0000278001-11-000061.txt : 20111229 0000278001-11-000061.hdr.sgml : 20111229 20111107095330 ACCESSION NUMBER: 0000278001-11-000061 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111031 FILED AS OF DATE: 20111107 DATE AS OF CHANGE: 20111107 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: 111183099 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 2011-10-31 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 44 85 122214371525.56 386203408.64 2260495481.22 120340079452.98 0.0033 1.0002 2011-10-31 1.0002 2011-10-31 C000019553 2500.00 120340079452.98 1.00 1047105113.19 21995003911.68 20947898798.49 0.0001 1.0002 2011-10-31 1.0002 2011-10-31 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538DG29 Certificate of Deposit First Tier Security 2011-11-08 2011-11-08 N N N 1130000000.00 1130000000.00 0.0094 N 1130012543.00 1130012543.00 Bank of Montreal Bank of Montreal, 0.25% 06366WNF7 Certificate of Deposit First Tier Security 2012-01-09 2012-01-09 N N N 424000000.00 424000000.00 0.0035 N 424049438.40 424049438.40 Bank of Montreal Bank of Montreal, 0.34% 06366UEK0 Certificate of Deposit First Tier Security 2011-11-22 2011-11-22 N N N 101000000.00 101000000.00 0.0008 N 100995253.00 100995253.00 Bank of Montreal Bank of Montreal, 0.43% 06366UD47 Certificate of Deposit First Tier Security 2012-01-06 2012-11-05 N N N 741000000.00 741000000.00 0.0062 N 738850359.00 738850359.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.39% 06366WLY8 Certificate of Deposit First Tier Security 2011-11-28 2012-09-26 N N N 402000000.00 402000000.00 0.0033 N 401998794.00 401998794.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WPF5 Certificate of Deposit First Tier Security 2011-11-18 2012-10-18 N N N 617000000.00 617000000.00 0.0051 N 616821070.00 616821070.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.44% 06366WQD9 Certificate of Deposit First Tier Security 2011-11-29 2012-10-29 N N N 210000000.00 210000000.00 0.0017 N 210015960.00 210015960.00 Bank of Nova Scotia Bank of Nova Scotia, 0.00% 06417ELW1 Certificate of Deposit First Tier Security 2011-12-01 2012-11-01 N N N 899000000.00 899000000.00 0.0075 N 899000000.00 899000000.00 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 1200000960.00 1200000960.00 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 305000000.00 305000000.00 0.0025 N 305002287.50 305002287.50 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 1000007500.00 1000007500.00 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 0.0060 N 728010264.80 728010264.80 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 291004335.90 291004335.90 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 500080850.00 500080850.00 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 500031050.00 500031050.00 Bank of Nova Scotia Bank of Nova Scotia, 0.32% 06417EAZ6 Certificate of Deposit First Tier Security 2011-11-14 2012-07-11 N N N 379000000.00 379000000.00 0.0031 N 378943908.00 378943908.00 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 205957976.00 205957976.00 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 250000775.00 250000775.00 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 850003910.00 850003910.00 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 725060320.00 725060320.00 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 1000017100.00 1000017100.00 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 179557160.15 179557160.15 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 999994000.00 999994000.00 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 0.0093 N 1124998650.00 1124998650.00 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 499936000.00 499936000.00 BNP Paribas SA BNP Paribas SA, 0.46% 05572WEX0 Certificate of Deposit First Tier Security 2011-12-12 2011-12-12 N N N 1480000000.00 1480000000.00 0.0123 N 1479508640.00 1479508640.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.33% 13606XF86 Certificate of Deposit First Tier Security 2011-11-07 2011-11-07 N N N 757000000.00 757000000.00 0.0063 N 756996215.00 756996215.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.41% 13606X5X2 Certificate of Deposit First Tier Security 2011-11-23 2012-09-24 N N N 1200000000.00 1200000000.00 0.0100 N 1199996400.00 1199996400.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.44% 13606XM96 Certificate of Deposit First Tier Security 2012-01-11 2012-01-11 N N N 554000000.00 554000000.00 0.0046 N 553811086.00 553811086.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.45% 13606XN87 Certificate of Deposit First Tier Security 2012-01-17 2012-11-16 N N N 1107000000.00 1107000000.00 0.0092 N 1103809626.00 1103809626.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.46% 13606X6B9 Certificate of Deposit First Tier Security 2012-01-24 2012-10-24 N N N 419000000.00 419000000.00 0.0035 N 418992458.00 418992458.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.30% 22550C3P4 Certificate of Deposit First Tier Security 2011-11-14 2011-11-14 N N N 2000000000.00 2000000000.00 0.0166 N 2000070000.00 2000070000.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.37% 22550C5D9 Certificate of Deposit First Tier Security 2011-12-28 2011-12-28 N N N 1000000000.00 1000000000.00 0.0083 N 1000080300.00 1000080300.00 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 995084575.00 995084575.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.37% 25600T3F2 Certificate of Deposit First Tier Security 2012-01-20 2012-01-20 N N N 238000000.00 238000000.00 0.0020 N 237999976.20 237999976.20 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.45% 60681PV76 Certificate of Deposit First Tier Security 2012-01-26 2012-01-26 N N N 500000000.00 500000000.00 0.0042 N 500084500.00 500084500.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.45% 60681PW26 Certificate of Deposit First Tier Security 2012-01-27 2012-01-27 N N N 223000000.00 223000000.00 0.0019 N 223038110.70 223038110.70 National Bank Canada National Bank Canada, 0.35% 63306VY38 Certificate of Deposit First Tier Security 2011-11-07 2012-07-06 N N N 359000000.00 359000000.00 0.0030 N 358947586.00 358947586.00 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 997990020.00 997990020.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.35% 65557VC41 Certificate of Deposit First Tier Security 2012-01-13 2012-01-13 N N N 340000000.00 340000000.00 0.0028 N 339999966.00 339999966.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.37% 65557VE31 Certificate of Deposit First Tier Security 2012-01-20 2012-01-20 N N N 1300000000.00 1300000000.00 0.0108 N 1300058370.00 1300058370.00 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 524958787.50 524958787.50 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.41% 65557VE98 Certificate of Deposit First Tier Security 2012-02-01 2012-02-01 N N N 471000000.00 471000000.00 0.0039 N 470969573.40 470969573.40 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.29% 74977MWQ4 Certificate of Deposit First Tier Security 2011-11-08 2012-06-08 N N N 1200000000.00 1200000000.00 0.0100 N 1199989200.00 1199989200.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.34% 74977MTN5 Certificate of Deposit First Tier Security 2011-11-02 2012-04-02 N N N 373000000.00 373000000.00 0.0031 N 372845205.00 372845205.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.34% 74977MTC9 Certificate of Deposit First Tier Security 2011-11-14 2012-03-12 N N N 2250000000.00 2250000000.00 0.0187 N 2250254250.00 2250254250.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.35% 74977MWX9 Certificate of Deposit First Tier Security 2011-12-05 2012-06-01 N N N 185000000.00 185000000.00 0.0015 N 184962260.00 184962260.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.35% 74977MWY7 Certificate of Deposit First Tier Security 2011-12-05 2012-06-01 N N N 366000000.00 366000000.00 0.0030 N 365929728.00 365929728.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.40% 7497749W7 0001098062 Certificate of Deposit First Tier Security 2012-02-01 2012-02-01 N N N 715000000.00 715000000.00 0.0059 N 714926140.50 714926140.50 Royal Bank of Canada Royal Bank of Canada, 0.73% 78009JKX2 Certificate of Deposit First Tier Security 2012-01-03 2012-11-01 N N N 900000000.00 900000000.00 0.0075 N 900828000.00 900828000.00 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 2012-11-05 N N N 750000000.00 749776574.70 0.0062 N 750024000.00 750024000.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051AUM1 Certificate of Deposit First Tier Security 2011-11-18 2011-11-18 N N N 164000000.00 164000000.00 0.0014 N 164003280.00 164003280.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EVM7 Certificate of Deposit First Tier Security 2011-11-01 2011-11-01 N N N 462000000.00 462000000.00 0.0038 N 461999122.20 461999122.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EVQ8 Certificate of Deposit First Tier Security 2011-11-02 2011-11-02 N N N 420000000.00 420000000.00 0.0035 N 419998362.00 419998362.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EVV7 Certificate of Deposit First Tier Security 2011-11-03 2011-11-03 N N N 445000000.00 445000000.00 0.0037 N 444997419.00 444997419.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EWA2 Certificate of Deposit First Tier Security 2011-11-04 2011-11-04 N N N 207000000.00 207000000.00 0.0017 N 206998385.40 206998385.