0000278001-13-000054.txt : 20130701 0000278001-13-000054.hdr.sgml : 20130701 20130506152152 ACCESSION NUMBER: 0000278001-13-000054 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130430 FILED AS OF DATE: 20130506 DATE AS OF CHANGE: 20130506 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: 13815843 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 2013-04-30 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC. 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 55 79 115557448206.89 94678872.70 638445123.03 115013681956.56 0.0029 1.0004 2013-04-30 1.0004 2013-04-30 C000019553 2500.00 115013681956.56 1.00 825816532.47 25075872492.37 24250055959.90 0.0001 1.0004 2013-04-30 1.0004 2013-04-30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.19% 06366XZ62 Certificate of Deposit First Tier Security 2013-07-12 2013-07-12 N N N 315000000.00 315000000.00 0.0027 N 314987211.00 314987211.00 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 126001121.40 126001121.40 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 95000893.00 95000893.00 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 215002193.00 215002193.00 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 215002193.00 215002193.00 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 600009300.00 600009300.00 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 104011398.40 104011398.40 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 209022906.40 209022906.40 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.37% 06366WRL0 Certificate of Deposit First Tier Security 2013-07-08 2013-09-06 N N N 741000000.00 741000000.00 0.0064 N 741349752.00 741349752.00 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 135005845.50 135005845.50 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FKK5 Certificate of Deposit First Tier Security 2013-05-07 2013-07-08 N N N 620000000.00 619988149.57 0.0054 N 620067580.00 620067580.00 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417FRV4 Certificate of Deposit First Tier Security 2013-05-03 2014-01-03 N N N 618000000.00 618000000.00 0.0054 N 618000000.00 618000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417FLB4 Certificate of Deposit First Tier Security 2013-05-13 2013-10-11 N N N 412000000.00 412000000.00 0.0036 N 412073336.00 412073336.00 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417E5W9 Certificate of Deposit First Tier Security 2013-05-13 2013-10-08 N N N 406000000.00 406000000.00 0.0035 N 406092568.00 406092568.00 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 206233192.00 206233192.00 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 474031521.00 474031521.00 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 347026927.20 347026927.20 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 0.0038 N 441034706.70 441034706.70 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 413032957.40 413032957.40 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 0.0035 N 407034717.10 407034717.10 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 427036935.50 427036935.50 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 550048180.00 550048180.00 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 0.0056 N 649016614.40 649016614.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.30% 06538FKL7 Certificate of Deposit First Tier Security 2013-05-10 2013-07-10 N N N 659000000.00 659000000.00 0.0057 N 659013839.00 659013839.00 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 0.0083 N 958167075.20 958167075.20 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YPQ3 Certificate of Deposit First Tier Security 2013-05-03 2013-09-30 N N N 405000000.00 405000000.00 0.0035 N 404881740.00 404881740.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YRX6 Certificate of Deposit First Tier Security 2013-05-07 2013-10-02 N N N 403000000.00 403000000.00 0.0035 N 403054002.00 403054002.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.41% 13606XQ84 Certificate of Deposit First Tier Security 2013-07-17 2013-09-17 N N N 1107000000.00 1107000000.00 0.0096 N 1107913275.00 1107913275.00 Credit Agricole CIB Credit Agricole CIB, 0.18% 22532UTG9 Certificate of Deposit First Tier Security 2013-05-01 2013-05-01 N N N 536000000.00 536000000.00 0.0047 N 535999839.20 535999839.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.17% 22536GNX5 Certificate of Deposit First Tier Security 2013-05-06 2013-05-06 N N N 513000000.00 513000000.00 0.0045 N 512997435.00 512997435.00 Credit Suisse Credit Suisse, 0.26% 22550DR76 Certificate of Deposit First Tier Security 2013-07-08 2013-07-29 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 618000000.00 618000000.00 0.0054 N 617956122.00 617956122.00 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 238999993.31 0.0021 N 239009536.10 239009536.10 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 182999995.79 0.0016 N 183007503.00 183007503.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60688REE9 Certificate of Deposit First Tier Security 2013-08-13 2013-08-13 N N N 412000000.00 412000000.00 0.0036 N 412011948.00 412011948.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60688REQ2 Certificate of Deposit First Tier Security 2013-08-16 2013-08-16 N N N 237000000.00 237000000.00 0.0021 N 237007086.30 237007086.30 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 400044920.00 400044920.00 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 413052574.90 413052574.90 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 400027960.00 400027960.00 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 412032918.80 412032918.80 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 411039661.50 411039661.50 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 410047765.00 410047765.00 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 405022032.00 405022032.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.18% 63873ESW2 Certificate of Deposit First Tier Security 2013-05-07 2013-05-07 N N N 2500000000.00 2500000000.00 0.0217 N 2500000000.00 2500000000.00 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 1250052625.00 1250052625.00 National Bank of Canada National Bank of Canada, 0.35% 63307UBK6 Certificate of Deposit First Tier Security 2013-05-20 2013-10-17 N N N 1201000000.00 1200639857.07 0.0104 N 1201344687.00 1201344687.00 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 608031859.20 608031859.20 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 0.0043 N 500031100.00 500031100.00 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 250016500.00 250016500.00 Royal Bank of Canada Royal Bank of Canada, 0.66% 78009JS22 Certificate of Deposit First Tier Security 2013-07-01 2013-08-30 N N N 900000000.00 900000000.00 0.0078 N 901256400.00 901256400.00 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 749947085.85 0.0065 N 750235500.00 750235500.00 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 250029125.00 250029125.00 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 450054945.00 450054945.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562JAE7 Certificate of Deposit First Tier Security 2013-05-20 2013-07-19 N N N 206000000.00 206000000.00 0.0018 N 205922956.00 205922956.00 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 352006336.00 352006336.00 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 414008031.60 414008031.60 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 502031726.40 502031726.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CDP4 Certificate of Deposit First Tier Security 2013-07-16 2013-07-16 N N N 419000000.00 419000000.00 0.0036 N 418999958.10 418999958.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CEE8 Certificate of Deposit First Tier Security 2013-07-18 2013-07-18 N N N 708000000.00 708000000.00 0.0062 N 707999929.20 707999929.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562D4Y3 Certificate of Deposit First Tier Security 2013-08-07 2013-08-07 N N N 83000000.00 83002232.62 0.0007 N 83002241.00 83002241.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 36G993QC9 0001184915 Certificate of Deposit First Tier Security 2013-08-13 2013-08-13 N N N 123000000.00 123003515.36 0.0011 N 123003567.00 123003567.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.32% 86562JAD9 Certificate of Deposit First Tier Security 2013-05-15 2013-10-15 N N N 890000000.00 890000000.00 0.0077 N 890197580.00 890197580.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.34% 86562DB66 Certificate of Deposit First Tier Security 2013-05-09 2013-05-09 N N N 801000000.00 801000000.00 0.0070 N 801020025.00 801020025.00 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 394033884.00 394033884.00 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 0.0053 N 614055137.20 614055137.20 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 398040715.40 398040715.40 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 410049118.00 410049118.00 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 409058200.70 409058200.70 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W5S3 Certificate of Deposit First Tier Security 2013-08-12 2013-08-12 N N N 410000000.00 410000000.00 0.0036 N 410047314.00 410047314.00 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 215001074.35 0.0019 N 215003289.50 215003289.50 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 198002362.97 0.0017 N 198007147.80 198007147.80 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 430007100.25 0.0037 N 430014233.00 430014233.00 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 441001162.57 0.0038 N 441025666.20 441025666.20 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WWF0 Certificate of Deposit First Tier Security 2013-05-15 2013-11-15 N N N 289000000.00 289000000.00 0.0025 N 289077163.00 289077163.