0000278001-11-000065.txt : 20120130 0000278001-11-000065.hdr.sgml : 20120130 20111207123340 ACCESSION NUMBER: 0000278001-11-000065 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111130 FILED AS OF DATE: 20111207 DATE AS OF CHANGE: 20111207 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: 111247784 BUSINESS ADDRESS: STREET 1: 82 DEVONSHIRE STREET CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 82 DEVONSHIRE STREET CITY: BOSTON STATE: MA ZIP: 02109 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 2011-11-30 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 51 92 121328957009.77 82597245.60 1904605855.83 119506948399.54 0.0037 1.0002 2011-11-30 1.0002 2011-11-30 C000019553 2500.00 119506948399.54 1.00 -752304514.07 20901534605.47 21653839119.54 0.0001 1.0002 2011-11-30 1.0002 2011-11-30 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 424051770.40 424051770.40 Bank of Montreal Bank of Montreal, 0.43% 06366UD47 Certificate of Deposit First Tier Security 2012-01-06 2012-12-06 N N N 741000000.00 741000000.00 0.0062 N 738912603.00 738912603.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.41% 06366WLY8 Certificate of Deposit First Tier Security 2011-12-28 2012-09-26 N N N 402000000.00 402000000.00 0.0034 N 401992764.00 401992764.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.44% 06366WPF5 Certificate of Deposit First Tier Security 2011-12-19 2012-10-18 N N N 617000000.00 617000000.00 0.0052 N 616832793.00 616832793.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.45% 06366WQD9 Certificate of Deposit First Tier Security 2011-12-29 2012-10-29 N N N 210000000.00 210000000.00 0.0018 N 210010710.00 210010710.00 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 06417D5X9 Certificate of Deposit First Tier Security 2011-12-23 2011-12-23 N N N 500000000.00 500000000.00 0.0042 N 500060650.00 500060650.00 Bank of Nova Scotia Bank of Nova Scotia, 0.45% 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, 0.49% 06417EAZ6 Certificate of Deposit First Tier Security 2012-02-13 2012-07-11 N N N 379000000.00 379000000.00 0.0032 N 378939739.00 378939739.00 Bank of Nova Scotia Bank of Nova Scotia, 0.58% 06417EPT4 Certificate of Deposit First Tier Security 2012-06-22 2012-06-22 N N N 870000000.00 870000000.00 0.0073 N 870345477.00 870345477.00 Bank of Nova Scotia Bank of Nova Scotia, 0.61% 06417DJE6 Certificate of Deposit First Tier Security 2012-02-16 2012-12-14 N N N 206000000.00 206000000.00 0.0017 N 205948500.00 205948500.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.32% 06538DD22 Certificate of Deposit First Tier Security 2011-12-01 2011-12-01 N N N 1000000000.00 1000000000.00 0.0084 N 1000002800.00 1000002800.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 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 179554987.55 179554987.55 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.41% 06538D2J7 Certificate of Deposit First Tier Security 2012-02-07 2012-02-07 N N N 775000000.00 775000000.00 0.0065 N 774895917.50 774895917.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.41% 06538D2K4 Certificate of Deposit First Tier Security 2012-02-08 2012-02-08 N N N 1000000000.00 1000000000.00 0.0084 N 999863700.00 999863700.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.41% 06538D3D9 Certificate of Deposit First Tier Security 2012-02-09 2012-02-09 N N N 500000000.00 500000000.00 0.0042 N 499930900.00 499930900.00 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 0.0124 N 1479905280.00 1479905280.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.43% 13606X5X2 Certificate of Deposit First Tier Security 2011-12-23 2012-09-24 N N N 1200000000.00 1200000000.00 0.0100 N 1199982000.00 1199982000.00 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 553847096.00 553847096.00 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 2012-12-17 N N N 1107000000.00 1107000000.00 0.0093 N 1103855013.00 1103855013.00 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 418939664.00 418939664.00 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 0.0084 N 1000124300.00 1000124300.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.47% 22550DBG3 Certificate of Deposit First Tier Security 2012-02-17 2012-02-17 N N N 2000000000.00 2000000000.00 0.0167 N 1999780400.00 1999780400.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.50% 22550DBK4 Certificate of Deposit First Tier Security 2012-02-21 2012-02-21 N N N 178000000.00 178000000.00 0.0015 N 177991758.60 177991758.60 Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.35% 25154UGN8 Certificate of Deposit First Tier Security 2011-12-15 2011-12-15 N N N 1765000000.00 1765000000.00 0.0148 N 1765014649.50 1765014649.50 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 238037032.80 238037032.80 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 500134450.00 500134450.00 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 223061012.80 223061012.80 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.52% 60681PY99 Certificate of Deposit First Tier Security 2012-02-23 2012-02-23 N N N 221000000.00 221000000.00 0.0018 N 221067758.60 221067758.60 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.52% 60681PZ23 Certificate of Deposit First Tier Security 2012-02-27 2012-02-27 N N N 221000000.00 221000000.00 0.0018 N 221070941.00 221070941.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GFY9 Certificate of Deposit First Tier Security 2011-12-02 2011-12-02 N N N 412000000.00 412000000.00 0.0034 N 411999093.60 411999093.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GGA0 Certificate of Deposit First Tier Security 2011-12-05 2011-12-05 N N N 413000000.00 413000000.00 0.0035 N 412997687.20 412997687.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GGF9 Certificate of Deposit First Tier Security 2011-12-06 2011-12-06 N N N 416000000.00 416000000.00 0.0035 N 415997212.80 415997212.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GGG7 Certificate of Deposit First Tier Security 2011-12-07 2011-12-07 N N N 453000000.00 453000000.00 0.0038 N 453000000.00 453000000.00 National Bank Canada National Bank Canada, 0.36% 63306VY38 Certificate of Deposit First Tier Security 2011-12-06 2012-07-06 N N N 359000000.00 359000000.00 0.0030 N 358954766.00 358954766.00 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 340012410.00 340012410.00 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 0.0109 N 1300091780.00 1300091780.00 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 524916787.50 524916787.50 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 470929821.00 470929821.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.30% 74977MWQ4 Certificate of Deposit First Tier Security 2011-12-08 2012-06-08 N N N 1200000000.00 1200000000.00 0.0100 N 1199991600.00 1199991600.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.35% 74977MTN5 Certificate of Deposit First Tier Security 2011-12-02 2012-04-02 N N N 373000000.00 373000000.00 0.0031 N 372878775.00 372878775.00 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 0.0031 N 365784792.00 365784792.00 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 184890110.00 184890110.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.35% 74977MTC9 Certificate of Deposit First Tier Security 2011-12-12 2012-03-12 N N N 2250000000.00 2250000000.00 0.0188 N 2250180000.00 2250180000.00 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 0.0060 N 714924782.00 714924782.00 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 900847800.00 900847800.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.44% 78009J2L8 Certificate of Deposit First Tier Security 2012-02-06 2012-12-06 N N N 750000000.00 749785992.45 0.0063 N 749992500.00 749992500.00 Royal Bank of Canada New York CD Program Royal Bank of Canada New York CD Program, 0.51% 78009NBP0 Certificate of Deposit First Tier Security 2011-12-09 2012-12-07 N N N 500000000.00 500000000.00 0.0042 N 499882500.00 499882500.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EZS0 Certificate of Deposit First Tier Security 2011-12-01 2011-12-01 N N N 209000000.00 209000000.00 0.0017 N 208999832.80 208999832.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EZU5 Certificate of Deposit First Tier Security 2011-12-02 2011-12-02 N N N 440000000.00 439999755.45 0.0037 N 439998768.00 439998768.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EZW1 Certificate of Deposit First Tier Security 2011-12-05 2011-12-05 N N N 454000000.00 454000000.00 0.0038 N 453998093.20 453998093.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EZY7 Certificate of Deposit First Tier Security 2011-12-05 2011-12-05 N N N 415000000.00 414999077.54 0.0035 N 414997136.50 414997136.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EA24 Certificate of Deposit First Tier Security 2011-12-06 2011-12-06 N N N 410000000.00 410000000.00 0.0034 N 409997950.00 409997950.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EA40 Certificate of Deposit First Tier Security 2011-12-07 2011-12-07 N N N 417000000.00 417000000.00 0.0035 N 416997581.40 416997581.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EB31 Certificate of Deposit First Tier Security 2011-12-08 2011-12-08 N N N 415000000.00 414998385.65 0.0035 N 414995393.50 414995393.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EB49 Certificate of Deposit First Tier Security 2011-12-09 2011-12-09 N N N 413000000.00 413000000.00 0.0035 N 412996902.50 412996902.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.19% 86562EB80 Certificate of Deposit First Tier Security 2011-12-12 2011-12-12 N N N 416000000.00 416000000.00 0.0035 N 416000000.00 416000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.45% 86562EYT9 Certificate of Deposit First Tier Security 2012-02-16 2012-02-16 N N N 750000000.00 750000000.00 0.0063 N 749967450.00 749967450.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.45% 86562EYR3 Certificate of Deposit First Tier Security 2012-02-17 2012-02-17 N N N 750000000.00 750000000.00 0.0063 N 749967000.00 749967000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86562EA73 Certificate of Deposit First Tier Security 2012-03-01 2012-03-01 N N N 875000000.00 875000000.00 0.0073 N 875000000.00 875000000.00 Svenska Handelsbanken Svenska Handelsbanken, 0.32% 86959BC60 Certificate of Deposit First Tier Security 2012-01-05 2012-01-05 N N N 558000000.00 558002710.88 0.0047 N 557974778.40 557974778.40 Svenska Handelsbanken Svenska Handelsbanken, 0.40% 86959BJ63 Certificate of Deposit First Tier Security 2012-02-03 2012-02-03 N N N 833000000.00 833007394.21 0.0070 N 832857057.20 832857057.20 Svenska Handelsbanken Svenska Handelsbanken, 0.43% 86959BL86 Certificate of Deposit First Tier Security 2012-02-17 2012-02-17 N N N 464000000.00 464005019.65 0.0039 N 463933787.20 463933787.20 Svenska Handelsbanken Svenska Handelsbanken, 0.49% 86959BN43 Certificate of Deposit First Tier Security 2012-03-01 2012-03-01 N N N 538000000.00 538000000.00 0.0045 N 538000000.00 538000000.00 Toronto-Dominion Bank Toronto-Dominion Bank, 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 291952988.00 291952988.