0000278001-13-000050.txt : 20130530 0000278001-13-000050.hdr.sgml : 20130530 20130405161655 ACCESSION NUMBER: 0000278001-13-000050 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130331 FILED AS OF DATE: 20130405 DATE AS OF CHANGE: 20130405 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 13746118 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 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 2013-03-31 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC. 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 56 84 115124058198.36 196650784.87 992366576.30 114328342406.93 0.0030 1.0004 2013-03-28 1.0004 2013-03-28 C000019553 2500.00 114328342406.93 1.00 -269981446.08 21622908244.77 21892889690.85 0.0001 1.0004 2013-03-28 1.0004 2013-03-28 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366XZR6 Certificate of Deposit First Tier Security 2013-05-16 2013-05-16 N N N 126000000.00 126000000.00 0.0011 N 126001701.00 126001701.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366XZT2 Certificate of Deposit First Tier Security 2013-05-17 2013-05-17 N N N 95000000.00 95000000.00 0.0008 N 95001311.00 95001311.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366XJ78 Certificate of Deposit First Tier Security 2013-06-06 2013-06-06 N N N 215000000.00 215000000.00 0.0019 N 215004171.00 215004171.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366XJ45 Certificate of Deposit First Tier Security 2013-06-06 2013-06-06 N N N 215000000.00 215000000.00 0.0019 N 215004171.00 215004171.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366XS52 Certificate of Deposit First Tier Security 2013-06-25 2013-06-25 N N N 600000000.00 600000000.00 0.0052 N 600014820.00 600014820.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.25% 06366XL75 Certificate of Deposit First Tier Security 2013-09-09 2013-09-09 N N N 104000000.00 104000000.00 0.0009 N 104009505.60 104009505.60 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.25% 06366XK92 Certificate of Deposit First Tier Security 2013-09-09 2013-09-09 N N N 209000000.00 209000000.00 0.0018 N 209019102.60 209019102.60 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.40% 06366WRL0 Certificate of Deposit First Tier Security 2013-04-08 2013-09-06 N N N 741000000.00 741000000.00 0.0065 N 741456456.00 741456456.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417FQW3 Certificate of Deposit First Tier Security 2013-06-21 2013-06-21 N N N 135000000.00 135000000.00 0.0012 N 135000000.00 135000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FKK5 Certificate of Deposit First Tier Security 2013-04-04 2013-07-08 N N N 620000000.00 619982921.48 0.0054 N 620033480.00 620033480.00 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FHS2 Certificate of Deposit First Tier Security 2013-04-11 2013-04-11 N N N 1022000000.00 1022000000.00 0.0089 N 1022047625.20 1022047625.20 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417FLB4 Certificate of Deposit First Tier Security 2013-04-11 2013-10-11 N N N 412000000.00 412000000.00 0.0036 N 412044084.00 412044084.00 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417E5W9 Certificate of Deposit First Tier Security 2013-04-11 2013-09-06 N N N 406000000.00 406000000.00 0.0036 N 406012586.00 406012586.00 Bank of Nova Scotia Bank of Nova Scotia, 0.52% 06417FGH7 Certificate of Deposit First Tier Security 2013-05-16 2013-09-17 N N N 206000000.00 206000000.00 0.0018 N 206262032.00 206262032.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538FVQ4 Certificate of Deposit First Tier Security 2013-07-19 2013-07-19 N N N 474000000.00 474000000.00 0.0041 N 474000000.00 474000000.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FSK1 Certificate of Deposit First Tier Security 2013-07-09 2013-07-09 N N N 347000000.00 347000000.00 0.0030 N 347009889.50 347009889.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FSQ8 Certificate of Deposit First Tier Security 2013-07-10 2013-07-10 N N N 441000000.00 441000000.00 0.0039 N 441012700.80 441012700.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FSR6 Certificate of Deposit First Tier Security 2013-07-11 2013-07-11 N N N 413000000.00 413000000.00 0.0036 N 413011977.00 413011977.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FTD6 Certificate of Deposit First Tier Security 2013-07-16 2013-07-16 N N N 407000000.00 407000000.00 0.0036 N 407012372.80 407012372.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FTE4 Certificate of Deposit First Tier Security 2013-07-17 2013-07-17 N N N 427000000.00 427000000.00 0.0037 N 427013108.90 427013108.90 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FTZ7 Certificate of Deposit First Tier Security 2013-07-18 2013-07-18 N N N 550000000.00 550000000.00 0.0048 N 550017050.00 550017050.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FVB7 Certificate of Deposit First Tier Security 2013-08-01 2013-08-01 N N N 649000000.00 649000000.00 0.0057 N 649000000.00 649000000.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.30% 06538FKL7 Certificate of Deposit First Tier Security 2013-04-10 2013-07-10 N N N 659000000.00 659000000.00 0.0058 N 658965073.00 658965073.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.30% 06538FPR9 Certificate of Deposit First Tier Security 2013-08-13 2013-08-13 N N N 958000000.00 958000000.00 0.0084 N 958183073.80 958183073.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.41% 06538FAA2 Certificate of Deposit First Tier Security 2013-04-10 2013-04-10 N N N 96000000.00 95999759.75 0.0008 N 96007612.80 96007612.80 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YPQ3 Certificate of Deposit First Tier Security 2013-04-03 2013-08-30 N N N 405000000.00 405000000.00 0.0035 N 404797095.00 404797095.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YRX6 Certificate of Deposit First Tier Security 2013-04-05 2013-08-30 N N N 403000000.00 403000000.00 0.0035 N 403083421.00 403083421.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.39% 13606XQ84 Certificate of Deposit First Tier Security 2013-04-17 2013-09-17 N N N 1107000000.00 1107000000.00 0.0097 N 1107873423.00 1107873423.00 Credit Suisse Credit Suisse, 0.27% 22550DR76 Certificate of Deposit First Tier Security 2013-04-08 2013-06-27 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 618000000.00 618000000.00 0.0054 N 617907918.00 617907918.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.24% 60688RCG6 Certificate of Deposit First Tier Security 2013-06-05 2013-06-05 N N N 239000000.00 238999987.57 0.0021 N 238995411.20 238995411.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.24% 60688RCH4 Certificate of Deposit First Tier Security 2013-06-06 2013-06-06 N N N 183000000.00 182999992.24 0.0016 N 182996431.50 182996431.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688RBB8 Certificate of Deposit First Tier Security 2013-06-14 2013-06-14 N N N 400000000.00 400000000.00 0.0035 N 400034560.00 400034560.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688RBG7 Certificate of Deposit First Tier Security 2013-06-20 2013-06-20 N N N 413000000.00 413000000.00 0.0036 N 413038450.30 413038450.30 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60687G6W3 Certificate of Deposit First Tier Security 2013-05-21 2013-05-21 N N N 400000000.00 400000000.00 0.0035 N 400059920.00 400059920.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60687G6Z6 Certificate of Deposit First Tier Security 2013-05-24 2013-05-24 N N N 412000000.00 412000000.00 0.0036 N 412065137.20 412065137.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60687G7D4 Certificate of Deposit First Tier Security 2013-05-29 2013-05-29 N N N 411000000.00 411000000.00 0.0036 N 411070692.00 411070692.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60688RAV5 Certificate of Deposit First Tier Security 2013-06-11 2013-06-11 N N N 410000000.00 410000000.00 0.0036 N 410042599.00 410042599.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G4U9 Certificate of Deposit First Tier Security 2013-04-08 2013-04-08 N N N 106000000.00 106000000.00 0.0009 N 106004854.80 106004854.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G4V7 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 500000000.00 500000000.00 0.0044 N 500031200.00 500031200.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G6E3 Certificate of Deposit First Tier Security 2013-05-14 2013-05-14 N N N 405000000.00 405000000.00 0.0035 N 405063342.00 405063342.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.19% 63873ERG8 Certificate of Deposit First Tier Security 2013-04-02 2013-04-02 N N N 2447000000.00 2447000000.00 0.0214 N 2446989722.60 2446989722.60 National Bank of Canada National Bank of Canada, 0.27% 63307UDH1 Certificate of Deposit First Tier Security 2013-06-07 2013-06-07 N N N 1250000000.00 1250000000.00 0.0109 N 1249999875.00 1249999875.00 National Bank of Canada National Bank of Canada, 0.35% 63307UBK6 Certificate of Deposit First Tier Security 2013-04-22 2013-09-17 N N N 1201000000.00 1200600280.94 0.0105 N 1200452344.00 1200452344.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.20% 65558EKA5 Certificate of Deposit First Tier Security 2013-07-02 2013-07-02 N N N 608000000.00 608000000.00 0.0053 N 608000000.00 608000000.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.25% 65558EEC8 Certificate of Deposit First Tier Security 2013-04-03 2013-04-03 N N N 50000000.00 49999999.99 0.0004 N 50000915.00 50000915.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.25% 65558EEF1 Certificate of Deposit First Tier Security 2013-04-04 2013-04-04 N N N 351000000.00 351000000.00 0.0031 N 351007511.40 351007511.40 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.28% 65558EFE3 Certificate of Deposit First Tier Security 2013-05-16 2013-05-16 N N N 500000000.00 500000000.00 0.0044 N 500081550.00 500081550.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.28% 65558EFF0 Certificate of Deposit First Tier Security 2013-05-17 2013-05-17 N N N 250000000.00 250000000.00 0.0022 N 250041625.00 250041625.00 Royal Bank of Canada Royal Bank of Canada, 0.69% 78009JS22 Certificate of Deposit First Tier Security 2013-04-02 2013-08-30 N N N 900000000.00 900000000.00 0.0079 N 901459800.00 901459800.