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WA49 Certificate of Deposit First Tier Security 2013-05-20 2013-12-20 N N N 395000000.00 395000000.00 0.0034 N 395099935.00 395099935.00 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 35002642.50 35002642.50 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 0.0043 N 500040100.00 500040100.00 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 204002234.21 0.0018 N 204083782.80 204083782.80 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 451289181.20 451289181.20 UBS AG UBS AG, 0.32% 90267RRU5 Certificate of Deposit First Tier Security 2013-10-31 2013-10-31 N N N 997000000.00 997000000.00 0.0087 N 997000000.00 997000000.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.22% 05299WTV0 0000859994 Certificate of Deposit First Tier Security 2013-08-16 2013-08-16 N N N 210000000.00 209996881.32 0.0018 N 210034629.00 210034629.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.22% 05299WTU2 0000859994 Certificate of Deposit First Tier Security 2013-08-23 2013-08-23 N N N 210000000.00 209996677.83 0.0018 N 210036876.00 210036876.00 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 202000252.25 0.0018 N 202006726.60 202006726.60 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 206008549.00 206008549.00 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 312052603.20 312052603.20 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 47022137.00 47022137.00 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 250117750.00 250117750.00 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 251122613.50 251122613.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% XS0925175605 Certificate of Deposit First Tier Security 2013-07-26 2013-07-26 N N N 104000000.00 104000621.17 0.0009 N 104007529.60 104007529.60 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 104000837.27 0.0009 N 104016172.00 104016172.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% 39K99HES5 0000833029 Certificate of Deposit First Tier Security 2013-08-16 2013-08-16 N N N 1028000000.00 1028000000.00 0.0089 N 1027383611.20 1027383611.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% 39K99HET3 0000833029 Certificate of Deposit First Tier Security 2013-08-19 2013-08-19 N N N 250000000.00 250000000.00 0.0022 N 250015400.00 250015400.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% 39K99HEU0 0000833029 Certificate of Deposit First Tier Security 2013-09-03 2013-09-03 N N N 600000000.00 600000000.00 0.0052 N 600000000.00 600000000.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0854774550 0000833029 Certificate of Deposit First Tier Security 2013-05-09 2013-05-09 N N N 609000000.00 609000000.00 0.0053 N 609009135.00 609009135.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0862203428 0000833029 Certificate of Deposit First Tier Security 2013-05-03 2013-06-03 N N N 2019000000.00 2019000000.00 0.0176 N 2019034323.00 2019034323.00 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.23% 689996ER3 Certificate of Deposit First Tier Security 2013-07-15 2013-07-15 N N N 165000000.00 164920983.59 0.0014 N 164933835.00 164933835.00 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 229001282.40 229001282.40 Citibank NA Citibank NA, 0.25% 17304UDP2 Certificate of Deposit First Tier Security 2013-06-20 2013-06-20 N N N 574000000.00 574000000.00 0.0050 N 574097580.00 574097580.00 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 260843520.90 260843520.90 Citibank NA Citibank NA, 0.28% 17304UDG2 Certificate of Deposit First Tier Security 2013-06-28 2013-06-28 N N N 827000000.00 827000000.00 0.0072 N 827203193.90 827203193.90 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 217026517.40 217026517.40 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 113025605.80 113025605.80 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 379997900.23 379997900.23 Citibank NA Citibank NA, 0.29% 17304UDM9 Certificate of Deposit First Tier Security 2013-07-22 2013-07-22 N N N 281000000.00 281000000.00 0.0024 N 281084187.60 281084187.60 Citibank NA Citibank NA, 0.29% 17304UDS6 Certificate of Deposit First Tier Security 2013-07-23 2013-07-23 N N N 553000000.00 553000000.00 0.0048 N 553167669.60 553167669.60 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 448070873.60 448070873.60 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.20% 05253MBL7 Financial Company Commercial Paper First Tier Security 2013-05-08 2013-05-08 N N N 140000000.00 139998926.67 0.0012 N 140001400.00 140001400.00 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 199921111.08 0.0017 N 199946400.00 199946400.00 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 99959999.98 0.0009 N 99972760.00 99972760.00 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 353811200.11 0.0031 N 353862010.80 353862010.80 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 432987972.21 0.0038 N 432994241.10 432994241.10 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 432985711.00 0.0038 N 432993245.20 432993245.20 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 994729138.92 0.0086 N 994783488.00 994783488.00 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 55639849.47 0.0005 N 55642889.47 55642889.47 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.25% 39P99MEP5 Financial Company Commercial Paper First Tier Security 2013-07-03 2013-07-03 N N N 146000000.00 145936124.97 0.0013 N 145949557.00 145949557.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.25% 06741GSD8 Financial Company Commercial Paper First Tier Security 2013-07-30 2013-07-30 N N N 151000000.00 150905625.06 0.0013 N 150904568.00 150904568.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.27% 06741GRS6 Financial Company Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N N 99000000.00 98939115.00 0.0009 N 98951460.30 98951460.30 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.22% 06737HU80 Financial Company Commercial Paper First Tier Security 2013-07-08 2013-07-08 N N N 590000000.00 589754822.20 0.0051 N 589733143.00 589733143.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737HUN7 Financial Company Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N N 727000000.00 726619132.99 0.0063 N 726589317.70 726589317.70 BAT International Finance PLC BAT International Finance PLC, 0.25% 05531MSQ2 Financial Company Commercial Paper Second Tier Security 2013-05-24 2013-05-24 N N N 10000000.00 9998402.78 0.0001 N 9998113.00 9998113.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.24% 20272AEA0 Financial Company Commercial Paper First Tier Security 2013-05-21 2013-06-21 N N N 83000000.00 82998837.09 0.0007 N 83006059.00 83006059.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-05-03 2013-06-03 N N N 200000000.00 200000000.00 0.0017 N 200010000.00 200010000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADZ6 Financial Company Commercial Paper First Tier Security 2013-05-07 2013-06-07 N N N 92000000.00 92000000.00 0.0008 N 92005336.00 92005336.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-05-28 2013-05-28 N N N 539000000.00 539000000.00 0.0047 N 539030723.00 539030723.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N N 134000000.00 134000000.00 0.0012 N 134007906.00 134007906.00 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 154904201.41 0.0013 N 154926375.00 154926375.00 Credit Agricole North America Credit Agricole North America, 0.18% 22532AS17 Financial Company Commercial Paper First Tier Security 2013-05-01 2013-05-01 N N N 109000000.00 109000000.00 0.0009 N 108999455.00 108999455.00 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 209880416.63 0.0018 N 209899620.00 209899620.00 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 372777236.20 0.0032 N 372811597.70 372811597.70 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 603858815.00 0.0053 N 603895628.80 603895628.80 Credit Suisse Credit Suisse, 0.27% 2254EAW33 Financial Company Commercial Paper First Tier Security 2013-09-03 2013-09-03 N N N 406000000.00 405619375.00 0.0035 N 405622014.00 405622014.00 DBS Bank Ltd. (Singapore) DBS Bank Ltd. (Singapore), 0.21% 23305DUK9 Financial Company Commercial Paper First Tier Security 2013-07-19 2013-07-19 N N N 44000000.00 43979723.33 0.0004 N 43979500.40 43979500.40 DBS Bank Ltd. (Singapore) DBS Bank Ltd. (Singapore), 0.21% 23305DUN3 Financial Company Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N N 27050000.00 27037061.09 0.0002 N 27036737.39 27036737.39 DBS Bank Ltd. (Singapore) DBS Bank Ltd. (Singapore), 0.22% 23305DV69 Financial Company Commercial Paper First Tier Security 2013-08-06 2013-08-06 N N N 100000000.00 99940722.24 0.0009 N 99938660.00 99938660.00 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 491691953.39 0.0043 N 491719117.20 491719117.20 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 282866361.12 0.0025 N 282937089.10 282937089.10 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 349931750.00 0.0030 N 349975500.00 349975500.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636JBH5 Financial Company Commercial Paper First Tier Security 2013-05-28 2013-05-28 N N N 500000000.00 500000000.00 0.0043 N 500035500.00 500035500.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-05-03 2013-09-03 N N N 413000000.00 413000000.00 0.0036 N 413083013.00 413083013.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-05-28 2013-11-26 N N N 900000000.00 900000000.00 0.0078 N 899900100.00 899900100.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J2YS1 Financial Company Commercial Paper First Tier Security 2013-11-26 2013-11-26 N N N 600000000.00 598955000.16 0.0052 N 599230020.00 599230020.00 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 314565999.87 0.0027 N 314713350.00 314713350.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.15% 53943RS26 Financial Company Commercial Paper First Tier Security 2013-05-02 2013-05-02 N N N 500000000.00 499997916.60 0.0043 N 499995850.00 499995850.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.15% 53943RS67 Financial Company Commercial Paper First Tier Security 2013-05-06 2013-05-06 N N N 613000000.00 612987229.00 0.0053 N 612984675.00 612984675.