0000278001-12-000022.txt : 20120430 0000278001-12-000022.hdr.sgml : 20120430 20120307092923 ACCESSION NUMBER: 0000278001-12-000022 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120229 FILED AS OF DATE: 20120307 DATE AS OF CHANGE: 20120307 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: 12672670 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 2012-02-29 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC. 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 56 88 119842419558.98 79482922.08 3312162515.51 116609739965.55 0.0040 1.0003 2012-02-29 1.0003 2012-02-29 C000019553 2500.00 116609739965.55 1.00 -1636043269.59 22106246725.68 23742289995.27 0.0001 1.0003 2012-02-29 1.0003 2012-02-29 Bank of Montreal Bank of Montreal, 0.63% 06366UD47 Certificate of Deposit First Tier Security 2012-04-10 2013-03-06 N N N 741000000.00 741000000.00 0.0064 N 741252681.00 741252681.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.39% 06366WLY8 Certificate of Deposit First Tier Security 2012-03-26 2012-09-26 N N N 402000000.00 402000000.00 0.0034 N 401999196.00 401999196.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WQD9 Certificate of Deposit First Tier Security 2012-03-29 2012-10-29 N N N 210000000.00 210000000.00 0.0018 N 210014280.00 210014280.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.44% 06366WPF5 Certificate of Deposit First Tier Security 2012-03-21 2012-10-18 N N N 617000000.00 617000000.00 0.0053 N 616884621.00 616884621.00 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 0.0035 N 403226929.30 403226929.30 Bank of Nova Scotia Bank of Nova Scotia, 0.47% 06417ELW1 Certificate of Deposit First Tier Security 2012-03-01 2012-11-01 N N N 899000000.00 899000000.00 0.0077 N 898882231.00 898882231.00 Bank of Nova Scotia Bank of Nova Scotia, 0.55% 06417EAZ6 Certificate of Deposit First Tier Security 2012-05-11 2012-07-11 N N N 379000000.00 379000000.00 0.0033 N 378954141.00 378954141.00 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 0.0075 N 870934902.00 870934902.00 Bank of Nova Scotia Bank of Nova Scotia, 0.65% 06417DJE6 Certificate of Deposit First Tier Security 2012-05-16 2013-03-15 N N N 206000000.00 206000000.00 0.0018 N 205959418.00 205959418.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.40% 06538EJF5 Certificate of Deposit First Tier Security 2012-05-10 2012-05-10 N N N 500000000.00 500000000.00 0.0043 N 500009750.00 500009750.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.40% 06538EJR9 Certificate of Deposit First Tier Security 2012-05-18 2012-05-18 N N N 500000000.00 500000000.00 0.0043 N 500010900.00 500010900.00 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 44005469.20 44005469.20 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 0.0086 N 1000147600.00 1000147600.00 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 0.0072 N 835188209.00 835188209.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.42% 13606X5X2 Certificate of Deposit First Tier Security 2012-03-23 2012-09-24 N N N 1200000000.00 1200000000.00 0.0103 N 1199997600.00 1199997600.00 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 0.0036 N 418961871.00 418961871.00 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 2013-03-15 N N N 1107000000.00 1107000000.00 0.0095 N 1107280071.00 1107280071.00 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 0.0053 N 614011236.20 614011236.20 Lloyds TSB Bank PLC New York Branch Lloyds TSB Bank PLC New York Branch, 0.20% 53944LAZ4 Certificate of Deposit First Tier Security 2012-03-13 2012-03-13 N N N 200000000.00 200000000.00 0.0017 N 199997100.00 199997100.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.48% 60681P3M4 Certificate of Deposit First Tier Security 2012-05-11 2012-05-11 N N N 408000000.00 408000000.00 0.0035 N 408012117.60 408012117.60 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 0.0035 N 403122753.80 403122753.80 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 0.0035 N 407106471.20 407106471.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GQV3 Certificate of Deposit First Tier Security 2012-03-01 2012-03-01 N N N 414000000.00 414000000.00 0.0036 N 413999875.80 413999875.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GRG5 Certificate of Deposit First Tier Security 2012-03-02 2012-03-02 N N N 407000000.00 407000000.00 0.0035 N 406999755.80 406999755.80 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 0.0036 N 414012047.40 414012047.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.40% 60687GQH4 Certificate of Deposit First Tier Security 2012-05-14 2012-05-14 N N N 1366000000.00 1366000000.00 0.0117 N 1366056689.00 1366056689.00 National Bank Canada National Bank Canada, 0.37% 63306VY38 Certificate of Deposit First Tier Security 2012-03-06 2012-07-06 N N N 359000000.00 359000000.00 0.0031 N 358973793.00 358973793.00 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 0.0035 N 405222183.00 405222183.00 National Bank Canada National Bank Canada, 0.64% 63306V6J4 Certificate of Deposit First Tier Security 2012-05-04 2013-02-04 N N N 338000000.00 338000000.00 0.0029 N 338017914.00 338017914.00 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 48000532.80 48000532.80 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.31% 74977MWQ4 Certificate of Deposit First Tier Security 2012-03-08 2012-06-08 N N N 1200000000.00 1200000000.00 0.0103 N 1199994000.00 1199994000.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.35% 74977MTC9 Certificate of Deposit First Tier Security 2012-03-12 2012-03-12 N N N 2250000000.00 2250000000.00 0.0193 N 2250020250.00 2250020250.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.36% 74977MTN5 Certificate of Deposit First Tier Security 2012-03-02 2012-04-02 N N N 373000000.00 373000000.00 0.0032 N 373000000.00 373000000.00 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 365836398.00 365836398.00 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 184916750.00 184916750.00 Royal Bank of Canada Royal Bank of Canada, 0.58% 78009NDK9 Certificate of Deposit First Tier Security 2012-05-11 2013-02-11 N N N 235000000.00 235000000.00 0.0020 N 235132070.00 235132070.00 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 0.0043 N 499703500.00 499703500.00 Royal Bank of Canada Royal Bank of Canada, 0.94% 78009JKX2 Certificate of Deposit First Tier Security 2012-04-02 2013-03-01 N N N 900000000.00 900000000.00 0.0077 N 900785700.00 900785700.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.58% 78009J2L8 Certificate of Deposit First Tier Security 2012-05-08 2013-03-06 N N N 750000000.00 749811101.55 0.0064 N 750013500.00 750013500.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562E6A1 Certificate of Deposit First Tier Security 2012-04-02 2012-06-04 N N N 801000000.00 801000000.00 0.0069 N 801000000.00 801000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562E4U9 Certificate of Deposit First Tier Security 2012-05-16 2012-05-16 N N N 600000000.00 600000000.00 0.0051 N 600051240.00 600051240.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562E4V7 Certificate of Deposit First Tier Security 2012-05-21 2012-05-21 N N N 234000000.00 234000000.00 0.0020 N 234021270.60 234021270.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.41% 86562E3P1 Certificate of Deposit First Tier Security 2012-03-07 2012-05-08 N N N 810000000.00 810000000.00 0.0069 N 810000810.00 810000810.00 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 0.0075 N 875007525.00 875007525.00 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 0.0106 N 1235349505.00 1235349505.00 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 0.0035 N 403055251.30 403055251.30 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.46% 86562WWL8 Certificate of Deposit First Tier Security 2012-05-21 2012-05-21 N N N 403000000.00 403000000.00 0.0035 N 403091682.50 403091682.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.50% 86562WWA2 Certificate of Deposit First Tier Security 2012-05-08 2012-05-08 N N N 407000000.00 407000000.00 0.0035 N 407109035.30 407109035.30 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 0.0046 N 538005541.40 538005541.40 Svenska Handelsbanken Svenska Handelsbanken, 0.52% 86959BU29 Certificate of Deposit First Tier Security 2012-04-03 2012-04-03 N N N 608000000.00 608002782.21 0.0052 N 608203740.80 608203740.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.46% 89112XDH5 Certificate of Deposit First Tier Security 2012-03-07 2012-11-07 N N N 413000000.00 413000000.00 0.0035 N 413000000.00 413000000.00 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 82006888.00 82006888.00 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 291966712.00 291966712.00 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 250395350.00 250395350.00 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 0.0020 N 228241702.80 228241702.80 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 721002101.44 0.0062 N 721121128.00 721121128.00 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 0.0081 N 945279342.00 945279342.00 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAS3 0001140465 Certificate of Deposit First Tier Security 2012-05-03 2012-05-03 N N N 374000000.00 374000000.00 0.0032 N 374078652.20 374078652.20 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 0.0043 N 500235500.00 500235500.00 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 5002355.00 5002355.00 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 212070087.20 212070087.20 HSBC Bank PLC HSBC Bank PLC, 0.55% 35X99QAP9 0001140465 Certificate of Deposit First Tier Security 2012-03-15 2012-03-15 N N N 328000000.00 328000000.00 0.0028 N 328055924.00 328055924.00 HSBC Bank PLC HSBC Bank PLC, 0.55% 35X99QAQ7 0001140465 Certificate of Deposit First Tier Security 2012-03-15 2012-03-15 N N N 45000000.00 45000000.00 0.0004 N 45007672.50 45007672.50 ING Bank NV ING Bank NV, 0.28% 42K99Y4C8 0001017255 Certificate of Deposit First Tier Security 2012-04-02 2012-04-02 N N N 1000000000.00 1000000000.00 0.0086 N 999926700.00 999926700.00 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 0.0069 N 805004025.00 805004025.