N N 100000000.00 100000000.00 0.0008 N 99999280.00 99999280.00 CVS Caremark Corp. CVS Caremark Corp., 0.26% 12665KW77 Other Commercial Paper Second Tier Security 2011-09-07 2011-09-07 N N N 13317000.00 13316422.93 0.0001 N 13316326.16 13316326.16 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 159987911.10 0.0013 N 159991088.00 159991088.00 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 81989977.78 0.0007 N 81993825.40 81993825.40 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 76958933.31 0.0006 N 76931739.50 76931739.50 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 72958633.32 0.0006 N 72929613.40 72929613.40 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.28% 88355MW11 Other Commercial Paper Second Tier Security 2011-09-01 2011-09-01 N N N 73300000.00 73300000.00 0.0006 N 73299530.88 73299530.88 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.30% 88355MWK9 Other Commercial Paper Second Tier Security 2011-09-19 2011-09-19 N N N 25000000.00 24996250.01 0.0002 N 24996740.00 24996740.00 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.33% 88355MXE2 Other Commercial Paper Second Tier Security 2011-10-14 2011-10-14 N N N 25000000.00 24990145.85 0.0002 Y 24989900.00 24989900.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.25% 92344MW90 Other Commercial Paper Second Tier Security 2011-09-09 2011-09-09 N N N 20000000.00 19998888.88 0.0002 N 19998686.00 19998686.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.25% 92344MW90 Other Commercial Paper Second Tier Security 2011-09-09 2011-09-09 N N N 7000000.00 6999611.11 0.0001 N 6999540.10 6999540.10 Verizon Communications, Inc. Verizon Communications, Inc., 0.39% 92344PUV6 Other Commercial Paper Second Tier Security 2011-09-01 2011-10-14 Y VERIZON COMMUNICATIONS INC N/A N/A N N 524000000.00 524000000.00 0.0044 N 523867428.00 523867428.00 Xerox Corp. Xerox Corp., 0.50% 98412FW81 Other Commercial Paper Second Tier Security 2011-09-08 2011-09-08 N N N 72500000.00 72492951.39 0.0006 N 72493380.75 72493380.75 Xerox Corp. Xerox Corp., 0.50% 98412FW99 Other Commercial Paper Second Tier Security 2011-09-09 2011-09-09 N N N 100000000.00 99988888.90 0.0008 N 99989680.00 99989680.00 Xerox Corp. Xerox Corp., 0.50% 98412FW99 Other Commercial Paper Second Tier Security 2011-09-09 2011-09-09 N N N 15000000.00 14998333.33 0.0001 N 14998452.00 14998452.00 Xerox Corp. Xerox Corp., 0.55% 98412FWC2 Other Commercial Paper Second Tier Security 2011-09-12 2011-09-12 N N N 20000000.00 19996638.89 0.0002 N 19997226.00 19997226.00 Xerox Corp. Xerox Corp., 0.55% 98412FWC2 Other Commercial Paper Second Tier Security 2011-09-12 2011-09-12 N N N 51000000.00 50991429.16 0.0004 N 50992926.30 50992926.30 Xerox Corp. Xerox Corp., 0.55% 98412FWG3 Other Commercial Paper Second Tier Security 2011-09-16 2011-09-16 N N N 50000000.00 49988541.67 0.0004 N 49990620.00 49990620.00 Xerox Corp. Xerox Corp., 0.55% 98412FWG3 Other Commercial Paper Second Tier Security 2011-09-16 2011-09-16 N N N 15000000.00 14996562.50 0.0001 N 14997186.00 14997186.00 Xerox Corp. Xerox Corp., 0.55% 98412FWG3 Other Commercial Paper Second Tier Security 2011-09-16 2011-09-16 N N N 50000000.00 49988541.67 0.0004 N 49990620.00 49990620.00 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 300000000.00 299927958.36 0.0025 N 299975700.00 299975700.00 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 331007293.00 0.0028 N 331082782.80 331082782.80 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 749791458.45 0.0062 N 749965500.00 749965500.00 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 179942250.02 0.0015 N 179992080.00 179992080.00 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 103955410.03 0.0009 N 103994488.00 103994488.00 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 1788919534.84 0.0149 N 1789123406.01 1789123406.01 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 952783452.93 0.0079 N 952968750.00 952968750.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.17% 912828KB5 Treasury Debt First Tier Security 2012-01-15 2012-01-15 N N N 1150000000.00 1154332001.82 0.0096 N 1154581600.00 1154581600.00 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 1358810747.16 0.0113 N 1359234375.00 1359234375.00 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 994223183.74 0.0083 N 994551066.00 994551066.00 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 1466432292.38 0.0122 N 1467083374.00 1467083374.00 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 587128649.06 0.0049 N 587349763.00 587349763.00 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 742282984.51 0.0062 N 742803557.00 742803557.00 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 300761839.86 0.0025 N 301218000.00 301218000.00 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 368007360.00 368007360.00 Royal Bank of Canada Royal Bank of Canada, 0.27% 78008KXS7 Other Note First Tier Security 2011-11-07 2012-09-05 N N N 376000000.00 375876620.71 0.0031 N 376193264.00 376193264.00 Royal Bank of Canada Royal Bank of Canada, 0.30% 78008FBA1 Other Note First Tier Security 2011-10-03 2012-08-31 N N N 1300000000.00 1300000000.00 0.0108 N 1300039000.00 1300039000.00 Royal Bank of Canada Royal Bank of Canada, 0.67% 78008FAM6 Other Note First Tier Security 2011-09-15 2012-09-14 N N N 750000000.00 750000000.00 0.0062 N 750760500.00 