0000278001-12-000056.txt : 20121128 0000278001-12-000056.hdr.sgml : 20121128 20121004164559 ACCESSION NUMBER: 0000278001-12-000056 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121004 DATE AS OF CHANGE: 20121004 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: 121130033 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 2012-09-30 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 57 82 116344976604.55 104773683.84 795186057.80 115654564230.59 0.0035 1.0004 2012-09-28 1.0004 2012-09-28 C000019553 2500.00 115654564230.59 1.00 867720715.31 19395605201.13 18527884485.82 0.0001 1.0004 2012-09-28 1.0004 2012-09-28 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.19% 06366V2E5 Certificate of Deposit First Tier Security 2012-10-10 2012-10-10 N N N 197000000.00 197000000.00 0.0017 N 197004590.10 197004590.10 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.30% 06366VT55 Certificate of Deposit First Tier Security 2013-03-01 2013-03-01 N N N 102000000.00 102000000.00 0.0009 N 102039208.80 102039208.80 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.41% 06366WPF5 Certificate of Deposit First Tier Security 2012-10-18 2012-10-18 N N N 617000000.00 617000000.00 0.0053 N 617070955.00 617070955.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.41% 06366WQD9 Certificate of Deposit First Tier Security 2012-10-29 2012-10-29 N N N 210000000.00 210000000.00 0.0018 N 210057750.00 210057750.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.55% 06366WRL0 Certificate of Deposit First Tier Security 2012-10-09 2013-09-06 N N N 741000000.00 741000000.00 0.0064 N 741327522.00 741327522.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417E5W9 Certificate of Deposit First Tier Security 2012-10-15 2013-01-11 N N N 406000000.00 406000000.00 0.0035 N 406136822.00 406136822.00 Bank of Nova Scotia Bank of Nova Scotia, 0.43% 06417ELW1 Certificate of Deposit First Tier Security 2012-10-01 2012-11-01 N N N 899000000.00 899000000.00 0.0078 N 899209467.00 899209467.00 Bank of Nova Scotia Bank of Nova Scotia, 0.59% 06417DJE6 Certificate of Deposit First Tier Security 2012-11-16 2013-06-14 N N N 206000000.00 206000000.00 0.0018 N 206008240.00 206008240.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.42% 06538E5X1 Certificate of Deposit First Tier Security 2013-03-21 2013-03-21 N N N 600000000.00 600000000.00 0.0052 N 599999880.00 599999880.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.42% 06538E6B8 Certificate of Deposit First Tier Security 2013-03-26 2013-03-26 N N N 450000000.00 450000000.00 0.0039 N 449999910.00 449999910.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.46% 06538EWB9 Certificate of Deposit First Tier Security 2012-10-15 2012-11-14 N N N 470000000.00 470000000.00 0.0041 N 470073320.00 470073320.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.47% 06538EVD6 Certificate of Deposit First Tier Security 2012-10-09 2012-11-07 N N N 1029000000.00 1029000000.00 0.0089 N 1029129654.00 1029129654.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.48% 06538EE37 Certificate of Deposit First Tier Security 2012-10-02 2013-01-08 N N N 600000000.00 600000000.00 0.0052 N 600031800.00 600031800.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.48% 06538E3Y1 Certificate of Deposit First Tier Security 2013-03-05 2013-03-05 N N N 902000000.00 902000000.00 0.0078 N 902236594.60 902236594.60 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EW37 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 950000000.00 950000000.00 0.0082 N 950465025.00 950465025.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538E2P1 Certificate of Deposit First Tier Security 2013-03-04 2013-03-04 N N N 525000000.00 525000000.00 0.0045 N 525182332.50 525182332.50 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.49% 13606X6B9 Certificate of Deposit First Tier Security 2012-10-24 2012-10-24 N N N 419000000.00 419000000.00 0.0036 N 419078353.00 419078353.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.55% 13606XQ84 Certificate of Deposit First Tier Security 2012-10-17 2013-09-17 N N N 1107000000.00 1107000000.00 0.0096 N 1107571212.00 1107571212.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.24% 22550DYX1 Certificate of Deposit First Tier Security 2012-11-27 2012-11-27 N N N 1250000000.00 1250000000.00 0.0108 N 1250041625.00 1250041625.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.31% 03Y995EE3 0001053092 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 446000000.00 446015497.16 0.0039 N 446047811.20 446047811.20 Credit Suisse New York Branch Credit Suisse New York Branch, 0.37% 22550DTU3 Certificate of Deposit First Tier Security 2012-10-01 2012-10-01 N N N 500000000.00 500000000.00 0.0043 N 500007500.00 500007500.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.38% 22550DUX5 Certificate of Deposit First Tier Security 2012-10-09 2012-10-09 N N N 1000000000.00 1000000000.00 0.0086 N 1000058000.00 1000058000.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 23330LLS3 Certificate of Deposit First Tier Security 2013-01-14 2013-01-14 N N N 198000000.00 198000000.00 0.0017 N 198029660.40 198029660.40 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.43% 60681P6Z2 Certificate of Deposit First Tier Security 2012-10-22 2012-10-22 N N N 50000000.00 50000000.00 0.0004 N 50009330.00 50009330.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.38% 60687GJ33 Certificate of Deposit First Tier Security 2012-10-10 2012-10-10 N N N 423000000.00 423000000.00 0.0037 N 423029567.70 423029567.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GF52 Certificate of Deposit First Tier Security 2012-10-02 2012-10-02 N N N 408000000.00 408000000.00 0.0035 N 408009955.20 408009955.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GH35 Certificate of Deposit First Tier Security 2012-10-04 2012-10-04 N N N 412000000.00 412000000.00 0.0036 N 412015079.20 412015079.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GW20 Certificate of Deposit First Tier Security 2013-01-07 2013-01-07 N N N 427000000.00 427000000.00 0.0037 N 427095648.00 427095648.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GW95 Certificate of Deposit First Tier Security 2013-01-14 2013-01-14 N N N 408000000.00 408000000.00 0.0035 N 408097756.80 408097756.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GX78 Certificate of Deposit First Tier Security 2013-01-17 2013-01-17 N N N 410000000.00 410000000.00 0.0035 N 410100942.00 410100942.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.40% 60687GQ76 Certificate of Deposit First Tier Security 2012-12-06 2012-12-06 N N N 606000000.00 606000000.00 0.0052 N 606150712.20 606150712.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.41% 60687GX60 Certificate of Deposit First Tier Security 2013-01-22 2013-01-22 N N N 410000000.00 410000000.00 0.0035 N 410131897.00 410131897.00 National Bank of Canada National Bank of Canada, 0.35% 63307UBK6 Certificate of Deposit First Tier Security 2012-10-22 2013-02-20 N N N 614000000.00 614000000.00 0.0053 N 613655546.00 613655546.00 National Bank of Canada National Bank of Canada, 0.54% 63306V6J4 Certificate of Deposit First Tier Security 2012-11-05 2013-02-04 N N N 338000000.00 338000000.00 0.0029 N 338158522.00 338158522.00 Royal Bank of Canada Royal Bank of Canada, 0.48% 78009NBP0 Certificate of Deposit First Tier Security 2012-12-07 2012-12-07 N N N 500000000.00 500000000.00 0.0043 N 500240500.00 500240500.00 Royal Bank of Canada Royal Bank of Canada, 0.51% 78009NDK9 Certificate of Deposit First Tier Security 2012-11-13 2013-02-11 N N N 235000000.00 235000000.00 0.0020 N 235110920.00 235110920.00 Royal Bank of Canada Royal Bank of Canada, 0.82% 78009JS22 Certificate of Deposit First Tier Security 2012-10-01 2013-09-01 N N N 900000000.00 900000000.00 0.0078 N 900712800.00 900712800.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.49% 78009J2N4 Certificate of Deposit First Tier Security 2012-11-06 2013-09-06 N N N 750000000.00 749859446.70 0.0065 N 750009750.00 750009750.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.36% 83051A5G2 Certificate of Deposit First Tier Security 2012-11-08 2012-11-08 N N N 482000000.00 482000000.00 0.0042 N 482076782.60 482076782.60 Societe Generale Societe Generale, 0.40% 83369TEX1 Certificate of Deposit First Tier Security 2012-11-01 2012-11-01 N N N 1288000000.00 1288000000.00 0.0111 N 1288133823.20 1288133823.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DGW4 Certificate of Deposit First Tier Security 2012-10-05 2012-10-05 N N N 631000000.00 631000000.00 0.0055 N 631006941.00 631006941.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DHN3 Certificate of Deposit First Tier Security 2012-10-09 2012-10-09 N N N 803000000.00 803000000.00 0.0069 N 803025696.00 803025696.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DKU3 Certificate of Deposit First Tier Security 2012-10-06 2012-11-06 N N N 820000000.00 820000000.00 0.0071 N 820054940.00 820054940.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DGK0 Certificate of Deposit First Tier Security 2012-10-02 2012-10-02 N N N 406000000.00 406000000.00 0.0035 N 406000000.00 406000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DTL4 Certificate of Deposit First Tier Security 2013-02-12 2013-02-12 N N N 300000000.00 300000000.00 0.0026 N 300045540.00 300045540.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DTM2 Certificate of Deposit First Tier Security 2013-02-13 2013-02-13 N N N 310000000.00 310000000.00 0.0027 N 310047399.00 310047399.