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.51% 18G993BJ8 0001462160 Certificate of Deposit First Tier Security 2012-05-03 2012-05-03 N N N 252000000.00 252002201.47 0.0022 N 252022302.00 252022302.00 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 0.0043 N 500024300.00 500024300.00 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 0.0043 N 500024300.00 500024300.00 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 740064750.00 740064750.00 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 0.0172 N 2000233200.00 2000233200.00 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 0.0043 N 500189950.00 500189950.00 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 0.0043 N 500305900.00 500305900.00 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 157018604.50 157018604.50 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 0.0030 N 348004036.80 348004036.80 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 150043290.00 150043290.00 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 52015698.80 52015698.80 ASB Finance Ltd. ASB Finance Ltd., 0.38% 0020P5CD9 Financial Company Commercial Paper First Tier Security 2012-03-30 2012-03-30 N N N 173000000.00 172998606.39 0.0015 N 173004844.00 173004844.00 ASB Finance Ltd. ASB Finance Ltd., 0.40% 0020P5CE7 Financial Company Commercial Paper First Tier Security 2012-03-05 2012-04-04 N N N 100000000.00 99999065.93 0.0009 N 100003100.00 100003100.00 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 100933283.91 0.0009 N 100968417.30 100968417.30 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 100930029.46 0.0009 N 100965932.70 100965932.70 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 165720935.54 0.0014 N 165804950.00 165804950.00 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 249760416.65 0.0021 N 249910725.00 249910725.00 Barclays Bank PLC Barclays Bank PLC, 0.74% 06741PBL8 Financial Company Commercial Paper First Tier Security 2012-03-29 2012-03-29 N N N 201000000.00 201000000.00 0.0017 Y 201008040.00 201008040.00 Barclays Bank PLC Barclays Bank PLC, 0.74% 06741PBN4 Financial Company Commercial Paper First Tier Security 2012-04-02 2012-04-02 N N N 483000000.00 483000000.00 0.0041 Y 483019320.00 483019320.00 Barclays Bank PLC Barclays Bank PLC, 0.74% 06741PBW4 Financial Company Commercial Paper First Tier Security 2012-04-05 2012-04-05 N N N 261000000.00 261000000.00 0.0022 Y 261000000.00 261000000.00 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 0.0025 Y 288000000.00 288000000.00 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 99000000.00 0.0008 N 98999534.70 98999534.70 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GJH9 Financial Company Commercial Paper First Tier Security 2012-03-08 2012-03-08 N N N 100000000.00 99994555.56 0.0009 N 99996130.00 99996130.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GJH9 Financial Company Commercial Paper First Tier Security 2012-03-08 2012-03-08 N N N 63000000.00 62996570.00 0.0005 N 62997561.90 62997561.90 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GJQ9 Financial Company Commercial Paper First Tier Security 2012-03-12 2012-03-12 N N N 159000000.00 158986396.66 0.0014 N 158989983.00 158989983.00 Barclays Bank PLC/Barclays US CCP Funding LLC Barclays Bank PLC/Barclays US CCP Funding LLC, 0.28% 06741GJV8 Financial Company Commercial Paper First Tier Security 2012-03-19 2012-03-19 N N N 80000000.00 79988800.01 0.0007 N 79991264.00 79991264.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.31% 06737HDG1 Financial Company Commercial Paper First Tier Security 2012-04-16 2012-04-16 N N N 791000000.00 790686676.04 0.0068 N 790703612.30 790703612.30 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.30% 0556N0C29 Financial Company Commercial Paper First Tier Security 2012-03-02 2012-03-02 N N N 1178000000.00 1177990183.49 0.0101 N 1177990811.60 1177990811.60 Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.54% 12802YAB6 Financial Company Commercial Paper First Tier Security 2012-05-03 2012-05-25 N N N 376000000.00 375990552.02 0.0032 N 375595424.00 375595424.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.48% 17307RC93 Financial Company Commercial Paper First Tier Security 2012-03-09 2012-03-09 N N N 601000000.00 600935893.37 0.0052 N 600954925.00 600954925.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.48% 17307RC93 Financial Company Commercial Paper First Tier Security 2012-03-09 2012-03-09 N N N 809000000.00 808913706.72 0.0069 N 808939325.00 808939325.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.48% 17307RCN2 Financial Company Commercial Paper First Tier Security 2012-03-22 2012-03-22 N N N 607000000.00 606830040.12 0.0052 N 606888312.00 606888312.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RD27 Financial Company Commercial Paper First Tier Security 2012-04-02 2012-04-02 N N N 565000000.00 564748888.80 0.0048 N 564838410.00 564838410.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RD50 Financial Company Commercial Paper First Tier Security 2012-04-05 2012-04-05 N N N 564000000.00 563725833.17 0.0048 N 563822904.00 563822904.00 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 241865555.55 0.0021 N 241927230.60 241927230.60 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 165868583.31 0.0014 N 165913613.60 165913613.60 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 405644750.00 0.0035 N 405748117.60 405748117.60 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 99905555.54 0.0009 N 99928700.00 99928700.00 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 189764874.96 0.0016 N 189812603.00 189812603.00 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 80898524.98 0.0007 N 80918392.50 80918392.50 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 203736613.36 0.0017 N 203789614.80 203789614.80 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 275548433.42 0.0024 N 275640841.20 275640841.20 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 199645222.20 0.0017 N 199704180.00 199704180.00 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 199634888.88 0.0017 N 199690300.00 199690300.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.40% 2332K0FV9 Financial Company Commercial Paper First Tier Security 2012-06-29 2012-06-29 N N N 197000000.00 196737333.43 0.0017 N 196735035.00 196735035.00 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 181971082.20 0.0016 N 181988534.00 181988534.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.20% 4662J0EP3 Financial Company Commercial Paper First Tier Security 2012-05-23 2012-05-23 N N N 794000000.00 793633877.40 0.0068 N 793659135.80 793659135.80 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J0H13 Financial Company Commercial Paper First Tier Security 2012-08-01 2012-08-01 N N N 549000000.00 548300024.89 0.0047 N 548336149.20 548336149.20 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J0H88 Financial Company Commercial Paper First Tier Security 2012-08-08 2012-08-08 N N N 597000000.00 596203999.96 0.0051 N 596232855.00 596232855.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J0HE5 Financial Company Commercial Paper First Tier Security 2012-08-14 2012-08-14 N N N 500000000.00 499308333.30 0.0043 N 499324300.00 499324300.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.40% 60682WE20 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 69600000.00 69552053.34 0.0006 N 69551280.00 69551280.00 Nationwide Building Society Nationwide Building Society, 0.44% 6385E0D59 Financial Company Commercial Paper First Tier Security 2012-04-05 2012-04-05 N N N 81000000.00 80965350.00 0.0007 N 80977806.00 80977806.00 Nationwide Building Society Nationwide Building Society, 0.44% 6385E0D91 Financial Company Commercial Paper First Tier Security 2012-04-09 2012-04-09 N N N 80000000.00 79961866.69 0.0007 N 79974224.00 79974224.00 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 197940710.01 0.0017 N 197972299.80 197972299.80 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 78973118.05 0.0007 N 78986759.60 78986759.60 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 118957887.21 0.0010 N 118978853.70 118978853.70 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 370000000.00 0.0032 N 369998557.00 369998557.