750760500.00 Westpac Banking Corp. Westpac Banking Corp., 0.28% 91621CAV3 Other Note First Tier Security 2011-09-23 2012-05-23 N N N 1034000000.00 1034000000.00 0.0086 N 1032443830.00 1032443830.00 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 0.0067 N 798049116.00 798049116.00 Westpac Banking Corp. Westpac Banking Corp., 0.31% 9612E0CB1 Other Note First Tier Security 2011-09-07 2012-04-02 N N N 500000000.00 500000000.00 0.0042 N 499570500.00 499570500.00 Westpac Banking Corp. Westpac Banking Corp., 0.32% 91621CBE0 Other Note First Tier Security 2011-11-11 2012-06-08 N N N 393000000.00 393000000.00 0.0033 N 392923365.00 392923365.00 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 45023799.33 0.0004 N 45023950.92 45023950.92 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 19968784.56 0.0002 N 19969529.82 19969529.82 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 218684884.01 0.0018 N 218697092.27 218697092.27 Straight-A Funding LLC Straight-A Funding LLC, 0.65% (Liquidity Facility Federal Financing Bank) 86257MX54 Government Agency Debt First Tier Security 2011-10-17 2011-10-17 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 103000000.00 102923751.41 0.0009 N 102982211.90 102982211.90 Straight-A Funding LLC Straight-A Funding LLC, 0.65% (Liquidity Facility Federal Financing Bank) 86257L7G1 Government Agency Debt First Tier Security 2011-10-31 2011-10-31 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 490000000.00 489513402.85 0.0041 N 489874462.00 489874462.00 Straight-A Funding LLC Straight-A Funding LLC, 0.65% (Liquidity Facility Federal Financing Bank) 86257C6Y3 Government Agency Debt First Tier Security 2011-11-03 2011-11-03 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 855000000.00 854073749.94 0.0071 N 854751793.50 854751793.50 Fannie Mae Fannie Mae, 0.15% 313588PB5 Government Agency Debt First Tier Security 2011-11-10 2011-11-10 N N N 500000000.00 499854166.70 0.0042 N 499980500.00 499980500.00 Freddie Mac Freddie Mac, 0.17% 3134G13Z5 Government Agency Debt First Tier Security 2011-09-10 2012-08-10 N N N 750000000.00 749643705.30 0.0062 N 750368250.00 750368250.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.18% Series 2004 H6, LOC Bank of America NA VRDN 64966CH20 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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., 0.15% (Westport Dev. Proj.) Series 2004 A, LOC Fannie Mae VRDN 64970HBA1 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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., 0.15% (55 West 25th Street Hsg. Proj.) Series 2005 A, LOC Fannie Mae VRDN 64986ME68 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.16% (101 West End Hsg. Proj.) Series 1998 A, LOC Fannie Mae VRDN 64986MLC7 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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., 0.16% (South Cove Plaza Proj.) Series A, LOC Freddie Mac VRDN 64986MBA2 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 29000000.00 29000000.00 0.0002 N 29000000.00 29000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.16% (101 West End Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MLD5 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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., 0.16% (66 West 38th Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MXX8 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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., 0.17% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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., 0.17% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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., 0.17% (Tower 31 Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986MJ71 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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., 0.17% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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 Triborough Bridge & Tunnel Auth. Revs. Triborough Bridge & Tunnel Auth. Revs., 0.18% Series 2002 F, (Liquidity Facility Royal Bank of Scotland NV) VRDN 89602NCG7 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y ROYAL BANK OF SCOTLAND NV N/A N/A N N 51325000.00 51325000.00 0.0004 N 51325000.00 51325000.00 Triborough Bridge & Tunnel Auth. Revs. Triborough Bridge & Tunnel Auth. Revs., 0.35% Series 2005 B3, (Liquidity Facility Bank of America NA) VRDN 89602NGX6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A N N 10000000.00 10000000.00 0.0001 N 10000000.00 10000000.00 California Gen. Oblig. California Gen. Oblig., 0.16% Series 2003 B1, LOC JPMorgan Chase Bank, LOC California Pub. Employees Retirement Sys. VRDN 13063BDA7 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y CALIFORNIA PUB EE RETIREMT SYS N/A N/A JPMORGAN CHASE BANK NA N/A N/A CALIFORNIA TEACHERS RET SYSTEM N/A N/A N N 18000000.00 18000000.00 0.0001 N 18000000.00 18000000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.15% (Multifamily Hsg. Prog.) Series 2001 G, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13033KXN4 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y FANNIE MAE N/A N/A FREDDIE MAC N/A N/A N N 15350000.00 15350000.00 0.0001 N 15350000.00 15350000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.15% (Multifamily Hsg. Prog.) Series 2005 B, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13034PKU0 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y FREDDIE MAC N/A N/A FANNIE MAE N/A N/A N N 21415000.00 21415000.00 0.0002 N 21415000.00 21415000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.17% (Home Mtg. Prog.) Series 2003 D, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13034PQQ3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y FREDDIE MAC N/A N/A FANNIE MAE N/A N/A N N 41300000.00 41300000.00 0.0003 N 41300000.00 41300000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.17% (Home Mtg. Prog.) Series 2001 J, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 13034PQK6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y FANNIE MAE N/A N/A FREDDIE MAC N/A N/A N N 34300000.00 34300000.00 0.0003 N 34300000.00 34300000.00 California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev. California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev., 0.28% (Recology, Inc. Proj.) Series 2010 A, LOC Bank of America NA VRDN 130536PN9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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 Loma Linda Hosp. Rev. Loma Linda Hosp. Rev., 0.20% (Loma Linda Univ. Med. Ctr. Proj.) Series 2007 B1, LOC Union Bank of California VRDN 541482JN6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y UNION BANK OF CALIFORNIA N/A N/A Y UNION BANK OF CALIFORNIA N/A N/A N 18000000.00 18000000.00 0.0001 N 18000000.00 18000000.00 Los Angeles Cmnty. Redev. Agcy. Multi-family Hsg. Rev. Los Angeles Cmnty. Redev. Agcy. Multi-family Hsg. Rev., 0.20% (Hollywood & Vine Apts. Proj.) Series A, LOC Fannie Mae VRDN 544393CH2 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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 San Francisco City & County Arpts. Commission Int'l. Arpt. Rev. San Francisco City & County Arpts. Commission Int'l. Arpt. Rev., 0.15% Series 2010 A3, LOC JPMorgan Chase Bank VRDN 79765A3M6 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 24000000.00 24000000.00 0.0002 N 24000000.00 24000000.00 Simi Valley Multi-family Hsg. Rev. Simi Valley Multi-family Hsg. Rev., 0.21% (Parker Ranch Proj.) Series A, LOC Fannie Mae VRDN 828905EA3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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 LP Pinewood SPV LLC Taxable, 0.21% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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., 0.15% Series 2004 86B, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 708793GF5 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y FANNIE MAE N/A N/A FREDDIE MAC 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., 0.17% Series 1997 B, LOC Bank of America NA VRDN 717893TL5 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 28760000.00 28760000.00 0.0002 N 28760000.00 28760000.00 Michigan Hosp. Fin. Auth. Rev. Michigan Hosp. Fin. Auth. Rev., 0.16% (Henry Ford Health Sys. Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 59465HGS9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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., 0.27% (Waste Mgmt., Inc. Proj.) Series A, LOC JPMorgan Chase Bank VRDN 402231AX2 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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., 0.15% Series 2000 A, LOC JPMorgan Chase Bank VRDN 591745XL3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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 District of Columbia Rev. District of Columbia Rev., 0.17% (George Washington Univ. Proj.) Series 1999 B, LOC Bank of America NA VRDN 2548394S9 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 19115000.00 19115000.00 0.0002 N 19115000.00 19115000.00 Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.20% (Catholic Healthcare West Proj.) Series 2008 B, LOC Bank of America NA VRDN 040507JU0 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 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., 0.20% Participating VRDN Series WF 10 5C, (Liquidity Facility Wells Fargo Bank NA) 94985NUL3 Variable Rate Demand Note First Tier Security 2011-09-07 2011-09-07 Y WELLS FARGO BK NATL ASSN N/A N/A N N 10790000.00 10790000.00 0.0001 N 10790000.00 10790000.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.58% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2011-10-01 2011-11-29 Y METROPOLITAN LIFE INS CO N/A N/A N N 175000000.00 175000000.00 0.0015 Y 174991950.00 174991950.00 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 34949327.00 34949327.00 0.0003 N 34918253.55 34918253.55 Bank of America NA In a joint trading account with Bank of America NA at 0.08%, dated 8/31/2011 due 09/01/2011 42T99HPU3_04197 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.367 - 6.5 Government Agency Debt 236734848.78 212903505.26 Unrated Security 2011-09-01 2011-09-01 N N N 206701973.00 206701972.95 0.0017 N 206701972.95 206701972.95 Barclays Capital, Inc. Barclays Capital, Inc., 0.15% 42M99LGQ0 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-07-01 2041-08-01 4.5 - 4.5 Government Agency Debt 35800671.00 37808484.42 FEDERAL NATIONAL MORTGAGE ASSOC 2024-06-01 2041-07-01 2.575 - 5.413 Government Agency Debt 39333753.00 21162448.76 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-10-20 2061-06-20 3 - 5.5 Government Agency Debt 370425213.00 294453667.33 Unrated