0000278001-12-000034.txt : 20120730 0000278001-12-000034.hdr.sgml : 20120730 20120606145812 ACCESSION NUMBER: 0000278001-12-000034 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120531 FILED AS OF DATE: 20120606 DATE AS OF CHANGE: 20120606 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: 12891775 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 2012-05-31 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC. 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 54 90 115070376273.26 335565422.13 197885462.28 115208056233.11 0.0038 1.0003 2012-05-31 1.0003 2012-05-31 C000019553 2500.00 115208056233.11 1.00 -83417471.91 21194263560.19 21277681032.10 0.0001 1.0003 2012-05-31 1.0003 2012-05-31 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.39% 06366WLY8 Certificate of Deposit First Tier Security 2012-06-29 2012-09-26 N N N 402000000.00 402000000.00 0.0035 N 402049848.00 402049848.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WPF5 Certificate of Deposit First Tier Security 2012-06-18 2012-10-18 N N N 617000000.00 617000000.00 0.0054 N 616932130.00 616932130.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WQD9 Certificate of Deposit First Tier Security 2012-06-29 2012-10-29 N N N 210000000.00 210000000.00 0.0018 N 210015120.00 210015120.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.56% 06366UD47 Certificate of Deposit First Tier Security 2012-07-06 2013-06-06 N N N 741000000.00 741000000.00 0.0064 N 741247494.00 741247494.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417EC43 Certificate of Deposit First Tier Security 2012-06-06 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 2012-06-15 2012-09-17 N N N 1200000000.00 1200000000.00 0.0104 N 1199943600.00 1199943600.00 Bank of Nova Scotia Bank of Nova Scotia, 0.44% 06417ELW1 Certificate of Deposit First Tier Security 2012-06-01 2012-11-01 N N N 899000000.00 899000000.00 0.0078 N 898927181.00 898927181.00 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 403117393.90 403117393.90 Bank of Nova Scotia Bank of Nova Scotia, 0.55% 06417EAZ6 Certificate of Deposit First Tier Security 2012-07-11 2012-07-11 N N N 379000000.00 379000000.00 0.0033 N 378966648.00 378966648.00 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 870228375.00 870228375.00 Bank of Nova Scotia Bank of Nova Scotia, 0.62% 06417DJE6 Certificate of Deposit First Tier Security 2012-08-16 2013-04-15 N N N 206000000.00 206000000.00 0.0018 N 205968688.00 205968688.00 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 1000098100.00 1000098100.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.48% 06538EVD6 Certificate of Deposit First Tier Security 2012-06-07 2012-11-07 N N N 1029000000.00 1029000000.00 0.0089 N 1028870346.00 1028870346.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.48% 06538EWB9 Certificate of Deposit First Tier Security 2012-06-14 2012-11-14 N N N 470000000.00 470000000.00 0.0041 N 469937960.00 469937960.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EMB0 Certificate of Deposit First Tier Security 2012-06-05 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% 06538EMA2 Certificate of Deposit First Tier Security 2012-06-06 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% 06538EPP6 Certificate of Deposit First Tier Security 2012-06-20 2012-09-20 N N N 500000000.00 500000000.00 0.0043 N 499971500.00 499971500.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EPQ4 Certificate of Deposit First Tier Security 2012-06-21 2012-09-21 N N N 500000000.00 500000000.00 0.0043 N 499971500.00 499971500.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.41% 13606X5X2 Certificate of Deposit First Tier Security 2012-06-25 2012-09-24 N N N 1200000000.00 1200000000.00 0.0104 N 1200001200.00 1200001200.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 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 418973603.00 418973603.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.56% 13606XN87 Certificate of Deposit First Tier Security 2012-07-17 2013-06-17 N N N 1107000000.00 1107000000.00 0.0096 N 1107283392.00 1107283392.00 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 204051632.40 204051632.40 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.43% 60681P5S9 Certificate of Deposit First Tier Security 2012-08-20 2012-08-20 N N N 500000000.00 500000000.00 0.0043 N 500044900.00 500044900.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GZS0 Certificate of Deposit First Tier Security 2012-06-05 2012-06-05 N N N 516000000.00 516000000.00 0.0045 N 515999277.60 515999277.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.35% 60687GXR4 Certificate of Deposit First Tier Security 2012-08-06 2012-08-06 N N N 607000000.00 607000000.00 0.0053 N 606999878.60 606999878.60 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 402018733.20 402018733.20 National Bank Canada National Bank Canada, 0.35% 63306VY38 Certificate of Deposit First Tier Security 2012-06-06 2012-07-06 N N N 359000000.00 359000000.00 0.0031 N 358991743.00 358991743.00 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 405175405.50 405175405.50 National Bank Canada National Bank Canada, 0.57% 63306V6J4 Certificate of Deposit First Tier Security 2012-08-06 2013-02-04 N N N 338000000.00 338000000.00 0.0029 N 338029406.00 338029406.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.30% 65557V5P2 Certificate of Deposit First Tier Security 2012-08-24 2012-08-24 N N N 804000000.00 804000000.00 0.0070 N 804000000.00 804000000.00 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 81000314.52 0.0007 N 81006747.30 81006747.30 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.29% 74977MWQ4 Certificate of Deposit First Tier Security 2012-06-08 2012-06-08 N N N 1200000000.00 1200000000.00 0.0104 N 1199995200.00 1199995200.00 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 1200102600.00 1200102600.00 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 185000000.00 185000000.00 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 366000000.00 366000000.00 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 500465500.00 500465500.00 Royal Bank of Canada Royal Bank of Canada, 0.54% 78009NDK9 Certificate of Deposit First Tier Security 2012-08-13 2013-02-11 N N N 235000000.00 235000000.00 0.0020 N 235108570.00 235108570.00 Royal Bank of Canada Royal Bank of Canada, 0.83% 78009JKX2 Certificate of Deposit First Tier Security 2012-07-02 2013-05-31 N N N 900000000.00 900000000.00 0.0078 N 900711000.00 900711000.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.52% 78009J2L8 Certificate of Deposit First Tier Security 2012-08-06 2013-06-06 N N N 750000000.00 749830962.90 0.0065 N 750018000.00 750018000.00 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 1072128532.80 1072128532.80 Societe Generale Societe Generale, 0.35% 83369TBQ9 Certificate of Deposit First Tier Security 2012-06-01 2012-06-01 N N N 798000000.00 798000000.00 0.0069 N 798002473.80 798002473.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562E6J2 Certificate of Deposit First Tier Security 2012-06-02 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 2012-06-03 2012-07-03 N N N 801000000.00 801000000.00 0.0070 N 800981577.00 800981577.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562E6R4 Certificate of Deposit First Tier Security 2012-06-08 2012-06-08 N N N 800000000.00 800000000.00 0.0069 N 800000000.00 800000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DFJ4 Certificate of Deposit First Tier Security 2012-06-14 2012-09-14 N N N 805000000.00 805000000.00 0.0070 N 804933990.00 804933990.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DFT2 Certificate of Deposit First Tier Security 2012-06-18 2012-09-17 N N N 401000000.00 401000000.00 0.0035 N 400966316.00 400966316.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DFY1 Certificate of Deposit First Tier Security 2012-06-18 2012-09-18 N N N 622000000.00 622000000.00 0.0054 N 621947130.00 621947130.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DGH7 Certificate of Deposit First Tier Security 2012-06-25 2012-09-24 N N N 404000000.00 404000000.00 0.0035 N 403963640.00 403963640.