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.18% 6323A0S74 Financial Company Commercial Paper First Tier Security 2013-05-07 2013-05-07 N N N 446000000.00 445986620.00 0.0039 N 445984390.00 445984390.00 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 82968575.27 0.0007 N 82972551.90 82972551.90 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 98955339.99 0.0009 N 98957360.70 98957360.70 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 104950941.67 0.0009 N 104952277.50 104952277.50 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.23% 69033QV54 Financial Company Commercial Paper First Tier Security 2013-08-05 2013-08-05 N N N 16000000.00 15990186.66 0.0001 N 15989782.40 15989782.40 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.23% 69033QVG0 Financial Company Commercial Paper First Tier Security 2013-08-16 2013-08-16 N N N 165000000.00 164887204.23 0.0014 N 164877240.00 164877240.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.23% 83050TUG4 Financial Company Commercial Paper First Tier Security 2013-07-16 2013-07-16 N N N 228000000.00 227889293.42 0.0020 N 227900683.20 227900683.20 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 116966200.01 0.0010 N 116983432.80 116983432.80 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 361877121.06 0.0031 N 361933392.00 361933392.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.18% 83365RS63 Financial Company Commercial Paper First Tier Security 2013-05-06 2013-05-06 N N N 983000000.00 982975425.00 0.0085 N 982972181.10 982972181.10 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 384943854.14 0.0033 N 384961346.00 384961346.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562KUC6 Financial Company Commercial Paper First Tier Security 2013-07-12 2013-07-12 N N N 815000000.00 814592499.68 0.0071 N 814614423.50 814614423.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.24% 86958FW52 Financial Company Commercial Paper First Tier Security 2013-09-05 2013-09-05 N N N 242000000.00 241799375.22 0.0021 N 241797784.80 241797784.80 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 294961076.40 0.0026 N 294975751.00 294975751.00 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 199971111.12 0.0017 N 199979000.00 199979000.00 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 113982710.01 0.0010 N 113987391.60 113987391.60 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 199950500.00 0.0017 N 199963540.00 199963540.00 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 193950530.00 0.0017 N 193963605.60 193963605.60 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 179821199.95 0.0016 N 179879994.00 179879994.00 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 274761284.71 0.0024 N 274784400.00 274784400.00 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 48956784.72 0.0004 N 48960800.00 48960800.00 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 99907638.90 0.0009 N 99914760.00 99914760.00 UBS Finance, Inc. UBS Finance, Inc., 0.33% 90262CXG7 Financial Company Commercial Paper First Tier Security 2013-10-16 2013-10-16 N N N 748000000.00 746848079.84 0.0065 N 747015632.00 747015632.00 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 298700584.80 0.0026 N 298788666.80 298788666.80 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 800174525.13 0.0070 N 800415109.80 800415109.80 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 260720874.91 0.0023 N 260801222.40 260801222.40 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-05-01 2013-07-01 N N N 200000000.00 200000000.00 0.0017 N 200017200.00 200017200.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FT3 Financial Company Commercial Paper First Tier Security 2013-05-02 2013-07-02 N N N 208000000.00 208000000.00 0.0018 N 208017056.00 208017056.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-05-03 2013-06-03 N N N 20000000.00 20000000.00 0.0002 N 20001000.00 20001000.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FU0 Financial Company Commercial Paper First Tier Security 2013-05-07 2013-07-05 N N N 96000000.00 96000000.00 0.0008 N 96008256.00 96008256.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-05-10 2013-06-10 N N N 95000000.00 95000000.00 0.0008 N 95006080.00 95006080.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-05-17 2013-06-17 N N N 385000000.00 385000000.00 0.0033 N 385030030.00 385030030.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FJ5 Financial Company Commercial Paper First Tier Security 2013-05-20 2013-06-19 N N N 199000000.00 199000000.00 0.0017 N 199016318.00 199016318.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-05-21 2013-06-21 N N N 200000000.00 200000000.00 0.0017 N 200017000.00 200017000.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FQ9 Financial Company Commercial Paper First Tier Security 2013-05-24 2013-06-24 N N N 150000000.00 150000000.00 0.0013 N 150013800.00 150013800.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FP1 Financial Company Commercial Paper First Tier Security 2013-05-28 2013-06-26 N N N 50000000.00 50000000.00 0.0004 N 50004700.00 50004700.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FR7 Financial Company Commercial Paper First Tier Security 2013-05-28 2013-06-26 N N N 69000000.00 69000000.00 0.0006 N 69006486.00 69006486.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N N 270000000.00 270000000.00 0.0023 N 270011610.00 270011610.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EW7 Financial Company Commercial Paper First Tier Security 2013-05-30 2013-05-30 N N N 250000000.00 250000000.00 0.0022 N 250011250.00 250011250.00 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 238942374.42 0.0021 N 238961712.20 238961712.20 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 110972250.00 0.0010 N 110975058.30 110975058.30 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 99989666.66 0.0009 N 99990610.00 99990610.00 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 99982777.78 0.0009 N 99984830.00 99984830.00 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 66976345.27 0.0006 N 66979049.10 66979049.10 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 111959493.34 0.0010 N 111964014.40 111964014.40 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 111958528.88 0.0010 N 111963174.40 111963174.40 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 162000000.00 0.0014 N 161998833.60 161998833.60 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 85990444.44 0.0007 N 85990471.20 85990471.20 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 110073592.62 0.0010 N 110081788.60 110081788.60 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 47998266.67 0.0004 N 47998800.00 47998800.00 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 96995096.11 0.0008 N 96996702.00 96996702.00 Altria Group, Inc. Altria Group, Inc., 0.29% 0220X0S16 Other Commercial Paper Second Tier Security 2013-05-01 2013-05-01 N N N 31000000.00 31000000.00 0.0003 N 30999786.10 30999786.10 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 65286794.89 0.0006 N 65284798.16 65284798.16 Comcast Corp. Comcast Corp., 0.30% 2003A2SQ0 Other Commercial Paper Second Tier Security 2013-05-24 2013-05-24 N N N 21500000.00 21495879.17 0.0002 N 21495942.95 21495942.95 Comcast Corp. Comcast Corp., 0.30% 2003A2SQ0 Other Commercial Paper Second Tier Security 2013-05-24 2013-05-24 N N N 262500000.00 262449687.51 0.0023 N 262450466.25 262450466.25 Devon Energy Corp. Devon Energy Corp., 0.35% 25179JAB6 Other Commercial Paper Second Tier Security 2013-05-23 2013-05-30 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 566000000.00 566000000.00 0.0049 N 565899818.00 565899818.00 Northeast Utilities Northeast Utilities, 0.28% 66439TS66 Other Commercial Paper Second Tier Security 2013-05-06 2013-05-06 N N N 34000000.00 33998677.79 0.0003 N 33998640.00 33998640.00 Northeast Utilities Northeast Utilities, 0.29% 66439TS25 Other Commercial Paper Second Tier Security 2013-05-02 2013-05-02 N N N 21000000.00 20999830.84 0.0002 N 20999720.70 20999720.70 Northeast Utilities Northeast Utilities, 0.30% 66439TS17 Other Commercial Paper Second Tier Security 2013-05-01 2013-05-01 N N N 40000000.00 40000000.00 0.0003 N 39999732.00 39999732.00 Sempra Global Sempra Global, 0.30% 81685LSH9 Other Commercial Paper Second Tier Security 2013-05-17 2013-05-17 N N N 110000000.00 109985333.33 0.0010 N 109988417.00 109988417.00 Sempra Global Sempra Global, 0.30% 81685LSL0 Other Commercial Paper Second Tier Security 2013-05-20 2013-05-20 N N N 35000000.00 34994458.33 0.0003 N 34995565.50 34995565.50 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.27% 88159BS75 Other Commercial Paper Second Tier Security 2013-05-07 2013-05-07 N N N 45000000.00 44997975.00 0.0004 N 44997615.00 44997615.00 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 119912599.97 0.0010 N 119960148.00 119960148.00 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 99927166.64 0.0009 N 99966790.00 99966790.00 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 99926111.12 0.0009 N 99965930.00 99965930.00 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 38971183.33 0.0003 N 38986712.70 38986712.70 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 79934555.54 0.0007 N 79965336.00 79965336.00 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 49959097.21 0.0004 N 49978335.00 49978335.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.28% 92344LS63 Other Commercial Paper Second Tier Security 2013-05-06 2013-05-06 N N N 47000000.00 46998172.22 0.0004 N 46998040.10 46998040.10 Verizon Communications, Inc. Verizon Communications, Inc., 0.28% 92344LS71 Other Commercial Paper Second Tier Security 2013-05-07 2013-05-07 N N N 35000000.00 34998366.67 0.0003 N 34998299.00 34998299.