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.40% 78009J2N4 Certificate of Deposit First Tier Security 2013-05-07 2013-09-06 N N N 750000000.00 749934684.00 0.0066 N 750136500.00 750136500.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HGH3 Certificate of Deposit First Tier Security 2013-06-11 2013-06-11 N N N 250000000.00 250000000.00 0.0022 N 250020775.00 250020775.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HGK6 Certificate of Deposit First Tier Security 2013-06-13 2013-06-13 N N N 450000000.00 450000000.00 0.0039 N 450038385.00 450038385.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562JAE7 Certificate of Deposit First Tier Security 2013-04-19 2013-06-19 N N N 206000000.00 206000000.00 0.0018 N 205919042.00 205919042.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562D5Q9 Certificate of Deposit First Tier Security 2013-05-13 2013-05-13 N N N 352000000.00 352000000.00 0.0031 N 352017952.00 352017952.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562D5Y2 Certificate of Deposit First Tier Security 2013-05-14 2013-05-14 N N N 414000000.00 414000000.00 0.0036 N 414021569.40 414021569.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CCH3 Certificate of Deposit First Tier Security 2013-06-26 2013-06-26 N N N 502000000.00 502000000.00 0.0044 N 501987450.00 501987450.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.32% 86562JAD9 Certificate of Deposit First Tier Security 2013-04-15 2013-09-16 N N N 890000000.00 890000000.00 0.0078 N 890161090.00 890161090.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.34% 86562DB66 Certificate of Deposit First Tier Security 2013-04-04 2013-05-09 N N N 801000000.00 801000000.00 0.0070 N 801086508.00 801086508.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DWY2 Certificate of Deposit First Tier Security 2013-04-09 2013-04-09 N N N 618000000.00 618000000.00 0.0054 N 618037018.20 618037018.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DWE6 Certificate of Deposit First Tier Security 2013-04-03 2013-04-03 N N N 665000000.00 665000000.00 0.0058 N 665021014.00 665021014.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WY69 Certificate of Deposit First Tier Security 2013-04-09 2013-04-09 N N N 402000000.00 402000000.00 0.0035 N 402013386.60 402013386.60 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W2R8 Certificate of Deposit First Tier Security 2013-05-31 2013-05-31 N N N 394000000.00 394000000.00 0.0034 N 394062961.20 394062961.20 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W2S6 Certificate of Deposit First Tier Security 2013-06-05 2013-06-05 N N N 614000000.00 614000000.00 0.0054 N 614058698.40 614058698.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W2Y3 Certificate of Deposit First Tier Security 2013-06-10 2013-06-10 N N N 398000000.00 398000000.00 0.0035 N 398040795.00 398040795.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W3P1 Certificate of Deposit First Tier Security 2013-06-17 2013-06-17 N N N 410000000.00 410000000.00 0.0036 N 410046002.00 410046002.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W3W6 Certificate of Deposit First Tier Security 2013-06-26 2013-06-26 N N N 409000000.00 409000000.00 0.0036 N 409051043.20 409051043.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.21% 86958CTN4 Certificate of Deposit First Tier Security 2013-06-06 2013-06-06 N N N 215000000.00 215001969.62 0.0019 N 214997893.00 214997893.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958CUL6 Certificate of Deposit First Tier Security 2013-07-26 2013-07-26 N N N 198000000.00 198003187.28 0.0017 N 197990100.00 197990100.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.24% 86958CUU6 Certificate of Deposit First Tier Security 2013-08-28 2013-08-28 N N N 430000000.00 430008890.25 0.0038 N 429981725.00 429981725.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.28% 86958CPK4 Certificate of Deposit First Tier Security 2013-05-20 2013-05-20 N N N 441000000.00 441002998.27 0.0039 N 441055080.90 441055080.90 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WWF0 Certificate of Deposit First Tier Security 2013-04-15 2013-11-15 N N N 289000000.00 289000000.00 0.0025 N 289017629.00 289017629.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WA49 Certificate of Deposit First Tier Security 2013-04-20 2013-12-20 N N N 395000000.00 395000000.00 0.0035 N 394999210.00 394999210.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.27% 89112WJG3 Certificate of Deposit First Tier Security 2013-05-16 2013-05-16 N N N 35000000.00 35000000.00 0.0003 N 35005232.50 35005232.50 Toronto-Dominion Bank Toronto-Dominion Bank, 0.27% 89112WJF5 Certificate of Deposit First Tier Security 2013-05-17 2013-05-17 N N N 500000000.00 500000000.00 0.0044 N 500076250.00 500076250.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112WNY9 Certificate of Deposit First Tier Security 2013-07-19 2013-07-19 N N N 204000000.00 204003082.60 0.0018 N 204073501.20 204073501.20 Toronto-Dominion Bank Toronto-Dominion Bank, 0.32% 89112WML8 Certificate of Deposit First Tier Security 2013-09-13 2013-09-13 N N N 451000000.00 451000000.00 0.0039 N 451189871.00 451189871.00 UBS AG UBS AG, 0.31% 90267RMH9 Certificate of Deposit First Tier Security 2013-04-08 2013-05-07 N N N 526000000.00 526000000.00 0.0046 N 526043658.00 526043658.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.25% 05299WTB4 0000859994 Certificate of Deposit First Tier Security 2013-04-22 2013-04-22 N N N 408000000.00 408001189.07 0.0036 N 408032558.40 408032558.40 DNB Bank ASA DNB Bank ASA, 0.26% 46R99Y4D0 Certificate of Deposit First Tier Security 2013-05-10 2013-05-10 N N N 202000000.00 202001093.07 0.0018 N 202021694.80 202021694.80 DNB Bank ASA DNB Bank ASA, 0.26% 46R99Y4H1 Certificate of Deposit First Tier Security 2013-05-13 2013-05-13 N N N 206000000.00 206000000.00 0.0018 N 206022351.00 206022351.00 HSBC Bank PLC HSBC Bank PLC, 0.25% 35X99QBG8 0001140465 Certificate of Deposit First Tier Security 2013-07-15 2013-07-15 N N N 312000000.00 312000000.00 0.0027 N 311999875.20 311999875.20 HSBC Bank PLC HSBC Bank PLC, 0.30% 35X99QBF0 0001140465 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 236000000.00 236000000.00 0.0021 N 236010785.20 236010785.20 HSBC Bank PLC HSBC Bank PLC, 0.32% 35X99QBH6 0001140465 Certificate of Deposit First Tier Security 2013-11-05 2013-11-05 N N N 250000000.00 250000000.00 0.0022 N 250045950.00 250045950.00 HSBC Bank PLC HSBC Bank PLC, 0.32% 35X99QBJ2 0001140465 Certificate of Deposit First Tier Security 2013-11-05 2013-11-05 N N N 47000000.00 47000000.00 0.0004 N 47008643.30 47008643.30 HSBC Bank PLC HSBC Bank PLC, 0.32% 13L997LP9 0001140465 Certificate of Deposit First Tier Security 2013-11-12 2013-11-12 N N N 251000000.00 251000000.00 0.0022 N 251047614.70 251047614.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% XS0911651718 Certificate of Deposit First Tier Security 2013-06-28 2013-06-28 N N N 104000000.00 104001270.34 0.0009 N 104011949.60 104011949.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.34% 01L99GSS1 Certificate of Deposit First Tier Security 2013-04-22 2013-04-22 N N N 60000000.00 60000087.37 0.0005 N 60007284.00 60007284.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0854774550 0000833029 Certificate of Deposit First Tier Security 2013-04-09 2013-05-09 N N N 609000000.00 609000000.00 0.0053 N 609087087.00 609087087.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0845345288 0000833029 Certificate of Deposit First Tier Security 2013-04-15 2013-04-15 N N N 491000000.00 491000000.00 0.0043 N 491026023.00 491026023.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0847679569 0000833029 Certificate of Deposit First Tier Security 2013-04-19 2013-04-19 N N N 494000000.00 494000000.00 0.0043 N 494034086.00 494034086.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0850948158 0000833029 Certificate of Deposit First Tier Security 2013-04-29 2013-04-29 N N N 651000000.00 651000000.00 0.0057 N 651070959.00 651070959.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0862203428 0000833029 Certificate of Deposit First Tier Security 2013-04-03 2013-06-03 N N N 2019000000.00 2019000000.00 0.0177 N 2019240261.00 2019240261.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.27% 39K99HDS6 0000833029 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 982000000.00 982000000.00 0.0086 N 982069525.60 982069525.60 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.32% 10513DQA1 Certificate of Deposit First Tier Security 2013-04-29 2013-04-29 N N N 471000000.00 471000000.00 0.0041 N 471092033.40 471092033.40 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.32% 10513DQC7 Certificate of Deposit First Tier Security 2013-05-01 2013-05-01 N N N 229000000.00 229000000.00 0.0020 N 229047540.40 229047540.40 Citibank NA Citibank NA, 0.28% 17304UBP4 Certificate of Deposit First Tier Security 2013-05-28 2013-05-28 N N N 260805000.00 260805000.00 0.0023 N 260871244.47 260871244.47 Citibank NA Citibank NA, 0.29% 1730D27A4 Certificate of Deposit First Tier Security 2013-04-15 2013-04-15 N N N 271000000.00 271000000.00 0.0024 N 271028455.00 271028455.00 Citibank NA Citibank NA, 0.29% 1730D27F3 Certificate of Deposit First Tier Security 2013-04-16 2013-04-16 N N N 544000000.00 544000000.00 0.0048 N 544060275.20 544060275.20 Citibank NA Citibank NA, 0.29% 1730D27E6 Certificate of Deposit First Tier Security 2013-04-17 2013-04-17 N N N 544000000.00 544000000.00 0.0048 N 544063430.40 544063430.40 Citibank NA Citibank NA, 0.29% 17304UBH2 Certificate of Deposit First Tier Security 2013-05-22 2013-05-22 N N N 217000000.00 217000000.00 0.0019 N 217053013.10 217053013.10 Citibank NA Citibank NA, 0.29% 17304UCP3 Certificate of Deposit First Tier Security 2013-06-20 2013-06-20 N N N 113000000.00 113000000.00 0.0010 N 113034261.60 113034261.60 Citibank NA Citibank NA, 0.29% 17304UDA5 Certificate of Deposit First Tier Security 2013-06-27 2013-06-27 N N N 379900000.00 379900000.00 0.0033 N 380024797.15 380024797.15 Citibank NA Citibank NA, 0.30% 1730D26U1 Certificate of Deposit First Tier Security 2013-04-03 2013-04-03 N N N 822000000.00 822000000.00 0.0072 N 822030167.40 822030167.40 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.28% 8574P1AW6 Certificate of Deposit First Tier Security 2013-06-07 2013-06-07 N N N 448000000.00 448000000.00 0.0039 N 448105862.40 448105862.40 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.20% 05253MBL7 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-05-08 N N N 140000000.00 139994326.67 0.0012 N 140009660.00 140009660.