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DGK0 Certificate of Deposit First Tier Security 2012-06-25 2012-10-02 N N N 406000000.00 406000000.00 0.0035 N 405960618.00 405960618.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.41% 86562WZG6 Certificate of Deposit First Tier Security 2012-08-03 2012-08-03 N N N 606000000.00 606000000.00 0.0053 N 606042965.40 606042965.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.41% 86562WZL5 Certificate of Deposit First Tier Security 2012-08-09 2012-08-09 N N N 401000000.00 401000000.00 0.0035 N 401031077.50 401031077.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.41% 86562WZS0 Certificate of Deposit First Tier Security 2012-08-21 2012-08-21 N N N 403000000.00 403000000.00 0.0035 N 403036632.70 403036632.70 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 402086992.80 402086992.80 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 401055097.40 401055097.40 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 402057003.60 402057003.60 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 130000866.06 0.0011 N 130010608.00 130010608.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.44% 89112XDH5 Certificate of Deposit First Tier Security 2012-06-07 2012-11-07 N N N 413000000.00 413000000.00 0.0036 N 412965308.00 412965308.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.47% 89112XNA9 Certificate of Deposit First Tier Security 2012-08-02 2013-02-04 N N N 82000000.00 82000000.00 0.0007 N 82009594.00 82009594.00 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 291974304.00 291974304.00 Toronto-Dominion Bank Toronto-Dominion Bank, 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 250196875.00 250196875.00 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 1210140481.00 1210140481.00 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 861099962.10 861099962.10 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 228018992.40 228018992.40 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 1015004466.00 1015004466.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.35% XS0772838545 0000833029 Certificate of Deposit First Tier Security 2012-06-10 2012-10-10 N N N 2000000000.00 2000000000.00 0.0174 N 1999862000.00 1999862000.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.35% XS0772836416 0000833029 Certificate of Deposit First Tier Security 2012-06-11 2012-10-11 N N N 1000000000.00 1000000000.00 0.0087 N 999930000.00 999930000.00 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 667301750.80 667301750.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HDE7 0000833029 Certificate of Deposit First Tier Security 2012-11-29 2012-11-29 N N N 605000000.00 605000000.00 0.0053 N 605122028.50 605122028.50 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 203056637.00 203056637.00 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 81023862.60 81023862.60 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 201059214.60 201059214.60 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 120005052.00 120005052.00 Citibank NA Citibank NA, 0.40% 1730D23B6 Certificate of Deposit First Tier Security 2012-07-09 2012-07-09 N N N 555000000.00 555000000.00 0.0048 N 555138250.50 555138250.50 Citibank NA Citibank NA, 0.40% 1730D23E0 Certificate of Deposit First Tier Security 2012-07-10 2012-07-10 N N N 388000000.00 388000000.00 0.0034 N 388000000.00 388000000.00 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.28% 8574P06D5 Certificate of Deposit First Tier Security 2012-08-31 2012-08-31 N N N 688000000.00 688000000.00 0.0060 N 688140558.40 688140558.40 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 1648000000.00 1647302446.11 0.0143 N 1647630848.00 1647630848.00 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 1499306250.73 0.0130 N 1499607000.00 1499607000.00 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 437664709.12 0.0038 N 437754328.44 437754328.44 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 864524250.72 0.0075 N 864659190.00 864659190.00 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 899426249.62 0.0078 N 899541000.00 899541000.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956S5 Treasury Debt First Tier Security 2012-11-08 2012-11-08 N N N 1115000000.00 1114281444.05 0.0097 N 1114393440.00 1114393440.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127955L1 Treasury Debt First Tier Security 2012-11-15 2012-11-15 N N N 1116000000.00 1115245484.46 0.0097 N 1115352720.00 1115352720.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956T3 Treasury Debt First Tier Security 2012-11-23 2012-11-23 N N N 1735000000.00 1733763454.26 0.0150 N 1733967675.00 1733967675.00 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 1201093373.52 0.0104 N 1201030800.00 1201030800.00 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 1003201904.40 0.0087 N 1002969000.00 1002969000.00 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 720004516.36 0.0062 N 720074386.00 720074386.00 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 250138494.30 0.0022 N 250166000.00 250166000.00 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 98552112.27 0.0009 N 98553552.00 98553552.00 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 1366907790.91 0.0119 N 1367065200.00 1367065200.00 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 602085953.82 0.0052 N 602179800.00 602179800.00 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 806358269.61 0.0070 N 806501274.96 806501274.96 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 355373564.37 0.0031 N 355400500.00 355400500.00 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 315838687.50 0.0027 N 315848925.00 315848925.00 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 92791938.47 0.0008 N 92805000.00 92805000.00 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 337085633.14 0.0029 N 337128624.00 337128624.00 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 250201134.80 0.0022 N 250254000.00 250254000.00 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 528022664.81 0.0046 N 528042018.00 528042018.00 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 251354856.08 0.0022 N 251396500.00 251396500.00 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 879000000.00 886382652.24 0.0077 N 886347561.00 886347561.00 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 256509945.15 0.0022 N 256494250.00 256494250.00 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 1096842451.27 0.0095 N 1097125029.00 1097125029.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% 912828QK9 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 281000000.00 281913468.56 0.0024 N 281921961.00 281921961.00 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 127219818.80 0.0011 N 127236375.00 127236375.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828MT4 Treasury Debt First Tier Security 2013-03-15 2013-03-15 N N N 45000000.00 45410752.08 0.0004 N 45420120.00 45420120.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 565000000.00 572490542.53 0.0050 N 572592470.00 572592470.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 210000000.00 211913023.37 0.0018 N 211976940.00 211976940.00 Barclays Bank PLC Barclays Bank PLC, 0.70% 06741PBU8 Financial Company Commercial Paper First Tier Security 2012-06-28 2012-06-28 N N N 121000000.00 121000000.00 0.0011 Y 121030250.00 121030250.00 Barclays Bank PLC Barclays Bank PLC, 0.78% 06741PBZ7 Financial Company Commercial Paper First Tier Security 2012-06-14 2012-06-14 N N N 122000000.00 122000000.00 0.0011 Y 122004880.00 122004880.00 Barclays Bank PLC Barclays Bank PLC, 1.00% 06741PBT1 Financial Company Commercial Paper First Tier Security 2012-08-09 2012-08-09 N N N 359000000.00 359000000.00 0.0031 Y 359150780.00 359150780.