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.28% 92344LS97 Other Commercial Paper Second Tier Security 2013-05-09 2013-05-09 N N N 12000000.00 11999253.33 0.0001 N 11999235.60 11999235.60 Verizon Communications, Inc. Verizon Communications, Inc., 0.28% 92344LSF3 Other Commercial Paper Second Tier Security 2013-05-15 2013-05-15 N N N 45000000.00 44995100.01 0.0004 N 44994937.50 44994937.50 Verizon Communications, Inc. Verizon Communications, Inc., 0.28% 92344LSF3 Other Commercial Paper Second Tier Security 2013-05-15 2013-05-15 N N N 40000000.00 39995644.45 0.0003 N 39995500.00 39995500.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.40% 92344PUW4 Other Commercial Paper Second Tier Security 2013-05-01 2013-06-13 Y VERIZON COMMUNICATIONS INC N/A N/A N N 403000000.00 403000000.00 0.0035 N 403000000.00 403000000.00 Viacom, Inc. Viacom, Inc., 0.27% 9255M2S11 Other Commercial Paper Second Tier Security 2013-05-01 2013-05-01 N N N 61000000.00 61000000.00 0.0005 N 60999512.00 60999512.00 Viacom, Inc. Viacom, Inc., 0.30% 9255M2S29 Other Commercial Paper Second Tier Security 2013-05-02 2013-05-02 N N N 44000000.00 43999633.33 0.0004 N 43999388.40 43999388.40 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.29% 92780JSP7 Other Commercial Paper Second Tier Security 2013-05-23 2013-05-23 N N N 20000000.00 19996455.55 0.0002 N 19996396.00 19996396.00 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 390066439.75 0.0034 N 390252176.00 390252176.00 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 997450500.21 0.0087 N 997895306.00 997895306.00 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 283158172.43 0.0025 N 283221023.00 283221023.00 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 249973133.50 0.0022 N 250039000.00 250039000.00 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 910610183.66 0.0079 N 910988892.00 910988892.00 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 264583821.68 0.0023 N 264633493.00 264633493.00 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 409941256.42 0.0036 N 410109885.00 410109885.00 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 759608946.15 0.0066 N 759986365.00 759986365.00 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 673774346.18 0.0059 N 673923156.00 673923156.00 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 557000000.00 573947247.44 0.0050 N 574058125.00 574058125.00 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 597677499.31 0.0052 N 597769533.00 597769533.00 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 603156011.40 0.0052 N 603304800.00 603304800.00 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 851694745.55 0.0074 N 852030400.00 852030400.00 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 484871126.29 0.0042 N 485037830.00 485037830.00 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 383785187.95 0.0033 N 384014976.00 384014976.00 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 79680184.67 0.0007 N 79722139.00 79722139.00 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 177043516.91 0.0015 N 177132900.00 177132900.00 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 624355253.14 0.0054 N 624652184.00 624652184.00 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 627275351.57 0.0055 N 627294063.00 627294063.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.40% 25746UBS7 Other Note Second Tier Security 2013-05-20 2013-06-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 323000000.00 323000000.00 0.0028 N 322964793.00 322964793.00 Royal Bank of Canada Royal Bank of Canada, 0.38% 78008FBC7 Other Note First Tier Security 2013-07-01 2013-08-30 N N N 1375000000.00 1375000000.00 0.0120 N 1375184250.00 1375184250.00 Royal Bank of Canada Royal Bank of Canada, 0.40% 78008KZV8 Other Note First Tier Security 2013-05-07 2013-09-06 N N N 376000000.00 375973472.37 0.0033 N 375990976.00 375990976.00 Royal Bank of Canada Royal Bank of Canada, 0.68% 78008FAZ7 Other Note First Tier Security 2013-05-15 2013-09-13 N N N 750000000.00 750000000.00 0.0065 N 750568500.00 750568500.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86959JCX4 Other Note First Tier Security 2013-05-28 2013-10-25 N N N 816000000.00 816000000.00 0.0071 N 815948592.00 815948592.00 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 1000055400.00 1000055400.00 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 145008192.50 145008192.50 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 273999972.60 273999972.60 Bank of America NA Bank of America NA, 0.29% 06052WXK4 Other Note First Tier Security 2013-07-11 2013-07-11 N N N 329000000.00 329000000.00 0.0029 N 328999967.10 328999967.10 Fannie Mae Fannie Mae, 0.18% 3135G0PG2 Government Agency Debt First Tier Security 2013-05-11 2014-09-11 N N N 717000000.00 716807500.84 0.0062 N 717178533.00 717178533.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313381DU6 Government Agency Debt First Tier Security 2013-05-03 2014-06-03 N N N 390000000.00 389913326.48 0.0034 N 390060840.00 390060840.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313381HK4 Government Agency Debt First Tier Security 2013-05-10 2014-06-10 N N N 250000000.00 249943455.50 0.0022 N 250037250.00 250037250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313381JE6 Government Agency Debt First Tier Security 2013-05-25 2014-06-25 N N N 500000000.00 499883230.90 0.0043 N 500122000.00 500122000.00 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 39987752.49 0.0003 N 40001880.00 40001880.00 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 40196414.19 0.0003 N 40210882.72 40210882.72 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 138984923.84 0.0012 N 139042534.00 139042534.00 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 44020432.36 0.0004 N 44044044.00 44044044.00 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 25014904.39 0.0002 N 25025350.00 25025350.00 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 35016653.80 0.0003 N 35035595.00 35035595.00 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 132062808.61 0.0011 N 132134244.00 132134244.00 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 7037040.02 0.0001 N 7036478.85 7036478.85 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 7670269.71 0.0001 N 7673839.91 7673839.91 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 2013-05-07 2013-05-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 181000000.00 181000000.00 0.0016 N 181000000.00 181000000.00 Delaware River Port Auth. Pennsylvania & New Jersey Rev. Delaware River Port Auth. Pennsylvania & New Jersey Rev., 0.21% Series 2010 B, LOC Barclays Bank PLC VRDN 246352FD5 Variable Rate Demand Note First Tier Security 2013-05-07 2013-05-07 Y BARCLAYS BANK PLC N/A N/A Y BARCLAYS BANK PLC N/A N/A N 60000000.00 60000000.00 0.0005 N 60000000.00 60000000.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.45% 591999EB9 0000728618 Insurance Company Funding Agreement First Tier Security 2013-07-01 2013-07-29 Y METROPOLITAN LIFE INS CO N/A N/A N N 175000000.00 175000000.00 0.0015 Y 174988975.00 174988975.00 ING Bank NV ING Bank NV, 0.17% 45E99U7V1 0001017255 Other Instrument Time Deposits First Tier Security 2013-05-06 2013-05-06 N N N 500000000.00 500000000.00 0.0043 N 500000000.00 500000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.18%, dated 4/30/2013 due 05/01/2013 48L998MS6_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2040-02-01 0.578 - 5.5 Government Agency Debt 322582188.32 92580155.32 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2041-07-25 0.51 - 6 Government Agency Debt 1336641467.12 362541538.52 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.383 - 7 Government Agency Debt 1153062697.31 563084239.88 Unrated Security 2013-05-01 2013-05-01 N N N 993988875.00 993988874.78 0.0086 N 993988874.78 993988874.78 Commerz Markets LLC In a joint trading account with Commerz Markets LLC at 0.18%, dated 4/30/2013 due 05/01/2013 48L998MS6_00004 Government Agency Repurchase Agreement Y US TREASURY 2013-05-09 2042-11-15 0 - 10.625 Treasury Debt 489356714.19 516289964.36 Unrated Security 2013-05-01 2013-05-01 N N N 506128591.00 506128590.72 0.0044 N 506128590.72 506128590.72 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 47Y99CSK6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2031-09-01 2042-10-01 1.994 - 6.005 Government Agency Debt 708806517.00 293809958.23 First Tier Security 2013-05-07 2013-05-07 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% 47Y99CTM1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 2.704 - 2.704 Government Agency Debt 55000.00 49153.61 FEDERAL NATIONAL MORTGAGE ASSOC 2029-05-01 2045-08-01 1.428 - 3.5 Government Agency Debt 529648402.00 184596706.77 First Tier Security 2013-05-07 2013-05-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 181000000.00 181000000.00 0.0016 N 181000000.00 181000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 47Y99CWC9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-25 2043-02-25 3 - 5 Government Agency Debt 146494739.00 112242108.72 First Tier Security 2013-05-07 2013-05-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 109000000.00 109000000.00 0.0009 N 109000000.00 109000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 48K997LJ0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-07-01 2043-05-01 2.18 - 4 Government Agency Debt 89617424.00 77290970.83 FEDERAL NATIONAL MORTGAGE ASSOC 2022-07-01 2043-05-01 2.5 - 5 Government Agency Debt 564271459.00 448061121.71 First Tier Security 2013-05-07 2013-05-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 515000000.00 515000000.00 0.0045 N 515000000.00 515000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 48K997LU5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-06-01 2042-04-01 3.018 - 6 Government Agency Debt 218591909.00 106949613.10 FEDERAL NATIONAL MORTGAGE ASSOC 2023-04-01 2043-03-01 2 - 5.5 Government Agency Debt 560786125.00 418402479.68 First Tier Security 2013-05-07 2013-05-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 515000000.00 515000000.00 0.0045 N 