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.20% 05253AUB4 Financial Company Commercial Paper First Tier Security 2013-07-11 2013-07-11 N N N 200000000.00 199887777.76 0.0017 N 199921260.00 199921260.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.20% 05253AUC2 Financial Company Commercial Paper First Tier Security 2013-07-12 2013-07-12 N N N 100000000.00 99943333.32 0.0009 N 99960150.00 99960150.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.20% 05253AV56 Financial Company Commercial Paper First Tier Security 2013-08-05 2013-08-05 N N N 354000000.00 353754166.82 0.0031 N 353753970.00 353753970.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416JS61 Financial Company Commercial Paper First Tier Security 2013-05-06 2013-05-06 N N N 433000000.00 432915805.66 0.0038 N 432942757.40 432942757.40 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416JS79 Financial Company Commercial Paper First Tier Security 2013-05-07 2013-05-07 N N N 433000000.00 432914266.00 0.0038 N 432940679.00 432940679.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416JTK9 Financial Company Commercial Paper First Tier Security 2013-06-19 2013-06-19 N N N 55655000.00 55630573.64 0.0005 N 55630233.52 55630233.52 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416JTK9 Financial Company Commercial Paper First Tier Security 2013-06-19 2013-06-19 N N N 995000000.00 994563305.65 0.0087 N 994557225.00 994557225.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.28% 06741GRA5 Financial Company Commercial Paper First Tier Security 2013-04-30 2013-04-30 N N N 117000000.00 116973609.99 0.0010 N 116981549.10 116981549.10 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.30% 06741GPW9 Financial Company Commercial Paper First Tier Security 2013-04-09 2013-04-09 N N N 119000000.00 118992066.67 0.0010 N 118993931.00 118993931.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.30% 06741GQB4 Financial Company Commercial Paper First Tier Security 2013-04-11 2013-04-11 N N N 79000000.00 78993416.66 0.0007 N 78995149.40 78995149.40 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737HR92 Financial Company Commercial Paper First Tier Security 2013-04-09 2013-04-09 N N N 2037000000.00 2036886833.24 0.0178 N 2036909760.90 2036909760.90 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737HR92 Financial Company Commercial Paper First Tier Security 2013-04-09 2013-04-09 N N N 561000000.00 560968833.31 0.0049 N 560975147.70 560975147.70 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.24% 20272AEA0 Financial Company Commercial Paper First Tier Security 2013-04-22 2013-06-21 N N N 83000000.00 82998153.02 0.0007 N 83002158.00 83002158.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-04-03 2013-06-03 N N N 200000000.00 200000000.00 0.0017 N 200006800.00 200006800.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADZ6 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-06-07 N N N 92000000.00 92000000.00 0.0008 N 92003404.00 92003404.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-05-28 N N N 539000000.00 539000000.00 0.0047 N 539023716.00 539023716.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-05-29 N N N 134000000.00 134000000.00 0.0012 N 134006030.00 134006030.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272DUV0 Financial Company Commercial Paper First Tier Security 2013-07-29 2013-07-29 N N N 155000000.00 154871909.77 0.0014 N 154888787.50 154888787.50 Credit Suisse Credit Suisse, 0.25% 2254EAUN1 Financial Company Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N N 210000000.00 209836666.62 0.0018 N 209847981.00 209847981.00 Credit Suisse Credit Suisse, 0.25% 2254EAUS0 Financial Company Commercial Paper First Tier Security 2013-07-26 2013-07-26 N N N 373000000.00 372699527.91 0.0033 N 372714020.90 372714020.90 Credit Suisse Credit Suisse, 0.26% 2254EAT37 Financial Company Commercial Paper First Tier Security 2013-06-03 2013-06-03 N N N 604000000.00 603730465.00 0.0053 N 603786425.60 603786425.60 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0V17 Financial Company Commercial Paper First Tier Security 2013-08-01 2013-08-01 N N N 492000000.00 491591503.42 0.0043 N 491579832.00 491579832.00 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HRC3 Financial Company Commercial Paper First Tier Security 2013-04-12 2013-04-12 N N N 250000000.00 249980902.75 0.0022 N 249989575.00 249989575.00 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HRV1 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-04-29 N N N 275000000.00 274946527.74 0.0024 N 274975305.00 274975305.00 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HRW9 Financial Company Commercial Paper First Tier Security 2013-04-30 2013-04-30 N N N 19000000.00 18996173.61 0.0002 N 18998223.50 18998223.50 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HU88 Financial Company Commercial Paper First Tier Security 2013-07-08 2013-07-08 N N N 283000000.00 282807402.77 0.0025 N 282871716.10 282871716.10 General Electric Capital Corp. General Electric Capital Corp., 0.26% 36959HSU2 Financial Company Commercial Paper First Tier Security 2013-05-28 2013-05-28 N N N 350000000.00 349855916.62 0.0031 N 349928250.00 349928250.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636JBH5 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-05-28 N N N 500000000.00 500000000.00 0.0044 N 500018000.00 500018000.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JBG7 Financial Company Commercial Paper First Tier Security 2013-04-26 2013-04-26 N N N 733000000.00 733000000.00 0.0064 N 733027854.00 733027854.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-04-03 2013-09-03 N N N 413000000.00 413000000.00 0.0036 N 412999174.00 412999174.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.32% 4662J0X31 Financial Company Commercial Paper First Tier Security 2013-10-03 2013-10-03 N N N 315000000.00 314481999.89 0.0028 N 314647767.00 314647767.00 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TH6 Financial Company Commercial Paper First Tier Security 2013-06-17 2013-06-17 N N N 83000000.00 82948516.94 0.0007 N 82957611.90 82957611.90 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TS2 Financial Company Commercial Paper First Tier Security 2013-06-26 2013-06-26 N N N 99000000.00 98931414.98 0.0009 N 98943075.00 98943075.00 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TU7 Financial Company Commercial Paper First Tier Security 2013-06-28 2013-06-28 N N N 105000000.00 104925566.68 0.0009 N 104937745.50 104937745.50 Nordea North America, Inc. Nordea North America, Inc., 0.25% 6555P0R43 Financial Company Commercial Paper First Tier Security 2013-04-04 2013-04-04 N N N 105000000.00 104997812.49 0.0009 N 104997553.50 104997553.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TTA9 Financial Company Commercial Paper First Tier Security 2013-06-10 2013-06-10 N N N 117000000.00 116940850.00 0.0010 N 116954791.20 116954791.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TTH4 Financial Company Commercial Paper First Tier Security 2013-06-17 2013-06-17 N N N 362000000.00 361798687.68 0.0032 N 361835471.00 361835471.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.27% 83365RR23 Financial Company Commercial Paper First Tier Security 2013-04-02 2013-04-02 N N N 1950000000.00 1949985375.00 0.0171 N 1949953980.00 1949953980.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562KSN5 Financial Company Commercial Paper First Tier Security 2013-05-22 2013-05-22 N N N 385000000.00 384863645.71 0.0034 N 384876684.50 384876684.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FSL2 Financial Company Commercial Paper First Tier Security 2013-05-20 2013-05-20 N N N 295000000.00 294899618.05 0.0026 N 294915010.50 294915010.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.28% 86958FR82 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-04-08 N N N 429000000.00 428977060.43 0.0038 N 428982968.70 428982968.70 Swedbank AB Swedbank AB, 0.26% 87019RSM9 Financial Company Commercial Paper First Tier Security 2013-05-21 2013-05-21 N N N 200000000.00 199927777.76 0.0017 N 199940000.00 199940000.00 Swedbank AB Swedbank AB, 0.26% 87019RSN7 Financial Company Commercial Paper First Tier Security 2013-05-22 2013-05-22 N N N 114000000.00 113958010.02 0.0010 N 113965218.60 113965218.60 Swedbank AB Swedbank AB, 0.27% 87019RT30 Financial Company Commercial Paper First Tier Security 2013-06-03 2013-06-03 N N N 200000000.00 199905500.00 0.0017 N 199925560.00 199925560.00 Swedbank AB Swedbank AB, 0.27% 87019RT48 Financial Company Commercial Paper First Tier Security 2013-06-04 2013-06-04 N N N 194000000.00 193906880.00 0.0017 N 193926706.80 193926706.80 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.24% 89116EWT6 Financial Company Commercial Paper First Tier Security 2013-09-27 2013-09-27 N N N 180000000.00 179785199.95 0.0016 N 179789544.00 179789544.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233GW36 Financial Company Commercial Paper First Tier Security 2013-09-03 2013-09-03 N N N 275000000.00 274703993.08 0.0024 N 274716997.50 274716997.50 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233GW51 Financial Company Commercial Paper First Tier Security 2013-09-05 2013-09-05 N N N 49000000.00 48946576.39 0.0004 N 48948795.00 48948795.