0000278001-13-000064.txt : 20130829 0000278001-13-000064.hdr.sgml : 20130829 20130705112507 ACCESSION NUMBER: 0000278001-13-000064 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130705 DATE AS OF CHANGE: 20130705 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: 13955166 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 2013-06-30 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 59 87 120628984097.56 877079654.97 196323515.21 121309740237.32 0.0027 1.0004 2013-06-28 1.0004 2013-06-28 C000019553 2500.00 121309740237.32 1.00 5324675134.60 27421762149.36 22097087014.76 0.0001 1.0004 2013-06-28 1.0004 2013-06-28 Bank of Montreal Bank of Montreal, 0.19% 06366X7J5 Certificate of Deposit First Tier Security 2013-08-14 2013-08-14 N N N 292000000.00 292000000.00 0.0024 N 292007621.20 292007621.20 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.08% 06366AHM7 Certificate of Deposit First Tier Security 2013-07-05 2013-07-05 N N N 432000000.00 432000000.00 0.0036 N 432000000.00 432000000.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366ADQ2 Certificate of Deposit First Tier Security 2013-09-06 2013-09-06 N N N 151000000.00 151000000.00 0.0012 N 150979448.90 150979448.90 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366ADR0 Certificate of Deposit First Tier Security 2013-09-09 2013-09-09 N N N 201000000.00 201000000.00 0.0017 N 200971478.10 200971478.10 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366AGE6 Certificate of Deposit First Tier Security 2013-09-20 2013-09-20 N N N 159000000.00 159000000.00 0.0013 N 158974035.30 158974035.30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366AGF3 Certificate of Deposit First Tier Security 2013-09-24 2013-09-24 N N N 143000000.00 143000000.00 0.0012 N 142975547.00 142975547.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366AGX4 Certificate of Deposit First Tier Security 2013-09-25 2013-09-25 N N N 309000000.00 309000000.00 0.0025 N 308946543.00 308946543.00 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 0.0026 N 315004882.50 315004882.50 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 104014726.40 104014726.40 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 0.0017 N 209029594.40 209029594.40 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 0.0061 N 741306033.00 741306033.00 Bank of Nova Scotia Bank of Nova Scotia, 0.18% 06417FWT3 Certificate of Deposit First Tier Security 2013-09-27 2013-09-27 N N N 1255000000.00 1255000000.00 0.0103 N 1254968248.50 1254968248.50 Bank of Nova Scotia Bank of Nova Scotia, 0.19% 06417FYB0 Certificate of Deposit First Tier Security 2013-10-18 2013-10-18 N N N 418000000.00 418000000.00 0.0034 N 417987000.20 417987000.20 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417FKK5 Certificate of Deposit First Tier Security 2013-07-05 2013-07-08 N N N 620000000.00 619998780.09 0.0051 N 620013020.00 620013020.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417FRV4 Certificate of Deposit First Tier Security 2013-07-03 2014-01-03 N N N 618000000.00 618000000.00 0.0051 N 618123600.00 618123600.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417FYW4 Certificate of Deposit First Tier Security 2013-12-27 2013-12-27 N N N 1027000000.00 1027000000.00 0.0085 N 1027051863.50 1027051863.50 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417FLB4 Certificate of Deposit First Tier Security 2013-07-11 2013-10-11 N N N 412000000.00 412000000.00 0.0034 N 412113300.00 412113300.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2013-07-11 2013-12-06 N N N 406000000.00 406000000.00 0.0033 N 406026390.00 406026390.00 Bank of Nova Scotia Bank of Nova Scotia, 0.50% 06417FGH7 Certificate of Deposit First Tier Security 2013-08-16 2013-09-17 N N N 206000000.00 206000000.00 0.0017 N 206149144.00 206149144.00 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 0.0039 N 474016542.60 474016542.60 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 0.0029 N 347007391.10 347007391.10 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 0.0036 N 441010275.30 441010275.30 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 0.0034 N 413010407.60 413010407.60 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 0.0034 N 407014204.30 407014204.30 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 0.0035 N 427015756.30 427015756.30 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 0.0045 N 550021340.00 550021340.00 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 0.0053 N 649036668.50 649036668.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.29% 06538FKL7 Certificate of Deposit First Tier Security 2013-07-10 2013-07-10 N N N 659000000.00 659000000.00 0.0054 N 659007249.00 659007249.00 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 0.0079 N 958134311.60 958134311.60 BNP Paribas New York Branch BNP Paribas New York Branch, 0.17% 05572WB39 Certificate of Deposit First Tier Security 2013-07-02 2013-07-02 N N N 114000000.00 114000632.56 0.0009 N 114002656.20 114002656.20 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13606YZK5 Certificate of Deposit First Tier Security 2013-07-16 2014-02-18 N N N 1249000000.00 1249000000.00 0.0103 N 1249699440.00 1249699440.