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.45% 89112XDH5 Certificate of Deposit First Tier Security 2011-12-07 2012-11-07 N N N 413000000.00 413000000.00 0.0035 N 412999587.00 412999587.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.33% 89112YSH7 Certificate of Deposit First Tier Security 2011-12-12 2012-01-12 N N N 304100000.00 304100000.00 0.0025 N 304108818.90 304108818.90 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.57% 89112XER2 Certificate of Deposit First Tier Security 2012-08-10 2012-08-10 N N N 250000000.00 250000000.00 0.0021 N 250386900.00 250386900.00 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 0.0070 N 835109468.50 835109468.50 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 0.0063 N 750152250.00 750152250.00 ABN AMRO Bank NV ABN AMRO Bank NV, 0.38% 37V995HP6 Certificate of Deposit First Tier Security 2011-12-05 2011-12-05 N N N 769000000.00 769000426.67 0.0064 N 769012842.30 769012842.30 ABN AMRO Bank NV ABN AMRO Bank NV, 0.49% 37V995JB5 Certificate of Deposit First Tier Security 2012-01-04 2012-01-04 N N N 410000000.00 410003869.29 0.0034 N 410051783.00 410051783.00 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 140005054.00 140005054.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.61% 05299WNK0 0000859994 Certificate of Deposit First Tier Security 2012-06-06 2012-06-06 N N N 228000000.00 228000000.00 0.0019 N 228000000.00 228000000.00 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 500012500.00 500012500.00 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 10000250.00 10000250.00 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 406014656.60 406014656.60 DnB NOR Bank ASA DnB NOR Bank ASA, 0.25% 42Q9925L1 Certificate of Deposit First Tier Security 2011-12-19 2011-12-19 N N N 195000000.00 195007811.70 0.0016 N 195007800.00 195007800.00 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 0.0034 N 401043628.80 401043628.80 HSBC Bank PLC HSBC Bank PLC, 0.38% 35X99QAT1 0001140465 Certificate of Deposit First Tier Security 2012-02-09 2012-02-09 N N N 186000000.00 186000000.00 0.0016 N 186014396.40 186014396.40 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAS3 0001140465 Certificate of Deposit First Tier Security 2012-05-03 2012-05-03 N N N 374000000.00 374000000.00 0.0031 N 373852606.60 373852606.60 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 499861800.00 499861800.00 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 4998618.00 4998618.00 HSBC Bank PLC HSBC Bank PLC, 0.51% 35X99QAY0 0001140465 Certificate of Deposit First Tier Security 2012-05-31 2012-05-31 N N N 212000000.00 212000000.00 0.0018 N 211914034.00 211914034.00 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 266086210.60 266086210.60 HSBC Bank PLC HSBC Bank PLC, 0.55% 35X99QAQ7 0001140465 Certificate of Deposit First Tier Security 2012-03-15 2012-03-15 N N N 45000000.00 45000000.00 0.0004 N 45011664.00 45011664.00 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 328085017.60 328085017.60 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 0.0073 N 871002438.80 871002438.80 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 140000392.00 140000392.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HBB5 0000833029 Certificate of Deposit First Tier Security 2012-03-09 2012-03-09 N N N 740000000.00 740000000.00 0.0062 N 740040848.00 740040848.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HBC3 0000833029 Certificate of Deposit First Tier Security 2012-03-12 2012-03-12 N N N 2000000000.00 2000000000.00 0.0167 N 2000113800.00 2000113800.00 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 500134300.00 500134300.00 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 499828750.00 499828750.00 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 193002952.90 193002952.90 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 204957257.50 204957257.50 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 744027900.00 744027900.00 ASB Finance Ltd. ASB Finance Ltd., 0.39% 0020P5CE7 Financial Company Commercial Paper First Tier Security 2011-12-05 2012-04-04 N N N 100000000.00 99996565.93 0.0008 N 100013000.00 100013000.00 ASB Finance Ltd. ASB Finance Ltd., 0.40% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2011-12-30 2012-03-30 N N N 173000000.00 172994233.33 0.0014 N 173022144.00 173022144.00 ASB Finance Ltd. ASB Finance Ltd., 0.41% 0020P5BW8 Financial Company Commercial Paper First Tier Security 2011-12-28 2012-01-27 N N N 150000000.00 149998805.88 0.0013 N 150010800.00 150010800.00 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 100785206.70 0.0008 N 100794778.10 100794778.10 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 100781952.25 0.0008 N 100789798.80 100789798.80 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.68% 0020P2EV4 Financial Company Commercial Paper First Tier Security 2012-05-29 2012-05-29 N N N 166000000.00 165435599.97 0.0014 N 165455835.40 165455835.40 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.50% 05253AE97 Financial Company Commercial Paper First Tier Security 2012-05-09 2012-05-09 N N N 250000000.00 249444444.40 0.0021 N 249677625.00 249677625.00 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 99999250.00 0.0008 N 99999170.00 99999170.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GFQ3 Financial Company Commercial Paper First Tier Security 2011-12-07 2011-12-07 N N N 125000000.00 124994375.00 0.0010 N 124996350.00 124996350.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.27% 06741GGK5 Financial Company Commercial Paper First Tier Security 2011-12-20 2011-12-20 N N N 161000000.00 160977057.50 0.0013 N 160981388.40 160981388.40 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GFT7 Financial Company Commercial Paper First Tier Security 2011-12-12 2011-12-12 N N N 224000000.00 223980835.54 0.0019 N 223987836.80 223987836.80 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GGJ8 Financial Company Commercial Paper First Tier Security 2011-12-14 2011-12-14 N N N 100000000.00 99989888.88 0.0008 N 99993470.00 99993470.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.32% 06741GFX8 Financial Company Commercial Paper First Tier Security 2012-01-03 2012-01-03 N N N 121000000.00 120964506.66 0.0010 N 120973827.70 120973827.70 Caisse d'Amort de la Dette Societe Caisse d'Amort de la Dette Societe, 0.43% 12802YAB6 Financial Company Commercial Paper First Tier Security 2012-02-03 2012-05-25 N N N 376000000.00 375980437.17 0.0031 N 375103992.00 375103992.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.39% 17307SZ88 Financial Company Commercial Paper First Tier Security 2011-12-08 2011-12-08 N N N 275000000.00 274979145.87 0.0023 N 274984710.00 274984710.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.39% 17307SZ96 Financial Company Commercial Paper First Tier Security 2011-12-09 2011-12-09 N N N 138000000.00 137988040.01 0.0012 N 137991375.00 137991375.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.39% 17307SZG0 Financial Company Commercial Paper First Tier Security 2011-12-16 2011-12-16 N N N 369000000.00 368940037.57 0.0031 N 368959004.10 368959004.10 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.40% 17307SZT2 Financial Company Commercial Paper First Tier Security 2011-12-27 2011-12-27 N N N 228000000.00 227934133.35 0.0019 N 227956110.00 227956110.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.40% 17307SZU9 Financial Company Commercial Paper First Tier Security 2011-12-28 2011-12-28 N N N 544000000.00 543836799.99 0.0046 N 543890928.00 543890928.00 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 232972816.68 0.0019 N 232981546.40 232981546.40 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 241559694.50 0.0020 N 241513749.40 241513749.40 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 165658777.74 0.0014 N 165596005.80 165596005.80 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.50% 20272DE30 Financial Company Commercial Paper First Tier Security 2012-05-03 2012-05-03 N N N 406000000.00 405131611.06 0.0034 N 404951180.20 404951180.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.50% 20272DE89 Financial Company Commercial Paper First Tier Security 2012-05-08 2012-05-08 N N N 100000000.00 99779166.64 0.0008 N 99728890.00 99728890.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.55% 20272DEM8 Financial Company Commercial Paper First Tier Security 2012-05-21 2012-05-21 N N N 190000000.00 189500722.14 0.0016 N 189419303.00 189419303.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.55% 20272DEN6 Financial Company Commercial Paper First Tier Security 2012-05-22 2012-05-22 N N N 81000000.00 80785912.46 0.0007 N 80750220.30 80750220.30 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.56% 20272DEP1 Financial Company Commercial Paper First Tier Security 2012-05-23 2012-05-23 N N N 204000000.00 203447840.02 0.0017 N 203365335.60 203365335.60 Credit Suisse New York Branch Credit Suisse New York Branch, 0.50% 2254EABM4 Financial Company Commercial Paper First Tier Security 2012-02-21 2012-02-21 N N N 400000000.00 399544444.56 0.0033 N 399562880.00 399562880.00 Danske Corp. Danske Corp., 0.25% 2363F7Z50 Financial Company Commercial Paper First Tier Security 2011-12-05 2011-12-05 N N N 175000000.00 174995138.89 0.0015 N 174995625.00 174995625.00 Danske Corp. Danske Corp., 0.25% 2363F7Z50 Financial Company Commercial Paper First Tier Security 2011-12-05 2011-12-05 N N N 218000000.00 217993944.48 0.0018 N 217994550.00 217994550.00 Danske Corp. Danske Corp., 0.25% 2363F7Z50 Financial Company Commercial Paper First Tier Security 2011-12-05 2011-12-05 N N N 500000000.00 499986111.20 0.0042 N 499987500.00 499987500.00 Danske Corp. Danske Corp., 0.25% 2363F7Z68 Financial Company Commercial Paper First Tier Security 2011-12-06 2011-12-06 N N N 500000000.00 499982638.90 0.0042 N 499985000.00 499985000.00 Danske Corp. Danske Corp., 0.25% 2363F7Z84 Financial Company Commercial Paper First Tier Security 2011-12-08 2011-12-08 N N N 125000000.00 124993923.57 0.0010 N 124993000.00 124993000.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.35% 25153KZF7 Financial Company Commercial Paper First Tier Security 2011-12-15 2011-12-15 N N N 500000000.00 499931944.50 0.0042 N 499958350.00 499958350.