0000278001-12-000018.txt : 20120402 0000278001-12-000018.hdr.sgml : 20120402 20120207103537 ACCESSION NUMBER: 0000278001-12-000018 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120131 FILED AS OF DATE: 20120207 DATE AS OF CHANGE: 20120207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 000000000 FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 12576027 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 2012-01-31 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC. 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 51 85 119123323225.80 105277401.60 969007845.14 118259592782.26 0.0042 1.0004 2012-01-31 1.0004 2012-01-31 C000019553 2500.00 118259592782.26 1.00 -2330649859.85 21974502790.39 24305152650.24 0.0004 1.0004 2012-01-31 1.0004 2012-01-31 Bank of Montreal Bank of Montreal, 0.63% 06366UD47 Certificate of Deposit First Tier Security 2012-04-10 2013-02-05 N N N 741000000.00 741000000.00 0.0063 N 741058539.00 741058539.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WLY8 Certificate of Deposit First Tier Security 2012-02-27 2012-09-26 N N N 402000000.00 402000000.00 0.0034 N 401993166.00 401993166.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.46% 06366WQD9 Certificate of Deposit First Tier Security 2012-02-29 2012-10-29 N N N 210000000.00 210000000.00 0.0018 N 210012180.00 210012180.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.47% 06366WPF5 Certificate of Deposit First Tier Security 2012-02-21 2012-10-18 N N N 617000000.00 617000000.00 0.0052 N 616862409.00 616862409.00 Bank of Nova Scotia Bank of Nova Scotia, 0.46% 06417EVT7 Certificate of Deposit First Tier Security 2012-07-05 2012-07-05 N N N 403000000.00 403000000.00 0.0034 N 403191586.20 403191586.20 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 378936707.00 378936707.00 Bank of Nova Scotia Bank of Nova Scotia, 0.50% 06417ELW1 Certificate of Deposit First Tier Security 2012-02-01 2012-11-01 N N N 899000000.00 899000000.00 0.0076 N 900002385.00 900002385.00 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 0.0074 N 871034517.00 871034517.00 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 205984138.00 205984138.00 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 0.0066 N 775033092.50 775033092.50 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 0.0085 N 1000048800.00 1000048800.00 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 500027500.00 500027500.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.49% 06538EAT4 Certificate of Deposit First Tier Security 2012-03-16 2012-03-16 N N N 44000000.00 44000000.00 0.0004 N 44005482.40 44005482.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.49% 06538EAS6 Certificate of Deposit First Tier Security 2012-03-19 2012-03-19 N N N 1000000000.00 1000000000.00 0.0085 N 1000132900.00 1000132900.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EBQ9 Certificate of Deposit First Tier Security 2012-03-28 2012-03-28 N N N 835000000.00 835000000.00 0.0071 N 835145123.00 835145123.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.45% 13606X5X2 Certificate of Deposit First Tier Security 2012-02-23 2012-09-24 N N N 1200000000.00 1200000000.00 0.0101 N 1199982000.00 1199982000.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.60% 13606X6B9 Certificate of Deposit First Tier Security 2012-04-24 2012-10-24 N N N 419000000.00 419000000.00 0.0035 N 418881423.00 418881423.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.62% 13606XN87 Certificate of Deposit First Tier Security 2012-04-17 2013-02-15 N N N 1107000000.00 1107000000.00 0.0094 N 1103675679.00 1103675679.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.44% 22550DEG0 Certificate of Deposit First Tier Security 2012-02-21 2012-02-21 N N N 500000000.00 500000000.00 0.0042 N 500052450.00 500052450.00 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 0.0169 N 2000226400.00 2000226400.00 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 178027999.40 178027999.40 DnB NOR Bank ASA DnB NOR Bank ASA, 0.50% 25600T4U8 Certificate of Deposit First Tier Security 2012-03-02 2012-03-02 N N N 614000000.00 614000000.00 0.0052 N 614184936.80 614184936.80 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.50% 60681P3B8 Certificate of Deposit First Tier Security 2012-04-30 2012-04-30 N N N 403000000.00 403000000.00 0.0034 N 403010034.70 403010034.70 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 0.0019 N 221042321.50 221042321.50 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 0.0019 N 221049680.80 221049680.80 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.55% 60681P2Q6 Certificate of Deposit First Tier Security 2012-04-10 2012-04-10 N N N 407000000.00 407000000.00 0.0034 N 407047293.40 407047293.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GNR5 Certificate of Deposit First Tier Security 2012-02-02 2012-02-02 N N N 409000000.00 409000000.00 0.0035 N 408999550.10 408999550.10 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GNU8 Certificate of Deposit First Tier Security 2012-02-03 2012-02-03 N N N 408000000.00 408000000.00 0.0035 N 407999306.40 407999306.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GNX2 Certificate of Deposit First Tier Security 2012-02-07 2012-02-07 N N N 410000000.00 410000000.00 0.0035 N 410000000.00 410000000.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.40% 60687GKS6 Certificate of Deposit First Tier Security 2012-03-05 2012-03-05 N N N 414000000.00 414000000.00 0.0035 N 414054689.40 414054689.40 National Bank Canada National Bank Canada, 0.20% 63306V5G1 Certificate of Deposit First Tier Security 2012-02-21 2012-02-21 N N N 1845000000.00 1845000000.00 0.0156 N 1845129150.00 1845129150.00 National Bank Canada National Bank Canada, 0.41% 63306VY38 Certificate of Deposit First Tier Security 2012-02-06 2012-07-06 N N N 359000000.00 359000000.00 0.0030 N 358964818.00 358964818.00 National Bank Canada National Bank Canada, 0.47% 63306V5M8 Certificate of Deposit First Tier Security 2012-07-10 2012-07-10 N N N 405000000.00 405000000.00 0.0034 N 405144463.50 405144463.50 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 525004515.00 525004515.00 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 0.0040 N 471004097.70 471004097.70 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.50% 65557VM81 Certificate of Deposit First Tier Security 2012-03-01 2012-03-01 N N N 48000000.00 48000000.00 0.0004 N 48014793.60 48014793.60 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.35% 74977MWQ4 Certificate of Deposit First Tier Security 2012-02-08 2012-06-08 N N N 1200000000.00 1200000000.00 0.0101 N 1199986800.00 1199986800.00 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 715003146.00 715003146.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.40% 74977MTN5 Certificate of Deposit First Tier Security 2012-02-02 2012-04-02 N N N 373000000.00 373000000.00 0.0032 N 372938828.00 372938828.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.40% 74977MTC9 Certificate of Deposit First Tier Security 2012-02-13 2012-03-12 N N N 2250000000.00 2250000000.00 0.0190 N 2250072000.00 2250072000.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.55% 74977MWY7 Certificate of Deposit First Tier Security 2012-03-05 2012-06-01 N N N 366000000.00 366000000.00 0.0031 N 365955348.00 365955348.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.55% 74977MWX9 Certificate of Deposit First Tier Security 2012-03-05 2012-06-01 N N N 185000000.00 185000000.00 0.0016 N 184973545.00 184973545.00 Royal Bank of Canada Royal Bank of Canada, 0.61% 78009NBP0 Certificate of Deposit First Tier Security 2012-03-09 2012-12-07 N N N 500000000.00 500000000.00 0.0042 N 499697500.00 499697500.00 Royal Bank of Canada Royal Bank of Canada, 0.64% 78009NDK9 Certificate of Deposit First Tier Security 2012-02-13 2013-02-11 N N N 235000000.00 235000000.00 0.0020 N 235131130.00 235131130.00 Royal Bank of Canada Royal Bank of Canada, 0.94% 78009JKX2 Certificate of Deposit First Tier Security 2012-04-02 2013-01-31 N N N 900000000.00 900000000.00 0.0076 N 900570600.00 900570600.00 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 2013-02-05 N N N 750000000.00 749803836.15 0.0063 N 749991000.00 749991000.00 Royal Bank of Scotland PLC Connecticut Branch Royal Bank of Scotland PLC Connecticut Branch, 0.28% 78011LAE6 Certificate of Deposit First Tier Security 2012-02-08 2012-02-08 N N N 445000000.00 445000000.00 0.0038 N 445001958.00 445001958.00 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 750086625.00 750086625.00 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 750092025.00 750092025.00 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 0.0074 N 875174825.00 875174825.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.55% 86562ER42 Certificate of Deposit First Tier Security 2012-04-03 2012-04-03 N N N 1235000000.00 1235000000.00 0.0104 N 1235323570.00 1235323570.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.32% 86562WUB2 Certificate of Deposit First Tier Security 2012-02-06 2012-02-06 N N N 410000000.00 410000000.00 0.0035 N 410008897.00 410008897.