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2013-07-03 2013-11-29 N N N 405000000.00 405000000.00 0.0033 N 405010125.00 405010125.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YRX6 Certificate of Deposit First Tier Security 2013-07-05 2013-12-03 N N N 403000000.00 403000000.00 0.0033 N 403255099.00 403255099.00 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 0.0091 N 1107696303.00 1107696303.00 Credit Agricole CIB Credit Agricole CIB, 0.15% 22532UXB5 Certificate of Deposit First Tier Security 2013-07-02 2013-07-02 N N N 1019000000.00 1019000000.00 0.0084 N 1018997758.20 1018997758.20 Credit Suisse Credit Suisse, 0.26% 22550DR76 Certificate of Deposit First Tier Security 2013-07-08 2013-09-26 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 618000000.00 618000000.00 0.0051 N 617939436.00 617939436.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.25% 60682AFH4 Certificate of Deposit First Tier Security 2013-08-19 2013-08-19 N N N 178000000.00 178000000.00 0.0015 N 178007689.60 178007689.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RHY2 Certificate of Deposit First Tier Security 2013-09-27 2013-09-27 N N N 419000000.00 419000000.00 0.0035 N 419031676.40 419031676.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RJE4 Certificate of Deposit First Tier Security 2013-10-03 2013-10-03 N N N 419000000.00 419000000.00 0.0035 N 419022500.30 419022500.30 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RKF9 Certificate of Deposit First Tier Security 2013-10-16 2013-10-16 N N N 420000000.00 420000000.00 0.0035 N 420025620.00 420025620.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RKS1 Certificate of Deposit First Tier Security 2013-10-18 2013-10-18 N N N 423000000.00 423000000.00 0.0035 N 423026268.30 423026268.30 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RLC5 Certificate of Deposit First Tier Security 2013-10-25 2013-10-25 N N N 513000000.00 513000000.00 0.0042 N 513033858.00 513033858.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RLS0 Certificate of Deposit First Tier Security 2013-10-30 2013-10-30 N N N 429000000.00 429000000.00 0.0035 N 429029515.20 429029515.20 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 0.0034 N 412047297.60 412047297.60 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 0.0020 N 237028985.10 237028985.10 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60688RGY3 Certificate of Deposit First Tier Security 2013-09-18 2013-09-18 N N N 405000000.00 405000000.00 0.0033 N 405036814.50 405036814.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.16% 63873EUN9 Certificate of Deposit First Tier Security 2013-07-02 2013-07-02 N N N 1273000000.00 1273000000.00 0.0105 N 1272998599.70 1272998599.70 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.16% 63873EUP4 Certificate of Deposit First Tier Security 2013-07-03 2013-07-03 N N N 1612000000.00 1612000000.00 0.0133 N 1611997743.20 1611997743.20 National Bank of Canada National Bank of Canada, 0.27% 63307UDZ1 Certificate of Deposit First Tier Security 2013-09-06 2013-09-06 N N N 604000000.00 604000000.00 0.0050 N 604046930.80 604046930.80 National Bank of Canada National Bank of Canada, 0.31% 63307UEA5 Certificate of Deposit First Tier Security 2013-07-10 2013-09-06 N N N 201000000.00 201000000.00 0.0017 N 201036984.00 201036984.00 National Bank of Canada National Bank of Canada, 0.31% 63307UDX6 Certificate of Deposit First Tier Security 2013-07-22 2013-09-20 N N N 1610000000.00 1610000000.00 0.0133 N 1610247940.00 1610247940.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2013-07-22 2013-12-17 N N N 1201000000.00 1200700210.76 0.0099 N 1201229391.00 1201229391.00 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 0.0050 N 608004073.60 608004073.60 Royal Bank of Canada Royal Bank of Canada, 0.27% 78009NNP7 Certificate of Deposit First Tier Security 2013-07-29 2014-03-27 N N N 325000000.00 325000000.00 0.0027 N 324953525.00 324953525.00 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 0.0074 N 900733500.00 900733500.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.37% 78009J2N4 Certificate of Deposit First Tier Security 2013-08-06 2013-09-06 N N N 750000000.00 749972302.80 0.0062 N 750152250.00 750152250.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HLM6 Certificate of Deposit First Tier Security 2013-10-30 2013-10-30 N N N 618000000.00 618000000.00 0.0051 N 618031827.00 618031827.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86562JAE7 Certificate of Deposit First Tier Security 2013-07-19 2013-09-19 N N N 206000000.00 206000000.00 0.0017 N 205999794.00 205999794.00 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 0.0035 N 419012528.10 419012528.10 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 0.0058 N 708023576.40 708023576.