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.40% 06741GKJ3 Financial Company Commercial Paper First Tier Security 2012-08-15 2012-08-15 N N N 119000000.00 118900833.37 0.0010 N 118935430.60 118935430.60 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 1185963431.59 0.0103 N 1185982921.60 1185982921.60 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 196990423.60 0.0017 N 196995193.20 196995193.20 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 599941666.68 0.0052 N 599959980.00 599959980.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RFJ8 Financial Company Commercial Paper First Tier Security 2012-06-18 2012-06-18 N N N 598000000.00 597858805.50 0.0052 N 597910300.00 597910300.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RFN9 Financial Company Commercial Paper First Tier Security 2012-06-22 2012-06-22 N N N 598000000.00 597825583.25 0.0052 N 597889968.00 597889968.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RFV1 Financial Company Commercial Paper First Tier Security 2012-06-29 2012-06-29 N N N 599000000.00 598767055.37 0.0052 N 598850968.80 598850968.80 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RG24 Financial Company Commercial Paper First Tier Security 2012-07-02 2012-07-02 N N N 746000000.00 745678805.37 0.0065 N 745790672.40 745790672.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACA2 Financial Company Commercial Paper First Tier Security 2012-06-20 2012-10-22 N N N 170000000.00 170000000.00 0.0015 N 169987250.00 169987250.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACP9 Financial Company Commercial Paper First Tier Security 2012-06-25 2012-11-27 N N N 175000000.00 175000000.00 0.0015 N 174975150.00 174975150.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACR5 Financial Company Commercial Paper First Tier Security 2012-06-27 2012-11-27 N N N 226000000.00 225977972.59 0.0020 N 226002486.00 226002486.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DF47 Financial Company Commercial Paper First Tier Security 2012-06-04 2012-06-04 N N N 276000000.00 275985740.02 0.0024 N 275997543.60 275997543.60 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 199962111.12 0.0017 N 199994260.00 199994260.00 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 199951777.76 0.0017 N 199992500.00 199992500.00 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 393967166.64 0.0034 N 393982545.80 393982545.80 DNB Bank ASA DNB Bank ASA, 0.33% 2332K0JJ2 Financial Company Commercial Paper First Tier Security 2012-09-18 2012-09-18 N N N 792000000.00 791208660.21 0.0069 N 791297416.80 791297416.80 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 196938711.13 0.0017 N 196973148.90 196973148.90 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JAF0 Financial Company Commercial Paper First Tier Security 2012-06-12 2012-09-12 N N N 794000000.00 794000000.00 0.0069 N 793957918.00 793957918.00 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 548720924.96 0.0048 N 548800493.40 548800493.40 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 596661700.04 0.0052 N 596752842.00 596752842.00 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 499691666.70 0.0043 N 499770850.00 499770850.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.45% 60682WHX9 Financial Company Commercial Paper First Tier Security 2012-08-31 2012-08-31 N N N 121000000.00 120862362.50 0.0010 N 120852501.00 120852501.00 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 205989413.87 0.0018 N 205994499.80 205994499.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THA2 Financial Company Commercial Paper First Tier Security 2012-08-10 2012-08-10 N N N 59000000.00 58942638.88 0.0005 N 58957992.00 58957992.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THA2 Financial Company Commercial Paper First Tier Security 2012-08-10 2012-08-10 N N N 334000000.00 333675277.91 0.0029 N 333762192.00 333762192.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THD6 Financial Company Commercial Paper First Tier Security 2012-08-13 2012-08-13 N N N 197000000.00 196800263.91 0.0017 N 196848152.40 196848152.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THE4 Financial Company Commercial Paper First Tier Security 2012-08-14 2012-08-14 N N N 179000000.00 178816027.81 0.0016 N 178858285.70 178858285.70 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THF1 Financial Company Commercial Paper First Tier Security 2012-08-15 2012-08-15 N N N 198000000.00 197793750.05 0.0017 N 197839065.60 197839065.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THH7 Financial Company Commercial Paper First Tier Security 2012-08-17 2012-08-17 N N N 198000000.00 197788249.93 0.0017 N 197830967.40 197830967.40 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 79990044.45 0.0007 N 79995000.00 79995000.00 Swedbank AB Swedbank AB, 0.32% 87019RFF8 Financial Company Commercial Paper First Tier Security 2012-06-15 2012-06-15 N N N 190000000.00 189976355.52 0.0016 N 189984173.00 189984173.00 Swedbank AB Swedbank AB, 0.32% 87019RFJ0 Financial Company Commercial Paper First Tier Security 2012-06-18 2012-06-18 N N N 50000000.00 49992444.45 0.0004 N 49994875.00 49994875.00 Swedbank AB Swedbank AB, 0.32% 87019RFL5 Financial Company Commercial Paper First Tier Security 2012-06-20 2012-06-20 N N N 170000000.00 169971288.90 0.0015 N 169980348.00 169980348.00 Swedbank AB Swedbank AB, 0.32% 87019RFM3 Financial Company Commercial Paper First Tier Security 2012-06-21 2012-06-21 N N N 200000000.00 199964444.44 0.0017 N 199975500.00 199975500.00 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 599720000.04 0.0052 N 599825820.00 599825820.00 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 72919091.66 0.0006 N 72973990.10 72973990.10 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 249950000.00 0.0022 N 249980125.00 249980125.00 UBS Finance, Inc. UBS Finance, Inc., 0.30% 90262CFU6 Financial Company Commercial Paper First Tier Security 2012-06-28 2012-06-28 N N N 1740000000.00 1739608500.35 0.0151 N 1739735868.00 1739735868.00 Ciesco LP Ciesco LP, 0.37% 17178BFM2 Asset Backed Commercial Paper First Tier Security 2012-06-21 2012-06-21 N N Y GUARANTOR CITIBANK NA N/A N/A 53000000.00 52989105.54 0.0005 N 52995055.10 52995055.10 Ciesco LP Ciesco LP, 0.37% 17178BFS9 Asset Backed Commercial Paper First Tier Security 2012-06-26 2012-06-26 N N Y GUARANTOR CITIBANK NA N/A N/A 40000000.00 39989722.22 0.0003 N 39995376.00 39995376.00 Ciesco LP Ciesco LP, 0.38% 17178BFR1 Asset Backed Commercial Paper First Tier Security 2012-06-25 2012-06-25 N N Y GUARANTOR CITIBANK NA N/A N/A 331000000.00 330916146.71 0.0029 N 330963225.90 330963225.90 Ciesco LP Ciesco LP, 0.38% 17178BG25 Asset Backed Commercial Paper First Tier Security 2012-07-02 2012-07-02 N N Y GUARANTOR CITIBANK NA N/A N/A 316000000.00 315896597.85 0.0027 N 315953105.60 315953105.60 Ciesco LP Ciesco LP, 0.38% 17178BG66 Asset Backed Commercial Paper First Tier Security 2012-07-06 2012-07-06 N N Y GUARANTOR CITIBANK NA N/A N/A 212000000.00 211921677.70 0.0018 N 211961840.00 211961840.00 Ciesco LP Ciesco LP, 0.40% 17178BG58 Asset Backed Commercial Paper First Tier Security 2012-07-05 2012-07-05 N N Y GUARANTOR CITIBANK NA N/A N/A 50000000.00 49981111.11 0.0004 N 49980550.00 49980550.00 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 195000000.00 0.0017 N 194998693.50 194998693.50 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 137995744.99 0.0012 N 137996315.40 137996315.40 Govco, Inc. Govco, Inc., 0.37% 38362VFB4 Asset Backed Commercial Paper First Tier Security 2012-06-11 2012-06-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 54000000.00 53994450.00 0.0005 N 53996041.80 53996041.80 Govco, Inc. Govco, Inc., 0.37% 38362VFD0 Asset Backed Commercial Paper First Tier Security 2012-06-13 2012-06-13 N N Y LIQUIDITY CITIBANK NA N/A N/A 110000000.00 109986433.35 0.0010 N 109990463.00 109990463.00 Govco, Inc. Govco, Inc., 0.37% 38362VFF5 Asset Backed Commercial Paper First Tier Security 2012-06-15 2012-06-15 N N Y LIQUIDITY CITIBANK NA N/A N/A 55000000.00 54992086.12 0.0005 N 54992817.00 54992817.00 Govco, Inc. Govco, Inc., 0.37% 38362VFJ7 Asset Backed Commercial Paper First Tier Security 2012-06-18 2012-06-18 N N Y LIQUIDITY CITIBANK NA N/A N/A 137000000.00 136976063.09 0.0012 N 136983560.00 136983560.00 Govco, Inc. Govco, Inc., 0.37% 