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.32% 86562WUG1 Certificate of Deposit First Tier Security 2012-02-09 2012-02-09 N N N 408000000.00 408000000.00 0.0035 N 408013260.00 408013260.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.40% 86562WVE5 Certificate of Deposit First Tier Security 2012-03-26 2012-03-26 N N N 403000000.00 403000000.00 0.0034 N 403006125.60 403006125.60 Svenska Handelsbanken Svenska Handelsbanken, 0.40% 86959BJ63 Certificate of Deposit First Tier Security 2012-02-03 2012-02-03 N N N 833000000.00 833000231.07 0.0070 N 833010079.30 833010079.30 Svenska Handelsbanken Svenska Handelsbanken, 0.43% 86959BL86 Certificate of Deposit First Tier Security 2012-02-17 2012-02-17 N N N 464000000.00 464001029.71 0.0039 N 464038280.00 464038280.00 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 538044654.00 538044654.00 Svenska Handelsbanken Svenska Handelsbanken, 0.52% 86959BU29 Certificate of Deposit First Tier Security 2012-04-03 2012-04-03 N N N 608000000.00 608005227.22 0.0051 N 607994467.20 607994467.20 Toronto-Dominion Bank Toronto-Dominion Bank, 0.50% 89112XDH5 Certificate of Deposit First Tier Security 2012-02-07 2012-11-07 N N N 413000000.00 413000000.00 0.0035 N 412999174.00 412999174.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.54% 89112XNA9 Certificate of Deposit First Tier Security 2012-05-02 2013-02-04 N N N 82000000.00 82000000.00 0.0007 N 82000000.00 82000000.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.58% 89112XBQ7 Certificate of Deposit First Tier Security 2012-04-19 2012-10-19 N N N 292000000.00 292000000.00 0.0025 N 291906268.00 291906268.00 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 250425675.00 250425675.00 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 228313272.00 228313272.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.32% 202991XH3 0000008565 Certificate of Deposit First Tier Security 2012-03-22 2012-03-22 N N N 721000000.00 721005003.42 0.0061 N 721229782.70 721229782.70 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.32% 202991XK6 0000008565 Certificate of Deposit First Tier Security 2012-05-10 2012-05-10 N N N 945000000.00 945000000.00 0.0080 N 945393498.00 945393498.00 HSBC Bank PLC HSBC Bank PLC, 0.38% 35X99QAT1 0001140465 Certificate of Deposit First Tier Security 2012-02-09 2012-02-09 N N N 186000000.00 186000000.00 0.0016 N 186007867.80 186007867.80 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAS3 0001140465 Certificate of Deposit First Tier Security 2012-05-03 2012-05-03 N N N 374000000.00 374000000.00 0.0032 N 373998130.00 373998130.00 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAV6 0001140465 Certificate of Deposit First Tier Security 2012-05-10 2012-05-10 N N N 500000000.00 500000000.00 0.0042 N 500136700.00 500136700.00 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 5001367.00 5001367.00 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 212006784.00 212006784.00 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 266079108.40 266079108.40 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 45014215.50 45014215.50 HSBC Bank PLC HSBC Bank PLC, 0.55% 35X99QAP9 0001140465 Certificate of Deposit First Tier Security 2012-03-15 2012-03-15 N N N 328000000.00 328000000.00 0.0028 N 328103615.20 328103615.20 ING Bank NV ING Bank NV, 0.33% 38T99AAW8 Certificate of Deposit First Tier Security 2012-03-02 2012-03-02 N N N 805000000.00 805000000.00 0.0068 N 804958381.50 804958381.50 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.25% 12R99T5G5 0001167831 Certificate of Deposit First Tier Security 2012-02-15 2012-02-15 N N N 1323000000.00 1323000000.00 0.0112 N 1323027518.40 1323027518.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 39K99HCA6 0000833029 Certificate of Deposit First Tier Security 2012-02-01 2012-02-01 N N N 132000000.00 132000000.00 0.0011 N 132000805.20 132000805.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HBR0 0000833029 Certificate of Deposit First Tier Security 2012-03-05 2012-03-05 N N N 500000000.00 500000000.00 0.0042 N 500141600.00 500141600.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HBU3 0000833029 Certificate of Deposit First Tier Security 2012-03-05 2012-03-05 N N N 500000000.00 500000000.00 0.0042 N 500141600.00 500141600.00 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 0.0063 N 740234210.00 740234210.00 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 0.0169 N 2000683000.00 2000683000.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.47% 39K99HBS8 0000833029 Certificate of Deposit First Tier Security 2012-04-05 2012-04-05 N N N 500000000.00 500000000.00 0.0042 N 500315800.00 500315800.00 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 500427450.00 500427450.00 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 500446750.00 500446750.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.25% 10513DJA9 Certificate of Deposit First Tier Security 2012-04-30 2012-04-30 N N N 157000000.00 157000000.00 0.0013 N 157000000.00 157000000.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.26% 10513DGG9 Certificate of Deposit First Tier Security 2012-03-21 2012-03-21 N N N 348000000.00 348000000.00 0.0029 N 347937151.20 347937151.20 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 205010352.50 205010352.50 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.35% 10513DGX2 Certificate of Deposit First Tier Security 2012-05-04 2012-05-04 N N N 150000000.00 150000000.00 0.0013 N 150011700.00 150011700.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.35% 10513DGY0 Certificate of Deposit First Tier Security 2012-05-07 2012-05-07 N N N 52000000.00 52000000.00 0.0004 N 52004186.00 52004186.00 ASB Finance Ltd. ASB Finance Ltd., 0.41% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2012-02-29 2012-03-30 N N N 173000000.00 172997212.78 0.0015 N 173010726.00 173010726.00 ASB Finance Ltd. ASB Finance Ltd., 0.44% 0020P5CE7 Financial Company Commercial Paper First Tier Security 2012-02-07 2012-04-04 N N N 100000000.00 99998269.23 0.0008 N 100006200.00 100006200.00 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 100886094.46 0.0009 N 100920725.10 100920725.10 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 100882840.02 0.0009 N 100916846.70 100916846.70 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 165630004.43 0.0014 N 165715210.40 165715210.40 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 249659722.20 0.0021 N 249893450.00 249893450.00 Barclays Bank PLC Barclays Bank PLC, 0.77% 06741PBJ3 Financial Company Commercial Paper First Tier Security 2012-03-02 2012-03-02 N N N 288000000.00 288000000.00 0.0024 Y 288123235.20 288123235.20 Barclays Bank PLC Barclays Bank PLC, 0.78% 06741PBC8 Financial Company Commercial Paper First Tier Security 2012-02-27 2012-02-27 N N N 483000000.00 483000000.00 0.0041 Y 483190881.60 483190881.60 Barclays Bank PLC Barclays Bank PLC, 0.78% 06741PBG9 Financial Company Commercial Paper First Tier Security 2012-02-28 2012-02-28 N N N 207000000.00 207000000.00 0.0018 Y 207083855.70 207083855.70 Barclays Bank PLC Barclays Bank PLC, 0.78% 06741PBH7 Financial Company Commercial Paper First Tier Security 2012-02-29 2012-02-29 N N N 52000000.00 52000000.00 0.0004 Y 52021611.20 52021611.20 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GHR9 Financial Company Commercial Paper First Tier Security 2012-02-07 2012-02-07 N N N 204000000.00 203990479.97 0.0017 N 203993655.60 203993655.60 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GHQ1 Financial Company Commercial Paper First Tier Security 2012-02-10 2012-02-10 N N N 315000000.00 314977950.00 0.0027 N 314987305.50 314987305.50 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GHT5 Financial Company Commercial Paper First Tier Security 2012-02-13 2012-02-13 N N N 189000000.00 188982359.99 0.0016 N 188987034.60 188987034.60 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GHU2 Financial Company Commercial Paper First Tier Security 2012-02-16 2012-02-16 N N N 191000000.00 190977716.68 0.0016 N 190982771.80 190982771.80 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GHV0 Financial Company Commercial Paper First Tier Security 2012-02-21 2012-02-21 N N N 97000000.00 96984911.14 0.0008 N 96987554.90 96987554.90 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GJG1 Financial Company Commercial Paper First Tier Security 2012-03-01 2012-03-01 N N N 99000000.00 98977670.03 0.0008 N 98976834.00 98976834.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737HBE8 Financial Company Commercial Paper First Tier Security 2012-02-14 2012-02-14 N N N 826000000.00 825931396.08 0.0070 N 825946970.80 825946970.80 Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.43% 12802YAB6 Financial Company Commercial Paper First Tier Security 2012-02-03 2012-05-25 N N N 376000000.00 375987328.58 0.0032 N 375510072.00 375510072.