Security 2011-09-07 2011-09-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 346000000.00 346000000.00 0.0029 N 346000000.00 346000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.08%, dated 8/31/2011 due 09/01/2011 42T99HPU3_07629 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2041-04-01 3.5 - 5.5 Government Agency Debt 16378210.02 14639203.08 FEDERAL NATIONAL MORTGAGE ASSOC 2021-10-01 2041-08-01 3.5 - 5.5 Government Agency Debt 45062944.78 36844567.62 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-10-15 2041-07-20 2.5 - 6 Government Agency Debt 35955261.03 27601073.79 Unrated Security 2011-09-01 2011-09-01 N N N 77513240.00 77513239.86 0.0006 N 77513239.86 77513239.86 Citibank NA In a joint trading account with Citibank NA at 0.08%, dated 8/31/2011 due 09/01/2011 42T99HPU3_26602 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-02-01 2041-06-01 4.5 - 6 Government Agency Debt 5099213.63 1521929.43 FEDERAL NATIONAL MORTGAGE ASSOC 2018-03-01 2041-08-01 3.5 - 6 Government Agency Debt 6944648.51 3748984.06 Unrated Security 2011-09-01 2011-09-01 N N N 5167549.00 5167549.32 0.0000 N 5167549.32 5167549.32 Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.08%, dated 8/31/2011 due 09/01/2011 42T99HPU3_69850 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2019-06-01 2041-06-01 3.5 - 6 Government Agency Debt 38024764.45 23188603.20 FEDERAL HOME LOAN MORTGAGE CORP 2024-09-01 2041-08-01 3.251 - 6 Government Agency Debt 31412607.95 18978704.71 Unrated Security 2011-09-01 2011-09-01 N N N 41340395.00 41340394.59 0.0003 N 41340394.59 41340394.59 Credit Agricole Securities (USA), Inc. In a joint trading account with Credit Agricole Securities (USA), Inc. at 0.08%, dated 8/31/2011 due 09/01/2011 42T99HPU3_05222 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2011-12-09 2012-08-16 0.24 - 0.32 Government Agency Debt 5305316.19 5306862.31 FEDERAL HOME LOAN MORTGAGE CORP 2011-10-07 2015-07-17 0 - 4.5 Government Agency Debt 9167211.83 9908879.03 FEDERAL NATIONAL MORTGAGE ASSOC 2013-10-15 2015-10-15 4.375 - 4.625 Government Agency Debt 5167549.32 5867909.12 Unrated Security 2011-09-01 2011-09-01 N N N 20670197.00 20670197.30 0.0002 N 20670197.30 20670197.30 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.19% 40H99WMY2 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-07-01 4.5 - 7 Government Agency Debt 434747664.00 371834294.80 FEDERAL NATIONAL MORTGAGE ASSOC 2032-04-01 2041-06-01 4 - 6.5 Government Agency Debt 5817963.00 715231.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-15 2041-07-15 4 - 4 Government Agency Debt 393918.00 420049.86 First Tier Security 2011-09-07 2011-09-07 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 365000000.00 365000000.00 0.0030 N 365000000.00 365000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 40H99WLV9 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2014-12-09 2014-12-09 2 - 2 Government Agency Debt 254830000.00 257063726.50 FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2041-05-15 0.586 - 5.942 Government Agency Debt 14342200.00 7998334.46 FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2041-03-25 4 - 7 Government Agency Debt 22337552.00 7935861.85 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-09-15 2059-05-20 2.5 - 7 Government Agency Debt 280045911.00 95971171.73 First Tier Security 2011-09-07 2011-09-07 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 361000000.00 361000000.00 0.0030 N 361000000.00 361000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.08%, dated 8/31/2011 due 09/01/2011 42T99HPU3_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2041-04-01 2.104 - 6.155 Government Agency Debt 8731837.70 2177339.21 FEDERAL NATIONAL MORTGAGE ASSOC 2017-06-25 2047-06-01 1.892 - 6.5 Government Agency Debt 70325449.18 40164513.18 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-12-20 2061-07-20 0.536 - 6.741 Government Agency Debt 46818522.93 37407445.17 Unrated Security 2011-09-01 2011-09-01 N N N 77513240.00 77513239.86 0.0006 N 77513239.86 77513239.86 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.08%, dated 8/31/2011 due 09/01/2011 42T99HPU3_40488 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2017-04-19 2026-03-09 4.81 - 5.125 Government Agency Debt 673494.03 774680.66 FEDERAL HOME LOAN MORTGAGE CORP 2018-05-15 2041-08-15 0.735 - 7.5 Government Agency Debt 9957067.40 3424494.96 FEDERAL NATIONAL MORTGAGE ASSOC 2023-02-01 2041-07-25 2.337 - 6.1 Government Agency Debt 16106522.92 11402038.11 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-11-20 2041-05-15 0 - 6.5 Government Agency Debt 2319985.33 1930547.15 Unrated Security 2011-09-01 2011-09-01 N N N 17136007.00 17136006.96 0.0001 N 17136006.96 17136006.96 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 41P99GKU6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-01 2038-08-01 1.921 - 5.981 Government Agency Debt 246404150.00 127513427.13 Unrated Security 2011-09-07 2011-09-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 125000000.00 125000000.00 0.0010 N 125000000.00 125000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 41P99GKC6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-25 2038-08-25 2 - 6 Government Agency Debt 188646594.00 183359152.95 Unrated Security 2011-09-07 2011-09-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 178000000.00 178000000.00 