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233GWB8 Financial Company Commercial Paper First Tier Security 2013-09-11 2013-09-11 N N N 100000000.00 99886805.56 0.0009 N 99890680.00 99890680.00 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CVC8 Financial Company Commercial Paper First Tier Security 2013-08-12 2013-08-12 N N N 299000000.00 298613376.49 0.0026 N 298677977.00 298677977.00 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CVF1 Financial Company Commercial Paper First Tier Security 2013-08-15 2013-08-15 N N N 801000000.00 799940900.02 0.0070 N 800106003.90 800106003.90 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CVK0 Financial Company Commercial Paper First Tier Security 2013-08-19 2013-08-19 N N N 261000000.00 260644749.92 0.0023 N 260695152.00 260695152.00 UBS Finance, Inc. UBS Finance, Inc., 0.39% 90262CRR0 Financial Company Commercial Paper First Tier Security 2013-04-25 2013-04-25 N N N 598000000.00 597844520.00 0.0052 N 597918253.40 597918253.40 UBS Finance, Inc. UBS Finance, Inc., 0.45% 90262CRC3 Financial Company Commercial Paper First Tier Security 2013-04-12 2013-04-12 N N N 580000000.00 579920250.00 0.0051 N 579966186.00 579966186.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FT3 Financial Company Commercial Paper First Tier Security 2013-04-02 2013-07-02 N N N 208000000.00 208000000.00 0.0018 N 208005200.00 208005200.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-04-02 2013-07-01 N N N 200000000.00 200000000.00 0.0017 N 200005600.00 200005600.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-04-03 2013-06-03 N N N 20000000.00 20000000.00 0.0002 N 20000680.00 20000680.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FU0 Financial Company Commercial Paper First Tier Security 2013-04-05 2013-07-05 N N N 96000000.00 96000000.00 0.0008 N 96002496.00 96002496.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-04-10 2013-06-10 N N N 95000000.00 95000000.00 0.0008 N 95003705.00 95003705.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-04-17 2013-06-17 N N N 385000000.00 385000000.00 0.0034 N 385017325.00 385017325.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FJ5 Financial Company Commercial Paper First Tier Security 2013-04-19 2013-06-19 N N N 199000000.00 199000000.00 0.0017 N 199009154.00 199009154.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-04-22 2013-06-21 N N N 200000000.00 200000000.00 0.0017 N 200009400.00 200009400.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FQ9 Financial Company Commercial Paper First Tier Security 2013-04-24 2013-06-24 N N N 150000000.00 150000000.00 0.0013 N 150007500.00 150007500.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FR7 Financial Company Commercial Paper First Tier Security 2013-04-26 2013-06-26 N N N 69000000.00 69000000.00 0.0006 N 69003450.00 69003450.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FP1 Financial Company Commercial Paper First Tier Security 2013-04-26 2013-06-26 N N N 50000000.00 50000000.00 0.0004 N 50002500.00 50002500.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-05-29 N N N 270000000.00 270000000.00 0.0024 N 270012690.00 270012690.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EW7 Financial Company Commercial Paper First Tier Security 2013-04-30 2013-05-30 N N N 250000000.00 250000000.00 0.0022 N 250012000.00 250012000.00 Ciesco LP Ciesco LP, 0.31% 17178BSV8 Asset Backed Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N Y GUARANTOR CITIBANK NA N/A N/A 239000000.00 238880632.74 0.0021 N 238900934.50 238900934.50 Ciesco LP Ciesco LP, 0.34% 17178BRR8 Asset Backed Commercial Paper First Tier Security 2013-04-25 2013-04-25 N N Y GUARANTOR CITIBANK NA N/A N/A 51000000.00 50988440.00 0.0004 N 50991758.40 50991758.40 Gotham Funding Corp. Gotham Funding Corp., 0.22% 38346LRW8 Asset Backed Commercial Paper First Tier Security 2013-04-30 2013-04-30 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 90855000.00 90838898.48 0.0008 N 90839009.52 90839009.52 Govco, Inc. Govco, Inc., 0.30% 38362VSX2 Asset Backed Commercial Paper First Tier Security 2013-05-31 2013-05-31 N N Y LIQUIDITY CITIBANK NA N/A N/A 111000000.00 110944500.00 0.0010 N 110943956.10 110943956.10 Govco, Inc. Govco, Inc., 0.31% 38362VRN5 Asset Backed Commercial Paper First Tier Security 2013-04-22 2013-04-22 N N Y LIQUIDITY CITIBANK NA N/A N/A 88000000.00 87984086.66 0.0008 N 87984107.20 87984107.20 Govco, Inc. Govco, Inc., 0.31% 38362VSD6 Asset Backed Commercial Paper First Tier Security 2013-05-13 2013-05-13 N N Y LIQUIDITY CITIBANK NA N/A N/A 100000000.00 99963833.32 0.0009 N 99965370.00 99965370.00 Govco, Inc. Govco, Inc., 0.31% 38362VSM6 Asset Backed Commercial Paper First Tier Security 2013-05-21 2013-05-21 N N Y LIQUIDITY CITIBANK NA N/A N/A 100000000.00 99956944.44 0.0009 N 99958600.00 99958600.00 Govco, Inc. Govco, Inc., 0.31% 38362VTB9 Asset Backed Commercial Paper First Tier Security 2013-06-11 2013-06-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 67000000.00 66959036.93 0.0006 N 66958821.80 66958821.80 Govco, Inc. Govco, Inc., 0.31% 38362VTC7 Asset Backed Commercial Paper First Tier Security 2013-06-12 2013-06-12 N N Y LIQUIDITY CITIBANK NA N/A N/A 112000000.00 111930560.03 0.0010 N 111930011.20 111930011.20 Govco, Inc. Govco, Inc., 0.31% 38362VTD5 Asset Backed Commercial Paper First Tier Security 2013-06-13 2013-06-13 N N Y LIQUIDITY CITIBANK NA N/A N/A 112000000.00 111929595.54 0.0010 N 111928857.60 111928857.60 Govco, Inc. Govco, Inc., 0.33% 38362VS12 Asset Backed Commercial Paper First Tier Security 2013-05-01 2013-05-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 162000000.00 161955450.03 0.0014 N 161959759.20 161959759.20 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TSM6 Asset Backed Commercial Paper First Tier Security 2013-05-21 2013-05-21 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 86000000.00 85976111.11 0.0008 N 85973426.00 85973426.00 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4T53 Asset Backed Commercial Paper First Tier Security 2013-06-05 2013-06-05 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 110095000.00 110055243.44 0.0010 N 110063347.69 110063347.69 Northern Pines Funding LLC Northern Pines Funding LLC, 0.26% 66560KS66 Asset Backed Commercial Paper First Tier Security 2013-05-06 2013-05-06 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 48000000.00 47987866.66 0.0004 N 47989809.60 47989809.60 Northern Pines Funding LLC Northern Pines Funding LLC, 0.26% 66560KS82 Asset Backed Commercial Paper First Tier Security 2013-05-08 2013-05-08 N N Y LIQUIDITY DEUTSCHE BANK AG LONDON N/A N/A 97000000.00 96974079.47 0.0008 N 96978233.20 96978233.20 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.26% 03523KSV0 Other Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N N 65300000.00 65272646.55 0.0006 N 65263784.62 65263784.62 Comcast Corp. Comcast Corp., 0.30% 2003A2RS7 Other Commercial Paper Second Tier Security 2013-04-26 2013-04-26 N N N 87500000.00 87481770.83 0.0008 N 87479630.00 87479630.00 Comcast Corp. Comcast Corp., 0.30% 2003A2RS7 Other Commercial Paper Second Tier Security 2013-04-26 2013-04-26 N N N 20500000.00 20495729.17 0.0002 N 20495227.60 20495227.60 Comcast Corp. Comcast Corp., 0.30% 2003A2RS7 Other Commercial Paper Second Tier Security 2013-04-26 2013-04-26 N N N 175000000.00 174963541.66 0.0015 N 174959260.00 174959260.00 Devon Energy Corp. Devon Energy Corp., 0.35% 25179JAB6 Other Commercial Paper Second Tier Security 2013-04-25 2013-04-29 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 566000000.00 566000000.00 0.0050 N 565887932.00 565887932.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.32% 5956A2RF1 Other Commercial Paper Second Tier Security 2013-04-15 2013-04-15 N N N 30500000.00 30496204.44 0.0003 N 30495120.00 30495120.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.32% 5956A2RG9 Other Commercial Paper Second Tier Security 2013-04-16 2013-04-16 N N N 32000000.00 31995733.33 0.0003 N 31995321.60 31995321.60 Northeast Utilities Northeast Utilities, 0.32% 66439TR18 Other Commercial Paper Second Tier Security 2013-04-01 2013-04-01 N N N 57000000.00 57000000.00 0.0005 N 56998478.10 56998478.10 Northeast Utilities Northeast Utilities, 0.32% 66439TR42 Other Commercial Paper Second Tier Security 2013-04-04 2013-04-04 N N N 20300000.00 20299458.67 0.0002 N 20298721.10 20298721.10 Sempra Global Sempra Global, 0.32% 81685LRF4 Other Commercial Paper Second Tier Security 2013-04-15 2013-04-15 N N N 22000000.00 21997262.22 0.0002 N 21997525.00 21997525.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121AWG2 Other Commercial Paper First Tier Security 2013-09-16 2013-09-16 N N N 100000000.00 99911333.32 0.0009 N 99924030.00 99924030.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121AWG2 Other Commercial Paper First Tier Security 2013-09-16 2013-09-16 N N N 120000000.00 119893599.96 0.0010 N 119908836.00 119908836.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121AWH0 Other Commercial Paper First Tier Security 2013-09-17 2013-09-17 N N N 76716000.00 76647573.57 0.0007 N 76656644.83 76656644.83 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121AWH0 Other Commercial Paper First Tier Security 2013-09-17 2013-09-17 N N N 90000000.00 89919724.97 0.0008 N 89930367.00 89930367.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121AWH0 Other Commercial Paper First Tier Security 2013-09-17 2013-09-17 N N N 100000000.00 99910805.54 0.0009 N 99922630.00 99922630.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121AWH0 Other Commercial Paper First Tier Security 2013-09-17 2013-09-17 N N N 50000000.00 49955402.77 0.0004 N 49961315.00 49961315.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121AWJ6 Other Commercial Paper First Tier Security 2013-09-18 2013-09-18 N N N 100000000.00 99910277.78 0.0009 N 99921700.00 99921700.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121AWJ6 Other Commercial Paper First Tier Security 2013-09-18 2013-09-18 N N N 39000000.00 38965008.33 0.0003 N 38969463.00 38969463.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121AWJ6 Other Commercial Paper First Tier Security 2013-09-18 2013-09-18 N N N 100000000.00 99910277.78 0.0009 N 99921700.00 99921700.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121AX30 Other Commercial Paper First Tier Security 2013-10-03 2013-10-03 N N N 80000000.00 79921888.87 0.0007 N 79928600.00 79928600.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121AX30 Other Commercial Paper First Tier Security 2013-10-03 2013-10-03 N N N 50000000.00 49951180.54 0.0004 N 49955375.00 49955375.