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EWF1 Certificate of Deposit First Tier Security 2011-11-07 2011-11-07 N N N 208000000.00 208000000.00 0.0017 N 207997171.20 207997171.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EWK0 Certificate of Deposit First Tier Security 2011-11-08 2011-11-08 N N N 208000000.00 208000000.00 0.0017 N 207996755.20 207996755.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EWR5 Certificate of Deposit First Tier Security 2011-11-09 2011-11-09 N N N 207000000.00 207000000.00 0.0017 N 207000000.00 207000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562EVH8 Certificate of Deposit First Tier Security 2011-11-01 2011-11-01 N N N 415000000.00 415000000.00 0.0034 N 414999294.50 414999294.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562EVN5 Certificate of Deposit First Tier Security 2011-11-02 2011-11-02 N N N 462000000.00 462000000.00 0.0038 N 461998475.40 461998475.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562EVS4 Certificate of Deposit First Tier Security 2011-11-03 2011-11-03 N N N 420000000.00 420000000.00 0.0035 N 419997900.00 419997900.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562EVW5 Certificate of Deposit First Tier Security 2011-11-04 2011-11-04 N N N 445000000.00 445000000.00 0.0037 N 444997018.50 444997018.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562EWB0 Certificate of Deposit First Tier Security 2011-11-07 2011-11-07 N N N 413000000.00 413000000.00 0.0034 N 412995167.90 412995167.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562EWG9 Certificate of Deposit First Tier Security 2011-11-08 2011-11-08 N N N 208000000.00 208000000.00 0.0017 N 207997233.60 207997233.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562EWL8 Certificate of Deposit First Tier Security 2011-11-09 2011-11-09 N N N 207000000.00 207000000.00 0.0017 N 206996895.00 206996895.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86562EWS3 Certificate of Deposit First Tier Security 2011-11-10 2011-11-10 N N N 206000000.00 206000000.00 0.0017 N 206000000.00 206000000.00 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 1475000000.00 1475000000.00 Svenska Handelsbanken Svenska Handelsbanken, 0.30% 86959BTQ8 Certificate of Deposit First Tier Security 2011-11-03 2011-11-03 N N N 716000000.00 716000198.62 0.0059 N 716005083.60 716005083.60 Svenska Handelsbanken Svenska Handelsbanken, 0.32% 86959BC60 Certificate of Deposit First Tier Security 2012-01-05 2012-01-05 N N N 558000000.00 558005034.39 0.0046 N 557933486.40 557933486.40 Toronto Domin Bank New York Brh Cd Prg Toronto Domin Bank New York Brh Cd Prg, 0.43% 89112XBQ7 Certificate of Deposit First Tier Security 2012-01-19 2012-10-19 N N N 292000000.00 292000000.00 0.0024 N 291978684.00 291978684.00 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 500035000.00 500035000.00 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 19001425.00 19001425.00 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 199998744.44 0.0017 N 200009160.00 200009160.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.32% 89112YSH7 Certificate of Deposit First Tier Security 2011-11-14 2012-01-12 N N N 304100000.00 304100000.00 0.0025 N 304118854.20 304118854.20 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 600059460.00 600059460.00 UBS AG UBS AG, 0.44% 90267A4H6 Certificate of Deposit First Tier Security 2012-01-12 2012-01-12 N N N 835000000.00 835000000.00 0.0069 N 834966015.50 834966015.50 UBS AG UBS AG, 0.45% 90267A5D4 Certificate of Deposit First Tier Security 2012-01-30 2012-01-30 N N N 750000000.00 750000000.00 0.0062 N 749981025.00 749981025.00 ABN AMRO Bank NV ABN AMRO Bank NV, 0.36% 37V995GR3 Certificate of Deposit First Tier Security 2011-11-03 2011-11-03 N N N 744000000.00 744000103.20 0.0062 N 744008853.60 744008853.60 ABN AMRO Bank NV ABN AMRO Bank NV, 0.36% 37V995HF8 Certificate of Deposit First Tier Security 2011-11-23 2011-11-23 N N N 415000000.00 415000633.01 0.0034 N 415037765.00 415037765.00 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 262019623.80 262019623.80 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.30% 05299WMX3 0000859994 Certificate of Deposit First Tier Security 2011-12-13 2011-12-13 N N N 140000000.00 140000000.00 0.0012 N 140015036.00 140015036.00 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 525039322.50 525039322.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 202991VB8 0000008565 Certificate of Deposit First Tier Security 2011-12-09 2011-12-09 N N N 500000000.00 500000000.00 0.0042 N 500048700.00 500048700.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 202991VC6 0000008565 Certificate of Deposit First Tier Security 2011-12-09 2011-12-09 N N N 10000000.00 10000000.00 0.0001 N 10000974.00 10000974.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 202991VF9 0000008565 Certificate of Deposit First Tier Security 2011-12-13 2011-12-13 N N N 406000000.00 406000000.00 0.0034 N 406043604.40 406043604.40 HSBC Bank PLC HSBC Bank PLC, 0.30% 35X99QAX2 0001140465 Certificate of Deposit First Tier Security 2011-12-28 2011-12-28 N N N 401000000.00 401000000.00 0.0033 N 401071017.10 401071017.10 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 186004854.60 186004854.60 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 373978308.00 373978308.00 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 4999168.00 4999168.00 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 499916800.00 499916800.00 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 266159600.00 266159600.00 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 45025218.00 45025218.00 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 0.0027 N 328183811.20 328183811.20 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 3300066000.00 3300066000.00 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 871067241.20 871067241.20 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 140010836.00 140010836.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.52% 39K99HAS9 0000833029 Certificate of Deposit First Tier Security 2012-04-17 2012-04-17 N N N 500000000.00 500000000.00 0.0042 N 500234000.00 500234000.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.52% 39K99HAW0 0000833029 Certificate of Deposit First Tier Security 2012-05-02 2012-05-02 N N N 500000000.00 500000000.00 0.0042 N 500000000.00 500000000.00 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 200011320.00 200011320.00 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 193014976.80 193014976.80 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.30% 10513DDZ0 Certificate of Deposit First Tier Security 2012-02-13 2012-02-13 N N N 205000000.00 205000000.00 0.0017 N 204970090.50 204970090.50 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.25% 8574P03P1 Certificate of Deposit First Tier Security 2011-12-15 2011-12-15 N N N 744000000.00 744000000.00 0.0062 N 744055725.60 744055725.60 ASB Finance Ltd. ASB Finance Ltd., 0.38% 0020P5CE7 Financial Company Commercial Paper First Tier Security 2011-11-04 2012-04-04 N N N 100000000.00 99995741.76 0.0008 N 100016400.00 100016400.00 ASB Finance Ltd. ASB Finance Ltd., 0.39% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2011-11-30 2012-03-30 N N N 173000000.00 172992791.67 0.0014 N 173028372.00 173028372.00 ASB Finance Ltd. ASB Finance Ltd., 0.40% 0020P5BW8 Financial Company Commercial Paper First Tier Security 2011-11-28 2012-01-27 N N N 150000000.00 149998177.38 0.0012 N 150017700.00 150017700.00 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.58% 0020P2DB9 Financial Company Commercial Paper First Tier Security 2012-04-11 2012-04-11 N N N 101000000.00 100736390.02 0.0008 N 100777295.00 100777295.00 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.58% 0020P2DD5 Financial Company Commercial Paper First Tier Security 2012-04-13 2012-04-13 N N N 101000000.00 100733135.60 0.0008 N 100773174.20 100773174.20 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 14998333.33 0.0001 N 14999787.00 14999787.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GEN1 Financial Company Commercial Paper First Tier Security 2011-11-04 2011-11-04 N N N 136000000.00 135996940.00 0.0011 N 135998041.60 135998041.60 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GET8 Financial Company Commercial Paper First Tier Security 2011-11-10 2011-11-10 N N N 224000000.00 223984880.00 0.0019 N 223991219.20 223991219.20 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GEX9 Financial Company Commercial Paper First Tier Security 2011-11-17 2011-11-17 N N N 116000000.00 115986080.00 0.0010 N 115991068.00 115991068.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GEY7 Financial Company Commercial Paper First Tier Security 2011-11-21 2011-11-21 N N N 237000000.00 236964450.00 0.0020 N 236976489.60 236976489.60 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GFD2 Financial Company Commercial Paper First Tier Security 2011-11-28 2011-11-28 N N N 35000000.00 34992912.50 0.0003 N 34994746.50 34994746.50 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GEZ4 Financial Company Commercial Paper First Tier Security 2011-11-28 2011-11-28 N N N 126000000.00 125974485.00 0.0010 N 125981087.40 125981087.40 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GFE0 Financial Company Commercial Paper First Tier Security 2011-11-28 2011-11-28 N N N 100000000.00 99979750.00 0.0008 N 99984990.00 99984990.