38362VFN8 Asset Backed Commercial Paper First Tier Security 2012-06-22 2012-06-22 N N Y LIQUIDITY CITIBANK NA N/A N/A 207000000.00 206955322.53 0.0018 N 206969633.10 206969633.10 Govco, Inc. Govco, Inc., 0.38% 38362VFV0 Asset Backed Commercial Paper First Tier Security 2012-06-29 2012-06-29 N N Y LIQUIDITY CITIBANK NA N/A N/A 137000000.00 136959508.85 0.0012 N 136973517.90 136973517.90 Govco, Inc. Govco, Inc., 0.39% 38362VG23 Asset Backed Commercial Paper First Tier Security 2012-07-02 2012-07-02 N N Y LIQUIDITY CITIBANK NA N/A N/A 82000000.00 81972461.66 0.0007 N 81982214.20 81982214.20 Govco, Inc. Govco, Inc., 0.39% 38362VG31 Asset Backed Commercial Paper First Tier Security 2012-07-03 2012-07-03 N N Y LIQUIDITY CITIBANK NA N/A N/A 132000000.00 131954240.01 0.0011 N 131970234.00 131970234.00 Govco, Inc. Govco, Inc., 0.40% 38362VG64 Asset Backed Commercial Paper First Tier Security 2012-07-06 2012-07-06 N N Y LIQUIDITY CITIBANK NA N/A N/A 159000000.00 158938166.65 0.0014 N 158938149.00 158938149.00 Windmill Funding Corp. Windmill Funding Corp., 0.31% 97342GFB8 Asset Backed Commercial Paper First Tier Security 2012-06-11 2012-06-11 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 95088000.00 95079811.86 0.0008 N 95082770.16 95082770.16 Windmill Funding Corp. Windmill Funding Corp., 0.31% 97342GFC6 Asset Backed Commercial Paper First Tier Security 2012-06-12 2012-06-12 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 90000000.00 89991475.00 0.0008 N 89994447.00 89994447.00 Windmill Funding Corp. Windmill Funding Corp., 0.31% 97342GFC6 Asset Backed Commercial Paper First Tier Security 2012-06-12 2012-06-12 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 60000000.00 59994316.67 0.0005 N 59996298.00 59996298.00 Windmill Funding Corp. Windmill Funding Corp., 0.31% 97342GFD4 Asset Backed Commercial Paper First Tier Security 2012-06-13 2012-06-13 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 75000000.00 74992250.01 0.0007 N 74994855.00 74994855.00 Windmill Funding Corp. Windmill Funding Corp., 0.31% 97342GFD4 Asset Backed Commercial Paper First Tier Security 2012-06-13 2012-06-13 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 61000000.00 60993696.67 0.0005 N 60995815.40 60995815.40 Windmill Funding Corp. Windmill Funding Corp., 0.31% 97342GFD4 Asset Backed Commercial Paper First Tier Security 2012-06-13 2012-06-13 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 75000000.00 74992250.01 0.0007 N 74994855.00 74994855.00 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFM4 Asset Backed Commercial Paper First Tier Security 2012-06-21 2012-06-21 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 75000000.00 74985416.66 0.0007 N 74990812.50 74990812.50 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFM4 Asset Backed Commercial Paper First Tier Security 2012-06-21 2012-06-21 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 75000000.00 74985416.66 0.0007 N 74990812.50 74990812.50 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFM4 Asset Backed Commercial Paper First Tier Security 2012-06-21 2012-06-21 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 29000000.00 28994361.11 0.0003 N 28996447.50 28996447.50 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFM4 Asset Backed Commercial Paper First Tier Security 2012-06-21 2012-06-21 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 75000000.00 74985416.66 0.0007 N 74990812.50 74990812.50 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFN2 Asset Backed Commercial Paper First Tier Security 2012-06-22 2012-06-22 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 50000000.00 49989791.66 0.0004 N 49993490.00 49993490.00 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFN2 Asset Backed Commercial Paper First Tier Security 2012-06-22 2012-06-22 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 32000000.00 31993466.66 0.0003 N 31995833.60 31995833.60 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFN2 Asset Backed Commercial Paper First Tier Security 2012-06-22 2012-06-22 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 50000000.00 49989791.66 0.0004 N 49993490.00 49993490.00 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFR3 Asset Backed Commercial Paper First Tier Security 2012-06-25 2012-06-25 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 75000000.00 74982499.99 0.0007 N 74988382.50 74988382.50 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFR3 Asset Backed Commercial Paper First Tier Security 2012-06-25 2012-06-25 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 75000000.00 74982499.99 0.0007 N 74988382.50 74988382.50 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFR3 Asset Backed Commercial Paper First Tier Security 2012-06-25 2012-06-25 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 33000000.00 32992300.00 0.0003 N 32994888.30 32994888.30 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFU6 Asset Backed Commercial Paper First Tier Security 2012-06-28 2012-06-28 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 75000000.00 74980312.49 0.0007 N 74986410.00 74986410.00 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFU6 Asset Backed Commercial Paper First Tier Security 2012-06-28 2012-06-28 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 50000000.00 49986874.99 0.0004 N 49990940.00 49990940.00 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFU6 Asset Backed Commercial Paper First Tier Security 2012-06-28 2012-06-28 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 15000000.00 14996062.50 0.0001 N 14997282.00 14997282.00 Comcast Corp. Comcast Corp., 0.45% 2003A2F84 Other Commercial Paper Second Tier Security 2012-06-08 2012-06-08 N N N 36000000.00 35996850.00 0.0003 N 35997879.60 35997879.60 Devon Energy Corp. Devon Energy Corp., 0.44% 25179JAA8 Other Commercial Paper Second Tier Security 2012-06-26 2012-07-02 Y DEVON ENERGY CORP NEW N/A N/A N N 569000000.00 569000000.00 0.0049 N 568908960.00 568908960.00 Ecolab, Inc. Ecolab, Inc., 0.52% 27887RAA9 Other Commercial Paper Second Tier Security 2012-06-11 2012-07-02 Y ECOLAB INC N/A N/A N N 381000000.00 381000000.00 0.0033 N 381003810.00 381003810.00 Sempra Global Sempra Global, 0.42% 81685LFV2 Other Commercial Paper Second Tier Security 2012-06-29 2012-06-29 N N N 74000000.00 73975826.64 0.0006 N 73981167.00 73981167.00 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 42980709.72 0.0004 N 42991520.40 42991520.40 Verizon Communications, Inc. Verizon Communications, Inc., 0.42% 92344LFJ9 Other Commercial Paper Second Tier Security 2012-06-18 2012-06-18 N N N 23000000.00 22995438.33 0.0002 N 22996492.50 22996492.50 Viacom, Inc. Viacom, Inc., 0.42% 9255M2F80 Other Commercial Paper Second Tier Security 2012-06-08 2012-06-08 N N N 44000000.00 43996406.67 0.0004 N 43997408.40 43997408.40 Viacom, Inc. Viacom, Inc., 0.42% 9255M2FB3 Other Commercial Paper Second Tier Security 2012-06-11 2012-06-11 N N N 38000000.00 37995566.67 0.0003 N 37996747.20 37996747.20 Viacom, Inc. Viacom, Inc., 0.42% 9255M2FD9 Other Commercial Paper Second Tier Security 2012-06-13 2012-06-13 N N N 27000000.00 26996220.00 0.0002 N 26997173.10 26997173.10 Viacom, Inc. Viacom, Inc., 0.42% 9255M2FE7 Other Commercial Paper Second Tier Security 2012-06-14 2012-06-14 N N N 46000000.00 45993023.33 0.0004 N 45994723.80 45994723.80 Viacom, Inc. Viacom, Inc., 0.42% 9255M2FK3 Other Commercial Paper Second Tier Security 2012-06-19 2012-06-19 N N N 32000000.00 31993280.00 0.0003 N 31994816.00 31994816.00 Viacom, Inc. Viacom, Inc., 0.43% 9255M2FR8 Other Commercial Paper Second Tier Security 2012-06-25 2012-06-25 N N N 26000000.00 25992546.66 0.0002 N 25994168.20 25994168.20 Viacom, Inc. Viacom, Inc., 0.44% 9255M2FJ6 Other Commercial Paper Second Tier Security 2012-06-18 2012-06-18 N N N 23000000.00 22995221.11 0.0002 N 22996492.50 22996492.50 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780JFM8 Other Commercial Paper Second Tier Security 2012-06-21 2012-06-21 N N N 25000000.00 24994444.46 0.0002 N 24994150.00 24994150.00 Xerox Corp. Xerox Corp., 0.63% 98412EF67 