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RB11 Financial Company Commercial Paper First Tier Security 2012-02-01 2012-02-01 N N N 231000000.00 231000000.00 0.0020 N 230998406.10 230998406.10 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RB11 Financial Company Commercial Paper First Tier Security 2012-02-01 2012-02-01 N N N 111000000.00 111000000.00 0.0009 N 110999234.10 110999234.10 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RB29 Financial Company Commercial Paper First Tier Security 2012-02-02 2012-02-02 N N N 799000000.00 798988902.84 0.0068 N 798988893.90 798988893.90 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RBH6 Financial Company Commercial Paper First Tier Security 2012-02-17 2012-02-17 N N N 607000000.00 606865111.12 0.0051 N 606928313.30 606928313.30 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RBQ6 Financial Company Commercial Paper First Tier Security 2012-02-24 2012-02-24 N N N 479000000.00 478846986.13 0.0040 N 478919096.90 478919096.90 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RBT0 Financial Company Commercial Paper First Tier Security 2012-02-27 2012-02-27 N N N 250000000.00 249909722.20 0.0021 N 249951875.00 249951875.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RBT0 Financial Company Commercial Paper First Tier Security 2012-02-27 2012-02-27 N N N 350000000.00 349873611.08 0.0030 N 349932625.00 349932625.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.50% 20272DDA5 Financial Company Commercial Paper First Tier Security 2012-04-10 2012-04-10 N N N 242000000.00 241768083.36 0.0020 N 241815063.60 241815063.60 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 165801722.20 0.0014 N 165812652.40 165812652.40 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 405481222.21 0.0034 N 405492378.20 405492378.20 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 99865277.76 0.0008 N 99866340.00 99866340.00 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 189680694.40 0.0016 N 189702403.00 189702403.00 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 80862637.48 0.0007 N 80871728.40 80871728.40 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 203644586.67 0.0017 N 203672784.00 203672784.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DF47 Financial Company Commercial Paper First Tier Security 2012-06-04 2012-06-04 N N N 276000000.00 275410586.77 0.0023 N 275484404.40 275484404.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DFC9 Financial Company Commercial Paper First Tier Security 2012-06-12 2012-06-12 N N N 200000000.00 199545333.28 0.0017 N 199580320.00 199580320.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DFF2 Financial Company Commercial Paper First Tier Security 2012-06-15 2012-06-15 N N N 200000000.00 199535000.00 0.0017 N 199562540.00 199562540.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.44% 2254EABM4 Financial Company Commercial Paper First Tier Security 2012-02-21 2012-02-21 N N N 100000000.00 99975555.54 0.0008 N 99987170.00 99987170.00 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 399888888.96 0.0034 N 399948680.00 399948680.00 Danske Corp. Danske Corp., 0.25% 2363F6BE9 Financial Company Commercial Paper First Tier Security 2012-02-14 2012-02-14 N N N 752000000.00 751932111.25 0.0064 N 751942998.40 751942998.40 Danske Corp. Danske Corp., 0.25% 2363F6BF6 Financial Company Commercial Paper First Tier Security 2012-02-15 2012-02-15 N N N 746000000.00 745927472.39 0.0063 N 745926892.00 745926892.00 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 805715885.00 0.0068 N 805837671.60 805837671.60 DnB NOR Bank ASA DnB NOR Bank ASA, 0.52% 2332K0CC4 Financial Company Commercial Paper First Tier Security 2012-03-12 2012-03-12 N N N 182000000.00 181894844.41 0.0015 N 181938029.00 181938029.00 Nationwide Building Society Nationwide Building Society, 0.38% 6385E0BN2 Financial Company Commercial Paper First Tier Security 2012-02-22 2012-02-22 N N N 195000000.00 194956775.05 0.0016 N 194973070.50 194973070.50 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0B69 Financial Company Commercial Paper First Tier Security 2012-02-06 2012-02-06 N N N 101000000.00 100994248.62 0.0009 N 100997303.30 100997303.30 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0B77 Financial Company Commercial Paper First Tier Security 2012-02-07 2012-02-07 N N N 101000000.00 100993098.35 0.0009 N 100996858.90 100996858.90 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0B93 Financial Company Commercial Paper First Tier Security 2012-02-09 2012-02-09 N N N 108000000.00 107990159.99 0.0009 N 107995410.00 107995410.00 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0BA0 Financial Company Commercial Paper First Tier Security 2012-02-10 2012-02-10 N N N 107000000.00 106989032.52 0.0009 N 106994799.80 106994799.80 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0BA0 Financial Company Commercial Paper First Tier Security 2012-02-10 2012-02-10 N N N 64000000.00 63993440.00 0.0005 N 63996889.60 63996889.60 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0BE2 Financial Company Commercial Paper First Tier Security 2012-02-14 2012-02-14 N N N 74000000.00 73989043.89 0.0006 N 73994390.80 73994390.80 Nationwide Building Society Nationwide Building Society, 0.43% 6385E0BD4 Financial Company Commercial Paper First Tier Security 2012-02-13 2012-02-13 N N N 60000000.00 59991400.00 0.0005 N 59995884.00 59995884.00 Nationwide Building Society Nationwide Building Society, 0.49% 6385E0CP6 Financial Company Commercial Paper First Tier Security 2012-03-23 2012-03-23 N N N 198000000.00 197862555.01 0.0017 N 197901910.80 197901910.80 Nationwide Building Society Nationwide Building Society, 0.49% 6385E0CS0 Financial Company Commercial Paper First Tier Security 2012-03-26 2012-03-26 N N N 79000000.00 78941934.99 0.0007 N 78956913.40 78956913.40 Nationwide Building Society Nationwide Building Society, 0.49% 6385E0CT8 Financial Company Commercial Paper First Tier Security 2012-03-27 2012-03-27 N N N 119000000.00 118910915.25 0.0010 N 118933169.60 118933169.60 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 174998055.54 0.0015 N 174998740.00 174998740.00 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 273956464.42 0.0023 N 273982409.20 273982409.20 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 253950328.88 0.0021 N 253978765.60 253978765.60 Nordea North America, Inc. Nordea North America, Inc., 0.50% 6555P0C15 Financial Company Commercial Paper First Tier Security 2012-03-01 2012-03-01 N N N 370000000.00 369850972.21 0.0031 N 369926000.00 369926000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.30% 78009TB10 Financial Company Commercial Paper First Tier Security 2012-02-01 2012-02-01 N N N 320000000.00 320000000.00 0.0027 N 319998592.00 319998592.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.30% 78009TB77 Financial Company Commercial Paper First Tier Security 2012-02-07 2012-02-07 N N N 330000000.00 329983500.09 0.0028 N 329980530.00 329980530.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.47% 83050TC25 Financial Company Commercial Paper First Tier Security 2012-03-02 2012-03-02 N N N 300000000.00 299882499.96 0.0025 N 299929470.00 299929470.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.47% 83050TC66 Financial Company Commercial Paper First Tier Security 2012-03-06 2012-03-06 N N N 500000000.00 499778055.50 0.0042 N 499862450.00 499862450.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.47% 83050TC74 Financial Company Commercial Paper First Tier Security 2012-03-07 2012-03-07 N N N 86000000.00 85960702.80 0.0007 N 85975404.00 85975404.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.48% 83050TC58 Financial Company Commercial Paper First Tier Security 2012-03-05 2012-03-05 N N N 99000000.00 98956440.02 0.0008 N 98973725.40 98973725.40 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 81984328.88 0.0007 N 81993144.80 81993144.80 Swedbank AB Swedbank AB, 0.40% 87019RBQ8 Financial Company Commercial Paper First Tier Security 2012-02-24 2012-02-24 N N N 15000000.00 14996166.67 0.0001 N 14997630.00 14997630.00 Swedbank AB Swedbank AB, 0.40% 87019RCN4 Financial Company Commercial Paper First Tier Security 2012-03-22 2012-03-22 N N N 80000000.00 79955555.53 0.0007 N 79954640.00 79954640.00 Swedbank AB Swedbank AB, 0.41% 87019RBT2 Financial Company Commercial Paper First Tier Security 2012-02-27 2012-02-27 N N N 200000000.00 199940777.76 0.0017 N 199962060.00 199962060.00 Swedbank AB Swedbank AB, 0.41% 87019RCE4 Financial Company Commercial Paper First Tier Security 2012-03-14 2012-03-14 N N N 49000000.00 48976561.66 0.0004 N 48982149.30 48982149.30 Swedbank AB Swedbank AB, 0.41% 87019RCF1 Financial Company Commercial Paper First Tier Security 2012-03-15 2012-03-15 N N N 50000000.00 49975513.87 0.0004 N 49981240.00 49981240.00 Swedbank AB Swedbank AB, 0.41% 87019RCF1 Financial Company Commercial Paper First Tier Security 2012-03-15 2012-03-15 N N N 66000000.00 65967678.31 0.0006 N 65975236.80 65975236.80 Swedbank AB Swedbank AB, 0.41% 87019RCG9 Financial Company Commercial Paper First Tier Security 2012-03-16 2012-03-16 N N N 13000000.00 12993485.55 0.0001 N 12994962.50 12994962.50 Swedbank AB Swedbank AB, 0.46% 87019RB88 Financial Company Commercial Paper First Tier Security 2012-02-08 2012-02-08 N N N 150000000.00 149986583.34 0.0013 N 149994495.00 149994495.00 Swedbank AB Swedbank AB, 0.47% 87019RBF2 Financial Company Commercial Paper First Tier Security 2012-02-15 2012-02-15 N N N 114000000.00 113979163.33 0.0010 N 113990503.80 113990503.80 Swedbank AB Swedbank AB, 0.47% 87019RBG0 Financial Company Commercial Paper First Tier Security 2012-02-16 2012-02-16 N N N 200000000.00 199960833.36 0.0017 N 199981960.00 199981960.00 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.28% 89116EGX5 Financial Company Commercial Paper First Tier Security 2012-07-31 2012-07-31 N N N 600000000.00 599155333.56 0.0051 N 599237640.00 599237640.00 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 72779235.84 0.0006 N 72899552.00 72899552.