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Gotham Funding Corp. 0.260000% 38346MQU1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-28 2011-03-28 Y BANKOFTOKYO-MITSUBISHIUFJLTD N/A N/A N N 2200000.00 2199571.00 0.0104 N 2199516.00 2199516.00 Grampian Funding LLC Grampian Funding LLC 0.270000% 38501CQF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 Y BANKOFSCOTLANDPLC N/A N/A N N 2100000.00 2099779.50 0.0100 N 2099874.00 2099874.00 Grampian Funding LLC Grampian Funding LLC 0.370000% 38501CQ18 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-03-01 Y BANKOFSCOTLANDPLC N/A N/A N N 1500000.00 1500000.00 0.0071 N 1500000.00 1500000.00 Regency Markets No. 1 LLC Regency Markets No. 1 LLC 0.260000% 7588R1QJ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-18 2011-03-18 Y HSBCBANKPLC N/A N/A HSBCBANKUSANA N/A N/A HSBCFRANCESEN_UNSEC N/A N/A Y HSBCBANKPLC N/A N/A N 2000000.00 1999754.45 0.0095 N 1999740.00 1999740.00 Straight-A Funding LLC Straight-A Funding LLC 0.250000% 86257GTN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 1200000.00 1199925.00 0.0057 N 1199940.00 1199940.00 Straight-A Funding LLC Straight-A Funding LLC 0.230000% 86257LL91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 1600000.00 1599989.78 0.0076 N 1599984.00 1599984.00 Victory Receivables Corp. Victory Receivables Corp. 0.250000% 92646LQB9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 Y BANKOFTOKYO-MITSUBISHIUFJLTD N/A N/A N N 1000000.00 999930.56 0.0047 N 999920.00 999920.00 Victory Receivables Corp. Victory Receivables Corp. 0.260000% 92646LQM5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-21 2011-03-21 Y BANKOFTOKYO-MITSUBISHIUFJLTD N/A N/A N N 1000000.00 999855.55 0.0047 N 999840.00 999840.00 Scaldis Capital LLC Scaldis Capital LLC 0.290000% 80584UQA0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 Y FORTISBANKSA/NV N/A N/A Y FORTISBANKSA/NV N/A N/A N 1000000.00 999927.50 0.0047 N 999930.00 999930.00 Westpac Banking Corp. Westpac Banking Corp. 0.303100% 96121H5A8 Certificate of Deposit N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N N 1800000.00 1800000.00 0.0085 N 1800306.00 1800306.00 Westpac Banking Corp. Westpac Banking Corp. 0.310000% 96121H5S9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-01 2011-06-01 N N N 2000000.00 2000000.00 0.0095 N 1999860.00 1999860.00 Westpac Banking Corp. Westpac Banking Corp. 0.420000% 96121TAM0 Certificate of Deposit N First Tier Security N/A N/A 2011-03-01 2012-01-10 N N N 1500000.00 1500000.00 0.0071 N 1499355.00 1499355.00 Westpac Banking Corp. Westpac Banking Corp. 0.330000% 96121TBG2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-01 2011-10-12 N N N 1000000.00 1000000.00 0.0047 N 999690.00 999690.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.300000% 86562GF24 Certificate of Deposit N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 2000000.00 2000000.00 0.0095 N 2000000.00 2000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.300000% 86562GS46 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 1000000.00 1000000.00 0.0047 N 1000020.00 1000020.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.250000% 86562GU76 Certificate of Deposit N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 1700000.00 1700000.00 0.0081 N 1700000.00 1700000.00 Bank of Nova Scotia Bank of Nova Scotia 0.280000% 06417DB53 Certificate of Deposit N Unrated Security N/A N/A 2011-03-01 2011-08-25 N N N 1400000.00 1400000.00 0.0066 N 1400000.00 1400000.00 Natixis Natixis 0.300000% 63873B3T2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-22 2011-03-22 N N N 1700000.00 1700000.00 0.0081 N 1700034.00 1700034.00 Royal Bank of Canada Royal Bank of Canada 