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GFF7 Financial Company Commercial Paper First Tier Security 2011-12-02 2011-12-02 N N N 100000000.00 99976750.00 0.0008 N 99976000.00 99976000.00 BAT International Finance PLC BAT International Finance PLC, 0.40% 05531NY42 Financial Company Commercial Paper Second Tier Security 2011-11-04 2011-11-04 N N N 40000000.00 39998666.67 0.0003 Y 39998844.00 39998844.00 BAT International Finance PLC BAT International Finance PLC, 0.40% 05531NYJ9 Financial Company Commercial Paper Second Tier Security 2011-11-18 2011-11-18 N N N 80000000.00 79984888.88 0.0007 N 79988200.00 79988200.00 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 375977102.58 0.0031 N 375110760.00 375110760.00 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 817978868.28 0.0068 N 817992719.80 817992719.80 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 714895332.01 0.0059 N 714971400.00 714971400.00 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 179958150.00 0.0015 N 179988804.00 179988804.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.39% 17307SYP1 Financial Company Commercial Paper First Tier Security 2011-11-23 2011-11-23 N N N 712000000.00 711830306.48 0.0059 N 711885296.80 711885296.80 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 239990199.99 0.0020 N 239992536.00 239992536.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272EZF8 Financial Company Commercial Paper First Tier Security 2011-12-15 2011-12-15 N N N 233000000.00 232914566.68 0.0019 N 232941750.00 232941750.00 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 179985240.00 179985240.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.50% 20272DDA5 Financial Company Commercial Paper First Tier Security 2012-04-10 2012-04-10 N N N 242000000.00 241458861.14 0.0020 N 241470746.00 241470746.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.50% 20272DDT4 Financial Company Commercial Paper First Tier Security 2012-04-27 2012-04-27 N N N 166000000.00 165589611.05 0.0014 N 165579870.60 165579870.60 Danske Corp. Danske Corp., 0.25% 2363F7Y10 Financial Company Commercial Paper First Tier Security 2011-11-01 2011-11-01 N N N 150000000.00 150000000.00 0.0012 N 149999340.00 149999340.00 Danske Corp. Danske Corp., 0.25% 2363F7Y10 Financial Company Commercial Paper First Tier Security 2011-11-01 2011-11-01 N N N 55000000.00 55000000.00 0.0005 N 54999758.00 54999758.00 Danske Corp. Danske Corp., 0.25% 2363F7Y77 Financial Company Commercial Paper First Tier Security 2011-11-07 2011-11-07 N N N 554000000.00 553976916.71 0.0046 N 553972854.00 553972854.00 Danske Corp. Danske Corp., 0.25% 2363F7Y85 Financial Company Commercial Paper First Tier Security 2011-11-08 2011-11-08 N N N 510000000.00 509975208.19 0.0042 N 509971440.00 509971440.00 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 172953290.00 0.0014 N 172955729.30 172955729.30 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 596965174.96 0.0050 N 596978269.20 596978269.20 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 245956950.00 0.0020 N 245969471.40 245969471.40 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 105700000.00 0.0009 N 105699767.46 105699767.46 Nationwide Building Society Nationwide Building Society, 0.25% 6385E1YH8 Financial Company Commercial Paper First Tier Security 2011-11-17 2011-11-17 N N N 161000000.00 160982111.13 0.0013 N 160985332.90 160985332.90 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 299997916.68 0.0025 N 299997840.00 299997840.00 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 109997708.33 0.0009 N 109998416.00 109998416.00 Nordea North America, Inc. Nordea North America, Inc., 0.35% 6555P0AC3 Financial Company Commercial Paper First Tier Security 2012-01-12 2012-01-12 N N N 475000000.00 474667499.91 0.0039 N 474724547.50 474724547.50 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 174819166.69 0.0015 N 174850130.00 174850130.00 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 741863966.62 0.0062 N 741985753.60 741985753.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.25% 83050UY44 Financial Company Commercial Paper First Tier Security 2011-11-04 2011-11-04 N N N 202000000.00 201995791.69 0.0017 N 201996404.40 201996404.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050UY28 Financial Company Commercial Paper First Tier Security 2011-11-02 2011-11-02 N N N 163000000.00 162998822.78 0.0014 N 162998549.30 162998549.30 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050UY36 Financial Company Commercial Paper First Tier Security 2011-11-03 2011-11-03 N N N 203000000.00 202997067.79 0.0017 N 202997300.10 202997300.10 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050UYA0 Financial Company Commercial Paper First Tier Security 2011-11-10 2011-11-10 N N N 203000000.00 202986805.00 0.0017 N 202990357.50 202990357.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050UYG7 Financial Company Commercial Paper First Tier Security 2011-11-16 2011-11-16 N N N 83000000.00 82991008.33 0.0007 N 82992920.10 82992920.10 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050UYH5 Financial Company Commercial Paper First Tier Security 2011-11-17 2011-11-17 N N N 200000000.00 199976888.88 0.0017 N 199981780.00 199981780.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.33% 86958GZU2 Financial Company Commercial Paper First Tier Security 2011-12-28 2011-12-28 N N N 397000000.00 396795710.38 0.0033 N 396835602.30 396835602.30 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.39% 86958FAX5 Financial Company Commercial Paper First Tier Security 2012-01-31 2012-01-31 N N N 448000000.00 447558346.54 0.0037 N 447629056.00 447629056.00 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 904953744.54 0.0075 N 904972850.00 904972850.00 Westpac Banking Corp. Westpac Banking Corp., 0.39% 9612C4BY6 Financial Company Commercial Paper First Tier Security 2012-01-05 2012-04-05 N N N 375000000.00 375000000.00 0.0031 N 374975250.00 374975250.00 Westpac Banking Corp. Westpac Banking Corp., 0.39% 9612C4CA7 Financial Company Commercial Paper First Tier Security 2012-01-10 2012-04-10 N N N 375000000.00 375000000.00 0.0031 N 375002250.00 375002250.00 Gotham Funding Corp. Gotham Funding Corp., 0.35% 38346LA63 Asset Backed Commercial Paper First Tier Security 2012-01-06 2012-01-06 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 100000000.00 99935833.36 0.0008 N 99948080.00 99948080.00 Gotham Funding Corp. Gotham Funding Corp., 0.35% 38346LAC0 Asset Backed Commercial Paper First Tier Security 2012-01-12 2012-01-12 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 45000000.00 44968499.99 0.0004 N 44973081.00 44973081.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.32% 66560LYH3 Asset Backed Commercial Paper First Tier Security 2011-11-17 2011-11-17 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 500000000.00 499928888.80 0.0042 N 499954450.00 499954450.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.32% 66560LYH3 Asset Backed Commercial Paper First Tier Security 2011-11-17 2011-11-17 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 20000000.00 19997155.55 0.0002 N 19998178.00 19998178.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.32% 66560LYJ9 Asset Backed Commercial Paper First Tier Security 2011-11-18 2011-11-18 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 200000000.00 199969777.76 0.0017 N 199980500.00 199980500.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.32% 66560LYV2 Asset Backed Commercial Paper First Tier Security 2011-11-29 2011-11-29 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 204000000.00 203949226.73 0.0017 N 203962688.40 203962688.40 Northern Pines Funding LLC Northern Pines Funding LLC, 0.39% 66560MAB0 Asset Backed Commercial Paper First Tier Security 2011-11-07 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 176994159.00 176994159.00 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.28% 03523LYH2 Other Commercial Paper Second Tier Security 2011-11-17 2011-11-17 N N N 67000000.00 66991662.24 0.0006 N 66990727.20 66990727.20 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.28% 03523LYM1 Other Commercial Paper Second Tier Security 2011-11-21 2011-11-21 N N N 25000000.00 24996111.11 0.0002 N 24995625.00 24995625.00 Devon Energy Corp. Devon Energy Corp., 0.35% 25179LYE9 Other Commercial Paper Second Tier Security 2011-11-14 2011-11-14 N N N 20000000.00 19997472.22 0.0002 N 19998164.00 19998164.00 Devon Energy Corp. Devon Energy Corp., 0.35% 25179LYE9 Other Commercial Paper Second Tier Security 2011-11-14 2011-11-14 N N N 50000000.00 49993680.56 0.0004 N 49995410.00 49995410.00 Devon Energy Corp. Devon Energy Corp., 0.35% 25179LYE9 Other Commercial Paper Second Tier Security 2011-11-14 2011-11-14 N N N 25000000.00 24996840.29 0.0002 N 24997705.00 24997705.00 Devon Energy Corp. Devon Energy Corp., 0.38% 25179LZ81 Other Commercial Paper Second Tier Security 2011-12-08 2011-12-08 N N N 77000000.00 76969927.20 0.0006 N 76975537.10 76975537.10 Devon Energy Corp. Devon Energy Corp., 0.38% 25179LZ99 Other Commercial Paper Second Tier Security 2011-12-09 2011-12-09 N N N 80000000.00 79967911.14 0.0007 N 79973656.00 79973656.00 Devon Energy Corp. Devon Energy Corp., 0.38% 25179LZC2 Other Commercial Paper Second Tier Security 2011-12-12 2011-12-12 N N N 150000000.00 149935083.33 0.0012 N 149945400.00 149945400.00 Duke Energy Corp. Duke Energy Corp., 0.35% 26244JY37 Other Commercial Paper Second Tier Security 