0.0015 N 178000000.00 178000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 41P99GLL5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-05-01 2040-04-01 2.422 - 5.138 Government Agency Debt 353283163.00 220343806.06 Unrated Security 2011-09-07 2011-09-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 216000000.00 216000000.00 0.0018 N 216000000.00 216000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 38B99S7N2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2017-08-25 2045-05-25 2.5 - 6 Government Agency Debt 428438228.00 190708097.01 Unrated Security 2011-09-07 2011-09-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 185000000.00 185000000.00 0.0015 N 185000000.00 185000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 41P99GME0 0000877559 Government Agency Repurchase Agreement Y US TREASURY 2016-09-30 2016-09-30 3 - 3 Treasury Debt 12000.00 13371.13 FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2036-11-01 1.601 - 5.174 Government Agency Debt 171491957.00 17385841.04 FEDERAL NATIONAL MORTGAGE ASSOC 2014-07-01 2044-10-01 1.011 - 6.011 Government Agency Debt 4212247339.00 352904923.39 Unrated Security 2011-09-07 2011-09-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 363000000.00 363000000.00 0.0030 N 363000000.00 363000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 41P99GJG9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-06-01 2040-12-01 2.296 - 6.226 Government Agency Debt 244372618.00 165789573.03 FEDERAL NATIONAL MORTGAGE ASSOC 2041-05-25 2041-05-25 4 - 4 Government Agency Debt 23785178.00 22140522.95 Unrated Security 2011-09-07 2011-09-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 184000000.00 184000000.00 0.0015 N 184000000.00 184000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.08%, dated 8/31/2011 due 09/01/2011 42T99HPU3_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-01-01 2048-08-01 3 - 11.5 Government Agency Debt 80276673.57 65359316.41 Unrated Security 2011-09-01 2011-09-01 N N N 64077612.00 64077611.61 0.0005 N 64077611.61 64077611.61 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.08%, dated 8/31/2011 due 09/01/2011 42T99HPU3_53651 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-12-01 2041-09-01 2.181 - 5.5 Government Agency Debt 18822093.49 11514351.90 FEDERAL NATIONAL MORTGAGE ASSOC 2019-08-01 2048-01-01 1.465 - 6.5 Government Agency Debt 53718371.27 39049162.21 Unrated Security 2011-09-01 2011-09-01 N N N 49589581.00 49589580.95 0.0004 N 49589580.95 49589580.95 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.15% 38W99BGJ5 0000068136 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2041-08-01 2.473 - 5 Government Agency Debt 118189103.00 115964903.50 FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2047-10-01 2.612 - 7 Government Agency Debt 332210881.00 124831324.72 First Tier Security 2011-09-07 2011-09-07 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. Morgan Stanley & Co., Inc., 0.19% 38W99BHW5 0000068136 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-01 2041-08-01 4.5 - 4.5 Government Agency Debt 26235988.00 27841630.47 FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-01 2047-07-01 2.529 - 7 Government Agency Debt 720491776.00 413370454.44 First Tier Security 2011-09-07 2011-09-07 Y MORGAN STAN & CO INC(GOV REPO) N/A N/A N N 431000000.00 431000000.00 0.0036 N 431000000.00 431000000.00 RBC Capital Markets Corp. In a joint trading account with RBC Capital Markets Corp. at 0.08%, dated 8/31/2011 due 09/01/2011 42T99HPU3_07160 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-04-15 2041-08-15 0.586 - 6 Government Agency Debt 14251438.93 10382640.50 FEDERAL NATIONAL MORTGAGE ASSOC 2013-01-01 2048-02-01 0 - 7.5 Government Agency Debt 62363353.17 26822839.43 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-07-16 2041-08-20 2.25 - 6 Government Agency Debt 4972815.11 5029561.04 Unrated Security 2011-09-01 2011-09-01 N N N 41340395.00 41340394.59 0.0003 N 41340394.59 41340394.59 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.16% 41B99CJR9 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-12-15 2041-08-01 4 - 9 Government Agency Debt 94917216.00 45770206.24 FEDERAL NATIONAL MORTGAGE ASSOC 2014-11-01 2041-08-25 0.587 - 9.5 Government Agency Debt 367241936.00 174183367.04 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-12-20 2041-07-20 3 - 7 Government Agency Debt 3212720.00 2506464.62 First Tier Security 2011-09-07 2011-09-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 218000000.00 218000000.00 0.0018 N 218000000.00 218000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.17% 41B99CHC4 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2038-12-01 5.221 - 5.221 Government Agency Debt 71000000.00 41392361.01 FEDERAL NATIONAL MORTGAGE ASSOC 2014-03-01 2041-03-01 3.193 - 6 Government Agency Debt 171557843.00 89378369.90 First Tier Security 2011-09-07 2011-09-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 128000000.00 128000000.00 0.0011 N 128000000.00 128000000.00 RBS Securities, Inc. In a joint trading account with RBS Securities, Inc. at 0.08%, dated 8/31/2011 due 09/01/2011 42T99HPU3_32466 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2012-08-01 2041-09-01 3.5 - 6.5 Government Agency Debt 11971215.31 10541907.05 Unrated Security 2011-09-01 2011-09-01 N N N 10335099.00 10335098.65 