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CKC5 Certificate of Deposit First Tier Security 2013-08-08 2013-08-08 N N N 58000000.00 58000000.00 0.0005 N 58002639.00 58002639.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CKE1 Certificate of Deposit First Tier Security 2013-08-13 2013-08-13 N N N 799000000.00 799000000.00 0.0066 N 799040749.00 799040749.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CLA8 Certificate of Deposit First Tier Security 2013-08-15 2013-08-15 N N N 200000000.00 200000000.00 0.0016 N 200010640.00 200010640.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CLB6 Certificate of Deposit First Tier Security 2013-08-16 2013-08-16 N N N 150000000.00 150000000.00 0.0012 N 150008145.00 150008145.00 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 83000842.93 0.0007 N 83005511.20 83005511.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562D6A3 Certificate of Deposit First Tier Security 2013-08-13 2013-08-13 N N N 123000000.00 123001453.47 0.0010 N 123009409.50 123009409.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2013-07-15 2013-12-15 N N N 890000000.00 890000000.00 0.0073 N 890145960.00 890145960.00 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.27% 86563KBC6 Certificate of Deposit First Tier Security 2013-10-22 2013-10-22 N N N 423000000.00 423000000.00 0.0035 N 422972758.80 422972758.80 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.28% 86563KAJ2 Certificate of Deposit First Tier Security 2013-10-04 2013-10-04 N N N 500000000.00 500000000.00 0.0041 N 499986300.00 499986300.00 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.28% 86563KAR4 Certificate of Deposit First Tier Security 2013-10-10 2013-10-10 N N N 623000000.00 623000000.00 0.0051 N 622981933.00 622981933.00 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.28% 86563KAT0 Certificate of Deposit First Tier Security 2013-10-11 2013-10-11 N N N 416000000.00 416000000.00 0.0034 N 415987811.20 415987811.20 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.30% 86562W5S3 Certificate of Deposit First Tier Security 2013-08-12 2013-08-12 N N N 410000000.00 410000000.00 0.0034 N 410046043.00 410046043.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.18% 86958CYT5 Certificate of Deposit First Tier Security 2013-09-05 2013-09-05 N N N 503000000.00 503004607.98 0.0041 N 502985513.60 502985513.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.18% 86958CZA5 Certificate of Deposit First Tier Security 2013-09-12 2013-09-12 N N N 217000000.00 217002198.99 0.0018 N 216993121.10 216993121.10 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.18% 86958CZC1 Certificate of Deposit First Tier Security 2013-09-13 2013-09-13 N N N 223000000.00 223002290.34 0.0018 N 222992841.70 222992841.70 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.18% 86958CZH0 Certificate of Deposit First Tier Security 2013-09-17 2013-09-17 N N N 152000000.00 152001645.67 0.0013 N 151994862.40 151994862.40 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.18% 86958CZJ6 Certificate of Deposit First Tier Security 2013-09-19 2013-09-19 N N N 355000000.00 355003942.06 0.0029 N 354987717.00 354987717.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958CUL6 Certificate of Deposit First Tier Security 2013-07-26 2013-07-26 N N N 198000000.00 198000686.90 0.0016 N 198011543.40 198011543.40 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 430003460.64 0.0035 N 430058222.00 430058222.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112WWF0 Certificate of Deposit First Tier Security 2013-07-15 2013-11-15 N N N 289000000.00 289000000.00 0.0024 N 289095948.00 289095948.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112WA49 Certificate of Deposit First Tier Security 2013-07-22 2013-12-20 N N N 395000000.00 395000000.00 0.0033 N 395092430.00 395092430.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112W6C6 Certificate of Deposit First Tier Security 2014-02-18 2014-02-18 N N N 291000000.00 291000000.00 0.0024 N 290943080.40 290943080.40 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 204000509.06 0.0017 N 204021991.20 204021991.20 Toronto-Dominion Bank Toronto-Dominion Bank, 0.32% 89112WML8 Certificate of Deposit First Tier Security 2013-09-13 2013-09-13 N N N 451000000.00 451000000.00 0.0037 N 451183015.80 451183015.80 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 0.0082 N 997310864.60 997310864.60 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 209998659.26 0.0017 N 210027132.00 210027132.00 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 209998455.48 0.0017 N 210031017.00 210031017.00 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 0.0026 N 312013228.80 312013228.80 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 47023706.80 47023706.80 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 0.0021 N 250126100.00 250126100.00 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 0.0021 N 251133431.60 251133431.