0000278001-12-000030.txt : 20120629 0000278001-12-000030.hdr.sgml : 20120629 20120504125046 ACCESSION NUMBER: 0000278001-12-000030 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120430 FILED AS OF DATE: 20120504 DATE AS OF CHANGE: 20120504 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: 12813116 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 2012-04-30 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC. 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 53 90 115706601683.26 391585497.97 938525263.37 115159661917.86 0.0039 1.0003 2012-04-30 1.0003 2012-04-30 C000019553 2500.00 115159661917.86 1.00 -96381448.92 22174900663.64 22271282112.56 0.0001 1.0003 2012-04-30 1.0003 2012-04-30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.39% 06366WLY8 Certificate of Deposit First Tier Security 2012-05-29 2012-09-26 N N N 402000000.00 402000000.00 0.0035 N 402064320.00 402064320.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WPF5 Certificate of Deposit First Tier Security 2012-05-18 2012-10-18 N N N 617000000.00 617000000.00 0.0054 N 616915471.00 616915471.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WQD9 Certificate of Deposit First Tier Security 2012-05-29 2012-10-29 N N N 210000000.00 210000000.00 0.0018 N 210016380.00 210016380.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.56% 06366UD47 Certificate of Deposit First Tier Security 2012-07-06 2013-05-06 N N N 741000000.00 741000000.00 0.0064 N 741146718.00 741146718.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417EC43 Certificate of Deposit First Tier Security 2012-05-08 2012-09-05 N N N 1007000000.00 1007000000.00 0.0087 N 1007000000.00 1007000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417EE74 Certificate of Deposit First Tier Security 2012-05-15 2012-09-17 N N N 1200000000.00 1200000000.00 0.0104 N 1199924400.00 1199924400.00 Bank of Nova Scotia Bank of Nova Scotia, 0.44% 06417ELW1 Certificate of Deposit First Tier Security 2012-05-01 2012-11-01 N N N 899000000.00 899000000.00 0.0078 N 898910999.00 898910999.00 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 403184412.80 403184412.80 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 378958689.00 378958689.00 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 0.0076 N 870498771.00 870498771.00 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 205990112.00 205990112.00 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 500029150.00 500029150.00 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 500052450.00 500052450.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.42% 06538ESG3 Certificate of Deposit First Tier Security 2012-08-10 2012-08-10 N N N 1000000000.00 1000000000.00 0.0087 N 999999700.00 999999700.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EMA2 Certificate of Deposit First Tier Security 2012-05-04 2012-09-04 N N N 466000000.00 466000000.00 0.0040 N 466000000.00 466000000.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EMB0 Certificate of Deposit First Tier Security 2012-05-08 2012-09-05 N N N 409000000.00 409000000.00 0.0036 N 409000000.00 409000000.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EPP6 Certificate of Deposit First Tier Security 2012-05-21 2012-09-20 N N N 500000000.00 500000000.00 0.0043 N 499963000.00 499963000.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EPQ4 Certificate of Deposit First Tier Security 2012-05-21 2012-09-21 N N N 500000000.00 500000000.00 0.0043 N 499962500.00 499962500.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.41% 13606X5X2 Certificate of Deposit First Tier Security 2012-05-23 2012-09-24 N N N 1200000000.00 1200000000.00 0.0104 N 1200001200.00 1200001200.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.51% 13606X6B9 Certificate of Deposit First Tier Security 2012-07-24 2012-10-24 N N N 419000000.00 419000000.00 0.0036 N 418957681.00 418957681.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.56% 13606XN87 Certificate of Deposit First Tier Security 2012-07-17 2013-05-17 N N N 1107000000.00 1107000000.00 0.0096 N 1107135054.00 1107135054.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.43% 60681P4Y7 Certificate of Deposit First Tier Security 2012-07-18 2012-07-18 N N N 204000000.00 204000000.00 0.0018 N 204013382.40 204013382.40 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 408035496.00 408035496.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GWL8 Certificate of Deposit First Tier Security 2012-05-03 2012-05-03 N N N 450000000.00 450000000.00 0.0039 N 449999640.00 449999640.00 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 0.0119 N 1366111465.60 1366111465.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.40% 60687GRT7 Certificate of Deposit First Tier Security 2012-06-08 2012-06-08 N N N 402000000.00 402000000.00 0.0035 N 402065244.60 402065244.60 National Bank Canada National Bank Canada, 0.35% 63306VY38 Certificate of Deposit First Tier Security 2012-05-08 2012-07-06 N N N 359000000.00 359000000.00 0.0031 N 358984563.00 358984563.00 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 405295366.50 405295366.50 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 338000000.00 338000000.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.35% 65557V2H3 Certificate of Deposit First Tier Security 2012-06-15 2012-06-15 N N N 81000000.00 81001010.98 0.0007 N 81019650.60 81019650.60 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.29% 74977MWQ4 Certificate of Deposit First Tier Security 2012-05-08 2012-06-08 N N N 1200000000.00 1200000000.00 0.0104 N 1199991600.00 1199991600.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.35% 74977MQ73 Certificate of Deposit First Tier Security 2012-06-14 2012-06-14 N N N 1200000000.00 1200000000.00 0.0104 N 1200209760.00 1200209760.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.50% 74977MWX9 Certificate of Deposit First Tier Security 2012-06-01 2012-06-01 N N N 185000000.00 185000000.00 0.0016 N 184989825.00 184989825.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.50% 74977MWY7 Certificate of Deposit First Tier Security 2012-06-01 2012-06-01 N N N 366000000.00 366000000.00 0.0032 N 365985360.00 365985360.00 Royal Bank of Canada Royal Bank of Canada, 0.54% 78009NBP0 Certificate of Deposit First Tier Security 2012-06-11 2012-12-07 N N N 500000000.00 500000000.00 0.0043 N 500562500.00 500562500.00 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 235141235.00 235141235.00 Royal Bank of Canada Royal Bank of Canada, 0.83% 78009JKX2 Certificate of Deposit First Tier Security 2012-07-02 2013-05-01 N N N 900000000.00 900000000.00 0.0078 N 900600300.00 900600300.00 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 2013-05-06 N N N 750000000.00 749824754.10 0.0065 N 750033750.00 750033750.00 Royal Bank of Scotland PLC Connecticut Branch Royal Bank of Scotland PLC Connecticut Branch, 0.40% 78011LCC8 Certificate of Deposit First Tier Security 2012-06-27 2012-06-27 N N N 1072000000.00 1072000000.00 0.0093 N 1072086296.00 1072086296.00 Societe Generale Societe Generale, 0.35% 83369TAL1 Certificate of Deposit First Tier Security 2012-05-02 2012-05-02 N N N 402000000.00 402000000.00 0.0035 N 402002452.20 402002452.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562E6J2 Certificate of Deposit First Tier Security 2012-05-02 2012-06-06 N N N 801000000.00 801000000.00 0.0070 N 801000000.00 801000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DAW0 Certificate of Deposit First Tier Security 2012-05-03 2012-07-03 N N N 801000000.00 801000000.00 0.0070 N 800959950.00 800959950.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562E6R4 Certificate of Deposit First Tier Security 2012-05-10 2012-06-08 N N N 800000000.00 800000000.00 0.0069 N 800000800.00 800000800.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562E3P1 Certificate of Deposit First Tier Security 2012-05-07 2012-05-08 N N N 810000000.00 810000000.00 0.0070 N 810001620.00 810001620.00 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 0.0052 N 600053280.00 600053280.00 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 234027284.40 234027284.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.45% 86562WYF9 Certificate of Deposit First Tier Security 2012-07-09 2012-07-09 N N N 402000000.00 402000000.00 0.0035 N 402046752.60 402046752.60 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.45% 86562WYX0 Certificate of Deposit First Tier Security 2012-08-01 2012-08-01 N N N 401000000.00 401000000.00 0.0035 N 401010305.70 401010305.70 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.45% 86562WYY8 Certificate of Deposit First Tier Security 2012-08-03 2012-08-03 N N N 402000000.00 402000000.00 0.0035 N 402010572.60 402010572.60 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 403061054.50 403061054.50 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 407027106.20 407027106.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86959B6Y6 Certificate of Deposit First Tier Security 2012-07-19 2012-07-19 N N N 130000000.00 130001425.40 0.0011 N 130000000.00 130000000.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.44% 89112XDH5 Certificate of Deposit First Tier Security 2012-05-08 2012-11-07 N N N 413000000.00 413000000.00 0.0036 N 412958287.00 412958287.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.49% 89112XBQ7 Certificate of Deposit First Tier Security 2012-07-19 2012-10-19 N N N 292000000.00 292000000.00 0.0025 N 291956200.00 291956200.