2011-11-03 2011-11-03 N N N 10000000.00 9999805.56 0.0001 N 9999817.00 9999817.00 Duke Energy Corp. Duke Energy Corp., 0.35% 26244JZ85 Other Commercial Paper Second Tier Security 2011-12-08 2011-12-08 N N N 48600000.00 48582517.50 0.0004 N 48584044.62 48584044.62 Duke Energy Corp. Duke Energy Corp., 0.40% 26244JY45 Other Commercial Paper Second Tier Security 2011-11-04 2011-11-04 N N N 38000000.00 37998733.33 0.0003 N 37999072.80 37999072.80 Duke Energy Corp. Duke Energy Corp., 0.40% 26244JY45 Other Commercial Paper Second Tier Security 2011-11-04 2011-11-04 N N N 80000000.00 79997333.33 0.0007 N 79998048.00 79998048.00 Texas Instr International Management Co. Sarl Texas Instr International Management Co. Sarl, 0.43% 88252AG92 Other Commercial Paper First Tier Security 2012-07-09 2012-07-09 N N N 43000000.00 42872582.63 0.0004 N 42796524.00 42796524.00 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 76985027.77 0.0006 N 76981058.00 76981058.00 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 72983372.22 0.0006 N 72977683.90 72977683.90 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.30% 88355MYE1 Other Commercial Paper Second Tier Security 2011-11-14 2011-11-14 N N N 73000000.00 72992091.68 0.0006 N 72992729.20 72992729.20 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.30% 88355MYF8 Other Commercial Paper Second Tier Security 2011-11-15 2011-11-15 N N N 17500000.00 17497958.34 0.0001 N 17498104.75 17498104.75 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.30% 88355MYU5 Other Commercial Paper Second Tier Security 2011-11-28 2011-11-28 N N N 19175000.00 19170685.63 0.0002 N 19170513.05 19170513.05 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.30% 88355MYV3 Other Commercial Paper Second Tier Security 2011-11-29 2011-11-29 N N N 66000000.00 65984599.98 0.0005 N 65984212.80 65984212.80 Verizon Communications, Inc. Verizon Communications, Inc., 0.30% 92344MY31 Other Commercial Paper Second Tier Security 2011-11-03 2011-11-03 N N N 33000000.00 32999450.00 0.0003 N 32999283.90 32999283.90 Verizon Communications, Inc. Verizon Communications, Inc., 0.44% 92344PUV6 Other Commercial Paper Second Tier Security 2011-11-01 2011-12-14 Y VERIZON COMMUNICATIONS INC N/A N/A N N 524000000.00 524000000.00 0.0044 N 523918780.00 523918780.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.33% 92780KY77 Other Commercial Paper Second Tier Security 2011-11-07 2011-11-07 N N N 10000000.00 9999450.00 0.0001 N 9999494.00 9999494.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.33% 92780KY77 Other Commercial Paper Second Tier Security 2011-11-07 2011-11-07 N N N 13500000.00 13499257.50 0.0001 N 13499316.90 13499316.90 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.33% 92780KY77 Other Commercial Paper Second Tier Security 2011-11-07 2011-11-07 N N N 25000000.00 24998625.00 0.0002 N 24998735.00 24998735.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.33% 92780KY85 Other Commercial Paper Second Tier Security 2011-11-08 2011-11-08 N N N 10000000.00 9999358.34 0.0001 N 9999413.00 9999413.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.35% 92780KYA0 Other Commercial Paper Second Tier Security 2011-11-10 2011-11-10 N N N 30000000.00 29997375.01 0.0002 N 29997060.00 29997060.00 Xerox Corp. Xerox Corp., 0.56% 98412FYJ5 Other Commercial Paper Second Tier Security 2011-11-18 2011-11-18 N N N 25000000.00 24993388.89 0.0002 N 24994437.50 24994437.50 Xerox Corp. Xerox Corp., 0.56% 98412FYJ5 Other Commercial Paper Second Tier Security 2011-11-18 2011-11-18 N N N 70000000.00 69981488.89 0.0006 N 69984425.00 69984425.00 Xerox Corp. Xerox Corp., 0.60% 98412FZ13 Other Commercial Paper Second Tier Security 2011-12-01 2011-12-01 N N N 40000000.00 39980000.00 0.0003 N 39983364.00 39983364.00 Xerox Corp. Xerox Corp., 0.60% 98412FZ13 Other Commercial Paper Second Tier Security 2011-12-01 2011-12-01 N N N 52000000.00 51974000.01 0.0004 N 51978373.20 51978373.20 Xerox Corp. Xerox Corp., 0.60% 98412FZ21 Other Commercial Paper Second Tier Security 2011-12-02 2011-12-02 N N N 128500000.00 128433608.34 0.0011 N 128444603.65 128444603.65 Xerox Corp. Xerox Corp., 0.60% 98412FZ70 Other Commercial Paper Second Tier Security 2011-12-07 2011-12-07 N N N 87000000.00 86947799.98 0.0007 N 86955377.70 86955377.70 Xerox Corp. Xerox Corp., 0.60% 98412FZ96 Other Commercial Paper Second Tier Security 2011-12-09 2011-12-09 N N N 78000000.00 77950600.00 0.0006 N 77957412.00 77957412.00 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 331052174.99 0.0028 N 331079140.70 331079140.70 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 749931250.05 0.0062 N 749992500.00 749992500.00 U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127955G2 Treasury Debt First Tier Security 2012-10-18 2012-10-18 N N N 500000000.00 499437777.70 0.0042 N 499472500.00 499472500.00 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 951166399.36 0.0079 N 951187500.00 951187500.00 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 1152388971.68 0.0096 N 1152561050.00 1152561050.00 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 1356889626.81 0.0113 N 1357116510.00 1357116510.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% 912828NS5 Treasury Debt First Tier Security 2012-06-30 2012-06-30 N N N 265000000.00 265844408.35 0.0022 N 265890400.00 265890400.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.17% 912828HC7 Treasury Debt First Tier Security 2012-08-31 2012-08-31 N N N 713000000.00 736399703.04 0.0061 N 736479090.00 736479090.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828PH7 Treasury Debt First Tier Security 2012-08-31 2012-08-31 N N N 250000000.00 250462662.35 0.0021 N 250478500.00 250478500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828LB4 Treasury Debt First Tier Security 2012-07-15 2012-07-15 N N N 550000000.00 555172759.24 0.0046 N 555284950.00 555284950.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.18% 912828LM0 Treasury Debt First Tier Security 2012-09-15 2012-09-15 N N N 500000000.00 505227532.35 0.0042 N 505273500.00 505273500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828LH1 Treasury Debt First Tier Security 2012-08-15 2012-08-15 N N N 336000000.00 340168831.26 0.0028 N 340239312.00 340239312.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828AJ9 Treasury Debt First Tier Security 2012-08-15 2012-08-15 N N N 92000000.00 95041043.71 0.0008 N 95054676.00 95054676.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% to 0.18% 912828LR9 Treasury Debt First Tier Security 2012-10-15 2012-10-15 N N N 627770000.00 634956317.66 0.0053 N 635028276.74 635028276.74 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828PD6 Treasury Debt First Tier Security 2012-10-31 2012-10-31 N N N 250000000.00 250482988.25 0.0021 N 250517500.00 250517500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828LX6 Treasury Debt First Tier Security 2012-11-15 2012-11-15 N N N 250000000.00 253082906.08 0.0021 N 253095750.00 253095750.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828AP5 Treasury Debt First Tier Security 2012-11-15 2012-11-15 N N N 519000000.00 539530614.57 0.0045 N 539536830.00 539536830.00 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 1462827361.18 0.0122 N 1462913750.00 1462913750.00 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 741752294.98 0.0062 N 741905600.50 741905600.50 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 300505087.20 0.0025 N 300810000.00 300810000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.45% 2027A0FM6 Other Note First Tier Security 2012-01-12 2012-02-10 N N N 368000000.00 368000000.00 0.0031 N 367920512.00 367920512.00 Royal Bank of Canada Royal Bank of Canada, 0.27% 78008KXS7 Other Note First Tier Security 2011-11-07 2012-11-05 N N N 376000000.00 375887989.45 0.0031 N 376102648.00 376102648.00 Royal Bank of Canada Royal Bank of Canada, 0.42% 78008FBA1 Other Note First Tier Security 2012-01-03 2012-11-01 N N N 1300000000.00 1300000000.00 0.0108 N 1300153400.00 1300153400.00 Royal Bank of Canada Royal Bank of Canada, 0.70% 78008FAM6 Other Note First Tier Security 2011-11-15 2012-11-15 N N N 750000000.00 750000000.00 0.0062 N 750601500.00 750601500.00 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 392462769.00 392462769.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612E0CB1 Other Note First Tier Security 2011-11-07 2012-04-02 N N N 500000000.00 500000000.00 0.0042 N 499689000.00 499689000.00 Westpac Banking Corp. Westpac Banking Corp., 0.38% 91621CAW1 Other Note First Tier Security 2011-11-23 2012-05-23 N N N 1034000000.00 1034000000.00 0.0086 N 1032520346.00 1032520346.00 Westpac Banking Corp. Westpac Banking Corp., 0.44% 91621CBA8 Other Note First Tier Security 2012-01-17 2012-06-14 N N N 801000000.00 801000000.00 0.0067 N 798051519.00 798051519.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.73% 41T99HKQ9 0000729153 Other Note First Tier Security 2011-11-01 2011-11-15 Y ROYAL BANK OF SCOTLAND PLC N/A N/A N N 805000000.00 805000000.00 0.0067 Y 804947675.00 804947675.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EAT5 Government Agency Debt First Tier Security 2011-12-19 2011-12-19 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 100000000.00 99977305.56 0.0008 N 99993190.00 99993190.