0.370000% 78009JR49 Certificate of Deposit N First Tier Security N/A N/A 2011-03-01 2011-08-12 N N N 1200000.00 1200000.00 0.0057 N 1199736.00 1199736.00 Rabobank Nederland NV Rabobank Nederland NV 0.264000% 74977MDC6 Certificate of Deposit N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 1800000.00 1800000.00 0.0085 N 1799964.00 1799964.00 Rabobank Nederland NV Rabobank Nederland NV 0.344000% 74977MRG2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-10 2012-01-10 N N N 750000.00 750000.00 0.0036 N 749677.50 749677.50 Nordea Bank Finland PLC Nordea Bank Finland PLC 0.603100% 65556QST1 Certificate of Deposit N First Tier Security N/A N/A 2011-04-14 2011-10-14 N N N 2000000.00 2003633.16 0.0095 N 2003400.00 2003400.00 Nordea Bank Finland PLC Nordea Bank Finland PLC 0.603100% 65556QTB9 Certificate of Deposit N First Tier Security N/A N/A 2011-04-20 2011-10-20 N N N 2000000.00 2003741.01 0.0095 N 2003060.00 2003060.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 0.330000% 60681PZZ0 Certificate of Deposit N First Tier Security N/A N/A 2011-05-20 2011-05-20 N N N 1200000.00 1200000.00 0.0057 N 1200048.00 1200048.00 Mizuho Corporate Bank Mizuho Corporate Bank 0.300000% 60687CD20 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 2000000.00 2000000.00 0.0095 N 2000020.00 2000020.00 Mizuho Corporate Bank Mizuho Corporate Bank 0.280000% 60687CG35 Certificate of Deposit N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 1600000.00 1600000.00 0.0076 N 1600016.00 1600016.00 Mizuho Corporate Bank Mizuho Corporate Bank 0.310000% 60687CK48 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 1000000.00 1000000.00 0.0047 N 1000050.00 1000050.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.420000% 13606XC48 Certificate of Deposit N First Tier Security N/A N/A 2011-03-01 2011-04-26 N N N 2000000.00 2000000.00 0.0095 N 1999860.00 1999860.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.250000% 13606XG93 Certificate of Deposit N First Tier Security N/A N/A 2011-03-01 2011-04-26 N N N 1000000.00 1000000.00 0.0047 N 999930.00 999930.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.240000% 13606XH84 Certificate of Deposit N First Tier Security N/A N/A 2011-03-01 2011-05-12 N N N 1400000.00 1400000.00 0.0066 N 1399860.00 1399860.00 BNP Paribas BNP Paribas 0.553100% 0556M5JT3 Certificate of Deposit N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N N 1800000.00 1800000.00 0.0085 N 1800324.00 1800324.00 Abbey National Treasury Services PLC Abbey National Treasury Services PLC 0.550000% 00279HUC8 Certificate of Deposit N First Tier Security N/A N/A 2011-03-01 2011-11-02 N N N 1000000.00 1000000.00 0.0047 N 999670.00 999670.00 Abbey National Treasury Services PLC Abbey National Treasury Services PLC 0.453100% 00279HUX2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 1000000.00 1000000.00 0.0047 N 999990.00 999990.00 BNP Paribas BNP Paribas 0.410000% 0556M5RP2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N N 800000.00 800003.55 0.0038 N 800056.00 800056.00 Bank of Nova Scotia Bank of Nova Scotia 0.330000% 06417DMU6 Certificate of Deposit N First Tier Security N/A N/A 2011-03-01 2011-09-12 N N N 800000.00 800000.00 0.0038 N 800336.00 800336.00 Bank of Nova Scotia Bank of Nova Scotia 0.410000% 06417DUM5 Certificate of Deposit N First Tier Security N/A N/A 2011-03-01 2011-12-08 N N N 800000.00 800000.00 0.0038 N 800368.00 800368.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd. 0.380000% 06538A7B5 Certificate of Deposit N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 2000000.00 2000000.00 0.0095 N 2000340.00 2000340.