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.30% 78009TC68 Financial Company Commercial Paper First Tier Security 2012-03-06 2012-03-06 N N N 331000000.00 330986208.41 0.0028 N 330990632.70 330990632.70 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.30% 78009TC76 Financial Company Commercial Paper First Tier Security 2012-03-07 2012-03-07 N N N 308000000.00 307984600.09 0.0026 N 307981828.00 307981828.00 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 299996083.32 0.0026 N 299997180.00 299997180.00 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 499967361.10 0.0043 N 499985850.00 499985850.00 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 85993263.34 0.0007 N 85997153.40 85997153.40 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 98994720.00 0.0008 N 98997663.60 98997663.60 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 79981333.33 0.0007 N 79989536.00 79989536.00 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 48992745.27 0.0004 N 48996266.20 48996266.20 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 49992027.77 0.0004 N 49995835.00 49995835.00 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 65989476.66 0.0006 N 65994502.20 65994502.20 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 12997779.16 0.0001 N 12998832.60 12998832.60 Swedbank AB Swedbank AB, 0.45% 87019RDT0 Financial Company Commercial Paper First Tier Security 2012-04-27 2012-04-27 N N N 185000000.00 184868187.50 0.0016 N 184894790.50 184894790.50 Swedbank AB Swedbank AB, 0.45% 87019RDW3 Financial Company Commercial Paper First Tier Security 2012-04-30 2012-04-30 N N N 23000000.00 22982750.00 0.0002 N 22985774.50 22985774.50 Swedbank AB Swedbank AB, 0.50% 87019RE28 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 95000000.00 94918194.42 0.0008 N 94937822.50 94937822.50 Swedbank AB Swedbank AB, 0.50% 87019RE44 Financial Company Commercial Paper First Tier Security 2012-05-04 2012-05-04 N N N 108000000.00 107903999.96 0.0009 N 107925318.00 107925318.00 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 599290666.80 0.0051 N 599533380.00 599533380.00 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 72812755.00 0.0006 N 72936205.30 72936205.30 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.30% 89233GFR2 Financial Company Commercial Paper First Tier Security 2012-06-25 2012-06-25 N N N 250000000.00 249758333.40 0.0021 N 249776575.00 249776575.00 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 105957099.43 0.0009 N 105975408.00 105975408.00 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 189907691.65 0.0016 N 189948130.00 189948130.00 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 927805120.00 0.0080 N 927921491.20 927921491.20 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 701376000.20 0.0060 N 701605405.80 701605405.80 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 749403750.00 0.0064 N 749691750.00 749691750.00 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 344669374.98 0.0030 N 344791827.00 344791827.00 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 499506944.40 0.0043 N 499688000.00 499688000.00 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 374970750.00 374970750.00 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 374976000.00 374976000.00 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.25% 03221LCS7 Asset Backed Commercial Paper First Tier Security 2012-03-26 2012-03-26 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 270000000.00 269953124.92 0.0023 N 269966844.00 269966844.00 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.27% 03221LCD0 Asset Backed Commercial Paper First Tier Security 2012-03-13 2012-03-13 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 298000000.00 297973180.00 0.0026 N 297981702.80 297981702.80 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.28% 03221LD49 Asset Backed Commercial Paper First Tier Security 2012-04-04 2012-04-04 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 268000000.00 267929128.90 0.0023 N 267952322.80 267952322.80 Govco, Inc. Govco, Inc., 0.25% 38362VCM3 Asset Backed Commercial Paper First Tier Security 2012-03-21 2012-03-21 N N Y LIQUIDITY CITIBANK NA N/A N/A 250000000.00 249965277.75 0.0021 N 249975200.00 249975200.00 Govco, Inc. Govco, Inc., 0.25% 38362VCP6 Asset Backed Commercial Paper First Tier Security 2012-03-23 2012-03-23 N N Y LIQUIDITY CITIBANK NA N/A N/A 25000000.00 24996180.55 0.0002 N 24997285.00 24997285.00 Govco, Inc. Govco, Inc., 0.25% 38362VCU5 Asset Backed Commercial Paper First Tier Security 2012-03-28 2012-03-28 N N Y LIQUIDITY CITIBANK NA N/A N/A 54000000.00 53989875.00 0.0005 N 53992861.20 53992861.20 Govco, Inc. Govco, Inc., 0.25% 38362VCV3 Asset Backed Commercial Paper First Tier Security 2012-03-29 2012-03-29 N N Y LIQUIDITY CITIBANK NA N/A N/A 198000000.00 197961500.05 0.0017 N 197972893.80 197972893.80 Govco, Inc. Govco, Inc., 0.25% 38362VCW1 Asset Backed Commercial Paper First Tier Security 2012-03-30 2012-03-30 N N Y LIQUIDITY CITIBANK NA N/A N/A 135000000.00 134972812.54 0.0012 N 134980870.50 134980870.50 Govco, Inc. Govco, Inc., 0.27% 38362VD26 Asset Backed Commercial Paper First Tier Security 2012-04-02 2012-04-02 N N Y LIQUIDITY CITIBANK NA N/A N/A 134000000.00 133967840.00 0.0011 N 133978131.20 133978131.20 Govco, Inc. Govco, Inc., 0.27% 38362VD34 Asset Backed Commercial Paper First Tier Security 2012-04-03 2012-04-03 N N Y LIQUIDITY CITIBANK NA N/A N/A 18000000.00 17995545.00 0.0002 N 17996923.80 17996923.80 Govco, Inc. Govco, Inc., 0.27% 38362VD42 Asset Backed Commercial Paper First Tier Security 2012-04-04 2012-04-04 N N Y LIQUIDITY CITIBANK NA N/A N/A 250000000.00 249936250.00 0.0021 N 249955525.00 249955525.00 Govco, Inc. Govco, Inc., 0.27% 38362VD59 Asset Backed Commercial Paper First Tier Security 2012-04-05 2012-04-05 N N Y LIQUIDITY CITIBANK NA N/A N/A 135000000.00 134964562.50 0.0012 N 134974890.00 134974890.00 Govco, Inc. Govco, Inc., 0.27% 38362VD91 Asset Backed Commercial Paper First Tier Security 2012-04-09 2012-04-09 N N Y LIQUIDITY CITIBANK NA N/A N/A 33000000.00 32990347.50 0.0003 N 32990100.00 32990100.00 Windmill Funding Corp. Windmill Funding Corp., 0.27% 97342GCE5 Asset Backed Commercial Paper First Tier Security 2012-03-14 2012-03-14 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 270000000.00 269973675.00 0.0023 N 269979426.00 269979426.00 Windmill Funding Corp. Windmill Funding Corp., 0.28% 97342GD46 Asset Backed Commercial Paper First Tier Security 2012-04-04 2012-04-04 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 268000000.00 267929128.90 0.0023 N 267929650.00 267929650.00 Comcast Corp. Comcast Corp., 0.36% 2003A2C61 Other Commercial Paper Second Tier Security 2012-03-06 2012-03-06 N N N 15000000.00 14999250.00 0.0001 N 14999325.00 14999325.00 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 33995636.67 0.0003 N 33997290.20 33997290.20 Devon Energy Corp. Devon Energy Corp., 0.45% 25179KCS4 Other Commercial Paper Second Tier Security 2012-03-26 2012-03-26 N N N 120000000.00 119962500.00 0.0010 N 119974788.00 119974788.00 Devon Energy Corp. Devon Energy Corp., 0.45% 25179KCU9 Other Commercial Paper Second Tier Security 2012-03-28 2012-03-28 N N N 48000000.00 47983800.00 0.0004 N 47988969.60 47988969.60 Devon Energy Corp. Devon Energy Corp., 0.45% 25179KCV7 Other Commercial Paper Second Tier Security 2012-03-29 2012-03-29 N N N 102000000.00 101964300.00 0.0009 N 101975499.60 101975499.60 Devon Energy Corp. Devon Energy Corp., 0.45% 25179KD20 Other Commercial Paper Second Tier Security 2012-04-02 2012-04-02 N N N 76000000.00 75969600.00 0.0007 N 75978264.00 75978264.00 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 26997885.00 0.0002 N 26998844.40 26998844.40 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 49995430.56 0.0004 N 49997510.00 49997510.00 Duke Energy Corp. Duke Energy Corp., 0.40% 26244HCG6 Other Commercial Paper Second Tier Security 2012-03-16 2012-03-16 N N N 56000000.00 55990666.66 0.0005 N 55992484.80 55992484.80 Ecolab, Inc. Ecolab, Inc., 0.35% 27886LC11 Other Commercial Paper Second Tier Security 2012-03-01 2012-03-01 N N N 60000000.00 60000000.00 0.0005 N 59999550.00 59999550.00 Ecolab, Inc. Ecolab, Inc., 0.35% 27886LC29 Other Commercial Paper Second Tier Security 2012-03-02 2012-03-02 N N N 16200000.00 16199842.50 0.0001 N 16199757.00 16199757.00 Ecolab, Inc. Ecolab, Inc., 0.53% 27887RAA9 Other Commercial Paper Second Tier Security 2012-03-12 2012-03-30 Y ECOLAB INC N/A N/A N N 381000000.00 381000000.00 0.0033 N 381003429.00 381003429.00 Sempra Global Sempra Global, 0.45% 81685LC29 Other Commercial Paper Second Tier Security 2012-03-02 2012-03-02 N N N 37000000.00 36999537.50 0.0003 N 36999548.60 36999548.60 Sempra Global Sempra Global, 0.45% 81685LC94 Other Commercial Paper Second Tier Security 2012-03-09 2012-03-09 N N N 36000000.00 35996400.00 0.0003 N 35997948.00 35997948.00 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 42934006.94 0.0004 N 42940853.50 42940853.50 Viacom, Inc. Viacom, Inc., 0.40% 9255M2CE0 Other Commercial Paper Second Tier Security 2012-03-14 2012-03-14 N N N 38000000.00 37994511.12 0.0003 N 37995626.20 37995626.20 Viacom, Inc. Viacom, Inc., 0.41% 9255M2CK6 Other Commercial Paper Second Tier Security 2012-03-19 2012-03-19 N N N 16000000.00 15996719.99 0.0001 N 15997408.00 15997408.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.42% 92780JCK5 Other Commercial Paper Second Tier Security 2012-03-19 2012-03-19 N N N 38000000.00 37992019.98 0.0003 N 37991564.00 37991564.00 Xerox Corp. Xerox Corp., 0.60% 98412ECW3 Other Commercial Paper Second Tier Security 2012-03-30 2012-03-30 N N N 80000000.00 79961333.36 0.0007 N 79966664.00 79966664.00 Xerox Corp. Xerox Corp., 0.63% 98412EC29 Other Commercial Paper Second Tier Security 2012-03-02 2012-03-02 N N N 22000000.00 21999615.00 0.0002 N 21999487.40 21999487.40 Xerox Corp. Xerox Corp., 0.63% 98412EC52 Other Commercial Paper Second Tier Security 2012-03-05 2012-03-05 N N N 40000000.00 39997200.00 0.0003 N 39997668.00 39997668.00 Xerox Corp. Xerox Corp., 0.63% 98412ECC7 Other Commercial Paper Second Tier Security 2012-03-12 2012-03-12 N N N 49000000.00 48990567.50 0.0004 N 48992831.30 48992831.30 Xerox Corp. Xerox Corp., 0.63% 98412ECF0 Other Commercial Paper Second Tier Security 2012-03-15 2012-03-15 N N N 31500000.00 31492282.50 0.0003 N 31494093.75 31494093.75 Xerox Corp. Xerox Corp., 0.63% 98412ECG8 Other Commercial Paper Second Tier Security 2012-03-16 2012-03-16 N N N 88500000.00 88476768.75 0.0008 N 88482220.35 88482220.35 Xerox Corp. Xerox Corp., 0.63% 98412ECT0 Other Commercial Paper Second Tier Security 2012-03-27 2012-03-27 N N N 89000000.00 88959505.00 0.0008 N 88967497.20 88967497.20 Xerox Corp. Xerox Corp., 0.63% 98412ECU7 Other Commercial Paper Second Tier Security 2012-03-28 2012-03-28 N N N 59000000.00 58972122.50 0.0005 N 58977467.90 58977467.90 Xerox Corp. Xerox Corp., 0.63% 98412ECV5 Other Commercial Paper Second Tier Security 2012-03-29 2012-03-29 N N N 12500000.00 12493875.00 0.0001 N 12495005.00 12495005.00 Xerox Corp. Xerox Corp., 0.63% 98412ECV5 Other Commercial Paper Second Tier Security 2012-03-29 2012-03-29 N N N 19500000.00 19490445.00 0.0002 N 19492207.80 19492207.80 Xerox Corp. Xerox Corp., 0.63% 98412ECW3 Other Commercial Paper Second Tier Security 2012-03-30 2012-03-30 N N N 51000000.00 50974117.50 0.0004 N 50978748.30 50978748.30 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127955X5 Treasury Debt First Tier Security 2012-07-19 2012-07-19 N N N 600000000.00 599766666.24 0.0051 N 599755200.00 599755200.00 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127954B4 Treasury Debt First Tier Security 2012-07-26 2012-07-26 N N N 400000000.00 399836666.56 0.0034 N 399824400.00 399824400.00 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127956A4 Treasury Debt First Tier Security 2012-08-09 2012-08-09 N N N 500000000.00 499776388.70 0.0043 N 499743000.00 499743000.00 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 250000000.00 249815520.80 0.0021 N 249783500.00 249783500.