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.31% 89233GDH6 Financial Company Commercial Paper First Tier Security 2012-04-17 2012-04-17 N N N 106000000.00 105930628.87 0.0009 N 105966673.60 105966673.60 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.33% 89233GDP8 Financial Company Commercial Paper First Tier Security 2012-04-23 2012-04-23 N N N 190000000.00 189857183.30 0.0016 N 189932987.00 189932987.00 UBS Finance, Inc. UBS Finance, Inc., 0.42% 90262CCK1 Financial Company Commercial Paper First Tier Security 2012-03-19 2012-03-19 N N N 928000000.00 927491146.42 0.0078 N 927616457.60 927616457.60 UBS Finance, Inc. UBS Finance, Inc., 0.45% 90262CBV8 Financial Company Commercial Paper First Tier Security 2012-02-29 2012-02-29 N N N 419000000.00 418853350.00 0.0035 N 418949510.50 418949510.50 UBS Finance, Inc. UBS Finance, Inc., 0.50% 90262CE45 Financial Company Commercial Paper First Tier Security 2012-05-04 2012-05-04 N N N 702000000.00 701093250.33 0.0059 N 701091471.60 701091471.60 UBS Finance, Inc. UBS Finance, Inc., 0.54% 90262CDP9 Financial Company Commercial Paper First Tier Security 2012-04-23 2012-04-23 N N N 750000000.00 749077500.00 0.0063 N 749221875.00 749221875.00 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 344530416.63 0.0029 N 344705887.50 344705887.50 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 499305555.40 0.0042 N 499556250.00 499556250.00 Westpac Banking Corp. Westpac Banking Corp., 0.60% 9612C4BY6 Financial Company Commercial Paper First Tier Security 2012-04-04 2012-04-05 N N N 375000000.00 375000000.00 0.0032 N 374901000.00 374901000.00 Westpac Banking Corp. Westpac Banking Corp., 0.60% 9612C4CA7 Financial Company Commercial Paper First Tier Security 2012-04-10 2012-04-10 N N N 375000000.00 375000000.00 0.0032 N 374910375.00 374910375.00 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.28% 03221LBT6 Asset Backed Commercial Paper First Tier Security 2012-02-27 2012-02-27 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 47000000.00 46990495.57 0.0004 N 46993302.50 46993302.50 Windmill Funding Corp. Windmill Funding Corp., 0.28% 97342GBT3 Asset Backed Commercial Paper First Tier Security 2012-02-27 2012-02-27 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 86000000.00 85982608.91 0.0007 N 85983685.80 85983685.80 Devon Energy Corp. Devon Energy Corp., 0.40% 25179KBA4 Other Commercial Paper Second Tier Security 2012-02-10 2012-02-10 N N N 120000000.00 119988000.02 0.0010 N 119992500.00 119992500.00 Devon Energy Corp. Devon Energy Corp., 0.40% 25179KBD8 Other Commercial Paper Second Tier Security 2012-02-13 2012-02-13 N N N 150000000.00 149979999.99 0.0013 N 149986995.00 149986995.00 Devon Energy Corp. Devon Energy Corp., 0.42% 25179KCC9 Other Commercial Paper Second Tier Security 2012-03-12 2012-03-12 N N N 34000000.00 33984133.35 0.0003 N 33983714.00 33983714.00 Devon Energy Corp. Devon Energy Corp., 0.44% 25179KBH9 Other Commercial Paper Second Tier Security 2012-02-17 2012-02-17 N N N 76000000.00 75985137.76 0.0006 N 75990773.60 75990773.60 Devon Energy Corp. Devon Energy Corp., 0.47% 25179KC70 Other Commercial Paper Second Tier Security 2012-03-07 2012-03-07 N N N 27000000.00 26987662.51 0.0002 N 26990928.00 26990928.00 Devon Energy Corp. Devon Energy Corp., 0.47% 25179KC88 Other Commercial Paper Second Tier Security 2012-03-08 2012-03-08 N N N 50000000.00 49976500.00 0.0004 N 49982580.00 49982580.00 Duke Energy Corp. Duke Energy Corp., 0.45% 26244HB28 Other Commercial Paper Second Tier Security 2012-02-02 2012-02-02 N N N 57000000.00 56999287.50 0.0005 N 56999179.20 56999179.20 Ecolab, Inc. Ecolab, Inc., 0.58% 27887RAA9 Other Commercial Paper Second Tier Security 2012-02-13 2012-03-05 Y ECOLAB INC N/A N/A N N 381000000.00 381000000.00 0.0032 N 381002667.00 381002667.00 Exelon Corp. Exelon Corp., 0.36% 3016A2B30 Other Commercial Paper Second Tier Security 2012-02-03 2012-02-03 N N N 43000000.00 42999140.00 0.0004 N 42999066.90 42999066.90 Sempra Global Sempra Global, 0.45% 81685LC29 Other Commercial Paper Second Tier Security 2012-03-02 2012-03-02 N N N 37000000.00 36986125.00 0.0003 N 36989710.30 36989710.30 Sempra Global Sempra Global, 0.45% 81685LC94 Other Commercial Paper Second Tier Security 2012-03-09 2012-03-09 N N N 36000000.00 35983350.00 0.0003 N 35987043.60 35987043.60 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 42919285.41 0.0004 N 42918394.60 42918394.60 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.40% 88355LBA6 Other Commercial Paper Second Tier Security 2012-02-10 2012-02-10 N N N 39975000.00 39971002.50 0.0003 N 39972277.70 39972277.70 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc., 0.42% 88355LBD0 Other Commercial Paper Second Tier Security 2012-02-13 2012-02-13 N N N 45000000.00 44993700.00 0.0004 N 44995774.50 44995774.50 Viacom, Inc. Viacom, Inc., 0.41% 9255M2B35 Other Commercial Paper Second Tier Security 2012-02-03 2012-02-03 N N N 13981000.00 13980681.54 0.0001 N 13980696.61 13980696.61 Viacom, Inc. Viacom, Inc., 0.41% 9255M2B35 Other Commercial Paper Second Tier Security 2012-02-03 2012-02-03 N N N 25000000.00 24999430.56 0.0002 N 24999457.50 24999457.50 Viacom, Inc. Viacom, Inc., 0.41% 9255M2B84 Other Commercial Paper Second Tier Security 2012-02-08 2012-02-08 N N N 20000000.00 19998405.55 0.0002 N 19998822.00 19998822.00 Viacom, Inc. Viacom, Inc., 0.41% 9255M2BH4 Other Commercial Paper Second Tier Security 2012-02-17 2012-02-17 N N N 14000000.00 13997448.89 0.0001 N 13997970.00 13997970.00 Viacom, Inc. Viacom, Inc., 0.41% 9255M2BM3 Other Commercial Paper Second Tier Security 2012-02-21 2012-02-21 N N N 34000000.00 33992255.56 0.0003 N 33993652.20 33993652.20 Viacom, Inc. Viacom, Inc., 0.41% 9255M2BT8 Other Commercial Paper Second Tier Security 2012-02-27 2012-02-27 N N N 23000000.00 22993189.45 0.0002 N 22993911.90 22993911.90 Viacom, Inc. Viacom, Inc., 0.41% 9255M2BU5 Other Commercial Paper Second Tier Security 2012-02-28 2012-02-28 N N N 38000000.00 37988315.01 0.0003 N 37989390.40 37989390.40 Viacom, Inc. Viacom, Inc., 0.42% 9255M2B68 Other Commercial Paper Second Tier Security 2012-02-06 2012-02-06 N N N 1321000.00 1320922.94 0.0000 N 1320942.80 1320942.80 Viacom, Inc. Viacom, Inc., 0.42% 9255M2BQ4 Other Commercial Paper Second Tier Security 2012-02-24 2012-02-24 N N N 8890000.00 8887614.52 0.0001 N 8888002.42 8888002.42 Viacom, Inc. Viacom, Inc., 0.42% 9255M2BT8 Other Commercial Paper Second Tier Security 2012-02-27 2012-02-27 N N N 39000000.00 38988169.99 0.0003 N 38989676.70 38989676.70 Viacom, Inc. Viacom, Inc., 0.42% 9255M2BV3 Other Commercial Paper Second Tier Security 2012-02-29 2012-02-29 N N N 27000000.00 26991180.00 0.0002 N 26992083.60 26992083.60 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.46% 92780JB75 Other Commercial Paper Second Tier Security 2012-02-07 2012-02-07 N N N 100000000.00 99992333.32 0.0008 N 99994940.00 99994940.00 Xerox Corp. Xerox Corp., 0.60% 98412EBN4 Other Commercial Paper Second Tier Security 2012-02-22 2012-02-22 N N N 20000000.00 19993000.00 0.0002 N 19994182.00 19994182.00 Xerox Corp. Xerox Corp., 0.63% 98412EBH7 Other Commercial Paper Second Tier Security 2012-02-17 2012-02-17 N N N 69000000.00 68980680.00 0.0006 N 68985109.80 68985109.80 Xerox Corp. Xerox Corp., 0.63% 98412EBM6 Other Commercial Paper Second Tier Security 2012-02-21 2012-02-21 N N N 26000000.00 25990900.00 0.0002 N 25992870.80 25992870.80 Xerox Corp. Xerox Corp., 0.63% 98412EBQ7 Other Commercial Paper Second Tier Security 2012-02-24 2012-02-24 N N N 76000000.00 75969410.00 0.0006 N 75975322.80 75975322.80 Xerox Corp. Xerox Corp., 0.63% 98412EBT1 Other Commercial Paper Second Tier Security 2012-02-27 2012-02-27 N N N 80000000.00 79963600.00 0.0007 N 79969824.00 79969824.00 Xerox Corp. Xerox Corp., 0.63% 98412EC29 Other Commercial Paper Second Tier Security 2012-03-02 2012-03-02 N N N 22000000.00 21988450.00 0.0002 N 21990091.20 21990091.20 Xerox Corp. Xerox Corp., 0.63% 98412EC52 Other Commercial Paper Second Tier Security 2012-03-05 2012-03-05 N N N 40000000.00 39976900.00 0.0003 N 39979940.00 39979940.00 Xerox Corp. Xerox Corp., 0.63% 98412ECC7 Other Commercial Paper Second Tier Security 2012-03-12 2012-03-12 N N N 49000000.00 48965700.00 0.0004 N 48969365.20 48969365.20 Xerox Corp. Xerox Corp., 0.63% 98412ECG8 Other Commercial Paper Second Tier Security 2012-03-16 2012-03-16 N N N 88500000.00 88431855.00 0.0007 N 88430262.00 88430262.00 U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127955Y3 Treasury Debt First Tier Security 2012-08-02 2012-08-02 N N N 140000000.00 139943377.84 0.0012 N 139942600.00 139942600.00 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 499584722.11 0.0042 N 499666000.00 499666000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828NX4 Treasury Debt First Tier Security 2012-09-30 2012-09-30 N N N 1200000000.00 1202186747.04 0.0102 N 1202062800.00 1202062800.00 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 265523393.61 0.0022 N 265579820.00 265579820.