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.37% 25153KZT7 Financial Company Commercial Paper First Tier Security 2011-12-27 2011-12-27 N N N 887000000.00 886762974.09 0.0074 N 886846992.50 886846992.50 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 172992215.00 0.0014 N 172993945.00 172993945.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.47% 2332K0BU5 Financial Company Commercial Paper First Tier Security 2012-02-28 2012-02-28 N N N 806000000.00 805063472.81 0.0067 N 804992500.00 804992500.00 Nationwide Building Society Nationwide Building Society, 0.34% 6385E1Z87 Financial Company Commercial Paper First Tier Security 2011-12-08 2011-12-08 N N N 142000000.00 141990612.24 0.0012 N 141994220.60 141994220.60 Nationwide Building Society Nationwide Building Society, 0.34% 6385E1Z95 Financial Company Commercial Paper First Tier Security 2011-12-09 2011-12-09 N N N 142000000.00 141989271.10 0.0012 N 141993439.60 141993439.60 Nationwide Building Society Nationwide Building Society, 0.34% 6385E1ZE4 Financial Company Commercial Paper First Tier Security 2011-12-14 2011-12-14 N N N 143000000.00 142982442.78 0.0012 N 142988989.00 142988989.00 Nationwide Building Society Nationwide Building Society, 0.34% 6385E1ZG9 Financial Company Commercial Paper First Tier Security 2011-12-16 2011-12-16 N N N 143000000.00 142979741.67 0.0012 N 142987158.60 142987158.60 Nationwide Building Society Nationwide Building Society, 0.34% 6385E1ZK0 Financial Company Commercial Paper First Tier Security 2011-12-19 2011-12-19 N N N 8000000.00 7998640.00 0.0001 N 7999126.40 7999126.40 Nationwide Building Society Nationwide Building Society, 0.34% 6385E1ZL8 Financial Company Commercial Paper First Tier Security 2011-12-20 2011-12-20 N N N 250000000.00 249955138.85 0.0021 N 249971100.00 249971100.00 Nationwide Building Society Nationwide Building Society, 0.38% 6385E1ZU8 Financial Company Commercial Paper First Tier Security 2011-12-28 2011-12-28 N N N 149000000.00 148957535.03 0.0012 N 148973001.20 148973001.20 Nationwide Building Society Nationwide Building Society, 0.40% 6385E0A45 Financial Company Commercial Paper First Tier Security 2012-01-04 2012-01-04 N N N 202000000.00 201923688.93 0.0017 N 201948348.60 201948348.60 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 474806041.64 0.0040 N 474846242.50 474846242.50 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 174877500.00 0.0015 N 174883327.50 174883327.50 Nordea North America, Inc. Nordea North America, Inc., 0.44% 6555P0BE8 Financial Company Commercial Paper First Tier Security 2012-02-14 2012-02-14 N N N 274000000.00 273748833.24 0.0023 N 273757619.60 273757619.60 Nordea North America, Inc. Nordea North America, Inc., 0.44% 6555P0BH1 Financial Company Commercial Paper First Tier Security 2012-02-17 2012-02-17 N N N 254000000.00 253757853.37 0.0021 N 253760325.60 253760325.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% 83050TA35 Financial Company Commercial Paper First Tier Security 2012-01-03 2012-01-03 N N N 204000000.00 203930809.97 0.0017 N 203950101.60 203950101.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% 83050TA43 Financial Company Commercial Paper First Tier Security 2012-01-04 2012-01-04 N N N 165000000.00 164942341.67 0.0014 N 164957809.50 164957809.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% 83050TA50 Financial Company Commercial Paper First Tier Security 2012-01-05 2012-01-05 N N N 205000000.00 204926256.95 0.0017 N 204945060.00 204945060.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.38% 83050TA92 Financial Company Commercial Paper First Tier Security 2012-01-09 2012-01-09 N N N 248000000.00 247899249.95 0.0021 N 247920912.80 247920912.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.38% 83050TAA9 Financial Company Commercial Paper First Tier Security 2012-01-10 2012-01-10 N N N 248000000.00 247896666.59 0.0021 N 247917812.80 247917812.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TAD3 Financial Company Commercial Paper First Tier Security 2012-01-13 2012-01-13 N N N 204000000.00 203902533.33 0.0017 N 203923948.80 203923948.80 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 396903231.25 0.0033 N 396937313.70 396937313.70 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 447703946.55 0.0037 N 447716819.20 447716819.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.43% 86958FBH9 Financial Company Commercial Paper First Tier Security 2012-02-17 2012-02-17 N N N 82000000.00 81923603.32 0.0007 N 81922624.80 81922624.80 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.57% 89116EHA4 Financial Company Commercial Paper First Tier Security 2012-08-10 2012-08-10 N N N 73000000.00 72707574.16 0.0006 N 72823332.70 72823332.70 UBS Finance, Inc. UBS Finance, Inc., 0.52% 90262CBM8 Financial Company Commercial Paper First Tier Security 2012-02-21 2012-02-21 N N N 600000000.00 599289333.24 0.0050 N 599367840.00 599367840.00 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 374958750.00 374958750.00 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 374983500.00 374983500.00 Westpac Banking Corp. Westpac Banking Corp., 0.50% 9612C0E96 Financial Company Commercial Paper First Tier Security 2012-05-09 2012-05-09 N N N 345000000.00 344233333.27 0.0029 N 344448655.50 344448655.50 Westpac Banking Corp. Westpac Banking Corp., 0.50% 9612C0EB1 Financial Company Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N N 500000000.00 498874999.80 0.0042 N 499188000.00 499188000.00 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 99965000.02 0.0008 N 99976570.00 99976570.00 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 44981625.00 0.0004 N 44986455.00 44986455.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.30% 66560LZN9 Asset Backed Commercial Paper First Tier Security 2011-12-22 2011-12-22 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 80000000.00 79986000.00 0.0007 N 79989584.00 79989584.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.36% 66560LZM1 Asset Backed Commercial Paper First Tier Security 2011-12-21 2011-12-21 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 293000000.00 292941400.00 0.0025 N 292964107.50 292964107.50 Northern Pines Funding LLC Northern Pines Funding LLC, 0.40% 66560MAB0 Asset Backed Commercial Paper First Tier Security 2011-12-01 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 177000000.00 177000000.00 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.28% 03523LZW8 Other Commercial Paper Second Tier Security 2011-12-30 2011-12-30 N N N 37500000.00 37491541.66 0.0003 N 37489376.25 37489376.25 Comcast Corp. Comcast Corp., 0.32% 2003A3Z15 Other Commercial Paper Second Tier Security 2011-12-01 2011-12-01 N N N 50000000.00 50000000.00 0.0004 N 49999610.00 49999610.00 Comcast Corp. Comcast Corp., 0.32% 2003A3Z23 Other Commercial Paper Second Tier Security 2011-12-02 2011-12-02 N N N 57000000.00 56999493.34 0.0005 N 56999110.80 56999110.80 Comcast Corp. Comcast Corp., 0.35% 2003A3ZK3 Other Commercial Paper Second Tier Security 2011-12-19 2011-12-19 N N N 27000000.00 26995274.99 0.0002 N 26995626.00 26995626.00 Devon Energy Corp. Devon Energy Corp., 0.35% 25179LZE8 Other Commercial Paper Second Tier Security 2011-12-14 2011-12-14 N N N 25000000.00 24996840.28 0.0002 N 24997590.00 24997590.00 Devon Energy Corp. Devon Energy Corp., 0.36% 25179LZE8 Other Commercial Paper Second Tier Security 2011-12-14 2011-12-14 N N N 50000000.00 49993500.00 0.0004 N 49995180.00 49995180.00 Devon Energy Corp. Devon Energy Corp., 0.37% 25179LZL2 Other Commercial Paper Second Tier Security 2011-12-20 2011-12-20 N N N 44000000.00 43991407.78 0.0004 N 43993694.80 43993694.80 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 76994310.55 0.0006 N 76996011.40 76996011.40 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 79993244.45 0.0007 N 79995304.00 79995304.00 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 149982583.32 0.0013 N 149987850.00 149987850.00 Devon Energy Corp. Devon Energy Corp., 0.38% 25179LZG3 Other Commercial Paper Second Tier Security 2011-12-16 2011-12-16 N N N 43000000.00 42993191.67 0.0004 N 42995184.00 42995184.00 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 48596692.50 0.0004 N 48597375.60 48597375.60 Duke Energy Corp. Duke Energy Corp., 0.35% 26244JZC6 Other Commercial Paper Second Tier Security 2011-12-12 2011-12-12 N N N 12000000.00 11998716.67 0.0001 N 11998988.40 11998988.40 Duke Energy Corp. Duke Energy Corp., 0.35% 26244JZF9 Other Commercial Paper Second Tier Security 2011-12-15 2011-12-15 N N N 12000000.00 11998366.67 0.0001 N 11998700.40 11998700.40 Duke Energy Corp. Duke Energy Corp., 0.40% 26244JZK8 Other Commercial Paper Second Tier Security 2011-12-19 2011-12-19 N N N 114000000.00 113977200.00 0.0010 N 113983937.40 113983937.40 Duke Energy Corp. Duke Energy Corp., 0.40% 26244HA60 Other Commercial Paper Second Tier Security 2012-01-06 2012-01-06 N N N 30000000.00 29988000.01 0.0003 N 29988498.00 29988498.00 Ecolab, Inc. Ecolab, Inc., 0.55% 27886MZG1 Other Commercial Paper Second Tier Security 2011-12-16 2011-12-16 N N N 400000000.00 399908333.44 0.0033 N 399964080.00 399964080.00 Ecolab, Inc. Ecolab, Inc., 0.55% 27886MZG1 Other Commercial Paper Second Tier Security 2011-12-16 2011-12-16 N N N 62000000.00 61985791.68 0.0005 N 61994432.40 61994432.40 Texas Instruments International Management Co. S.a.r.L. Texas Instruments International Management Co. S.a.r.L., 0.43% 88252AG92 Other Commercial Paper First Tier Security 2012-07-09 2012-07-09 N N N 43000000.00 42887811.80 0.0004 N 42801653.90 42801653.90 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 76997861.11 0.0006 N 76997690.00 76997690.00 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 72995538.88 0.0006 N 72995306.10 72995306.10 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.30% 88355MZG5 Other Commercial Paper Second Tier Security 2011-12-16 2011-12-16 N N N 143250000.00 143232093.72 0.0012 N 143232681.08 143232681.08 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.40% 88355LAC3 Other Commercial Paper Second Tier Security 2012-01-12 2012-01-12 N N N 71975000.00 71941411.67 0.0006 N 71943107.88 71943107.88 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.42% 88355LAD1 Other Commercial Paper Second Tier Security 2012-01-13 2012-01-13 N N N 94237000.00 94189724.45 0.0008 N 94193811.18 94193811.18 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.42% 88355LAD1 Other Commercial Paper Second Tier Security 2012-01-13 2012-01-13 N N N 25000000.00 24987458.33 0.0002 N 24988542.50 24988542.50 Verizon Communications, Inc. Verizon Communications, Inc., 0.45% 92344PUV6 Other Commercial Paper Second Tier Security 2011-12-01 2012-01-13 Y VERIZON COMMUNICATIONS INC N/A N/A N N 524000000.00 524000000.00 0.0044 N 523959128.00 523959128.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.35% 92780KZ50 Other Commercial Paper Second Tier Security 2011-12-05 2011-12-05 N N N 30000000.00 29998833.33 0.0003 N 29998833.00 29998833.