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.54% 89112XNA9 Certificate of Deposit First Tier Security 2012-05-02 2013-02-04 N N N 82000000.00 82000000.00 0.0007 N 82000000.00 82000000.00 Toronto-Dominion Bank 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 0.0022 N 250268650.00 250268650.00 UBS AG UBS AG, 0.35% 90267RGZ6 Certificate of Deposit First Tier Security 2012-06-22 2012-06-22 N N N 1210000000.00 1210000000.00 0.0105 N 1210035574.00 1210035574.00 UBS AG UBS AG, 0.35% 90267RGT0 Certificate of Deposit First Tier Security 2012-06-22 2012-06-22 N N N 861000000.00 861000000.00 0.0075 N 861025313.40 861025313.40 ABN AMRO Bank NV ABN AMRO Bank NV, 0.30% 37V995LT3 Certificate of Deposit First Tier Security 2012-05-18 2012-05-18 N N N 488000000.00 488000000.00 0.0042 N 488014640.00 488014640.00 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 228114729.60 228114729.60 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 0.0082 N 945062937.00 945062937.00 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 374011182.60 374011182.60 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 5000429.00 5000429.00 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAV6 0001140465 Certificate of Deposit First Tier Security 2012-05-10 2012-05-10 N N N 500000000.00 500000000.00 0.0043 N 500042900.00 500042900.00 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 212067479.60 212067479.60 ING Bank NV ING Bank NV, 0.37% 42K99Y7A9 0001017255 Certificate of Deposit First Tier Security 2012-05-14 2012-05-14 N N N 944000000.00 944000000.00 0.0082 N 944047672.00 944047672.00 ING Bank NV ING Bank NV, 0.40% 42K99Y8Y6 0001017255 Certificate of Deposit First Tier Security 2012-06-01 2012-06-01 N N N 1015000000.00 1015000000.00 0.0088 N 1015044964.50 1015044964.50 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 252000069.89 0.0022 N 252006703.20 252006703.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.35% 39K99HCW8 0000833029 Certificate of Deposit First Tier Security 2012-05-10 2012-10-10 N N N 2000000000.00 2000000000.00 0.0174 N 1999826000.00 1999826000.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.35% 39K99HCX6 0000833029 Certificate of Deposit First Tier Security 2012-05-11 2012-10-11 N N N 1000000000.00 1000000000.00 0.0087 N 999913000.00 999913000.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HCU2 0000833029 Certificate of Deposit First Tier Security 2012-09-10 2012-09-10 N N N 667000000.00 667000000.00 0.0058 N 667368917.70 667368917.70 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 500011400.00 500011400.00 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 150003495.00 150003495.00 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 0.0005 N 52002121.60 52002121.60 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.42% 10513DKZ2 Certificate of Deposit First Tier Security 2012-10-22 2012-10-22 N N N 203000000.00 203000000.00 0.0018 N 203009825.20 203009825.20 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.42% 10513DLM0 Certificate of Deposit First Tier Security 2012-10-30 2012-10-30 N N N 81000000.00 81000000.00 0.0007 N 81000000.00 81000000.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.42% 10513DLF5 Certificate of Deposit First Tier Security 2012-10-30 2012-10-30 N N N 201000000.00 201000000.00 0.0017 N 201010170.60 201010170.60 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.42% 10513DLH1 Certificate of Deposit First Tier Security 2012-11-01 2012-11-01 N N N 120000000.00 120000000.00 0.0010 N 119969232.00 119969232.00 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 165912204.43 0.0014 N 165972178.40 165972178.40 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.50% 05253AE97 Financial Company Commercial Paper First Tier Security 2012-05-09 2012-05-09 N N N 250000000.00 249972222.20 0.0022 N 249994375.00 249994375.00 Barclays Bank PLC Barclays Bank PLC, 0.74% 06741PBV6 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 201000000.00 201000000.00 0.0017 Y 201000000.00 201000000.00 Barclays Bank PLC Barclays Bank PLC, 0.77% 06741PBR5 Financial Company Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N N 487000000.00 487000000.00 0.0042 Y 487019480.00 487019480.00 Barclays Bank PLC Barclays Bank PLC, 0.78% 06741PBX2 Financial Company Commercial Paper First Tier Security 2012-05-15 2012-05-15 N N N 262000000.00 262000000.00 0.0023 Y 262010480.00 262010480.00 Barclays Bank PLC Barclays Bank PLC, 0.78% 06741PBS3 Financial Company Commercial Paper First Tier Security 2012-05-22 2012-05-22 N N N 301000000.00 301000000.00 0.0026 Y 301018060.00 301018060.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.37% 06741GKD6 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 80000000.00 79999177.78 0.0007 N 79999336.00 79999336.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.37% 06741GKE4 Financial Company Commercial Paper First Tier Security 2012-05-07 2012-05-07 N N N 82000000.00 81994943.34 0.0007 N 81997605.60 81997605.60 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.38% 06741GKG9 Financial Company Commercial Paper First Tier Security 2012-05-14 2012-05-14 N N N 122000000.00 121983258.89 0.0011 N 121992887.40 121992887.40 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.38% 06741GKH7 Financial Company Commercial Paper First Tier Security 2012-05-21 2012-05-21 N N N 51000000.00 50989233.33 0.0004 N 50995537.50 50995537.50 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.38% 06741GKH7 Financial Company Commercial Paper First Tier Security 2012-05-21 2012-05-21 N N N 100000000.00 99978888.88 0.0009 N 99991250.00 99991250.00 BAT International Finance PLC BAT International Finance PLC, 0.42% 05531ME46 Financial Company Commercial Paper Second Tier Security 2012-05-04 2012-05-04 N N N 30000000.00 29998950.00 0.0003 N 29999133.00 29999133.00 BAT International Finance PLC BAT International Finance PLC, 0.43% 05531ME46 Financial Company Commercial Paper Second Tier Security 2012-05-04 2012-05-04 N N N 29000000.00 28998960.83 0.0003 N 28998608.00 28998608.00 BAT International Finance PLC BAT International Finance PLC, 0.43% 05531ME95 Financial Company Commercial Paper Second Tier Security 2012-05-09 2012-05-09 N N N 35000000.00 34996655.57 0.0003 N 34997637.50 34997637.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.37% 0556N0E27 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 1177000000.00 1176987903.03 0.0102 N 1176991525.60 1176991525.60 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.37% 0556N0F42 Financial Company Commercial Paper First Tier Security 2012-06-04 2012-06-04 N N N 1186000000.00 1185585558.46 0.0103 N 1185734810.40 1185734810.40 BP Capital Markets PLC BP Capital Markets PLC, 0.25% 05568TF87 Financial Company Commercial Paper First Tier Security 2012-06-08 2012-06-08 N N N 197000000.00 196948013.87 0.0017 N 196980359.10 196980359.10 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 375997332.35 0.0033 N 375924048.00 375924048.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307REA8 Financial Company Commercial Paper First Tier Security 2012-05-10 2012-05-10 N N N 600000000.00 599925000.00 0.0052 N 599955000.00 599955000.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307REE0 Financial Company Commercial Paper First Tier Security 2012-05-14 2012-05-14 N N N 599000000.00 598891847.19 0.0052 N 598937105.00 598937105.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307REM2 Financial Company Commercial Paper First Tier Security 2012-05-21 2012-05-21 N N N 598000000.00 597833888.76 0.0052 N 597905815.00 597905815.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RER1 Financial Company Commercial Paper First Tier Security 2012-05-25 2012-05-25 N N N 807000000.00 806730999.78 0.0070 N 806846185.80 806846185.80 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RF82 Financial Company Commercial Paper First Tier Security 2012-06-08 2012-06-08 N N N 600000000.00 599683333.08 0.0052 N 599674800.00 599674800.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACA2 Financial Company Commercial Paper First Tier Security 2012-05-21 2012-10-22 N N N 170000000.00 170000000.00 0.0015 N 169984190.00 169984190.00 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 405988722.21 0.0035 N 405997279.80 405997279.80 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 99990277.78 0.0009 N 99998220.00 99998220.00 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 189941944.44 0.0016 N 189991127.00 189991127.00 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 80974012.49 0.0007 N 80995998.60 80995998.60 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 203930186.67 0.0018 N 203989351.20 203989351.20 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 275838386.71 0.0024 N 275974966.80 275974966.80 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 199855333.32 0.0017 N 199976420.00 199976420.00 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 199845000.00 0.0017 N 199974020.00 199974020.00 DNB Bank ASA DNB Bank ASA, 0.30% 2332K0FB3 Financial Company Commercial Paper First Tier Security 2012-06-11 2012-06-11 N N N 394000000.00 393865383.28 0.0034 N 393923682.20 393923682.20 DNB Bank ASA DNB Bank ASA, 0.40% 2332K0FV9 Financial Company Commercial Paper First Tier Security 2012-06-29 2012-06-29 N N N 197000000.00 196870855.59 0.0017 N 196940900.00 196940900.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JAF0 Financial Company Commercial Paper First Tier Security 2012-05-14 2012-09-12 N N N 794000000.00 794000000.00 0.0069 N 793943626.00 793943626.00 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 548579099.93 0.0048 N 548699312.70 548699312.70 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 596507475.00 0.0052 N 596640665.70 596640665.70 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 499562500.00 0.0043 N 499675100.00 499675100.