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 9127956C0 Treasury Debt First Tier Security 2012-08-30 2012-08-30 N N N 2400000000.00 2398249505.25 0.0206 N 2398423200.00 2398423200.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127955Z0 Treasury Debt First Tier Security 2013-02-07 2013-02-07 N N N 595000000.00 594206334.85 0.0051 N 594080130.00 594080130.00 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 1201924698.72 0.0103 N 1201500000.00 1201500000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.16% 912828LB4 Treasury Debt First Tier Security 2012-07-15 2012-07-15 N N N 1075000000.00 1080445415.37 0.0093 N 1080542700.00 1080542700.00 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 265422204.20 0.0023 N 265434865.00 265434865.00 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 1004409179.80 0.0086 N 1003945000.00 1003945000.00 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 250278510.55 0.0021 N 250283250.00 250283250.00 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 727086005.44 0.0062 N 727093158.00 727093158.00 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 99336696.50 0.0009 N 99315099.00 99315099.00 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 453445432.18 0.0039 N 453322350.00 453322350.00 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 503244675.25 0.0043 N 503281000.00 503281000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.18% 912828LR9 Treasury Debt First Tier Security 2012-10-15 2012-10-15 N N N 802770000.00 808785628.44 0.0069 N 808790775.00 808790775.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.17% 912828HG8 Treasury Debt First Tier Security 2012-10-31 2012-10-31 N N N 350000000.00 358625984.92 0.0031 N 358599500.00 358599500.00 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 316200937.50 0.0027 N 316144395.00 316144395.00 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 93763382.99 0.0008 N 93786088.00 93786088.00 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 338417343.14 0.0029 N 338467584.00 338467584.00 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 250322874.30 0.0021 N 250332000.00 250332000.00 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 532993234.72 0.0046 N 532988607.00 532988607.00 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 252101243.86 0.0022 N 252109500.00 252109500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% to 0.19% 912828MN7 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 565000000.00 571427314.71 0.0049 N 571334215.00 571334215.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828AU4 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 250000000.00 258822358.10 0.0022 N 258808500.00 258808500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% 912828MG2 Treasury Debt First Tier Security 2013-01-15 2013-01-15 N N N 70000000.00 70723242.17 0.0006 N 70719110.00 70719110.00 Royal Bank of Canada Royal Bank of Canada, 0.58% 78008KXS7 Other Note First Tier Security 2012-05-08 2013-03-06 N N N 376000000.00 375905298.91 0.0032 N 376109416.00 376109416.00 Royal Bank of Canada Royal Bank of Canada, 0.63% 78008FBA1 Other Note First Tier Security 2012-04-02 2013-03-01 N N N 1300000000.00 1300000000.00 0.0111 N 1300009100.00 1300009100.00 Royal Bank of Canada Royal Bank of Canada, 0.71% 78008FAM6 Other Note First Tier Security 2012-03-15 2013-03-15 N N N 750000000.00 750000000.00 0.0064 N 750270000.00 750270000.00 Westpac Banking Corp. Westpac Banking Corp., 0.36% 9612E0CB1 Other Note First Tier Security 2012-03-07 2012-04-02 N N N 500000000.00 500000000.00 0.0043 N 499944000.00 499944000.00 Westpac Banking Corp. Westpac Banking Corp., 0.39% 91621CAW1 Other Note First Tier Security 2012-03-23 2012-05-23 N N N 1034000000.00 1034000000.00 0.0089 N 1033946232.00 1033946232.00 Westpac Banking Corp. Westpac Banking Corp., 0.62% 91621CBE0 Other Note First Tier Security 2012-05-11 2012-06-08 N N N 393000000.00 393000000.00 0.0034 N 393007860.00 393007860.00 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 0.0069 N 800980776.00 800980776.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EGM4 Government Agency Debt First Tier Security 2012-05-14 2012-05-14 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 163000000.00 162943765.00 0.0014 N 162944954.90 162944954.90 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257KX82 Government Agency Debt First Tier Security 2012-05-14 2012-05-14 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 86850000.00 86820036.75 0.0007 N 86817431.25 86817431.25 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 49991555.56 0.0004 N 49992800.00 49992800.00 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 130096024.52 0.0011 N 130101058.64 130101058.64 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 134977200.02 0.0012 N 134982423.00 134982423.00 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 144974745.84 0.0012 N 144978496.50 144978496.50 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 87837698.94 0.0008 N 87841192.56 87841192.56 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 134976487.51 0.0012 N 134981856.00 134981856.00 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 37993181.11 0.0003 N 37994691.40 37994691.40 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 141493605.21 0.0012 N 141499229.80 141499229.80 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 282947723.62 0.0024 N 282952399.40 282952399.40 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 27021007.69 0.0002 N 27021454.23 27021454.23 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 59466013.26 0.0005 N 59468435.31 59468435.31 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 53988885.00 0.0005 N 53991219.60 53991219.60 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 57083247.94 0.0005 N 57085716.35 57085716.35 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 288212489.60 0.0025 N 288221096.43 288221096.43 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 215228325.15 0.0018 N 215232461.01 215232461.01 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 274928881.92 0.0024 N 274934165.00 274934165.00 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 290918600.90 0.0025 N 290931906.00 290931906.00 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 236932455.00 0.0020 N 236939422.80 236939422.80 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 106033771.76 0.0009 N 106036890.04 106036890.04 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 302910446.65 0.0026 N 302915281.20 302915281.20 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384VT3 Government Agency Debt First Tier Security 2012-04-18 2012-04-18 N N N 225000000.00 224955386.66 0.0019 N 224991000.00 224991000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384WX3 Government Agency Debt First Tier Security 2012-05-16 2012-05-16 N N N 500000000.00 499835333.50 0.0043 N 499958000.00 499958000.00 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 49991709.18 0.0004 N 50012750.00 50012750.00 Freddie Mac Freddie Mac, 0.21% 3134G13Z5 Government Agency Debt First Tier Security 2012-03-10 2012-08-10 N N N 750000000.00 749832210.00 0.0064 N 750525750.00 750525750.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.15% Series 2004 H6, LOC Bank of America NA VRDN 64966CH20 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1500000.00 1500000.00 0.0000 N 1500000.00 1500000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.13% (66 West 38th Street Hsg. Proj.) Series A, LOC Fannie Mae Guaranteed Mtg. pass-thru certificates VRDN 64986MXX8 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 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., 0.13% (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 2012-03-07 2012-03-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 30800000.00 30800000.00 0.0003 N 30800000.00 30800000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.13% (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 2012-03-07 2012-03-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 52850000.00 52850000.00 0.0005 N 52850000.00 52850000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.13% (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 2012-03-07 2012-03-07 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 Triborough Bridge & Tunnel Auth. Revs. Triborough Bridge & Tunnel Auth. Revs., 0.14% Series 2002 F, (Liquidity Facility Royal Bank of Scotland NV) VRDN 89602NCG7 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 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, 0.19% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 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 0.0016 N 181000000.00 181000000.00 California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev. California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev., 0.22% (Recology, Inc. Proj.) Series 2010 A, LOC Bank of America NA VRDN 130536PN9 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 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 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 2012-03-07 2012-03-07 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., 0.13% (Henry Ford Health Sys. Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 59465HGS9 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 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., 0.23% (CaroMont Health Proj.) Series 2003 A, LOC Bank of America NA VRDN 65820HVF7 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 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 Gulf Coast Waste Disp. Auth. Solid Waste Disp. Rev. Gulf Coast Waste Disp. Auth. Solid Waste Disp. Rev., 0.20% (Waste Mgmt., Inc. Proj.) Series A, LOC JPMorgan Chase Bank VRDN 402231AX2 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 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., 0.16% (George Washington Univ. Proj.) Series 1999 B, LOC Bank of America NA VRDN 2548394S9 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 19115000.00 19115000.00 0.0002 N 19115000.00 19115000.00 Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.16% (Catholic Healthcare West Proj.) Series 2008 B, LOC Bank of America NA VRDN 040507JU0 Variable Rate Demand Note First Tier Security 2012-03-07 2012-03-07 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., 0.91% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2012-04-02 2012-05-29 Y METROPOLITAN LIFE INS CO N/A N/A N N 175000000.00 175000000.00 0.0015 Y 174974625.00 174974625.00 South Carolina Assoc. of Governmental Organizations Ctfs. of Prtn. South Carolina Assoc. of Governmental Organizations Ctfs. of Prtn., 1.00% Bonds Series 2011 C 836895CZ3 Other Municipal Debt First Tier Security 2012-03-01 2012-03-01 N N N 70865000.00 70865000.00 0.0006 N 70866417.30 70866417.30 GE Equipment Small Ticket LLC GE Equipment Small Ticket LLC, 0.50% 36162DAA7 Other Instrument Asset-Backed Securities First Tier Security 2012-11-21 2012-11-21 N N N 16292013.00 16292013.00 0.0001 N 16291801.20 16291801.20 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 3407114.00 3407114.00 0.0000 N 3406545.69 3406545.69 Harley-Davidson Motor Trust Harley-Davidson Motor Trust, 0.38% 41283PAA4 Other Instrument Asset-Backed Securities First Tier Security 2012-11-15 2012-11-15 N N N 8427351.00 8427351.45 0.0001 N 8425541.25 8425541.25 Mercedes-Benz Auto Lease Trust Mercedes-Benz Auto Lease Trust, 0.40% 587727AA6 Other Instrument Asset-Backed Securities First Tier Security 2012-11-15 2012-11-15 N N N 22235633.00 22235632.80 0.0002 N 22241531.91 22241531.91 Volkswagen Auto Lease Trust Volkswagen Auto Lease Trust, 0.46% 92867FAA3 Other Instrument Asset-Backed Securities First Tier Security 2012-11-20 2012-11-20 N N N 33527822.00 33527822.25 0.0003 N 33537602.32 33537602.32 Barclays Capital, Inc. Barclays Capital, Inc., 0.15% 44B992UL5 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-01-01 2042-03-01 3 - 7.5 Government Agency Debt 193949613.00 81345054.76 FEDERAL NATIONAL MORTGAGE ASSOC 2015-07-01 2042-02-01 3 - 8.5 Government Agency Debt 486483400.00 293267176.03 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-04-15 2040-04-15 6 - 6 Government Agency Debt 7723270.00 7897331.93 First Tier Security 2012-03-02 2012-03-02 N N N 375000000.00 375000000.00 0.0032 N 375000000.00 375000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.15% 44B992TN3 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2027-02-01 4 - 4 Government Agency Debt 39739876.00 43251136.90 FEDERAL NATIONAL MORTGAGE ASSOC 2025-09-01 2042-01-01 3.5 - 5 Government Agency Debt 232680840.00 195299425.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-10-20 2041-10-20 4 - 4 Government Agency Debt 121013536.00 130700207.78 First Tier Security 2012-03-07 2012-03-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 362000000.00 362000000.00 0.0031 N 362000000.00 362000000.00 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.19%, dated 2/29/2012 due 03/01/2012 44P99WQP0_06453 Government Agency Repurchase Agreement Y US TREASURY 2012-03-01 2022-02-15 0 - 4.75 Treasury Debt 389727520.98 409273188.34 FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2042-01-01 2.025 - 5.919 Government Agency Debt 301265816.32 211060262.67 FEDERAL NATIONAL MORTGAGE ASSOC 2019-09-01 2042-01-01 2.093 - 5 Government Agency Debt 484038857.47 315148058.78 Unrated Security 2012-03-01 2012-03-01 N N N 917134157.00 917134157.32 0.0079 N 917134157.32 917134157.32 Citibank NA Citibank NA, 0.15% 44Q99CEM3 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2019-03-01 2042-01-01 2.401 - 6 Government Agency Debt 402695662.00 197027669.28 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2047-12-01 2.228 - 6.5 Government Agency Debt 612332629.00 365485856.84 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-20 2041-11-20 3 - 3.5 Government Agency Debt 9070000.00 7671225.97 First Tier Security 2012-03-06 2012-03-06 N N N 559000000.00 559000000.00 0.0048 N 559000000.00 559000000.00 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.19%, dated 2/29/2012 due 03/01/2012 44P99WQP0_04361 Government Agency Repurchase Agreement Y US TREASURY 2013-04-30 2032-04-15 0.125 - 6.25 Treasury Debt 139146618.81 162041639.99 FEDERAL HOME LOAN BANK 2012-08-30 2014-02-13 0.18 - 0.36 Government Agency Debt 110543509.83 110609633.16 FEDERAL HOME LOAN MORTGAGE CORP 2012-10-09 2012-10-09 0 - 0 Government Agency Debt 19920837.03 19907290.86 Unrated Security 2012-03-01 2012-03-01 N N N 286669934.00 286669933.74 0.0025 N 286669933.74 286669933.74 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.18% 44W99GCE7 0000318336 Government Agency Repurchase Agreement Y US TREASURY 2012-03-08 2012-03-08 N/A Treasury Debt 35000.00 34999.65 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-01-20 2042-01-20 3.5 - 3.5 Government Agency Debt 171070000.00 180545159.50 First Tier Security 2012-03-07 2012-03-07 N N N 177000000.00 177000000.00 0.0015 N 177000000.00 177000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.15% 40H99W6M6 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2034-09-01 2040-12-01 4 - 4.5 Government Agency Debt 656019775.00 380600076.45 First Tier Security 2012-03-06 2012-03-06 N N N 373000000.00 373000000.00 0.0032 N 373000000.00 373000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.16% 40H99W3T4 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2041-11-01 2.07 - 5.752 Government Agency Debt 125905176.00 72598122.06 FEDERAL NATIONAL MORTGAGE ASSOC 2015-06-01 2042-07-01 2.045 - 7.5 Government Agency Debt 1188695607.00 677868372.31 First Tier Security 2012-03-07 2012-03-07 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 735000000.00 735000000.00 0.0063 N 735000000.00 735000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.13% 42P99B9R5 0000769993 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-12-01 2042-01-01 4 - 4.5 Government Agency Debt 131698586.00 130892839.02 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2036-05-01 4 - 5.5 Government Agency Debt 103807487.00 56791905.61 First Tier Security 2012-03-01 2012-03-01 N N N 184000000.00 184000000.00 0.0016 N 184000000.00 184000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.15% 44X99HAC0 0000769993 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2019-12-01 2042-02-01 2.479 - 6 Government Agency Debt 496678856.00 233483842.64 FEDERAL NATIONAL MORTGAGE ASSOC 2019-09-01 2042-03-01 2.061 - 7 Government Agency Debt 1102294548.00 534595359.28 First Tier Security 2012-03-02 2012-03-02 N N N 753000000.00 753000000.00 0.0065 N 753000000.00 753000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.16% 41P99G5E9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2014-06-18 2022-12-20 4.183 - 5.435 Government Agency Debt 10095000.00 10784076.06 FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2041-01-01 3.091 - 7 Government Agency Debt 14480701.00 11372079.39 FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-01 2047-09-01 1.889 - 6.5 Government Agency Debt 1069830766.00 487915242.28 First Tier Security 2012-03-02 2012-03-02 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 500000000.00 500000000.00 0.0043 N 500000000.00 500000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 41P99G6M0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-04-15 2042-02-01 0.649 - 7 Government Agency Debt 46950156.00 4813997.82 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-25 2045-05-25 0.574 - 6 Government Agency Debt 675385684.00 362017959.10 First Tier Security 2012-03-07 2012-03-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 357000000.00 357000000.00 0.0031 N 357000000.00 357000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 41P99G8D8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-05-15 2041-09-15 0.7 - 4 Government Agency Debt 197689421.00 138593810.53 FEDERAL NATIONAL MORTGAGE ASSOC 2021-04-25 2048-07-25 0.544 - 1.4 Government Agency Debt 1109801870.00 81828287.54 First Tier Security 2012-03-07 2012-03-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 214000000.00 214000000.00 0.0018 N 214000000.00 214000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.16% 