515000000.00 515000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 48K997MF7 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2042-05-01 3.5 - 4.5 Government Agency Debt 186011457.00 146950645.52 FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2043-04-01 2.5 - 4 Government Agency Debt 415017399.00 378401447.32 First Tier Security 2013-05-07 2013-05-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 515000000.00 515000000.00 0.0045 N 515000000.00 515000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.18% 48K997FB4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2042-10-01 3 - 4 Government Agency Debt 219730770.00 148122722.31 FEDERAL NATIONAL MORTGAGE ASSOC 2023-02-01 2043-03-01 2.5 - 4.5 Government Agency Debt 368773772.00 362004777.79 First Tier Security 2013-05-07 2013-05-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 500000000.00 500000000.00 0.0043 N 500000000.00 500000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.21% 45G99RQM5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2041-11-01 4 - 4.5 Government Agency Debt 212182951.00 147801669.15 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2043-01-01 2.346 - 4 Government Agency Debt 223513359.00 216088635.05 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-06-15 2042-06-15 4 - 4 Government Agency Debt 19597072.00 16217973.89 Unrated Security 2013-05-02 2013-05-02 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 372000000.00 372000000.00 0.0032 N 372000000.00 372000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.21% 45G99RRC6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2043-04-01 3.5 - 5.265 Government Agency Debt 108120239.00 110848352.11 FEDERAL NATIONAL MORTGAGE ASSOC 2025-09-01 2043-01-01 2.5 - 4.106 Government Agency Debt 706561384.00 501854828.09 Unrated Security 2013-05-06 2013-05-06 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 600000000.00 600000000.00 0.0052 N 600000000.00 600000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.22% 45G99RRR3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-12-01 2043-04-01 2.011 - 6.257 Government Agency Debt 2030060219.00 207294019.79 FEDERAL NATIONAL MORTGAGE ASSOC 2014-09-01 2050-04-01 1.428 - 6.045 Government Agency Debt 2364777996.00 400670561.38 Unrated Security 2013-05-07 2013-05-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 596000000.00 596000000.00 0.0052 N 596000000.00 596000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.24% 45G99RQE3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2043-01-01 2.054 - 4.5 Government Agency Debt 870112541.00 379300663.98 FEDERAL NATIONAL MORTGAGE ASSOC 2021-05-01 2047-11-01 1.409 - 5.611 Government Agency Debt 1760338015.00 915754814.74 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-06-20 2041-06-20 4.5 - 4.5 Government Agency Debt 1375399.00 989288.14 Unrated Security 2013-05-07 2013-05-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 1270000000.00 1270000000.00 0.0110 N 1270000000.00 1270000000.00 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 2042-12-01 2.244 - 6.785 Government Agency Debt 675362996.00 225715517.52 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2042-08-01 1.681 - 6.003 Government Agency Debt 967668304.00 308513526.19 Unrated Security 2013-05-07 2013-05-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 523000000.00 523000000.00 0.0045 N 523000000.00 523000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.25% 45G99RPG9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2030-12-01 2042-12-01 2.19 - 5 Government Agency Debt 71038335.00 18649892.31 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2047-11-01 1.378 - 6.5 Government Agency Debt 182487738.00 133410240.74 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-06-20 2041-06-20 4.5 - 4.5 Government Agency Debt 1435820.00 1032747.37 Unrated Security 2013-05-07 2013-05-07 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% 45G99RPN4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2039-08-01 4.5 - 4.5 Government Agency Debt 1138699.00 661587.99 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2043-03-01 2.338 - 5 Government Agency Debt 142239106.00 122736341.66 RESOLUTION FUNDING CORP 2028-10-15 2030-04-15 N/A Government Agency Debt 356281000.00 217382450.80 TENNESEE VALLEY AUTHORITY 2025-11-01 2056-04-01 0 - 5.375 Government Agency Debt 43000000.00 40834727.50 Unrated Security 2013-05-07 2013-05-07 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. Mizuho Securities USA, Inc., 0.21% 47V99FUY9 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2013-12-12 2013-12-12 N/A Treasury Debt 91510800.00 91459553.95 FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2043-03-01 1.5 - 6.5 Government Agency Debt 398730908.00 279818866.08 FEDERAL NATIONAL MORTGAGE ASSOC 2027-03-01 2048-04-25 1.04 - 7.5 Government Agency Debt 371899029.00 306524008.71 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-07-15 2054-04-16 0.453 - 8.5 Government Agency Debt 86484657.00 60935886.81 First Tier Security 2013-05-07 2013-05-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 722000000.00 722000000.00 0.0063 N 722000000.00 722000000.00 Mizuho Securities USA, Inc. 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BNP Paribas Securities Corp., 0.29% 47Z995MW0 0001197610 Other Repurchase Agreement N 51-100 2013-05-23 2043-06-15 0 - 8.75 Other Instrument CORPORATE 155974027.00 172231905.76 First Tier Security 2013-05-07 2013-05-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 164000000.00 164000000.00 0.0014 N 164000000.00 164000000.00 BNP Paribas Securities Corp. 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Citigroup Global Markets, Inc., 0.55% 48L994FB0 0000315030 Other Repurchase Agreement N ALLIANCE DATA SYS CORP 2014-05-15 2014-05-15 4.75 - 4.75 Other Instrument EQUITY 2620000.00 9351489.59 CEMEX S A B DE C V FORMERLY CEMEX S A 07/03/2006 2016-03-15 2018-03-15 3.25 - 3.75 Other Instrument EQUITY 9582000.00 12502380.00 MEDIVATION INC 2017-04-01 2017-04-01 2.625 - 2.625 Other Instrument EQUITY 619000.00 807946.40 NORTHGATE MINERALS CORP NOTE 3. 2016-10-01 2016-10-01 N/A Other Instrument EQUITY 6001000.00 5845390.74 TIBCO SOFTWARE INC 2032-05-01 2032-05-01 2.25 - 2.25 Other Instrument EQUITY 8498000.00 8343485.11 WEBMD HEALTH CORP 2018-01-31 2018-01-31 2.5 - 2.5 Other Instrument EQUITY 18606000.00 17151207.19 First Tier Security 2013-05-01 2013-05-01 N N N 50000000.00 50000000.00 0.0004 N 50000000.00 50000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.85% 48L994DX4 0000315030 Other Repurchase Agreement N ACCURAY INC DEL 2018-02-01 2018-02-01 N/A Other Instrument EQUITY 735482.00 762991.07 AMERICAN EQUITY INVT LIFE HLDG CO 2029-12-06 2029-12-06 5.25 - 5.25 Other Instrument EQUITY 191000.00 315700.08 AMTRUST FINL SVCS INC 2021-12-15 2021-12-15 5.5 - 5.5 Other Instrument EQUITY 3717448.00 4995320.75 ANNALY CAP MGMT INC FORMERLY ANNALY MTG MGMT IN 2015-05-15 2015-05-15 5 - 5 Other Instrument EQUITY 53000.00 56235.47 BANKUNITED FINL CORP 2034-03-01 2034-03-01 N/A Other Instrument EQUITY 75000.00 5812.50 BECKMAN COULTER INC 2036-12-15 2036-12-15 2.5 - 2.5 Other Instrument EQUITY 6000.00 6049.69 BLUCORA INC 2019-04-01 2019-04-01 4.25 - 4.25 Other Instrument EQUITY 152699.00 157230.13 BOTTOMLINE TECHNOLOGIES DE INC 2017-12-01 2017-12-01 1.5 - 1.5 Other Instrument EQUITY 1043465.00 1163420.00 CALLAWAY GOLF CO 2019-08-15 2019-08-15 N/A Other Instrument EQUITY 40000.00 43812.50 CEMEX S A B DE C V FORMERLY CEMEX S A 07/03/2006 2016-03-15 2018-03-15 3.25 - 3.75 Other Instrument EQUITY 8644000.00 11404285.62 COMPUCREDIT CORP 2025-05-30 2025-05-30 3.625 - 3.625 Other Instrument EQUITY 20000.00 18714.32 CORSICANTO LTD 2032-01-15 2032-01-15 N/A Other Instrument EQUITY 1721177.00 2062552.38 CTRIP COM INTL LTD 0.5 15SEP17 144A 2017-09-15 2017-09-15 N/A Other Instrument EQUITY 17890000.00 22910381.25 DEALERTRACK TECHNOLOGIES INC FORMERLY DEALERTRAC 2017-03-15 2017-03-15 1.5 - 1.5 Other Instrument EQUITY 5700.00 5988.56 ELECTRONIC DATA SYS C 3.875 15JUL23 2023-07-15 2023-07-15 N/A Other Instrument EQUITY 2000.00 1885.22 GENCORP INC 2039-12-31 2039-12-31 4.062 - 4.062 Other Instrument EQUITY 225000.00 347296.50 GOLDEN STAR RES LTD CDA DEBT 5. 2017-06-01 2017-06-01 N/A Other Instrument EQUITY 1583000.00 1538588.05 HERCULES TECHNOLOGY GROWTH CAP INC 2016-04-15 2016-04-15 N/A Other Instrument EQUITY 1020000.00 1151325.00 HOLOGIC INC 2043-12-15 2043-12-15 N/A Other Instrument EQUITY 25887834.00 27619212.33 HUTCHINSON TECHNOLOGY INC 2026-01-15 2026-01-15 8.5 - 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2.75 Other Instrument EQUITY 93300.00 102798.28 QUANTUM CORP 2015-11-15 2015-11-15 3.5 - 3.5 Other Instrument EQUITY 38370000.00 36011843.81 REGENERON PHARMACEUTICALS INC 2016-10-01 2016-10-01 1.875 - 1.875 Other Instrument EQUITY 4113766.00 10650583.03 ROYAL GOLD INC 2019-06-15 2019-06-15 2.875 - 2.875 Other Instrument EQUITY 41000.00 40160.78 SEQUENOM INC 2017-10-01 2017-10-01 5 - 5 Other Instrument EQUITY 5419000.00 5789701.75 TICC CAP CORP 2017-11-01 2017-11-01 N/A Other Instrument EQUITY 981000.00 1038429.37 TRICO MARINE SERVICES INC NOTE 3. 