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DVQ0 Certificate of Deposit First Tier Security 2013-03-26 2013-03-26 N N N 400000000.00 400000000.00 0.0035 N 400000000.00 400000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.41% 86562DUV0 Certificate of Deposit First Tier Security 2013-03-20 2013-03-20 N N N 407000000.00 407000000.00 0.0035 N 407019454.60 407019454.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.41% 86562DUU2 Certificate of Deposit First Tier Security 2013-03-21 2013-03-21 N N N 418000000.00 418000000.00 0.0036 N 418020105.80 418020105.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.42% 86562DUK4 Certificate of Deposit First Tier Security 2013-03-18 2013-03-18 N N N 805000000.00 805000000.00 0.0070 N 805076153.00 805076153.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.44% 86562DSB7 Certificate of Deposit First Tier Security 2013-02-28 2013-02-28 N N N 212000000.00 212000000.00 0.0018 N 212071868.00 212071868.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.41% 86562WH92 Certificate of Deposit First Tier Security 2012-11-09 2012-11-09 N N N 413000000.00 413000000.00 0.0036 N 413096270.30 413096270.30 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.41% 86562WJ90 Certificate of Deposit First Tier Security 2012-11-15 2012-11-15 N N N 403000000.00 403000000.00 0.0035 N 403107399.50 403107399.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.41% 86562WL55 Certificate of Deposit First Tier Security 2012-11-26 2012-11-26 N N N 397000000.00 397000000.00 0.0034 N 397130017.50 397130017.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.42% 86562WD88 Certificate of Deposit First Tier Security 2012-10-09 2012-10-09 N N N 407000000.00 407000000.00 0.0035 N 407028571.40 407028571.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.42% 86562WG69 Certificate of Deposit First Tier Security 2012-10-30 2012-10-30 N N N 401000000.00 401000000.00 0.0035 N 401081924.30 401081924.30 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.42% 86562WH50 Certificate of Deposit First Tier Security 2012-11-05 2012-11-05 N N N 599000000.00 599000000.00 0.0052 N 599132678.50 599132678.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958CHU1 Certificate of Deposit First Tier Security 2013-01-18 2013-01-18 N N N 198000000.00 198002994.95 0.0017 N 198003069.00 198003069.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958CJF2 Certificate of Deposit First Tier Security 2013-01-24 2013-01-24 N N N 487000000.00 487007771.84 0.0042 N 487007986.80 487007986.80 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958CGU2 Certificate of Deposit First Tier Security 2012-12-27 2012-12-27 N N N 158000000.00 158000000.00 0.0014 N 158019718.40 158019718.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112XX91 Certificate of Deposit First Tier Security 2013-02-15 2013-02-15 N N N 410000000.00 410000000.00 0.0035 N 410222999.00 410222999.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3F0 Certificate of Deposit First Tier Security 2013-03-27 2013-03-27 N N N 80000000.00 80000000.00 0.0007 N 80047936.00 80047936.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3Q6 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 82000000.00 82000000.00 0.0007 N 82049413.20 82049413.20 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X2Q7 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 203000000.00 203000000.00 0.0018 N 203122327.80 203122327.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.43% 89112XDH5 Certificate of Deposit First Tier Security 2012-10-09 2012-11-07 N N N 413000000.00 413000000.00 0.0036 N 413114814.00 413114814.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.44% 89112XNA9 Certificate of Deposit First Tier Security 2012-11-02 2013-02-04 N N N 82000000.00 82000000.00 0.0007 N 82069700.00 82069700.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.48% 89112XBQ7 Certificate of Deposit First Tier Security 2012-10-19 2012-10-19 N N N 292000000.00 292000000.00 0.0025 N 292042048.00 292042048.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.40% 05299WRJ9 0000859994 Certificate of Deposit First Tier Security 2012-12-10 2012-12-10 N N N 362000000.00 362007023.97 0.0031 N 362227408.40 362227408.40 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.41% 05299WRM2 0000859994 Certificate of Deposit First Tier Security 2012-12-14 2012-12-14 N N N 126000000.00 126000000.00 0.0011 N 126083500.20 126083500.20 DNB Bank ASA DNB Bank ASA, 0.30% 46R99YNM9 Certificate of Deposit First Tier Security 2013-01-22 2013-01-22 N N N 392000000.00 392000000.00 0.0034 N 392063072.80 392063072.80 HSBC Bank PLC HSBC Bank PLC, 0.42% 35X99QBD5 0001140465 Certificate of Deposit First Tier Security 2012-12-28 2012-12-28 N N N 406000000.00 406000000.00 0.0035 N 406163821.00 406163821.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.43% 18G993BT6 0001462160 Certificate of Deposit First Tier Security 2012-10-09 2012-10-09 N N N 129000000.00 129000000.00 0.0011 N 129011029.50 129011029.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.43% 01L99GRC7 Certificate of Deposit First Tier Security 2012-10-16 2012-10-16 N N N 168000000.00 168000000.00 0.0015 N 168018463.20 168018463.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.44% 01L99GQX2 Certificate of Deposit First Tier Security 2012-10-09 2012-10-09 N N N 103000000.00 103000000.00 0.0009 N 103008487.20 103008487.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.44% 01L99GRJ2 Certificate of Deposit First Tier Security 2012-10-30 2012-10-30 N N N 128000000.00 128000000.00 0.0011 N 128026150.40 128026150.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.34% XS0772838545 0000833029 Certificate of Deposit First Tier Security 2012-10-10 2012-10-10 N N N 2000000000.00 2000000000.00 0.0173 N 2000092000.00 2000092000.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.34% XS0772836416 0000833029 Certificate of Deposit First Tier Security 2012-10-11 2012-10-11 N N N 1000000000.00 1000000000.00 0.0086 N 1000052000.00 1000052000.00 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 0.0052 N 605301955.50 605301955.50 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HDF4 0000833029 Certificate of Deposit First Tier Security 2012-12-20 2012-12-20 N N N 614000000.00 614000000.00 0.0053 N 614396091.40 614396091.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.42% 39K99HDH0 0000833029 Certificate of Deposit First Tier Security 2013-01-11 2013-01-11 N N N 800000000.00 800000000.00 0.0069 N 800582640.00 800582640.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.36% 10513DNU0 Certificate of Deposit First Tier Security 2013-03-27 2013-03-27 N N N 194000000.00 194000000.00 0.0017 N 194029041.80 194029041.80 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 203040559.40 203040559.40 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 81021586.50 81021586.50 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 201053566.50 201053566.50 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 120029436.00 120029436.00 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.20% 8574P07D4 Certificate of Deposit First Tier Security 2012-12-14 2012-12-14 N N N 396000000.00 396000000.00 0.0034 N 396093139.20 396093139.20 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127955Q0 Treasury Debt First Tier Security 2012-12-13 2012-12-13 N N N 1398000000.00 1397588948.86 0.0121 N 1397766534.00 1397766534.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956X4 Treasury Debt First Tier Security 2012-12-20 2012-12-20 N N N 1379300000.00 1378840233.60 0.0119 N 1379047588.10 1379047588.10 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956Y2 Treasury Debt First Tier Security 2012-12-27 2012-12-27 N N N 1200000000.00 1199564999.72 0.0104 N 1199724000.00 1199724000.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127956Z9 Treasury Debt First Tier Security 2013-01-03 2013-01-03 N N N 1200000000.00 1199528290.56 0.0104 N 1199764800.00 1199764800.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127957F2 Treasury Debt First Tier Security 2013-02-14 2013-02-14 N N N 279000000.00 278847169.89 0.0024 N 278886726.00 278886726.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127957G0 Treasury Debt First Tier Security 2013-02-21 2013-02-21 N N N 678000000.00 677601148.88 0.0059 N 677696934.00 677696934.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% to 0.17% 912828PR5 Treasury Debt First Tier Security 2013-01-31 2013-01-31 N N N 1073000000.00 1074710054.02 0.0093 N 1074760793.00 1074760793.00 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 1707000000.00 1710318535.19 0.0148 N 1710466917.00 1710466917.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.16% 912828PW4 Treasury Debt First Tier Security 2012-12-31 2012-12-31 N N N 384000000.00 384438451.35 0.0033 N 384450048.00 384450048.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.16% 912828HM5 Treasury Debt First Tier Security 2012-12-31 2012-12-31 N N N 710000000.00 716086732.87 0.0062 N 716101740.00 716101740.00 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 803139380.70 0.0069 N 803146499.13 803146499.13 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 351060571.90 0.0030 N 351066450.00 351066450.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.18% 912828AU4 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 968000000.00 981351827.96 0.0085 N 981423256.00 981423256.