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.40% 92344PUW4 Other Commercial Paper Second Tier Security 2013-04-02 2013-05-13 Y VERIZON COMMUNICATIONS INC N/A N/A N N 403000000.00 403000000.00 0.0035 N 403000000.00 403000000.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796BC2 Treasury Debt First Tier Security 2013-09-26 2013-09-26 N N N 1000000000.00 999470944.64 0.0087 N 999469000.00 999469000.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127957E5 Treasury Debt First Tier Security 2013-08-22 2013-08-22 N N N 250000000.00 249865937.50 0.0022 N 249910750.00 249910750.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% to 0.20% 912828RS1 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 997000000.00 997513950.95 0.0087 N 997662008.00 997662008.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% to 0.21% 912828JT8 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 386000000.00 390639177.78 0.0034 N 390734676.00 390734676.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828QW3 Treasury Debt First Tier Security 2013-07-31 2013-07-31 N N N 283000000.00 283210317.16 0.0025 N 283254134.00 283254134.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828RK8 Treasury Debt First Tier Security 2013-09-30 2013-09-30 N N N 250000000.00 249967830.90 0.0022 N 250000000.00 250000000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.21% 912828PU8 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 909000000.00 910854150.83 0.0080 N 911059794.00 911059794.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828PQ7 Treasury Debt First Tier Security 2014-01-15 2014-01-15 N N N 263000000.00 264767275.93 0.0023 N 264767097.00 264767097.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.20% 912828JM3 Treasury Debt First Tier Security 2013-09-30 2013-09-30 N N N 405000000.00 410916504.37 0.0036 N 411011820.00 411011820.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.21% 912828PL8 Treasury Debt First Tier Security 2013-12-15 2013-12-15 N N N 757000000.00 759952228.56 0.0066 N 760193783.00 760193783.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828CA6 Treasury Debt First Tier Security 2014-02-15 2014-02-15 N N N 307000000.00 317308115.37 0.0028 N 317289412.00 317289412.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828QH6 Treasury Debt First Tier Security 2014-02-15 2014-02-15 N N N 668000000.00 674371692.35 0.0059 N 674340656.00 674340656.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% to 0.24% 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 597000000.00 598129165.47 0.0052 N 598259073.00 598259073.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828JD3 Treasury Debt First Tier Security 2013-06-30 2013-06-30 N N N 600000000.00 604734017.16 0.0053 N 604875000.00 604875000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 0.22% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 658000000.00 658385372.80 0.0058 N 658411250.00 658411250.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 0.21% 912828JG6 Treasury Debt First Tier Security 2013-07-31 2013-07-31 N N N 845000000.00 853901804.46 0.0075 N 854208810.00 854208810.00 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 484839436.09 0.0042 N 485000000.00 485000000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828RW2 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 384000000.00 383758776.59 0.0034 N 383940096.00 383940096.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828JW1 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 79000000.00 79763813.93 0.0007 N 79796162.00 79796162.00 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 177621870.75 0.0016 N 177713900.00 177713900.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828BR0 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 611000000.00 626378776.27 0.0055 N 626537730.00 626537730.00 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 627865390.67 0.0055 N 627954921.00 627954921.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.40% 25746UBS7 Other Note Second Tier Security 2013-04-22 2013-05-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 323000000.00 323000000.00 0.0028 N 322958333.00 322958333.00 Royal Bank of Canada Royal Bank of Canada, 0.35% 78008KZV8 Other Note First Tier Security 2013-05-06 2013-09-06 N N N 376000000.00 375967254.91 0.0033 N 376000376.00 376000376.00 Royal Bank of Canada Royal Bank of Canada, 0.41% 78008FBC7 Other Note First Tier Security 2013-04-02 2013-08-30 N N N 1375000000.00 1375000000.00 0.0120 N 1375280500.00 1375280500.00 Royal Bank of Canada Royal Bank of Canada, 0.68% 78008FAZ7 Other Note First Tier Security 2013-04-15 2013-09-13 N N N 750000000.00 750000000.00 0.0066 N 750702750.00 750702750.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86959JCX4 Other Note First Tier Security 2013-04-29 2013-09-27 N N N 816000000.00 816000000.00 0.0071 N 815933904.00 815933904.00 Bank of America NA Bank of America NA, 0.29% 06052WWL3 Other Note First Tier Security 2013-06-19 2013-06-19 N N N 1000000000.00 1000000000.00 0.0087 N 999976900.00 999976900.00 Bank of America NA Bank of America NA, 0.29% 06052WWN9 Other Note First Tier Security 2013-06-20 2013-06-20 N N N 145000000.00 145000000.00 0.0013 N 144996607.00 144996607.00 Bank of America NA Bank of America NA, 0.29% 06052WXC2 Other Note First Tier Security 2013-07-01 2013-07-01 N N N 274000000.00 274000000.00 0.0024 N 273949419.60 273949419.60 Fannie Mae Fannie Mae, 0.18% 3135G0PG2 Government Agency Debt First Tier Security 2013-04-11 2014-09-11 N N N 717000000.00 716795904.52 0.0063 N 717124041.00 717124041.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313381DU6 Government Agency Debt First Tier Security 2013-04-03 2014-06-03 N N N 390000000.00 389906793.35 0.0034 N 390012090.00 390012090.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313381HK4 Government Agency Debt First Tier Security 2013-04-10 2014-06-10 N N N 250000000.00 249939267.00 0.0022 N 250006000.00 250006000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313381JE6 Government Agency Debt First Tier Security 2013-04-25 2014-06-25 N N N 500000000.00 499874890.20 0.0044 N 500065000.00 500065000.00 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 39984529.46 0.0003 N 39999200.00 39999200.00 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 40205594.24 0.0004 N 40221404.64 40221404.64 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 138981716.16 0.0012 N 139034472.00 139034472.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313379KF5 Government Agency Debt First Tier Security 2013-12-06 2013-12-06 N N N 44000000.00 44023231.31 0.0004 N 44039204.00 44039204.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313379T58 Government Agency Debt First Tier Security 2013-12-11 2013-12-11 N N N 25000000.00 25016900.52 0.0002 N 25022725.00 25022725.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313379SC4 Government Agency Debt First Tier Security 2013-12-12 2013-12-12 N N N 35000000.00 35018874.30 0.0003 N 35031955.00 35031955.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313379TJ8 Government Agency Debt First Tier Security 2013-12-12 2013-12-12 N N N 132000000.00 132071183.09 0.0012 N 132120516.00 132120516.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313371PU4 Government Agency Debt First Tier Security 2013-12-13 2013-12-13 N N N 7025000.00 7038638.25 0.0001 N 7036380.50 7036380.50 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3133XSP93 Government Agency Debt First Tier Security 2013-12-13 2013-12-13 N N N 7535000.00 7688225.87 0.0001 N 7691923.91 7691923.91 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.20% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2013-04-05 2013-04-05 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 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.48% 591999EB9 0000728618 Insurance Company Funding Agreement First Tier Security 2013-04-01 2013-06-27 Y METROPOLITAN LIFE INS CO N/A N/A N N 175000000.00 175000000.00 0.0015 Y 174973400.00 174973400.00 Australia and New Zealand Banking Group Ltd. Australia and New Zealand Banking Group Ltd., 0.15% 45D991AB6 Other Instrument Time Deposits First Tier Security 2013-04-03 2013-04-03 N N N 1409000000.00 1409000000.00 0.0123 N 1409000000.00 1409000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.13% 880992UL4 0000917311 Other Instrument Time Deposits First Tier Security 2013-04-01 2013-04-01 N N N 1409000000.00 1409000000.00 0.0123 N 1409000000.00 1409000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-08-01 2040-03-01 0.576 - 8 Government Agency Debt 466.31 108.81 FEDERAL NATIONAL MORTGAGE ASSOC 2013-10-01 2042-03-01 0.514 - 9.5 Government Agency Debt 1171.21 248.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.382 - 7 Government Agency Debt 556.39 265.81 Unrated Security 2013-04-01 2013-04-01 N N N 610.00 610.34 0.0000 N 610.34 610.34 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.18% 47X99WYM2 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2042-12-01 2.5 - 5 Government Agency Debt 177542352.00 82576805.49 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2043-02-01 2.615 - 5 Government Agency Debt 329379345.00 270071526.76 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-12-20 2043-03-20 2 - 3 Government Agency Debt 43018053.00 45282942.55 First Tier Security 2013-04-05 2013-04-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 390000000.00 390000000.00 0.0034 N 390000000.00 390000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.18% 47X99W6T8 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2043-03-01 2.264 - 5 Government Agency Debt 323830911.00 297086141.70 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2043-03-01 2.057 - 4.5 Government Agency Debt 684478563.00 623057098.67 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2039-08-15 4.5 - 4.5 Government Agency Debt 190170000.00 100040359.86 First Tier Security 2013-04-05 2013-04-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 1000000000.00 1000000000.00 0.0087 N 1000000000.00 1000000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_07629 Government Agency Repurchase Agreement Y US TREASURY 2015-12-15 2015-12-15 0.25 - 0.25 Treasury Debt 339.19 338.68 FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2043-03-01 1.915 - 5.975 Government Agency Debt 326.69 89.35 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-01 2048-08-01 1.375 - 5.994 Government Agency Debt 925.51 295.