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% XS0941175779 Certificate of Deposit First Tier Security 2013-09-03 2013-09-03 N N N 101000000.00 101000448.26 0.0008 N 101006565.00 101006565.00 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 104000180.57 0.0009 N 104008080.80 104008080.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% XS0931675119 Certificate of Deposit First Tier Security 2013-08-09 2013-08-09 N N N 130000000.00 130000351.59 0.0011 N 130009087.00 130009087.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% XS0934298935 Certificate of Deposit First Tier Security 2013-08-16 2013-08-16 N N N 87000000.00 87000277.53 0.0007 N 87010648.80 87010648.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% 39K99HFL9 0000833029 Certificate of Deposit First Tier Security 2013-09-05 2013-09-05 N N N 502000000.00 502000000.00 0.0041 N 502019226.60 502019226.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% 39K99HFM7 0000833029 Certificate of Deposit First Tier Security 2013-09-06 2013-09-06 N N N 251000000.00 251000000.00 0.0021 N 251009738.80 251009738.80 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 0.0085 N 1027790185.20 1027790185.20 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 0.0021 N 250025250.00 250025250.00 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 0.0049 N 600044580.00 600044580.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% 39K99HEW6 0000833029 Certificate of Deposit First Tier Security 2013-09-10 2013-09-10 N N N 500000000.00 500000000.00 0.0041 N 500041050.00 500041050.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% 39K99HFN5 0000833029 Certificate of Deposit First Tier Security 2013-10-07 2013-10-07 N N N 251000000.00 251000000.00 0.0021 N 251014056.00 251014056.00 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 164985250.27 0.0014 N 164986750.50 164986750.50 Citibank NA Citibank NA, 0.28% 17304UEP1 Certificate of Deposit First Tier Security 2013-08-22 2013-08-22 N N N 547000000.00 547000000.00 0.0045 N 547133632.10 547133632.10 Citibank NA Citibank NA, 0.28% 17304UEU0 Certificate of Deposit First Tier Security 2013-08-27 2013-08-27 N N N 271000000.00 271000000.00 0.0022 N 271072248.60 271072248.60 Citibank NA Citibank NA, 0.28% 17304UFE5 Certificate of Deposit First Tier Security 2013-08-30 2013-08-30 N N N 163000000.00 163000000.00 0.0013 N 163045623.70 163045623.70 Citibank NA Citibank NA, 0.28% 17304UGD6 Certificate of Deposit First Tier Security 2013-09-23 2013-09-23 N N N 1000000000.00 1000000000.00 0.0082 N 1000314000.00 1000314000.00 Citibank NA Citibank NA, 0.28% 17304UGE4 Certificate of Deposit First Tier Security 2013-09-24 2013-09-24 N N N 127000000.00 127000000.00 0.0010 N 127040347.90 127040347.90 Citibank NA Citibank NA, 0.28% 17304UGF1 Certificate of Deposit First Tier Security 2013-09-25 2013-09-25 N N N 417000000.00 417000000.00 0.0034 N 417133982.10 417133982.10 Citibank NA Citibank NA, 0.28% 17304UFS4 Certificate of Deposit First Tier Security 2013-09-25 2013-09-25 N N N 830000000.00 830000000.00 0.0068 N 830266596.00 830266596.00 Citibank NA Citibank NA, 0.28% 17304UGR5 Certificate of Deposit First Tier Security 2013-09-26 2013-09-26 N N N 143000000.00 143000000.00 0.0012 N 143000000.00 143000000.00 Citibank NA Citibank NA, 0.28% 17304UFU9 Certificate of Deposit First Tier Security 2013-09-26 2013-09-26 N N N 278000000.00 278000000.00 0.0023 N 278090322.20 278090322.20 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 0.0023 N 281039340.00 281039340.00 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 0.0046 N 553080627.40 553080627.40 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.18% 05253AWR7 Financial Company Commercial Paper First Tier Security 2013-09-25 2013-09-25 N N N 250000000.00 249892500.00 0.0021 N 249919850.00 249919850.00 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 199988888.88 0.0016 N 199994400.00 199994400.00 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 99993888.88 0.0008 N 99996940.00 99996940.00 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 353931166.68 0.0029 N 353959006.80 353959006.80 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.25% 06741GRP2 Financial Company Commercial Paper First Tier Security 2013-07-03 2013-07-03 N N N 146000000.00 145997972.23 0.0012 N 145997766.20 145997766.20 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 150969590.29 0.0012 N 150978301.30 150978301.30 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 98984407.50 0.0008 N 98990337.60 98990337.60 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 589974761.10 0.0049 N 589978996.00 589978996.00 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 726902460.88 0.0060 N 726920975.10 726920975.10 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737HWS4 Financial Company Commercial Paper First Tier Security 2013-09-26 2013-09-26 N N N 830000000.00 829538658.11 0.0068 N 829481250.00 829481250.00 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 154969861.12 0.0013 N 154986608.00 154986608.