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828HV5 Treasury Debt First Tier Security 2013-03-31 2013-03-31 N N N 101000000.00 102170136.73 0.0009 N 102175741.00 102175741.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.22% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 1131000000.00 1140408900.44 0.0099 N 1140631596.00 1140631596.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% to 0.19% 912828MN7 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 1349000000.00 1355002016.94 0.0117 N 1355217541.00 1355217541.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% to 0.19% 912828QK9 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 518000000.00 518939848.87 0.0045 N 519031856.00 519031856.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% to 0.18% 912828HT0 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 177000000.00 178876072.43 0.0015 N 178908237.00 178908237.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828QZ6 Treasury Debt First Tier Security 2013-05-31 2013-05-31 N N N 500000000.00 501090745.20 0.0043 N 501074000.00 501074000.00 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 250039697.65 0.0022 N 250048750.00 250048750.00 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 521431256.96 0.0045 N 521453313.00 521453313.00 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 250365080.99 0.0022 N 250380750.00 250380750.00 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 1092646051.93 0.0094 N 1092913866.00 1092913866.00 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 126109909.40 0.0011 N 126132750.00 126132750.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828RD4 Treasury Debt First Tier Security 2013-08-31 2013-08-31 N N N 485000000.00 484647181.90 0.0042 N 484772535.00 484772535.00 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 45236146.67 0.0004 N 45249615.00 45249615.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828JG6 Treasury Debt First Tier Security 2013-07-31 2013-07-31 N N N 122000000.00 125195635.88 0.0011 N 125231048.00 125231048.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828BH2 Treasury Debt First Tier Security 2013-08-15 2013-08-15 N N N 175000000.00 181130550.73 0.0016 N 181193425.00 181193425.00 U.S. Treasury Notes U.S. Treasury Notes, 0.23% 912828NC0 Treasury Debt First Tier Security 2013-05-15 2013-05-15 N N N 627000000.00 631444961.09 0.0055 N 631702500.00 631702500.00 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 211297221.64 0.0018 N 211394610.00 211394610.00 Barclays Bank PLC Barclays Bank PLC, 0.70% 06741PDK8 Financial Company Commercial Paper First Tier Security 2012-10-26 2012-10-26 N N N 41000000.00 41000000.00 0.0004 Y 41010250.00 41010250.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.26% 06741GLS2 Financial Company Commercial Paper First Tier Security 2012-10-19 2012-10-19 N N N 77000000.00 76989989.98 0.0007 N 76992361.60 76992361.60 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.26% 06741GNF8 Financial Company Commercial Paper First Tier Security 2012-10-25 2012-10-25 N N N 115000000.00 114980066.66 0.0010 N 114984222.00 114984222.00 BAT International Finance PLC BAT International Finance PLC, 0.42% 05531MKA5 Financial Company Commercial Paper Second Tier Security 2012-10-10 2012-10-10 N N N 25000000.00 24997375.00 0.0002 N 24997725.00 24997725.00 BAT International Finance PLC BAT International Finance PLC, 0.43% 05531MKC1 Financial Company Commercial Paper Second Tier Security 2012-10-12 2012-10-12 N N N 21500000.00 21497175.14 0.0002 N 21497675.85 21497675.85 BAT International Finance PLC BAT International Finance PLC, 0.43% 05531MKF4 Financial Company Commercial Paper Second Tier Security 2012-10-15 2012-10-15 N N N 20000000.00 19996655.56 0.0002 N 19997262.00 19997262.00 BAT International Finance PLC BAT International Finance PLC, 0.43% 05531MKK3 Financial Company Commercial Paper Second Tier Security 2012-10-19 2012-10-19 N N N 31000000.00 30993335.00 0.0003 N 30994395.20 30994395.20 BAT International Finance PLC BAT International Finance PLC, 0.45% 05531MKQ0 Financial Company Commercial Paper Second Tier Security 2012-10-24 2012-10-24 N N N 40000000.00 39988500.00 0.0003 N 39990728.00 39990728.00 BAT International Finance PLC BAT International Finance PLC, 0.45% 05531MKQ0 Financial Company Commercial Paper Second Tier Security 2012-10-24 2012-10-24 N N N 40000000.00 39988500.00 0.0003 N 39990728.00 39990728.00 BAT International Finance PLC BAT International Finance PLC, 0.45% 05531MKS6 Financial Company Commercial Paper Second Tier Security 2012-10-26 2012-10-26 N N N 40000000.00 39987500.00 0.0003 N 39989856.00 39989856.00 BAT International Finance PLC BAT International Finance PLC, 0.45% 05531MKS6 Financial Company Commercial Paper Second Tier Security 2012-10-26 2012-10-26 N N N 53000000.00 52983437.50 0.0005 N 52986559.20 52986559.20 BAT International Finance PLC BAT International Finance PLC, 0.45% 05531MKS6 Financial Company Commercial Paper Second Tier Security 2012-10-26 2012-10-26 N N N 16000000.00 15995000.00 0.0001 N 15995942.40 15995942.40 BAT International Finance PLC BAT International Finance PLC, 0.45% 05531MKV9 Financial Company Commercial Paper Second Tier Security 2012-10-29 2012-10-29 N N N 40000000.00 39986000.00 0.0003 N 39988600.00 39988600.00 BAT International Finance PLC BAT International Finance PLC, 0.45% 05531MKV9 Financial Company Commercial Paper Second Tier Security 2012-10-29 2012-10-29 N N N 40000000.00 39986000.00 0.0003 N 39988600.00 39988600.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.27% 20272ACA2 Financial Company Commercial Paper First Tier Security 2012-10-22 2012-10-22 N N N 170000000.00 170000000.00 0.0015 N 170006630.00 170006630.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.27% 20272ACP9 Financial Company Commercial Paper First Tier Security 2012-10-24 2012-11-27 N N N 175000000.00 175000000.00 0.0015 N 175002800.00 175002800.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.27% 20272ACR5 Financial Company Commercial Paper First Tier Security 2012-10-29 2012-11-27 N N N 226000000.00 225992985.68 0.0020 N 226000000.00 226000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.40% 20272DMH0 Financial Company Commercial Paper First Tier Security 2012-12-17 2012-12-17 N N N 100000000.00 99914444.42 0.0009 N 99961480.00 99961480.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.40% 20272DMM9 Financial Company Commercial Paper First Tier Security 2012-12-21 2012-12-21 N N N 100000000.00 99910000.02 0.0009 N 99958930.00 99958930.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.37% 2254EAK10 Financial Company Commercial Paper First Tier Security 2012-10-01 2012-10-01 N N N 500000000.00 500000000.00 0.0043 N 499992900.00 499992900.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.38% 2254EAK93 Financial Company Commercial Paper First Tier Security 2012-10-09 2012-10-09 N N N 204000000.00 203982773.34 0.0018 N 203989412.40 203989412.40 DNB Bank ASA DNB Bank ASA, 0.30% 2332K0N73 Financial Company Commercial Paper First Tier Security 2013-01-07 2013-01-07 N N N 195000000.00 194840750.06 0.0017 N 194868336.00 194868336.00 DNB Bank ASA DNB Bank ASA, 0.33% 2332K0K19 Financial Company Commercial Paper First Tier Security 2012-10-01 2012-10-01 N N N 400000000.00 400000000.00 0.0035 N 399995320.00 399995320.00 General Electric Capital Corp. General Electric Capital Corp., 0.40% 36959HN78 Financial Company Commercial Paper First Tier Security 2013-01-07 2013-01-07 N N N 500000000.00 499455555.50 0.0043 N 499774150.00 499774150.00 General Electric Capital Corp. General Electric Capital Corp., 0.40% 36959HN94 Financial Company Commercial Paper First Tier Security 2013-01-09 2013-01-09 N N N 47000000.00 46947777.78 0.0004 N 46978079.20 46978079.20 General Electric Capital Corp. General Electric Capital Corp., 0.40% 36959HNA1 Financial Company Commercial Paper First Tier Security 2013-01-10 2013-01-10 N N N 250000000.00 249719444.45 0.0022 N 249881550.00 249881550.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 4662J0LF7 Financial Company Commercial Paper First Tier Security 2012-11-15 2012-11-15 N N N 303000000.00 302893950.06 0.0026 N 302949914.10 302949914.10 Nationwide Building Society Nationwide Building Society, 0.35% 6385E0KW2 Financial Company Commercial Paper First Tier Security 2012-10-30 2012-10-30 N N N 25000000.00 24992951.39 0.0002 N 24994822.50 24994822.50 Nationwide Building Society Nationwide Building Society, 0.35% 6385E0L19 Financial Company Commercial Paper First Tier Security 2012-11-01 2012-11-01 N N N 161000000.00 160951476.41 0.0014 N 160964274.10 160964274.10 Nationwide Building Society Nationwide Building Society, 0.35% 6385E0L27 Financial Company Commercial Paper First Tier Security 2012-11-02 2012-11-02 N N N 34000000.00 33989422.22 0.0003 N 33992166.40 33992166.40 Nationwide Building Society Nationwide Building Society, 0.35% 6385E0L50 Financial Company Commercial Paper First Tier Security 2012-11-05 2012-11-05 N N N 150000000.00 149948958.36 0.0013 N 149961840.00 149961840.00 Nationwide Building Society Nationwide Building Society, 0.35% 6385E0L76 Financial Company Commercial Paper First Tier Security 2012-11-07 2012-11-07 N N N 158000000.00 157943163.92 0.0014 N 157957340.00 157957340.00 PNC Bank NA PNC Bank NA, 0.39% 69349JPF4 Financial Company Commercial Paper First Tier Security 2013-02-15 2013-02-15 N N N 255000000.00 254621537.57 0.0022 N 254784805.50 254784805.50 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.45% 78009TKJ1 Financial Company Commercial Paper First Tier Security 2012-10-18 2012-10-18 N N N 77000000.00 76983637.50 0.0007 N 76991229.70 76991229.70 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.36% 83050TL58 Financial Company Commercial Paper First Tier Security 2012-11-05 2012-11-05 N N N 468000000.00 467836200.00 0.0040 N 467937241.20 467937241.