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.35% 92780KZ50 Other Commercial Paper Second Tier Security 2011-12-05 2011-12-05 N N N 23000000.00 22999105.56 0.0002 N 22999105.30 22999105.30 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.35% 92780KZ50 Other Commercial Paper Second Tier Security 2011-12-05 2011-12-05 N N N 30000000.00 29998833.33 0.0003 N 29998833.00 29998833.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.35% 92780KZ50 Other Commercial Paper Second Tier Security 2011-12-05 2011-12-05 N N N 37000000.00 36998561.11 0.0003 N 36998560.70 36998560.70 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.35% 92780KZ68 Other Commercial Paper Second Tier Security 2011-12-06 2011-12-06 N N N 25000000.00 24998784.72 0.0002 N 24998832.50 24998832.50 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780JA50 Other Commercial Paper Second Tier Security 2012-01-05 2012-01-05 N N N 26000000.00 25989888.89 0.0002 N 25990432.00 25990432.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780JA50 Other Commercial Paper Second Tier Security 2012-01-05 2012-01-05 N N N 25000000.00 24990277.78 0.0002 N 24990800.00 24990800.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780JA50 Other Commercial Paper Second Tier Security 2012-01-05 2012-01-05 N N N 30000000.00 29988333.33 0.0003 N 29988960.00 29988960.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.42% 92780JA43 Other Commercial Paper Second Tier Security 2012-01-04 2012-01-04 N N N 25000000.00 24990083.35 0.0002 N 24991177.50 24991177.50 Xerox Corp. Xerox Corp., 0.60% 98412FZ13 Other Commercial Paper Second Tier Security 2011-12-01 2011-12-01 N N N 52000000.00 52000000.00 0.0004 N 51999381.20 51999381.20 Xerox Corp. Xerox Corp., 0.60% 98412FZ13 Other Commercial Paper Second Tier Security 2011-12-01 2011-12-01 N N N 40000000.00 40000000.00 0.0003 N 39999524.00 39999524.00 Xerox Corp. Xerox Corp., 0.60% 98412FZ21 Other Commercial Paper Second Tier Security 2011-12-02 2011-12-02 N N N 128500000.00 128497858.34 0.0011 N 128496928.85 128496928.85 Xerox Corp. Xerox Corp., 0.60% 98412FZ70 Other Commercial Paper Second Tier Security 2011-12-07 2011-12-07 N N N 87000000.00 86991300.00 0.0007 N 86992726.80 86992726.80 Xerox Corp. Xerox Corp., 0.60% 98412FZ96 Other Commercial Paper Second Tier Security 2011-12-09 2011-12-09 N N N 78000000.00 77989600.00 0.0007 N 77991521.40 77991521.40 Xerox Corp. Xerox Corp., 0.60% 98412FZC9 Other Commercial Paper Second Tier Security 2011-12-12 2011-12-12 N N N 87500000.00 87483958.34 0.0007 N 87487076.25 87487076.25 Xerox Corp. Xerox Corp., 0.60% 98412FZW5 Other Commercial Paper Second Tier Security 2011-12-30 2011-12-30 N N N 108000000.00 107947799.99 0.0009 N 107955903.60 107955903.60 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 750000000.00 0.0063 N 750000000.00 750000000.00 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 499485694.30 0.0042 N 499553000.00 499553000.00 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 950371127.04 0.0080 N 950371450.00 950371450.00 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 1151433382.96 0.0096 N 1151527200.00 1151527200.00 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 1355944813.29 0.0113 N 1356058255.00 1356058255.00 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 265739729.64 0.0022 N 265817790.00 265817790.00 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 734090521.82 0.0061 N 734362193.00 734362193.00 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 250417004.85 0.0021 N 250488250.00 250488250.00 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 554568935.25 0.0046 N 554769600.00 554769600.00 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 504735914.85 0.0042 N 504902500.00 504902500.00 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 339734578.00 0.0028 N 339898272.00 339898272.00 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 94724268.32 0.0008 N 94770764.00 94770764.00 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 634338582.64 0.0053 N 634537988.37 634537988.37 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828HG8 Treasury Debt First Tier Security 2012-10-31 2012-10-31 N N N 250000000.00 258457326.40 0.0022 N 258515500.00 258515500.00 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 250443290.55 0.0021 N 250537000.00 250537000.00 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 537909776.63 0.0045 N 537996438.00 537996438.00 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 252839518.75 0.0021 N 252900500.00 252900500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.35% 912828MQ0 Treasury Debt First Tier Security 2012-02-29 2012-02-29 N N N 300000000.00 300378815.40 0.0025 N 300621000.00 300621000.00 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 367922352.00 367922352.00 Royal Bank of Canada Royal Bank of Canada, 0.42% 78008FBA1 Other Note First Tier Security 2012-01-03 2012-11-30 N N N 1300000000.00 1300000000.00 0.0109 N 1300002600.00 1300002600.00 Royal Bank of Canada Royal Bank of Canada, 0.44% 78008KXS7 Other Note First Tier Security 2012-02-06 2012-12-06 N N N 376000000.00 375892710.88 0.0031 N 375337488.00 375337488.00 Royal Bank of Canada Royal Bank of Canada, 0.71% 78008FAM6 Other Note First Tier Security 2011-12-15 2012-12-14 N N N 750000000.00 750000000.00 0.0063 N 750507750.00 750507750.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612E0CB1 Other Note First Tier Security 2011-12-07 2012-04-02 N N N 500000000.00 500000000.00 0.0042 N 499756000.00 499756000.00 Westpac Banking Corp. Westpac Banking Corp., 0.40% 91621CAW1 Other Note First Tier Security 2011-12-23 2012-05-23 N N N 1034000000.00 1034000000.00 0.0087 N 1032548264.00 1032548264.00 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 798198903.00 798198903.00 Westpac Banking Corp. Westpac Banking Corp., 0.49% 91621CBE0 Other Note First Tier Security 2012-02-11 2012-06-08 N N N 393000000.00 393000000.00 0.0033 N 392522112.00 392522112.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.73% 41T99HRJ8 0000729153 Other Note First Tier Security 2011-12-01 2011-12-15 Y ROYAL BANK OF SCOTLAND PLC N/A N/A N N 805000000.00 805000000.00 0.0067 Y 804986315.00 804986315.00 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 99993138.90 0.0008 N 99998420.00 99998420.00 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 94068062.69 0.0008 N 94075278.39 94075278.39 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 140986605.00 0.0012 N 140997772.20 140997772.20 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 29996991.67 0.0003 N 29998194.00 29998194.00 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 113335633.81 0.0009 N 113340176.51 113340176.51 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 108473104.32 0.0009 N 108487649.47 108487649.47 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 35015715.50 0.0003 N 35017471.66 35017471.66 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 305945090.01 0.0026 N 305985373.20 305985373.20 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 87784244.78 0.0007 N 87790298.10 87790298.10 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 253144230.00 0.0021 N 253185100.65 253185100.65 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 335936159.94 0.0028 N 335981956.80 335981956.80 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 381895376.92 0.0032 N 381924610.76 381924610.76 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 29993666.67 0.0003 N 29998464.00 29998464.00 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 99978888.88 0.0008 N 99994010.00 99994010.00 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 38626639.82 0.0003 N 38629679.96 38629679.96 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257M5E6 Government Agency Debt First Tier Security 2012-01-31 2012-01-31 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 24000000.00 23992906.66 0.0002 N 23994062.40 23994062.40 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FCF0 Government Agency Debt First Tier Security 2012-01-31 2012-01-31 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 87121000.00 87095250.90 0.0007 N 87113045.85 87113045.85 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257KM68 Government Agency Debt First Tier Security 2012-02-07 2012-02-07 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 43664000.00 43649481.71 0.0004 N 43650778.54 43650778.54 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257JE78 Government Agency Debt First Tier Security 2012-02-08 2012-02-08 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 100407000.00 100373084.78 0.0008 N 100379870.03 100379870.03 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FCS2 Government Agency Debt First Tier Security 2012-02-10 2012-02-10 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 218000000.00 217921762.29 0.0018 N 217972837.20 217972837.20 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257ECY2 Government Agency Debt First Tier Security 2012-02-10 2012-02-10 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 130000000.00 129953344.48 0.0011 N 129983802.00 129983802.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FCR4 Government Agency Debt First Tier Security 2012-02-13 2012-02-13 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 215000000.00 214921704.14 0.0018 N 214966417.00 214966417.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EDE5 Government Agency Debt First Tier Security 2012-02-14 2012-02-14 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 159000000.00 158941258.34 0.0013 N 158978678.10 158978678.10 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257KN67 Government Agency Debt First Tier Security 2012-02-14 2012-02-14 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 86800000.00 86767932.23 0.0007 N 86772328.16 86772328.16 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 203943333.29 0.0017 N 203985556.80 203985556.80 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 203939933.38 0.0017 N 203983843.20 203983843.20 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 499850000.10 0.0042 N 499961800.00 499961800.00 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 299908333.32 0.0025 N 299976660.00 299976660.00 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 49988691.33 0.0004 N 49984950.00 49984950.00 Freddie Mac Freddie Mac, 0.21% 3134G13Z5 Government Agency Debt First Tier Security 2011-12-10 2012-08-10 N N N 750000000.00 749737957.65 0.0063 N 750603000.00 750603000.