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OPERATIONS CO. 0000862124 084-01839 N N N Treasury 59 59 3267637694.70 50377742.51 49786952.05 3268228485.16 0.0021 1.0003 2010-12-30 1.0003 2010-12-30 C000020485 1000.00 2099060891.57 1.00 -43502243.73 633543593.53 677045837.26 0.0001 1.0003 2010-12-30 1.0003 2010-12-30 C000020482 1000.00 43978677.33 1.00 -1322638.88 1740799.52 3063438.40 0.0001 1.0002 2010-12-30 1.0002 2010-12-30 C000020483 1000.00 100943340.88 1.00 -2432958.28 8652623.97 11085582.25 0.0001 1.0002 2010-12-30 1.0002 2010-12-30 C000020484 1000.00 1024245575.38 1.00 -62487983.18 268643659.77 331131642.95 0.0001 1.0005 2010-12-30 1.0005 2010-12-30 U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127952C4 Treasury Debt First Tier Security 2011-02-24 2011-02-24 N N N 140000000.00 139960609.96 0.0428 N 139977320.00 139977320.00 U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127952D2 Treasury Debt First Tier Security 2011-03-03 2011-03-03 N N N 10000000.00 9996865.27 0.0031 N 9998000.00 9998000.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 912795X97 Treasury Debt First Tier Security 2011-01-27 2011-01-27 N N N 76000000.00 75989022.22 0.0233 N 75997188.00 75997188.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127952H3 Treasury Debt First Tier Security 2011-03-24 2011-03-24 N N N 100000000.00 99955583.35 0.0306 N 99974400.00 99974400.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127952J9 Treasury Debt First Tier Security 2011-03-31 2011-03-31 N N N 22000000.00 21989394.17 0.0067 N 21993356.00 21993356.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127952S9 Treasury Debt First Tier Security 2011-05-26 2011-05-26 N N N 50000000.00 49960729.13 0.0153 N 49970200.00 49970200.00 U.S. Treasury Bills U.S. Treasury Bills, 0.21% to 0.22% 912795W64 Treasury Debt First Tier Security 2011-06-02 2011-06-02 N N N 60000000.00 59946704.98 0.0183 N 59961240.00 59961240.00 U.S. Treasury Bills U.S. Treasury Bills, 0.23% 912795X22 Treasury Debt First Tier Security 2011-06-30 2011-06-30 N N N 50000000.00 49943750.00 0.0153 N 49954250.00 49954250.00 U.S. Treasury Bills U.S. Treasury Bills, 0.23% 9127952K6 Treasury Debt First Tier Security 2011-10-20 2011-10-20 N N N 30000000.00 29944317.21 0.0092 N 29944410.00 29944410.00 U.S. Treasury Bills U.S. Treasury Bills, 0.28% 9127952P5 Treasury Debt First Tier Security 2011-11-17 2011-11-17 N N N 23000000.00 22942755.56 0.0070 N 22950228.00 22950228.00 U.S. Treasury Bills U.S. Treasury Bills, 0.30% 9127952T7 Treasury Debt First Tier Security 2011-12-15 2011-12-15 N N N 10000000.00 9971000.00 0.0031 N 9974820.00 9974820.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% to 0.36% 912828KH2 Treasury Debt First Tier Security 2011-03-31 2011-03-31 N N N 115000000.00 115169181.17 0.0352 N 115188715.00 115188715.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828LT5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 42000000.00 42263020.83 0.0129 N 42246078.00 42246078.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828JU5 Treasury Debt First Tier Security 2011-11-15 2011-11-15 N N N 35000000.00 35455523.68 0.0108 N 35434770.00 35434770.00 U.S. Treasury Notes U.S. Treasury Notes, 0.26% 912828KL3 Treasury Debt First Tier Security 2011-04-30 2011-04-30 N N N 55000000.00 55109159.94 0.0169 N 55124630.00 55124630.00 U.S. Treasury Notes U.S. Treasury Notes, 0.27% to 0.28% 912828LG3 Treasury Debt First Tier Security 2011-07-31 2011-07-31 N N N 107000000.00 107445510.19 0.0329 N 107476471.00 107476471.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828LV0 Treasury Debt First Tier Security 2011-08-31 2011-08-31 N N N 40000000.00 40184549.07 0.0123 N 40201560.00 40201560.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828FW5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 17000000.00 17607966.59 0.0054 N 17603636.00 17603636.00 U.S. Treasury Notes U.S. Treasury Notes, 0.31% to 0.32% 912828LW8 Treasury Debt First Tier Security 2011-09-30 2011-09-30 N N N 70000000.00 70350955.46 0.0215 N 70377370.00 70377370.00 U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828MM9 Treasury Debt First Tier Security 2011-11-30 2011-11-30 N N N 35000000.00 35134060.02 0.0108 N 35138075.00 35138075.00 U.S. Treasury Notes U.S. Treasury Notes, 0.43% 912828LF5 Treasury Debt First Tier Security 2011-06-30 2011-06-30 N N N 35000000.00 35118202.51 0.0107 N 35161315.00 35161315.00 U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.48% 912828JY7 Treasury Debt First Tier Security 2011-01-31 2011-01-31 N N N 40000000.00 40012833.39 0.0122 N 40020320.00 40020320.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.21% 37F99EWJ2 0000058056 Treasury Repurchase Agreement Y US TREASURY 2026-11-15 2039-11-15 4.375 - 6.5 Treasury Debt 192486000.00 214488909.73 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 209000000.00 209000000.00 0.0639 N 209000000.00 209000000.00 Barclays Capital, Inc.; BNP Paribas Securities Corp.; Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account at 0.19%, dated 12/31/2010 due 01/03/2011 # 39A99P3Q4 Treasury Repurchase Agreement Y US TREASURY 2011-01-06 2040-11-15 0 - 11.25 Treasury Debt 47697223.56 49641474.08 Unrated Security 2011-01-03 2011-01-03 N N N 48639000.00 48639000.00 0.0149 N 48639000.00 48639000.00 Dresdner Kleinwort Securities LLC; Credit Agricole Securities (USA), Inc.; UBS Securities LLC; BNP Paribas Securities Corp.; RBS Securities, Inc. In a joint trading account at 0.21%, dated 12/31/2010 due 01/03/2011 # 39A99P3K7 Treasury Repurchase Agreement Y US TREASURY 2011-01-06 2040-11-15 0 - 11.25 Treasury Debt 1604859230.65 1670277050.93 Unrated Security 2011-01-03 2011-01-03 N N N 1636547000.00 1636547000.00 0.5007 N 1636547000.00 1636547000.00 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.21% 38W99BBH4 0000068136 Treasury Repurchase Agreement Y US TREASURY 2011-01-20 2020-08-15 0 - 8.75 Treasury Debt 205762700.00 213263333.05 Unrated Security 2011-01-07 2011-01-07 Y MSTANLEY N/A N/A N N 209000000.00 209000000.00 0.0639 N 209000000.00 209000000.00