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EBA5 Government Agency Debt First Tier Security 2011-12-22 2011-12-22 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 141000000.00 140964280.02 0.0012 N 140990397.90 140990397.90 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EAY4 Government Agency Debt First Tier Security 2011-12-22 2011-12-22 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 94077000.00 94053167.19 0.0008 N 94070207.64 94070207.64 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257JC21 Government Agency Debt First Tier Security 2011-12-23 2011-12-23 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 30000000.00 29992241.67 0.0002 N 29994723.00 29994723.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257JB89 Government Agency Debt First Tier Security 2011-12-23 2011-12-23 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 113347000.00 113317687.22 0.0009 N 113327062.26 113327062.26 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EBL1 Government Agency Debt First Tier Security 2012-01-06 2012-01-06 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 108492000.00 108455926.41 0.0009 N 108479480.02 108479480.02 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257M4E7 Government Agency Debt First Tier Security 2012-01-09 2012-01-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 35022000.00 35010170.35 0.0003 N 35011080.14 35011080.14 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FBT1 Government Agency Debt First Tier Security 2012-01-09 2012-01-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 306000000.00 305896639.99 0.0025 N 305960128.20 305960128.20 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257JD20 Government Agency Debt First Tier Security 2012-01-09 2012-01-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 87800000.00 87770343.11 0.0007 N 87776276.44 87776276.44 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FBW4 Government Agency Debt First Tier Security 2012-01-10 2012-01-10 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 253191000.00 253104141.41 0.0021 N 253170592.81 253170592.81 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EBR8 Government Agency Debt First Tier Security 2012-01-11 2012-01-11 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 336000000.00 335882959.91 0.0028 N 335952960.00 335952960.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257JD53 Government Agency Debt First Tier Security 2012-01-12 2012-01-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 381974000.00 381834897.68 0.0032 N 381854900.51 381854900.51 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FBY0 Government Agency Debt First Tier Security 2012-01-13 2012-01-13 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 30000000.00 29988916.67 0.0002 N 29995977.00 29995977.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FBY0 Government Agency Debt First Tier Security 2012-01-13 2012-01-13 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 100000000.00 99963055.56 0.0008 N 99984990.00 99984990.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257M4U1 Government Agency Debt First Tier Security 2012-01-17 2012-01-17 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 38635000.00 38620522.62 0.0003 N 38622327.72 38622327.72 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257FCB9 Government Agency Debt First Tier Security 2012-01-25 2012-01-25 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 204000000.00 203909333.30 0.0017 N 203954671.20 203954671.20 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257FCC7 Government Agency Debt First Tier Security 2012-01-26 2012-01-26 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 204000000.00 203905933.43 0.0017 N 203953161.60 203953161.60 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257ECD8 Government Agency Debt First Tier Security 2012-01-27 2012-01-27 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 500000000.00 499766666.80 0.0042 N 499763500.00 499763500.00 Straight-A Funding LLC Straight-A Funding LLC, 0.20% (Liquidity Facility Federal Financing Bank) 86257ECE6 Government Agency Debt First Tier Security 2012-01-30 2012-01-30 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 300000000.00 299858333.28 0.0025 N 299856600.00 299856600.00 Fannie Mae Fannie Mae, 0.15% 313588PB5 Government Agency Debt First Tier Security 2011-11-10 2011-11-10 N N N 500000000.00 499981250.00 0.0042 N 499997500.00 499997500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313375Z59 Government Agency Debt First Tier Security 2012-11-06 2012-11-06 N N N 50000000.00 49987696.43 0.0004 N 49948850.00 49948850.00 Freddie Mac Freddie Mac, 0.20% 3134G13Z5 Government Agency Debt First Tier Security 2011-11-10 2012-08-10 N N N 750000000.00 749706885.45 0.0062 N 750573750.00 750573750.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.13% Series 2004 H6, LOC Bank of America NA VRDN 64966CH20 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.12% (Westport Dev. Proj.) Series 2004 A, LOC Fannie Mae Mtg. pass-thru certificates VRD 64970HBA1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.12% (South Cove Plaza Proj.) Series A, LOC Freddie Mac VRDN 64986MBA2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.12% (55 West 25th Street Hsg. Proj.) Series 2005 A, LOC Fannie Mae Mtg. pass-thru certificates VRDN 64986ME68 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.13% (Tower 31 Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986MJ71 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.13% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.13% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.13% (101 West End Hsg. Proj.) Series 1998 A, LOC Fannie Mae Mtg. pass-thru certificates VRDN 64986MLC7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.13% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae Mtg. pass-thru certificates VRDN 64986MDT9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.13% (101 West End Hsg. Proj.) Series 1999 A, LOC Fannie Mae Mtg. pass-thru certificates VRDN 64986MLD5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.13% (66 West 38th Street Hsg. Proj.) Series A, LOC Fannie Mae Mtg. pass-thru certificates VRDN 64986MXX8 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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 Triborough Bridge & Tunnel Auth. Revs. Triborough Bridge & Tunnel Auth. Revs., 0.12% Series 2002 F, (Liquidity Facility Royal Bank of Scotland NV) VRDN 89602NCG7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.17% Series 2005 B3, (Liquidity Facility Bank of America NA) VRDN 89602NGX6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.11% Series 2003 B1, LOC JPMorgan Chase Bank, LOC California Pub. Employees Retirement Sys. VRDN 13063BDA7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y CALIFORNIA TEACHERS RET SYSTEM N/A N/A CALIFORNIA PUB EE RETIREMT SYS N/A N/A JPMORGAN CHASE BANK NA 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., 0.12% (Multifamily Hsg. Prog.) Series 2001 G, (Liquidity Facility Fannie Mae Mtg. pass-thru certificates) (Liquidity 13033KXN4 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.12% (Multifamily Hsg. Prog.) Series 2005 B, (Liquidity Facility Fannie Mae Mtg. pass-thru certificates) (Liquidity 13034PKU0 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FANNIE MAE N/A N/A FREDDIE MAC 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., 0.13% (Home Mtg. Prog.) Series 2003 D, (Liquidity Facility Fannie Mae Mtg. pass-thru certificates) (Liquidity Facilit 13034PQQ3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.13% (Home Mtg. Prog.) Series 2001 J, (Liquidity Facility Fannie Mae Mtg. pass-thru certificates) (Liquidity Facilit 13034PQK6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FREDDIE MAC N/A N/A FANNIE MAE 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., 0.21% (Recology, Inc. Proj.) Series 2010 A, LOC Bank of America NA VRDN 130536PN9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.10% (Loma Linda Univ. Med. Ctr. Proj.) Series 2007 B1, LOC Union Bank of California VRDN 541482JN6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.13% (Hollywood & Vine Apts. Proj.) Series A, LOC Fannie Mae Mtg. pass-thru certificates VRDN 544393CH2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.12% Series 2010 A3, LOC JPMorgan Chase Bank VRDN 79765A3M6 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.14% (Parker Ranch Proj.) Series A, LOC Fannie Mae Mtg. pass-thru certificates VRDN 828905EA3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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, 0.22% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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 Michigan Hosp. Fin. Auth. Rev. Michigan Hosp. Fin. Auth. Rev., 0.13% (Henry Ford Health Sys. Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 59465HGS9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.17% (CaroMont Health Proj.) Series 2003 A, LOC Bank of America NA VRDN 65820HVF7 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 34650000.00 34650000.00 0.0003 N 34650000.00 34650000.00 Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev. Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev., 0.11% Series 2004 86B, (Liquidity Facility Fannie Mae Mtg. pass-thru certificates) (Liquidity Fa 708793GF5 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 Y FREDDIE MAC N/A N/A FANNIE MAE N/A N/A N N 31800000.00 31800000.00 0.0003 N 31800000.00 31800000.00 Gulf Coast Waste Disp. Auth. Solid Waste Disp. Rev. Gulf Coast Waste Disp. Auth. Solid Waste Disp. Rev., 0.19% (Waste Mgmt., Inc. Proj.) Series A, LOC JPMorgan Chase Bank VRDN 402231AX2 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.11% Series 2000 A, LOC JPMorgan Chase Bank VRDN 591745XL3 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.16% (George Washington Univ. Proj.) Series 1999 B, LOC Bank of America NA VRDN 2548394S9 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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., 0.16% (Catholic Healthcare West Proj.) Series 2008 B, LOC Bank of America NA VRDN 040507JU0 Variable Rate Demand Note First Tier Security 2011-11-07 2011-11-07 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 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.70% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2012-01-03 2012-01-30 Y METROPOLITAN LIFE INS CO N/A N/A N N 175000000.00 175000000.00 0.0015 Y 174952400.00 174952400.00 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 24982537.00 24982536.50 0.0002 N 24962522.99 24962522.99 Barclays Capital, Inc. Barclays Capital, Inc., 0.18% 43F99PKT6 0000851376 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-04-01 2041-08-01 4 - 4.5 Government Agency Debt 460157815.00 427392822.45 First Tier Security 2011-11-07 2011-11-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 419000000.00 419000000.00 0.0035 N 419000000.00 419000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.14% 40H99WQC6 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-12-01 2040-07-01 5.5 - 6 Government Agency Debt 2997216.00 1136274.59 FEDERAL NATIONAL MORTGAGE ASSOC 2024-05-01 2041-07-01 4.5 - 7.5 Government Agency Debt 1031171200.00 352917872.00 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-07-15 2040-08-20 4.5 - 7 Government Agency Debt 6830543.00 1295315.56 First Tier Security 2011-11-07 2011-11-07 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 348000000.00 348000000.00 0.0029 N 348000000.00 348000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.19% 40H99WMY2 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2019-04-01 2040-11-01 3.02 - 6 Government Agency Debt 179192897.00 66132293.44 FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2041-07-01 2.421 - 7 Government Agency Debt 351858340.00 181838712.30 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-12-15 2051-12-15 3.5 - 7 Government Agency Debt 381824843.00 125246122.11 First Tier Security 2011-11-07 2011-11-07 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 MORTGAGE CORP 2019-02-15 2048-02-01 0.643 - 6.5 Government Agency Debt 278733247.00 122715028.23 FEDERAL NATIONAL MORTGAGE ASSOC 2022-08-01 2041-08-01 0.615 - 7 Government Agency Debt 553137481.00 193482087.24 GOVERNMENT NATIONAL MORTAGE ASSOC 2029-09-16 2060-05-20 1.221 - 5.5 Government Agency Debt 106434893.00 53222236.14 First Tier Security 2011-11-01 2011-11-01 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 361000000.00 361000000.00 0.0030 N 361000000.00 361000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 41P99GQV8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-05-15 2041-05-15 0.7 - 5 Government Agency Debt 165939334.00 124432842.29 FEDERAL NATIONAL MORTGAGE ASSOC 2017-08-25 2048-07-25 0.575 - 6.5 Government Agency Debt 249518773.00 122316185.24 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-09-16 2041-01-16 1.75 - 2.25 Government Agency Debt 425000.00 383820.42 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 240000000.00 240000000.00 0.0020 N 240000000.00 240000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 41P99GKC6 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2041-05-15 2.153 - 6 Government Agency Debt 319496153.00 63978499.24 FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-01 2047-09-01 1.146 - 6.339 Government Agency Debt 373358460.00 117637806.62 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-07-20 2041-01-16 1.75 - 2.625 Government Agency Debt 310000.00 47053.88 Unrated Security 2011-11-07 2011-11-07 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, 0.17% 41P99GPM9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2022-12-20 2022-12-20 5.435 - 5.435 Government Agency Debt 1120200.00 1192415.21 FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2041-05-15 4 - 7 Government Agency Debt 461999803.00 322703712.12 FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-25 2041-04-01 0.675 - 6 Government Agency Debt 55531651.00 46536020.17 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-07-20 2028-01-20 2.375 - 2.625 Government Agency Debt 23334670.00 313235.35 Unrated Security 2011-11-07 2011-11-07 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, 0.19% 41P99GQR7 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-01-15 2041-05-15 4 - 6 Government Agency Debt 521990140.00 196670944.01 FEDERAL NATIONAL MORTGAGE ASSOC 2040-10-01 2040-10-01 5.5 - 5.5 Government Agency Debt 60000.00 63658.37 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 191000000.00 191000000.00 0.0016 N 191000000.00 191000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.19% 41P99GRQ8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-05-15 2041-05-15 4 - 4 Government Agency Debt 1410000.00 965412.39 FEDERAL NATIONAL MORTGAGE ASSOC 2020-03-01 2050-11-01 3 - 6 Government Agency Debt 816754028.00 789465527.75 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2041-10-20 1.75 - 8 Government Agency Debt 2216020527.00 167909707.56 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 939000000.00 939000000.00 0.0078 N 939000000.00 939000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.19% 41P99GRC9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-05-15 2041-05-15 4 - 4 Government Agency Debt 105000.00 71892.41 FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-01 2041-09-01 2.388 - 6.5 Government Agency Debt 643330617.00 387536997.86 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 380000000.00 380000000.00 0.0032 N 380000000.00 380000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 41P99GME0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2019-05-01 2041-09-01 1.575 - 6.296 Government Agency Debt 692391870.00 217847208.87 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2048-01-01 0.675 - 6.5 Government Agency Debt 144802367.00 88485093.64 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-07-20 2041-02-20 0.743 - 5 Government Agency Debt 86702153.00 65449611.49 Unrated Security 2011-11-07 2011-11-07 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% 41P99GRG0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-04-01 2041-05-15 3.549 - 5.905 Government Agency Debt 101256504.00 62280214.92 FEDERAL NATIONAL MORTGAGE ASSOC 2015-01-01 2038-05-01 1.951 - 6.121 Government Agency Debt 675501554.00 184566594.97 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 242000000.00 242000000.00 0.0020 N 242000000.00 242000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 41P99GJG9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-02-01 2041-05-15 2.028 - 5.743 Government Agency Debt 594593342.00 92169344.33 FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-01 2041-09-01 0.675 - 6.5 Government Agency Debt 273759701.00 96216764.88 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-01-16 2041-01-16 1.75 - 1.75 Government Agency Debt 65000.00 58720.47 Unrated Security 2011-11-07 2011-11-07 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 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.16%, dated 10/31/2011 due 11/01/2011 43J99YDK0_08126 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2016-06-13 2016-06-13 5.625 - 5.625 Government Agency Debt 821467.58 934375.21 FEDERAL HOME LOAN MORTGAGE CORP 2015-07-01 2041-04-15 2.113 - 9.5 Government Agency Debt 376370254.83 110135954.54 FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2047-10-01 0 - 7.5 Government Agency Debt 1086696086.23 408920242.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-04-20 2041-10-20 1.493 - 8 Government Agency Debt 380658106.66 203300290.85 TENNESEE VALLEY AUTHORITY 2017-07-18 2045-07-15 0 - 6.235 Government Agency Debt 1105537.10 1308903.44 GOLDMAN SACHS GROUP INC FDIC GTD TLGP 2012-06-15 2012-06-15 3.25 - 3.25 Other Instrument CORPORATE 853916.40 880599.39 JPMORGAN CHASE & CO FDIC GTD TLGP 2012-06-22 2012-06-22 2.125 - 2.125 Other Instrument CORPORATE 948796.00 967652.92 Unrated Security 2011-11-01 2011-11-01 N N N 711597000.00 711597000.00 0.0059 N 711597000.00 711597000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.16% 41B99CJR9 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-04-15 2040-11-15 0.643 - 8 Government Agency Debt 73333765.00 72013255.14 FEDERAL NATIONAL MORTGAGE ASSOC 2020-06-25 2039-01-25 0.645 - 8.8 Government Agency Debt 105761840.00 90327064.51 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-01-16 2039-11-20 3 - 3.25 Government Agency Debt 72358791.00 62266543.46 First Tier Security 2011-11-07 2011-11-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 218000000.00 218000000.00 0.0018 N 218000000.00 218000000.00 UBS Securities LLC UBS Securities LLC, 0.14% 42J991RJ2 0000230611 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2026-04-01 4 - 4 Government Agency Debt 4179306.00 3950731.42 FEDERAL NATIONAL MORTGAGE ASSOC 2041-06-01 2041-06-01 4.5 - 4.5 Government Agency Debt 16026916.00 15540912.89 