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-06-20 2063-02-20 1.75 - 4 Government Agency Debt 11.75 6.12 Unrated Security 2013-04-01 2013-04-01 N N N 715.00 715.17 0.0000 N 715.17 715.17 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_06399 Government Agency Repurchase Agreement Y US TREASURY 2040-02-15 2042-08-15 2.75 - 4.625 Treasury Debt 75.35 70.46 FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-25 2043-04-25 0 - 4.75 Government Agency Debt 20.26 20.35 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2042-10-20 2.5 - 4.75 Government Agency Debt 166.93 155.04 Unrated Security 2013-04-01 2013-04-01 N N N 238.00 238.39 0.0000 N 238.39 238.39 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 47Y99CSK6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-11-25 2043-02-25 3 - 6 Government Agency Debt 593864067.00 296644202.05 First Tier Security 2013-04-05 2013-04-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 288000000.00 288000000.00 0.0025 N 288000000.00 288000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 47Y99CMY2 0000877559 Government Agency Repurchase Agreement Y US TREASURY 2027-05-15 2027-05-15 N/A Treasury Debt 35000.00 24010.00 FEDERAL HOME LOAN MORTGAGE CORP 2032-03-15 2043-03-01 0.603 - 6.469 Government Agency Debt 1117679989.00 358263981.30 FEDERAL NATIONAL MORTGAGE ASSOC 2014-04-15 2043-03-01 0.454 - 6 Government Agency Debt 25962446.00 20573023.96 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-08-20 2038-05-16 0.703 - 5.759 Government Agency Debt 70900.00 45719.77 First Tier Security 2013-04-02 2013-04-02 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 371000000.00 371000000.00 0.0032 N 371000000.00 371000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 47Y99CPV5 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-15 2042-09-01 2.079 - 4 Government Agency Debt 710000.00 498780.45 FEDERAL NATIONAL MORTGAGE ASSOC 2019-02-01 2043-03-01 2.022 - 5.57 Government Agency Debt 589570786.00 186201001.37 First Tier Security 2013-04-05 2013-04-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 183000000.00 183000000.00 0.0016 N 183000000.00 183000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 47Y99CNN5 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-12-15 2043-01-01 2.079 - 4 Government Agency Debt 42213100.00 40471863.84 FEDERAL NATIONAL MORTGAGE ASSOC 2032-05-01 2043-03-01 2.107 - 5 Government Agency Debt 750000.00 731604.26 First Tier Security 2013-04-05 2013-04-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 40000000.00 40000000.00 0.0003 N 40000000.00 40000000.00 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_40488 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2043-04-01 1.203 - 6 Government Agency Debt 538.52 373.79 FEDERAL NATIONAL MORTGAGE ASSOC 2023-05-25 2046-08-01 0.534 - 6.518 Government Agency Debt 1310.36 267.52 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-08-20 2039-01-20 0.703 - 5.848 Government Agency Debt 18.99 14.54 Unrated Security 2013-04-01 2013-04-01 N N N 643.00 642.61 0.0000 N 642.61 642.61 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 47X9987W3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2043-04-01 2.34 - 5 Government Agency Debt 424975004.00 328766316.59 FEDERAL NATIONAL MORTGAGE ASSOC 2022-03-01 2043-04-01 0.747 - 6 Government Agency Debt 816838682.00 691479333.97 First Tier Security 2013-04-05 2013-04-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 1000000000.00 1000000000.00 0.0087 N 1000000000.00 1000000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.18% 48K997FB4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-10-01 2042-07-01 2.399 - 4.5 Government Agency Debt 281893793.00 249226110.22 FEDERAL NATIONAL MORTGAGE ASSOC 2027-05-01 2043-01-01 2.805 - 4 Government Agency Debt 285221879.00 260817239.84 First Tier Security 2013-04-05 2013-04-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 500000000.00 500000000.00 0.0044 N 500000000.00 500000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.21% 45G99RNR7 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2037-02-01 2.313 - 6.273 Government Agency Debt 141562449.00 19029477.91 FEDERAL NATIONAL MORTGAGE ASSOC 2021-10-01 2042-10-01 1.973 - 5.617 Government Agency Debt 783729005.00 363261094.41 Unrated Security 2013-04-02 2013-04-02 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 374000000.00 374000000.00 0.0033 N 374000000.00 374000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.21% 45G99RNY2 Government Agency Repurchase Agreement Y US TREASURY 2017-08-31 2017-08-31 1.875 - 1.875 Treasury Debt 20300.00 21431.25 FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2043-01-01 2.307 - 5.602 Government Agency Debt 695018936.00 385467729.89 FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2042-11-01 2.259 - 5.465 Government Agency Debt 1763831923.00 827913979.82 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2043-03-20 2 - 4 Government Agency Debt 8068451.00 5681826.54 Unrated Security 2013-04-05 2013-04-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 1195000000.00 1195000000.00 0.0105 N 1195000000.00 1195000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.24% 45G99RQE3 Government Agency Repurchase Agreement Y US TREASURY 2017-08-31 2017-08-31 1.875 - 1.875 Treasury Debt 24600.00 25970.88 FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2043-01-01 2.006 - 3.912 Government Agency Debt 889219481.00 416530952.45 FEDERAL NATIONAL MORTGAGE ASSOC 2020-06-01 2050-03-01 1.406 - 5.35 Government Agency Debt 1673203387.00 878903592.56 Unrated Security 2013-04-05 2013-04-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 1270000000.00 1270000000.00 0.0111 N 1270000000.00 1270000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.25% 45G99RPG9 Government Agency Repurchase Agreement Y US TREASURY 2016-09-30 2042-11-15 0.625 - 3.625 Treasury Debt 2273000.00 2215680.76 FEDERAL HOME LOAN BANK 2013-05-03 2013-05-03 N/A Government Agency Debt 673000.00 672959.62 FEDERAL HOME LOAN MORTGAGE CORP 2030-12-01 2043-01-01 2.358 - 5 Government Agency Debt 71940802.00 22142466.86 FEDERAL NATIONAL MORTGAGE ASSOC 2020-06-01 2047-11-01 1.375 - 6.5 Government Agency Debt 175326400.00 128012016.53 Unrated Security 2013-04-05 2013-04-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 150000000.00 150000000.00 0.0013 N 150000000.00 150000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.25% 45G99RPW4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-06-01 2043-01-01 2.398 - 6.785 Government Agency Debt 591146949.00 204581946.26 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2042-08-01 1.727 - 6.003 Government Agency Debt 1079260002.00 329333331.14 Unrated Security 2013-04-05 2013-04-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 523000000.00 523000000.00 0.0046 N 523000000.00 523000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.25% 45G99RPN4 Government Agency Repurchase Agreement Y US TREASURY 2017-08-31 2017-08-31 1.875 - 1.875 Treasury Debt 7600.00 8023.52 FEDERAL HOME LOAN BANK 2013-05-03 2013-05-03 N/A Government Agency Debt 100000.00 99994.00 FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2042-02-01 3.265 - 4.5 Government Agency Debt 114989220.00 74386403.64 FEDERAL NATIONAL MORTGAGE ASSOC 2020-06-01 2043-03-01 2.194 - 6.177 Government Agency Debt 352146467.00 307041287.38 Unrated Security 2013-04-05 2013-04-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 374000000.00 374000000.00 0.0033 N 374000000.00 374000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-06-30 2017-11-30 0.375 - 8.875 Treasury Debt 1270.15 1345.58 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-04-20 2054-04-16 0.452 - 9 Government Agency Debt 2701.71 2355.58 Unrated Security 2013-04-01 2013-04-01 N N N 3628.00 3627.66 0.0000 N 3627.66 3627.66 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_55501 Government Agency Repurchase Agreement Y US TREASURY 2017-08-31 2017-08-31 0.625 - 0.625 Treasury Debt 1.50 1.50 FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2043-03-01 2.114 - 5.723 Government Agency Debt 211.13 145.55 FEDERAL NATIONAL MORTGAGE ASSOC 2042-07-01 2042-11-01 2.186 - 2.441 Government Agency Debt 24.43 23.10 Unrated Security 2013-04-01 2013-04-01 N N N 166.00 165.84 0.0000 N 165.84 165.84 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.15%, dated 3/29/2013 due 04/01/2013 48J99B9W8 Treasury Repurchase Agreement Y US TREASURY 2016-04-30 2019-02-15 1.5 - 2.75 Treasury Debt USTR 203383000.00 207453470.74 Unrated Security 2013-04-01 2013-04-01 N N N 203383000.00 203383000.00 0.0018 N 203383000.00 203383000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.30% 47Z995LD3 0001197610 Other Repurchase Agreement N 51-100 2013-05-23 2043-06-15 0 - 9.25 Other Instrument CORPORATE 152213797.00 173281763.14 First Tier Security 2013-04-05 2013-04-05 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 165000000.00 165000000.00 0.0014 N 165000000.00 165000000.00 BNP Paribas Securities Corp. 