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.14% Series 2004 H6, LOC Bank of America NA VRDN 64966CH20 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.11% (Westport Dev. Proj.) Series 2004 A, LOC Fannie Mae Guaranteed Mtg. pass-thru certi 64970HBA1 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.10% (South Cove Plaza Proj.) Series A, LOC Freddie Mac VRDN 64986MBA2 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.11% (101 West End Hsg. Proj.) Series 1998 A, LOC Fannie Mae Guaranteed Mtg. pass-thru certificates VRDN 64986MLC7 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.11% (66 West 38th Street Hsg. Proj.) Series A, LOC Fannie Mae Guaranteed Mtg. pass-thru certificates VRDN 64986MXX8 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 44300000.00 44300000.00 0.0004 N 44300000.00 44300000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.11% (101 West End Hsg. Proj.) Series 1999 A, LOC Fannie Mae Guaranteed Mtg. pass-thru certificates VRDN 64986MLD5 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.11% (55 West 25th Street Hsg. Proj.) Series 2005 A, LOC Fannie Mae Guaranteed Mtg. pass-thru certificates VRDN 64986ME68 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.12% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.12% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae Guaranteed Mtg. pass-thru certificates VRDN 64986MDT9 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.12% (Tower 31 Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986MJ71 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.12% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 25000000.00 25000000.00 0.0002 N 25000000.00 25000000.00 Triborough Bridge & Tunnel Auth. Revs. Triborough Bridge & Tunnel Auth. Revs., 0.13% Series 2002 F, (Liquidity Facility Royal Bank of Scotland NV) VRDN 89602NCG7 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y ROYAL BANK OF SCOTLAND NV N/A N/A N N 49525000.00 49525000.00 0.0004 N 49525000.00 49525000.00 Triborough Bridge & Tunnel Auth. Revs. Triborough Bridge & Tunnel Auth. Revs., 0.16% Series 2005 B3, (Liquidity Facility Bank of America NA) VRDN 89602NGX6 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.10% Series 2003 B1, LOC JPMorgan Chase Bank, LOC California Pub. Employees Retirement Sys. VRDN 13063BDA7 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y JPMORGAN CHASE BANK NA N/A N/A CALIFORNIA TEACHERS RET SYSTEM N/A N/A CALIFORNIA PUB EE RETIREMT SYS N/A N/A N N 18000000.00 18000000.00 0.0002 N 18000000.00 18000000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.10% (Multifamily Hsg. Prog.) Series 2001 G, (Liquidity Facility Fannie Mae Guaranteed Mtg. pass-thru certificates) 13033KXN4 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y FREDDIE MAC N/A N/A FANNIE MAE 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., 0.10% (Multifamily Hsg. Prog.) Series 2005 B, (Liquidity Facility Fannie Mae Guaranteed Mtg. pass-thru certificates) 13034PKU0 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y FREDDIE MAC N/A N/A FANNIE MAE N/A N/A N N 21415000.00 21415000.00 0.0002 N 21415000.00 21415000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.12% (Home Mtg. Prog.) Series 2003 D, (Liquidity Facility Fannie Mae Guaranteed Mtg. pass-thru certificates) (Liquid 13034PQQ3 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y FANNIE MAE N/A N/A FREDDIE MAC N/A N/A N N 40680000.00 40680000.00 0.0003 N 40680000.00 40680000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.12% (Home Mtg. Prog.) Series 2001 J, (Liquidity Facility Fannie Mae Guaranteed Mtg. pass-thru certificates) (Liquid 13034PQK6 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y FANNIE MAE N/A N/A FREDDIE MAC N/A N/A N N 30330000.00 30330000.00 0.0003 N 30330000.00 30330000.00 California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev. California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev., 0.15% (Recology, Inc. Proj.) Series 2010 A, LOC Bank of America NA VRDN 130536PN9 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.11% (Loma Linda Univ. Med. Ctr. Proj.) Series 2007 B1, LOC Union Bank of California VRDN 541482JN6 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y UNION BANK OF CALIFORNIA N/A N/A Y UNION BANK OF CALIFORNIA N/A N/A N 18000000.00 18000000.00 0.0002 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 Guaranteed Mtg. pass-thru certif 544393CH2 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.10% Series 2010 A3, LOC JPMorgan Chase Bank VRDN 79765A3M6 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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 Guaranteed Mtg. pass-thru certificates VRDN 828905EA3 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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 2011-12-07 2011-12-07 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., 0.11% (Henry Ford Health Sys. Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 59465HGS9 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 47900000.00 47900000.00 0.0004 N 47900000.00 47900000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.10% (CaroMont Health Proj.) Series 2003 A, LOC Bank of America NA VRDN 65820HVF7 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.10% Series 2004 86B, (Liquidity Facility Fannie Mae Guaranteed Mtg. pass-thru certificates) (L 708793GF5 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 Y FANNIE MAE N/A N/A FREDDIE MAC 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., 0.18% (Waste Mgmt., Inc. Proj.) Series A, LOC JPMorgan Chase Bank VRDN 402231AX2 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.10% Series 2000 A, LOC JPMorgan Chase Bank VRDN 591745XL3 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.14% (George Washington Univ. Proj.) Series 1999 B, LOC Bank of America NA VRDN 2548394S9 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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., 0.14% (Catholic Healthcare West Proj.) Series 2008 B, LOC Bank of America NA VRDN 040507JU0 Variable Rate Demand Note First Tier Security 2011-12-07 2011-12-07 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 2012-02-28 Y METROPOLITAN LIFE INS CO N/A N/A N N 175000000.00 175000000.00 0.0015 Y 174970425.00 174970425.00 Ge Equipment Small Tick LLC 2011-2 Ge Equipment Small Tick LLC 2011-2, 0.51% 36162DAA7 Other Instrument Asset-Backed Securities First Tier Security 2012-11-21 2012-11-21 N N N 25000000.00 25000000.00 0.0002 N 25000000.00 25000000.00 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 18217575.00 18217575.00 0.0002 N 18204806.30 18204806.30 Harley-Davidson Motor Trust 11-2 Harley-Davidson Motor Trust 11-2, 0.38% 41283PAA4 Other Instrument Asset-Backed Securities First Tier Security 2012-11-15 2012-11-15 N N N 15000000.00 15000000.00 0.0001 N 15000180.00 15000180.00 Mercedes-Benz Automobile Lease Trust Mercedes-Benz Automobile Lease Trust, 0.40% 587727AA6 Other Instrument Asset-Backed Securities First Tier Security 2012-11-15 2012-11-15 N N N 60000000.00 60000000.00 0.0005 N 59999250.00 59999250.00 Volkswagen Automobile Lease Trust Volkswagen Automobile Lease Trust, 0.46% 92867FAA3 Other Instrument Asset-Backed Securities First Tier Security 2012-11-20 2012-11-20 N N N 75000000.00 75000000.00 0.0006 N 75000000.00 75000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.13% 43F99PWH9 0000851376 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2039-08-01 3 - 4.5 Government Agency Debt 211469935.00 188700681.62 First Tier Security 2011-12-07 2011-12-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 185000000.00 185000000.00 0.0015 N 185000000.00 185000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.16% 43F99PQM5 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-05-01 2041-07-01 3.5 - 6.5 Government Agency Debt 308483339.00 225361145.11 FEDERAL NATIONAL MORTGAGE ASSOC 2021-02-01 2042-02-01 3 - 5.5 Government Agency Debt 540320533.00 519621184.02 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2041-03-20 4 - 5 Government Agency Debt 66288953.00 58859833.95 First Tier Security 2011-12-07 2011-12-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 788000000.00 788000000.00 0.0066 N 788000000.00 788000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.18% 43F99PKT6 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-01-01 2041-06-01 3.071 - 3.647 Government Agency Debt 115539554.00 103663010.89 FEDERAL NATIONAL MORTGAGE ASSOC 2021-02-01 2041-10-01 2.901 - 5.945 Government Agency Debt 443135930.00 255342304.97 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-11-15 2061-06-20 3 - 4.8 Government Agency Debt 68933239.00 68451613.04 First Tier Security 2011-12-07 2011-12-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 419000000.00 419000000.00 0.0035 N 419000000.00 419000000.00 Citibank NA Citibank NA, 0.12% 37R99M4C7 0000036684 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2020-11-02 2020-11-02 3.45 - 3.45 Government Agency Debt 3500000.00 3516706.67 FEDERAL FARM CREDIT 2011-12-07 2022-12-05 0 - 5.05 Government Agency Debt 67895000.00 70225233.30 FEDERAL HOME LOAN BANK 2012-03-21 2026-10-05 0.11 - 3.84 Government Agency Debt 170275000.00 171889753.06 FEDERAL HOME LOAN MORTGAGE CORP 2012-02-02 2037-05-04 0 - 8.25 Government Agency Debt 123610150.00 108403185.96 FINANCE CORPORATION 2018-04-06 2019-09-26 0 - 8.6 Government Agency Debt 13816000.00 12835242.21 FEDERAL NATIONAL MORTGAGE ASSOC 2012-09-13 2040-02-09 0 - 6.25 Government Agency Debt 170813000.00 139517077.15 RESOLUTION FUNDING CORP 2015-07-15 2030-01-15 0 - 8.625 Government Agency Debt 51632000.00 39380107.97 TENNESEE VALLEY AUTHORITY 2012-05-23 2060-09-15 3.875 - 7.125 Government Agency Debt 15406000.00 19315361.09 First Tier Security 2011-12-07 2011-12-07 Y CITIBANK NA (GOV REPO) N/A N/A N N 554000000.00 554000000.00 0.0046 N 554000000.00 554000000.00 Citibank NA Citibank NA, 0.13% 37R99M3L8 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-05-01 2041-11-01 2.5 - 5.033 Government Agency Debt 162132743.00 92993820.34 FEDERAL NATIONAL MORTGAGE ASSOC 2023-10-01 2041-08-01 2.496 - 5.03 Government Agency Debt 365806912.00 254456780.82 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-08-15 2041-10-15 4 - 6 Government Agency Debt 262726813.00 202333370.11 First Tier Security 2011-12-06 2011-12-06 Y CITIBANK NA (GOV REPO) N/A N/A N N 539000000.00 539000000.00 0.0045 N 539000000.00 539000000.00 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 2040-07-01 2.612 - 6 Government Agency Debt 166338848.00 51952983.28 FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2041-08-01 1.83 - 7 Government Agency Debt 391817236.00 195966919.34 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-12-15 2058-08-20 0.842 - 7 Government Agency Debt 390132886.00 125091729.49 First Tier Security 2011-12-07 2011-12-07 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 365000000.00 365000000.00 0.0031 N 