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.20% 53943RE13 Financial Company Commercial Paper First Tier Security 2012-05-01 2012-05-01 N N N 109973000.00 109973000.00 0.0010 N 109972516.12 109972516.12 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 69599226.66 0.0006 N 69599380.56 69599380.56 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.37% 74977KF61 Financial Company Commercial Paper First Tier Security 2012-06-06 2012-06-06 N N N 206000000.00 205923779.96 0.0018 N 205957790.60 205957790.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TE98 Financial Company Commercial Paper First Tier Security 2012-05-09 2012-05-09 N N N 233000000.00 232979288.87 0.0020 N 232990097.50 232990097.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TEA5 Financial Company Commercial Paper First Tier Security 2012-05-10 2012-05-10 N N N 450000000.00 449955000.00 0.0039 N 449978130.00 449978130.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TEB3 Financial Company Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N N 79000000.00 78991222.23 0.0007 N 78995655.00 78995655.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TEB3 Financial Company Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N N 118000000.00 117986888.90 0.0010 N 117993510.00 117993510.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TEE7 Financial Company Commercial Paper First Tier Security 2012-05-14 2012-05-14 N N N 79000000.00 78988588.88 0.0007 N 78994011.80 78994011.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TEG2 Financial Company Commercial Paper First Tier Security 2012-05-16 2012-05-16 N N N 246000000.00 245958999.97 0.0021 N 245977810.80 245977810.80 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365RE27 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 390000000.00 389996208.34 0.0034 N 389996529.00 389996529.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.32% 86958FFF9 Financial Company Commercial Paper First Tier Security 2012-06-15 2012-06-15 N N N 80000000.00 79968000.00 0.0007 N 79978296.00 79978296.00 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 94998680.56 0.0008 N 94999154.50 94999154.50 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 107995500.01 0.0009 N 107998077.60 107998077.60 Swedbank AB Swedbank AB, 0.53% 87019REG7 Financial Company Commercial Paper First Tier Security 2012-05-16 2012-05-16 N N N 135000000.00 134970187.52 0.0012 N 134987823.00 134987823.00 Swedbank AB Swedbank AB, 0.53% 87019REJ1 Financial Company Commercial Paper First Tier Security 2012-05-18 2012-05-18 N N N 200000000.00 199949944.44 0.0017 N 199979000.00 199979000.00 Swedbank AB Swedbank AB, 0.55% 87019REM4 Financial Company Commercial Paper First Tier Security 2012-05-21 2012-05-21 N N N 200000000.00 199938888.92 0.0017 N 199974340.00 199974340.00 Swedbank AB Swedbank AB, 0.55% 87019REN2 Financial Company Commercial Paper First Tier Security 2012-05-22 2012-05-22 N N N 23000000.00 22992620.83 0.0002 N 22996878.90 22996878.90 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 599575333.44 0.0052 N 599737320.00 599737320.00 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 72883260.84 0.0006 N 72963186.10 72963186.10 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 249885416.70 0.0022 N 249931175.00 249931175.00 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 701970750.05 0.0061 N 701989048.80 701989048.80 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 344961666.64 0.0030 N 344981025.00 344981025.00 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 499930555.50 0.0043 N 499966400.00 499966400.00 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.33% 03221LEG1 Asset Backed Commercial Paper First Tier Security 2012-05-16 2012-05-16 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 150000000.00 149979375.00 0.0013 N 149986005.00 149986005.00 Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.48% 0527M0EF0 Asset Backed Commercial Paper First Tier Security 2012-05-15 2012-05-15 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 154000000.00 153971253.31 0.0013 N 153986525.00 153986525.00 Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.48% 0527M0EF0 Asset Backed Commercial Paper First Tier Security 2012-05-15 2012-05-15 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 100000000.00 99981333.34 0.0009 N 99991250.00 99991250.00 Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.48% 0527M0EJ2 Asset Backed Commercial Paper First Tier Security 2012-05-18 2012-05-18 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 41000000.00 40990706.66 0.0004 N 40995695.00 40995695.00 Ciesco LP Ciesco LP, 0.34% 17178BEB7 Asset Backed Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N Y GUARANTOR CITIBANK NA N/A N/A 112000000.00 111989422.23 0.0010 N 111995553.60 111995553.60 Ciesco LP Ciesco LP, 0.35% 17178BEM3 Asset Backed Commercial Paper First Tier Security 2012-05-21 2012-05-21 N N Y GUARANTOR CITIBANK NA N/A N/A 278000000.00 277945944.46 0.0024 N 277978927.60 277978927.60 Ciesco LP Ciesco LP, 0.35% 17178BEV3 Asset Backed Commercial Paper First Tier Security 2012-05-29 2012-05-29 N N Y GUARANTOR CITIBANK NA N/A N/A 280000000.00 279923777.78 0.0024 N 279970684.00 279970684.00 Govco, Inc. Govco, Inc., 0.34% 38362VE74 Asset Backed Commercial Paper First Tier Security 2012-05-07 2012-05-07 N N Y LIQUIDITY CITIBANK NA N/A N/A 104000000.00 103994106.67 0.0009 N 103996162.40 103996162.40 Govco, Inc. Govco, Inc., 0.34% 38362VEA7 Asset Backed Commercial Paper First Tier Security 2012-05-10 2012-05-10 N N Y LIQUIDITY CITIBANK NA N/A N/A 70927000.00 70920971.20 0.0006 N 70923099.02 70923099.02 Govco, Inc. Govco, Inc., 0.34% 38362VEB5 Asset Backed Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 136000000.00 135987155.56 0.0012 N 135991690.40 135991690.40 Govco, Inc. Govco, Inc., 0.35% 38362VEJ8 Asset Backed Commercial Paper First Tier Security 2012-05-18 2012-05-18 N N Y LIQUIDITY CITIBANK NA N/A N/A 208000000.00 207965622.26 0.0018 N 207978160.00 207978160.00 Govco, Inc. Govco, Inc., 0.35% 38362VEM1 Asset Backed Commercial Paper First Tier Security 2012-05-21 2012-05-21 N N Y LIQUIDITY CITIBANK NA N/A N/A 139000000.00 138972972.23 0.0012 N 138982972.50 138982972.50 Govco, Inc. Govco, Inc., 0.35% 38362VEN9 Asset Backed Commercial Paper First Tier Security 2012-05-22 2012-05-22 N N Y LIQUIDITY CITIBANK NA N/A N/A 133000000.00 132972845.82 0.0012 N 132982936.10 132982936.10 Govco, Inc. Govco, Inc., 0.35% 38362VEP4 Asset Backed Commercial Paper First Tier Security 2012-05-23 2012-05-23 N N Y LIQUIDITY CITIBANK NA N/A N/A 139000000.00 138970269.43 0.0012 N 138981346.20 138981346.20 Govco, Inc. Govco, Inc., 0.35% 38362VEQ2 Asset Backed Commercial Paper First Tier Security 2012-05-24 2012-05-24 N N Y LIQUIDITY CITIBANK NA N/A N/A 112000000.00 111974955.57 0.0010 N 111984320.00 111984320.00 Govco, Inc. Govco, Inc., 0.35% 38362VER0 Asset Backed Commercial Paper First Tier Security 2012-05-25 2012-05-25 N N Y LIQUIDITY CITIBANK NA N/A N/A 134000000.00 133968733.37 0.0012 N 133980462.80 133980462.80 Govco, Inc. Govco, Inc., 0.37% 38362VF16 Asset Backed Commercial Paper First Tier Security 2012-06-01 2012-06-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 195000000.00 194937870.90 0.0017 N 194962735.50 194962735.50 Govco, Inc. Govco, Inc., 0.37% 38362VF40 Asset Backed Commercial Paper First Tier Security 2012-06-04 2012-06-04 N N Y LIQUIDITY CITIBANK NA N/A N/A 138000000.00 137951776.67 0.0012 N 137970081.60 137970081.60 Windmill Funding Corp. Windmill Funding Corp., 0.33% 97342GEG8 Asset Backed Commercial Paper First Tier Security 2012-05-16 2012-05-16 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 100000000.00 99986250.00 0.0009 N 99990980.00 99990980.00 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.28% 03523KE37 Other Commercial Paper Second Tier Security 2012-05-03 2012-05-03 N N N 23400000.00 23399636.00 0.0002 N 23399492.22 23399492.22 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.28% 03523KE45 Other Commercial Paper Second Tier Security 2012-05-04 2012-05-04 N N N 32065000.00 32064251.82 0.0003 N 32064073.32 32064073.32 Comcast Corp. Comcast Corp., 0.45% 2003A2EX0 Other Commercial Paper Second Tier Security 2012-05-31 2012-05-31 N N N 49000000.00 48981625.00 0.0004 N 48985486.20 48985486.20 Comcast Corp. Comcast Corp., 0.45% 2003A2F84 Other Commercial Paper Second Tier Security 2012-06-08 2012-06-08 N N N 36000000.00 35982900.00 0.0003 N 35985337.20 35985337.20 Devon Energy Corp. Devon Energy Corp., 0.44% 25179JAA8 Other Commercial Paper Second Tier Security 2012-05-29 2012-05-30 Y DEVON ENERGY CORP NEW N/A N/A N N 569000000.00 569000000.00 0.0049 N 568899287.00 568899287.00 Ecolab, Inc. Ecolab, Inc., 0.52% 27887RAA9 Other Commercial Paper Second Tier Security 2012-05-11 2012-05-30 Y ECOLAB INC N/A N/A N N 381000000.00 381000000.00 0.0033 N 381005334.00 381005334.00 Sempra Global Sempra Global, 0.40% 81685LE76 Other Commercial Paper Second Tier Security 2012-05-07 2012-05-07 N N N 34000000.00 33997733.33 0.0003 N 33997348.00 33997348.00 Sempra Global Sempra Global, 0.42% 81685LEV3 Other Commercial Paper Second Tier Security 2012-05-29 2012-05-29 N N N 75000000.00 74975500.03 0.0007 N 74980852.50 74980852.50 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 42964972.92 0.0004 N 42979962.00 42979962.