Other Commercial Paper Second Tier Security 2012-06-06 2012-06-06 N N N 20000000.00 19998250.00 0.0002 N 19998634.00 19998634.00 Xerox Corp. Xerox Corp., 0.63% 98412EF75 Other Commercial Paper Second Tier Security 2012-06-07 2012-06-07 N N N 36000000.00 35996220.00 0.0003 N 35997130.80 35997130.80 Xerox Corp. Xerox Corp., 0.63% 98412EF83 Other Commercial Paper Second Tier Security 2012-06-08 2012-06-08 N N N 84000000.00 83989710.00 0.0007 N 83992255.20 83992255.20 Xerox Corp. Xerox Corp., 0.63% 98412EFB6 Other Commercial Paper Second Tier Security 2012-06-11 2012-06-11 N N N 42000000.00 41992650.00 0.0004 N 41994481.20 41994481.20 Xerox Corp. Xerox Corp., 0.63% 98412EFC4 Other Commercial Paper Second Tier Security 2012-06-12 2012-06-12 N N N 40000000.00 39992300.00 0.0003 N 39994200.00 39994200.00 Xerox Corp. Xerox Corp., 0.65% 98412EFC4 Other Commercial Paper Second Tier Security 2012-06-12 2012-06-12 N N N 31500000.00 31493743.75 0.0003 N 31495432.50 31495432.50 Xerox Corp. Xerox Corp., 0.65% 98412EFC4 Other Commercial Paper Second Tier Security 2012-06-12 2012-06-12 N N N 62500000.00 62487586.80 0.0005 N 62490937.50 62490937.50 Xerox Corp. Xerox Corp., 0.65% 98412EFD2 Other Commercial Paper Second Tier Security 2012-06-13 2012-06-13 N N N 48000000.00 47989600.00 0.0004 N 47992372.80 47992372.80 Xerox Corp. Xerox Corp., 0.65% 98412EFR1 Other Commercial Paper Second Tier Security 2012-06-25 2012-06-25 N N N 22000000.00 21990466.66 0.0002 N 21992773.00 21992773.00 Xerox Corp. Xerox Corp., 0.67% 98412EFJ9 Other Commercial Paper Second Tier Security 2012-06-18 2012-06-18 N N N 48000000.00 47984813.32 0.0004 N 47989080.00 47989080.00 Xerox Corp. Xerox Corp., 0.68% 98412EFN0 Other Commercial Paper Second Tier Security 2012-06-22 2012-06-22 N N N 38000000.00 37984926.67 0.0003 N 37989249.80 37989249.80 Xerox Corp. Xerox Corp., 0.68% 98412EFN0 Other Commercial Paper Second Tier Security 2012-06-22 2012-06-22 N N N 19000000.00 18992463.33 0.0002 N 18994624.90 18994624.90 Xerox Corp. Xerox Corp., 0.68% 98412EFV2 Other Commercial Paper Second Tier Security 2012-06-29 2012-06-29 N N N 48000000.00 47974613.34 0.0004 N 47981169.60 47981169.60 Royal Bank of Canada Royal Bank of Canada, 0.52% 78008FBA1 Other Note First Tier Security 2012-07-02 2013-05-31 N N N 1300000000.00 1300000000.00 0.0113 N 1300013000.00 1300013000.00 Royal Bank of Canada Royal Bank of Canada, 0.52% 78008KXS7 Other Note First Tier Security 2012-08-06 2013-06-06 N N N 376000000.00 375915256.07 0.0033 N 376108664.00 376108664.00 Royal Bank of Canada Royal Bank of Canada, 0.72% 78008FAM6 Other Note First Tier Security 2012-06-15 2013-06-14 N N N 750000000.00 750000000.00 0.0065 N 750027750.00 750027750.00 Westpac Banking Corp. Westpac Banking Corp., 0.58% 91621CBE0 Other Note First Tier Security 2012-06-08 2012-06-08 N N N 393000000.00 393000000.00 0.0034 N 393001572.00 393001572.00 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 801008811.00 801008811.00 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 80253368.44 0.0007 N 80255816.46 80255816.46 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 134981775.00 0.0012 N 134985771.00 134985771.00 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 140978145.00 0.0012 N 140981740.50 140981740.50 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 35082561.36 0.0003 N 35083456.10 35083456.10 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 219965900.00 0.0019 N 219971510.00 219971510.00 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 59990400.00 0.0005 N 59991858.00 59991858.00 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 81986880.00 0.0007 N 81988872.60 81988872.60 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 185970240.00 0.0016 N 185974759.80 185974759.80 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 48990445.00 0.0004 N 48990944.80 48990944.80 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 61987910.00 0.0005 N 61988542.40 61988542.40 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 93981670.00 0.0008 N 93982628.80 93982628.80 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 374925000.00 0.0033 N 374927550.00 374927550.00 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 288382099.43 0.0025 N 288380397.59 288380397.59 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 317925270.00 0.0028 N 317922821.40 317922821.40 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 106038544.64 0.0009 N 106037632.49 106037632.49 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 304920700.00 0.0026 N 304916796.00 304916796.00 Straight-A Funding LLC Straight-A Funding LLC, 0.18% (Liquidity Facility Federal Financing Bank) 86257EKQ0 Government Agency Debt First Tier Security 2012-08-09 2012-08-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 175000000.00 174942250.00 0.0015 N 174938225.00 174938225.00 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 49994760.20 0.0004 N 50016700.00 50016700.00 Freddie Mac Freddie Mac, 0.20% 3134G13Z5 Government Agency Debt First Tier Security 2012-06-10 2012-08-10 N N N 750000000.00 749927498.10 0.0065 N 750195000.00 750195000.00 New York Dorm. Auth. Revs. New York Dorm. Auth. Revs., 0.20% (City Univ. Proj.) Series 2008 C, LOC Bank of America NA VRDN 64983M4P0 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.18% (101 West End Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MLD5 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.18% (66 West 38th Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MXX8 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.18% (55 West 25th Street Hsg. Proj.) Series 2005 A, LOC Fannie Mae VRDN 64986ME68 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 105400000.00 105400000.00 0.0009 N 105400000.00 105400000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.18% (101 West End Hsg. Proj.) Series 1998 A, LOC Fannie Mae VRDN 64986MLC7 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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 Metropolitan Trans. Auth. Rev. New York Metropolitan Trans. Auth. Rev., 0.17% Series 2011 B, LOC Bank of America NA VRDN 59259YHZ5 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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 2012-06-07 2012-06-07 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., 0.19% (Recology, Inc. Proj.) Series 2010 A, LOC Bank of America NA VRDN 130536PN9 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.16% (Parker Ranch Proj.) Series A, LOC Fannie Mae VRDN 828905EA3 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.20% Series 2008 D3, LOC Bank of America NA VRDN 18085PKE3 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.18% (Henry Ford Health Sys. Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 59465HGS9 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.18% Series 2005 B, LOC Bank of America NA VRDN 717893TR2 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.21% (CaroMont Health Proj.) Series 2003 A, LOC Bank of America NA VRDN 65820HVF7 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.21% (Waste Mgmt., Inc. Proj.) Series A, LOC JPMorgan Chase Bank VRDN 402231AX2 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.19% Series 2007, LOC JPMorgan Chase Bank VRDN 90341UBU5 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.27% (George Washington Univ. Proj.) Series 1999 B, LOC Bank of America NA VRDN 2548394S9 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.26% (Catholic Healthcare West Proj.) Series 2008 B, LOC Bank of America NA VRDN 040507JU0 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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 174976725.00 174976725.