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.36% 83050TL66 Financial Company Commercial Paper First Tier Security 2012-11-06 2012-11-06 N N N 19000000.00 18993160.00 0.0002 N 18997324.80 18997324.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% 83050TLU3 Financial Company Commercial Paper First Tier Security 2012-11-28 2012-11-28 N N N 216000000.00 215871239.98 0.0019 N 215918632.80 215918632.80 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.40% 83365RL11 Financial Company Commercial Paper First Tier Security 2012-11-01 2012-11-01 N N N 249000000.00 248914233.35 0.0022 N 248925773.10 248925773.10 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FNF0 Financial Company Commercial Paper First Tier Security 2013-01-15 2013-01-15 N N N 274000000.00 273798305.48 0.0024 N 273798418.20 273798418.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FNN3 Financial Company Commercial Paper First Tier Security 2013-01-22 2013-01-22 N N N 193000000.00 192848548.54 0.0017 N 192846391.30 192846391.30 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958FMU8 Financial Company Commercial Paper First Tier Security 2012-12-28 2012-12-28 N N N 294000000.00 293805960.00 0.0025 N 293828333.40 293828333.40 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.31% 86958FK97 Financial Company Commercial Paper First Tier Security 2012-10-09 2012-10-09 N N N 214000000.00 213985257.80 0.0019 N 213990840.80 213990840.80 Swedbank AB Swedbank AB, 0.26% 87019RM45 Financial Company Commercial Paper First Tier Security 2012-12-04 2012-12-04 N N N 62000000.00 61971893.32 0.0005 N 61963767.20 61963767.20 Swedbank AB Swedbank AB, 0.26% 87019RMA1 Financial Company Commercial Paper First Tier Security 2012-12-10 2012-12-10 N N N 55000000.00 54972729.16 0.0005 N 54963639.50 54963639.50 Swedbank AB Swedbank AB, 0.26% 87019RMM5 Financial Company Commercial Paper First Tier Security 2012-12-21 2012-12-21 N N N 200000000.00 199885250.04 0.0017 N 199837600.00 199837600.00 Swedbank AB Swedbank AB, 0.30% 87019RM52 Financial Company Commercial Paper First Tier Security 2012-12-05 2012-12-05 N N N 140000000.00 139924166.70 0.0012 N 139916434.00 139916434.00 Swedbank AB Swedbank AB, 0.31% 87019RM60 Financial Company Commercial Paper First Tier Security 2012-12-06 2012-12-06 N N N 77000000.00 76956238.32 0.0007 N 76953068.50 76953068.50 Swedbank AB Swedbank AB, 0.31% 87019RM78 Financial Company Commercial Paper First Tier Security 2012-12-07 2012-12-07 N N N 60000000.00 59965383.34 0.0005 N 59962668.00 59962668.00 Swedbank AB Swedbank AB, 0.32% 87019RME3 Financial Company Commercial Paper First Tier Security 2012-12-14 2012-12-14 N N N 126000000.00 125918415.00 0.0011 N 125909985.60 125909985.60 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.31% 89233GPT7 Financial Company Commercial Paper First Tier Security 2013-02-27 2013-02-27 N N N 157000000.00 156798560.31 0.0014 N 156841131.70 156841131.70 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.32% 89233GQ58 Financial Company Commercial Paper First Tier Security 2013-03-05 2013-03-05 N N N 157000000.00 156783688.91 0.0014 N 156834851.70 156834851.70 UBS Finance, Inc. UBS Finance, Inc., 0.30% 90262CNX1 Financial Company Commercial Paper First Tier Security 2013-01-31 2013-01-31 N N N 78000000.00 77920700.03 0.0007 N 77913693.00 77913693.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNE3 Financial Company Commercial Paper First Tier Security 2013-01-14 2013-01-14 N N N 38000000.00 37965641.67 0.0003 N 37970816.00 37970816.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNE3 Financial Company Commercial Paper First Tier Security 2013-01-14 2013-01-14 N N N 97000000.00 96912295.80 0.0008 N 96925504.00 96925504.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNP8 Financial Company Commercial Paper First Tier Security 2013-01-23 2013-01-23 N N N 79000000.00 78922448.34 0.0007 N 78925803.20 78925803.20 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNR4 Financial Company Commercial Paper First Tier Security 2013-01-25 2013-01-25 N N N 115000000.00 114885127.81 0.0010 N 114887484.00 114887484.00 UBS Finance, Inc. UBS Finance, Inc., 0.40% 90262CKC0 Financial Company Commercial Paper First Tier Security 2012-10-12 2012-10-12 N N N 1148000000.00 1147859688.91 0.0099 N 1147986338.80 1147986338.80 UBS Finance, Inc. UBS Finance, Inc., 0.40% 90262CKP1 Financial Company Commercial Paper First Tier Security 2012-10-23 2012-10-23 N N N 1140000000.00 1139721333.16 0.0099 N 1139969106.00 1139969106.00 UBS Finance, Inc. UBS Finance, Inc., 0.40% 90262CL54 Financial Company Commercial Paper First Tier Security 2012-11-05 2012-11-05 N N N 425000000.00 424834722.26 0.0037 N 424975010.00 424975010.00 Westpac Banking Corp. Westpac Banking Corp., 0.40% 9612C0MH9 Financial Company Commercial Paper First Tier Security 2012-12-17 2012-12-17 N N N 400000000.00 399657777.84 0.0035 N 399866960.00 399866960.00 Westpac Banking Corp. Westpac Banking Corp., 0.40% 9612C0MK2 Financial Company Commercial Paper First Tier Security 2012-12-19 2012-12-19 N N N 500000000.00 499561111.00 0.0043 N 499826500.00 499826500.00 Ciesco LP Ciesco LP, 0.25% 17178BL29 Asset Backed Commercial Paper First Tier Security 2012-11-02 2012-11-02 N N Y GUARANTOR CITIBANK NA N/A N/A 157000000.00 156965111.15 0.0014 N 156975115.50 156975115.50 Ciesco LP Ciesco LP, 0.25% 17178BL52 Asset Backed Commercial Paper First Tier Security 2012-11-05 2012-11-05 N N Y GUARANTOR CITIBANK NA N/A N/A 78000000.00 77981041.65 0.0007 N 77985921.00 77985921.00 Govco, Inc. Govco, Inc., 0.25% 38362VL27 Asset Backed Commercial Paper First Tier Security 2012-11-02 2012-11-02 N N Y LIQUIDITY CITIBANK NA N/A N/A 105000000.00 104976666.69 0.0009 N 104978559.00 104978559.00 Govco, Inc. Govco, Inc., 0.25% 38362VL50 Asset Backed Commercial Paper First Tier Security 2012-11-05 2012-11-05 N N Y LIQUIDITY CITIBANK NA N/A N/A 73000000.00 72982256.93 0.0006 N 72983356.00 72983356.00 Govco, Inc. Govco, Inc., 0.25% 38362VL68 Asset Backed Commercial Paper First Tier Security 2012-11-06 2012-11-06 N N Y LIQUIDITY CITIBANK NA N/A N/A 158000000.00 157960499.97 0.0014 N 157962680.40 157962680.40 Windmill Funding Corp. Windmill Funding Corp., 0.25% 97342GKG1 Asset Backed Commercial Paper First Tier Security 2012-10-16 2012-10-16 N N Y LIQUIDITY ROYAL BANK OF SCOTLAND PLC N/A N/A GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 105000000.00 104989062.49 0.0009 N 104989762.50 104989762.50 Windmill Funding Corp. Windmill Funding Corp., 0.25% 97342GKN6 Asset Backed Commercial Paper First Tier Security 2012-10-22 2012-10-22 N N Y LIQUIDITY ROYAL BANK OF SCOTLAND PLC N/A N/A GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 78000000.00 77988624.98 0.0007 N 77988713.40 77988713.40 Devon Energy Corp. Devon Energy Corp., 0.42% 25179JAA8 Other Commercial Paper Second Tier Security 2012-10-26 2012-10-29 Y DEVON ENERGY CORP NEW N/A N/A N N 569000000.00 569000000.00 0.0049 N 568955049.00 568955049.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.42% 2574P0K11 Other Commercial Paper Second Tier Security 2012-10-01 2012-10-01 N N N 15000000.00 15000000.00 0.0001 N 14999688.00 14999688.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.42% 2574P0K45 Other Commercial Paper Second Tier Security 2012-10-04 2012-10-04 N N N 57437000.00 57434989.71 0.0005 N 57434604.88 57434604.88 Ecolab, Inc. Ecolab, Inc., 0.53% 27887RAB7 Other Commercial Paper Second Tier Security 2012-10-11 2012-11-12 Y ECOLAB INC N/A N/A N N 242000000.00 242000000.00 0.0021 N 241982092.00 241982092.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.42% 42823JK20 Other Commercial Paper Second Tier Security 2012-10-02 2012-10-02 N N N 25000000.00 24999708.34 0.0002 N 24999250.00 24999250.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.42% 42823JK20 Other Commercial Paper Second Tier Security 2012-10-02 2012-10-02 N N N 44500000.00 44499480.84 0.0004 N 44498665.00 44498665.00 Northeast Utilities Northeast Utilities, 0.43% 66439TK98 Other Commercial Paper Second Tier Security 2012-10-09 2012-10-09 N N N 12000000.00 11998853.33 0.0001 N 11999010.00 11999010.00 Northeast Utilities Northeast Utilities, 0.43% 66439TK98 Other Commercial Paper Second Tier Security 2012-10-09 2012-10-09 N N N 20350000.00 20348055.45 0.0002 N 20348321.13 20348321.13 Northeast Utilities Northeast Utilities, 0.44% 66439TK23 Other Commercial Paper Second Tier Security 2012-10-02 2012-10-02 N N N 10000000.00 9999877.78 0.0001 N 9999722.00 9999722.00 Northeast Utilities Northeast Utilities, 0.44% 66439TK49 Other Commercial Paper Second Tier Security 2012-10-04 2012-10-04 N N N 20000000.00 19999266.67 0.0002 N 19999166.00 19999166.00 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.40% 88159BKA6 Other Commercial Paper Second Tier Security 2012-10-10 2012-10-10 N N N 38000000.00 37996200.00 0.0003 N 37996542.00 37996542.