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.40% 92344LEE1 Other Commercial Paper Second Tier Security 2012-05-14 2012-05-14 N N N 36000000.00 35994800.00 0.0003 N 35995870.80 35995870.80 Verizon Communications, Inc. Verizon Communications, Inc., 0.40% 92344LEF8 Other Commercial Paper Second Tier Security 2012-05-15 2012-05-15 N N N 36000000.00 35994400.00 0.0003 N 35995500.00 35995500.00 Viacom, Inc. Viacom, Inc., 0.40% 9255M2EM0 Other Commercial Paper Second Tier Security 2012-05-21 2012-05-21 N N N 44000000.00 43990222.24 0.0004 N 43989704.00 43989704.00 Viacom, Inc. Viacom, Inc., 0.42% 9255M2E40 Other Commercial Paper Second Tier Security 2012-05-04 2012-05-04 N N N 20000000.00 19999300.00 0.0002 N 19999422.00 19999422.00 Viacom, Inc. Viacom, Inc., 0.42% 9255M2E73 Other Commercial Paper Second Tier Security 2012-05-07 2012-05-07 N N N 34000000.00 33997620.00 0.0003 N 33998279.60 33998279.60 Viacom, Inc. Viacom, Inc., 0.42% 9255M2EA6 Other Commercial Paper Second Tier Security 2012-05-10 2012-05-10 N N N 31000000.00 30996745.00 0.0003 N 30997631.60 30997631.60 Viacom, Inc. Viacom, Inc., 0.42% 9255M2EB4 Other Commercial Paper Second Tier Security 2012-05-11 2012-05-11 N N N 18000000.00 17997900.00 0.0002 N 17998459.20 17998459.20 Viacom, Inc. Viacom, Inc., 0.42% 9255M2EB4 Other Commercial Paper Second Tier Security 2012-05-11 2012-05-11 N N N 35000000.00 34995916.67 0.0003 N 34997004.00 34997004.00 Viacom, Inc. Viacom, Inc., 0.42% 9255M2EG3 Other Commercial Paper Second Tier Security 2012-05-16 2012-05-16 N N N 38000000.00 37993350.00 0.0003 N 37994881.40 37994881.40 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 249864236.10 0.0022 N 249832000.00 249832000.00 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 594347482.29 0.0052 N 594255060.00 594255060.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956C0 Treasury Debt First Tier Security 2012-08-30 2012-08-30 N N N 1750000000.00 1749147113.00 0.0152 N 1749368250.00 1749368250.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956H9 Treasury Debt First Tier Security 2012-09-13 2012-09-13 N N N 1790000000.00 1789017308.55 0.0155 N 1789160490.00 1789160490.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127955C1 Treasury Debt First Tier Security 2012-09-20 2012-09-20 N N N 1500000000.00 1499112500.94 0.0130 N 1499275500.00 1499275500.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956J5 Treasury Debt First Tier Security 2012-09-27 2012-09-27 N N N 437880000.00 437608149.65 0.0038 N 437644420.56 437644420.56 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956M8 Treasury Debt First Tier Security 2012-10-11 2012-10-11 N N N 865000000.00 864412521.75 0.0075 N 864481000.00 864481000.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956P1 Treasury Debt First Tier Security 2012-11-01 2012-11-01 N N N 900000000.00 899317499.60 0.0078 N 899334000.00 899334000.00 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 1201373494.08 0.0104 N 1201172400.00 1201172400.00 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 1078002986.44 0.0094 N 1078065900.00 1078065900.00 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 265209357.42 0.0023 N 265217300.00 265217300.00 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 1003608703.60 0.0087 N 1003320000.00 1003320000.00 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 250185673.70 0.0022 N 250195250.00 250195250.00 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 722390670.29 0.0063 N 722441546.00 722441546.00 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 98816483.04 0.0009 N 98803618.00 98803618.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.19% 912828MB3 Treasury Debt First Tier Security 2012-12-15 2012-12-15 N N N 1360000000.00 1367994803.62 0.0119 N 1367968240.00 1367968240.00 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 600000000.00 602695996.90 0.0052 N 602742000.00 602742000.00 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 807176184.03 0.0070 N 807222965.19 807222965.19 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 356469488.71 0.0031 N 356453300.00 356453300.00 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 315960750.00 0.0027 N 315922950.00 315922950.00 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 337534361.52 0.0029 N 337575168.00 337575168.00 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 93119273.03 0.0008 N 93132060.00 93132060.00 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 250242155.75 0.0022 N 250263750.00 250263750.00 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 251606356.33 0.0022 N 251611250.00 251611250.00 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 529697530.74 0.0046 N 529684134.00 529684134.00 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 257289127.80 0.0022 N 257275500.00 257275500.00 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 570310317.01 0.0050 N 570252805.00 570252805.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 0.22% 912828MG2 Treasury Debt First Tier Security 2013-01-15 2013-01-15 N N N 1089000000.00 1097908749.47 0.0095 N 1098145422.00 1098145422.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828HQ6 Treasury Debt First Tier Security 2013-01-31 2013-01-31 N N N 125000000.00 127501844.97 0.0011 N 127519500.00 127519500.00 Royal Bank of Canada Royal Bank of Canada, 0.52% 78008FBA1 Other Note First Tier Security 2012-07-02 2013-05-01 N N N 1300000000.00 1300000000.00 0.0113 N 1300100100.00 1300100100.00 Royal Bank of Canada Royal Bank of Canada, 0.58% 78008KXS7 Other Note First Tier Security 2012-05-08 2013-05-06 N N N 376000000.00 375912143.39 0.0033 N 376058280.00 376058280.00 Royal Bank of Canada Royal Bank of Canada, 0.70% 78008FAM6 Other Note First Tier Security 2012-05-15 2013-05-15 N N N 750000000.00 750000000.00 0.0065 N 750114750.00 750114750.00 Westpac Banking Corp. Westpac Banking Corp., 0.38% 91621CAW1 Other Note First Tier Security 2012-05-23 2012-05-23 N N N 1034000000.00 1034000000.00 0.0090 N 1034001034.00 1034001034.00 Westpac Banking Corp. Westpac Banking Corp., 0.58% 91621CBA8 Other Note First Tier Security 2012-06-14 2012-06-14 N N N 801000000.00 801000000.00 0.0070 N 801040851.00 801040851.00 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 392994891.00 392994891.00 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 162993480.00 0.0014 N 162996740.00 162996740.00 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 86846526.00 0.0008 N 86847298.97 86847298.97 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257FFQ3 Government Agency Debt First Tier Security 2012-06-28 2012-06-28 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 80263000.00 80240927.68 0.0007 N 80247099.90 80247099.90 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257JQ42 Government Agency Debt First Tier Security 2012-07-03 2012-07-03 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 135000000.00 134960850.00 0.0012 N 134971380.00 134971380.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257YDL5 Government Agency Debt First Tier Security 2012-07-06 2012-07-06 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 35088000.00 35077122.72 0.0003 N 35079771.86 35079771.86 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257JQ59 Government Agency Debt First Tier Security 2012-07-06 2012-07-06 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 141000000.00 140956290.00 0.0012 N 140966935.50 140966935.50 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257JQ42 Government Agency Debt First Tier Security 2012-07-06 2012-07-06 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 220000000.00 219931800.00 0.0019 N 219948410.00 219948410.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257JQ83 Government Agency Debt First Tier Security 2012-07-09 2012-07-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 60000000.00 59981100.00 0.0005 N 59985528.00 59985528.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257JQ75 Government Agency Debt First Tier Security 2012-07-09 2012-07-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 82000000.00 81974170.00 0.0007 N 81980221.60 81980221.60 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257FFU4 Government Agency Debt First Tier Security 2012-07-09 2012-07-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 186000000.00 185941410.00 0.0016 N 185955136.80 185955136.80 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJC3 Government Agency Debt First Tier Security 2012-07-13 2012-07-13 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 49000000.00 48982850.00 0.0004 N 48985059.90 48985059.90 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257GW25 Government Agency Debt First Tier Security 2012-07-13 2012-07-13 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 62000000.00 61978300.00 0.0005 N 61981096.20 61981096.20 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EHY7 Government Agency Debt First Tier Security 2012-07-13 2012-07-13 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 94000000.00 93967100.00 0.0008 N 93973238.20 93973238.20 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257FGK5 Government Agency Debt First Tier Security 2012-07-16 2012-07-16 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 375000000.00 374866875.00 0.0033 N 374890500.00 374890500.