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0.584 Other Instrument GOVERNMENT AGENCY 795000.00 267987.63 THE NATIONAL COLLEGIATE STUDEN 2033-10-25 2033-10-25 0.509 - 0.509 Other Instrument ASSET BACKED 7000.00 3187.43 THORNBURG MORTGAGE SECURITIES 2038-04-25 2038-04-25 5.776 - 5.776 Other Instrument GOVERNMENT AGENCY 5000.00 1870.71 First Tier Security 2013-04-26 2013-04-26 N N N 5000000.00 5000000.00 0.0000 Y 5000000.00 5000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.31% 45K99P8P7 0000877559 Other Repurchase Agreement N BURLINGTON NORTHERN SANTA FE, 2043-03-15 2043-03-15 4.45 - 4.45 Other Instrument CORPORATE 4150000.00 4221785.64 BURLINGTON NORTHERN SANTA FE C 2018-03-15 2018-03-15 5.75 - 5.75 Other Instrument CORPORATE 3500000.00 4217102.53 DOMINION RESOURCES INC 2042-09-15 2042-09-15 4.05 - 4.05 Other Instrument CORPORATE 715000.00 694985.33 ENTERGY TEXAS, INC. 2019-02-01 2019-02-01 7.125 - 7.125 Other Instrument CORPORATE 2700000.00 3381240.32 PPF FUNDING, INC. 2014-01-15 2015-06-01 5.125 - 5.5 Other Instrument CORPORATE 8544200.00 8879628.48 POTASH CORPORATION OF SASKATCH 2014-05-15 2014-05-15 5.25 - 5.25 Other Instrument CORPORATE 1000000.00 1071357.49 PROTECTIVE LIFE CORPORATION 2019-10-15 2019-10-15 7.375 - 7.375 Other Instrument CORPORATE 1125000.00 1419921.35 TELE-COMMUNICATIONS, INC. 2022-06-15 2022-06-15 9.875 - 9.875 Other Instrument CORPORATE 1500000.00 2170700.31 UNION PACIFIC CORPORATION 2021-02-01 2023-01-15 2.95 - 4 Other Instrument CORPORATE 2133000.00 2315436.50 WELLPOINT INC COM < 2037-06-15 2037-06-15 6.375 - 6.375 Other Instrument CORPORATE 821000.00 1028367.83 First Tier Security 2013-04-05 2013-04-05 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 28000000.00 28000000.00 0.0002 N 28000000.00 28000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% 45K99P4M8 0000877559 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-02-01 2.15 - 3 Government Agency Debt 200000.00 207563.18 FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-25 2043-04-01 4 - 4 Government Agency Debt 325000.00 236269.76 ARCELORMITTAL CLASS A N.Y. REG 2013-06-01 2019-06-01 5.375 - 9.85 Other Instrument CORPORATE 6549000.00 7270424.87 CASE EQUIPMENT CORPORATION 2016-01-15 2016-01-15 7.25 - 7.25 Other Instrument CORPORATE 7230000.00 8185816.36 DOMINION RESOURCES INC 2066-06-30 2066-06-30 7.5 - 7.5 Other Instrument CORPORATE 17200.00 19346.42 ENBRIDGE ENERGY PARTNERS L.P. 2037-10-01 2037-10-01 8.05 - 8.05 Other Instrument CORPORATE 14100.00 16218.15 FPL GROUP CAPITAL INC 2067-06-15 2067-06-15 6.65 - 6.65 Other Instrument CORPORATE 1590500.00 1740930.33 FEDERATED RETAIL HOLDINGS, INC 2016-12-01 2016-12-01 5.9 - 5.9 Other Instrument CORPORATE 10000.00 11811.15 GOLDMAN SACHS GROUP, INC. (THE 2037-10-01 2037-10-01 6.75 - 6.75 Other Instrument CORPORATE 8279400.00 9541366.25 INTERNATIONAL STEEL GROUP INC. 2014-04-15 2014-04-15 6.5 - 6.5 Other Instrument CORPORATE 4735000.00 5092400.55 NOVA CHEMICALS 2016-11-01 2016-11-01 8.375 - 8.375 Other Instrument CORPORATE 7000000.00 7748101.23 PLAINS EXPLORATION & PRODUCTIO 2023-02-15 2023-02-15 6.875 - 6.875 Other Instrument CORPORATE 1000000.00 1161527.75 ROSETTA RESOURCES, INC. 2018-04-15 2018-04-15 9.5 - 9.5 Other Instrument CORPORATE 1890000.00 2087216.26 ROYAL BANK OF SCOTLAND GROUP P 2014-10-01 2014-10-01 5 - 5 Other Instrument CORPORATE 550000.00 579525.87 WIDEOPENWEST FIN LLC / 2019-10-15 2019-10-15 13.375 - 13.375 Other Instrument CORPORATE 321500.00 370168.19 First Tier Security 2013-04-01 2013-04-01 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 41000000.00 41000000.00 0.0004 N 41000000.00 41000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.52% 45A99N7P4 Other Repurchase Agreement N ASSURANT, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 153097.00 6797506.80 BALLY TECHNOLOGIES INCORPORATE 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 11538.00 596976.12 BANNER CORPORATION 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 20931.00 662466.15 CROWN HOLDINGS INC < 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 82663.00 3428034.61 EQT CORPORATION < 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 54305.00 3699256.60 EXPEDITORS INTL WASH INC 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 134369.00 4801004.37 EZ CORP INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 23496.00 502109.52 FLIR SYSTEMS INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 115137.00 2963626.38 FAIR ISAAC & CO INC 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 12497.00 573487.33 FELCOR LODGING TR INC 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 97.00 576.18 FIFTH THIRD BANCORP 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 775250.00 12690842.50 FOREST LABORATORIES, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 270207.00 10130060.43 FOSSIL, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 74807.00 7103672.72 FREEPORT-MCMORAN COPPER & GOLD 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 219409.00 7319484.24 THE GAP, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 508172.00 17923226.44 GARDNER DENVER MACHY INC 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 138063.00 10368531.30 GARTNER GROUP, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 7677.00 408800.25 GENERAL ELECTRIC COMPANY 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 215395.00 4975624.50 GOODYEAR TIRE AND RUBBER COMPA 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 1579129.00 20165477.33 GRAINGER W W INC 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 9320.00 2069133.20 GREIF, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 38964.00 2112628.08 PFD HCP, INC. SERIES E 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 17913.00 885081.33 HALLIBURTON COMPANY 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 42445.00 1725813.70 HARSCO CORPORATION 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 500.00 12355.00 HEALTHCARE REALTY TRUST INCORP 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 33402.00 942270.42 H.J. HEINZ COMPANY 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 52574.00 3790585.40 HERSHEY FOODS CORPORATION 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 31824.00 2765505.60 HIBBETT SPORTS INC + 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 20071.00 1133610.08 HILL-ROM HOLDINGS, INC< 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 3248.00 113777.44 THE HOME DEPOT, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 55464.00 3863067.60 IMPAX LABORATORIES INC + 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 17700.00 272934.00 LIFE TECHNOLOGIES CORPORATION 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 72997.00 4680567.64 MFA MORTGAGE INVESTMENTS INC 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 118100.00 1100692.00 MKS INSTRUMENTS, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 34164.00 919011.60 MACY'S INC 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 64492.00 2691251.16 SKECHERS U.S.A., INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 124240.00 2662463.20 TW TELECOM INC. CLA + 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 45836.00 1126190.52 First Tier Security 2013-05-17 2013-05-17 N N N 136000000.00 136000000.00 0.0012 Y 136000000.00 136000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N7Q2 Other Repurchase Agreement N CHART INDUSTRIES, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 30745000.00 41835397.89 CIENA CORPORATION 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 2375000.00 2739735.88 D. R. HORTON, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 34790000.00 65865610.86 OMNICARE, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 41050000.00 66349648.65 SMITHFIELD FOODS,INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 24350000.00 28729323.15 UAL CORPORATION 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 9627000.00 36234516.56 WESCO INTERNATIONAL, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 20724000.00 54098406.25 First Tier Security 2013-06-19 2013-06-19 N N N 272000000.00 272000000.00 0.0024 Y 272000000.00 272000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.65% 45A99N7N9 Other Repurchase Agreement N AGCO COPORATION 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 91000.00 117637.61 ALPHA NATURAL RESOURCES, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 734000.00 706907.33 ARRIS GROUP INC + 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 30954000.00 35055838.36 CHARLES RIVER LABORATORIES 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 59319000.00 60511311.90 GROUP 1 AUTOMOTIVE, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 3766000.00 4374849.22 HOLOGIC 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 111000.00 112218.56 HORNBECK OFFSHORE SERVICES, IN 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 42235000.00 45952904.82 MICRON TECHNOLOGY, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 124261000.00 127665254.36 ON SEMICONDUCTOR CORPORTION 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 20876000.00 21951802.91 SMITHFIELD FOODS,INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 1102000.00 1300193.60 TTM TECHNOLOGIES, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 1563000.00 1579906.97 First Tier Security 2013-05-10 2013-05-10 N N N 275000000.00 275000000.00 0.0024 Y 275000000.00 275000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.66% 45A99N7M1 Other Repurchase Agreement N CADENCE DESIGN SYSTEMS, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 43257000.00 80945699.42 ENDO PHARMA HLDG INC 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 47045000.00 56646978.59 MICROCHIP TECHNOLOGY INC 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 41517000.00 59010561.60 SALESFORCE.COM SR CPFD 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 45938000.00 95197868.66 VERISIGN, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 2989000.00 4432005.51 First Tier Security 2013-04-11 2013-04-11 N N N 272000000.00 272000000.00 0.0024 Y 272000000.00 272000000.00 J.P. Morgan Clearing Corp. J.P. 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Morgan Clearing Corp., 0.71% 45A99N7G4 Other Repurchase Agreement N COMMUNITY HEALTH SYSTEMS, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 457416.00 21375049.68 FORD MOTOR COMPANY 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 51467.00 680393.74 LABORATORY CORP OF 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 53801.00 4796897.16 MONSANTO COMPANY 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 340009.00 35741746.08 MUELLER INDUSTRIES, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 29489.00 1578546.17 NCR CORP 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 65106.00 1749398.22 NEWFIELD EXPLORATION COMPANY 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 398815.00 8925479.70 NIKE, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 55029.00 3216445.05 OCCIDENTAL PETROLEUM CORP. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 90579.00 7076937.27 ORACLE CORP 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 135511.00 4329576.45 OWENS ILLINOIS INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 8708.00 230936.16 PNC BANK CORP. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 489093.00 32373065.67 PPG INDUSTRIES 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 11582.00 1545270.44 PEPSICO 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 55590.00 4352141.10 PETSMART 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 253407.00 15797392.38 PFIZER INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 2159977.00 61861741.28 PIONEER NATURAL RESOURCES COMP 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 695162.00 87764202.50 PLEXUS CORP 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 48352.00 1176404.16 POWELL INDS INC 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 19540.00 1048516.40 PRAXAIR, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 28307.00 3151701.38 First Tier Security 2013-04-17 2013-04-17 N N N 274000000.00 274000000.00 0.0024 Y 274000000.00 274000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.27% 46S99V4A1 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2015-09-15 2043-02-15 0 - 19.558 Government Agency Debt 3492936496.00 200762111.24 FEDERAL NATIONAL MORTGAGE ASSOC 2013-06-25 2050-07-25 0 - 9.5 Government Agency Debt 8764882982.00 452546173.57 GOVERNMENT NATIONAL MORTAGE ASSOC 2013-04-20 2054-06-16 0 - 6.755 Government Agency Debt 14093233791.00 653771534.04 First Tier Security 2013-04-03 2013-04-03 N N N 1269000000.00 1269000000.00 0.0111 N 1269000000.00 1269000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.55% 46S99V2Y1 0001287279 Other Repurchase Agreement N 51-100 2016-12-12 2049-12-10 0 - 12.367 Other Instrument MORTGAGE 1015941680.00 225755604.96 First Tier Security 2013-05-03 2013-05-03 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 209000000.00 209000000.00 0.0018 Y 209000000.00 209000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.57% 46S99V3J3 0001287279 Other Repurchase Agreement N ADJUSTABLE RATE MORTGAGE TRUST 2037-11-25 2037-11-25 5.055 - 5.055 Other Instrument GOVERNMENT AGENCY 6000.00 2865.02 ALTERNATIVE LOAN TRUST 2006-28 2036-10-25 2036-10-25 5.596 - 5.596 Other Instrument GOVERNMENT AGENCY 55000000.00 3105682.77 ALTERNATIVE LOAN TRUST 2006-25 2036-10-25 2036-10-25 6 - 6 Other Instrument GOVERNMENT AGENCY 410000.00 78063.71 ALTERNATIVE LOAN TRUST 2007-16 2037-08-25 2037-08-25 6 - 6 Other Instrument GOVERNMENT AGENCY 9920000.00 4139609.95 BANC OF AMERICA FUNDING 2007-5 2037-07-25 2037-07-25 6 - 6 Other Instrument GOVERNMENT AGENCY 18432000.00 12080298.34 (CMALT) CITIMORTGAGE ALTERNATI 2037-03-25 2037-03-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 5435000.00 1778953.48 CWALT, INC. 2004-2CB 2035-01-25 2035-01-25 6.896 - 6.896 Other Instrument GOVERNMENT AGENCY 22130496.00 527827.74 CWALT, INC., 2005-13CB 2035-07-25 2035-10-25 6.996 - 49.454 Other Instrument GOVERNMENT AGENCY 86673443.00 15862448.00 CWALT, INC., 2005-43 2035-11-25 2039-04-16 4.796 - 4.896 Other Instrument GOVERNMENT AGENCY 219986700.00 16259399.64 CWALT, INC., 2005-79CB 2036-05-25 2036-05-25 4.896 - 4.896 Other Instrument GOVERNMENT AGENCY 38165918.00 2001825.48 CWMBS, INC., 2005-19 2036-04-20 2036-04-20 2.83 - 2.83 Other Instrument GOVERNMENT AGENCY 100000.00 27186.76 CHASE MORTGAGE FINANCE 2007-A1 2037-02-25 2037-02-25 3.071 - 3.071 Other Instrument GOVERNMENT AGENCY 12659000.00 2016581.71 CHASE FLEX TRUST SERIES 2006-1 2036-06-25 2036-06-25 5.564 - 5.564 Other Instrument GOVERNMENT AGENCY 8250000.00 7230279.30 CHASE FLEX TRUST 2006-2 2036-09-25 2036-09-25 5.844 - 5.844 Other Instrument GOVERNMENT AGENCY 125000.00 114547.75 CITIGROUP MORTGAGE LOAN TRUST 2036-08-25 2036-08-25 5.844 - 5.844 Other Instrument GOVERNMENT AGENCY 20000000.00 6201322.67 CREDIT SUISSE FIRST BOSTON 200 2038-08-15 2038-08-15 5.377 - 5.377 Other Instrument GOVERNMENT AGENCY 3000000.00 718895.32 CSFB MORTGAGE-BACKED TRUST SER 2040-12-15 2040-12-15 5.23 - 5.23 Other Instrument GOVERNMENT AGENCY 2340000.00 511691.31 GMAC COMMERCIAL MORTGAGE SECUR 2043-05-10 2043-05-10 4.936 - 4.936 Other Instrument GOVERNMENT AGENCY 3000000.00 1076304.05 GSR MORTGAGE LOAN TRUST 2007-1 2037-01-25 2037-01-25 6.496 - 6.496 Other Instrument GOVERNMENT AGENCY 165077000.00 16146258.88 GS MORTGAGE SECURITIES TRUST 2 2045-08-10 2045-08-10 5.787 - 5.787 Other Instrument GOVERNMENT AGENCY 7628000.00 2058341.58 INDYMAC INDX MORTGAGE LOAN TRU 2036-02-25 2036-02-25 5.346 - 5.346 Other Instrument GOVERNMENT AGENCY 124855000.00 8665234.38 INDYMAC INDA MORTGAGE LOAN TRU 2037-07-25 2037-07-25 3.218 - 3.218 Other Instrument GOVERNMENT AGENCY 19750.00 7962.67 INDYMAC MBS, INC INDX MLT 2004 2037-09-25 2037-09-25 3.237 - 3.237 Other Instrument GOVERNMENT AGENCY 12000.00 4192.38 LB-UBS COMMERCIAL MORTGAGE TRU 2032-12-15 2040-04-15 5.274 - 7.31 Other Instrument GOVERNMENT AGENCY 4100000.00 1902415.35 LEHMAN MORTGAGE TRUST 2005-1 2035-11-25 2035-12-25 N/A Other Instrument GOVERNMENT AGENCY 10591073.00 2580470.29 MERRILL LYNCH ALTERNATIVE NOTE 2037-03-25 2037-03-25 6.476 - 6.476 Other Instrument GOVERNMENT AGENCY 70255000.00 12579604.66 MORGAN STANLEY MORTGAGE LOAN T 2035-12-25 2035-12-25 5.484 - 5.484 Other Instrument GOVERNMENT AGENCY 6630000.00 1681021.63 GCMO 144ANOMURA 04-R1 2036-01-25 2036-01-25 5.515 - 5.515 Other Instrument GOVERNMENT AGENCY 50000.00 21675.25 STRUCTURED ADJUSTABLE RATE MOR 2035-07-25 2035-07-25 2.579 - 2.579 Other Instrument GOVERNMENT AGENCY 2740000.00 774033.50 STRUCTURED ASSET SECURITIES CO 2033-08-25 2033-08-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 4615000.00 3155303.12 STRUCTURED ASSET SECURITIES CO 2035-06-25 2035-08-25 0 - 7.046 Other Instrument GOVERNMENT AGENCY 95231081.00 6603145.83 WASHINGTON MUTUAL MORTGAGE PAS 2035-10-25 2035-10-25 4.886 - 4.886 Other Instrument GOVERNMENT AGENCY 200000000.00 12880191.21 WELLS FARGO MORTGAGE BACKED SE 2036-03-25 2036-03-25 18.826 - 18.826 Other Instrument GOVERNMENT AGENCY 12700000.00 6543071.28 WELLS FARGO MORTGAGE BACKED SE 2037-04-25 2037-04-25 5.369 - 5.369 Other Instrument GOVERNMENT AGENCY 13266000.00 8257315.67 WELLS FARGO MORTGAGE BACKED SE 2036-10-25 2036-10-25 5.288 - 5.288 Other Instrument GOVERNMENT AGENCY 424998.00 106614.72 First Tier Security 2013-06-18 2013-06-18 N N N 146000000.00 146000000.00 0.0013 Y 146000000.00 146000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 46S99V2X3 0001287279 Other Repurchase Agreement N BANC OF AMERICA FUNDING CORPOR 2036-03-25 2036-03-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 43308000.00 35807732.81 CHASE MORTGAGE FINANCE TRUST S 2037-06-25 2037-06-25 N/A Other Instrument GOVERNMENT AGENCY 2941918.00 735949.18 CHASE MORTGAGE FINANCE TRUST S 2036-11-25 2036-11-25 N/A Other Instrument GOVERNMENT AGENCY 239212.00 33000.63 CHASE MORTGAGE FINANCE 2006-S4 2036-12-25 2036-12-25 N/A Other Instrument GOVERNMENT AGENCY 348374.00 89336.31 CHASE MORTGAGE FINANCE 2007-A1 2037-02-25 2037-02-25 2.933 - 3.072 Other Instrument GOVERNMENT AGENCY 27217000.00 5205097.34 CHASE MORTGAGE FINANCE TRUST S 2037-12-25 2037-12-25 N/A Other Instrument GOVERNMENT AGENCY 1571228.00 315500.43 CHASE MORTGAGE FINANCE TRUST S 2036-10-25 2036-10-25 N/A Other Instrument GOVERNMENT AGENCY 1248724.00 51803.74 CHASE MORTGAGE FINANCE TRUST S 2037-03-25 2037-03-25 N/A Other Instrument GOVERNMENT AGENCY 560644.00 64263.57 CHASE MORTGAGE FINANCE TRUST 2 2037-02-25 2037-02-25 N/A Other Instrument GOVERNMENT AGENCY 1209186.00 308837.42 CHASE MORTGAGE FINANCE TRUST 2 2037-05-25 2037-05-25 N/A Other Instrument GOVERNMENT AGENCY 4439305.00 890068.80 CHASEFLEX TRUST SERIES 2005-1 2035-06-25 2035-06-25 N/A Other Instrument GOVERNMENT AGENCY 1.00 0.30 CHASE FLEX TRUST SERIES 2007-2 2037-05-25 2037-05-25 0.544 - 0.544 Other Instrument GOVERNMENT AGENCY 18380000.00 2706817.29 CITICORP MORTGAGE SECURITIES, 2034-08-25 2034-08-25 5.318 - 5.318 Other Instrument GOVERNMENT AGENCY 3964000.00 1354161.47 DSLA MORTGAGE LOAN TRUST 2004- 2045-07-19 2045-07-19 2.863 - 2.863 Other Instrument GOVERNMENT AGENCY 199791000.00 3140595.91 GSAMP TRUST 2005-HE2-N 2035-11-25 2035-11-25 2.653 - 2.653 Other Instrument GOVERNMENT AGENCY 3860000.00 1369207.57 LEHMAN MORTGAGE TRUST 2006-3 2036-07-25 2036-07-25 N/A Other Instrument GOVERNMENT AGENCY 343320.00 79701.09 LEHMAN MORTGAGE TRUST 2005-1 2035-11-25 2035-11-25 N/A Other Instrument GOVERNMENT AGENCY 1835000.00 464130.02 LEHMAN MORTGAGE TRUST 2034-08-25 2034-08-25 N/A Other Instrument GOVERNMENT AGENCY 2253317.00 463731.99 RALI SERIES 2007-QS2 TRUST 2037-01-25 2037-01-25 N/A Other Instrument GOVERNMENT AGENCY 2347706.00 426636.83 RFMSI SERIES 2007-S5 TRUST 2037-05-25 2037-05-25 N/A Other Instrument GOVERNMENT AGENCY 3733389.00 1032298.03 RALI SERIES 2005-QS9 TRUST 2036-03-25 2036-03-25 N/A Other Instrument GOVERNMENT AGENCY 1060891.00 175391.55 SASCO 2001-6 (STRUCTURED ASSET 2032-09-25 2032-09-25 6.073 - 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4.5 Government Agency Debt 254822617.00 38877921.66 FEDERAL NATIONAL MORTGAGE ASSOC 2022-09-25 2022-09-25 0.553 - 0.553 Government Agency Debt 413658754.00 16018822.17 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-10-20 2063-01-20 0.046 - 5.094 Government Agency Debt 5151025783.00 394193422.61 First Tier Security 2013-04-02 2013-04-02 N N N 436000000.00 436000000.00 0.0038 N 436000000.00 436000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.31% 48J99MXU1 0000728612 Other Repurchase Agreement N 501-1000 2016-03-15 2049-01-01 0 - 2.125 Other Instrument EQUITY 58595353.00 1102683785.35 First Tier Security 2013-04-01 2013-04-01 N N N 1021000000.00 1021000000.00 0.0089 N 1021000000.00 1021000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.56% 48J99MXY3 0000728612 Other Repurchase Agreement N ALLIANCE DATA SYS CORP 2013-08-01 2013-08-01 1.75 - 1.75 Other Instrument EQUITY 25670000.00 52117052.29 HARTFORD FIN WTS 19 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11697965.00 201555936.95 ISHS MSCI EMG INDX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2545572.00 108645012.96 MEDTRONIC INC 2013-04-15 2013-04-15 1.625 - 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