0.0001 N 10335098.65 10335098.65 Societe Generale In a joint trading account with Societe Generale at 0.08%, dated 8/31/2011 due 09/01/2011 42T99HPU3_74037 Government Agency Repurchase Agreement Y US TREASURY 2021-01-15 2021-01-15 1.125 - 1.125 Treasury Debt 4457701.68 5059459.27 FEDERAL HOME LOAN MORTGAGE CORP 2018-07-15 2038-06-15 0.536 - 5 Government Agency Debt 8872206.77 5259292.65 FEDERAL NATIONAL MORTGAGE ASSOC 2038-07-25 2039-11-25 0.887 - 1.218 Government Agency Debt 2932997.73 1506473.41 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-09-20 2043-08-16 4 - 5 Government Agency Debt 29632073.37 30510644.92 Unrated Security 2011-09-01 2011-09-01 N N N 41340395.00 41340394.59 0.0003 N 41340394.59 41340394.59 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.08%, dated 8/31/2011 due 09/01/2011 42T99HPU3_06042 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2014-03-15 2041-05-15 0.986 - 8 Government Agency Debt 36652215.63 24324120.05 FEDERAL NATIONAL MORTGAGE ASSOC 2013-06-25 2041-07-25 1.186 - 8.5 Government Agency Debt 14252011.49 7251061.54 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-06-20 2040-12-20 4.5 - 5.5 Government Agency Debt 326392.75 360343.29 Unrated Security 2011-09-01 2011-09-01 N N N 31005296.00 31005295.94 0.0003 N 31005295.94 31005295.94 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.08%, dated 8/31/2011 due 09/01/2011 42T99HPU3_08395 Government Agency Repurchase Agreement Y US TREASURY 2011-09-08 2041-02-15 0 - 4.75 Treasury Debt 4813239.40 5612634.81 FEDERAL HOME LOAN BANK 2011-11-25 2036-07-15 0 - 5.5 Government Agency Debt 8579971.53 9291561.01 FEDERAL HOME LOAN MORTGAGE CORP 2011-11-28 2041-08-15 0 - 6 Government Agency Debt 28692881.59 26563694.48 FEDERAL NATIONAL MORTGAGE ASSOC 2012-01-23 2041-04-25 0 - 6.21 Government Agency Debt 7148341.57 7435085.85 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-12-16 2060-10-20 0.515 - 5.5 Government Agency Debt 7608421.09 7274820.42 Unrated Security 2011-09-01 2011-09-01 N N N 54776023.00 54776022.83 0.0005 N 54776022.83 54776022.83 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.20% 37V99J8Y7 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-07-01 2041-08-01 3.5 - 4.5 Government Agency Debt 57294689.00 57959524.81 FEDERAL NATIONAL MORTGAGE ASSOC 2041-03-01 2041-03-01 3.5 - 3.5 Government Agency Debt 117820718.00 117489801.90 Unrated Security 2011-09-07 2011-09-07 Y WELLS FARGO SEC LLC (GOV REPO) N/A N/A N N 171000000.00 171000000.00 0.0014 N 171000000.00 171000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.34% 42X99TEY6 0000851376 Other Repurchase Agreement N 51-100 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7255577.00 197653072.14 Unrated Security 2011-09-01 2011-09-01 N N N 183000000.00 183000000.00 0.0015 N 183000000.00 183000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.34% 42X99TFM1 0000851376 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6862063.00 131767468.07 Unrated Security 2011-09-02 2011-09-02 N N N 122000000.00 122000000.00 0.0010 N 122000000.00 122000000.00 Barclays Capital, Inc. 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Goldman Sachs & Co., 0.20% 40M99HQV1 0000769993 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2041-02-01 4.5 - 5.5 Government Agency Debt 242838602.00 187058634.58 FEDERAL NATIONAL MORTGAGE ASSOC 2034-03-01 2041-08-01 2.96 - 6.5 Government Agency Debt 1181207335.00 637105944.87 First Tier Security 2011-09-07 2011-09-07 N N N 808000000.00 808000000.00 0.0067 N 808000000.00 808000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.23% 40M99HQU3 0000769993 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2041-06-01 5 - 5 Government Agency Debt 65215008.00 57041757.53 FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-25 2041-09-25 N/A Government Agency Debt 615597407.00 257591091.74 First Tier Security 2011-09-02 2011-09-02 N N N 306000000.00 306000000.00 0.0025 N 306000000.00 306000000.00 HSBC Securities, Inc. 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BARD, INC. 2016-01-15 2016-01-15 2.875 - 2.875 Other Instrument CORPORATE 10900000.00 11459935.87 EXPEDIA,INC. 2020-08-15 2020-08-15 5.95 - 5.95 Other Instrument CORPORATE 4235000.00 4341604.41 FIRST HORIZON NATIONAL CORPORA 2015-12-15 2015-12-15 5.375 - 5.375 Other Instrument CORPORATE 2000000.00 2102442.74 GENERAL ELEC CAPT CORP 2012-06-15 2012-06-15 6 - 6 Other Instrument CORPORATE 2099000.00 2211422.48 GENZYME 2015-06-15 2015-06-15 3.625 - 3.625 Other Instrument CORPORATE 5000000.00 5448547.60 GILEAD SCIENCES INC. 2021-04-01 2021-04-01 4.5 - 4.5 Other Instrument CORPORATE 12800000.00 13969792.18 HEALTH CARE REIT 2016-03-15 2016-03-15 3.625 - 3.625 Other Instrument CORPORATE 4454000.00 4538382.00 J P MORGAN CHASE & CO 2020-10-15 2020-10-15 4.25 - 4.25 Other Instrument CORPORATE 3400000.00 3501351.40 JOHNSON & JOHNSON 2040-09-01 2040-09-01 4.5 - 4.5 Other Instrument CORPORATE 5600000.00 5802019.98 JUNIPER NETWORKS 2041-03-15 2041-03-15 5.95 - 5.95 Other Instrument CORPORATE 5000000.00 5404020.55 KINDER MORGAN 2041-09-01 2041-09-01 5.625 - 5.625 Other Instrument CORPORATE 5000000.00 4857656.06 LIFE TECHNOLOGIES CORPORATION 2020-03-01 2020-03-01 6 - 6 Other Instrument CORPORATE 8100000.00 8948988.03 LORILLARD TOBACCO COMPANY 2016-08-04 2016-08-04 3.5 - 3.5 Other Instrument CORPORATE 1000000.00 1006957.77 MEDCOHEALTH