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.20% 12R99T8G2 0001167831 Other Instrument Time Deposits First Tier Security 2012-06-07 2012-06-07 N N N 1328000000.00 1328000000.00 0.0115 N 1328000000.00 1328000000.00 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 9527017.00 9527016.50 0.0001 N 9528800.91 9528800.91 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 794585.00 794584.95 0.0000 N 794647.25 794647.25 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 5888100.00 5888100.00 0.0001 N 5888198.92 5888198.92 Barclays Capital, Inc. Barclays Capital, Inc., 0.20% 44B9928Y2 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-05-01 2042-05-01 2.271 - 7 Government Agency Debt 94393758.00 67479872.46 FEDERAL NATIONAL MORTGAGE ASSOC 2020-06-01 2042-05-01 0 - 6.5 Government Agency Debt 147287740.00 117841725.56 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-05-20 2041-08-20 4 - 4 Government Agency Debt 7099753.00 6512975.68 First Tier Security 2012-06-07 2012-06-07 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% 44B9928D8 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-09-01 2042-05-01 3.5 - 6.5 Government Agency Debt 195320853.00 141143592.52 FEDERAL NATIONAL MORTGAGE ASSOC 2021-05-01 2048-12-01 3 - 7.5 Government Agency Debt 233845847.00 202702304.33 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-04-15 2042-04-15 3 - 3 Government Agency Debt 18231035.00 18934960.21 First Tier Security 2012-06-07 2012-06-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 355000000.00 355000000.00 0.0031 N 355000000.00 355000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.19% 44W99G5V7 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2041-08-20 2042-02-20 4 - 5 Government Agency Debt 384060613.00 401894075.91 First Tier Security 2012-06-01 2012-06-01 N N N 394000000.00 394000000.00 0.0034 N 394000000.00 394000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.20% 44W99G7T0 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2042-03-20 4 - 5 Government Agency Debt 399305565.00 392700092.75 First Tier Security 2012-06-07 2012-06-07 N N N 385000000.00 385000000.00 0.0033 N 385000000.00 385000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.24%, dated 5/31/2012 due 06/01/2012 45G99KSY2_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2041-09-01 3 - 4.5 Government Agency Debt 7871.75 7701.71 FEDERAL NATIONAL MORTGAGE ASSOC 2040-07-25 2042-06-25 3.5 - 7 Government Agency Debt 17848.80 18868.53 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-02-16 2041-10-20 3.5 - 4.5 Government Agency Debt 5523.94 5991.68 Unrated Security 2012-06-01 2012-06-01 N N N 31687.00 31686.62 0.0000 N 31686.62 31686.62 Goldman Sachs & Co. Goldman Sachs & Co., 0.20% 44X99HQL3 0000769993 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2042-05-01 2.276 - 6 Government Agency Debt 212464369.00 200700360.53 FEDERAL NATIONAL MORTGAGE ASSOC 2019-04-01 2042-06-01 2.374 - 7 Government Agency Debt 562809798.00 371522819.19 First Tier Security 2012-06-07 2012-06-07 N N N 561000000.00 561000000.00 0.0049 N 561000000.00 561000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 45B99TGU9 0000877559 Government Agency Repurchase Agreement Y US TREASURY 2034-11-15 2034-11-15 N/A Treasury Debt 60000.00 32110.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-08-20 2041-02-20 5 - 5.759 Government Agency Debt 93500.00 77151.68 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-25 2046-06-01 2 - 5.739 Government Agency Debt 293832996.00 116794661.61 First Tier Security 2012-06-07 2012-06-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 114000000.00 114000000.00 0.0010 N 114000000.00 114000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 45B99TFU0 0000877559 Government Agency Repurchase Agreement Y US TREASURY 2013-08-15 2039-02-15 0 - 4.25 Treasury Debt 5565000.00 5868302.77 FEDERAL HOME LOAN MORTGAGE CORP 2019-12-15 2040-12-15 0.65 - 5.5 Government Agency Debt 101655489.00 23884141.52 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-25 2048-07-25 0.539 - 6 Government Agency Debt 1866916573.00 354999687.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-08-20 2041-02-20 3 - 5.842 Government Agency Debt 30195424.00 28671765.89 First Tier Security 2012-06-07 2012-06-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 402000000.00 402000000.00 0.0035 N 402000000.00 402000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.24%, dated 5/31/2012 due 06/01/2012 45G99KSY2_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-07-01 2052-05-01 3 - 8.5 Government Agency Debt 29516.36 25878.87 Unrated Security 2012-06-01 2012-06-01 N N N 25371.00 25371.38 0.0000 N 25371.38 25371.38 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.24%, dated 5/31/2012 due 06/01/2012 45G99KSY2_08126 Government Agency Repurchase Agreement Y US TREASURY 2015-07-31 2017-09-30 0.625 - 10.625 Treasury Debt 103575.44 112926.29 FEDERAL HOME LOAN MORTGAGE CORP 2015-07-01 2042-03-01 2.125 - 11 Government Agency Debt 236218.15 67280.12 FEDERAL NATIONAL MORTGAGE ASSOC 2013-05-01 2047-10-01 1.358 - 9.5 Government Agency Debt 501163.80 164889.55 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-09-15 2062-04-20 0.49 - 8 Government Agency Debt 131009.35 69272.28 Unrated Security 2012-06-01 2012-06-01 N N N 405942.00 405942.01 0.0000 N 405942.01 405942.01 UBS Securities LLC UBS Securities LLC, 0.20% 44T99CVC3 0000230611 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2041-09-20 2042-05-20 3.5 - 4.5 Government Agency Debt 841754208.00 899674986.61 First Tier Security 2012-06-07 2012-06-07 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 882000000.00 882000000.00 0.0077 N 882000000.00 882000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.38% 45J999LH8 0000851376 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17771105.00 143644550.39 First Tier Security 2012-06-05 2012-06-05 N N N 133000000.00 133000000.00 0.0012 N 133000000.00 133000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.47% 45J999MH7 0000851376 Other Repurchase Agreement N 51-100 2012-07-15 2099-12-18 0 - 14.75 Other Instrument CORPORATE 235631058.00 208442721.81 First Tier Security 2012-06-01 2012-06-01 N N N 193000000.00 193000000.00 0.0017 N 193000000.00 193000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.62% 45J999ML8 0000851376 Other Repurchase Agreement N CADENCE DESIGN SYS INC 2015-06-01 2015-06-01 2.625 - 2.625 Other Instrument EQUITY 15399827.00 22579996.34 CONCUR TECHNOLOGIES INC 2015-04-15 2015-04-15 2.5 - 2.5 Other Instrument EQUITY 21086000.00 27979950.56 ENPRO INDS INC 2015-10-15 2015-10-15 3.938 - 3.938 Other Instrument EQUITY 478000.00 629182.74 XILINX INC 2037-03-15 2037-03-15 3.125 - 3.125 Other Instrument EQUITY 21842000.00 25426211.53 GROUP 1 AUTOMOTIVE INC 2020-03-15 2020-03-15 N/A Other Instrument EQUITY 18997000.00 28906633.07 HERTZ GLOBAL HLDGS INC 2014-06-01 2014-06-01 5.25 - 5.25 Other Instrument EQUITY 14427000.00 25102979.99 VERISIGN INC 2037-08-15 2037-08-15 3.25 - 3.25 Other Instrument EQUITY 16595000.00 21379661.18 HOST HOTELS & RESORTS L P 2029-10-15 2029-10-15 2.5 - 2.5 Other Instrument EQUITY 17000000.00 21590000.00 ALLIANCE DATA SYS CORP 2013-08-01 2013-08-01 1.75 - 1.75 Other Instrument EQUITY 8156000.00 13331661.67 GILEAD SCIENCES INC 2013-05-01 2013-05-01 0.625 - 0.625 Other Instrument EQUITY 18872000.00 25463439.17 First Tier Security 2012-06-01 2012-06-01 N N N 198000000.00 198000000.00 0.0017 N 198000000.00 198000000.00 BNP Paribas Securities Corp. 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BERKLEY CORPORATION 2019-08-15 2019-08-15 6.15 - 6.15 Other Instrument CORPORATE 885000.00 1007340.17 CALENERGY COMPANY, INC. 2028-09-15 2028-09-15 8.48 - 8.48 Other Instrument CORPORATE 1500000.00 2251854.84 CARDINAL HEALTH, INC. 2016-10-15 2016-10-15 5.8 - 5.8 Other Instrument CORPORATE 40000.00 46986.67 CINGULAR WIRELESS 2031-12-15 2031-12-15 7.125 - 7.125 Other Instrument CORPORATE 375000.00 514618.59 THE CLEVELAND ELECTRIC 2018-11-15 2018-11-15 8.875 - 8.875 Other Instrument CORPORATE 10557100.00 13952140.87 COMMONWEALTH EDISON COMPANY 2018-03-15 2018-03-15 5.8 - 5.8 Other Instrument CORPORATE 11500.00 14032.64 WELLS FARGO & COMPANY 2038-02-07 2038-02-07 7.98 - 7.98 Other Instrument CORPORATE 8700000.00 9700921.15 ENTERGY TEXAS, INC. 2019-02-01 2019-02-01 7.125 - 7.125 Other Instrument CORPORATE 9000000.00 11269278.65 GOLDMAN SACHS GROUP, INC. 