43N99TSX2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2041-08-01 2.075 - 4.339 Government Agency Debt 284205903.00 177136501.19 FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2044-12-01 1.397 - 3.669 Government Agency Debt 547408621.00 227814297.36 First Tier Security 2012-03-07 2012-03-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 397000000.00 397000000.00 0.0034 N 397000000.00 397000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.19%, dated 2/29/2012 due 03/01/2012 44P99WQP0_08126 Government Agency Repurchase Agreement Y US TREASURY 2012-03-01 2016-12-31 0 - 4.25 Treasury Debt 1589226314.18 1603681270.47 FEDERAL HOME LOAN MORTGAGE CORP 2015-07-01 2043-10-25 2.125 - 11 Government Agency Debt 1208372049.63 365827949.71 FEDERAL NATIONAL MORTGAGE ASSOC 2013-10-01 2047-10-01 1.396 - 9.5 Government Agency Debt 3950554645.28 1402984814.05 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-04-20 2041-11-16 2 - 8 Government Agency Debt 933798143.78 500944879.29 TENNESEE VALLEY AUTHORITY 2013-03-15 2033-07-15 4.7 - 6 Government Agency Debt 3071613.31 3422509.04 Unrated Security 2012-03-01 2012-03-01 N N N 3799555795.00 3799555794.61 0.0326 N 3799555794.61 3799555794.61 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.16% 41B99CWN3 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-10-15 2039-07-15 4.5 - 5 Government Agency Debt 90665044.00 75982709.36 FEDERAL NATIONAL MORTGAGE ASSOC 2032-02-25 2041-12-25 0.644 - 4 Government Agency Debt 100973845.00 80655903.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-12-20 2038-12-20 2.75 - 2.75 Government Agency Debt 41000000.00 31868142.94 First Tier Security 2012-03-07 2012-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 183000000.00 183000000.00 0.0016 N 183000000.00 183000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.18% 41B99CXV4 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-11-15 2042-02-15 0.69 - 5 Government Agency Debt 47596445.00 23584690.72 FEDERAL NATIONAL MORTGAGE ASSOC 2016-06-25 2050-07-25 1.044 - 6.5 Government Agency Debt 71593523.00 44495073.35 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-16 2042-02-20 2 - 4.5 Government Agency Debt 12318479.00 9170622.23 First Tier Security 2012-03-07 2012-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 75000000.00 75000000.00 0.0006 N 75000000.00 75000000.00 RBC Capital Markets Corp. In a joint trading account with RBC Capital Markets Corp. at 0.19%, dated 2/29/2012 due 03/01/2012 44P99WQP0_07160 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-03-01 2042-02-01 0.698 - 4 Government Agency Debt 118363881.08 122279567.90 FEDERAL NATIONAL MORTGAGE ASSOC 2030-05-01 2042-03-01 4 - 5.5 Government Agency Debt 553777594.54 420839946.38 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-09-20 2040-08-20 3.5 - 5 Government Agency Debt 148201608.26 125690479.59 Unrated Security 2012-03-01 2012-03-01 N N N 655095827.00 655095826.66 0.0056 N 655095826.66 655095826.66 RBS Securities, Inc. In a joint trading account with RBS Securities, Inc. at 0.19%, dated 2/29/2012 due 03/01/2012 44P99WQP0_32466 Government Agency Repurchase Agreement Y US TREASURY 2012-03-31 2041-05-15 0.125 - 8.875 Treasury Debt 105949416.20 116521484.52 Unrated Security 2012-03-01 2012-03-01 N N N 114163288.00 114163287.67 0.0010 N 114163287.67 114163287.67 Barclays Capital, Inc. Barclays Capital, Inc., 0.22% 44T99SKB2 0000851376 Other Repurchase Agreement N BANK NEW YORK INC MEDIUM TERM SR NTS BOOK ENTRY 2012-11-01 2012-11-01 4.95 - 4.95 Other Instrument CORPORATE 9857042.00 10296813.92 CATERPILLAR FINL SVCS CORP MEDIUM TERM NTS-BOOK 2016-08-01 2016-08-01 2.05 - 2.05 Other Instrument CORPORATE 10000000.00 10364044.45 DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY 2021-08-16 2021-08-16 2.75 - 2.75 Other Instrument CORPORATE 10000000.00 10179947.22 PHILIP MORRIS INTL INC 2016-05-16 2016-05-16 2.5 - 2.5 Other Instrument CORPORATE 3202612.00 3393464.55 ROYAL BK SCOTLAND PLC 2015-03-16 2015-03-16 4.875 - 4.875 Other Instrument CORPORATE 7731735.00 8201460.45 SWISS RE CAP I LP 2016-05-25 2016-05-25 6.854 - 6.854 Other Instrument CORPORATE 26882000.00 24764681.08 First Tier Security 2012-03-01 2012-03-01 N N N 64000000.00 64000000.00 0.0005 N 64000000.00 64000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.32% 44T99SJV0 0000851376 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5654178.00 69120644.30 First Tier Security 2012-03-01 2012-03-01 N N N 64000000.00 64000000.00 0.0005 N 64000000.00 64000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.33% 44T99SHH3 0000851376 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11187709.00 146882699.34 First Tier Security 2012-03-06 2012-03-06 N N N 136000000.00 136000000.00 0.0012 N 136000000.00 136000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.34% 44T99SJF5 0000851376 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17722502.00 116641124.64 First Tier Security 2012-03-07 2012-03-07 N N N 108000000.00 108000000.00 0.0009 N 108000000.00 108000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.37% 44T99SJU2 0000851376 Other Repurchase Agreement N DCP MIDSTREAM LLC 2012-03-01 2012-03-01 N/A Other Commercial Paper 40482825.00 40482420.17 SOUTHERN CO FUNDING CORP 2012-03-06 2012-03-06 N/A Financial Company Commercial Paper 10519650.00 10519158.73 WEATHERFORD INTERNATIONAL LTD 2012-03-01 2012-03-01 N/A Other Commercial Paper 52000000.00 51999480.00 First Tier Security 2012-03-01 2012-03-01 N N N 100000000.00 100000000.00 0.0009 N 100000000.00 100000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 44T99SJG3 0000851376 Other Repurchase Agreement N 101-500 2012-07-15 2099-12-18 0 - 14.75 Other Instrument CORPORATE 906306684.00 799209324.56 First Tier Security 2012-03-01 2012-03-01 N N N 740000000.00 740000000.00 0.0063 N 740000000.00 740000000.00 Barclays Capital, Inc. 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BNP Paribas Securities Corp., 0.23% 42X99C7K1 0001197610 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2043-06-25 2043-06-25 3.298 - 3.298 Government Agency Debt 37250144.00 4886828.29 FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2036-03-25 0.386 - 0.426 Government Agency Debt 93654432.00 12872216.37 INTERNATIONAL FINANCE CORP 2014-01-27 2014-01-27 N/A Other Instrument OTHER NOTE 38000000.00 38038705.11 CITIGROUP INC 2014-11-05 2014-11-05 0.81 - 0.81 Other Instrument CORPORATE 10000000.00 9486104.00 GOLDMAN SACHS GROUP INC MEDIUM TERM NTS BOOK ENT 2015-07-22 2015-07-22 0.961 - 0.961 Other Instrument CORPORATE 1600000.00 1472487.20 GOLDMAN SACHS GROUP INC 2012-09-01 2012-09-01 5.7 - 5.7 Other Instrument CORPORATE 19195944.00 20163099.61 KRAFT FOODS INC 2016-02-09 2016-02-09 4.125 - 4.125 Other Instrument CORPORATE 43848737.00 48038556.91 MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 2014-07-15 2014-07-15 5.45 - 5.45 Other Instrument CORPORATE 15299116.00 16023852.12 PAINE WEBBER GROUP INC FORMERLY PAINE WEBBER INC 2014-02-15 2014-02-15 7.625 - 7.625 Other Instrument CORPORATE 21290000.00 22959248.37 PAINE WEBBER GROUP INC MEDIUM TERM SR NTS-BOOK E 2017-07-17 2017-07-17 7.605 - 7.605 Other Instrument CORPORATE 10680000.00 12099959.42 SOURCE ONE MTG CORP 2012-06-01 2012-06-01 9 - 9 Other Instrument CORPORATE 7521000.00 7796569.44 First Tier Security 2012-03-01 2012-03-01 N N N 186000000.00 186000000.00 0.0016 N 186000000.00 186000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.37% 42X99C7N5 0001197610 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2030-04-15 2040-12-15 3.5 - 4.5 Government Agency Debt 82432299.00 83326020.80 FEDERAL NATIONAL MORTGAGE ASSOC 2030-05-25 2038-09-25 0 - 5 Government Agency Debt 109176723.00 76545392.90 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2041-07-20 0.961 - 5.854 Government Agency Debt 304571196.00 46130703.67 First Tier Security 2012-03-01 2012-03-01 N N N 200000000.00 200000000.00 0.0017 N 200000000.00 200000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.43% 42X99C7Q8 0001197610 Other Repurchase Agreement N GAP INC 2021-04-12 2021-04-12 5.95 - 5.95 Other Instrument CORPORATE 25096241.00 25695866.89 KRAFT FOODS INC 2016-02-09 2016-02-09 4.125 - 4.125 Other Instrument CORPORATE 6985674.00 7653166.79 TYSON FOODS INC FORMERLY TYSONS FOODS INC TO 03/ 2014-03-01 2014-03-01 10.5 - 10.5 Other Instrument CORPORATE 16790755.00 20432949.60 First Tier Security 2012-03-01 2012-03-01 N N N 50000000.00 50000000.00 0.0004 N 50000000.00 50000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.52% 41L9985P6 0000315030 Other Repurchase Agreement N AMERICOLD 2010 TRUST 2029-01-17 2029-01-17 7.443 - 7.443 Other Instrument MORTGAGE 1000000.00 1057036.25 BANC AMER LARGE LN INC 2018-06-15 2018-06-15 N/A Other Instrument MORTGAGE 1621457.00 1194166.97 BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2034-10-25 2034-10-25 7.356 - 7.356 Other Instrument MORTGAGE 31481090.00 1954228.39 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES 2042-09-11 2042-09-11 5.035 - 5.035 Other Instrument MORTGAGE 5775000.00 4734870.53 CSMC 2049-12-18 2049-12-18 5.786 - 5.786 Other Instrument MORTGAGE 10000000.00 9791180.00 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2021-10-15 2021-10-15 0.799 - 0.799 Other Instrument MORTGAGE 7581219.00 6430697.21 CSMC SER 2010-18R 2037-03-26 2037-03-26 N/A Other Instrument MORTGAGE 12956000.00 7525241.05 DBUBS MORTGAGE TRUST 2044-07-12 2044-07-12 5.446 - 5.446 Other Instrument MORTGAGE 11289000.00 11125725.70 EXTENDED STAY AMERICA TRUST 2027-11-05 2027-11-05 5.498 - 5.498 Other Instrument MORTGAGE 4315000.00 4398009.96 GMAC COMMERCIAL MORTGAGE SECURITIES 2045-11-10 2045-11-10 5.29 - 5.29 Other Instrument MORTGAGE 7300148.00 7479330.13 GS MORTGAGE SECURITIES CORP II 2045-01-10 2045-01-10 N/A Other Instrument MORTGAGE 10730000.00 10040576.04 GS MORTGAGE SECURITIES CORP II 2043-12-10 2043-12-10 5.229 - 5.229 Other Instrument MORTGAGE 500000.00 440041.00 GS MORTGAGE SECURITIES CORP II 2044-03-11 2044-03-11 5.543 - 5.543 Other Instrument MORTGAGE 6838000.00 6103373.15 IMPAC CMB TRUST 2035-05-25 2035-05-25 3.144 - 3.144 Other Instrument MORTGAGE 6358000.00 1671012.68 J P MORGAN CHASE COML MTG SECS TR 2011-C3 2046-02-16 2046-02-16 N/A Other Instrument MORTGAGE 8000000.00 6228080.00 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2020-08-07 2020-08-07 5.513 - 5.513 Other Instrument MORTGAGE 245000.00 226892.07 LB-UBS COMMERCIAL MORTGAGE TRUST 2037-09-17 2040-02-16 4.836 - 5.585 Other Instrument MORTGAGE 6685000.00 6548944.50 LB-UBS COMMERCIAL MORTGAGE TRUST 2040-07-01 2040-07-01 6.114 - 6.114 Other Instrument MORTGAGE 6026398.00 5978381.17 MERIT SECURITIES CORPORATION 2032-09-28 2032-09-28 1.771 - 1.771 Other Instrument MORTGAGE 716000.00 58380.68 MERRILL LYNCH MORTGAGE TRUST 2042-09-12 2042-09-12 5.318 - 5.318 Other Instrument MORTGAGE 2000000.00 1868566.