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.43% 92344PUW4 Other Commercial Paper Second Tier Security 2012-10-01 2012-11-12 Y VERIZON COMMUNICATIONS INC N/A N/A N N 375000000.00 375000000.00 0.0032 N 375000000.00 375000000.00 Xerox Corp. Xerox Corp., 0.77% 98412EKN4 Other Commercial Paper Second Tier Security 2012-10-22 2012-10-22 N N N 25000000.00 24988770.84 0.0002 N 24992217.50 24992217.50 Xerox Corp. Xerox Corp., 0.77% 98412EKN4 Other Commercial Paper Second Tier Security 2012-10-22 2012-10-22 N N N 25000000.00 24988770.84 0.0002 N 24992217.50 24992217.50 Xerox Corp. Xerox Corp., 0.77% 98412EKQ7 Other Commercial Paper Second Tier Security 2012-10-24 2012-10-24 N N N 13000000.00 12993604.72 0.0001 N 12995577.40 12995577.40 Xerox Corp. Xerox Corp., 0.77% 98412EKQ7 Other Commercial Paper Second Tier Security 2012-10-24 2012-10-24 N N N 13000000.00 12993604.72 0.0001 N 12995577.40 12995577.40 Xerox Corp. Xerox Corp., 0.77% 98412EL52 Other Commercial Paper Second Tier Security 2012-11-05 2012-11-05 N N N 47000000.00 46964815.29 0.0004 N 46975639.90 46975639.90 Xerox Corp. Xerox Corp., 0.77% 98412EL52 Other Commercial Paper Second Tier Security 2012-11-05 2012-11-05 N N N 15000000.00 14988770.83 0.0001 N 14992225.50 14992225.50 Xerox Corp. Xerox Corp., 0.80% 98412EL60 Other Commercial Paper Second Tier Security 2012-11-06 2012-11-06 N N N 104000000.00 103916799.96 0.0009 N 103909832.00 103909832.00 Xerox Corp. Xerox Corp., 0.80% 98412EL60 Other Commercial Paper Second Tier Security 2012-11-06 2012-11-06 N N N 125000000.00 124899999.96 0.0011 N 124891625.00 124891625.00 Xerox Corp. Xerox Corp., 0.80% 98412EL94 Other Commercial Paper Second Tier Security 2012-11-09 2012-11-09 N N N 38000000.00 37967066.66 0.0003 N 37978009.40 37978009.40 Fannie Mae Fannie Mae, 0.16% 313589CS0 Government Agency Debt First Tier Security 2013-03-06 2013-03-06 N N N 64422000.00 64378729.88 0.0006 N 64394105.27 64394105.27 Fannie Mae Fannie Mae, 0.16% 313589CT8 Government Agency Debt First Tier Security 2013-03-07 2013-03-07 N N N 1281000000.00 1280106146.12 0.0111 N 1280441484.00 1280441484.00 Fannie Mae Fannie Mae, 0.17% 31398AE24 Government Agency Debt First Tier Security 2013-02-22 2013-02-22 N N N 138000000.00 138849587.51 0.0012 N 138858636.00 138858636.00 Fannie Mae Fannie Mae, 0.17% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 54063000.00 54188116.83 0.0005 N 54191345.56 54191345.56 Fannie Mae Fannie Mae, 0.18% 31359MRG0 Government Agency Debt First Tier Security 2013-03-15 2013-03-15 N N N 91858000.00 93603763.58 0.0008 N 93615978.40 93615978.40 Fannie Mae Fannie Mae, 0.21% 3135G0PG2 Government Agency Debt First Tier Security 2012-10-11 2014-09-11 N N N 717000000.00 716725553.48 0.0062 N 716875242.00 716875242.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313385CZ7 Government Agency Debt First Tier Security 2013-03-13 2013-03-13 N N N 140000000.00 139901113.35 0.0012 N 139936580.00 139936580.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313372RK2 Government Agency Debt First Tier Security 2013-03-27 2013-03-27 N N N 239000000.00 239973965.82 0.0021 N 239967950.00 239967950.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313376T96 Government Agency Debt First Tier Security 2013-02-01 2013-02-01 N N N 50000000.00 49997555.77 0.0004 N 49996650.00 49996650.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313376ZB4 Government Agency Debt First Tier Security 2013-02-06 2013-02-06 N N N 23800000.00 23797992.40 0.0002 N 23797524.80 23797524.80 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313378AQ4 Government Agency Debt First Tier Security 2013-02-14 2013-02-14 N N N 5000000.00 4999094.67 0.0000 N 4998985.00 4998985.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313378BF7 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 38105000.00 38105961.99 0.0003 N 38105038.10 38105038.10 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313378EW7 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 37000000.00 37002415.92 0.0003 N 37001517.00 37001517.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313380RJ8 Government Agency Debt First Tier Security 2013-03-18 2013-03-18 N N N 83000000.00 82993815.57 0.0007 N 82990870.00 82990870.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3133XX7F8 Government Agency Debt First Tier Security 2013-03-20 2013-03-20 N N N 14160000.00 14255446.07 0.0001 N 14256429.60 14256429.60 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313379WT2 Government Agency Debt First Tier Security 2013-03-25 2013-03-25 N N N 78490000.00 78493111.01 0.0007 N 78496985.61 78496985.61 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313380SH1 Government Agency Debt First Tier Security 2013-06-21 2013-06-21 N N N 95000000.00 94981499.20 0.0008 N 94979480.00 94979480.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313380LN5 Government Agency Debt First Tier Security 2013-08-23 2013-08-23 N N N 40000000.00 39964976.41 0.0003 N 39973200.00 39973200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313374Y61 Government Agency Debt First Tier Security 2013-08-28 2013-08-28 N N N 40160000.00 40261286.54 0.0003 N 40269837.60 40269837.60 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313380S40 Government Agency Debt First Tier Security 2013-09-19 2013-09-19 N N N 139000000.00 138962256.16 0.0012 N 138977204.00 138977204.00 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 49998806.12 0.0004 N 50002400.00 50002400.00 Freddie Mac Freddie Mac, 0.15% 313397CK5 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 437000000.00 436728695.81 0.0038 N 436873270.00 436873270.00 Freddie Mac Freddie Mac, 0.15% 313397CL3 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 437000000.00 436726874.91 0.0038 N 436872396.00 436872396.00 Freddie Mac Freddie Mac, 0.16% 313397CX7 Government Agency Debt First Tier Security 2013-03-11 2013-03-11 N N N 329050000.00 328821904.31 0.0028 N 328902914.65 328902914.65 Freddie Mac Freddie Mac, 0.17% 3137EACJ6 Government Agency Debt First Tier Security 2013-04-15 2013-04-15 N N N 131000000.00 132021954.42 0.0011 N 132007652.00 132007652.00 Freddie Mac Freddie Mac, 0.18% 3137EACS6 Government Agency Debt First Tier Security 2013-03-28 2013-03-28 N N N 70493000.00 70688893.04 0.0006 N 70690732.86 70690732.86 Royal Bank of Canada Royal Bank of Canada, 0.49% 78008KZV8 Other Note First Tier Security 2012-11-06 2013-09-06 N N N 376000000.00 375929535.95 0.0033 N 376155664.00 376155664.00 Royal Bank of Canada Royal Bank of Canada, 0.56% 78008FBC7 Other Note First Tier Security 2012-10-01 2013-09-01 N N N 1375000000.00 1375000000.00 0.0119 N 1375460625.00 1375460625.00 Royal Bank of Canada Royal Bank of Canada, 0.70% 78008FAZ7 Other Note First Tier Security 2012-10-15 2013-09-13 N N N 750000000.00 750000000.00 0.0065 N 750606750.00 750606750.00 Gulf Coast Waste Disp. Auth. Solid Waste Disp. Rev. Gulf Coast Waste Disp. Auth. Solid Waste Disp. Rev., 0.20% (Waste Mgmt., Inc. Proj.) Series A, LOC JPMorgan Chase Bank VRDN 402231AX2 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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 Texas Gen. Oblig. Texas Gen. Oblig., 0.20% Participating VRDN Series Putters 4263, (Liquidity Facility JPMorgan Chase Bank) 46636YW48 Variable Rate Demand Note First Tier Security 2012-10-01 2012-10-01 Y JPMORGAN CHASE BANK NA N/A N/A N N 678000000.00 678000000.00 0.0059 N 678000000.00 678000000.00 Texas Gen. Oblig. Texas Gen. Oblig., 0.20% Participating VRDN Series Putters 4264, (Liquidity Facility JPMorgan Chase Bank) 46636YW63 Variable Rate Demand Note First Tier Security 2012-10-01 2012-10-01 Y JPMORGAN CHASE BANK NA N/A N/A N N 391000000.00 391000000.00 0.0034 N 391000000.00 391000000.00 New York Dorm. Auth. Revs. New York Dorm. Auth. Revs., 0.17% (City Univ. Proj.) Series 2008 C, LOC Bank of America NA VRDN 64983M4P0 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% (101 West End Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MLD5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% (66 West 38th Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MXX8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% (55 West 25th Street Hsg. Proj.) Series 2005 A, LOC Fannie Mae VRDN 64986ME68 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% (101 West End Hsg. Proj.) Series 1998 A, LOC Fannie Mae VRDN 64986MLC7 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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 2012-10-05 2012-10-05 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 2012-10-05 2012-10-05 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 Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.23% (Catholic Healthcare West Proj.) Series 2005 I, LOC Bank of America NA VRDN 13033FYE4 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 30970000.00 30970000.00 0.0003 N 30970000.00 30970000.00 California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev. California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev., 0.18% (Recology, Inc. Proj.) Series 2010 A, LOC Bank of America NA VRDN 130536PN9 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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 Cobb County Kennestone Hosp. Auth. Rev. Cobb County Kennestone Hosp. Auth. Rev., 0.24% (WellStar Health Sys. Proj.) Series 2005 A, LOC Bank of America NA VRDN 190813MM4 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 57000000.00 57000000.00 0.0005 N 57000000.00 57000000.00 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 2012-10-05 2012-10-05 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., 0.19% (Henry Ford Health Sys. Proj.) Series 2007, LOC JPMorgan