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Morgan Clearing Corp., 0.64% 45A99NFD2 Other Repurchase Agreement N AFFYMETRIX, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 215242.00 1041771.28 AMERICAN CAPITAL LIMITED 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 4187711.00 38485064.09 AMERICAN SCIENCE & ENG 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 1230.00 59495.10 APOGEE ENTERPRISES, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 3761.00 55399.53 ARM HOLDINGS PLC 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 1558433.00 36841356.12 ARTHOCARE CORPORATION 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 11085.00 290870.40 ASPEN TECHNOLOGY, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 106130.00 2316817.90 AVID TECHNOLOGY, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 65971.00 467734.39 CAL-MAINE FOODS, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 14786.00 526973.04 CAREER EDUCATION CORPORATION 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 213752.00 1404350.64 COCA-COLA BOTTLING CO. CONSOLI 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 1241.00 75763.05 COMCAST CORPORATION SPL A 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 31413.00 902809.62 COMVERSE TECHNOLOGY, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 112252.00 709432.64 EINSTEIN NOAH RESTAURANT GROUP 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 6794.00 116177.40 TELEFONAKTIEBOLAGET LM ERICSSO 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 507183.00 4371917.46 HEADWATERS,INCORPORATED 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 93551.00 430334.60 INTERVEST BANSHARES CO 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 164114.00 620350.92 MERCURY COMPUTER SYSTEMS, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 11925.00 138926.25 ONCOTHYREON INC 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 206935.00 749104.70 PANERA BREAD CPY CL B 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 36684.00 5424096.24 PARKE BANCORP INC COMMON 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 38166.00 205333.08 POWER INTEGRATIONS, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 27619.00 1122159.97 PROGENIC PHARMACEUTICALS, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 8505.00 76715.10 QUALITY DISTRIBUTION, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 17860.00 185565.40 RYANAIR HOLDINGS PLC 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 349049.00 10628542.05 TESSERA TECHNOLOGIES, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 33356.00 456643.64 MICHAEL KORS HLDGS LTD 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 934701.00 37388040.00 AMAG PHARMACEUTICALS INC 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 23433.00 319157.46 ADVANCED ENERGY INDUSTRIES, IN 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 25166.00 342257.60 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 51-100 2012-05-31 2012-05-31 N/A Other Instrument EQUITY 12094285.00 292666889.78 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. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 8664000.00 8201021.83 U S AIR GROUP 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 3552000.00 9821077.54 BIOMARIN PHARMACEUTICAL, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 69889000.00 133102132.83 CENTRAL EUROPEAN DISTRIBUTION 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 1082000.00 1043906.03 CHART INDUSTRIES, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 19339000.00 23251028.29 CHIQUITA BRANDS INTERNATIONAL 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 6643000.00 5015558.00 EQUINIX, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 56508000.00 88187684.48 GENCORP INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 11887000.00 12068597.70 GOODRICH PETE CORP 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 13052000.00 12495501.88 HEADWATERS,INCORPORATED 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 6472000.00 6024351.18 HORNBECK OFFSHORE SERVICES, IN 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 11499000.00 11777643.77 JAMES RIVER COAL CO 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 20000.00 7640.00 LENNAR CORPORATION 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 32916000.00 38511061.68 LIFEPOINT HOSPITALS INC 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 15065000.00 15472749.29 MGM RESORTS INTERNATIONAL 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 3577000.00 3595568.21 MICRON TECHNOLOGY, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 13600000.00 13705060.00 NASH FINCH COMPANY 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 13525000.00 6317987.35 SAN DISK CORPORATION 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 47709000.00 47000235.10 SMITHFIELD FOODS,INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 36464000.00 40129652.99 SONIC AUTOMOTIVE INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 8182000.00 11165018.11 TIME WARNER TELECOM, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 11144000.00 14241898.27 UAL CORPORATION 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 10470000.00 30404848.59 USEC INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 30689000.00 12643868.00 ANIXTER INTL INC 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 44551000.00 50455522.23 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., 0.27% 45A99W3D5 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2014-11-01 2047-06-01 2.5 - 7 Government Agency Debt 1734874321.00 1292341863.13 First Tier Security 2012-06-01 2012-06-01 N N N 1267000000.00 1267000000.00 0.0110 N 1267000000.00 1267000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.49% 45A99WWE1 0001287279 Other Repurchase Agreement N 101-500 2021-09-25 2049-12-10 0 - 8.15 Other Instrument MORTGAGE 5136442556.00 287331147.80 First Tier Security 2012-06-18 2012-06-18 N N N 266000000.00 266000000.00 0.0023 Y 266000000.00 266000000.00 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 - 12.367 Other Instrument MORTGAGE 1429593955.00 203394511.01 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, 0.32% 44Y99J5W7 0000728612 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 148243138.00 2592023210.81 First Tier Security 2012-06-01 2012-06-01 N N N 2400000000.00 2400000000.00 0.0208 N 2400000000.00 2400000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.67% 44Y99J5V9 0000728612 Other Repurchase Agreement N 101-500 2012-11-08 2056-08-15 0 - 113.07 Other Instrument MORTGAGE 21505607332.00 2106017324.44 First Tier Security 2012-06-01 2012-06-01 N N N 1950000000.00 1950000000.00 0.0169 N 1950000000.00 1950000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.30% 46J99XBY7 Other Repurchase Agreement N US TREASURY 2012-11-15 2012-11-15 N/A Treasury Debt 113702900.00 113644911.52 FEDERAL HOME LOAN MORTGAGE CORP 2025-11-15 2042-01-15 4.791 - 6.511 Government Agency Debt 277683169.00 44540772.11 FEDERAL NATIONAL MORTGAGE ASSOC 2037-04-25 2042-01-25 5.811 - 9.222 Government Agency Debt 397247133.00 57861070.57 AGL CAP CORP 2041-03-15 2041-03-15 5.875 - 5.875 Other Instrument CORPORATE 2000000.00 2509605.56 AGRIUM INC 2041-01-15 2041-01-15 6.125 - 6.125 Other Instrument CORPORATE 399000.00 496152.07 AMGEN INC FORMERLY AMGEN TO 02/17/1987 2037-06-01 2042-06-15 5.15 - 6.375 Other Instrument CORPORATE 1950000.00 2154861.34 AON CORP 2040-09-30 2040-09-30 6.25 - 6.25 Other Instrument CORPORATE 10000000.00 12732602.78 BANK AMER CORP 2014-07-11 2021-05-13 2.019 - 5 Other Instrument CORPORATE 4249000.00 4207412.16 CVS CAREMARK CORP FORMERLY CVS CORP TO 03/22/200 2027-06-01 2027-06-01 6.25 - 6.25 Other Instrument CORPORATE 15000000.00 19140300.00 CANADIAN NAT RES LTD 2035-02-01 2039-02-01 5.85 - 6.75 Other Instrument CORPORATE 2400000.00 3128241.00 COMCAST CORP 2037-03-15 2037-03-15 6.45 - 6.45 Other Instrument CORPORATE 40000000.00 49421066.69 CONSUMERS ENERGY CO 2035-09-15 2035-09-15 5.8 - 5.8 Other Instrument CORPORATE 15000000.00 19131366.68 3.2 COVID 22 SRN 2022-06-15 2022-06-15 N/A Other Instrument CORPORATE 1500000.00 1514893.33 DEVON ENERGY CORP REORGANIZED AS DEVON