SOLUTIONS, INC. 2020-09-15 2020-09-15 4.125 - 4.125 Other Instrument CORPORATE 17000000.00 17227444.65 MEDTRONIC CORP. 2016-03-15 2016-03-15 2.625 - 2.625 Other Instrument CORPORATE 5300000.00 5604756.34 MORGAN STANLEY NOTES 2014-01-24 2014-01-24 1.853 - 1.853 Other Instrument CORPORATE 1400000.00 1360704.12 OGLETHORPE POWER CORPORATION 2039-11-01 2039-11-01 5.95 - 5.95 Other Instrument CORPORATE 2951000.00 3415024.48 PEPSICO 2021-08-25 2021-08-25 3 - 3 Other Instrument CORPORATE 1000000.00 996103.29 PHILLIP MORRIS INTERNATIONAL I 2021-05-17 2021-05-17 4.125 - 4.125 Other Instrument CORPORATE 3000000.00 3220160.01 PROGRESS ENERGY INC 2021-01-15 2021-01-15 4.4 - 4.4 Other Instrument CORPORATE 12370000.00 13263815.18 ROCHE HOLDINGS INC. 2039-03-01 2039-03-01 7 - 7 Other Instrument CORPORATE 7300000.00 9688649.17 Unrated Security 2011-09-01 2011-09-01 N N N 130000000.00 130000000.00 0.0011 N 130000000.00 130000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.30% 36N99SPU7 0000877559 Other Repurchase Agreement N AT & T INC 2016-08-15 2041-08-15 2.4 - 5.55 Other Instrument CORPORATE 2500000.00 2588050.07 AB SVENSK EXPORTKREDIT 2017-03-01 2017-03-01 5.125 - 5.125 Other Instrument CORPORATE 1400000.00 1682999.63 AMGEN INC. 2014-11-18 2014-11-18 4.85 - 4.85 Other Instrument CORPORATE 3000000.00 3406564.95 ASTRAZENECA PLC SPONSORED ADR 2017-09-15 2017-09-15 5.9 - 5.9 Other Instrument CORPORATE 5000000.00 6121416.69 BANK OF AMERICA CORPORATION 2015-12-01 2015-12-01 5.25 - 5.25 Other Instrument CORPORATE 10000000.00 9949791.43 BANK OF AMERICA FUNDING CORPOR 2014-05-15 2014-05-15 7.375 - 7.375 Other Instrument CORPORATE 2000000.00 2217260.36 THE BEAR STEARNS 2017-10-02 2017-10-02 6.4 - 6.4 Other Instrument CORPORATE 1800000.00 2112914.01 BLACK & DECKER 2016-11-15 2016-11-15 5.75 - 5.75 Other Instrument CORPORATE 500000.00 594340.44 CVS/CAREMARK 2020-05-18 2020-05-18 4.75 - 4.75 Other Instrument CORPORATE 3000000.00 3268380.05 CAPITAL ONE BANK 2013-06-13 2013-06-13 6.5 - 6.5 Other Instrument CORPORATE 1000000.00 1088042.74 CITIGROUP, INC. 2016-06-09 2018-05-15 0.522 - 6.125 Other Instrument CORPORATE 3750000.00 3357522.91 COLGATE-PALMOLIVE COMPANY 2016-11-07 2016-11-07 5.2 - 5.2 Other Instrument CORPORATE 1500000.00 1798788.43 ENERGY TRANSFER PARTNERS 2019-03-15 2019-03-15 9.7 - 9.7 Other Instrument CORPORATE 10000000.00 12865828.28 EUROPEAN INVESTMENT BANK K 2013-07-15 2014-04-08 3 - 4.25 Other Instrument CORPORATE 6900000.00 7420620.34 GOLDMAN SACHS GROUP, INC. 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Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.29% 42K99VTW3 Other Repurchase Agreement N ALCATEL ALSTHOM 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 261092.00 950374.88 ANGLOGOLD LTD ADR 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 2737872.00 122547150.72 EASTERN CO 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 7273.00 142478.07 NOVAGOLD RESOURCE INC 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 1903361.00 19794954.40 PARK CITY GROUP INC 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 10000.00 44500.00 First Tier Security 2011-09-01 2011-09-01 N N N 132000000.00 132000000.00 0.0011 N 132000000.00 132000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.50% 42K99VHT3 Other Repurchase Agreement N 51-100 2011-08-31 2011-08-31 N/A Other Instrument EQUITY 42935516.00 732995360.91 First Tier Security 2011-10-24 2011-10-24 N N N 674000000.00 674000000.00 0.0056 Y 674000000.00 674000000.00 J.P. Morgan Clearing Corp. J.P. 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COM 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 8126.00 1713935.92 BAIDU.COM INC 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 134806.00 19998470.10 CHARTER COMMUNICATIONS, INC. 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 12266.00 613177.34 ECHOSTAR CORPORATION 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 18431.00 447688.99 FEDERAL MOGUL SERIES D CONVERT 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 970390.00 16690708.00 HORIZON TECHNOLOGY FIN CORP 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 29601.00 462663.63 INTERACTIVE BROKERS GROUP, INC 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 158.00 2349.46 MAXIM INTEGRATED PRODS INC 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 122759.00 2850463.98 MELCO PBL ENTERTAINMENT (MACAU 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 872183.00 11791914.16 RDA MICROELECTRONICS INC 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 200536.00 1907097.36 STATE BANK AND TRUST COMPANY 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 3405.00 48895.80 TEVA PHARMACEUTICAL INDUSTRIES 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 1443000.00 58484790.00 VODAFONE GROUP PLC 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 326595.00 8680895.10 SEAGATE TECHNOLOGY PUBLIC LIMI 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 263752.00 3059523.20 WARNER CHILCOTT PUBLIC LIMITED 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 174778.00 2958991.54 AVAGO TECNHOLOGIES 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 87023.00 2883071.99 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 CVS/CAREMARK 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 882719.00 31566031.44 CAPITAL ONE FINANCIAL CORPORAT 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 5345621.00 242530824.77 JANUS CAPITAL GROUP INC 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 482831.00 3568121.09 LOWE'S COMPANIES, INC. 