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257FGN9 Government Agency Debt First Tier Security 2012-07-19 2012-07-19 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 288447000.00 288337390.14 0.0025 N 288353023.97 288353023.97 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJM1 Government Agency Debt First Tier Security 2012-07-23 2012-07-23 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 318000000.00 317875980.00 0.0028 N 317891371.20 317891371.20 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257K4E1 Government Agency Debt First Tier Security 2012-07-24 2012-07-24 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 106064000.00 106022104.72 0.0009 N 106023016.87 106023016.87 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EJV1 Government Agency Debt First Tier Security 2012-07-26 2012-07-26 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 305000000.00 304873425.00 0.0026 N 304877634.00 304877634.00 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 499967500.00 0.0043 N 499991500.00 499991500.00 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 49993732.14 0.0004 N 50005850.00 50005850.00 Freddie Mac Freddie Mac, 0.20% 3134G13Z5 Government Agency Debt First Tier Security 2012-05-10 2012-08-10 N N N 750000000.00 749895390.15 0.0065 N 750284250.00 750284250.00 New York Dorm. Auth. Revs. New York Dorm. Auth. Revs., 0.26% (City Univ. Proj.) Series 2008 C, LOC Bank of America NA VRDN 64983M4P0 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 115150000.00 115150000.00 0.0010 N 115150000.00 115150000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.23% (101 West End Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MLD5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.23% (66 West 38th Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MXX8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.23% (101 West End Hsg. Proj.) Series 1998 A, LOC Fannie Mae VRDN 64986MLC7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.24% (55 West 25th Street Hsg. Proj.) Series 2005 A, LOC Fannie Mae VRDN 64986ME68 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 105400000.00 105400000.00 0.0009 N 105400000.00 105400000.00 New York Metropolitan Trans. Auth. Rev. New York Metropolitan Trans. Auth. Rev., 0.24% Series 2011 B, LOC Bank of America NA VRDN 59259YHZ5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 97560000.00 97560000.00 0.0008 N 97560000.00 97560000.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.21% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.26% (Recology, Inc. Proj.) Series 2010 A, LOC Bank of America NA VRDN 130536PN9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 70000000.00 70000000.00 0.0006 N 70000000.00 70000000.00 Simi Valley Multi-family Hsg. Rev. Simi Valley Multi-family Hsg. Rev., 0.22% (Parker Ranch Proj.) Series A, LOC Fannie Mae VRDN 828905EA3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 Clark County Arpt. Rev. Clark County Arpt. Rev., 0.27% Series 2008 D3, LOC Bank of America NA VRDN 18085PKE3 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 53015000.00 53015000.00 0.0005 N 53015000.00 53015000.00 Michigan Hosp. Fin. Auth. Rev. Michigan Hosp. Fin. Auth. Rev., 0.23% (Henry Ford Health Sys. Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 59465HGS9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 Philadelphia Wtr. & Wastewtr. Rev. Philadelphia Wtr. & Wastewtr. Rev., 0.25% Series 2005 B, LOC Bank of America NA VRDN 717893TR2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 40070000.00 40070000.00 0.0003 N 40070000.00 40070000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.30% (CaroMont Health Proj.) Series 2003 A, LOC Bank of America NA VRDN 65820HVF7 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.28% (Waste Mgmt., Inc. Proj.) Series A, LOC JPMorgan Chase Bank VRDN 402231AX2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 USF Fing. Corp. Ctfs. of Prtn. USF Fing. Corp. Ctfs. of Prtn., 0.25% Series 2007, LOC JPMorgan Chase Bank VRDN 90341UBU5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 21880000.00 21880000.00 0.0002 N 21880000.00 21880000.00 District of Columbia Rev. District of Columbia Rev., 0.35% (George Washington Univ. Proj.) Series 1999 B, LOC Bank of America NA VRDN 2548394S9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.35% (Catholic Healthcare West Proj.) Series 2008 B, LOC Bank of America NA VRDN 040507JU0 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.80% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2012-07-02 2012-07-20 Y METROPOLITAN LIFE INS CO N/A N/A N N 175000000.00 175000000.00 0.0015 Y 174943650.00 174943650.00 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 12143728.00 12143728.25 0.0001 N 12146291.79 12146291.79 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 3321833.00 3321833.25 0.0000 N 3321695.73 3321695.73 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 4507453.00 4507453.20 0.0000 N 4507276.06 4507276.06 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 15253047.00 15253047.00 0.0001 N 15252604.66 15252604.66 Barclays Capital, Inc. Barclays Capital, Inc., 0.19% 44B9926B4 0000851376 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2042-04-01 2.442 - 7 Government Agency Debt 222994310.00 156043163.82 FEDERAL HOME LOAN MORTGAGE CORP 2018-05-01 2042-03-01 3.294 - 7.5 Government Agency Debt 244376793.00 155782603.52 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-05-20 2041-08-20 4.5 - 5 Government Agency Debt 98784094.00 96273286.07 First Tier Security 2012-05-07 2012-05-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 400000000.00 400000000.00 0.0035 N 400000000.00 400000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.20% 44B9928Y2 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-05-01 2042-03-01 2.271 - 7 Government Agency Debt 85455363.00 59209736.00 FEDERAL NATIONAL MORTGAGE ASSOC 2020-06-01 2048-05-01 2.881 - 6.5 Government Agency Debt 178219249.00 132591812.66 First Tier Security 2012-05-07 2012-05-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 188000000.00 188000000.00 0.0016 N 188000000.00 188000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.20% 45D99KEB0 0000851376 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-06-01 2042-04-01 3 - 6.5 Government Agency Debt 662700315.00 592104337.15 FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2042-04-01 3 - 5 Government Agency Debt 272431961.00 235202981.35 First Tier Security 2012-05-07 2012-05-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 811000000.00 811000000.00 0.0070 N 811000000.00 811000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.20% 44B9928D8 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-09-01 2042-03-01 3.5 - 6.5 Government Agency Debt 208314151.00 162458219.55 FEDERAL NATIONAL MORTGAGE ASSOC 2025-04-01 2042-01-01 3 - 6.5 Government Agency Debt 222562709.00 199722520.49 First Tier Security 2012-05-07 2012-05-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 355000000.00 355000000.00 0.0031 N 355000000.00 355000000.00 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.23%, dated 4/30/2012 due 05/01/2012 45G99KGD1_04361 Government Agency Repurchase Agreement Y US TREASURY 2014-03-15 2018-08-31 0.25 - 2.75 Treasury Debt 49025708.10 51240839.72 FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2041-10-01 3 - 4.5 Government Agency Debt 15623422.68 14691108.11 FEDERAL NATIONAL MORTGAGE ASSOC 2030-12-01 2042-01-01 4 - 6 Government Agency Debt 13823319.07 10929325.36 Unrated Security 2012-05-01 2012-05-01 N N N 75353797.00 75353797.46 0.0007 N 75353797.46 75353797.46 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 45B99TCA7 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2041-09-15 4 - 7.5 Government Agency Debt 29876244.00 17388083.28 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-25 2048-07-25 0.539 - 6 Government Agency Debt 1370725548.00 220381861.22 First Tier Security 2012-05-07 2012-05-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 231000000.00 231000000.00 0.0020 N 231000000.00 231000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 45B99TCW9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-02-15 2041-09-15 2 - 4 Government Agency Debt 303567800.00 290184954.33 FEDERAL NATIONAL MORTGAGE ASSOC 2041-10-01 2041-10-01 3.303 - 3.303 Government Agency Debt 315000.00 294784.40 First Tier Security 2012-05-07 2012-05-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 282000000.00 282000000.00 0.0024 N 282000000.00 282000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.23%, dated 4/30/2012 due 05/01/2012 45G99KGD1_08126 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-07-01 2042-02-15 2.125 - 8.5 Government Agency Debt 178288208.39 70920760.24 FEDERAL NATIONAL MORTGAGE ASSOC 2017-09-01 2046-02-25 2 - 7.5 Government Agency Debt 345235395.40 164039716.98 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-10-15 2042-01-20 0.492 - 8.5 Government Agency Debt 108793766.35 83640164.27 Unrated Security 2012-05-01 2012-05-01 N N N 311764203.00 311764202.54 0.0027 N 311764202.54 311764202.54 Barclays Capital, Inc. Barclays Capital, Inc., 0.26% 45J999BG1 0000851376 Other Repurchase Agreement N BANK MONTREAL MEDIUM TERM SENIOR NTS BOOK ENTRY 2017-01-11 2017-01-11 2.5 - 2.5 Other Instrument CORPORATE 100000.00 103417.94 BANK NOVA SCOTIA COVERED BD PROGRAM BOOK ENTRY 1 2014-11-07 2017-01-30 1.25 - 2.15 Other Instrument CORPORATE 29945000.00 30716860.73 BANK NOVA SCOTIA COVERED BD PROGRAM BOOK ENTRY R 2017-03-22 2017-03-22 N/A Other Instrument CORPORATE 15000000.00 15027723.34 COMMONWEALTH BK AUSTRALIA MEDIUM TERM NTS BOOK E 2017-03-16 2017-03-16 N/A Other Instrument CORPORATE 3500000.00 3544170.00 COMPAGNIE DE FINANCEMENT FONCIER MEDIUM TERM NTS 2014-03-07 2014-03-07 2.25 - 2.25 Other Instrument CORPORATE 12200000.00 12346796.50 EUROPEAN BK RECON & DEV EURO 