Chase Bank VRDN 59465HGS9 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.17% Series 2005 B, LOC Bank of America NA VRDN 717893TR2 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 39900000.00 39900000.00 0.0003 N 39900000.00 39900000.00 North Carolina Med. Care Commission Hosp. Rev. North Carolina Med. Care Commission Hosp. Rev., 0.19% (CaroMont Health Proj.) Series 2003 A, LOC Wells Fargo Bank NA VRDN 65820HVF7 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 34600000.00 34600000.00 0.0003 N 34600000.00 34600000.00 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 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 21375000.00 21375000.00 0.0002 N 21375000.00 21375000.00 Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.23% (Catholic Healthcare West Proj.) Series 2008 B, LOC Bank of America NA VRDN 040507JU0 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.66% 591999EB9 0000728618 Insurance Company Funding Agreement First Tier Security 2012-10-01 2012-12-27 Y METROPOLITAN LIFE INS CO N/A N/A N N 175000000.00 175000000.00 0.0015 Y 174962900.00 174962900.00 Commerzbank AG Commerzbank AG, 0.23% 39E99PKJ7 0000852933 Other Instrument Time Deposits First Tier Security 2012-10-01 2012-10-01 N N N 1500000000.00 1500000000.00 0.0130 N 1500000000.00 1500000000.00 Natixis SA Natixis SA, 0.22% 15U999UW5 0001274981 Other Instrument Time Deposits First Tier Security 2012-10-01 2012-10-01 N N N 1500000000.00 1500000000.00 0.0130 N 1500000000.00 1500000000.00 Royal Bank of Scotland PLC Connecticut Branch Royal Bank of Scotland PLC Connecticut Branch, 0.24% 35N99XAS9 0000729153 Other Instrument Time Deposits First Tier Security 2012-10-01 2012-10-01 N N N 524000000.00 524000000.00 0.0045 N 524000000.00 524000000.00 Royal Bank of Scotland PLC Connecticut Branch Royal Bank of Scotland PLC Connecticut Branch, 0.24% 35N99XAT7 0000729153 Other Instrument Time Deposits First Tier Security 2012-10-03 2012-10-03 N N N 1088000000.00 1088000000.00 0.0094 N 1088000000.00 1088000000.00 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 773716.00 773715.75 0.0000 N 773733.08 773733.08 Bank of America NA In a joint trading account with Bank of America NA at 0.25%, dated 9/28/2012 due 10/01/2012 46V9917U6_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-10-01 2040-10-01 4 - 6.5 Government Agency Debt 156680314.80 89982027.18 FEDERAL NATIONAL MORTGAGE ASSOC 2033-06-01 2042-03-01 3.5 - 6.5 Government Agency Debt 922324981.66 328190287.53 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-02-20 2040-03-20 2.968 - 6.5 Government Agency Debt 55988372.31 39280830.28 Unrated Security 2012-10-01 2012-10-01 N N N 447453499.00 447453499.40 0.0039 N 447453499.40 447453499.40 Barclays Capital, Inc. Barclays Capital, Inc., 0.17% 47H997NR6 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-06-01 2042-10-01 2.5 - 6 Government Agency Debt 219178572.00 202172496.34 FEDERAL NATIONAL MORTGAGE ASSOC 2021-01-01 2042-10-01 2.5 - 6.5 Government Agency Debt 852057119.00 714075574.38 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-01-20 2042-01-20 4 - 4 Government Agency Debt 6796168.00 6878084.05 First Tier Security 2012-10-02 2012-10-02 N N N 905000000.00 905000000.00 0.0078 N 905000000.00 905000000.00 Citibank NA Citibank NA, 0.19% 47P99RAU0 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2020-02-01 2048-07-01 2.363 - 7 Government Agency Debt 333161860.00 167329617.55 FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-01 2050-01-01 2.153 - 6 Government Agency Debt 797164811.00 373080723.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-09-20 2040-06-20 3.5 - 4 Government Agency Debt 18174372.00 9389970.22 First Tier Security 2012-10-01 2012-10-01 N N N 539000000.00 539000000.00 0.0047 N 539000000.00 539000000.00 Citibank NA In a joint trading account with Citibank NA at 0.25%, dated 9/28/2012 due 10/01/2012 46V9917U6_26602 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-06-01 2042-09-01 1.55 - 13 Government Agency Debt 584490311.19 134201354.90 FEDERAL NATIONAL MORTGAGE ASSOC 2012-11-01 2050-09-01 0.823 - 7.32 Government Agency Debt 900004274.41 318423163.56 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-02-20 2042-02-20 1.125 - 5.5 Government Agency Debt 375184255.37 10994065.88 Unrated Security 2012-10-01 2012-10-01 N N N 454518555.00 454518554.66 0.0039 N 454518554.66 454518554.66 Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.25%, dated 9/28/2012 due 10/01/2012 46V9917U6_69850 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2016-07-27 2016-07-27 2 - 2 Government Agency Debt 701795.49 738786.35 FEDERAL FARM CREDIT 2012-10-11 2041-07-30 0 - 6.28 Government Agency Debt 23927015.39 25058706.61 FEDERAL HOME LOAN BANK 2012-10-02 2036-07-15 0 - 6.125 Government Agency Debt 28764491.69 30381411.41 FEDERAL HOME LOAN MORTGAGE CORP 2012-09-30 2037-05-04 0 - 6.75 Government Agency Debt 57472927.46 53092815.15 FINANCE CORPORATION 2018-04-06 2019-09-26 0 - 8.6 Government Agency Debt 2424001.62 2338456.28 FEDERAL NATIONAL MORTGAGE ASSOC 2012-10-17 2037-07-15 0 - 8.28 Government Agency Debt 59419971.32 60820659.75 RESOLUTION FUNDING CORP 2016-10-15 2030-04-15 0 - 8.875 Government Agency Debt 4142523.32 3894812.51 TENNESEE VALLEY AUTHORITY 2013-03-15 2060-09-15 3.875 - 6.25 Government Agency Debt 2108369.10 2635576.51 Unrated Security 2012-10-01 2012-10-01 N N N 175448872.00 175448872.13 0.0015 N 175448872.13 175448872.13 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.18% 47J997HE0 0000318336 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 3.5 - 3.5 Government Agency Debt 216652617.00 231564070.52 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-07-15 2039-03-15 4.5 - 5 Government Agency Debt 155970000.00 45878410.31 First Tier Security 2012-10-04 2012-10-04 N N N 272000000.00 272000000.00 0.0024 N 272000000.00 272000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.20% 47J997HW0 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-20 2042-08-20 4 - 5 Government Agency Debt 131229797.00 91802872.20 First Tier Security 2012-10-05 2012-10-05 N N N 90000000.00 90000000.00 0.0008 N 90000000.00 90000000.00 Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.25%, dated 9/28/2012 due 10/01/2012 46V9917U6_26252 Government Agency Repurchase Agreement Y US TREASURY 2012-09-30 2019-11-15 0.125 - 5.125 Treasury Debt 165582734.58 173880789.19 FEDERAL HOME LOAN MORTGAGE CORP 2020-04-15 2042-05-15 0.621 - 9.25 Government Agency Debt 33426869.04 18452666.71 FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-25 2049-03-25 0.417 - 10 Government Agency Debt 67019162.10 40624247.87 GOVERNMENT NATIONAL MORTAGE ASSOC 2029-01-20 2052-12-16 1.75 - 7.5 Government Agency Debt 8346817.84 6767759.63 Unrated Security 2012-10-01 2012-10-01 N N N 234398045.00 234398044.66 0.0020 N 234398044.66 234398044.66 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.20% 45F992MC7 0000058056 Government Agency Repurchase Agreement Y US TREASURY 2038-05-15 2038-05-15 4.5 - 4.5 Treasury Debt 68292900.00 92701563.37 First Tier Security 2012-10-05 2012-10-05 N N N 90000000.00 90000000.00 0.0008 N 90000000.00 90000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.25%, dated 9/28/2012 due 10/01/2012 46V9917U6_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-05-15 2032-05-15 4 - 4 Government Agency Debt 1314806.18 1302581.11 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-01-16 2053-02-16 0.475 - 5.5 Government Agency Debt 21427507.79 15677461.51 Unrated Security 2012-10-01 2012-10-01 N N N 16485129.00 16485128.93 0.0001 N 16485128.93 16485128.93 Goldman Sachs & Co. Goldman Sachs & Co., 0.18% 44X99H7M2 0000769993 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2019-08-01 1.25 - 2 Government Agency Debt 182522000.00 185644672.39 First Tier Security 2012-10-04 2012-10-04 N N N 182000000.00 182000000.00 0.0016 N 182000000.00 182000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.20% 44X99H8B5 0000769993 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-01-01 2041-01-01 4 - 4 Government Agency Debt 20723000.00 21188680.74 FEDERAL NATIONAL MORTGAGE ASSOC 2032-10-01 2042-06-01 3.207 - 6 Government Agency Debt 331892921.00 163434396.94 First Tier Security 2012-10-04 2012-10-04 N N N 181000000.00 181000000.00 0.0016 N 181000000.00 181000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 45B99T5M9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2017-08-25 2041-09-25 2.5 - 6 Government Agency Debt 424453767.00 183347860.72 First Tier Security 2012-10-05 2012-10-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 178000000.00 178000000.00 0.0015 N 178000000.00 178000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 45B99T4A6 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2041-09-15 3.75 - 4 Government Agency Debt 2615000.00 2112348.85 FEDERAL NATIONAL MORTGAGE ASSOC 2040-08-25 2042-01-01 2 - 3.252 Government Agency Debt 65040198.00 34615417.96 First Tier Security 2012-10-05 2012-10-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 36000000.00 36000000.00 0.0003 N 36000000.00 36000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 45B99T7B1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-10-15 2041-09-15 2.5 - 4 Government Agency Debt 294578600.00 276040864.11 First Tier Security 2012-10-05 2012-10-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 268000000.00 268000000.00 0.0023 N 268000000.00 268000000.00 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.25%, dated 