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2019-05-25 2034-04-25 N/A Other Instrument MORTGAGE 2.00 0.42 MORGAN STANLEY DEAN WITTER CAPITAL I TRUST, COMMERCIAL 2035-03-12 2035-03-12 5.729 - 5.729 Other Instrument MORTGAGE 769000.00 742998.57 MORGAN STANLEY CAPITAL I 2044-07-12 2044-07-12 5.832 - 5.832 Other Instrument MORTGAGE 500000.00 422738.50 MORGAN STANLEY CAP I INC COML MTG PAAS THRU CTFS 2020-12-15 2020-12-15 N/A Other Instrument MORTGAGE 500000.00 452419.43 STRUCTURED ASSET SECURITIES CORPORATION 2034-11-25 2034-11-25 6.824 - 6.824 Other Instrument MORTGAGE 57734000.00 1817193.17 STRUCTURED ASSET MORTGAGE INVESTMENTS 2035-04-19 2035-04-19 N/A Other Instrument MORTGAGE 211745300.00 1158849.17 UBS-CITIGROUP COMMERCIAL MORTGAGE TRUST 2045-01-10 2045-01-10 5.875 - 5.875 Other Instrument MORTGAGE 5000000.00 4288670.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2034-03-25 2034-03-25 7.138 - 7.138 Other Instrument MORTGAGE 45369689.00 1263913.96 First Tier Security 2012-03-01 2012-03-01 N N N 100000000.00 100000000.00 0.0009 N 100000000.00 100000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.23% 44U99VET1 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2023-04-15 2037-04-15 0 - 8 Government Agency Debt 1260239082.00 23613550.90 FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-01 2041-01-01 0 - 10.5 Government Agency Debt 9247561147.00 184447846.42 First Tier Security 2012-03-06 2012-03-06 N N N 202000000.00 202000000.00 0.0017 N 202000000.00 202000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.25% 44U99VFF0 0000318336 Other Repurchase Agreement N 51-100 2012-02-29 2012-02-29 N/A Other Instrument EQUITY 32688608.00 773307024.79 First Tier Security 2012-03-01 2012-03-01 N N N 716000000.00 716000000.00 0.0061 N 716000000.00 716000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.88% 42V99R2U3 0000318336 Other Repurchase Agreement N BOMBARDIER CAPITAL MORTGAGE SE 2030-06-15 2030-06-15 8.29 - 8.29 Other Instrument ASSET BACKED 55356000.00 17079087.47 CSMC SERIES 2010-15R 2040-08-25 2040-08-25 0.636 - 0.636 Other Instrument GOVERNMENT AGENCY 75000.00 53553.49 CWHEQ REVOLVING HOME EQUITY LO 2036-11-15 2036-11-15 0.398 - 0.398 Other Instrument ASSET BACKED 101500000.00 9994346.79 CONSECO FINANCE SECURITIZATION 2031-05-01 2031-05-01 8.06 - 8.06 Other Instrument ASSET BACKED 39185000.00 16890701.36 GMAC MORTGAGE SECURITIES II, I 2036-02-25 2036-02-25 0.394 - 0.484 Other Instrument ASSET BACKED 74970969.00 26011054.53 GREENPOINT MORTGAGE FUNDING TR 2037-03-12 2037-03-12 0.424 - 0.424 Other Instrument ASSET BACKED 70000000.00 5644694.86 MORGAN STANLEY CAPITAL I INC. 2045-09-13 2045-09-13 0.265 - 0.265 Other Instrument GOVERNMENT AGENCY 19565000.00 180874.78 MORGAN STANLEY ABS CAPITAL INC 2036-09-25 2036-09-25 0.544 - 0.544 Other Instrument ASSET BACKED 43264450.00 1074626.45 RESIDENTIAL FUNDING MORTGAGE S 2036-02-25 2036-02-25 0.414 - 0.414 Other Instrument ASSET BACKED 48646181.00 1933070.74 RAMP SERIES 2004-RS8 TRUST 2035-11-25 2035-11-25 0.564 - 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Goldman Sachs & Co., 0.22% 40M99HTE6 0000769993 Other Repurchase Agreement N US TREASURY 2015-05-15 2039-08-15 N/A Treasury Debt 1351430897.00 943485766.27 First Tier Security 2012-03-07 2012-03-07 N N N 916000000.00 916000000.00 0.0079 N 916000000.00 916000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.27% 40M99HTF3 0000769993 Other Repurchase Agreement N US TREASURY 2014-04-15 2018-01-15 1.25 - 1.625 Treasury Debt 264153700.00 311062402.46 First Tier Security 2012-03-07 2012-03-07 N N N 302000000.00 302000000.00 0.0026 N 302000000.00 302000000.00 HSBC Securities, Inc. HSBC Securities, Inc., 0.27% 34X99V9G3 0000853784 Other Repurchase Agreement N ALCOA INC $3.75 PRF 2027-02-01 2027-02-01 5.9 - 5.9 Other Instrument CORPORATE 13338000.00 13898285.78 AMERADA HESS CORPORATION 2029-10-01 2029-10-01 7.875 - 7.875 Other Instrument CORPORATE 85000.00 120512.37 APPALACHIAN POWER COMPANY 2038-04-01 2038-04-01 7 - 7 Other Instrument CORPORATE 699000.00 971873.30 ARCELORMITTAL CLASS A N.Y. REG 2022-02-25 2041-03-01 6.25 - 6.75 Other Instrument CORPORATE 7551000.00 7664969.43 ARROW ELECTRONICS, INC. 2027-01-15 2027-01-15 7.5 - 7.5 Other Instrument CORPORATE 9000000.00 10011360.17 ADR BRASIL TELECOM S.A + 2022-02-10 2022-02-10 5.75 - 5.75 Other Instrument CORPORATE 200000.00 204670.83 BRITISH TELECOMMUNICATIONS 2030-12-15 2030-12-15 8.625 - 8.625 Other Instrument CORPORATE 85000.00 131210.95 BROADVISION, INC. 6% SENIOR SU 2013-01-15 2013-01-15 5.15 - 5.15 Other Instrument CORPORATE 160000.00 167848.22 CIGNA CORPORATION 2016-11-15 2022-02-15 2.75 - 4.375 Other Instrument CORPORATE 6625000.00 6919946.05 COX COMMUNICATIONS, INC. 2012-10-01 2019-01-15 4.625 - 9.375 Other Instrument CORPORATE 10497000.00 12650588.70 DIRECTV HOLDINGS LLC 2040-03-15 2041-03-01 6.35 - 6.375 Other Instrument CORPORATE 1840000.00 2263253.07 DISCOVERY COMMUNICATIONS, LLC 2015-06-01 2020-06-01 3.7 - 5.05 Other Instrument CORPORATE 1960000.00 2170236.83 ENCANA CORPORATION + 2038-02-01 2038-02-01 6.5 - 6.5 Other Instrument CORPORATE 130000.00 148783.48 ENTERPRISE PRODUCTS OPERATING 2042-02-15 2042-02-15 5.7 - 5.7 Other Instrument CORPORATE 220000.00 250148.44 FREEPORT-MCMORAN COPPER & GOLD 2017-04-01 2017-04-01 8.375 - 8.375 Other Instrument CORPORATE 37192000.00 40252376.49 HARTFORD FINANCIAL SERVICES GR 2040-03-30 2041-10-01 6.1 - 6.625 Other Instrument CORPORATE 3685000.00 3769712.28 HEALTH CARE REIT 2041-03-15 2041-03-15 6.5 - 6.5 Other Instrument CORPORATE 10000000.00 11210027.93 INTERNATIONAL PAPER CAPITAL TR 2022-02-15 2041-11-15 4.75 - 7.3 Other Instrument CORPORATE 14308000.00 16603791.65 KRAFT FOODS INC. 2037-08-11 2039-01-26 6.875 - 7 Other Instrument CORPORATE 1645000.00 2193537.52 THE KROGER CO. 2012-04-15 2013-04-15 5 - 6.75 Other Instrument CORPORATE 6830000.00 7048203.04 MARATHON OIL CORP 2018-03-15 2019-02-15 5.9 - 7.5 Other Instrument CORPORATE 291000.00 355350.17 NABORS INDUSTRIES, INC. 2020-09-15 2020-09-15 5 - 5 Other Instrument CORPORATE 925000.00 1015478.36 NISOURCE FINANCE CORP 2041-06-15 2041-06-15 5.95 - 5.95 Other Instrument CORPORATE 10000000.00 11446375.85 ONEOK 2022-02-01 2022-02-01 4.25 - 4.25 Other Instrument CORPORATE 14588000.00 15147915.66 PETROLEOS MEXICANOS 2041-06-02 2041-06-02 6.5 - 6.5 Other Instrument CORPORATE 25000.00 28725.35 RELIANCE HOLDING USA, INC. 2022-02-14 2022-02-14 5.4 - 5.4 Other Instrument CORPORATE 6000000.00 6116279.84 TECK CORPORATION 2012-09-15 2041-07-15 3.85 - 10.75 Other Instrument CORPORATE 4675000.00 5629139.18 TIME WARNER INC 2021-01-15 2041-03-29 4.7 - 6.25 Other Instrument CORPORATE 1674000.00 2054162.60 TIME WARNER ENTERTAINMENT COMP 2012-10-01 2023-03-15 8.375 - 8.875 Other Instrument CORPORATE 6105000.00 8385171.80 TIME WARNER CABLE INC. 2012-07-02 2021-09-01 3.5 - 7.5 Other Instrument CORPORATE 8639000.00 9312679.65 VALERO ENERGY CORP NEW 2015-02-01 2020-02-01 4.5 - 6.125 Other Instrument CORPORATE 750000.00 870990.23 VALSPAR CORP 2012-05-01 2012-05-01 5.625 - 5.625 Other Instrument CORPORATE 7450000.00 7641763.20 VIACOM INC. 2012-08-15 2012-08-15 5.625 - 5.625 Other Instrument CORPORATE 3250000.00 3325107.22 WASTE MANAGEMENT, INC. 2039-11-30 2039-11-30 6.125 - 6.125 Other Instrument CORPORATE 20000.00 25266.09 First Tier Security 2012-03-01 2012-03-01 N N N 200000000.00 200000000.00 0.0017 N 200000000.00 200000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.35% 36N99S6K0 0000877559 Other Repurchase Agreement N AT & T INC 2038-05-15 2038-05-15 6.4 - 6.4 Other Instrument CORPORATE 15260062.00 19469618.29 HEWLETT PACKARD COMPANY 2014-03-01 2014-03-01 6.125 - 6.125 Other Instrument CORPORATE 3690000.00 4145290.47 KERR MCGEE 2024-07-01 2024-07-01 6.95 - 6.95 Other Instrument CORPORATE 115000.00 143368.59 VERIZON GLOBAL FUNDING CORP. 2030-12-01 2030-12-01 7.75 - 7.75 Other Instrument CORPORATE 14210185.00 20345218.08 First Tier Security 2012-03-07 2012-03-07 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 42000000.00 42000000.00 0.0004 N 42000000.00 42000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.35% 36N99S6B0 0000877559 Other Repurchase Agreement N CONAGRA INC. 2019-04-15 2019-04-15 7 - 7 Other Instrument CORPORATE 3265000.00 4001794.58 ENTERGY CORP NEW 2015-09-15 2015-09-15 3.625 - 3.625 Other Instrument CORPORATE 1000000.00 1035704.61 EUROPEAN INVESTMENT BANK K 2013-07-15 2013-07-15 4.25 - 4.25 Other Instrument CORPORATE 82900.00 87179.28 EXPEDIA,INC. 2018-08-15 2020-08-15 5.95 - 7.456 Other Instrument CORPORATE 5925000.00 6136297.36 HSBC BANK USA 2014-04-01 2014-04-01 4.625 - 4.625 Other