365000000.00 365000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.13% 42P99BXP2 0000769993 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-05-01 2041-11-01 3.5 - 7 Government Agency Debt 304386115.00 104153913.68 FEDERAL NATIONAL MORTGAGE ASSOC 2016-07-01 2050-02-01 1.77 - 7.5 Government Agency Debt 729274545.00 262028731.87 First Tier Security 2011-12-06 2011-12-06 Y GOLDMAN SACHS & CO (GOV REPO) N/A N/A N N 359000000.00 359000000.00 0.0030 N 359000000.00 359000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.14% 41P99GUQ4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-05-15 2041-09-15 0.7 - 5.898 Government Agency Debt 66842900.00 19006685.35 FEDERAL NATIONAL MORTGAGE ASSOC 2014-07-01 2048-07-25 0.587 - 6.339 Government Agency Debt 2089913251.00 354769991.12 First Tier Security 2011-12-07 2011-12-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 366000000.00 366000000.00 0.0031 N 366000000.00 366000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.14% 41P99GVJ9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-07-01 6 - 6 Government Agency Debt 10000.00 3449.08 FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-01 2047-09-01 1.836 - 6.484 Government Agency Debt 1011641065.00 371306156.18 First Tier Security 2011-12-07 2011-12-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 364000000.00 364000000.00 0.0030 N 364000000.00 364000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.16% 41P99GWP4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-11-15 2031-11-15 3 - 3.5 Government Agency Debt 114720079.00 119455802.55 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-25 2049-12-25 0.587 - 6.25 Government Agency Debt 264273376.00 117369731.28 First Tier Security 2011-12-07 2011-12-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 231000000.00 231000000.00 0.0019 N 231000000.00 231000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 41P99GPM9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2041-08-01 0.648 - 5.908 Government Agency Debt 301526267.00 82483615.58 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-25 2048-07-25 0.557 - 6 Government Agency Debt 1915812572.00 290514694.02 First Tier Security 2011-12-07 2011-12-07 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 2041-08-01 0.648 - 6 Government Agency Debt 504752354.00 195386889.11 FEDERAL NATIONAL MORTGAGE ASSOC 2036-05-25 2041-07-01 0.807 - 6 Government Agency Debt 3860000.00 755319.80 First Tier Security 2011-12-07 2011-12-07 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 2022-04-15 2041-09-15 0.75 - 6.43 Government Agency Debt 400844212.00 130985414.24 FEDERAL NATIONAL MORTGAGE ASSOC 2021-06-01 2050-11-01 0.587 - 6 Government Agency Debt 690788075.00 669613878.86 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2041-10-20 1.625 - 8 Government Agency Debt 1828901527.00 157930482.54 First Tier Security 2011-12-07 2011-12-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 939000000.00 939000000.00 0.0079 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 2035-05-01 2041-08-01 0.648 - 5.092 Government Agency Debt 29654000.00 8270983.09 FEDERAL NATIONAL MORTGAGE ASSOC 2031-02-01 2041-11-01 0.807 - 6.5 Government Agency Debt 638870752.00 379410432.81 First Tier Security 2011-12-07 2011-12-07 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% 41P99GJG9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-12-15 2041-09-15 0.648 - 4.199 Government Agency Debt 536359000.00 143996943.99 FEDERAL NATIONAL MORTGAGE ASSOC 2020-09-25 2041-10-01 0.587 - 5.5 Government Agency Debt 314304537.00 37057602.85 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-07-16 2038-01-20 0.855 - 4.5 Government Agency Debt 25000000.00 8352195.32 First Tier Security 2011-12-07 2011-12-07 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 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 2041-08-01 1.576 - 6.296 Government Agency Debt 709165073.00 208872382.55 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2048-01-01 0.807 - 6.5 Government Agency Debt 188952467.00 104019832.85 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-07-20 2041-02-20 0.75 - 5 Government Agency Debt 81702153.00 59022044.06 First Tier Security 2011-12-07 2011-12-07 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 2035-11-01 2041-08-01 2.362 - 5.908 Government Agency Debt 110918204.00 62242150.03 FEDERAL NATIONAL MORTGAGE ASSOC 2015-01-01 2041-10-01 0.807 - 6.136 Government Agency Debt 664478200.00 184709454.80 First Tier Security 2011-12-07 2011-12-07 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, 0.24% 41P99GSU8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-02-15 2041-09-15 2.951 - 6 Government Agency Debt 182401942.00 140935638.79 FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-01 2045-05-25 1.99 - 6 Government Agency Debt 650287946.00 607757713.29 First Tier Security 2011-12-07 2011-12-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 727000000.00 727000000.00 0.0061 N 727000000.00 727000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.27% 40W9955V9 0000812291 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-04-15 2041-04-15 4 - 4 Government Agency Debt 3910000.00 3404777.70 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-25 2040-12-25 2.5 - 4.5 Government Agency Debt 230368016.00 181996613.73 First Tier Security 2011-12-07 2011-12-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 180000000.00 180000000.00 0.0015 N 180000000.00 180000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.18%, dated 11/30/2011 due 12/01/2011 43J99YPK7_08126 Government Agency Repurchase Agreement Y US TREASURY 2012-04-19 2018-11-30 0 - 4.75 Treasury Debt 193769.19 194208.65 FEDERAL HOME LOAN MORTGAGE CORP 2015-03-01 2041-02-01 2.107 - 11 Government Agency Debt 212107.88 67479.15 FEDERAL NATIONAL MORTGAGE ASSOC 2013-08-01 2048-01-01 0 - 9.5 Government Agency Debt 598405.53 205576.27 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-06-20 2041-10-20 1.5 - 5 Government Agency Debt 20563.03 17654.94 GOLDMAN SACHS GROUP INC FDIC GTD TLGP 2012-06-15 2012-06-15 3.25 - 3.25 Other Instrument CORPORATE 342.72 353.45 JPMORGAN CHASE & CO FDIC GTD TLGP 2012-06-22 2012-06-22 2.125 - 2.125 Other Instrument CORPORATE 380.80 388.58 Unrated Security 2011-12-01 2011-12-01 N N N 476000.00 476000.00 0.0000 N 476000.00 476000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.16% 41B99CJR9 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-06-01 2041-06-01 0.743 - 8 Government Agency Debt 93257447.00 68954455.62 FEDERAL NATIONAL MORTGAGE ASSOC 2018-12-01 2041-11-01 0.639 - 8.8 Government Agency Debt 117642703.00 93104105.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-01-16 2041-10-20 3 - 3.5 Government Agency Debt 73163065.00 62357295.91 First Tier Security 2011-12-07 2011-12-07 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, 0.16% 42J991UW9 0000230611 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2035-07-01 5 - 5 Government Agency Debt 190140000.00 67628829.11 FEDERAL NATIONAL MORTGAGE ASSOC 2030-10-01 2041-11-01 3.5 - 5.5 Government Agency Debt 528513290.00 394971047.94 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-11-20 2041-11-20 4 - 4 Government Agency Debt 10984418.00 11750715.41 First Tier Security 2011-12-07 2011-12-07 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 465000000.00 465000000.00 0.0039 N 465000000.00 465000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.30% 43T99NAS9 0000851376 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8193917.00 111241854.26 First Tier Security 2011-12-06 2011-12-06 N N N 103000000.00 103000000.00 0.0009 N 103000000.00 103000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.30% 43T99NBD1 0000851376 Other Repurchase Agreement N 51-100 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5461915.00 87480751.87 First Tier Security 2011-12-07 2011-12-07 N N N 81000000.00 81000000.00 0.0007 N 81000000.00 81000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.55% 42X99TVK7 0000851376 Other Repurchase Agreement N 51-100 2014-02-20 2047-06-25 0 - 8.394 Other Instrument MORTGAGE 2075298849.00 538094727.09 First Tier Security 2011-12-02 2011-12-02 N N N 498000000.00 498000000.00 0.0042 N 498000000.00 498000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.55% 42X99TVL5 0000851376 Other Repurchase Agreement N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2047-05-25 2047-05-25 0.447 - 0.447 Other Instrument MORTGAGE 86673000.00 31281031.96 BEAR STEARNS MORTGAGE FUNDING TRUST 2037-02-25 2037-02-25 0.407 - 0.407 Other Instrument MORTGAGE 80000000.00 45888853.91 GREENPOINT MORTGAGE-BACKED PASS-THROUGH CERTIFICATES 2047-04-25 2047-04-25 0.417 - 0.417 Other Instrument MORTGAGE 63225000.00 33699806.81 HARBORVIEW MORTGAGE LOAN TRUST 2036-01-19 2036-01-19 2.218 - 2.218 Other Instrument MORTGAGE 78870000.00 26549383.70 HARBORVIEW MORTGAGE LOAN TRUST 2036-12-19 2036-12-19 0.415 - 0.415 Other Instrument MORTGAGE 60000000.00 29297615.99 JP MORGAN ALTERNATIVE LOAN TRUST 2037-06-27 2037-06-27 0.757 - 0.757 Other Instrument MORTGAGE 67599277.00 30648007.52 LEHMAN MORTGAGE TRUST 2036-11-25 2036-11-25 0.695 - 0.695 Other Instrument MORTGAGE 118176000.00 25999984.07 MERRILL LYNCH MORTGAGE INVESTORS 2036-03-25 2036-03-25 5.654 - 5.654 Other Instrument MORTGAGE 117000000.00 26787782.95 NATIONAL COLLEGIATE TRUST 2033-10-25 2033-10-25 0.586 - 0.586 Other Instrument MORTGAGE 90500000.00 41816110.43 RALI 2046-12-25 2046-12-25 0.395 - 0.395 Other Instrument MORTGAGE 9164369.00 5480045.41 RALI 2046-10-25 2046-10-25 0.395 - 0.395 Other Instrument MORTGAGE 50000000.00 28340042.87 STRUCTURED ASSET MORTGAGE INVESTMENTS 2036-08-25 2036-08-25 0.407 - 0.407 Other Instrument MORTGAGE 53850000.00 25614758.34 STRUCTURED ASSET MORTGAGE INVESTMENTS 2037-04-25 2037-04-25 0.427 - 0.427 Other Instrument MORTGAGE 53036000.00 36322452.30 THORNBURG MORTGAGE SECURITIES TRUST 2047-06-25 2047-06-25 0.477 - 0.477 Other Instrument MORTGAGE 60000000.00 28054994.57 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-10-25 2045-12-25 0.517 - 0.547 Other Instrument MORTGAGE 401087534.00 79799875.39 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2036-09-25 2036-09-25 6 - 6 Other Instrument MORTGAGE 35000000.00 42513980.87 First Tier Security 2011-12-05 2011-12-05 N N N 498000000.00 498000000.00 0.0042 N 498000000.00 498000000.00 Barclays Capital, Inc. 