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 284461.00 5697753.83 MCDONALD'S CORPORATION 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 87210.00 7916923.80 MEDTRONIC CORP. 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 1695570.00 58632810.60 MICROSOFT CORPORATION 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 1622226.00 42550987.98 MONSANTO COMPANY 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 815352.00 56642503.44 MURPHY OIL CORPORATION 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 182838.00 9423470.52 MYLAN LABS INC 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 3606655.00 73539695.45 NATIONAL SEMICONDUCTOR CORPORA 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 143269.00 3564532.72 NEWELL RUBBERMAID INC < 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 675798.00 9157062.90 NEWFIELD EXPLORATION COMPANY 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 7072.00 356216.64 NOBLE ENERGY INC COM 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 159422.00 13845800.70 NORTHROP GRUMMAN 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 15687.00 853529.67 PROGRESS ENERGY INC 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 244174.00 11820463.34 TENET HEALTHCARE CORPORATION 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 1354956.00 7262564.16 EXCEL ENERGY INC 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 122542.00 2993701.06 First Tier Security 2012-01-23 2012-01-23 N N N 535000000.00 535000000.00 0.0044 Y 535000000.00 535000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.72% 40W996BT5 Other Repurchase Agreement N AMERICAN TOWER CORPORATION 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 31233.00 1661595.60 BANK OF AMERICA CORPORATION 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 11429716.00 92809293.92 BIG LOTS INC OHIO 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 42754.00 1437817.02 BROADCOM CORPORATION 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 59564.00 2099631.00 CIGNA CORPORATION 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 385207.00 17989166.90 CEPHALON, INC. 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 447009.00 35988694.59 CISCO SYSTEMS, INC. 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 1035226.00 16180582.38 CITIGROUP, INC. 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 2801382.00 86674759.08 COCA COLA COMPANY 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 149174.00 10421295.64 COGNIZANT TECHNOLOGY SOLUTIONS 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 373803.00 23474828.40 COMERICA INCORPORATED 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 939568.00 23573761.12 COMPUTER SCIENCES CORPORATION 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 14.00 431.76 CONAGRA INC. 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 577873.00 14186782.15 CORNING INCORPORATED 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 952049.00 14128407.16 CUMMINS ENGINE COMPANY, INC. 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 81019.00 7371108.62 D. R. HORTON, INC. 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 397111.00 4209376.60 WALT DISNEY COMPANY SR. NOTES 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 1716478.00 57639331.24 DOVER CORPORATION 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 44556.00 2550385.44 DOW CHEMICAL COMPANY 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 23824.00 673266.24 E*TRADE GROUP 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 1320669.00 15200900.19 EATON CORPORATION 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 414312.00 17711838.00 E-BAY INC. 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 479013.00 14825452.35 ELECTRONIC ARTS INC 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 286466.00 6462672.96 EMERSON ELECTRIC CO. 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 3175.00 147510.50 EXXON MOBIL CORPORATION CO 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 487147.00 36005034.77 FAMILY DLR STORES INC 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 576158.00 29418627.48 ESTEE LAUDER COMPANY 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 70685.00 6893908.05 NRG ENERGY, INC. 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 709796.00 16048487.56 OMNICOM GROUP INC. 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 322744.00 12993673.44 PERKIN ELMER CO 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 393584.00 8950100.16 SARA LEE CORP 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 3515.00 63797.25 SEALED AIR CORPORATION 2011-08-31 2011-08-31 N/A Other Instrument OTHER NOTE 78911.00 1436180.20 First Tier Security 2011-09-01 2011-09-01 N N N 531000000.00 531000000.00 0.0044 N 531000000.00 531000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.13% 42Q994VS3 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2012-12-01 2041-09-01 4 - 8 Government Agency Debt 1913053156.00 1266844123.32 First Tier Security 2011-09-01 2011-09-01 N N N 1242000000.00 1242000000.00 0.0103 N 1242000000.00 1242000000.00 J.P. Morgan Securities, Inc. J.P. 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