2027-01-15 2027-01-15 N/A Other Instrument EQUITY 353000.00 2647.50 US AIRWAYS GROUP INC FORMERLY USAIR GROUP INC T0 2014-05-15 2014-05-15 7.25 - 7.25 Other Instrument EQUITY 55000.00 203333.85 UNITED THERAPEUTICS CORP DEL 2016-09-15 2016-09-15 1 - 1 Other Instrument EQUITY 1701637.00 2469500.70 VECTOR GROUP LTD 2019-01-15 2019-01-15 N/A Other Instrument EQUITY 5900.00 6878.10 VISHAY INTERTECHNOLOGY INC 2042-06-01 2042-06-01 N/A Other Instrument EQUITY 3680000.00 4445670.00 WEBMD HEALTH CORP 2016-03-31 2018-01-31 2.25 - 2.5 Other Instrument EQUITY 36182000.00 34961235.08 ZAZA ENERGY CORP 2017-08-01 2017-08-01 N/A Other Instrument EQUITY 1678100.00 1552880.18 First Tier Security 2013-06-21 2013-06-21 N N N 165000000.00 165000000.00 0.0014 Y 165000000.00 165000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.25% 48K99WQU5 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2042-06-15 0 - 8 Government Agency Debt 1692135224.00 38720217.27 FEDERAL NATIONAL MORTGAGE ASSOC 2017-02-01 2041-01-01 0 - 10.5 Government Agency Debt 7099627668.00 111665402.62 First Tier Security 2013-05-02 2013-05-02 N N N 146000000.00 146000000.00 0.0013 N 146000000.00 146000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.28% 48K99WRP5 0000318336 Other Repurchase Agreement N 101-500 2013-04-30 2013-04-30 N/A Other Instrument EQUITY 22372302.00 518418561.61 First Tier Security 2013-05-01 2013-05-01 N N N 480000000.00 480000000.00 0.0042 N 480000000.00 480000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.40% 48K99WPK8 0000318336 Other Repurchase Agreement N MARATHON OIL CORP 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 1080945.00 35238807.00 MEADWESTVACO CORP 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 133946.00 4626494.84 THE NASDAQ STOCK MARKET, INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 50514.00 1469957.40 SPRINT NEXTEL 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 4278000.00 30459360.00 STATE STR CORP 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 240925.00 14009788.75 TERADYNE INC 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 31862.00 523174.04 UNION PACIFIC CORPORATION 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 21852.00 3221421.84 VORNADO REALTH TRUST 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 272031.00 23650375.14 XEROX CORPORATION 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 2582711.00 21823907.95 First Tier Security 2013-07-17 2013-07-17 N N N 125000000.00 125000000.00 0.0011 Y 125000000.00 125000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WMJ4 0000318336 Other Repurchase Agreement N 51-100 2019-02-15 2047-06-25 0 - 7.03 Other Instrument MORTGAGE 2364793026.00 222572453.50 First Tier Security 2013-07-09 2013-07-09 N N N 206000000.00 206000000.00 0.0018 Y 206000000.00 206000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WNP9 0000318336 Other Repurchase Agreement N 51-100 2013-07-15 2049-12-10 0 - 7.4 Other Instrument MORTGAGE 1367541879.00 223623350.07 First Tier Security 2013-07-15 2013-07-15 N N N 207000000.00 207000000.00 0.0018 Y 207000000.00 207000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WPT9 0000318336 Other Repurchase Agreement N 101-500 2017-07-15 2049-12-18 0 - 7.86 Other Instrument MORTGAGE 1772429440.00 338167139.34 First Tier Security 2013-07-18 2013-07-18 N N N 314000000.00 314000000.00 0.0027 Y 314000000.00 314000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WQH4 0000318336 Other Repurchase Agreement N 51-100 2013-06-25 2051-02-10 0 - 6.77 Other Instrument MORTGAGE 913481528.00 112320857.08 First Tier Security 2013-07-22 2013-07-22 N N N 104000000.00 104000000.00 0.0009 Y 104000000.00 104000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WRD2 0000318336 Other Repurchase Agreement N 51-100 2027-04-15 2047-08-25 0 - 7.96 Other Instrument MORTGAGE 797105417.00 112328485.45 First Tier Security 2013-07-25 2013-07-25 N N N 104000000.00 104000000.00 0.0009 Y 104000000.00 104000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.69% 48K99WLG1 0000318336 Other Repurchase Agreement N 51-100 2019-02-15 2047-05-25 0 - 7.86 Other Instrument MORTGAGE 699332200.00 111299719.10 First Tier Security 2013-07-02 2013-07-02 N N N 103000000.00 103000000.00 0.0009 Y 103000000.00 103000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.70% 47A99P9S7 0000318336 Other Repurchase Agreement N BRISTOW GROUP INC + 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 8910000.00 10163040.03 CHESAPEAKE ENERGY CORPORATION 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 3377000.00 3020523.88 DENDREON CORPORATION 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 8604000.00 6805204.74 MICROCHIP TECHNOLOGY INC 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 11981000.00 16862993.92 MICRON TECHNOLOGY, INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 1069000.00 1101564.95 USEC INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 12695000.00 3186445.00 UNITED STATES STEEL CORP+ 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 7660000.00 8014305.64 VERISIGN, INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 28090000.00 40645134.49 First Tier Security 2013-05-02 2013-05-02 N N N 83000000.00 83000000.00 0.0007 N 83000000.00 83000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.70% 48K99WCN6 0000318336 Other Repurchase Agreement N 51-100 2019-02-15 2050-06-12 0 - 8.85 Other Instrument MORTGAGE 396496907.00 110309955.65 First Tier Security 2013-05-20 2013-05-20 N N N 102000000.00 102000000.00 0.0009 Y 102000000.00 102000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.38% 48M99DCS5 0000877559 Other Repurchase Agreement N 101-500 2013-07-15 2067-06-01 2.95 - 14.75 Other Instrument CORPORATE 474838800.00 528590278.38 First Tier Security 2013-05-01 2013-05-01 N N N 490000000.00 490000000.00 0.0043 N 490000000.00 490000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.52% 45A99N7P4 Other Repurchase Agreement N FREEPORT-MCMORAN COPPER & GOLD 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 267593.00 8001030.70 GRIFOLS SA 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 2110516.00 64539579.28 J P MORGAN CHASE & CO 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 1408646.00 68910962.32 SIBANYE GOLD LTD 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 1632823.00 6596604.92 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., 0.60% 45A99N7V1 Other Repurchase Agreement N MONSANTO COMPANY 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 1380096.00 146980224.00 NUCOR CORPORATION 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 805765.00 34760702.10 WELLS FARGO & COMPANY 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 1200794.00 45486076.72 First Tier Security 2013-11-01 2013-11-01 N N N 209000000.00 209000000.00 0.0018 Y 209000000.00 209000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.62% 45A99N7U3 Other Repurchase Agreement N AVIS BUDGET GROUP INC COM < 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 13458000.00 25121604.49 CADENCE DESIGN SYSTEMS, INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 15267000.00 28655670.46 CIENA CORPORATION 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 10716000.00 11746568.44 CONCUR TECHNOLOGIES, INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 7533000.00 10867640.64 DENDREON CORPORATION 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 528000.00 417613.68 ENDO PHARMA HLDG INC 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 18470000.00 24870556.86 HEARTWARE INTERNATIONAL, INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 1350000.00 1600090.20 INCYTE PHARMACEUTICALS, INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 5778000.00 15086404.22 KNIGHT CAPITAL GROUP INC 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 13315000.00 13322336.57 MASTEC, INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 800000.00 1501980.80 MICROCHIP TECHNOLOGY INC 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 15376000.00 21641381.73 ONYX PHARMACEUTICALS, INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 368000.00 926110.27 RTI INTERNATIONAL META 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 1846000.00 2067427.70 SBA COMMUNICATIONS CORPORATION 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 1000.00 2593.85 SALESFORCE.COM SR CPFD 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 3000000.00 5807415.00 UNITED RENTALS, INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 4660000.00 22110087.64 VERTEX PHARMACEUTICALS INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 5785000.00 9481285.26 WEBMD HEALTH CORP. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 30984000.00 28763686.56 First Tier Security 2013-08-09 2013-08-09 N N N 206000000.00 206000000.00 0.0018 Y 206000000.00 206000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N7Q2 Other Repurchase Agreement N ALCOA INC $3.75 PRF 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 71039000.00 97510830.88 BOSTON PROPERTIES LIMITED PART 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 1007000.00 1117882.78 EMC CORPORATION 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 88503000.00 125713378.33 GILEAD SCIENCES INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 5558000.00 12681994.29 HOST HOTELS & RESORTS, L.P. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 40752000.00 57668195.95 XILINX, INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 1000000.00 1335133.00 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. 