9/28/2012 due 10/01/2012 46V9917U6_40488 Government Agency Repurchase Agreement Y US TREASURY 2014-05-15 2028-05-15 0 - 0 Treasury Debt 31992.93 27879.75 FEDERAL FARM CREDIT 2016-08-25 2021-09-20 0.69 - 5.125 Government Agency Debt 626258.27 630196.43 FEDERAL HOME LOAN BANK 2018-06-08 2018-06-08 1.25 - 1.25 Government Agency Debt 33029.13 33789.79 FEDERAL HOME LOAN MORTGAGE CORP 2013-10-30 2042-06-01 0 - 9.25 Government Agency Debt 55564308.41 17688724.49 FINANCE CORPORATION 2018-09-26 2018-09-26 0 - 0 Government Agency Debt 80781.06 73841.16 FEDERAL NATIONAL MORTGAGE ASSOC 2013-12-11 2042-06-25 0 - 8.8 Government Agency Debt 4142046.92 2041944.40 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-02-20 2062-09-20 2 - 5.75 Government Agency Debt 9848902.34 6022413.99 Unrated Security 2012-10-01 2012-10-01 N N N 25905203.00 25905202.60 0.0002 N 25905202.60 25905202.60 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.25%, dated 9/28/2012 due 10/01/2012 46V9917U6_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-03-15 2042-09-15 0 - 38.215 Government Agency Debt 44090503.09 14264613.55 FEDERAL NATIONAL MORTGAGE ASSOC 2014-09-01 2042-10-01 0 - 7.5 Government Agency Debt 69302633.80 49336609.46 GOVERNMENT NATIONAL MORTAGE ASSOC 2029-05-16 2050-04-16 0.518 - 5.5 Government Agency Debt 51725022.97 5083175.04 Unrated Security 2012-10-01 2012-10-01 N N N 67118025.00 67118024.91 0.0006 N 67118024.91 67118024.91 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.23% 45G99RCQ1 Government Agency Repurchase Agreement Y US TREASURY 2018-07-31 2042-08-15 2.25 - 2.75 Treasury Debt 702100.00 716719.32 FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2042-07-01 2.44 - 6 Government Agency Debt 454636557.00 335235504.86 FEDERAL NATIONAL MORTGAGE ASSOC 2023-12-01 2047-11-01 1.378 - 6.5 Government Agency Debt 1161738311.00 834193964.12 Unrated Security 2012-10-04 2012-10-04 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 1147000000.00 1147000000.00 0.0099 N 1147000000.00 1147000000.00 Mitsubishi UFJ Securities (USA), Inc. 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In a joint trading account with RBC Capital Markets Corp. at 0.25%, dated 9/28/2012 due 10/01/2012 46V9917U6_07160 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-02-12 2042-09-01 0 - 5.5 Government Agency Debt 25052280.40 21760214.25 FEDERAL NATIONAL MORTGAGE ASSOC 2029-02-25 2042-07-01 0.617 - 4 Government Agency Debt 65318323.13 50750086.55 GOVERNMENT NATIONAL MORTAGE ASSOC 2031-05-16 2062-09-20 2.5 - 4.555 Government Agency Debt 7940806.37 6869369.57 Unrated Security 2012-10-01 2012-10-01 N N N 77715608.00 77715607.79 0.0007 N 77715607.79 77715607.79 UBS Securities LLC UBS Securities LLC, 0.20% 46X997NU3 0000230611 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2041-02-01 2.5 - 4.5 Government Agency Debt 19116740.00 15960331.35 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-26 2041-06-01 0.7 - 4.5 Government Agency Debt 75610932.00 78101635.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-08-20 2042-09-20 2.5 - 6 Government Agency Debt 580472324.00 455779805.50 First Tier Security 2012-10-05 2012-10-05 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 539000000.00 539000000.00 0.0047 N 539000000.00 539000000.00 UBS Securities LLC UBS Securities LLC, 0.23% 46X997PY3 0000230611 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-06-15 2038-12-15 2.5 - 4 Government Agency Debt 774572.00 378641.65 FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-25 2040-11-25 1.336 - 1.336 Government Agency Debt 3969.00 3494.27 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-11-20 2042-01-20 3.5 - 4.5 Government Agency Debt 183127535.00 180168495.12 First Tier Security 2012-10-02 2012-10-02 N N N 177000000.00 177000000.00 0.0015 N 177000000.00 177000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.39% 46Z99LTC4 0000851376 Other Repurchase Agreement N GENERAL GROWTH PPTYS INC NEW 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 169139.00 3293136.33 GENON ENERGY INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4049745.00 10367347.20 HARTFORD FINL SVCS GROUP INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 800.00 15440.00 IDENIX PHARMACEUTICALS INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1884187.00 8365790.28 ISHARES TR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 174651.00 6067375.74 KINDER MORGAN MGMT LLC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 53204.00 3969018.40 MERITOR INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1532469.00 6467019.18 SPDR SER TR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2878.00 207503.80 SELECT SECTOR SPDR TR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 165800.00 6023436.00 SIRIUS XM RADIO INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3336804.00 8608954.32 VANGUARD INTL EQUITY INDEX FDS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 761033.00 31940555.01 First Tier Security 2012-10-02 2012-10-02 N N N 79000000.00 79000000.00 0.0007 N 79000000.00 79000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.32% 45A99V6D4 0001197610 Other Repurchase Agreement N AGILENT TECHNOLOGIES INC 2022-10-01 2022-10-01 3.2 - 3.2 Other Instrument CORPORATE 2567119.00 2590300.08 ARROW ELECTRS INC 2013-07-01 2013-07-01 6.875 - 6.875 Other Instrument CORPORATE 4213651.00 4473694.71 CA INC 2014-12-01 2014-12-01 6.125 - 6.125 Other Instrument CORPORATE 2077924.00 2321428.12 CADBURY SCHWEPPES US FINANCE 2013-10-01 2013-10-01 5.125 - 5.125 Other Instrument CORPORATE 2130049.00 2269030.26 CORPORACION ANDINA DE FOMENTO 2016-01-15 2016-01-15 3.75 - 3.75 Other Instrument CORPORATE 3391415.00 3580670.09 DIRECTV HLDGS LLC / DIRECTV 2016-02-15 2016-02-15 3.125 - 3.125 Other Instrument CORPORATE 2899359.00 3062426.60 EXPORT IMPORT BK KOREA 2012-10-17 2012-10-17 5.5 - 5.5 Other Instrument CORPORATE 4519395.00 4638468.50 FISERV INC 2016-06-15 2016-06-15 3.125 - 3.125 Other Instrument CORPORATE 2906915.00 3073678.25 GOLDMAN SACHS GROUP INC 2017-01-15 2017-01-15 5.625 - 5.625 Other Instrument CORPORATE 4178145.00 4645956.23 KRAFT FOODS INC 2040-02-09 2040-02-09 6.5 - 6.5 Other Instrument CORPORATE 2000000.00 2730794.45 MORGAN STANLEY 2014-01-24 2014-01-24 2.052 - 2.052 Other Instrument CORPORATE 3002196.00 3023235.92 MOTOROLA SOLUTIONS INC 2017-11-15 2017-11-15 6 - 6 Other Instrument CORPORATE 2469143.00 3000815.33 NEXEN INC 2019-07-30 2019-07-30 6.2 - 6.2 Other Instrument CORPORATE 3370683.00 4102151.17 PNC PFD FDG TR III 2012-10-03 2012-10-03 8.7 - 8.7 Other Instrument CORPORATE 4184322.00 4261111.28 WELLPOINT INC 2022-05-15 2022-05-15 3.125 - 3.125 Other Instrument CORPORATE 4078802.00 4119547.53 KOREA HYDRO & NUCLEAR POWER CO LTD, SEOUL 2014-06-17 2014-06-17 6.25 - 6.25 Other Instrument CORPORATE 2467873.00 2709119.24 First Tier Security 2012-10-03 2012-10-03 N N N 52000000.00 52000000.00 0.0004 N 52000000.00 52000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.32% 45A99V6G7 0001197610 Other Repurchase Agreement N BANCO BRADESCO S A GRAND 2014-05-16 2014-05-16 2.536 - 2.536 Other Instrument CORPORATE 4300000.00 4334052.78 CITIGROUP INC 2014-11-05 2016-06-15 0.721 - 3.953 Other Instrument CORPORATE 7702888.00 7878543.73 CYTEC INDS INC 2015-10-01 2015-10-01 6 - 6 Other Instrument CORPORATE 2899600.00 3251698.43 HUTCHISON WHAMPOA INTL 03/13 2013-02-13 2013-02-13 6.5 - 6.5 Other Instrument CORPORATE 1989451.00 2044588.63 KOREA DEV BK 2012-11-22 2012-11-22 0.713 - 0.713 Other Instrument CORPORATE 3063718.00 3062197.42 LLOYDS TSB BK PLC SUB MEDIUM 2020-09-14 2020-09-14 6.5 - 6.5 Other Instrument CORPORATE 3000000.00 3164663.33 MACYS RETAIL HLDGS INC 2022-01-15 2022-01-15 3.875 - 3.875 Other Instrument CORPORATE 3225882.00 3501784.07 MEAD CORP 2047-03-01 2047-03-01 7.55 - 7.55 Other Instrument CORPORATE 3609000.00 3883112.57 MORGAN STANLEY 2015-10-15 2015-10-15 0.935 - 0.935 Other Instrument CORPORATE 4155142.00 3960956.32 NATIONAL AGRIC COOP FEDN SR 2016-01-28 2016-01-28 4.25 - 4.25 Other Instrument CORPORATE 4093469.00 4421082.97 NISOURCE FIN CORP 2041-06-15 2043-02-15 5.25 - 5.95 Other Instrument CORPORATE 605000.00 709032.23 PNC PFD FDG TR III 2012-10-04 2012-10-04 8.7 - 8.7 Other Instrument CORPORATE 600077.00 611089.41 PETROBRAS INTL FIN CO 2019-03-15 2019-03-15 7.875 - 7.875 Other Instrument CORPORATE 4445022.00 5594921.41 PROGRESS ENERGY INC 2019-03-15 2019-03-15 7.05 - 7.05 Other Instrument CORPORATE 3098206.00 3932416.04 SABMILLER HLDGS INC 2017-01-15 2017-01-15 2.45 - 2.45 Other Instrument CORPORATE 3058396.00 3213206.06 SCOTLAND INTL FIN NO 2 B V 2013-05-23 2013-05-23 4.25 - 4.25 Other Instrument CORPORATE 2000000.00 2040693.89 WISCONSIN ELEC PWR CO 2033-05-15 2033-05-15 5.625 - 5.625 Other Instrument CORPORATE 37000.00 47940.58 First Tier Security 2012-10-04 2012-10-04 N N N 53000000.00 53000000.00 0.0005 N 53000000.00 53000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.53% 45A99V5Y9 0001197610 Other Repurchase Agreement N ALLY FINL INC 2017-12-01 2017-12-01 6.25 - 6.25 Other Instrument CORPORATE 2938649.00 3246714.92 ARCELORMITTAL SA LUXEMBOURG 2018-06-01 2021-03-01 5.5 - 6.125 Other Instrument CORPORATE 14116845.00 13866761.17 CHS / CMNTY HEALTH SYS INC 2018-08-15 2018-08-15 5.125 - 5.125 Other Instrument CORPORATE 4650000.00 4863141.15 CABLEVISION SYS CORP 2020-04-15 2020-04-15 8 - 8 Other Instrument CORPORATE 4123000.00 4746489.23 CINCINNATI BELL INC NEW 2017-10-15 2017-10-15 8.25 - 8.25 Other