ENERGY CO 2032-04-15 2032-04-15 7.95 - 7.95 Other Instrument CORPORATE 85000.00 121079.81 DIAMOND OFFSHORE DRILLING INC 2039-05-15 2039-05-15 5.7 - 5.7 Other Instrument CORPORATE 1110000.00 1323678.70 ENCANA CORP 2038-02-01 2038-02-01 6.5 - 6.5 Other Instrument CORPORATE 95000.00 107725.88 ENERGY TRANSFER PARTNERS L P 2042-02-01 2042-02-01 6.5 - 6.5 Other Instrument CORPORATE 100000.00 105492.00 KINDER MORGAN ENERGY PARTNERS L P 2022-09-01 2038-01-15 3.95 - 6.95 Other Instrument CORPORATE 1450000.00 1726184.19 MAY DEPT STORES CO 2028-09-15 2028-09-15 6.7 - 6.7 Other Instrument CORPORATE 429000.00 497242.94 NEWMONT MNG CORP 2039-10-01 2039-10-01 6.25 - 6.25 Other Instrument CORPORATE 1788000.00 2004699.64 NEXEN INC 2037-05-15 2039-07-30 6.4 - 7.5 Other Instrument CORPORATE 3195000.00 3686176.95 NORTHROP GRUMMAN CORP FORMERLY NORTHROP CORP TO 2031-02-15 2031-02-15 7.75 - 7.75 Other Instrument CORPORATE 28000000.00 41637944.45 OGLETHORPE PWR CORP 2040-11-01 2040-11-01 5.375 - 5.375 Other Instrument CORPORATE 1000000.00 1186399.17 PSI ENERGY INC 2035-10-15 2035-10-15 6.12 - 6.12 Other Instrument CORPORATE 3375000.00 3921750.00 PACIFIC GAS & ELEC CO 2039-03-01 2039-03-01 6.25 - 6.25 Other Instrument CORPORATE 840000.00 1125847.80 PETROBAS INTL FIN CO 2041-01-27 2041-01-27 6.75 - 6.75 Other Instrument CORPORATE 150000.00 175254.00 POTASH CORP SASK INC 2040-12-01 2040-12-01 5.625 - 5.625 Other Instrument CORPORATE 2050000.00 2640758.75 REPUBLIC SVCS INC 2023-05-15 2041-05-15 4.75 - 5.7 Other Instrument CORPORATE 5245000.00 5877718.26 SOUTHERN PWR CO 2041-09-15 2041-09-15 5.15 - 5.15 Other Instrument CORPORATE 230000.00 254136.71 SUNCOR ENERGY INC 2039-06-01 2039-06-01 6.85 - 6.85 Other Instrument CORPORATE 15000.00 19642.50 TIME WARNER INC NEW 2040-07-15 2041-10-15 5.375 - 6.1 Other Instrument CORPORATE 7070000.00 7745545.32 TIME WARNER CABLE INC 2041-09-01 2041-09-01 5.5 - 5.5 Other Instrument CORPORATE 100000.00 107812.94 TRANSCONTINENTAL GAS PIPE LINE CO LLC 2041-08-15 2041-08-15 N/A Other Instrument CORPORATE 1300000.00 1509196.00 VALE OVERSEAS LTD 2036-11-21 2036-11-21 6.875 - 6.875 Other Instrument CORPORATE 675000.00 769135.31 WASTE MGMT INC DEL 2039-11-30 2039-11-30 6.125 - 6.125 Other Instrument CORPORATE 2246000.00 2771991.05 WEATHERFORD INTL LTD 2036-08-01 2036-08-01 6.5 - 6.5 Other Instrument CORPORATE 3237000.00 3601993.34 WELLPOINT INC 2037-06-15 2037-06-15 6.375 - 6.375 Other Instrument CORPORATE 1000000.00 1271955.83 First Tier Security 2012-06-01 2012-06-01 N N N 400000000.00 400000000.00 0.0035 N 400000000.00 400000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.34% 46J99XCD2 Other Repurchase Agreement N APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 281116.00 162813953.72 BLACKSTONE GRP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1170006.00 14437874.04 BROADCOM-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 479526.00 15435941.94 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 904132.00 23507432.00 DELTA AIR LINES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2661066.00 31267525.50 EL PASO PIPELN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 424914.00 14056155.12 GOODRICH CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 477200.00 60022216.00 GOOGLE-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 39000.00 22940970.00 GRIFOLS SP ADR-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1691094.00 14289744.30 HALLIBURTON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 748462.00 22723306.32 HOWARD HUGHES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 454053.00 27274963.71 ISH RUS2000 VAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 203000.00 13684230.00 JPMORGAN CHASE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1000853.00 32988114.88 KKR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1150169.00 13813529.69 KINDER MORGAN LP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 137622.00 10921681.92 LEAR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 417500.00 16700000.00 MARATHON OIL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 871360.00 21662009.60 MCDONALD'S 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 766312.00 69052374.32 MEAD JOHNSON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 190434.00 15548936.10 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4663198.00 136818229.32 MIND MED SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 440795.00 13351680.55 MONSANTO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 567506.00 43363133.46 MURPHY OIL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 603612.00 28430125.20 ORACLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1757241.00 45986996.97 PANERA BREAD-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 152910.00 22609272.60 PEPSICO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 480462.00 32777117.64 PRECISION CASTPARTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 286300.00 47703306.00 QUALCOMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 95.00 5457.75 REGENCY ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 624550.00 13758836.50 TOWERS WATSON-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 235262.00 14153361.92 VIACOM-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 585407.00 28011724.95 WILLIAMS PARTNERS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 277418.00 14808572.84 INGERSOLL-RAND 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1212093.00 50604882.75 XL GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1270115.00 25453104.60 TYCO INTL N 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 594870.00 31760109.30 ANADARKO PETROLEUM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 566748.00 35274395.52 First Tier Security 2012-06-01 2012-06-01 N N N 1100000000.00 1100000000.00 0.0095 N 1100000000.00 1100000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.35% 46J99XCA8 Other Repurchase Agreement N MORE THAN 1000 2012-10-15 2049-01-01 0 - 5.593 Other Instrument CORPORATE 165497994.00 922137870.83 First Tier Security 2012-06-01 2012-06-01 N N N 858000000.00 858000000.00 0.0074 N 858000000.00 858000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.43% 46J99XAU6 Other Repurchase Agreement N ALCOA INC 2014-03-15 2014-03-15 5.25 - 5.25 Other Instrument EQUITY 23550000.00 35115012.51 ALLEGHENY TECHNOLOGIES INC 2014-06-01 2014-06-01 4.25 - 4.25 Other Instrument EQUITY 8998000.00 10583897.50 CATERPILLAR INC FORMERLY CATERPILLAR TRACTOR INC 2012-11-21 2012-11-21 0.566 - 0.566 Other Instrument CORPORATE 2536874.00 2538270.54 DOMINION RES INC VA NEW 2023-12-15 2023-12-15 2.125 - 2.125 Other Instrument EQUITY 523000.00 786355.92 FIDELITY NATL FINL INC NEW FORMERLY FIDELITY NAT 2018-08-15 2018-08-15 4.25 - 4.25 Other Instrument EQUITY 2841839.00 3179346.85 TRANSOCEAN INC FORMERLY TRANSOCEAN SEDCO FOREX I 2037-12-15 2037-12-15 1.5 - 1.5 Other Instrument EQUITY 34600000.00 34493316.66 NEWMONT MNG CORP 2017-07-15 2017-07-15 1.625 - 1.625 Other Instrument EQUITY 19790000.00 26071126.12 PRICELINE COM INC 2015-03-15 2015-03-15 1.25 - 1.25 Other Instrument EQUITY 18749000.00 40008282.78 PROLOGIS L P 2015-03-15 2015-03-15 3.25 - 3.25 Other Instrument EQUITY 3794096.00 4156853.73 TEXTRON INC 2013-05-01 2013-05-01 4.5 - 4.5 Other Instrument EQUITY 12366000.00 22475205.00 NATIONAL RETAIL PPTYS INC 2026-09-15 2026-09-15 3.95 - 3.95 Other Instrument EQUITY 15947000.00 18013554.01 First Tier Security 2012-06-07 2012-06-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 188000000.00 188000000.00 0.0016 N 188000000.00 188000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.28% 42T99QMR3 0000050916 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2014-12-25 2042-05-25 0 - 26.02 Government Agency Debt 560075606.00 34702335.23 FEDERAL HOME LOAN MORTGAGE CORP 2016-11-15 2042-05-15 0 - 169.001 Government Agency Debt 917632531.00 51819010.70 First Tier Security 2012-06-06 2012-06-06 N N N 84000000.00 84000000.00 0.0007 N 84000000.00 84000000.00 RBC Capital Markets Co. 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