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% 912828PR5 Treasury Debt First Tier Security 2013-01-31 2013-01-31 N N N 1000000000.00 1004789734.00 0.0085 N 1004688000.00 1004688000.00 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 729318213.95 0.0062 N 729543739.00 729543739.00 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 250322646.10 0.0021 N 250390500.00 250390500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828HK9 Treasury Debt First Tier Security 2012-11-30 2012-11-30 N N N 97000000.00 99584011.09 0.0008 N 99603092.00 99603092.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828MB3 Treasury Debt First Tier Security 2012-12-15 2012-12-15 N N N 450000000.00 453791167.60 0.0038 N 453849750.00 453849750.00 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 553321032.22 0.0047 N 553501850.00 553501850.00 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 503719905.45 0.0043 N 503886500.00 503886500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828PW4 Treasury Debt First Tier Security 2012-12-31 2012-12-31 N N N 315000000.00 316315125.00 0.0027 N 316390410.00 316390410.00 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 94069599.19 0.0008 N 94113148.00 94113148.00 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 338837121.29 0.0029 N 338966208.00 338966208.00 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 633061930.18 0.0054 N 633287470.53 633287470.53 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 256892089.85 0.0022 N 256972750.00 256972750.00 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 250361248.75 0.0021 N 250468750.00 250468750.00 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 534560044.75 0.0045 N 534772929.00 534772929.00 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 252336518.31 0.0021 N 252431750.00 252431750.00 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 300117853.68 0.0025 N 300175800.00 300175800.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 2027A0FM6 Other Note First Tier Security 2012-02-10 2012-02-10 N N N 368000000.00 368000000.00 0.0031 N 367983440.00 367983440.00 Royal Bank of Canada Royal Bank of Canada, 0.44% 78008KXS7 Other Note First Tier Security 2012-02-06 2013-02-05 N N N 376000000.00 375901656.53 0.0032 N 376008272.00 376008272.00 Royal Bank of Canada Royal Bank of Canada, 0.63% 78008FBA1 Other Note First Tier Security 2012-04-02 2013-02-01 N N N 1300000000.00 1300000000.00 0.0110 N 1299992200.00 1299992200.00 Royal Bank of Canada Royal Bank of Canada, 0.75% 78008FAM6 Other Note First Tier Security 2012-02-15 2013-02-14 N N N 750000000.00 750000000.00 0.0063 N 750350250.00 750350250.00 Westpac Banking Corp. Westpac Banking Corp., 0.40% 9612E0CB1 Other Note First Tier Security 2012-02-07 2012-04-02 N N N 500000000.00 500000000.00 0.0042 N 499877000.00 499877000.00 Westpac Banking Corp. Westpac Banking Corp., 0.42% 91621CAW1 Other Note First Tier Security 2012-02-23 2012-05-23 N N N 1034000000.00 1034000000.00 0.0087 N 1033906940.00 1033906940.00 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 392958342.00 392958342.00 Westpac Banking Corp. Westpac Banking Corp., 0.68% 91621CBA8 Other Note First Tier Security 2012-04-16 2012-06-14 N N N 801000000.00 801000000.00 0.0068 N 800903079.00 800903079.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.75% 41T99HYA9 0000729153 Other Note First Tier Security 2012-02-01 2012-02-15 Y ROYAL BANK OF SCOTLAND PLC N/A N/A N N 814000000.00 814000000.00 0.0069 Y 814021164.00 814021164.00 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 43663769.55 0.0004 N 43663235.88 43663235.88 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 100405940.14 0.0008 N 100406246.95 100406246.95 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 217993096.68 0.0018 N 217998735.60 217998735.60 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 129995883.34 0.0011 N 129999246.00 129999246.00 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 214992056.95 0.0018 N 214997678.00 214997678.00 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 158993286.67 0.0013 N 158998807.50 158998807.50 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 86796335.11 0.0007 N 86797994.92 86797994.92 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257JJ57 Government Agency Debt First Tier Security 2012-04-05 2012-04-05 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 135000000.00 134956537.54 0.0011 N 134966601.00 134966601.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFH6 Government Agency Debt First Tier Security 2012-04-05 2012-04-05 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 50000000.00 49983902.78 0.0004 N 49994765.00 49994765.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FDY8 Government Agency Debt First Tier Security 2012-04-05 2012-04-05 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 130118000.00 130076109.24 0.0011 N 130106120.23 130106120.23 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257JJ65 Government Agency Debt First Tier Security 2012-04-06 2012-04-06 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 135000000.00 134955825.01 0.0011 N 134965507.50 134965507.50 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FDZ5 Government Agency Debt First Tier Security 2012-04-06 2012-04-06 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 145000000.00 144952552.78 0.0012 N 144984050.00 144984050.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257JJ32 Government Agency Debt First Tier Security 2012-04-06 2012-04-06 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 87853000.00 87824252.55 0.0007 N 87830553.56 87830553.56 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257JJ73 Government Agency Debt First Tier Security 2012-04-09 2012-04-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 38000000.00 37987365.00 0.0003 N 37989979.40 37989979.40 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FEA9 Government Agency Debt First Tier Security 2012-04-09 2012-04-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 141519000.00 141471944.94 0.0012 N 141504664.13 141504664.13 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257JJ81 Government Agency Debt First Tier Security 2012-04-10 2012-04-10 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 59477000.00 59456909.97 0.0005 N 59460929.31 59460929.31 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257YAS3 Government Agency Debt First Tier Security 2012-04-10 2012-04-10 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 27026000.00 27016871.21 0.0002 N 27022478.51 27022478.51 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFM5 Government Agency Debt First Tier Security 2012-04-10 2012-04-10 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 283000000.00 282904408.88 0.0024 N 282963125.10 282963125.10 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FEC5 Government Agency Debt First Tier Security 2012-04-12 2012-04-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 54000000.00 53980620.00 0.0005 N 53993271.60 53993271.60 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257GP23 Government Agency Debt First Tier Security 2012-04-12 2012-04-12 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 57095000.00 57074509.25 0.0005 N 57077711.63 57077711.63 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FEK7 Government Agency Debt First Tier Security 2012-04-20 2012-04-20 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 288284000.00 288168366.12 0.0024 N 288230840.43 288230840.43 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FEJ0 Government Agency Debt First Tier Security 2012-04-24 2012-04-24 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 215284000.00 215195374.77 0.0018 N 215238790.36 215238790.36 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFZ6 Government Agency Debt First Tier Security 2012-04-24 2012-04-24 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 275000000.00 274886791.64 0.0023 N 274942250.00 274942250.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EGD4 Government Agency Debt First Tier Security 2012-04-26 2012-04-26 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 291000000.00 290874061.78 0.0025 N 290940956.10 290940956.10 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EGB8 Government Agency Debt First Tier Security 2012-04-27 2012-04-27 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 237000000.00 236896180.82 0.0020 N 236945584.80 236945584.80 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257KW59 Government Agency Debt First Tier Security 2012-04-27 2012-04-27 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 106064000.00 106017538.07 0.0009 N 106014277.20 106014277.20 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EGE2 Government Agency Debt First Tier Security 2012-05-01 2012-05-01 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 303000000.00 302864070.81 0.0026 N 302922644.10 302922644.10 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 49990747.45 0.0004 N 50019050.00 50019050.00 Freddie Mac Freddie Mac, 0.26% 3134G13Z5 Government Agency Debt First Tier Security 2012-02-10 2012-08-10 N N N 750000000.00 749802173.55 0.0063 N 750696750.00 750696750.