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd. 0.250000% 06538DGV5 Certificate of Deposit N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 2000000.00 2000000.00 0.0095 N 2000000.00 2000000.00 Barclays Bank PLC Barclays Bank PLC 0.662000% 06740MLL5 Certificate of Deposit N First Tier Security N/A N/A 2011-03-21 2011-04-21 N N N 2200000.00 2200000.00 0.0104 N 2199934.00 2199934.00 Barclays Bank PLC Barclays Bank PLC 0.582000% 06740MRA3 Certificate of Deposit N First Tier Security N/A N/A 2011-03-21 2011-07-19 N N N 2000000.00 2000000.00 0.0095 N 1999620.00 1999620.00 Barclays Bank PLC Barclays Bank PLC 0.310000% 06741GAS4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-26 2011-05-26 N N N 1000000.00 999259.45 0.0047 N 999350.00 999350.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.296500% 2332K4AT1 Financial Company Commercial Paper N Unrated Security N/A N/A 2011-03-28 2011-04-26 N N N 1500000.00 1500000.00 0.0071 N 1499895.00 1499895.00 NRW.Bank NRW.Bank 0.430000% 62939MQX8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-31 2011-03-31 N N N 750000.00 749731.25 0.0036 N 749850.00 749850.00 NRW.Bank NRW.Bank 0.420000% 62939MQX8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-31 2011-03-31 N N N 2400000.00 2399160.00 0.0114 N 2399520.00 2399520.00 NRW.Bank NRW.Bank 0.320300% 62939MQ83 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 1350000.00 1349916.00 0.0064 N 1349959.50 1349959.50 NRW.Bank NRW.Bank 0.290000% 62939MR58 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 1000000.00 999718.06 0.0047 N 999770.00 999770.00 NRW.Bank NRW.Bank 0.300000% 62939MSP3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-23 2011-05-23 N N N 1000000.00 999308.33 0.0047 N 999370.00 999370.00 NRW.Bank NRW.Bank 0.300000% 62939MS24 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 2000000.00 1998966.67 0.0095 N 1999080.00 1999080.00 NRW.Bank NRW.Bank 0.300000% 62939MS32 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 2200000.00 2198845.00 0.0104 N 2198988.00 2198988.00 National Australia Bank Ltd. National Australia Bank Ltd. 0.324000% 63252XMA5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-06-10 N N N 1500000.00 1500000.00 0.0071 N 1499805.00 1499805.00 Nordea Bank Finland PLC Nordea Bank Finland PLC 0.440000% 65557VFJ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-30 2011-06-30 N N N 1000000.00 1000100.48 0.0047 N 1000300.00 1000300.00 Nordea Bank Finland PLC Nordea Bank Finland PLC 0.280000% 65557VFS5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 1000000.00 1000002.22 0.0047 N 1000000.00 1000000.00 Nordea Bank Finland PLC Nordea Bank Finland PLC 0.280000% 65557VJP7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N N 1000000.00 999993.89 0.0047 N 1000000.00 1000000.00 Santander Central Hispano Finance Delaware, Inc. Santander Central Hispano Finance Delaware, Inc. 0.500000% 80281KQB6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 1350000.00 1349812.50 0.0064 N 1349824.50 1349824.50 European Investment Bank European Investment Bank 0.240000% 29878STU0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-28 2011-06-28 N N N 1500000.00 1498810.00 0.0071 N 1498500.00 1498500.00 Standard Chartered Bank Standard Chartered Bank 0.290000% 85324USQ7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-24 2011-05-24 N N N 1600000.00 1598917.33 0.0076 N 1598880.00 1598880.00 Swedbank AB Swedbank AB 0.350000% 87019SRC0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-12 2011-04-12 N N N 1700000.00 1699305.83 0.0081 N 1699456.00 1699456.