2013-06-17 2013-06-17 3.625 - 3.625 Other Instrument CORPORATE 200000.00 209750.47 2006-1,2007-1-GRACECHURCH MORTGAGE FINANCING PLC 2056-11-20 2056-11-20 0.579 - 0.579 Other Instrument CORPORATE 45000.00 44502.36 INTERNATIONAL BK FOR RECON & DEV MEDIUM TERM BK 2030-05-01 2030-05-01 N/A Other Instrument CORPORATE 18000000.00 9054360.00 KFW MEDIUM TERM NTS BOOK ENTRY 2013-02-22 2013-02-22 N/A Other Instrument CORPORATE 1900000.00 1900021.68 KREDITANSTALT FUR WIEDERAUFBAU KFW 2013-10-15 2015-03-13 0 - 4 Other Instrument CORPORATE 90401525.00 90964709.74 YALE UNIV MEDIUM TERM NTS BOOK ENTRY 2014-10-15 2014-10-15 2.9 - 2.9 Other Instrument CORPORATE 247000.00 258578.95 MACQUARIE GROUP LTD SR MEDIUM TERM NTS BOOK ENTR 2017-08-10 2017-08-10 4.875 - 4.875 Other Instrument CORPORATE 500000.00 508636.67 N V BK NEDERLANDSE GEMEENTEN MEDIUM TERM NTS BOO 2016-01-11 2016-01-11 2.5 - 2.5 Other Instrument CORPORATE 1000.00 1032.77 NATIONAL AUSTRALIA FUNDING DELAWARE INC 2012-10-30 2012-10-30 N/A Financial Company Commercial Paper 1307165.00 1300629.18 NATIONAL BK CDA GLOBAL COVERED BK BD PROGRAM BOO 2016-10-19 2016-10-19 2.2 - 2.2 Other Instrument CORPORATE 575000.00 595827.78 2.125 NWB16NTS 2-S 2016-06-16 2016-06-16 N/A Other Instrument CORPORATE 5806000.00 5896165.57 NEW YORK LIFE GLOBAL FDG MEDIUM TERM NTS BOOK EN 2012-10-16 2012-10-16 5.25 - 5.25 Other Instrument CORPORATE 7000000.00 7163531.67 NORDEA EIENDOMSKREDITT AS COVERED BD PROGRAM BOO 2014-04-07 2014-04-07 1.875 - 1.875 Other Instrument CORPORATE 11500000.00 11723076.04 NORDIC INVESTMENT BANK 2017-03-07 2017-03-07 1 - 1 Other Instrument CORPORATE 138000.00 138205.01 ROYAL BK SCOTLAND PLC GTD MEDIUM TERM BK NTS BOO 2012-05-11 2012-05-11 1.21 - 1.21 Other Instrument CORPORATE 700000.00 700112.00 SPAREBANK 1 BOLIGKREDITT AS GLOBAL MEDIUM TERM C 2013-10-25 2017-06-30 1.25 - 2.3 Other Instrument CORPORATE 10000000.00 10052143.06 TEMASEK FINL I LTD GLOBAL 2019-10-25 2019-10-25 4.3 - 4.3 Other Instrument CORPORATE 347000.00 385005.95 TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY 2015-04-30 2015-04-30 N/A Other Instrument CORPORATE 2500000.00 2475900.00 UBS AG LONDON BRH COVERED BD PROGRAM BOOK ENTRY 2017-03-30 2017-03-30 2.25 - 2.25 Other Instrument CORPORATE 200000.00 202095.00 AUSTRALIA & NEW ZEALAND BKG GROUP LTD MEDIUM TER 2016-11-23 2016-11-23 N/A Other Instrument CORPORATE 3250000.00 3349504.17 AUSTRALIA & NEW ZEALAND BKG MEDIUM TERM NTS BOOK 2016-11-23 2016-11-23 N/A Other Instrument CORPORATE 1000000.00 1030616.67 LANDWIRTSCHAFTLICHE RENTENBANK 2012-09-24 2015-07-15 1.875 - 3.125 Other Instrument CORPORATE 267000.00 282889.02 First Tier Security 2012-05-01 2012-05-01 N N N 200000000.00 200000000.00 0.0017 N 200000000.00 200000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.35% 44T99S9A7 0000851376 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2035-05-01 2041-07-01 2.453 - 3.614 Government Agency Debt 5120401.00 4175268.98 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 113772.00 68604516.00 FORD WTS 13 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 15944569.00 42571999.23 SEMGROUP WTS 14 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 690.00 5768.40 MECHEL SP ADR PFD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 94843.00 327208.35 SANOFI CVR 20 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 29798.00 40227.30 GM WTS 16 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1973868.00 28759256.76 First Tier Security 2012-05-01 2012-05-01 N N N 134000000.00 134000000.00 0.0012 N 134000000.00 134000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.24% 44U99VQC5 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-01 2041-01-01 0 - 10.5 Government Agency Debt 9572142516.00 187836857.97 FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2037-04-15 0 - 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Goldman Sachs & Co., 0.27% 40M99HTX4 0000769993 Other Repurchase Agreement N US TREASURY 2016-05-15 2023-02-15 N/A Treasury Debt 138910552.00 117877372.23 KAISER FOUNDATION HOSPITALS 2012-05-01 2012-05-01 N/A Other Commercial Paper 100997498.00 100492510.51 First Tier Security 2012-05-02 2012-05-02 N N N 212000000.00 212000000.00 0.0018 N 212000000.00 212000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.30% 36N99S9Y7 0000877559 Other Repurchase Agreement N AETNA INC 2016-06-15 2016-06-15 6 - 6 Other Instrument CORPORATE 3000000.00 3555930.02 AMERICAN INTERNATIONAL GROUP, 2018-08-15 2018-08-15 8.25 - 8.25 Other Instrument CORPORATE 10200000.00 12577331.19 ASPEN INSURANCE HOLDINGS LTD 2020-12-15 2020-12-15 6 - 6 Other Instrument CORPORATE 6838697.00 7324131.03 BANK OF AMERICA FUNDING CORPOR 2021-05-13 2021-05-13 5 - 5 Other Instrument CORPORATE 1460000.00 1477862.30 BLACK & DECKER 2016-11-15 2016-11-15 5.75 - 5.75 Other Instrument CORPORATE 500000.00 595182.06 BOSTON PROPERTIES LIMITED PART 2019-10-15 2019-10-15 5.875 - 5.875 Other Instrument CORPORATE 1000000.00 1160657.05 CALENERGY COMPANY, INC. 2028-09-15 2028-09-15 8.48 - 8.48 Other Instrument CORPORATE 5600000.00 8251208.21 CARDINAL HEALTH, INC. 2016-10-15 2016-10-15 5.8 - 5.8 Other Instrument CORPORATE 5000000.00 5854866.50 CINGULAR WIRELESS 2031-12-15 2031-12-15 7.125 - 7.125 Other Instrument CORPORATE 7626667.00 10108831.71 CITIGROUP, INC. 2013-08-19 2013-08-19 6.5 - 6.5 Other Instrument CORPORATE 3652344.00 3898400.45 COMCAST CORPORATION SPL A 2016-03-15 2016-03-15 5.9 - 5.9 Other Instrument CORPORATE 5000000.00 5839525.46 COMMONWEALTH EDISON COMPANY 2038-01-15 2038-01-15 6.45 - 6.45 Other Instrument CORPORATE 1500000.00 2036839.84 JOHN DEERE CAPITAL CO 2015-03-09 2015-03-09 2.95 - 2.95 Other Instrument CORPORATE 653180.00 695813.72 DEVON ENERGY CORPORATION 2014-01-15 2014-01-15 5.625 - 5.625 Other Instrument CORPORATE 2000000.00 2199027.54 DOMINION RESOURCES INC 2014-03-15 2016-08-15 1.8 - 5.2 Other Instrument CORPORATE 12000000.00 12890205.02 GOLDMAN SACHS GROUP, INC. (THE 2017-01-15 2017-01-15 5.625 - 5.625 Other Instrument CORPORATE 10000000.00 10633662.94 HEWLETT PACKARD COMPANY 2014-03-01 2014-03-01 6.125 - 6.125 Other Instrument CORPORATE 5000000.00 5462491.51 JPMORGAN CHASE CAPITAL XXIII 2047-05-15 2047-05-15 6.36 - 6.36 Other Instrument CORPORATE 2500000.00 1883149.89 KIMCO REALTY CORPORATION 2019-10-01 2019-10-01 6.875 - 6.875 Other Instrument CORPORATE 990000.00 1174187.67 MORGAN STANLEY DEAN WITTER 2017-12-28 2017-12-28 5.95 - 5.95 Other Instrument CORPORATE 7016401.00 7359038.85 OGLETHORPE POWER CORPORATION 2039-11-01 2039-11-01 5.95 - 5.95 Other Instrument CORPORATE 1000000.00 1241419.67 ONCOR ELECTRIC DELIVERY COMPAN 2013-09-01 2013-09-01 5.95 - 5.95 Other Instrument CORPORATE 3320000.00 3502135.19 PPF FUNDING, INC. 2014-01-15 2017-01-15 5.125 - 5.625 Other Instrument CORPORATE 12990000.00 13478770.43 PEPSICO 2020-11-01 2020-11-01 3.125 - 3.125 Other Instrument CORPORATE 4070000.00 4238730.71 PETROHAWK ENERGY CORPORATION D 2018-08-15 2018-08-15 7.25 - 7.25 Other Instrument CORPORATE 2650000.00 3022067.40 PRIDE INTERNATIONAL, INC (DELA 2020-08-15 2020-08-15 6.875 - 6.875 Other Instrument CORPORATE 2993824.00 3730758.82 REALTY INCOME 2016-09-15 2016-09-15 5.95 - 5.95 Other Instrument CORPORATE 786372.00 888102.96 UNION BANCORP INC 2013-12-16 2013-12-16 5.25 - 5.25 Other Instrument CORPORATE 3068000.00 3300007.45 UNITED TECHNOLOGIES 2040-04-15 2040-04-15 5.7 - 5.7 Other Instrument CORPORATE 323189.00 392827.60 UNITED UTILITIES PLC 2019-02-01 2019-02-01 5.375 - 5.375 Other Instrument CORPORATE 4210000.00 4590071.01 VENTAS REALTY LIMITED PARTNERS 2017-04-01 2017-04-01 6.75 - 6.75 Other Instrument CORPORATE 10311000.00 10711041.00 WELLPOINT INC COM < 2016-01-15 2016-01-15 5.25 - 5.25 Other Instrument CORPORATE 3000000.00 3426007.39 First Tier Security 2012-05-01 2012-05-01 N N N 150000000.00 150000000.00 0.0013 N 150000000.00 150000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.34% 36N99S9F8 0000877559 Other Repurchase Agreement N UNITED TECHNOLOGIES 2040-04-15 2040-04-15 5.7 - 5.7 Other Instrument CORPORATE 17326490.00 21059885.88 VERIZON GLOBAL FUNDING CORP. 2030-12-01 2030-12-01 7.75 - 7.75 Other Instrument CORPORATE 858615.00 1220973.19 FEDERAL HOME LOAN MORTGAGE CORP 2022-01-15 2022-01-15 2.06 - 2.06 Government Agency Debt 1140000.00 1067069.41 ALCOA INC $3.75 PRF 2020-08-15 2020-08-15 6.15 - 6.15 Other Instrument CORPORATE 1945000.00 2131763.74 BP CAPITAL MARKETS P.L.C. 2014-12-05 2014-12-05 1.7 - 1.7 Other Instrument CORPORATE 3250000.00 3321110.10 CISCO SYSTEMS, INC. 2040-01-15 2040-01-15 5.5 - 5.5 Other Instrument CORPORATE 591400.00 717919.20 ENTERGY TEXAS, INC. 2019-02-01 2019-02-01 7.125 - 7.125 Other Instrument CORPORATE 1365000.00 1681003.72 EXPEDIA,INC. 2020-08-15 2020-08-15 5.95 - 5.95 Other Instrument CORPORATE 225000.00 237107.01 HARTFORD FINANCIAL SERVICES GR 2022-04-15 2022-04-15 5.125 - 5.125 Other Instrument CORPORATE 1030000.00 1040154.73 J P MORGAN CHASE & CO 2014-03-15 2014-03-15 4.875 - 4.875 Other Instrument CORPORATE 2820000.00 3012052.35 M.D.C. HLDGS INC. 2014-12-15 2014-12-15 5.375 - 5.375 Other Instrument CORPORATE 95000.00 102658.54 MORGAN STANLEY GROUP INC. 2017-01-09 2017-01-09 5.45 - 5.45 Other Instrument CORPORATE 21062700.00 21759122.30 PROLOGIS L P 2018-05-15 2018-05-15 6.625 - 6.625 Other Instrument CORPORATE 30000.00 35149.26 SLM CORPORATION 2013-10-01 2016-01-25 5 - 6.25 Other Instrument CORPORATE 220000.00 228023.61 STANCORP FINANCIAL GROUP, INC. 2067-05-29 2067-05-29 6.9 - 6.9 Other Instrument CORPORATE 120000.00 115673.00 First Tier Security 2012-05-07 2012-05-07 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 