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Goldman Sachs & Co., 0.20% 40M99HSB3 0000769993 Other Repurchase Agreement N US TREASURY 2012-01-19 2017-08-15 0 - 8.875 Treasury Debt 628255900.00 695187911.51 FEDERAL NATIONAL MORTGAGE ASSOC 2041-02-01 2041-09-01 3.131 - 3.243 Government Agency Debt 154854980.00 149376865.03 First Tier Security 2011-12-07 2011-12-07 N N N 828000000.00 828000000.00 0.0069 N 828000000.00 828000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.25% 40M99HSA5 0000769993 Other Repurchase Agreement N US TREASURY 2017-05-15 2020-05-15 8.75 - 8.75 Treasury Debt 219163900.00 316202201.87 First Tier Security 2011-12-07 2011-12-07 N N N 310000000.00 310000000.00 0.0026 N 310000000.00 310000000.00 HSBC Securities, Inc. HSBC Securities, Inc., 0.23% 34X99V6Q4 0000853784 Other Repurchase Agreement N FINANCE CORPORATION 2011-12-27 2019-06-06 0 - 11 Government Agency Debt 140534000.00 123769876.93 FEDERAL NATIONAL MORTGAGE ASSOC 2015-02-12 2018-02-01 N/A Government Agency Debt 1011000.00 888506.30 AMERADA HESS CORPORATION 2029-10-01 2029-10-01 7.875 - 7.875 Other Instrument CORPORATE 85000.00 113172.92 ARCELORMITTAL CLASS A N.Y. REG 2039-10-15 2039-10-15 7 - 7 Other Instrument CORPORATE 8921000.00 7898484.82 AUTOZONE INC. 2013-06-01 2015-11-15 4.375 - 5.5 Other Instrument CORPORATE 450000.00 490385.71 FEDERATIVE REPUBLIC OF BRAZIL 2024-04-15 2024-04-15 8.875 - 8.875 Other Instrument CORPORATE 265000.00 393152.33 CIGNA CORPORATION 2020-06-15 2020-06-15 5.125 - 5.125 Other Instrument CORPORATE 400000.00 421884.30 DARDEN RESTAURANTS, INC. 2037-10-15 2037-10-15 6.8 - 6.8 Other Instrument CORPORATE 60000.00 72252.66 DIRECTV HOLDINGS LLC 2040-08-15 2040-08-15 6 - 6 Other Instrument CORPORATE 34000.00 35978.69 DISCOVERY COMMUNICATIONS, LLC 2015-06-01 2040-06-01 3.7 - 6.35 Other Instrument CORPORATE 290000.00 309868.64 FIRSTENERGY SOLUTIONS CORP. 2039-08-15 2039-08-15 6.8 - 6.8 Other Instrument CORPORATE 6000000.00 6862339.50 FREEPORT-MCMORAN COPPER & GOLD 2017-04-01 2017-04-01 8.375 - 8.375 Other Instrument CORPORATE 8204000.00 8870375.10 GENWORTH FINANCIAL 2034-06-15 2034-06-15 6.5 - 6.5 Other Instrument CORPORATE 22500000.00 18000712.39 HEALTH CARE REIT 2041-03-15 2041-03-15 6.5 - 6.5 Other Instrument CORPORATE 15000000.00 14567733.41 INTERNATIONAL PAPER CAPITAL TR 2038-06-15 2039-11-15 7.3 - 8.7 Other Instrument CORPORATE 1107000.00 1487341.09 KINDER MORGAN 2020-02-15 2020-02-15 6.85 - 6.85 Other Instrument CORPORATE 300000.00 355085.74 KRAFT FOODS INC. 2037-08-11 2040-02-09 6.5 - 7 Other Instrument CORPORATE 12845000.00 16517481.23 LORILLARD TOBACCO COMPANY 2040-05-01 2040-05-01 8.125 - 8.125 Other Instrument CORPORATE 1073000.00 1224275.13 MARATHON OIL CORP 2018-03-15 2019-02-15 5.9 - 7.5 Other Instrument CORPORATE 291000.00 352129.49 MARRIOT INTERNATIONAL 2012-06-15 2013-02-15 4.625 - 5.625 Other Instrument CORPORATE 486000.00 504570.39 NABORS INDUSTRIES, INC. 2020-09-15 2020-09-15 5 - 5 Other Instrument CORPORATE 925000.00 951413.96 PERKIN ELMER CO 2021-11-15 2021-11-15 5 - 5 Other Instrument CORPORATE 310000.00 315394.34 SAFEWAY INC. 2012-08-15 2031-02-01 3.95 - 7.25 Other Instrument CORPORATE 125000.00 142703.32 TECK CORPORATION 2012-09-15 2022-01-15 3.85 - 10.25 Other Instrument CORPORATE 643000.00 680690.61 TIME WARNER INC 2015-07-15 2041-10-15 3.15 - 6.1 Other Instrument CORPORATE 350000.00 369068.47 TIME WARNER CABLE INC. 2021-02-15 2041-09-01 4 - 5.5 Other Instrument CORPORATE 165000.00 163356.62 VALERO ENERGY CORP NEW 2020-02-01 2020-02-01 6.125 - 6.125 Other Instrument CORPORATE 350000.00 390234.44 VIACOM INC. 2012-08-15 2012-08-15 5.625 - 5.625 Other Instrument CORPORATE 189000.00 197812.38 First Tier Security 2011-12-01 2011-12-01 N N N 200000000.00 200000000.00 0.0017 N 200000000.00 200000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 36N99SXL8 0000877559 Other Repurchase Agreement N ABBOTT LABORATORIES 2017-11-30 2017-11-30 5.6 - 5.6 Other Instrument CORPORATE 20085000.00 23790279.83 ALLERGAN INC 2020-09-15 2020-09-15 3.375 - 3.375 Other Instrument CORPORATE 3200000.00 3315792.08 BANK OF AMERICA FUNDING CORPOR 2021-05-13 2021-05-13 5 - 5 Other Instrument CORPORATE 265000.00 220456.45 BB&T CAPITAL TRUST IV 2057-06-12 2057-06-12 6.82 - 6.82 Other Instrument CORPORATE 2500000.00 2573316.69 CISCO SYSTEMS, INC. 2040-01-15 2040-01-15 5.5 - 5.5 Other Instrument CORPORATE 1113200.00 1309362.46 CITIGROUP, INC. 2013-02-15 2013-02-15 1.307 - 1.307 Other Instrument CORPORATE 5000000.00 4920791.69 COMMONWEALTH EDISON COMPANY 2016-09-01 2016-09-01 1.95 - 1.95 Other Instrument CORPORATE 14200.00 14181.34 ENTERGY TEXAS, INC. 2019-02-01 2019-02-01 7.125 - 7.125 Other Instrument CORPORATE 125000.00 154696.51 GOLDMAN SACHS GROUP, INC. 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2.5 Other Instrument CORPORATE 7200000.00 7492272.38 SHELL INTERNATIONAL FINANCE B. 2038-12-15 2038-12-15 6.375 - 6.375 Other Instrument CORPORATE 1000000.00 1364207.03 SOUTHERN UNION COMPANY 2029-11-15 2029-11-15 8.25 - 8.25 Other Instrument CORPORATE 1175000.00 1432298.51 TEXAS INSTRUMENTS INCORPORATED 2014-05-15 2014-05-15 1.375 - 1.375 Other Instrument CORPORATE 4785000.00 4844082.02 VENTAS REALTY LIMITED PARTNERS 2021-06-01 2021-06-01 4.75 - 4.75 Other Instrument CORPORATE 4709173.00 4561376.99 WASHINGTON REAL ESTATE INVESTM 2013-03-15 2013-03-15 5.125 - 5.125 Other Instrument CORPORATE 1980000.00 2070064.59 WHIRLPOOL CORP 2014-05-01 2014-05-01 8.6 - 8.6 Other Instrument CORPORATE 1900000.00 2139003.04 ZIMMER HOLDINGS INC 2039-11-30 2039-11-30 5.75 - 5.75 Other Instrument CORPORATE 3100000.00 3557746.05 First Tier Security 2011-12-01 2011-12-01 N N N 91000000.00 91000000.00 0.0008 N 91000000.00 91000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.34% 36N99SWF2 0000877559 Other Repurchase Agreement N SARA LEE CORP 2032-11-01 2032-11-01 6.125 - 6.125 Other Instrument CORPORATE 3365000.00 3452537.01 SIGMA ALDRICH CORP 2020-11-01 2020-11-01 3.375 - 3.375 Other Instrument CORPORATE 1500000.00 1559369.98 SOUTHERN UNION COMPANY 2029-11-15 2029-11-15 8.25 - 8.25 Other Instrument CORPORATE 5115000.00 6235069.66 SUNTRUST BANKS, INC. 2017-01-20 2017-01-20 3.5 - 3.5 Other Instrument CORPORATE 2153000.00 2123416.62 TECK CORPORATION 2019-05-15 2019-05-15 10.75 - 10.75 Other Instrument CORPORATE 1375000.00 1691250.03 TIME WARNER ENTERTAINMENT COMP 2023-03-15 2023-03-15 8.375 - 8.375 Other Instrument CORPORATE 5000000.00 6497447.49 UNITED TECHNOLOGIES 2040-04-15 2040-04-15 5.7 - 5.7 Other Instrument CORPORATE 44867000.00 54626170.26 VERIZON COMMUNICATIONS 2038-02-15 2038-02-15 6.4 - 6.4 Other Instrument CORPORATE 6000000.00 7353820.32 WAL-MART STORES, INC. 2035-09-01 2035-09-01 5.25 - 5.25 Other Instrument CORPORATE 40000000.00 45641169.55 AB SVENSK EXPORTKREDIT 2017-03-01 2017-03-01 5.125 - 5.125 Other Instrument CORPORATE 1300000.00 1491425.23 AETNA INC 2016-06-15 2016-06-15 6 - 6 Other Instrument CORPORATE 2455000.00 2896875.58 ANGLOGOLD ASHANTI HOLDING PLC 2020-04-15 2020-04-15 5.375 - 5.375 Other Instrument CORPORATE 540000.00 525894.01 ASTRAZENECA PLC SPONSORED ADR 2017-09-15 2017-09-15 5.9 - 5.9 Other Instrument CORPORATE 3700000.00 4485115.47 BAKER HUGHES INCORPORATED 2018-11-15 2018-11-15 7.5 - 7.5 Other Instrument CORPORATE 1701000.00 2217449.07 BANK OF AMERICA CORPORATION 2015-12-01 2015-12-01 5.25 - 5.25 Other Instrument CORPORATE 10000000.00 9830142.26 CNA FINANCIAL CORPORATION 2018-01-15 2018-01-15 6.95 - 6.95 Other Instrument CORPORATE 5000000.00 5428862.57 CVS/CAREMARK 2020-05-18 2020-05-18 4.75 - 4.75 Other Instrument CORPORATE 2800000.00 3098451.76 CARDINAL HEALTH, INC. 2016-10-15 2016-10-15 5.8 - 5.8 Other Instrument CORPORATE 6086500.00 7060502.32 CINGULAR WIRELESS 2031-12-15 2031-12-15 7.125 - 7.125 Other Instrument CORPORATE 40000000.00 52360253.33 CONAGRA INC. 2019-04-15 2019-04-15 7 - 7 Other Instrument CORPORATE 10000000.00 12023400.07 CORNING INCORPORATED 2040-08-15 2040-08-15 5.75 - 5.75 Other Instrument CORPORATE 3200000.00 3626462.17 DTE ENERGY CO 2014-05-15 2014-05-15 7.625 - 7.625 Other Instrument CORPORATE 489000.00 560549.07 ENERGY TRANSFER PARTNERS 2019-03-15 2019-03-15 9.7 - 9.7 Other Instrument CORPORATE 10000000.00 12549128.53 EUROPEAN INVESTMENT BANK K 2013-07-15 2014-04-08 3 - 4.25 Other Instrument CORPORATE 4024900.00 4195487.45 EXPEDIA,INC. 2020-08-15 2020-08-15 5.95 - 5.95 Other Instrument CORPORATE 15134400.00 15664213.55 EXPRESS SCRIPTS, INC. 2019-06-15 2019-06-15 7.25 - 7.25 Other Instrument CORPORATE 6500000.00 7804219.42 GEORGIA POWER COMPANY 2017-06-01 2017-06-01 5.7 - 5.7 Other Instrument CORPORATE 1000000.00 1210929.99 J P MORGAN CHASE & CO 2013-01-02 2014-03-15 4.875 - 5.75 Other Instrument CORPORATE 5180100.00 5498271.75 L-3 COMMUNICATIONS CORPORATION 2020-07-15 2020-07-15 4.75 - 4.75 Other Instrument CORPORATE 2600000.00 2497033.45 METLIFE CAPITAL TRUST I 2039-08-01 2039-08-01 10.75 - 10.75 Other Instrument CORPORATE 5415000.00 7191307.57 MIDAMERICAN ENERGY HOLDINGS CO 2037-09-15 2037-09-15 6.5 - 6.5 Other Instrument CORPORATE 1400000.00 1784756.64 MORGAN STANLEY 2015-10-15 2015-10-15 5.375 - 5.375 Other Instrument CORPORATE 714300.00 681684.20 MOTOROLA INC. 2046-10-01 2046-10-01 5.22 - 5.22 Other Instrument CORPORATE 10000000.00 8252950.31 NEWS AMERICA INCORPORATED 2020-08-15 2020-08-15 5.65 - 5.65 Other Instrument CORPORATE 1850000.00 2076606.59 PROLOGIS L P 2018-05-15 2018-05-15 6.625 - 6.625 Other Instrument CORPORATE 5620000.00 6283512.57 REALTY INCOME 2016-09-15 2019-08-15 5.95 - 6.75 Other Instrument CORPORATE 4995000.00 5636221.45 First Tier Security 2011-12-07 2011-12-07 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 301000000.00 301000000.00 0.0025 N 301000000.00 301000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.52% 36N99SUH0 0000877559 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2036-02-15 2036-02-15 6.952 - 6.952 Government Agency Debt 16985500.00 825991.18 ABBOTT LABORATORIES 2017-11-30 2017-11-30 5.6 - 5.6 Other Instrument CORPORATE 285000.00 337576.79 AETNA INC 2016-06-15 2016-06-15 6 - 6 Other Instrument CORPORATE 440000.00 519195.62 ANGLOGOLD ASHANTI HOLDING PLC 2020-04-15 2020-04-15 5.375 - 5.375 Other Instrument CORPORATE 160000.00 155820.45 BLACK & DECKER 2016-11-15 2016-11-15 5.75 - 5.75 Other Instrument CORPORATE 500000.00 583567.92 CVS/CAREMARK 2041-05-15 2041-05-15 5.75 - 5.75 Other Instrument CORPORATE 130000.00 145380.95 CARDINAL HEALTH, INC. 2016-10-15 2016-10-15 5.8 - 5.8 Other Instrument CORPORATE 913500.00 1059684.36 EXPEDIA,INC. 2020-08-15 2020-08-15 5.95 - 5.95 Other Instrument CORPORATE 725800.00 751208.25 GOLDMAN SACHS GROUP, INC. (THE 2017-01-15 2017-01-15 5.625 - 5.625 Other Instrument CORPORATE 10000000.00 10034437.18 PFD HCP, INC. SERIES E 2018-01-30 2018-01-30 6.7 - 6.7 Other Instrument CORPORATE 7800000.00 8653735.90 HSBC BANK USA 2014-04-01 2014-04-01 4.625 - 4.625 Other Instrument CORPORATE 10000000.00 10330398.08 MEDCOHEALTH SOLUTIONS, INC. 2020-09-15 2020-09-15 4.125 - 4.125 Other Instrument CORPORATE 50000.00 49835.33 MORGAN STANLEY 2015-10-15 2015-10-15 5.375 - 5.375 Other Instrument CORPORATE 10785700.00 10293211.88 NABORS