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.300000% 83051AEC1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 1000000.00 1000000.00 0.0047 N 1000000.00 1000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051AFT3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 1000000.00 1000000.00 0.0047 N 1000010.00 1000010.00 Societe Generale Societe Generale 0.380000% 83369RFU0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-04-21 N N N 900000.00 900000.00 0.0043 N 899937.00 899937.00 Societe Generale Societe Generale 0.380000% 83369RJW2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-05-19 N N N 2200000.00 2200000.00 0.0104 N 2199868.00 2199868.00 Federal Home Loan Bank Federal Home Loan Bank 0.540000% 3133XYND3 Government Agency Debt N First Tier Security N/A N/A 2011-05-24 2011-05-24 N N N 1100000.00 1100020.25 0.0052 N 1100911.90 1100911.90 Federal Farm Credit Bank Federal Farm Credit Bank 0.240000% 31331G2M0 Government Agency Debt N First Tier Security N/A N/A 2011-03-02 2011-11-02 N N N 750000.00 749974.72 0.0036 N 750064.50 750064.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.325000% 313312QP8 Government Agency Debt N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 800000.00 797937.78 0.0038 N 798840.00 798840.00 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313371GR1 Government Agency Debt N First Tier Security N/A N/A 2011-10-28 2011-10-28 N N N 750000.00 749959.04 0.0036 N 749610.75 749610.75 Federal Home Loan Bank Federal Home Loan Bank 0.240000% 313371RR9 Government Agency Debt N First Tier Security N/A N/A 2011-10-28 2011-10-28 N N N 1800000.00 1799239.87 0.0085 N 1798947.00 1798947.00 Federal Home Loan Bank Federal Home Loan Bank 0.270000% 313384LQ0 Government Agency Debt N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 2500000.00 2496343.75 0.0118 N 2497832.50 2497832.50 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.160000% 313588DA0 Government Agency Debt N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 1500000.00 1499913.33 0.0071 N 1499962.50 1499962.50 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.185000% 313588GY5 Government Agency Debt N First Tier Security N/A N/A 2011-06-16 2011-06-16 N N N 1200000.00 1199340.17 0.0057 N 1199571.60 1199571.60 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.680000% 31359MZF3 Government Agency Debt N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 750000.00 759601.39 0.0036 N 759564.00 759564.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.161500% 31398AE73 Government Agency Debt N First Tier Security N/A N/A 2011-03-27 2011-07-27 N N N 1200000.00 1199678.68 0.0057 N 1199706.00 1199706.00 JPMorgan Chase Securities, Inc. Tri Party Repo JPMorgan Chase Securities, Inc. Tri Party Repo 0.190000% 165999004_0.1900_M110301_KE2W 0001325347 Government Agency Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE - F 2039-11-15 4.000000 Government Agency Debt 7440000.00 7143338.20 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 7000000.00 7000000.00 0.0332 N 7000000.00 7000000.00 Bancamerica Tri Party Repo Bancamerica Tri Party Repo 0.200000% 85999F001_0.2000_M110301_KE2W 0001272025 Government Agency Repurchase Agreement N FNMA 2040-01-01 3.443000 Government Agency Debt 35001984.00 26247592.29 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 25797548.00 25797548.00 0.1224 N 25797548.00 25797548.00 Caisse d'Amortissement de la Dette Sociale Caisse d'Amortissement de la Dette Sociale 0.280000% 12802WT12 Other Commercial Paper N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 1500000.00 1498926.67 0.0071 N 1499100.00 1499100.00 Johnson & Johnson Johnson & Johnson 0.190000% 47816GVN6 Other Commercial Paper N Unrated Security N/A N/A 2011-08-22 2011-08-22 N N N 1500000.00 1498622.50 0.0071 N 1497960.00 1497960.00 Shell International Finance BV Shell International Finance BV 0.400000% 8225X3S29 Other Commercial Paper N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 800000.00 799448.89 0.0038 N 799728.00 799728.