55000000.00 55000000.00 0.0005 N 55000000.00 55000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.34% 36N99S9R2 0000877559 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2022-01-15 2022-01-15 2.06 - 2.06 Government Agency Debt 1025000.00 959426.44 CNA FINANCIAL CORPORATION 2018-01-15 2018-01-15 6.95 - 6.95 Other Instrument CORPORATE 850000.00 959820.69 EXPEDIA,INC. 2020-08-15 2020-08-15 5.95 - 5.95 Other Instrument CORPORATE 4265000.00 4494495.08 FPL GROUP CAPITAL INC 2067-06-15 2067-06-15 6.65 - 6.65 Other Instrument CORPORATE 14861000.00 15685661.94 HSBC BANK USA 2014-04-01 2014-04-01 4.625 - 4.625 Other Instrument CORPORATE 7000.00 7361.52 HARTFORD FINANCIAL SERVICES GR 2022-04-15 2022-04-15 5.125 - 5.125 Other Instrument CORPORATE 920000.00 929070.25 IBM CORPORATION 2017-09-14 2017-09-14 5.7 - 5.7 Other Instrument CORPORATE 7672800.00 9303372.26 J P MORGAN CHASE & CO 2014-03-15 2014-03-15 4.875 - 4.875 Other Instrument CORPORATE 7180000.00 7668984.36 PACIFIC GAS AND ELECTRIC COMPA 2013-12-01 2013-12-01 6.25 - 6.25 Other Instrument CORPORATE 3600000.00 4010058.26 STANCORP FINANCIAL GROUP, INC. 2067-05-29 2067-05-29 6.9 - 6.9 Other Instrument CORPORATE 60000.00 57836.50 First Tier Security 2012-05-07 2012-05-07 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 42000000.00 42000000.00 0.0004 N 42000000.00 42000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.33% 45A99NGA7 Other Repurchase Agreement N SIEMENS A G 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 26288.00 2455562.08 XINYUAN REAL ESTATE CO., LTD. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 112469.00 382394.60 ROYAL DUTCH SHELL PLC SPONSORE 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 38072.00 2714914.32 RENREN INC 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 263697.00 1637558.37 PROMOTORA DE INFORMACIONES S.A 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 384920.00 1285632.80 PHOENIX NEW MEDIA LTD 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 17692.00 115705.68 ADR PAMPA ENERGIA SA F 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 401930.00 2676853.80 INTERTAPE POLYMER GROUP, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 24600.00 132864.60 ING GROEP N.V. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 161770.00 1155037.80 GIANT INTERACTIVE GROUP INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 306994.00 1679257.18 FIRST BANCORP PREFERRED STOCK 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 31567.00 134791.09 ENSCO PLC 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 1903610.00 103499275.70 EMPRESAS ICA SOCIEDAD CONTROLA 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 55787.00 408918.71 COTT CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 132.00 864.60 CHINA DIGITAL TV HOLDINGS CO., 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 145804.00 529268.52 BLUEGREEN CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 59419.00 319080.03 ACORN INTERNATIONAL, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 30624.00 130152.00 SIMCERE PHARMACEUTICAL GROUP 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 9896.00 88668.16 TELECOM ITALIA SPA NEW SPONS A 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 116429.00 1079296.83 SPDR GOLD TRUST 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 7201601.00 1162194369.38 First Tier Security 2012-05-01 2012-05-01 N N N 1180000000.00 1180000000.00 0.0102 N 1180000000.00 1180000000.00 J.P. 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Morgan Clearing Corp., 0.56% 45A99NGD1 Other Repurchase Agreement N SYNNEX CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 3400000.00 4721957.40 TAKE-2 INTERACTIVE SOFTWARE 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 8325000.00 12618443.93 TIVO, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 16150000.00 20063807.15 PFD SUNPOWER CORPONE 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 3000000.00 2766333.00 SALESFORCE.COM SR CPFD 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 54623000.00 104336812.50 SBA COMMUNICATIONS CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 18850000.00 28754878.00 RTI INTERNATIONAL META 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 8474000.00 9011760.04 ONYX PHARMACEUTICALS, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 2311000.00 3251690.24 NOVELLUS SYSTEMS, INC 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 52500000.00 70694610.00 NORTHSTAR RLTY FIN LTD 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 21913100.00 22821463.73 NATIONAL FINANCE PARTNERS CORP 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 7375000.00 10141443.63 WTS MEDIVATION INC B 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 1789000.00 2018110.07 MASTEC, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 5800000.00 8047650.80 LEXINGTON CORPORATE PR 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 3062000.00 4219457.43 KNIGHT CAPITAL GROUP INC 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 18225000.00 18124252.20 INTEGRA LIFESCIENCES CORPORATI 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 17500000.00 16852832.50 INCYTE PHARMACEUTICALS, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 12228000.00 32425085.42 HELIX ENERGY SOLUTIONSGROUP IN 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 23100000.00 26538758.40 GAYLORD ENTERTAINMENT 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 7630000.00 10050503.05 DOLLAR FINANCIAL CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 1000000.00 1145630.00 DENDREON CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 4000000.00 3153860.00 CUBIST PHARMACEUTICALS,INC 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 19967000.00 32040645.56 CONCUR TECHNOLOGIES, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 2300000.00 2927534.30 CIENA CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 20306000.00 22431246.27 BIOMED REALTY, L.P. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 6100000.00 7499840.20 AVIS BUDGET GROUP INC COM < 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 23460000.00 26226332.82 A123 SYSTEM INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 3500000.00 1186594.50 UNITED THERAPEUTICS 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 2799000.00 3158609.92 ALLIANCE DATA SRA CUM 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 14500000.00 24289602.50 ANNALY MORTGAGE MANAGEMENT 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 47182000.00 56533236.49 First Tier Security 2012-05-01 2012-05-01 N N N 541000000.00 541000000.00 0.0047 N 541000000.00 541000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99NFD2 Other Repurchase Agreement N 51-100 2012-04-30 2012-04-30 N/A Other Instrument EQUITY 7816718.00 145672897.45 First Tier Security 2012-07-20 2012-07-20 N N N 134000000.00 134000000.00 0.0012 Y 134000000.00 134000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.87% 45A99NFC4 Other Repurchase Agreement N THE B. F. GOODRICH COMPANY 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 22550.00 2825064.00 GOLDMAN SACHS GROUP, INC. (THE 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 143575.00 16426415.75 THE HOME DEPOT, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 10389.00 539708.55 HUNTINGTON BANCSHARES INCORPOR 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 140119.00 943000.87 INTERNATIONAL GAME TECHNOLOGY 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 105317.00 1662955.43 JABIL CIRCUIT, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 46498.00 1096422.84 JUNIPER NETWORKS 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 105825.00 2249839.50 KEYCORP 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 1269974.00 10299489.14 THE KROGER CO. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 149313.00 3486458.55 LSI CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 1342787.00 10594589.43 LEGG MASON, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 177498.00 4655772.54 ELI LILLY AND COMPANY 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 152258.00 6288255.40 LINEAR TECHNOLOGY CORP 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 78557.00 2581383.02 MACY'S INC 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 318956.00 13134608.08 MCDONALD'S CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 60075.00 5850103.50 MEDTRONIC CORP. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 150571.00 5675020.99 MICROSOFT CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 325549.00 10411057.02 MURPHY OIL CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 114515.00 6235341.75 NEWELL RUBBERMAID INC < 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 20550.00 381613.50 NEWFIELD EXPLORATION COMPANY 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 20781.00 747076.95 NEWMONT MINING CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 461772.00 22100407.92 NOBLE ENERGY INC COM 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 19186.00 1919559.30 NVIDIA CORP 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 950728.00 12340449.44 PROGRESS ENERGY INC 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 389096.00 20680452.40 RED HAT, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 174292.00 10616125.72 TITANIUM METALS CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 109440.00 1608768.00 UNUM/PROVIDENT CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 127196.00 3039984.40 BIOGEN IDEC INC - 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 67752.00 9021856.32 CENTERPOINT ENERGY INC HOLDING 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 121911.00 2444315.55 CROWN CASTLE INTERNATIONAL COR 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 38656.00 2188316.16 DENBURY RESOURCES INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 225160.00 4208240.40 DOMINION RESOURCES INC 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 53329.00 2776841.03 EQT CORPORATION < 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 155335.00 7429673.05 E*TRADE GROUP 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 724835.00 7777479.55 E-BAY INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 12836.00 529228.28 EL PASO CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 816874.00 24114120.48 F5 NETWORKS, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 125969.00 17145640.59 FIFTH THIRD BANCORP 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 298952.00 4301919.28 FOREST LABORATORIES, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 31069.00 1084929.48 GANNETT 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 32430.00 454992.90 THE GAP, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 240834.00 6870994.02 GENERAL ELECTRIC COMPANY 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 437430.00 8652365.40 GENERAL MLS INC 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 111104.00 4325278.72 GILEAD SCIENCES INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 99875.00 5209480.00 HARTFORD FINANCIAL SERVICES GR 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 265879.00 5522306.83 First Tier Security 2012-10-19 2012-10-19 N N N 269000000.00 269000000.00 0.0023 Y 269000000.00 269000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 1.05% 43H99UXR3 Other Repurchase Agreement N AAR CORP. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 20250000.00 20109768.75 WABASH NATIONAL CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 7220000.00 7442015.00 BIOMARIN PHARMACEUTICAL, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 44767000.00 82501847.80 CIENA CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 19868000.00 21947404.75 COVANTA HOLDINGS CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 37029000.00 41603636.72 DFC GLOBAL CORP 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 10875000.00 11607366.00 DEALERTRACK HOLDINGS, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 3675000.00 3913408.28 EASTMAN KODAK COMPANY 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 91000.00 27830.80 ENDEAVOUR INTERNATIONAL CORPOR 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 12535000.00 12909219.89 GENCORP INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 33646000.00 35602245.73 HORNBECK OFFSHORE SERVICES, IN 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 3000000.00 3209979.00 HUMAN GENOME SCIENCES, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 999000.00 1290831.88 MGM RESORTS INTERNATIONAL 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 9566000.00 10276552.91 MICRON TECHNOLOGY, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 43340000.00 41944668.70 NASH FINCH COMPANY 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 13525000.00 6303799.63 PHH CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 26477000.00 25769719.90 REGENERON PHARMACEUTICALS, INC 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 28500000.00 50857480.50 SALIX PHARMACEUTICALS LTD DEL 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 10341000.00 10687475.21 SAN DISK CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 57429000.00 57263087.62 STONE ENERGY CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 18541000.00 17987996.13 TIBCO SOFTWARE, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 6000000.00 6130380.00 VIRGIN MEDIA INC + 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 79032000.00 117755467.10 AMTRUST FINANCIAL SERVICES, IN 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 6175000.00 6961392.43 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% 45A99WQB4 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2038-12-01 2041-11-01 4 - 7 Government Agency Debt 32842655.00 26521846.38 First Tier Security 2012-05-01 2012-05-01 N N N 26000000.00 26000000.00 0.0002 N 26000000.00 26000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.33% 45A99WPU3 0001287279 Other Repurchase Agreement N DAYTON HUDSON CORPORATION 2028-01-01 2028-01-01 6.75 - 6.75 Other Instrument CORPORATE 169000.00 216619.55 DELL INC + 2038-04-15 2038-04-15 6.5 - 6.5 Other Instrument CORPORATE 3942000.00 4859034.10 DUKE ENERGY CAROLINAS' 2040-02-15 2041-12-15 4.25 - 5.3 Other Instrument CORPORATE 6545000.00 7137056.58 ESTEE LAUDER COMPANIES INC. (T 2033-10-15 2037-05-15 5.75 - 6 Other Instrument CORPORATE 1817000.00 2281561.80 FLORIDA POWER COMPANY 2033-03-01 2033-03-01 5.9 - 5.9 Other Instrument CORPORATE 144000.00 174778.47 GEORGIA POWER COMPANY 2039-02-01 2042-03-15 4.3 - 5.95 Other Instrument CORPORATE 1755000.00 1870218.33 HONEYWELL INTERNATIONAL INC. 2036-03-15 2037-03-15 5.7 - 5.7 Other Instrument CORPORATE 5374000.00 6611884.76 ITC MIDWEST LLC 2038-01-31 2038-01-31 6.15 - 6.15 Other Instrument CORPORATE 700000.00 868798.01 JPMORGAN CHASE & CO 2026-02-09 2026-02-09 N/A Other Instrument CORPORATE 675000.00 716310.02 MEDTRONIC CORP. 2039-03-15 2039-03-15 6.5 - 6.5 Other Instrument CORPORATE 1071000.00 1427692.99 MERRILL LYNCH AND CO. 2013-04-25 2014-07-15 5.45 - 6.15 Other Instrument CORPORATE 1664000.00 1757929.59 MIDAMERICA ENERGY COMPANY 2035-11-01 2035-11-01 5.75 - 5.75 Other Instrument CORPORATE 4010000.00 4936391.53 NORTHERN STATES POWER 2036-06-01 2036-06-01 6.25 - 6.25 Other Instrument CORPORATE 96000.00 131781.90 PECO ENERGY CO 2036-10-01 2036-10-01 5.95 - 5.95 Other Instrument CORPORATE 3665000.00 4712834.41 POLAR TANKERS, INC. 2037-05-10 2037-05-10 5.951 - 5.951 Other Instrument CORPORATE 400000.00 479252.77 SOUTHERN CALIFORNIA EDISON 2034-01-15 2042-03-15 4.05 - 6.05 Other Instrument CORPORATE 44900000.00 55871028.28 SWISS BANK CORPORATION 2025-07-15 2025-07-15 7.5 - 7.5 Other Instrument CORPORATE 285000.00 319309.71 SWISS BANK CORPORATION 2026-09-01 2026-09-01 7.75 - 7.75 Other Instrument CORPORATE 500000.00 567330.72 SYSCO CORPORATION 2039-03-17 2039-03-17 6.625 - 6.625 Other Instrument CORPORATE 795000.00 1128990.00 TARGET CORPORATION 2037-10-15 2038-01-15 6.5 - 7 Other Instrument CORPORATE 870000.00 1165400.67 UNITED TECHNOLOGIES 2038-07-15 2038-07-15 6.125 - 6.125 Other Instrument CORPORATE 2566000.00 3273427.47 VERIZON COMMUNICATIONS 2039-04-01 2041-04-01 6 - 7.35 Other Instrument CORPORATE 4932000.00 6002007.43 THE BANK OF TOKYO-MITSUBISHI U 2013-09-11 2013-09-11 1.6 - 1.6 Other Instrument CORPORATE 500000.00 503169.95 AT & T INC 2039-02-15 2041-08-15 5.55 - 6.55 Other Instrument CORPORATE 8180000.00 9451784.12 ALABAMA POWER COMPANY 2039-03-01 2039-03-01 6 - 6 Other Instrument CORPORATE 2000.00 2596.30 ARCHER-DANIELS MIDLAND COMPANY 2038-01-15 2038-01-15 6.45 - 6.45 Other Instrument CORPORATE 4341000.00 5656774.65 AT&T INC. 2040-09-01 2040-09-01 5.35 - 5.35 Other Instrument CORPORATE 585000.00 653530.84 BANK OF AMERICA FUNDING CORPOR 2019-06-01 2042-02-07 5 - 7.625 Other Instrument CORPORATE 31374000.00 34199241.82 BRISTOL-MYERS SQUIBB COMPANY 2038-05-01 2038-05-01 6.125 - 6.125 Other Instrument CORPORATE 2500000.00 3307586.91 CAROLINA POWER & LIGHT COMPANY 2033-09-15 2035-04-01 5.7 - 6.125 Other Instrument CORPORATE 4401000.00 5377665.00 CITIGROUP, INC. 2037-05-29 2037-05-29 5.875 - 5.875 Other Instrument CORPORATE 225000.00 239310.52 First Tier Security 2012-05-01 2012-05-01 N N N 158000000.00 158000000.00 0.0014 N 158000000.00 158000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.49% 45A99WMB8 0001287279 Other Repurchase Agreement N 51-100 2021-09-25 2049-12-10 0 - 8.15 Other Instrument MORTGAGE 6363560046.00 292724133.11 First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 271000000.00 271000000.00 0.0024 N 271000000.00 271000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.95% 45A99WDV4 0001287279 Other Repurchase Agreement N 51-100 2032-01-25 2048-08-14 0 - 7 Other Instrument MORTGAGE 1229843148.00 203228639.63 First Tier Security 2012-09-21 2012-09-21 N N N 188000000.00 188000000.00 0.0016 Y 188000000.00 188000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.26% 44Y99JWC1 0000728612 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2026-10-25 2041-12-25 5.758 - 6.718 Government Agency Debt 1859843096.00 129171125.02 FEDERAL HOME LOAN MORTGAGE CORP 2036-02-15 2042-04-15 0 - 6.558 Government Agency Debt 1719809349.00 116863430.70 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-05-16 2041-08-20 5.16 - 7.54 Government Agency Debt 2902629174.00 202018680.23 First Tier Security 2012-05-01 2012-05-01 N N N 435000000.00 435000000.00 0.0038 N 435000000.00 435000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.31% 44Y99JVX6 0000728612 Other Repurchase Agreement N 101-500 2012-08-03 2049-01-01 0 - 3 Other Instrument EQUITY 111240642.00 2521519375.11 First Tier Security 2012-05-01 2012-05-01 N N N 2335000000.00 2335000000.00 0.0203 N 2335000000.00 2335000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.66% 44Y99JVW8 0000728612 Other Repurchase Agreement N 101-500 2012-05-01 2056-08-15 0 - 113.07 Other Instrument MORTGAGE 25167438622.00 1565096537.36 First Tier Security 2012-05-01 2012-05-01 N N N 1450000000.00 1450000000.00 0.0126 N 1450000000.00 1450000000.00 Mizuho Securities USA, Inc. 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