INDUSTRIES, INC. 2019-01-15 2019-01-15 9.25 - 9.25 Other Instrument CORPORATE 460000.00 580857.45 PPF FUNDING, INC. 2015-06-01 2017-01-15 5.125 - 5.625 Other Instrument CORPORATE 4590000.00 4764048.00 PROLOGIS L P 2018-05-15 2018-05-15 6.625 - 6.625 Other Instrument CORPORATE 285000.00 318647.88 SOUTHERN UNION COMPANY 2029-11-15 2029-11-15 8.25 - 8.25 Other Instrument CORPORATE 565000.00 688722.26 VENTAS REALTY LIMITED PARTNERS 2017-04-01 2017-04-01 6.75 - 6.75 Other Instrument CORPORATE 10311000.00 10827709.84 First Tier Security 2011-12-07 2011-12-07 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 58000000.00 58000000.00 0.0005 N 58000000.00 58000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.58% 36N99SWQ8 0000877559 Other Repurchase Agreement N CELGENE CORPORATION 2020-10-15 2020-10-15 3.95 - 3.95 Other Instrument CORPORATE 2535000.00 2575015.83 CISCO SYSTEMS, INC. 2040-01-15 2040-01-15 5.5 - 5.5 Other Instrument CORPORATE 31086800.00 36564758.39 ENBRIDGE ENERGY PARTNERS L.P. 2016-12-15 2016-12-15 5.875 - 5.875 Other Instrument CORPORATE 2000000.00 2338914.16 EXPEDIA,INC. 2020-08-15 2020-08-15 5.95 - 5.95 Other Instrument CORPORATE 535000.00 553728.87 THE GOLDMAN SACHS GROUP, INC. 2014-01-15 2014-01-15 5.15 - 5.15 Other Instrument CORPORATE 10000000.00 10321425.20 HOSPIRA, INC. 2017-03-30 2017-03-30 6.05 - 6.05 Other Instrument CORPORATE 10400000.00 11848338.03 ILLINOIS TOOL WORKS INC. 2014-04-01 2014-04-01 5.15 - 5.15 Other Instrument CORPORATE 1500000.00 1657800.44 PRIDE INTERNATIONAL, INC (DELA 2020-08-15 2020-08-15 6.875 - 6.875 Other Instrument CORPORATE 5000000.00 5984904.77 PROLOGIS L P 2018-05-15 2018-05-15 6.625 - 6.625 Other Instrument CORPORATE 1830000.00 2046054.80 SOUTHERN UNION COMPANY 2029-11-15 2029-11-15 8.25 - 8.25 Other Instrument CORPORATE 1115000.00 1359159.86 UNITED UTILITIES PLC 2019-02-01 2019-02-01 5.375 - 5.375 Other Instrument CORPORATE 5000000.00 5355136.39 VALERO ENERGY CORP NEW 2012-04-15 2012-04-15 6.875 - 6.875 Other Instrument CORPORATE 200000.00 205994.75 WEATHERFORD INTERNATIONAL LTD 2018-03-15 2018-03-15 6 - 6 Other Instrument CORPORATE 1000000.00 1113013.39 First Tier Security 2011-12-07 2011-12-07 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 78000000.00 78000000.00 0.0007 N 78000000.00 78000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.48% 43H99ULW5 Other Repurchase Agreement N 51-100 2011-11-30 2011-11-30 N/A Other Instrument CORPORATE 1425368200.00 1544586392.56 First Tier Security 2011-12-01 2011-12-01 N N N 1421000000.00 1421000000.00 0.0119 N 1421000000.00 1421000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 43H99UCR6 Other Repurchase Agreement N SPDR GOLD TRUST 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 3584640.00 598204723.20 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 ARCHER-DANIELS MIDLAND COMPANY 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 12000000.00 11910912.00 BEST BUY CO., INC. 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 22835000.00 21887347.50 BOSTON PROPERTIES LIMITED PART 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 10923000.00 11640349.94 EMC CORPORATION 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 119139000.00 176534213.25 EQUINIX, INC. 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 33126000.00 46127888.75 EXTERRAN HOLDINGS INC 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 16825000.00 15502824.20 FORD MOTOR COMPANY 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 1089000.00 1476290.87 GENERAL CABLE CORPORATION 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 74242000.00 70307174.00 GILEAD SCIENCES INC. 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 9119000.00 9785249.80 HERTZ GLOBAL HOLDINGS, INC. 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 4405000.00 6480636.00 HOST HOTELS & RESORTS, L.P. 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 53804000.00 62243157.40 THE INTERPUBLIC GROUP OF COMPA 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 6643000.00 6791597.27 JETBLUE AIRWAYS 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 6603000.00 7012419.02 LENNAR CORPORATION 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 22636000.00 23534898.20 MOLSON COORS BREWING COMPANY 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 26576000.00 28061678.13 NAVISTAR INTERNATIONAL CORPORA 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 10676000.00 11464241.11 NEWMONT MINING CORPORATION 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 8174000.00 12559998.98 NUANCE COMMUNICATIONS INC 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 19664000.00 20389719.58 SAN DISK CORPORATION 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 1428000.00 1602811.48 TECH DATA CORP 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 12329000.00 12489042.75 TEREX CORPORATION 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 21600000.00 24732950.40 VISHAY INTERTECHNOLOGY, INC. 2011-11-30 2011-11-30 N/A Other Instrument OTHER NOTE 500000.00 402295.00 First Tier Security 2012-01-23 2012-01-23 N N N 535000000.00 535000000.00 0.0045 Y 535000000.00 535000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 43H99UCS4 Other Repurchase Agreement N 51-100 2011-11-30 2011-11-30 N/A Other Instrument EQUITY 12154394.00 299149683.26 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., 0.20% 43E9992W6 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2017-08-15 2050-02-15 0 - 119.08 Government Agency Debt 1408697947.00 179754600.96 FEDERAL NATIONAL MORTGAGE ASSOC 2033-04-01 2040-10-01 0 - 5.5 Government Agency Debt 2935593539.00 1188422203.31 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-07-16 2041-01-20 0 - 5.5 Government Agency Debt 172904552.00 112963631.46 First Tier Security 2011-12-01 2011-12-01 N N N 1438000000.00 1438000000.00 0.0120 N 1438000000.00 1438000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.25% 43E9992N6 0001287279 Other Repurchase Agreement N BANK OF THE WEST 2012-03-27 2012-03-27 2.15 - 2.15 Other Instrument OTHER NOTE 400000.00 404196.98 FEDERATIVE REPUBLIC OF BRAZIL 2037-01-20 2037-01-20 7.125 - 7.125 Other Instrument CORPORATE 52885000.00 72226589.42 CITIGROUP FUNDING INC. 2012-10-22 2012-10-22 1.875 - 1.875 Other Instrument OTHER NOTE 27679000.00 28141768.05 JOHN DEERE CP FDIC 2012-06-19 2012-06-19 2.875 - 2.875 Other Instrument OTHER NOTE 1500000.00 1542296.47 GMACLLC7.30%PUBLICINCOMENOTES( 2012-12-19 2012-12-19 0.35 - 2.2 Other Instrument OTHER NOTE 27381000.00 28179004.86 GE CAPITAL CORP FDIC 2012-09-28 2012-12-21 2 - 2.125 Other Instrument OTHER NOTE 50987000.00 52152127.08 GOLDMAN SACHS GROUP, INC. 2012-06-15 2012-06-15 3.25 - 3.25 Other Instrument OTHER NOTE 9780000.00 10086073.86 HSBC USA INC. 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER NOTE 500000.00 507683.04 JEFFERIES GROUP INC NEW 2036-01-15 2036-01-15 6.25 - 6.25 Other Instrument CORPORATE 5000000.00 3873437.64 SOVEREIGN BANCORP, INC. 2012-01-17 2012-01-17 2.75 - 2.75 Other Instrument OTHER NOTE 3120000.00 3161963.34 STATE STREET CORPORATION 2012-04-30 2012-04-30 2.15 - 2.15 Other Instrument OTHER NOTE 282000.00 284871.23 TECK CORPORATION 2022-01-15 2022-01-15 4.75 - 4.75 Other Instrument CORPORATE 10100000.00 10674205.03 WELLS FARGO & COMPANY 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER NOTE 530000.00 540742.91 First Tier Security 2011-12-01 2011-12-01 N N N 204000000.00 204000000.00 0.0017 N 204000000.00 204000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.50% 43E999VT1 0001287279 Other Repurchase Agreement N 51-100 2027-12-25 2047-09-25 0 - 12.367 Other Instrument MORTGAGE 1897835188.00 294893566.08 First Tier Security 2011-12-07 2011-12-07 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 273000000.00 273000000.00 0.0023 N 273000000.00 273000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.55% 43E9992R7 0001287279 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2007-4C 2037-04-25 2037-04-25 6 - 6 Other Instrument GOVERNMENT AGENCY 1065000.00 555969.56 BANC OF AMERICA MORTGAGE SECUR 2035-03-25 2035-03-25 2.835 - 2.835 Other Instrument GOVERNMENT AGENCY 500000.00 133620.78 BANC OF AMERICA FUNDING 2007-C 2036-05-20 2036-05-20 2.737 - 2.737 Other Instrument GOVERNMENT AGENCY 3000000.00 1199226.29 CHASE MORTGAGE FINANCE 2007-A1 2037-03-25 2037-03-25 2.757 - 5.648 Other Instrument GOVERNMENT AGENCY 10379419.00 6877502.17 CHASE MORTGAGE FINANCE TRUST 2 2037-12-25 2037-12-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 2850000.00 770636.06 CHASE MORTGAGE FINANCE TRUST 2 2036-09-25 2036-09-25 5.83 - 5.83 Other Instrument GOVERNMENT AGENCY 13148000.00 9154199.88 GSR MORTGAGE LOAN TRUST 2007-3 2037-05-25 2037-05-25 5 - 5 Other Instrument GOVERNMENT AGENCY 17793000.00 3893980.32 LUMINENT MORTGAGE TRUST 2005-1 2046-02-25 2046-02-25 0.457 - 0.457 Other Instrument GOVERNMENT AGENCY 70000000.00 14536467.34 ML-CFC COMMERCIAL MORTGAGE TRU 2050-06-12 2050-06-12 5.935 - 5.935 Other Instrument GOVERNMENT AGENCY 3000000.00 1568665.44 MERRILL LYNCH MORTGAGE INVESTO 2036-10-25 2036-10-25 6.25 - 6.25 Other Instrument GOVERNMENT AGENCY 56440000.00 17237518.57 WASHINGTON MUTUAL MORTGAGE PAS 2037-04-25 2037-04-25 6 - 6 Other Instrument GOVERNMENT AGENCY 20000000.00 6032555.10 WASHINGTON MUTUAL MORTGAGE PAS 2047-05-25 2047-05-25 1.071 - 1.071 Other Instrument GOVERNMENT AGENCY 45620000.00 14720193.74 First Tier Security 2011-12-01 2011-12-01 N N N 71000000.00 71000000.00 0.0006 N 71000000.00 71000000.00 J.P. Morgan Securities, Inc. J.P. 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5 Other Instrument EQUITY 715000.00 738833.33 AT HOME CORPORATION 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 100000.00 169.30 BEARINGPOINT INC 2024-12-15 2024-12-15 N/A Other Instrument EQUITY 7302000.00 730.20 BOSTON PPTYS LTD PARTNERSHIP 2014-02-15 2014-02-15 3.625 - 3.625 Other Instrument EQUITY 5958000.00 6341235.93 CAPITAL ONE FINL CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 937058.00 13952793.62 CENTRAL EUROPEAN MEDIA ENTERPRISES LTD 2015-11-15 2015-11-15 5 - 5 Other Instrument EQUITY 3510000.00 2359012.50 COMERICA INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 525618.00 2522966.40 EVERGREEN SOLAR INC 2013-07-15 2013-07-15 4 - 4 Other Instrument EQUITY 1030000.00 21887.50 GENERAL MOTORS CO, DETROIT, MICHIGAN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 942822.00 7655714.64 LENNAR CORP 2021-11-15 2021-11-15 N/A Other Instrument EQUITY 499999.00 501301.08 LEVEL 3 COMMUNICATIONS INC 2013-01-15 2016-10-01 6.5 - 15 Other Instrument EQUITY 2674000.00 3378626.08 LINCOLN NATL CORP IND 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 950887.00 11020780.33 MEDTRONIC INC 2013-04-15 2013-04-15 1.625 - 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