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.180000% 93114FQM9 Other Commercial Paper N First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 4000000.00 3999600.00 0.0190 N 3999680.00 3999680.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.180000% 93114FRJ5 Other Commercial Paper N First Tier Security N/A N/A 2011-04-18 2011-04-18 N N N 1250000.00 1249700.00 0.0059 N 1249700.00 1249700.00 Google, Inc. Google, Inc. 0.400000% 38259LWG2 Other Commercial Paper N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 800000.00 798231.11 0.0038 N 798088.00 798088.00 ENI Coordination Center SA ENI Coordination Center SA 0.300000% 29331NSS8 Other Commercial Paper N First Tier Security N/A N/A 2011-05-26 2011-05-26 N N N 1200000.00 1199140.00 0.0057 N 1199136.00 1199136.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.210000% 19121BQE2 Other Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 1000000.00 999924.17 0.0047 N 999930.00 999930.00 Caisse d'Amortissement de la Dette Sociale Caisse d'Amortissement de la Dette Sociale 0.260000% 12802WQF4 Other Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 1200000.00 1199878.67 0.0057 N 1199916.00 1199916.00 Caisse d'Amortissement de la Dette Sociale Caisse d'Amortissement de la Dette Sociale 0.280000% 12802WRS5 Other Commercial Paper N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N N 1750000.00 1749237.78 0.0083 N 1749422.50 1749422.50 Archer-Daniels-Midland Co. Archer-Daniels-Midland Co. 0.250000% 03948HRB9 Other Commercial Paper N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 800000.00 799772.22 0.0038 N 799752.00 799752.00 Johnson & Johnson Johnson & Johnson 0.220000% 47816GR76 Other Commercial Paper N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 1750000.00 1749604.30 0.0083 N 1749720.00 1749720.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.200000% 74271UR85 Other Commercial Paper N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N N 1500000.00 1499683.33 0.0071 N 1499745.00 1499745.00 Rabobank Nederland NV Rabobank Nederland NV 2.052800% 74977RBN3 Other Note N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 4000000.00 4000000.00 0.0190 N 4009648.00 4009648.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.261500% 48125LCE0 Other Note N First Tier Security N/A N/A 2011-03-28 2011-05-28 N N N 1300000.00 1300000.00 0.0062 N 1299846.60 1299846.60 European Investment Bank European Investment Bank 2.625000% 298785EP7 Other Note N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 750000.00 753598.12 0.0036 N 753436.50 753436.50 European Investment Bank European Investment Bank 2.625000% 298785ET9 Other Note N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 600000.00 609416.97 0.0029 N 607914.00 607914.00 International Finance Corp. International Finance Corp. 3.000000% 45950KAV2 Other Note N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 500000.00 509172.30 0.0024 N 508500.00 508500.00 Intesa Sanpaolo SpA Intesa Sanpaolo SpA 0.330000% 46115LVB1 Other Note N First Tier Security N/A N/A 2011-03-01 2011-06-03 N N N 1000000.00 1000000.00 0.0047 N 999675.00 999675.00 Denmark Government International Bond Denmark Government International Bond 2.750000% B3DPFQII2 0001474358 Other Note N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 1000000.00 1016336.92 0.0048 N 1013658.00 1013658.00 Kommuninvest I Sverige AB Kommuninvest I Sverige AB 0.550000% B44BYDII9 0001367624 Other Note N Unrated Security N/A N/A 2011-04-19 2011-04-19 N N N 1000000.00 1000282.42 0.0047 N 1000118.00 1000118.00 Societe Generale Societe Generale 0.410000% 