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-10-20 2041-10-20 4 - 4 Government Agency Debt 335741164.00 357934774.07 First Tier Security 2011-11-07 2011-11-07 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 370000000.00 370000000.00 0.0031 N 370000000.00 370000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.29% 42X99TUM4 0000851376 Other Repurchase Agreement N AMERICAN INTL GROUP INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 138.00 1035.00 CAPITAL ONE FINL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 58666.00 2751435.40 COTT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 262116.00 1863644.76 FORD MOTOR CO, DEARBORN, MI 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 15540368.00 55789921.12 GENERAL MOTORS CO, DETROIT, MICHIGAN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3142.00 46739.65 REGIONS FINANCIAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 871847.00 3722786.69 SAMSON OIL SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14800.00 36260.00 SANOFI CVR 20 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 491307.00 501133.14 SEL SCT CONS DISCR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 392456.00 17213737.42 UNION PACIFIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 27100.00 2764742.00 VONAGE HOLDINGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1452251.00 4952175.91 First Tier Security 2011-11-03 2011-11-03 N N N 83000000.00 83000000.00 0.0007 N 83000000.00 83000000.00 Barclays Capital, Inc. 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Barclays Capital, Inc., 0.55% 42X99TVK7 0000851376 Other Repurchase Agreement N ACE SECURITIES CORP HOME EQUITY LOAN TRUST 2034-12-25 2034-12-25 1.22 - 1.22 Other Instrument ASSET BACKED 20000000.00 15217166.00 ADAMS OUTDOOR ADVERTISING LP 2040-12-20 2040-12-20 N/A Other Instrument ASSET BACKED 14600000.00 14816745.11 ADVANTA BUSINESS CARD MASTER TRUST 2014-12-22 2014-12-22 0.481 - 0.481 Other Instrument ASSET BACKED 32709000.00 14392459.31 AMERIQUEST MORTGAGE SECURITIES ASSET-BACKED PTC 2034-05-25 2034-05-25 4.56 - 4.56 Other Instrument ASSET BACKED 18000000.00 9815935.52 ARGENT MORTGAGE LOAN TRUST 2034-06-25 2035-10-25 0.605 - 0.845 Other Instrument ASSET BACKED 40587675.00 26896018.13 ARGENT MORTGAGE LOAN TRUST 2036-09-25 2036-09-25 0.395 - 0.395 Other Instrument ASSET BACKED 36200000.00 9686060.02 ASSET BACKED SECURITIES CORPORATION HOME EQUITY LOAN TRUST 2034-06-25 2034-06-25 1.055 - 1.055 Other Instrument ASSET BACKED 11400000.00 8777347.77 BANK OF AMERICA REMIC SECURITIES TRUST, MANUFACTURED HOUSING 2028-01-10 2028-01-10 N/A Other Instrument ASSET BACKED 8344000.00 8550970.48 COUNTRYWIDE HOME EQUITY LOAN TRUST 2034-05-25 2034-05-25 0.995 - 0.995 Other Instrument ASSET BACKED 12740000.00 8987188.36 COUNTRYWIDE HOME EQUITY LOAN TRUST 2034-05-15 2034-05-15 0.503 - 0.503 Other Instrument ASSET BACKED 104047228.00 3231380.49 CWABS ASSET BACKED CTFS TR 2007-12 2047-08-25 2047-08-25 N/A Other Instrument ASSET BACKED 30000000.00 12845733.60 C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES 2035-01-25 2035-01-25 0.965 - 0.965 Other Instrument ASSET BACKED 14351000.00 10956457.90 CITIGROUP MORTGAGE LOAN TRUST 2036-09-25 2036-09-25 0.405 - 0.405 Other Instrument ASSET BACKED 35500000.00 9828827.45 CITIGROUP MORTGAGE LOAN TRUST 2046-11-25 2046-11-25 0.645 - 0.645 Other Instrument ASSET BACKED 64013000.00 14839468.38 CONSECO FINANCE MANUFACTURED HOUSING CONTRACT 2031-08-01 2032-05-01 7.27 - 8.31 Other Instrument ASSET BACKED 79294129.00 46453490.15 COUNTRYWIDE HOME EQUITY LOAN TRUST 2036-12-25 2036-12-25 0.585 - 0.585 Other Instrument ASSET BACKED 53804000.00 9707759.94 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2036-10-25 2036-10-25 0.405 - 0.405 Other Instrument ASSET BACKED 26457429.00 10655238.83 GMAC HOME EQUITY LOAN-BACKED NOTES 2037-12-25 2037-12-25 6.054 - 6.054 Other Instrument ASSET BACKED 21599000.00 9098541.76 GSAMP 2037-02-27 2037-02-27 0.345 - 0.345 Other Instrument ASSET BACKED 25975000.00 9742558.93 GSAMP 2036-12-25 2036-12-25 0.545 - 0.545 Other Instrument ASSET BACKED 14720000.00 4277432.73 GSAMP 2036-01-25 2036-01-25 0.635 - 0.635 Other Instrument ASSET BACKED 25667000.00 11797240.73 GREEN TREE FINANCIAL CORPORATION (MANUFACTURED HOUSING) 2028-12-01 2029-05-01 0 - 6.63 Other Instrument ASSET BACKED 107204000.00 38340280.96 HOME EQUITY LOAN TRUST 2037-04-25 2037-04-25 0.375 - 0.375 Other Instrument ASSET BACKED 57672000.00 15340596.12 HOME LOAN TRUST 2026-04-25 2026-04-25 5.44 - 5.44 Other Instrument ASSET BACKED 13700000.00 9978495.62 IMPAC CMB TRUST 2035-11-25 2035-11-25 0.505 - 0.505 Other Instrument ASSET BACKED 50930000.00 8333197.62 LONG BEACH MORTGAGE LOAN TRUST 2033-08-25 2046-01-25 0.485 - 1.265 Other Instrument ASSET BACKED 130909698.00 63129128.25 MERRILL LYNCH HOME EQUITY LOAN TRUST 2035-08-25 2037-03-25 1.045 - 5.895 Other Instrument ASSET BACKED 49989000.00 19479104.97 MORGAN STANLEY ABS 2034-06-25 2034-06-25 1.19 - 1.19 Other Instrument ASSET BACKED 20497000.00 14024076.69 NATIONAL COLLEGIATE TRUST 2033-01-25 2033-01-25 0.54 - 0.54 Other Instrument ASSET BACKED 34603360.00 15841560.77 NATIONAL COLLEGIATE TRUST 2038-03-25 2038-03-25 1.089 - 1.089 Other Instrument ASSET BACKED 40000000.00 13959658.13 NEW CENTURY MORTGAGE CORP HOME EQUITY LOAN TRUST 2035-08-25 2035-08-25 5.114 - 5.114 Other Instrument ASSET BACKED 14287012.00 11022006.01 NOVASTAR MORTGAGE FUNDING TRUST 2036-09-25 2036-09-25 0.395 - 0.395 Other Instrument ASSET BACKED 44262000.00 14548609.57 POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2036-01-25 2036-01-25 6.085 - 6.085 Other Instrument ASSET BACKED 22910000.00 12393030.86 RAAC 2035-12-25 2045-09-25 0.435 - 0.565 Other Instrument ASSET BACKED 36555714.00 12572418.61 SASCO MORTGAGE LOAN TRUST 2037-05-25 2037-05-25 0.395 - 0.395 Other Instrument ASSET BACKED 51167000.00 8683103.27 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2037-07-25 2037-07-25 5.149 - 5.149 Other Instrument ASSET BACKED 22000000.00 9628928.40 First Tier Security 2011-12-02 2011-12-02 N N N 498000000.00 498000000.00 0.0041 Y 498000000.00 498000000.00 Barclays Capital, Inc. 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DE C 2015-01-27 2015-01-27 5.5 - 5.5 Other Instrument CORPORATE 1925000.00 2096725.88 UNITED TECHNOLOGIES 2040-04-15 2040-04-15 5.7 - 5.7 Other Instrument CORPORATE 140000.00 171335.28 UNITEDHEALTH GROUP INC COM 2016-03-15 2016-03-15 5.375 - 5.375 Other Instrument CORPORATE 6000000.00 6952072.62 VALERO ENERGY CORP NEW 2012-04-15 2012-04-15 6.875 - 6.875 Other Instrument CORPORATE 200000.00 205786.92 VENTAS REALTY LIMITED PARTNERS 2021-06-01 2021-06-01 4.75 - 4.75 Other Instrument CORPORATE 8110000.00 8038769.53 VERIZON GLOBAL FUNDING CORP. 2030-12-01 2030-12-01 7.75 - 7.75 Other Instrument CORPORATE 23085000.00 32706745.95 WALGREEN CO 2019-01-15 2019-01-15 5.25 - 5.25 Other Instrument CORPORATE 1000000.00 1177624.23 WASHINGTON REAL ESTATE INVESTM 2013-03-15 2013-03-15 5.125 - 5.125 Other Instrument CORPORATE 1460000.00 1498699.20 WEATHERFORD INTERNATIONAL LTD 2018-03-15 2018-03-15 6 - 6 Other Instrument CORPORATE 1000000.00 1111103.42 WELLPOINT INC COM < 2016-01-15 2016-01-15 5.25 - 5.25 Other Instrument CORPORATE 3000000.00 3407767.30 WHIRLPOOL CORP 2014-05-01 2014-05-01 8.6 - 8.6 Other Instrument CORPORATE 1675000.00 1965854.61 WYETH 2034-02-01 2034-02-01 6.5 - 6.5 Other Instrument CORPORATE 4300000.00 5649638.75 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 268000000.00 268000000.00 0.0022 N 268000000.00 268000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.35% 36N99SUA5 0000877559 Other Repurchase Agreement N AETNA INC 2016-06-15 2016-06-15 6 - 6 Other Instrument CORPORATE 40000.00 47070.80 COMMONWEALTH EDISON COMPANY 2036-03-15 2036-03-15 5.9 - 5.9 Other Instrument CORPORATE 905000.00 1086076.96 IBM CORPORATION 2017-09-14 2017-09-14 5.7 - 5.7 Other Instrument CORPORATE 24112900.00 29282063.15 METLIFE CAPITAL TRUST I 2039-08-01 2039-08-01 10.75 - 10.75 Other Instrument CORPORATE 16885000.00 22736941.38 MORGAN STANLEY GROUP INC. 2017-01-09 2017-01-09 5.45 - 5.45 Other Instrument CORPORATE 21555000.00 21966573.53 PROVINCE DE QUE'BEC 2015-05-26 2015-05-26 4.6 - 4.6 Other Instrument CORPORATE 2100000.00 2373774.79 WACHOVIA CORPORATION 2ND NEW 2016-10-15 2016-10-15 5.625 - 5.625 Other Instrument CORPORATE 6000000.00 6518962.38 Unrated Security 2011-11-07 2011-11-07 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 80000000.00 80000000.00 0.0007 N 80000000.00 80000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.52% 36N99SUH0 0000877559 Other Repurchase Agreement N ABBOTT LABORATORIES 2017-11-30 2017-11-30 5.6 - 5.6 Other Instrument CORPORATE 285000.00 343873.41 AETNA INC 2016-06-15 2016-06-15 6 - 6 Other Instrument CORPORATE 440000.00 517778.79 BLACK & DECKER 2016-11-15 2016-11-15 5.75 - 5.75 Other Instrument CORPORATE 500000.00 592257.08 CVS/CAREMARK 2041-05-15 2041-05-15 5.75 - 5.75 Other Instrument CORPORATE 130000.00 152222.64 CARDINAL HEALTH, INC. 2016-10-15 2016-10-15 5.8 - 5.8 Other Instrument CORPORATE 913500.00 1052967.12 EOG RESOURCES, INC. 2020-06-01 2020-06-01 4.4 - 4.4 Other Instrument CORPORATE 355000.00 394960.80 GOLDMAN SACHS GROUP, INC. 