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Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.67% 45A99N7S8 Other Repurchase Agreement N GILEAD SCIENCES INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 11486000.00 26208237.93 MONSANTO COMPANY 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 519138.00 55288197.00 NOVELLUS SYSTEMS, INC 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 1524000.00 2263187.24 First Tier Security 2013-08-19 2013-08-19 N N N 77000000.00 77000000.00 0.0007 Y 77000000.00 77000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.26% 46S99V6L5 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2023-12-15 2043-02-15 0 - 19.558 Government Agency Debt 2044999402.00 146796923.77 FEDERAL NATIONAL MORTGAGE ASSOC 2013-06-25 2043-05-25 0 - 15.193 Government Agency Debt 6069890245.00 379493424.26 GOVERNMENT NATIONAL MORTAGE ASSOC 2013-09-16 2055-01-16 0 - 6.756 Government Agency Debt 15294481118.00 769507177.13 First Tier Security 2013-05-01 2013-05-01 N N N 1258000000.00 1258000000.00 0.0109 N 1258000000.00 1258000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.55% 46S99V2Y1 0001287279 Other Repurchase Agreement N 51-100 2030-10-25 2051-02-15 0 - 29.424 Other Instrument MORTGAGE 1451348229.00 225868296.63 First Tier Security 2013-06-04 2013-06-04 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 CWALT, ALTERNATIVE LOAN TRUST 2046-08-25 2046-08-25 0.39 - 0.39 Other Instrument GOVERNMENT AGENCY 44900000.00 13514078.35 CHASE MORTGAGE FINANCE TRUST,S 2035-12-25 2035-12-25 5.11 - 5.11 Other Instrument GOVERNMENT AGENCY 212357000.00 55459625.86 CHASE MORTGAGE FINANCE TRUST 2 2037-07-25 2037-07-25 2.99 - 5.362 Other Instrument GOVERNMENT AGENCY 14815024.00 7607354.57 CHASE FLEX TRUST SERIES 2007-2 2037-05-25 2037-05-25 0.54 - 0.54 Other Instrument GOVERNMENT AGENCY 18380000.00 2783339.47 CHASEFLEX TR 2007-M1 2037-08-25 2037-08-25 0.53 - 0.53 Other Instrument GOVERNMENT AGENCY 20000000.00 12347993.85 CREDIT SUISSE COMMERCIAL MORTG 2040-09-15 2040-09-15 6.215 - 6.215 Other Instrument GOVERNMENT AGENCY 6000000.00 3269930.36 J.P. MORGAN MBS, SERIES 2006-R 2044-09-28 2044-09-28 0.554 - 0.554 Other Instrument GOVERNMENT AGENCY 33742856.00 778465.23 LEHMAN XS TRUST, SERIES 2007-2 2037-12-25 2037-12-25 1.35 - 1.35 Other Instrument GOVERNMENT AGENCY 24000000.00 10570198.77 MERRILL LYNCH ALERNATIVE NOTE 2037-01-25 2037-01-25 0.35 - 0.35 Other Instrument GOVERNMENT AGENCY 14001297.00 3940495.26 GCMO144A MLFT 06-1 D11/15/ 2022-06-15 2022-06-15 0.899 - 0.899 Other Instrument GOVERNMENT AGENCY 4551000.00 3673869.72 NEW YORK MORTGAGE TRUST 2005-1 2035-04-25 2035-04-25 0.7 - 1.05 Other Instrument GOVERNMENT AGENCY 24929000.00 1136890.93 RALI SERIES 2007-QH2 TRUST 2037-03-25 2037-03-25 0.34 - 0.34 Other Instrument GOVERNMENT AGENCY 67488000.00 27797938.04 SASCO 2001-6 (STRUCTURED ASSET 2032-09-25 2032-09-25 6.071 - 6.071 Other Instrument GOVERNMENT AGENCY 2815000.00 820036.51 STRUCTURED ASSET SECURITIES CO 2034-06-25 2034-06-25 0.85 - 0.85 Other Instrument GOVERNMENT AGENCY 4859000.00 1384006.80 STRUCTURED ASSET SECURITIES CO 2036-03-25 2036-03-25 0.34 - 0.34 Other Instrument GOVERNMENT AGENCY 61135000.00 2423214.11 STRUCTURED ASSET SECURITIES CO 2036-06-25 2036-06-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 13225000.00 5809953.37 STRUCTURED ASSET SECURITIES CO 2037-01-25 2037-01-25 0.37 - 0.37 Other Instrument GOVERNMENT AGENCY 13000000.00 1466295.23 THORNBURG MORTGAGE SECURITIES 2046-11-25 2046-11-25 0.35 - 0.35 Other Instrument GOVERNMENT AGENCY 30000000.00 2999179.96 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 AMERICAN HOME MORTGAGE INVESTM 2044-04-25 2045-11-25 0.58 - 2.431 Other Instrument GOVERNMENT AGENCY 72052000.00 7903289.17 BANC OF AMERICA MORTGAGE 2006- 2046-11-20 2046-11-20 5.691 - 5.691 Other Instrument GOVERNMENT AGENCY 360000.00 282878.23 CWMBS, INC. 2003-58 2034-03-25 2034-03-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 1878900.00 959743.92 CHASE MORTGAGE FINANCE TRUST,S 2035-12-25 2035-12-25 5.11 - 5.11 Other Instrument GOVERNMENT AGENCY 104635000.00 27326709.04 CHASE MORTGAGE FINANCE 2007-A1 2037-02-25 2037-02-25 2.881 - 2.881 Other Instrument GOVERNMENT AGENCY 3407000.00 472801.17 CHASE FLEX TRUST SERIES 2006-1 2036-06-25 2036-06-25 5.508 - 5.508 Other Instrument GOVERNMENT AGENCY 410000.00 76508.66 CITIGROUP MORTGAGE LOAN TRUST, 2035-09-25 2035-09-25 2.927 - 2.927 Other Instrument GOVERNMENT AGENCY 20000000.00 5258616.21 COMMERCIAL MORTGAGE ASSET TRUS 2032-01-17 2032-01-17 6.25 - 6.25 Other Instrument GOVERNMENT AGENCY 12614000.00 6818606.64 CREDIT SUISSE FIRST BOSTON 200 2035-07-25 2035-07-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 10000000.00 7883540.39 HARBORVIEW MORTGAGE LOAN TRUST 2038-01-19 2038-01-19 0.449 - 0.449 Other Instrument GOVERNMENT AGENCY 89228664.00 12112632.53 INDY MAC BANK 2034-02-25 2034-02-25 5.59 - 5.59 Other Instrument GOVERNMENT AGENCY 2171000.00 797329.63 J.P. MORGAN MORTGAGE TRUST 200 2034-06-25 2035-10-25 2.456 - 3.919 Other Instrument GOVERNMENT AGENCY 36695200.00 10513354.12 J.P. MORGAN ALTERNATIVE LOAN T 2036-09-25 2036-09-25 6.3 - 6.3 Other Instrument GOVERNMENT AGENCY 34670000.00 19038282.09 JPMORGAN MORTGAGE TRUST 2007-A 2035-07-25 2035-07-25 2.985 - 3.022 Other Instrument GOVERNMENT AGENCY 36727000.00 5644697.16 JPMORGAN CHASE COMM MTG 2007-C 2051-02-12 2051-02-12 6.375 - 6.375 Other Instrument GOVERNMENT AGENCY 19615000.00 2224796.54 JP MORGAN MORTGAGE TRUST 2007- 2037-10-25 2037-10-25 2.958 - 2.958 Other Instrument GOVERNMENT AGENCY 21738900.00 5404888.66 LB-UBS COMMERCIAL MORTGAGE TRU 2040-02-15 2040-02-15 5.562 - 5.562 Other Instrument GOVERNMENT AGENCY 40428000.00 27015910.78 ML-CFC COMMERCIAL MORTGAGE TRU 2016-12-12 2016-12-12 5.452 - 5.452 Other Instrument GOVERNMENT AGENCY 10500000.00 739377.35 MASTR ADJUSTABLE RATE MORTGAGE 2034-01-25 2034-01-25 3.234 - 3.234 Other Instrument GOVERNMENT AGENCY 10486000.00 766480.36 MERRIL LYNCH MORTGAGE TRUST 2034-07-12 2034-07-12 5.695 - 5.695 Other Instrument GOVERNMENT AGENCY 4072633.00 1311744.77 ML-CFC COMMERCIAL MORTGAGE TRU 2049-09-12 2049-09-12 6.486 - 6.486 Other Instrument GOVERNMENT AGENCY 7074000.00 1151242.31 SEQUOIA MORTGAGE TRUST 2007-1 2047-02-20 2047-02-20 2.6 - 2.6 Other Instrument GOVERNMENT AGENCY 13124000.00 4101504.23 STRUCTURED ADJUSTABLE RATE MOR 2035-04-25 2035-04-25 2.515 - 2.541 Other Instrument GOVERNMENT AGENCY 22263000.00 2025859.60 SASCO 2001-6 (STRUCTURED ASSET 2032-08-25 2032-08-25 1.922 - 1.922 Other Instrument GOVERNMENT AGENCY 2683000.00 155438.00 (SASCO) STRUCTURED ASSET SECUR 2018-04-25 2033-03-25 4.5 - 6.274 Other Instrument GOVERNMENT AGENCY 5045000.00 577854.81 STRUCTURED ASSET SECURITIES CO 2035-06-25 2035-07-25 0 - 12.367 Other Instrument GOVERNMENT AGENCY 2008000.00 97804.06 STRUCTURED ASSET MORTGAGE INVE 2047-05-25 2047-05-25 6.5 - 6.5 Other Instrument GOVERNMENT AGENCY 41034000.00 19431576.99 WAMU MORTGAGE PASS-THROUGH TRU 2035-10-25 2035-10-25 2.45 - 2.45 Other Instrument GOVERNMENT AGENCY 8000000.00 711900.35 WAMU MORTGAGE PASS-THROUGH CER 2037-02-25 2037-02-25 5.075 - 5.075 Other Instrument GOVERNMENT AGENCY 35400000.00 28881451.50 WAMU MORTGAGE PASS-THROUGH CER 2037-05-25 2037-05-25 5.043 - 5.043 Other Instrument GOVERNMENT AGENCY 46378000.00 18408005.86 WELLS FARGO MORTGAGE BACKED SE 2034-09-25 2034-09-25 2.628 - 2.628 Other Instrument GOVERNMENT AGENCY 6650000.00 2919269.61 WELLS FARGO MORTGAGE BACKED SE 2037-10-25 2037-10-25 6 - 6 Other Instrument GOVERNMENT AGENCY 12288000.00 3793179.57 First Tier Security 2013-07-16 2013-07-16 N N N 208000000.00 208000000.00 0.0018 Y 208000000.00 208000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.27% 48J99M7H9 0000728612 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2021-02-15 2043-04-15 0 - 7.463 Government Agency Debt 936375531.00 41863526.95 FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-25 2042-11-25 0 - 3.5 Government Agency Debt 440009375.00 8915013.77 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-04-20 2063-04-20 0 - 11.88 Government Agency Debt 10872449049.00 398304827.46 First Tier Security 2013-05-07 2013-05-07 N N N 436000000.00 436000000.00 0.0038 N 436000000.00 436000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.50% 48J99M7Q9 0000728612 Other Repurchase Agreement N CD COMMERCIAL MORTGAGE TRUST COMMERCIAL PASS-THROUGH CERTIFI 2044-07-15 2044-07-15 5.219 - 5.219 Other Instrument MORTGAGE 1336380.00 1370489.56 COBALT CMBS COMMERCIAL MORTGAGE TRUST 2046-05-15 2046-05-15 5.791 - 5.791 Other Instrument MORTGAGE 1400000.00 1642751.60 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2033-02-25 2033-02-25 7.656 - 7.656 Other Instrument ASSET BACKED 1399864.00 47847.94 CS FIRST BOSTON MORTGAGE SECURITIES CORP 2034-02-25 2034-02-25 2.3 - 2.3 Other Instrument MORTGAGE 50929000.00 5724758.23 ERSTE ABWICKLUNGSANSTALT 2013-08-30 2013-08-30 N/A Financial Company Commercial Paper 163201099.00 162385093.51 EVERBANK MTG LN TR 2013-1 2043-04-25 2043-04-25 N/A Other Instrument MORTGAGE 3369000.00 3257170.80 FREMF MORTGAGE TRUST 2045-07-25 2045-07-25 3.939 - 3.939 Other Instrument MORTGAGE 2415901.00 2379115.25 GS MTG SECS CORP TR 2013-KYO 2029-11-08 2029-11-08 N/A Other Instrument MORTGAGE 135122000.00 10000379.22 MORGAN STANLEY CAPITAL I 2042-11-14 2042-11-14 5.207 - 5.207 Other Instrument MORTGAGE 4000000.00 4338376.02 MORGAN STANLEY CAPITAL I 2045-03-15 2045-03-15 5.526 - 5.526 Other Instrument ASSET BACKED 4000000.00 4503564.94 MORTGAGEIT TRUST 2034-12-25 2034-12-25 0.75 - 0.75 Other Instrument MORTGAGE 26867000.00 3874658.75 SRERS 2046-05-09 2046-05-09 0.45 - 0.45 Other Instrument ASSET BACKED 10000000.00 7325602.35 First Tier Security 2013-05-01 2013-05-01 N N N 200000000.00 200000000.00 0.0017 N 200000000.00 200000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.55% 48J99M7L0 0000728612 Other Repurchase Agreement N US TREASURY 2015-01-15 2043-02-15 0.125 - 3.375 Treasury Debt 137176600.00 171107096.65 SBA COMMUNICATIONS CORP 2014-10-01 2014-10-01 4 - 4 Other Instrument EQUITY 13337000.00 34460837.09 6 ARCELOR 16 SRCVN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 90561.00 1870084.65 INTELSAT CPA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4800.00 259200.00 First Tier Security 2013-05-01 2013-05-01 N N N 200000000.00 200000000.00 0.0017 N 200000000.00 200000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.65% 48J99M7J5 0000728612 Other Repurchase Agreement N 51-100 2013-05-07 2051-11-25 0 - 7 Other Instrument MORTGAGE 3135541073.00 468049363.78 First Tier Security 2013-05-07 2013-05-07 N N N 436000000.00 436000000.00 0.0038 N 436000000.00 436000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.74% 48J99M6S6 0000728612 Other Repurchase Agreement N 501-1000 2013-08-01 2049-01-01 0 - 1.75 Other Instrument CORPORATE 46450759.00 453619725.24 First Tier Security 2013-06-26 2013-06-26 N N N 420000000.00 420000000.00 0.0037 Y 420000000.00 420000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48J99M2V3 0000728612 Other Repurchase Agreement N 101-500 2013-05-07 2052-11-19 0 - 6.98 Other Instrument MORTGAGE 1844589751.00 116338484.57 First Tier Security 2013-06-05 2013-06-05 N N N 108000000.00 108000000.00 0.0009 Y 108000000.00 108000000.00 Mitsubishi UFJ Securities (USA), Inc. 