83399A003 0000865845 Other Note N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N N 900000.00 900000.00 0.0043 N 900117.00 900117.00 BNP Paribas BNP Paribas 0.550000% 0556M5MZ5 Other Note N First Tier Security N/A N/A 2011-05-13 2011-05-13 N N N 750000.00 750060.40 0.0036 N 750292.50 750292.50 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.364000% 2027A0FL8 Other Note N First Tier Security N/A N/A 2011-03-11 2012-02-03 N N N 1000000.00 1000000.00 0.0047 N 999543.00 999543.00 BNP Paribas BNP Paribas Series YCD1 0.362000% 0556M42S6 Other Note N Unrated Security N/A N/A 2011-03-22 2011-03-22 N N N 1000000.00 1000031.29 0.0047 N 999977.00 999977.00 Dexia Credit Local SA Dexia Credit Local SA 2.375000% 25214BAA2 Other Note N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 665000.00 671596.11 0.0032 N 670429.06 670429.06 U.S. Treasury Bill U.S. Treasury Bill 0.160000% 912795V99 Treasury Debt N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 2000000.00 1999920.00 0.0095 N 1999950.00 1999950.00 U.S. Treasury Bill U.S. Treasury Bill 0.217500% 9127952K6 Treasury Debt N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 1000000.00 998592.29 0.0047 N 998854.00 998854.00 U.S. Treasury Note U.S. Treasury Note 4.750000% 912828FA3 Treasury Debt N First Tier Security N/A N/A 2011-03-31 2011-03-31 N N N 2300000.00 2308629.53 0.0110 N 2308714.70 2308714.70 U.S. Treasury Note U.S. Treasury Note 5.125000% 912828FK1 Treasury Debt N First Tier Security N/A N/A 2011-06-30 2011-06-30 N N N 650000.00 660610.70 0.0031 N 660765.30 660765.30 U.S. Treasury Note U.S. Treasury Note 4.625000% 912828FS4 Treasury Debt N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 1800000.00 1839166.64 0.0087 N 1839726.00 1839726.00 U.S. Treasury Note U.S. Treasury Note 4.625000% 912828FW5 Treasury Debt N First Tier Security N/A N/A 2011-10-31 2011-10-31 N N N 1500000.00 1543458.29 0.0073 N 1544062.50 1544062.50 U.S. Treasury Note U.S. Treasury Note 1.125000% 912828KA7 Treasury Debt N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 1200000.00 1207776.46 0.0057 N 1208343.60 1208343.60 U.S. Treasury Note U.S. Treasury Note 0.875000% 912828KU3 Treasury Debt N First Tier Security N/A N/A 2011-05-31 2011-05-31 N N N 800000.00 801386.33 0.0038 N 801406.40 801406.40 U.S. Treasury Note U.S. Treasury Note 1.125000% 912828LF5 Treasury Debt N First Tier Security N/A N/A 2011-06-30 2011-06-30 N N N 2500000.00 2505799.08 0.0119 N 2508007.50 2508007.50 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LT5 Treasury Debt N First Tier Security N/A N/A 2011-10-31 2011-10-31 N N N 1000000.00 1005028.30 0.0048 N 1005195.00 1005195.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LW8 Treasury Debt N First Tier Security N/A N/A 2011-09-30 2011-09-30 N N N 2000000.00 2008452.81 0.0095 N 2009296.00 2009296.00 JPMorgan Chase Securities, Inc. Tri Party Repo JPMorgan Chase Securities, Inc. Tri Party Repo 0.150000% 165999004_0.1500_M110301_KE2W 0001325347 Treasury Repurchase Agreement N U.S. TREASURY 2013-02-28 0.625000 Treasury Debt 5110000.00 5100035.37 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 5000000.00 5000000.00 0.0237 N 5000000.00 5000000.00 BNP Paribas Tri Party Repo BNP Paribas Tri Party Repo 0.170000% 06399K002_0.1700_M110301_KE2W 0001272025 Treasury Repurchase Agreement N U.S. Treasury Bill 2018-02-28 2.750000 Treasury Debt 3078800.00 3060050.11 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 3000000.00 3000000.00 0.0142 N 3000000.00 3000000.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.390000% 05252ABF7 Variable Rate Demand Note N First Tier Security N/A N/A 2011-03-01 2012-01-20 N N N 1200000.00 1200000.00 0.0057 N 1199473.20 1199473.20