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.07% Series 2004 H6, LOC Bank of America NA VRDN 64966CH20 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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., 0.06% (Westport Dev. Proj.) Series 2004 A, LOC Fannie Mae Guaranteed Mtg. pass-thru certi 64970HBA1 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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., 0.06% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae Guaranteed Mtg. pass-thru certificates VRDN 64986MDT9 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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., 0.06% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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., 0.06% (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 2012-02-07 2012-02-07 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., 0.06% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 25000000.00 25000000.00 0.0002 N 25000000.00 25000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.07% (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 2012-02-07 2012-02-07 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., 0.07% (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 2012-02-07 2012-02-07 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., 0.07% (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 2012-02-07 2012-02-07 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 Triborough Bridge & Tunnel Auth. Revs. Triborough Bridge & Tunnel Auth. Revs., 0.06% Series 2002 F, (Liquidity Facility Royal Bank of Scotland NV) VRDN 89602NCG7 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 Y ROYAL BANK OF SCOTLAND NV N/A N/A N N 49525000.00 49525000.00 0.0004 N 49525000.00 49525000.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.20% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.06% (Home Mtg. Prog.) Series 2001 J, (Liquidity Facility Fannie Mae Guaranteed Mtg. pass-thru certificates) (Liquid 13034PQK6 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 Y FREDDIE MAC N/A N/A FANNIE MAE N/A N/A N N 30330000.00 30330000.00 0.0003 N 30330000.00 30330000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.06% (Home Mtg. Prog.) Series 2003 D, (Liquidity Facility Fannie Mae Guaranteed Mtg. pass-thru certificates) (Liquid 13034PQQ3 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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 Poll. Cont. Fing. Auth. Solid Waste Disp. Rev. California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev., 0.10% (Recology, Inc. Proj.) Series 2010 A, LOC Bank of America NA VRDN 130536PN9 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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 Los Angeles Cmnty. Redev. Agcy. Multi-family Hsg. Rev. Los Angeles Cmnty. Redev. Agcy. Multi-family Hsg. Rev., 0.07% (Hollywood & Vine Apts. Proj.) Series A, LOC Fannie Mae Guaranteed Mtg. pass-thru certif 544393CH2 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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 Simi Valley Multi-family Hsg. Rev. Simi Valley Multi-family Hsg. Rev., 0.08% (Parker Ranch Proj.) Series A, LOC Fannie Mae Guaranteed Mtg. pass-thru certificates VRDN 828905EA3 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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 Michigan Hosp. Fin. Auth. Rev. Michigan Hosp. Fin. Auth. Rev., 0.08% (Henry Ford Health Sys. Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 59465HGS9 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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., 0.07% (CaroMont Health Proj.) Series 2003 A, LOC Bank of America NA VRDN 65820HVF7 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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., 0.06% Series 2004 86B, (Liquidity Facility Fannie Mae Guaranteed Mtg. pass-thru certificates) (L 708793GF5 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 Y FANNIE MAE N/A N/A FREDDIE MAC N/A N/A N N 27100000.00 27100000.00 0.0002 N 27100000.00 27100000.00 Gulf Coast Waste Disp. Auth. Solid Waste Disp. Rev. Gulf Coast Waste Disp. Auth. Solid Waste Disp. Rev., 0.12% (Waste Mgmt., Inc. Proj.) Series A, LOC JPMorgan Chase Bank VRDN 402231AX2 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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 District of Columbia Rev. District of Columbia Rev., 0.09% (George Washington Univ. Proj.) Series 1999 B, LOC Bank of America NA VRDN 2548394S9 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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., 0.09% (Catholic Healthcare West Proj.) Series 2008 B, LOC Bank of America NA VRDN 040507JU0 Variable Rate Demand Note First Tier Security 2012-02-07 2012-02-07 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. 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Barclays Capital, Inc., 0.10% 44B992AN3 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2042-01-01 2.969 - 6.125 Government Agency Debt 343992037.00 231294728.21 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2042-01-01 2.88 - 5 Government Agency Debt 199596651.00 165513927.99 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-01-20 2042-01-20 3.5 - 3.5 Government Agency Debt 1000.00 1054.51 First Tier Security 2012-02-06 2012-02-06 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 389000000.00 389000000.00 0.0033 N 389000000.00 389000000.00 Barclays Capital, Inc. 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In a joint trading account with Mizuho Securities USA, Inc. at 0.27%, dated 1/31/2012 due 02/01/2012 44P99WDS8_08126 Government Agency Repurchase Agreement Y US TREASURY 2012-10-31 2019-01-31 0.25 - 4.25 Treasury Debt 886221.65 911411.36 FEDERAL AGRICULTURE MORTGAGE CORP 2012-02-13 2021-06-01 0 - 3.84 Government Agency Debt 8076925.45 8084818.52 FEDERAL FARM CREDIT 2012-02-07 2028-02-01 0 - 5.77 Government Agency Debt 21483637.86 22421686.05 FEDERAL HOME LOAN BANK 2012-02-03 2027-01-25 0 - 5.625 Government Agency Debt 51916691.73 53102822.12 FEDERAL HOME LOAN MORTGAGE CORP 2012-02-06 2043-09-25 0 - 10.05 Government Agency Debt 196479175.18 66575213.88 FINANCE CORPORATION 2019-09-26 2019-09-26 0 - 0 Government Agency Debt 198180.71 169981.57 FEDERAL NATIONAL MORTGAGE ASSOC 2012-02-01 2047-10-01 0 - 9.75 Government Agency Debt 413847025.68 123128592.14 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-04-20 2044-02-16 2 - 7.5 Government Agency Debt 36127030.37 31103374.58 TENNESEE VALLEY AUTHORITY 2012-05-23 2048-01-15 0 - 6.79 Government Agency Debt 1456415.85 1502720.79 Unrated Security 2012-02-01 2012-02-01 N N N 300810000.00 300810000.00 0.0025 N 300810000.00 300810000.00 Barclays Capital, Inc. 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BNP Paribas Securities Corp., 0.21% 42X99C2N0 0001197610 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2043-06-25 2043-06-25 3.351 - 3.351 Government Agency Debt 38600000.00 5108877.58 FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-17 2036-03-25 0.404 - 1.737 Government Agency Debt 157823067.00 17395334.11 BANCO14 11-S SRFRN 2014-05-16 2014-05-16 N/A Other Instrument CORPORATE 10000000.00 9805545.00 BANK N S HALIFAX 2016-03-29 2021-01-13 2.9 - 4.375 Other Instrument CORPORATE 5597000.00 5948019.74 BANK OF TOKYO MITSUBISHI UFJ LTD 2013-01-22 2013-09-11 1.6 - 2.6 Other Instrument CORPORATE 2016418.00 2050159.18 CANADIAN IMPERIAL BK COMM TORONTO ONT 2013-02-04 2013-02-04 2 - 2 Other Instrument CORPORATE 4655000.00 4720402.75 COMMONWEALTH BK AUSTRALIA MEDIUM TERM SR BK NTS BOOK ENTRY REG S 2012-11-06 2012-11-06 5 - 5 Other Instrument CORPORATE 9000000.00 9399740.00 COMPAGNIE DE FINANCEMENT FONCIER MEDIUM TERM NTS 2012-07-23 2012-07-23 1.625 - 1.625 Other Instrument CORPORATE 31645292.00 31676818.62 DEUTSCHE BK AG LONDON 2017-09-01 2017-09-01 6 - 6 Other Instrument CORPORATE 5000000.00 5837350.00 DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY 2041-08-16 2041-08-16 4.375 - 4.375 Other Instrument CORPORATE 5000000.00 5396464.58 GOLDMAN SACHS GROUP INC MEDIUM TERM NTS BOOK ENT 2020-06-15 2020-06-15 6 - 6 Other Instrument CORPORATE 5100000.00 5416642.00 HSBC HLDGS PLC 2022-01-14 2022-01-14 4.875 - 4.875 Other Instrument CORPORATE 1000000.00 1077096.25 HANA BANK, SEOUL 2012-04-09 2016-11-03 4 - 6.5 Other Instrument CORPORATE 17859666.00 18197519.62 HARLEY-DAVIDSON FDG CORP 2012-12-15 2012-12-15 5.25 - 5.25 Other Instrument CORPORATE 5725000.00 5937216.21 HYDRO-QUEBEC FOR ISSUES DTD PRIOR TO 08/15/1975 2013-02-01 2013-02-01 8 - 8 Other Instrument CORPORATE 1705142.00 1894327.50 KT CORP MEDIUM TERM NTS BOOK ENTRY REG S 2015-07-15 