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Morgan Clearing Corp., 0.25% 43H99UFD4 Other Repurchase Agreement N CALLON PETROLEUM COMPANY 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 117537.00 586509.63 DELTA AIRLINES, INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 538483.00 4582490.33 HSBC HOLDINGS PLC 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 708787.00 32178929.80 LONE PINE RES INC 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 593562.00 4570427.40 MGM GRAND, INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 3549851.00 42669209.02 M/I SCHOTTENSTEIN HOMES INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 125458.00 1028755.60 MAC-GRAY CORPORATION 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 396976.00 5688666.08 First Tier Security 2011-11-01 2011-11-01 N N N 84000000.00 84000000.00 0.0007 N 84000000.00 84000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.48% 43H99UFJ1 Other Repurchase Agreement N 51-100 2011-10-31 2011-10-31 N/A Other Instrument CORPORATE 1800832000.00 1981548233.97 First Tier Security 2011-11-01 2011-11-01 N N N 1823000000.00 1823000000.00 0.0151 N 1823000000.00 1823000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 43H99UCR6 Other Repurchase Agreement N THE AES CORPORATON 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 2228400.00 25960860.00 ABBOTT LABORATORIES 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 76338.00 4139046.36 ALLSTATE CORPORATION (THE) 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 109085.00 2962748.60 ANADARKA PETROLEUM CORPORATION 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 2219778.00 185884209.72 APPLE COMPUTER, INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 5056.00 2047427.20 ARCHER-DANIELS MIDLAND COMPANY 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 102047.00 3096105.98 AUTOZONE INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 5697.00 1867590.54 BMC SOFTWARE INC 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 926811.00 32633015.31 BAIDU.COM INC 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 54917.00 7942096.54 C. R. BARD, INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 38928.00 3418267.68 BAXTER INTERNATIONAL 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 133.00 7337.61 BED BATH & BEYOND 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 26446.00 1617172.90 BOEING COMPANY 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 895355.00 61036350.35 BOSTON SCIENTIFIC CORPORATION 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 360110.00 2092239.10 BROWN FORMAN CORP 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 9800.00 744800.00 CSX CORP 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 1794035.00 41460148.85 CABLEVISION SYSTEMS CORPORATIO 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 454504.00 6881190.56 CARDINAL HEALTH, INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 606147.00 27573627.03 CATERPILLAR INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 25089.00 2429869.65 CITRIX SYSTEMS, INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 18299.00 1342597.63 COMERICA INCORPORATED 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 257267.00 6668360.64 CONSTELLATION BRANDS INC 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 612782.00 12604925.74 CONSTELLATION ENERGY GROUP, IN 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 399701.00 15908099.80 HESS CORPORATION < CO 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 123246.00 8092332.36 HONEYWELL INTERNATIONAL INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 389598.00 20991540.24 SLM CORPORATION 6.97% SE 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 2317330.00 31631554.50 VALERO ENERGY CORP NEW 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 1559495.00 41638516.50 VODAFONE GROUP PLC 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 1317024.00 37126906.56 MARVELL TECHNOLOGY GROUP LTD. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 287827.00 4055482.43 SEAGATE TECHNOLOGY PUBLIC LIMI 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 247187.00 4051394.93 First Tier Security 2012-01-23 2012-01-23 N N N 550000000.00 550000000.00 0.0046 Y 550000000.00 550000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.69% 42K99VLA9 Other Repurchase Agreement N ALLIANCE PETROLEUM COR 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 3050000.00 2396092.20 BEST BUY CO., INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 23003000.00 23120890.38 BOSTON PROPERTIES LIMITED PART 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 5487000.00 6350061.20 CONVERGYS CORPORATION 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 3000000.00 3803229.00 EMC CORPORATION 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 28416000.00 44182333.44 EQUINIX, INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 22698000.00 31989585.19 EXTERRAN HOLDINGS INC 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 15965000.00 14888416.19 FORD MOTOR COMPANY 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 652000.00 997297.24 GENERAL CABLE CORPORATION 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 73621000.00 79297179.10 GILEAD SCIENCES INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 4842000.00 5602925.00 GOODRICH PETE CORP 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 2688000.00 2632000.90 HERTZ GLOBAL HOLDINGS, INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 74580000.00 121705237.50 HOST HOTELS & RESORTS, L.P. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 54078000.00 65584176.06 THE INTERPUBLIC GROUP OF COMPA 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 6403000.00 7154193.56 JETBLUE AIRWAYS 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 16063000.00 19082040.85 LENNAR CORPORATION 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 23663000.00 24820570.30 NAVISTAR INTERNATIONAL CORPORA 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 10946000.00 12551811.04 NEWMONT MINING CORPORATION 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 11814000.00 18682506.59 NUANCE COMMUNICATIONS INC 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 46254000.00 51067422.51 RADIAN GROUP INCORPORATED < 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 7975000.00 4337068.18 TEREX CORPORATION 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 29800000.00 39921629.60 VISHAY INTERTECHNOLOGY, INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 2500000.00 2436262.50 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. 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INC. 2011-10-31 2011-10-31 N/A Other Instrument OTHER NOTE 276291.00 4575378.96 First Tier Security 2012-04-23 2012-04-23 N N N 275000000.00 275000000.00 0.0023 Y 275000000.00 275000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.19% 43E999PW1 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2015-06-15 2041-06-15 0 - 9 Government Agency Debt 2866642106.00 206734420.04 FEDERAL NATIONAL MORTGAGE ASSOC 2013-05-25 2050-07-25 0 - 9.5 Government Agency Debt 8801106651.00 1664793568.41 GOVERNMENT NATIONAL MORTAGE ASSOC 2013-04-16 2053-08-16 0 - 6.5 Government Agency Debt 10238626064.00 420224697.30 First Tier Security 2011-11-01 2011-11-01 N N N 2225000000.00 2225000000.00 0.0185 N 2225000000.00 2225000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.50% 43E999HD2 0001287279 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2007-OH 2047-09-25 2047-09-25 0.745 - 0.745 Other Instrument GOVERNMENT AGENCY 25022000.00 3339208.31 AMERICAN HOME MORTGAGE INVESTM 2034-10-25 2045-06-25 0.815 - 1.695 Other Instrument GOVERNMENT AGENCY 163549000.00 3218813.62 AMERICAN HOME MORTGAGE INVESTM 2035-11-25 2035-11-25 0.435 - 0.435 Other Instrument GOVERNMENT AGENCY 42262851.00 4767876.30 BANC OF AMERICA FUNDING CORPOR 2035-11-20 2035-11-20 5.281 - 5.281 Other Instrument GOVERNMENT AGENCY 9247000.00 7054.35 CWALT, INC., 2005-13CB 2035-05-25 2035-05-25 2.845 - 2.845 Other Instrument GOVERNMENT AGENCY 4675000.00 113727.64 CWALT, INC., 2005-43 2035-12-25 2035-12-25 0.665 - 0.665 Other Instrument GOVERNMENT AGENCY 41308000.00 2191802.90 ALTERNATIVE LOAN TRUST 2006-OA 2046-12-20 2046-12-20 0.545 - 0.545 Other Instrument GOVERNMENT AGENCY 25103000.00 397328.05 CWMBS, INC., 2005-19 2036-01-25 2036-01-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 13446000.00 55282.89 CWMBS, INC. 2004-21 2035-03-25 2035-03-25 1.245 - 1.245 Other Instrument GOVERNMENT AGENCY 1970000.00 29365.69 CHASEFLEX TRUST SERIES 2007-3 2037-07-25 2037-07-25 0 - 0.605 Other Instrument GOVERNMENT AGENCY 64297101.00 44265786.17 CITIGROUP MORTGAGE LOAN TRUST, 2035-05-25 2035-05-25 4.155 - 4.155 Other Instrument GOVERNMENT AGENCY 8366000.00 34354.13 CITIGROUP MORTGAGE LOAN TRUST 2036-07-25 2036-07-25 2.688 - 2.688 Other Instrument GOVERNMENT AGENCY 49492000.00 9286222.20 CSFB MORTGAGE-BACKED PASS-THRO 2034-02-25 2034-02-25 1.845 - 1.845 Other Instrument GOVERNMENT AGENCY 2000000.00 207060.13 DEUTSCHE MORTGAGE SECURITIES, 2036-11-26 2036-11-26 6 - 6 Other Instrument GOVERNMENT AGENCY 9212761.00 4342200.28 HSI ASSET LOAN OBLIGATION TRUS 2037-06-25 2037-06-25 6 - 6 Other Instrument GOVERNMENT AGENCY 106500000.00 45281652.87 HARBORVIEW MORTGAGE LOAN TRUST 2037-08-14 2037-08-14 1.245 - 1.245 Other Instrument GOVERNMENT AGENCY 34961333.00 3480419.76 HARBORVIEW MORTGAGE LOAN TRUST 2037-08-19 2037-08-19 0.524 - 0.524 Other Instrument GOVERNMENT AGENCY 20025667.00 1298634.12 HSI ASSET LOAN OBLIGATION TRUS 2037-09-25 2037-09-25 5.436 - 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