Instrument CORPORATE 3868629.00 4274270.87 FORD MTR CR CO LLC 2015-05-15 2017-02-03 4.25 - 12 Other Instrument CORPORATE 7900000.00 9086573.34 LEVEL 3 COMMUNICATIONS INC 2019-02-01 2019-02-01 11.875 - 11.875 Other Instrument CORPORATE 5325000.00 6354777.36 PECO ENERGY CAP TR IV 2033-06-15 2033-06-15 5.75 - 5.75 Other Instrument CORPORATE 5314883.00 5207636.05 REGIONS BK BIRMINGHAM ALA 2018-05-15 2018-05-15 7.5 - 7.5 Other Instrument CORPORATE 100000.00 120770.83 SEALED AIR CORP NEW 2019-09-15 2019-09-15 8.125 - 8.125 Other Instrument CORPORATE 3925110.00 4397826.81 First Tier Security 2012-10-02 2012-10-02 N N N 52000000.00 52000000.00 0.0004 N 52000000.00 52000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.28% 47A99PHX7 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2034-03-15 2042-09-15 4.479 - 23.757 Government Agency Debt 1684772260.00 203874127.98 FEDERAL NATIONAL MORTGAGE ASSOC 2021-08-25 2021-08-25 N/A Government Agency Debt 5407546.00 71224.98 First Tier Security 2012-10-02 2012-10-02 N N N 198000000.00 198000000.00 0.0017 N 198000000.00 198000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.31% 47A99PHR0 0000318336 Other Repurchase Agreement N DAVITA INC 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 72106.00 7383654.40 DEANS FOODS CO 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 363049.00 6008460.95 FIDELITY NATIONAL INFORMATION 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 402197.00 12741600.96 INTUITIVE SURGICAL INC 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 5588.00 2792100.08 KRAFT FOODS INC. 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 170255.00 7013654.73 MEADWESTVACO CORP 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 168297.00 5159986.02 MERCK & CO INC NEW 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 564036.00 25511348.28 QUALCOMM INCORPORATED 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 1313867.00 83417415.83 SAN DISK CORPORATION 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 113068.00 4889060.32 SCHLUMBERGER LTD 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 425000.00 31127000.00 SIMON PROPERTY GROUP 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 177901.00 27030277.94 SNAP-ON INCORPORATED 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 15761.00 1122498.42 SUNOCO, INC. 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 156000.00 7260240.00 SYMANTEC CORP 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 277000.00 5044170.00 TESORO PETROLEUM CORPORATION 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 152905.00 6403661.40 THERMO ELECTRON CORPORATION 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 333183.00 19804397.52 TOTAL SYS SVCS INC 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 46286.00 1108549.70 First Tier Security 2012-10-01 2012-10-01 N N N 235000000.00 235000000.00 0.0020 N 235000000.00 235000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.85% 44U99V8X9 0000318336 Other Repurchase Agreement N ALPHA NATURAL RESOURCES, INC. 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 2845000.00 2562346.41 ANIXTER INTL INC 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 2000.00 2179.68 CACI INTL INC 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 7000000.00 7886102.00 EQUINIX, INC. 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 11784000.00 23158588.49 MICRON TECHNOLOGY, INC. 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 6186000.00 6171067.00 VERISIGN, INC. 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 31202000.00 47824615.88 First Tier Security 2012-10-30 2012-10-30 N N N 81000000.00 81000000.00 0.0007 Y 81000000.00 81000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.89% 47A99PAD8 0000318336 Other Repurchase Agreement N MERCURY CDO II LTD 2045-11-29 2045-11-29 0.65 - 0.65 Other Instrument ASSET BACKED 368110000.00 109217919.14 First Tier Security 2012-11-06 2012-11-06 N N N 101000000.00 101000000.00 0.0009 Y 101000000.00 101000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.89% 47A99PCB0 0000318336 Other Repurchase Agreement N ACE SECURITIES CORP. 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5.622 Other Instrument GOVERNMENT AGENCY 162212000.00 8417045.39 GSAMP TRUST 2005-HE2-N 2035-09-25 2035-09-25 2.647 - 2.647 Other Instrument GOVERNMENT AGENCY 6414200.00 1664911.74 GREENWICH CAPITAL COMMERCIAL F 2037-04-10 2037-04-10 5.427 - 5.427 Other Instrument GOVERNMENT AGENCY 6582000.00 4947154.57 HARBORVIEW MORTGAGE LOAN TRUST 2035-07-19 2035-07-19 0.459 - 0.459 Other Instrument GOVERNMENT AGENCY 20000000.00 3491306.30 IMPERIAL CMB TRUST SERIES 1998 2034-11-25 2035-04-25 0.526 - 1.161 Other Instrument GOVERNMENT AGENCY 40124000.00 2327806.11 JPMORGAN CHASE COMMERCIAL MORT 2042-07-15 2042-07-15 4.981 - 4.981 Other Instrument GOVERNMENT AGENCY 5869000.00 3131908.13 JPMORGAN CHASE COMMERCIAL MORT 2045-04-15 2045-04-15 6.061 - 6.061 Other Instrument GOVERNMENT AGENCY 3500000.00 2358061.11 MASTR ASSET SECURITIZATION TRU 2017-11-25 2017-11-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 31869818.00 20662.80 MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.877 - 5.877 Other Instrument GOVERNMENT AGENCY 49728580.00 47177756.33 GCMO 144ANOMURA 04-R1 2034-10-25 2034-10-25 1.327 - 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Morgan Clearing Corp., 0.70% 45A99NVS1 Other Repurchase Agreement N AFFYMETRIX, INC. 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 20664000.00 19687502.02 AMTRUST FINANCIAL SERVICES, IN 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 2000000.00 2332338.00 AVIS BUDGET GROUP INC COM < 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 14925000.00 18537685.80 BIOMED REALTY, L.P. 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 6100000.00 7223485.80 CIENA CORPORATION 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 22675000.00 24637884.05 CONCUR TECHNOLOGIES, INC. 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 9272000.00 14395697.93 CUBIST PHARMACEUTICALS,INC 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 22500000.00 39887055.00 DENDREON CORPORATION 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 19540000.00 13186373.60 DEVELOPERS DIVERSIFIED REALTH 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 24320000.00 27300270.08 GAYLORD ENTERTAINMENT 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 1000000.00 1532992.00 HAWAIIAN HOLDINGS INC 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 1219000.00 1279516.04 HELIX ENERGY SOLUTIONSGROUP IN 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 9652000.00 10870700.13 INCYTE PHARMACEUTICALS, INC. 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 24515000.00 53334981.09 KNIGHT CAPITAL GROUP INC 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 12416000.00 11305525.38 LEXINGTON CORPORATE PR 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 3062000.00 4443951.03 MASTEC, INC. 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 5900000.00 8716412.20 NATIONAL FINANCE PARTNERS CORP 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 7225000.00 10800479.10 PFD NUVASIVE INC SR-D1 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 7993000.00 7797826.93 ONYX PHARMACEUTICALS, INC. 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 50405000.00 113905168.60 PDL BIOPHARMA INC C + 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 1100000.00 1373995.70 RTI INTERNATIONAL META 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 7878000.00 8366459.63 RAMBUS INC. 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 12750000.00 12987711.00 REGENERON PHARMACEUTICALS, INC 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 36184000.00 68920062.82 ROVI CORPORATION+ 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 39700000.00 39505787.60 TAKE-2 INTERACTIVE SOFTWARE 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 3950000.00 4916723.00 UNITED THERAPEUTICS 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 22463000.00 30014813.51 WEBMD HEALTH CORP. 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 31360000.00 26119367.68 First Tier Security 2012-10-22 2012-10-22 N N N 536000000.00 536000000.00 0.0046 Y 536000000.00 536000000.00 J.P. Morgan Clearing Corp. J.P. 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Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.87% 45A99NFC4 Other Repurchase Agreement N SPDR GOLD TRUST 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 1703115.00 293514839.10 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 Securities, Inc. J.P. Morgan Securities, Inc., 0.29% 46S99VMD5 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2022-05-15 2050-02-15 0 - 37.375 Government Agency Debt 5950220108.00 585149594.28 FEDERAL NATIONAL MORTGAGE ASSOC 2022-04-25 2042-06-25 0 - 5.5 Government Agency Debt 3904557064.00 297546198.30 GOVERNMENT NATIONAL MORTAGE ASSOC 2013-04-16 2053-12-16 0 - 6.531 Government Agency Debt 12120129525.00 550057317.28 First Tier Security 2012-10-03 2012-10-03 N N N 1391000000.00 1391000000.00 0.0120 N 1391000000.00 1391000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.36% 46S99VMB9 0001287279 Other Repurchase Agreement N 51-100 2022-09-01 2066-09-01 0 - 12 Other Instrument CORPORATE 175558000.00 193207807.59 First Tier Security 2012-10-02 2012-10-02 N N N 184000000.00 184000000.00 0.0016 N 184000000.00 184000000.00 J.P. Morgan Securities, Inc. J.P. 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