Instrument CORPORATE 634000.00 677714.87 HYDRO-QUEBEC 2016-04-01 2016-04-01 7.5 - 7.5 Other Instrument CORPORATE 730000.00 919259.84 IBM CORPORATION 2017-09-14 2017-09-14 5.7 - 5.7 Other Instrument CORPORATE 26047700.00 32405464.72 J P MORGAN CHASE & CO 2014-03-15 2014-03-15 4.875 - 4.875 Other Instrument CORPORATE 430000.00 469026.44 KERR MCGEE 2024-07-01 2024-07-01 6.95 - 6.95 Other Instrument CORPORATE 30000.00 37400.50 M.D.C. HLDGS INC. 2014-12-15 2014-12-15 5.375 - 5.375 Other Instrument CORPORATE 660000.00 709254.00 METLIFE CAPITAL TRUST I 2039-08-01 2039-08-01 10.75 - 10.75 Other Instrument CORPORATE 4754353.00 6817543.91 MORGAN STANLEY 2015-10-15 2015-10-15 5.375 - 5.375 Other Instrument CORPORATE 1890100.00 1998961.24 PERNOD RICHARD S A 2022-07-15 2022-07-15 4.25 - 4.25 Other Instrument CORPORATE 215000.00 224817.93 STANCORP FINANCIAL GROUP, INC. 2067-05-29 2067-05-29 6.9 - 6.9 Other Instrument CORPORATE 1235000.00 1155964.11 VENTAS REALTY LIMITED PARTNERS 2017-04-01 2017-04-01 6.75 - 6.75 Other Instrument CORPORATE 30000.00 31893.75 First Tier Security 2012-03-07 2012-03-07 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 54000000.00 54000000.00 0.0005 N 54000000.00 54000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.29% 43H99U8B6 Other Repurchase Agreement N BARCLAYS PLC 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 182515.00 2836283.10 BLUEGREEN CORPORATION 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 26867.00 84631.05 COTT CORPORATION 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 81.00 532.17 ADR GOLD FIELDS LIMITED 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 5331344.00 84661742.72 SPDR GOLD TRUST 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 2189244.00 379811941.56 First Tier Security 2012-03-01 2012-03-01 N N N 430000000.00 430000000.00 0.0037 N 430000000.00 430000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.74% 43H99UXS1 Other Repurchase Agreement N 101-500 2012-02-29 2012-02-29 N/A Other Instrument EQUITY 26823916.00 592854073.65 First Tier Security 2012-04-23 2012-04-23 N N N 545000000.00 545000000.00 0.0047 Y 545000000.00 545000000.00 J.P. Morgan Clearing Corp. J.P. 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(THE 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 112609.00 13187639.99 THE B. F. GOODRICH COMPANY 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 32774.00 4133456.88 HARTFORD FINANCIAL SERVICES GR 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 4373431.00 90223881.53 HASBRO, INC. 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 14297.00 504112.22 THE HOME DEPOT, INC. 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 112217.00 5300008.91 HUMANA INC 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 26828.00 2376155.96 HUNTINGTON BANCSHARES INCORPOR 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 75570.00 452664.30 INTL FLAVORS FRAGRANCE 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 69.00 3974.40 INTERNATIONAL GAME TECHNOLOGY 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 366108.00 5447687.04 JUNIPER NETWORKS 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 165624.00 3931913.76 ESTEE LAUDER COMPANY 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 88714.00 5172026.20 MCKESSON HBOC INC 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 151903.00 12528959.44 TITANIUM METALS CORPORATION 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 116715.00 1742554.95 UNUM/PROVIDENT CORPORATION 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 12408.00 288610.08 First Tier Security 2012-04-23 2012-04-23 N N N 275000000.00 275000000.00 0.0024 Y 275000000.00 275000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 1.05% 43H99UXR3 Other Repurchase Agreement N US TREASURY 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 38233000.00 38923335.05 AAR CORP. 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 10700000.00 10955837.00 ADVANCED MICRO DEVICES, INC. 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 13618000.00 13968243.10 ALPHA NATURAL RESOURCES, INC. 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 11644000.00 11078939.97 AMERIGROUP CORPORATION 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 16310000.00 26320409.29 ANIXTER INTL INC 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 1659000.00 2028437.73 ARVINMERITOR INCORPORATED 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 22557000.00 20681949.38 BIOMARIN PHARMACEUTICAL, INC. 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 34165000.00 63535523.06 CHESAPEAKE ENERGY CORPORATION 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 21265000.00 19893109.79 CHIQUITA BRANDS INTERNATIONAL 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 2145000.00 2084448.80 EQUINIX, INC. 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 41162000.00 54638479.14 HOLOGIC 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 56816000.00 56913837.15 ISTAR FINANCIAL INC SER B PRF 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 22900000.00 22341812.50 LIFEPOINT HOSPITALS INC 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 5072000.00 5377872.03 LIVE NATION INCORPORATED < 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 1088000.00 1034877.31 MASSEY ENERGY COMPANY 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 1048000.00 1009295.26 MICRON TECHNOLOGY, INC. 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 97766000.00 99478958.09 NII HOLDINGS INC CL B 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 2070000.00 2088830.79 ON SEMICONDUCTOR CORPORTION 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 11378000.00 13189115.91 PSS WORLD MEDICAL INC 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 17250000.00 22517063.25 SAN DISK CORPORATION 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 5365000.00 5347263.31 SMITHFIELD FOODS,INC. 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 27813000.00 33494584.01 STEWART ENTERPRISES 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 3700000.00 3739083.10 TTM TECHNOLOGIES, INC. 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 1892000.00 2109710.55 USEC INC. 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 25261000.00 13956702.50 XILINX, INC. 2012-02-29 2012-02-29 N/A Other Instrument OTHER NOTE 35110000.00 46340249.49 First Tier Security 2012-07-23 2012-07-23 N N N 545000000.00 545000000.00 0.0047 Y 545000000.00 545000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.26% 43Z9965H9 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2021-07-15 2038-01-15 0 - 7 Government Agency Debt 1236763209.00 70675850.67 FEDERAL NATIONAL MORTGAGE ASSOC 2013-05-25 2042-03-25 0 - 6.247 Government Agency Debt 3829867211.00 689925257.60 GOVERNMENT NATIONAL MORTAGE ASSOC 2013-04-20 2053-04-16 0 - 6.5 Government Agency Debt 3664773847.00 170518934.60 First Tier Security 2012-03-01 2012-03-01 N N N 904000000.00 904000000.00 0.0078 N 904000000.00 904000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.29% 43Z9965A4 0001287279 Other Repurchase Agreement N AT & T INC 2022-02-15 2037-09-01 3 - 6.5 Other Instrument CORPORATE 1855000.00 2043412.72 AMER EXP BANK, FSB 2012-06-12 2017-09-13 0.714 - 6 Other Instrument CORPORATE 2565000.00 2663766.36 AMERICAN HONDA FINANCE 2015-02-27 2017-02-28 1.45 - 2.5 Other Instrument CORPORATE 2570000.00 2584530.76 AMGEN INC. 2016-11-15 2041-11-15 2.5 - 6.15 Other Instrument CORPORATE 5606000.00 6200673.87 ARCHER-DANIELS MIDLAND COMPANY 2038-01-15 2038-01-15 6.45 - 6.45 Other Instrument CORPORATE 4396000.00 5716353.58 ASIF GLOBAL FINANCING XIX 2013-01-17 2013-01-17 4.9 - 4.9 Other Instrument CORPORATE 295000.00 302666.74 AT&T INC. 2040-09-01 2040-09-01 5.35 - 5.35 Other Instrument CORPORATE 1797000.00 2074454.21 BAKER HUGHES INCORPORATED 2040-09-15 2040-09-15 5.125 - 5.125 Other Instrument CORPORATE 89000.00 106443.69 BANK OF AMERICA FUNDING CORPOR 2013-05-01 2022-01-24 4.9 - 7.625 Other Instrument CORPORATE 59800000.00 63777359.37 BANK OF NY COMPNY INC. 2015-02-20 2015-02-20 1.2 - 1.2 Other Instrument CORPORATE 1900000.00 1903274.25 BAXTER INTERNATIONAL 2016-09-01 2016-09-01 5.9 - 5.9 Other Instrument CORPORATE 120000.00 147303.60 BECTON DICKINSON AND COMPANY 2039-05-15 2039-05-15 6 - 6 Other Instrument CORPORATE 125000.00 158370.84 BURLNGTN NRTHN SNTA FE 2037-07-15 2037-07-15 6.53 - 6.53 Other Instrument CORPORATE 1000000.00 1245863.91 CITIGROUP, INC. 2037-05-29 2042-01-30 5.875 - 5.875 Other Instrument CORPORATE 5595000.00 5954226.52 CONOCOPHILLIPS 2012-10-15 2015-01-15 4.6 - 4.75 Other Instrument CORPORATE 3771000.00 4004615.95 COVIDIEN INTERNATIONAL FINANCE 2037-10-15 2037-10-15 6.55 - 6.55 Other Instrument CORPORATE 4915000.00 6765961.60 DAYTON HUDSON CORPORATION 2028-01-01 2028-01-01 6.75 - 6.75 Other Instrument CORPORATE 169000.00 212383.98 DISNEY (WALT) CO, THE 2022-02-15 2032-03-01 2.55 - 7 Other Instrument CORPORATE 3575000.00 3825691.56 E.I.DU PONT DE NEMOURS 2036-12-15 2041-01-15 4.9 - 5.6 Other Instrument CORPORATE 4830000.00 5709079.92 DUKE POWER COMPANY 2015-10-01 2015-10-01 5.3 - 5.3 Other Instrument CORPORATE 12000.00 14052.04 DUKE ENERGY CAROLINAS' 2018-01-15 2020-06-15 4.3 - 5.25 Other Instrument CORPORATE 1147000.00 1320101.42 ESTEE LAUDER COMPANIES INC. (T 2033-10-15 2037-05-15 5.75 - 6 Other Instrument CORPORATE 2032000.00 2499529.82 FLORIDA POWER COMPANY 2033-03-01 2033-03-01 5.9 - 5.9 Other Instrument CORPORATE 144000.00 177521.76 GEORGIA POWER COMPANY 2013-03-15 2039-02-01 0.866 - 5.95 Other Instrument CORPORATE 243000.00 307256.73 GOLDMAN SACHS GRP, INC 2014-05-01 2020-06-15 6 - 7.5 Other Instrument CORPORATE 2009000.00 2208955.49 GOLDMAN SACHS GROUP, INC. 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