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ARENA FDG 2026-12-15 2026-12-15 N/A Other Instrument ASSET BACKED 425762.00 281637.12 LEHMAN XS TRUST 2035-12-25 2035-12-25 0.5 - 0.5 Other Instrument MORTGAGE 4850921.00 482448.08 LUMINENT MORTGAGE TRUST 2046-02-25 2046-02-25 0.48 - 0.48 Other Instrument MORTGAGE 26400000.00 587399.78 MORGAN STANLEY MORTGAGE LOAN TRUST 2036-06-25 2036-06-25 2.413 - 2.413 Other Instrument MORTGAGE 8508000.00 1366569.18 RALI 2037-03-25 2037-03-25 0.334 - 0.334 Other Instrument MORTGAGE 37320000.00 8594360.51 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2035-06-25 2035-06-25 2.618 - 2.618 Other Instrument MORTGAGE 51319611.00 10642244.65 STRUCTURED ASSET MORTGAGE INVESTMENTS 2036-05-25 2036-05-25 0.46 - 0.47 Other Instrument MORTGAGE 83449000.00 3626954.82 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2046-07-25 2046-07-25 1.168 - 1.168 Other Instrument MORTGAGE 13020000.00 2702702.01 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2036-12-25 2036-12-25 0.3 - 0.3 Other Instrument MORTGAGE 75000000.00 10427186.93 First Tier Security 2013-05-13 2013-05-13 N N N 81000000.00 81000000.00 0.0007 Y 81000000.00 81000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YEB3 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2029-03-15 2042-08-15 3.5 - 6.5 Government Agency Debt 2355038.00 1948766.97 FEDERAL NATIONAL MORTGAGE ASSOC 2037-07-25 2043-04-01 1.983 - 6.33 Government Agency Debt 18030504.00 6239480.26 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-04-20 2041-09-20 3 - 4.5 Government Agency Debt 1238363.00 949492.14 ACE SECURITIES CORP HOME EQUITY LOAN TRUST 2035-12-25 2035-12-25 0.63 - 0.63 Other Instrument ASSET BACKED 8000000.00 142937.61 CWALT ALTERNATIVE LOAN TRUST 2036-08-25 2036-08-25 6 - 6 Other Instrument MORTGAGE 9749156.00 2755020.22 AMERICAN HOME MORTGAGE ASSETS TRUST 2046-10-25 2046-10-25 1.348 - 1.348 Other Instrument MORTGAGE 30000000.00 910565.59 BALL CORP 2020-09-15 2020-09-15 6.75 - 6.75 Other Instrument CORPORATE 144857.00 161108.14 BANC OF AMERICA FUNDING CORP 2035-04-25 2035-04-25 0.649 - 0.649 Other Instrument MORTGAGE 6000000.00 883790.00 BANC OF AMERICA FUNDING CORP 2036-07-25 2036-07-25 6 - 6 Other Instrument MORTGAGE 3133000.00 467131.47 BANC OF AMERICA FUNDING CORP 2037-07-25 2037-07-25 6 - 6 Other Instrument MORTGAGE 12178000.00 236201.13 BEAR STEARNS ARM TRUST 2036-02-25 2036-02-25 2.902 - 2.902 Other Instrument MORTGAGE 5281249.00 1051506.18 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES 2038-09-11 2038-09-11 5.755 - 5.755 Other Instrument MORTGAGE 950.00 993.09 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES 2042-09-11 2042-09-11 5.962 - 5.962 Other Instrument MORTGAGE 465631.00 508967.09 CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.704 - 1.954 Other Instrument ASSET BACKED 215541290.00 41179420.36 DSLA MORTGAGE LOAN TRUST 2045-02-19 2045-02-19 0.529 - 0.529 Other Instrument MORTGAGE 45216000.00 920706.78 DELL INC 2015-09-10 2015-09-10 2.3 - 2.3 Other Instrument CORPORATE 41480.00 41696.30 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2034-02-25 2034-02-25 2.57 - 2.57 Other Instrument ASSET BACKED 33000000.00 486501.09 GSR MORTGAGE LOAN TRUST 2034-11-25 2034-11-25 0.5 - 0.5 Other Instrument MORTGAGE 12000000.00 928738.50 GSR MORTGAGE LOAN TRUST 2046-08-25 2046-08-25 0.49 - 0.49 Other Instrument MORTGAGE 20000000.00 3103647.40 HOMEBANC MORTGAGE TRUST 2035-03-25 2035-03-25 0.66 - 0.9 Other Instrument MORTGAGE 18410425.00 3573380.47 INDYMAC INDX MORTGAGE LOAN TRUST 2035-12-25 2035-12-25 2.637 - 2.637 Other Instrument MORTGAGE 1589433.00 875797.97 INDYMAC INDX MORTGAGE LOAN TRUST 2036-11-25 2036-11-25 5.142 - 5.142 Other Instrument MORTGAGE 22298000.00 184446.13 JP MORGAN MORTGAGE TRUST 2035-08-25 2035-08-25 2.972 - 2.972 Other Instrument MORTGAGE 970000.00 954700.19 LEHMAN XS TRUST 2035-12-25 2035-12-25 0.5 - 0.5 Other Instrument MORTGAGE 38398008.00 3818871.76 MERRILL LYNCH HOME EQUITY LOAN TRUST 2036-12-25 2036-12-25 0.6 - 0.6 Other Instrument ASSET BACKED 21759000.00 1983732.37 MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-02-25 2037-02-25 0.464 - 0.464 Other Instrument ASSET BACKED 13112000.00 5120828.97 MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.2 - 1.2 Other Instrument ASSET BACKED 26578000.00 438338.62 MORGAN STANLEY CAPITAL I 2042-11-14 2042-11-14 5.207 - 5.207 Other Instrument MORTGAGE 1755773.00 1904300.87 PAGE FIVE FUNDING 2018-01-15 2018-01-15 10 - 10 Other Instrument ASSET BACKED 853061.00 435338.32 SBA TOWER TRUST 2017-04-15 2017-04-15 5.101 - 5.101 Other Instrument MORTGAGE 155000.00 173549.38 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2035-06-25 2035-06-25 2.618 - 2.618 Other Instrument MORTGAGE 3230416.00 669897.47 STRUCTURED ASSET MORTGAGE INVESTMENTS 2036-07-25 2036-07-25 0.43 - 0.43 Other Instrument MORTGAGE 42610000.00 3602796.28 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2036-02-25 2036-02-25 0.524 - 0.524 Other Instrument MORTGAGE 40000000.00 495727.02 First Tier Security 2013-05-23 2013-05-23 N N N 81000000.00 81000000.00 0.0007 Y 81000000.00 81000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YEU1 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2029-03-15 2042-08-15 4 - 6.5 Government Agency Debt 9058682.00 5811560.99 FEDERAL NATIONAL MORTGAGE ASSOC 2032-12-01 2043-04-01 1.983 - 6.33 Government Agency Debt 9242336.00 3328879.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-09-16 2042-08-20 3.5 - 6.4 Government Agency Debt 8572822.00 1759209.40 CWALT ALTERNATIVE LOAN TRUST 2036-08-25 2036-08-25 6 - 6 Other Instrument MORTGAGE 2041875.00 577014.76 AMERICAN HOME MORTGAGE ASSETS TRUST 2047-06-25 2047-06-25 0.39 - 0.39 Other Instrument MORTGAGE 28650000.00 12179737.74 ANHEUSER BUSCH INBEV WORLDWIDE INC 2014-07-14 2014-07-14 0.637 - 0.637 Other Instrument CORPORATE 110000.00 110473.35 ASSET BACKED SECURITIES CORPORATION HOME EQUITY LOAN TRUST 2036-03-25 2036-03-25 0.57 - 0.57 Other Instrument ASSET BACKED 8000000.00 4301.43 AUTOZONE INC 2015-01-15 2015-01-15 5.75 - 5.75 Other Instrument CORPORATE 728166.00 799767.17 BP CAP MKTS P L C 2014-03-11 2014-03-11 0.88 - 0.88 Other Instrument CORPORATE 131000.00 131791.06 BALL CORP 2020-09-15 2020-09-15 6.75 - 6.75 Other Instrument CORPORATE 731586.00 813660.80 BEAR STEARNS ARM TRUST 2036-02-25 2036-02-25 2.902 - 2.902 Other Instrument MORTGAGE 4458751.00 887745.35 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES 2038-09-11 2038-09-11 5.755 - 5.755 Other Instrument MORTGAGE 4585556.00 4793527.76 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES 2042-09-11 2042-09-11 5.962 - 5.962 Other Instrument MORTGAGE 609460.00 666182.20 CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.704 - 1.954 Other Instrument ASSET BACKED 140510521.00 71682533.58 CMALT (CITIMORTGAGE ALTERNATIVE LOAN TRUST) 2037-10-25 2037-10-25 6 - 6 Other Instrument MORTGAGE 11820.00 5560.70 CITIZENS COMMUNICATIONS CO NAME CHANGED TO FRONT 2027-01-15 2027-01-15 7.875 - 7.875 Other Instrument CORPORATE 597361.00 621535.45 D R HORTON INC 2022-09-15 2022-09-15 4.375 - 4.375 Other Instrument CORPORATE 10000.00 10175.00 DSLA MORTGAGE LOAN TRUST 2045-09-19 2045-09-19 0.529 - 0.529 Other Instrument MORTGAGE 18609869.00 3471364.06 DELL INC 2015-09-10 2015-09-10 2.3 - 2.3 Other Instrument CORPORATE 1446637.00 1454180.41 GREENPOINT MORTGAGE-BACKED PASS-THROUGH CERTIFICATES 2036-04-25 2036-04-25 0.43 - 0.43 Other Instrument MORTGAGE 13090000.00 1635822.04 HOMEBANC MORTGAGE TRUST 2035-03-25 2035-03-25 0.66 - 0.69 Other Instrument MORTGAGE 14610584.00 2898182.03 INDYMAC INDX MORTGAGE LOAN TRUST 2035-12-25 2035-12-25 2.637 - 2.637 Other Instrument MORTGAGE 9235567.00 5088915.90 LEHMAN XS TRUST 2035-12-25 2035-12-25 0.5 - 0.5 Other Instrument MORTGAGE 23491076.00 2336303.66 MASCO CORP 2020-03-15 2020-03-15 7.125 - 7.125 Other Instrument CORPORATE 5000.00 5870.83 PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2035-06-25 2035-06-25 0.83 - 0.83 Other Instrument ASSET BACKED 5461979.00 2036848.44 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2022-01-25 2022-01-25 7.25 - 7.25 Other Instrument CORPORATE 11541.00 13017.00 SECURITIZED ASSET BACKED RECEIVABLES TRUST 2035-08-25 2035-08-25 0.64 - 0.64 Other Instrument ASSET BACKED 12000000.00 5244115.33 TRINSEO OP 2019-02-01 2019-02-01 8.75 - 8.75 Other Instrument CORPORATE 66547.00 67852.52 TRONOX FIN LLC 2020-08-15 2020-08-15 6.375 - 6.375 Other Instrument CORPORATE 250000.00 247161.46 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2035-10-15 2035-10-15 5.323 - 5.323 Other Instrument MORTGAGE 8000000.00 868856.67 GTD PERP NT REG S 2099-12-31 2099-12-31 8.875 - 8.875 Other Instrument CORPORATE 326209.00 328405.25 AES GENER S.A. 2021-08-15 2021-08-15 5.25 - 5.25 Other Instrument CORPORATE 95000.00 106045.41 9% NT PERPETUAL USD 2099-10-07 2099-10-07 9 - 9 Other Instrument CORPORATE 250000.00 271437.50 First Tier Security 2013-06-04 2013-06-04 N N N 121000000.00 121000000.00 0.0011 Y 121000000.00 121000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.30% 42T99QUW3 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2020-10-15 2043-01-15 0 - 169.001 Government Agency Debt 773294368.00 52589508.69 FEDERAL NATIONAL MORTGAGE ASSOC 2015-08-25 2043-05-25 0 - 26.103 Government Agency Debt 846148471.00 50265882.06 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-04-16 2043-04-20 0.05 - 7.181 Government Agency Debt 219255479.00 15595596.43 First Tier Security 2013-05-07 2013-05-07 N N N 115000000.00 115000000.00 0.0010 N 115000000.00 115000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99QUS2 0000050916 Other Repurchase Agreement N 51-100 2014-02-15 2059-07-15 0 - 9.681 Other Instrument MORTGAGE 783805425.00 121781154.32 First Tier Security 2013-05-07 2013-05-07 N N N 115000000.00 115000000.00 0.0010 N 115000000.00 115000000.00 RBC Capital Markets Co. 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