2015-07-15 4.875 - 4.875 Other Instrument CORPORATE 6900000.00 7276343.25 KEYCORP MEDIUM TERM SR NTS BOOK ENTRY 2021-03-24 2021-03-24 5.1 - 5.1 Other Instrument CORPORATE 7000000.00 7507430.00 KOREA ELEC PWR CORP GLOBAL MEDIUM SR TERM NTS BOOK ENTRY REG S 2014-07-21 2014-07-21 5.5 - 5.5 Other Instrument CORPORATE 20000000.00 21302755.56 KREDITANSTALT FUR WIEDERAUFBAU KFW 2013-01-14 2013-01-14 1.875 - 1.875 Other Instrument CORPORATE 1000000.00 1013325.42 MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 2014-07-15 2017-08-28 5.45 - 6.4 Other Instrument CORPORATE 35000000.00 36685555.58 NATIONAL AGRIC COOP FEDN SR GLOBAL MEDIUM TERM NTS BOOK ENTRY REG S 2014-09-30 2014-09-30 5 - 5 Other Instrument CORPORATE 8000000.00 8495564.43 NATIONAL AUSTRALIA BK LTD GLOBAL MEDIUM TERM SR 2013-01-08 2013-01-08 1.062 - 1.062 Other Instrument CORPORATE 5028279.00 5018669.05 NATIONAL RURAL UTILS COOP FIN CORP 2013-11-01 2015-11-01 1.125 - 1.9 Other Instrument CORPORATE 4540000.00 4607689.70 NORDIC INVT BK MEDIUM TERM NTS BOOK ENTRY 2013-06-17 2013-06-17 3.625 - 3.625 Other Instrument CORPORATE 6056374.00 6336848.05 PAINE WEBBER GROUP INC FORMERLY PAINE WEBBER INC 2014-02-15 2014-02-15 7.625 - 7.625 Other Instrument CORPORATE 1385272.00 1559982.12 6.5 PEMEX 41 3 10-S 2041-06-02 2041-06-02 N/A Other Instrument CORPORATE 5500000.00 6195520.83 PITNEY BOWES INC GLOBAL MEDIUM TERM NTS BOOK ENT 2037-01-15 2037-01-15 5.25 - 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(THE 2017-01-15 2017-01-15 5.625 - 5.625 Other Instrument CORPORATE 9748300.00 10094791.62 HSBC BANK USA 2014-04-01 2014-04-01 4.625 - 4.625 Other Instrument CORPORATE 9741400.00 10268002.49 HOSPITALITY PROPERTIES TRUST 2017-03-15 2017-03-15 5.625 - 5.625 Other Instrument CORPORATE 415000.00 431414.81 J P MORGAN CHASE & CO 2014-03-15 2014-03-15 4.875 - 4.875 Other Instrument CORPORATE 9570000.00 10381930.78 KERR MCGEE 2024-07-01 2024-07-01 6.95 - 6.95 Other Instrument CORPORATE 215000.00 263826.20 MORGAN STANLEY 2015-10-15 2015-10-15 5.375 - 5.375 Other Instrument CORPORATE 9609900.00 10043758.74 PROLOGIS L P 2018-05-15 2018-05-15 6.625 - 6.625 Other Instrument CORPORATE 2035300.00 2307947.84 SOUTHERN UNION COMPANY 2029-11-15 2029-11-15 8.25 - 8.25 Other Instrument CORPORATE 430000.00 513152.32 STANCORP FINANCIAL GROUP, INC. 2067-05-29 2067-05-29 6.9 - 6.9 Other Instrument CORPORATE 6050000.00 5578594.34 UNITED TECHNOLOGIES 2040-04-15 2040-04-15 5.7 - 5.7 Other Instrument CORPORATE 4025000.00 5072076.70 VENTAS REALTY LIMITED PARTNERS 2017-04-01 2017-04-01 6.75 - 6.75 Other Instrument CORPORATE 9391900.00 9941160.93 Unrated Security 2012-02-07 2012-02-07 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 75000000.00 75000000.00 0.0006 N 75000000.00 75000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.40% 36N99S3H0 0000877559 Other Repurchase Agreement N 51-100 2012-08-01 2066-12-01 1.307 - 10.75 Other Instrument CORPORATE 319863447.00 370700042.50 Unrated Security 2012-02-07 2012-02-07 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 353000000.00 353000000.00 0.0030 N 353000000.00 353000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.58% 36N99SWQ8 0000877559 Other Repurchase Agreement N AT & T INC 2038-05-15 2038-05-15 6.4 - 6.4 Other Instrument CORPORATE 345000.00 430561.16 CINGULAR WIRELESS 2031-12-15 2031-12-15 7.125 - 7.125 Other Instrument CORPORATE 95000.00 122404.30 CISCO SYSTEMS, INC. 2040-01-15 2040-01-15 5.5 - 5.5 Other Instrument CORPORATE 24569200.00 29547945.08 ENBRIDGE ENERGY PARTNERS L.P. 2016-12-15 2016-12-15 5.875 - 5.875 Other Instrument CORPORATE 2000000.00 2323067.43 EXPEDIA,INC. 2018-08-15 2020-08-15 5.95 - 7.456 Other Instrument CORPORATE 7591600.00 7802555.55 THE GOLDMAN SACHS GROUP, INC. 2014-01-15 2014-01-15 5.15 - 5.15 Other Instrument CORPORATE 10000000.00 10530158.28 HARTFORD FINANCIAL SERVICES GR 2016-10-15 2016-10-15 5.5 - 5.5 Other Instrument CORPORATE 1390000.00 1483632.78 HOSPITALITY PROPERTIES TRUST 2017-03-15 2017-03-15 5.625 - 5.625 Other Instrument CORPORATE 9820000.00 10208417.94 LEXMARK INTERNATIONAL, INC. 2018-06-01 2018-06-01 6.65 - 6.65 Other Instrument CORPORATE 40000.00 45755.14 PRIDE INTERNATIONAL, INC (DELA 2020-08-15 2020-08-15 6.875 - 6.875 Other Instrument CORPORATE 5000000.00 6169295.91 PROLOGIS L P 2018-05-15 2018-05-15 6.625 - 6.625 Other Instrument CORPORATE 2665000.00 3022002.15 SAFEWAY INC. 2021-12-01 2021-12-01 4.75 - 4.75 Other Instrument CORPORATE 200000.00 209589.39 SOUTHERN UNION COMPANY 2024-02-01 2029-11-15 7.6 - 8.25 Other Instrument CORPORATE 2693800.00 3254239.22 TIME WARNER INC 2016-11-15 2016-11-15 5.875 - 5.875 Other Instrument CORPORATE 825000.00 975955.21 UNITED UTILITIES PLC 2019-02-01 2019-02-01 5.375 - 5.375 Other Instrument CORPORATE 5000000.00 5427878.50 VENTAS REALTY LIMITED PARTNERS 2017-04-01 2021-06-01 4.75 - 6.75 Other Instrument CORPORATE 435000.00 451914.41 Unrated Security 2012-02-07 2012-02-07 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., 0.27% 43H99U2H9 Other Repurchase Agreement N ANGLOGOLD LTD ADR 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 2260050.00 103261684.50 First Tier Security 2012-02-01 2012-02-01 N N N 95000000.00 95000000.00 0.0008 N 95000000.00 95000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.50% 43H99U2L0 Other Repurchase Agreement N AMTRUST FINANCIAL SERVICES, IN 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 2500000.00 2669327.50 CIENA CORPORATION 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 19206000.00 20732512.09 ENDEAVOUR INTERNATIONAL CORPOR 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 10750000.00 9691060.50 HUMAN GENOME SCIENCES, INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 205000.00 230549.15 LIBERTY MEDIA CORP 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 28600000.00 16876402.40 LUCENT TECHNOLOGIES INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 23580000.00 21776460.12 MICRON TECHNOLOGY, INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 6863000.00 6880185.34 REGENERON PHARMACEUTICALS, INC 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 16000000.00 20072448.00 WESTERN REFINING, INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 21687000.00 36943088.83 First Tier Security 2012-02-01 2012-02-01 N N N 125000000.00 125000000.00 0.0011 N 125000000.00 125000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.74% 43H99UXS1 Other Repurchase Agreement N SPDR GOLD TRUST 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 3526162.00 592501000.86 First Tier Security 2012-04-23 2012-04-23 N N N 545000000.00 545000000.00 0.0046 Y 545000000.00 545000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 43H99UCS4 Other Repurchase Agreement N AFLAC INCORPORATED 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 71553.00 3463880.73 THE AES CORPORATON 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 261200.00 3330300.00 AMAZON. COM 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 929.00 178507.35 AMEREN CORPORATION 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 73049.00 2298852.03 AMERICAN EXPRESS COMPANY 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 373756.00 18358894.72 ANADARKA PETROLEUM CORPORATION 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 5.00 400.15 ANALOG DEVICES, INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 207733.00 8118205.64 APPLE COMPUTER, INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 45440.00 20584774.40 ARCHER-DANIELS MIDLAND COMPANY 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 194939.00 5791637.69 AUTODESK 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 140776.00 5055266.16 AUTOZONE INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 96591.00 33581792.97 BAIDU.COM INC 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 147707.00 19309736.11 CHANGYOU.COM LIMITED 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 1655.00 42119.75 ADR CHINA REAL ESTATE 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 173727.00 839101.41 CITIZENS BKG CORP MICH 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 19707.00 251067.18 DIGITAL GENERATION INC 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 110073.00 1537719.81 GRIFOLS SA 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 1534425.00 9789631.50 HESS CORPORATION < CO 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 228044.00 12576626.60 IBM CORPORATION 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 14660.00 2822050.00 MOVE. INC 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 51697.00 371701.43 POWER ONE INC NEW 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 297790.00 1337077.10 RANGOLD RESOURCES LIMITED 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 13899.00 1576424.58 TEVA PHARMACEUTICAL INDUSTRIES 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 3275635.00 147174280.55 AVAGO TECNHOLOGIES 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 33972.00 1145875.56 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 Clearing Corp. J.P. Morgan Clearing Corp., 1.05% 43H99UXR3 Other Repurchase Agreement N AAR CORP. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 10700000.00 10983015.00 ACTUANT CORPORATION CLAS S A < 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 18650000.00 24613542.65 ADVANCED MICRO DEVICES, INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 4455000.00 4628210.40 AMERIGROUP CORPORATION 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 23160000.00 37744593.12 ANIXTER INTL INC 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 1659000.00 2027482.15 ARVINMERITOR INCORPORATED 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 34950000.00 28048833.95 BIOMARIN PHARMACEUTICAL, INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 15536000.00 28568435.74 CHARMING SHOPPES, INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 7171000.00 6527854.52 CHESAPEAKE ENERGY CORPORATION 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 4250000.00 3773651.50 COVANTA HOLDINGS CORPORATION 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 35996000.00 38859013.85 EQUINIX, INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 34397000.00 38668968.46 GENCORP INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 17068000.00 16188741.98 LEVEL 3 COMMUNICATIONS, INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 18900000.00 22084797.05 LIFEPOINT HOSPITALS INC 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 16033000.00 16807567.34 NASH FINCH COMPANY 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 13525000.00 6338667.08 OCWEN FINANCIAL CORPORATION 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 2803000.00 3418146.38 OMNICARE, INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 29401000.00 28273559.85 ON SEMICONDUCTOR CORPORTION 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 7093000.00 8079005.02 SAN DISK CORPORATION 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 101132000.00 100081339.65 TIME WARNER TELECOM, INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 24984000.00 29859552.65 VIRGIN MEDIA INC + 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 57656000.00 88092602.40 WESTERN REFINING, INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 294000.00 500819.30 XILINX, INC. 2012-01-31 2012-01-31 N/A Other Instrument OTHER NOTE 38184000.00 48378593.42 First Tier Security 2012-07-23 2012-07-23 N N N 545000000.00 545000000.00 0.0046 Y 545000000.00 545000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.27% 43Z996QA1 0001287279 Other Repurchase Agreement N AT & T WIRELESS SERVICES, INC. 2031-03-01 2031-03-01 8.75 - 8.75 Other Instrument CORPORATE 6201000.00 9306927.33 APACHE CORPORATION 2040-09-01 2040-09-01 5.1 - 5.1 Other Instrument CORPORATE 3200000.00 3774965.29 BANK OF AMERICA CORPORATION 2012-09-11 2016-10-14 5.375 - 5.64 Other Instrument CORPORATE 9645000.00 8130963.05 BANK OF AMERICA FUNDING CORPOR 2014-05-15 2016-03-17 3.625 - 7.375 Other Instrument CORPORATE 3390000.00 3629683.02 BELLSOUTH CORP 2031-10-15 2031-10-15 6.875 - 6.875 Other Instrument CORPORATE 1057000.00 1331367.76 CINGULAR WIRELESS 2031-12-15 2031-12-15 7.125 - 7.125 Other Instrument CORPORATE 2205000.00 2841068.27 CONSOLIDATED EDISON COMPANY OF 2035-07-01 2038-04-01 5.25 - 6.75 Other Instrument CORPORATE 1355000.00 1822397.93 DIAGEO CAPITAL PLC 2036-09-30 2036-09-30 5.875 - 5.875 Other Instrument CORPORATE 84000.00 107331.28 EATON CORPORATION 2037-03-15 2037-03-15 5.8 - 5.8 Other Instrument CORPORATE 700000.00 887229.00 ENEL FINANCE INTERNATIONAL S.A 2039-10-07 2039-10-07 6 - 6 Other Instrument CORPORATE 1778000.00 1537033.60 THE HOME DEPOT, INC. 2036-12-16 2040-09-15 5.4 - 5.875 Other Instrument CORPORATE 2922000.00 3549613.45 AI/3(C)(7) INC MONEY MARKET SE 2033-08-17 2033-08-17 N/A Other Instrument CORPORATE 3600000.00 3412352.87 INC MONEY MARKET SECURITIES, S 2033-12-31 2033-12-31 N/A Other Instrument CORPORATE 4500000.00 4251321.41 INC MONEY MARKET SECURITIES, S 2033-12-15 2033-12-15 N/A Other Instrument CORPORATE 5100000.00 4055539.41 JPMORGAN CHASE & CO 2026-02-09 2026-06-30 0 - 7 Other Instrument CORPORATE 2489000.00 2480920.48 MERRILL LYNCH AND CO. 2013-02-05 2017-08-28 5.45 - 6.4 Other Instrument CORPORATE 3247000.00 3425436.98 PITNEY BOWES INC GBL 2037-01-15 2037-01-15 5.25 - 5.25 Other Instrument CORPORATE 172000.00 178662.86 THE PRUDENTIAL INSURANCE COMPA 2025-07-01 2025-07-01 8.3 - 8.3 Other Instrument CORPORATE 3928000.00 5006888.33 RAYTHEON 2028-11-01 2028-11-01 7 - 7 Other Instrument CORPORATE 1685000.00 2251708.51 RIO TINTO FINANCE (USA) LIMITE 2028-07-15 2040-11-02 5.2 - 7.125 Other Instrument CORPORATE 1640000.00 2178165.57 ROYAL BANK OF SCOTLAND N.V. 2020-11-16 2020-11-16 4 - 4 Other Instrument CORPORATE 500000.00 462811.08 STANLEY BLACK & DECKER,INC. < 2040-09-01 2040-09-01 5.2 - 5.2 Other Instrument CORPORATE 1789000.00 2016119.57 STATE STREET CAPITAL TRUST IV 2037-06-15 2037-06-15 1.247 - 1.247 Other Instrument CORPORATE 9451000.00 6394353.19 SWISS RE CAPITAL I LP 2049-05-29 2049-05-29 6.854 - 6.854 Other Instrument CORPORATE 750000.00 685335.56 TESCO PLC 2037-11-15 2037-11-15 6.15 - 6.15 Other Instrument CORPORATE 3058000.00 3731710.45 USB REALTY CORP. 2036-12-21 2036-12-21 6.09 - 6.09 Other Instrument CORPORATE 24565000.00 18731734.65 UNITEDHEALTH GROUP INC COM 2038-02-15 2041-02-15 5.95 - 6.875 Other Instrument CORPORATE 1185000.00 1563860.71 ZFS FINANCE (USA) TRUST I 2065-12-15 2065-12-15 6.45 - 6.45 Other Instrument CORPORATE 3915000.00 3715873.35 BLACKSTONE HOLDINGS FINANCE CO 2021-03-15 2021-03-15 5.875 - 5.875 Other Instrument CORPORATE 391000.00 394818.22 First Tier Security 2012-02-01 2012-02-01 N N N 97000000.00 97000000.00 0.0008 N 97000000.00 97000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.30% 43Z996QG8 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2025-06-15 2042-01-15 0 - 7.71 Government Agency Debt 5208245429.00 332103398.48 FEDERAL NATIONAL MORTGAGE ASSOC 2017-08-25 2042-02-25 0 - 51.752 Government Agency Debt 19867599180.00 2301027224.54 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-07-20 2034-07-20 0 - 5.5 Government Agency Debt 3256126.00 579580.70 First Tier Security 2012-02-01 2012-02-01 N N N 2557000000.00 2557000000.00 0.0216 N 2557000000.00 2557000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.53% 43Z996KJ8 0001287279 Other Repurchase Agreement N 51-100 2029-08-15 2047-09-25 0 - 12.367 Other Instrument MORTGAGE 2138653171.00 294896780.21 First Tier Security 2012-02-07 2012-02-07 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., 0.57% 43Z996QC7 0001287279 Other Repurchase Agreement N AMERICAN HOME MORTGAGE INVESTM 2047-05-25 2047-05-25 0.484 - 0.484 Other Instrument GOVERNMENT AGENCY 30000000.00 11413389.44 BANK OF AMERICA STRUCTURED NOT 2035-09-25 2035-09-25 0.526 - 0.526 Other Instrument GOVERNMENT AGENCY 2690000.00 772814.29 BANC OF AMERICA MORTGAGE SECUR 2035-03-25 2035-03-25 2.837 - 2.837 Other Instrument GOVERNMENT AGENCY 500000.00 134846.51 BANC OF AMERICA FUNDING 2007-C 2036-05-20 2036-05-20 2.722 - 2.722 Other Instrument GOVERNMENT AGENCY 3000000.00 1107427.15 CHASE MORTGAGE FINANCE 2007-A1 2037-03-25 2037-03-25 2.751 - 5.613 Other Instrument GOVERNMENT AGENCY 10379419.00 5483450.30 CHASE MORTGAGE FINANCE TRUST 2 2037-12-25 2037-12-25 5.368 - 5.368 Other Instrument GOVERNMENT AGENCY 2850000.00 784123.48 CHASE MORTGAGE FINANCE TRUST 2 2036-09-25 2036-09-25 5.755 - 5.755 Other Instrument GOVERNMENT AGENCY 3823000.00 2575514.91 CHEVY CHASE FUNDING LLC 2048-05-25 2048-05-25 0.406 - 0.406 Other Instrument GOVERNMENT AGENCY 50000000.00 13186368.35 HARBORVIEW MORTGAGE LOAN TRUST 2036-11-19 2036-11-19 0.461 - 0.461 Other Instrument GOVERNMENT AGENCY 27376000.00 7865262.43 INDYMAC INDX MORTGAGE LOAN TRU 2036-10-25 2036-10-25 0.476 - 0.476 Other Instrument GOVERNMENT AGENCY 50000000.00 12758310.14 LUMINENT MORTGAGE TRUST 2005-1 2046-02-25 2046-02-25 0.473 - 0.473 Other Instrument GOVERNMENT AGENCY 117048000.00 25319158.04 STRUCTURED ASSET MORTGAGE INVE 2036-02-25 2036-02-25 0.503 - 0.503 Other Instrument GOVERNMENT AGENCY 22300000.00 4665763.00 WASHINGTON MUTUAL MORTGAGE PAS 2047-05-25 2047-05-25 1.048 - 1.048 Other Instrument GOVERNMENT AGENCY 50000000.00 17616592.35 First Tier Security 2012-02-01 2012-02-01 N N N 96000000.00 96000000.00 0.0008 N 96000000.00 96000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.75% 42Q9948X8 0001287279 Other Repurchase Agreement N 51-100 2012-08-25 2049-01-15 0 - 53.281 Other Instrument MORTGAGE 3205819827.00 204651915.19 First Tier Security 2012-03-26 2012-03-26 N N N 189000000.00 189000000.00 0.0016 Y 189000000.00 189000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.25% 43X99GVV9 0000728612 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 85126397.00 1316529663.71 First Tier Security 2012-02-01 2012-02-01 N N N 1219000000.00 1219000000.00 0.0103 N 1219000000.00 1219000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.60% 43X99GVQ0 0000728612 Other Repurchase Agreement N 501-1000 2012-11-08 2052-11-19 0 - 112.169 Other Instrument MORTGAGE 11786867308.00 1179379656.21 First Tier Security 2012-02-01 2012-02-01 N N N 1092000000.00 1092000000.00 0.0092 N 1092000000.00 1092000000.00 Mizuho Securities USA, Inc. 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