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272DZL7 Financial Company Commercial Paper First Tier Security 2013-12-20 2013-12-20 N N N 62000000.00 61925944.42 0.0005 N 61943642.00 61943642.00 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 209969374.99 0.0017 N 209978580.00 209978580.00 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 372935243.10 0.0031 N 372954158.30 372954158.30 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 405805120.00 0.0033 N 405858955.60 405858955.60 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 43995380.00 0.0004 N 43997175.20 43997175.20 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 27046686.38 0.0002 N 27047900.92 27047900.92 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 99978000.01 0.0008 N 99985270.00 99985270.00 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 491896201.68 0.0041 N 491941894.80 491941894.80 General Electric Capital Corp. General Electric Capital Corp., 0.18% 36959HWR4 Financial Company Commercial Paper First Tier Security 2013-09-25 2013-09-25 N N N 128000000.00 127944960.00 0.0011 N 127959500.80 127959500.80 General Electric Capital Corp. General Electric Capital Corp., 0.18% 36959HWS2 Financial Company Commercial Paper First Tier Security 2013-09-26 2013-09-26 N N N 150000000.00 149934750.00 0.0012 N 149951250.00 149951250.00 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 282986243.03 0.0023 N 282994509.80 282994509.80 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-07-03 2013-09-03 N N N 413000000.00 413000000.00 0.0034 N 413090447.00 413090447.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-07-24 2013-12-24 N N N 500000000.00 500000000.00 0.0041 N 500117000.00 500117000.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-07-26 2013-11-26 N N N 900000000.00 900000000.00 0.0074 N 900252900.00 900252900.00 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 599260000.08 0.0049 N 599442120.00 599442120.00 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 314736799.92 0.0026 N 314845240.50 314845240.50 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.16% 6323A0U22 Financial Company Commercial Paper First Tier Security 2013-07-02 2013-07-02 N N N 1255000000.00 1254994422.28 0.0103 N 1254979041.50 1254979041.50 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.16% 6323A0U22 Financial Company Commercial Paper First Tier Security 2013-07-02 2013-07-02 N N N 464000000.00 463997937.80 0.0038 N 463992251.20 463992251.20 National Australia Funding, Inc. National Australia Funding, Inc., 0.18% 63253JWQ9 Financial Company Commercial Paper First Tier Security 2013-09-24 2013-09-24 N N N 575000000.00 574755625.00 0.0047 N 574764825.00 574764825.00 Nationwide Building Society Nationwide Building Society, 0.20% 6385E0VK6 Financial Company Commercial Paper First Tier Security 2013-08-19 2013-08-19 N N N 91000000.00 90975227.80 0.0007 N 90967968.00 90967968.00 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 15996422.22 0.0001 N 15997371.20 15997371.20 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 164951508.36 0.0014 N 164963551.50 164963551.50 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 227978150.03 0.0019 N 227992020.00 227992020.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TXR7 Financial Company Commercial Paper First Tier Security 2013-10-25 2013-10-25 N N N 409000000.00 408663938.20 0.0034 N 408676890.00 408676890.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TXV8 Financial Company Commercial Paper First Tier Security 2013-10-29 2013-10-29 N N N 409000000.00 408652350.00 0.0034 N 408661838.80 408661838.80 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 814937742.97 0.0067 N 814959005.50 814959005.50 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 241895738.32 0.0020 N 241920212.60 241920212.60 Swedbank AB Swedbank AB, 0.24% 87019RW69 Financial Company Commercial Paper First Tier Security 2013-09-06 2013-09-06 N N N 150000000.00 149932999.98 0.0012 N 149942730.00 149942730.00 Swedbank AB Swedbank AB, 0.24% 87019RW93 Financial Company Commercial Paper First Tier Security 2013-09-09 2013-09-09 N N N 200000000.00 199906666.64 0.0016 N 199919560.00 199919560.00 Swedbank AB Swedbank AB, 0.24% 87019RWA0 Financial Company Commercial Paper First Tier Security 2013-09-10 2013-09-10 N N N 180000000.00 179914800.03 0.0015 N 179926128.00 179926128.00 Swedbank AB Swedbank AB, 0.24% 87019RWB8 Financial Company Commercial Paper First Tier Security 2013-09-11 2013-09-11 N N N 200000000.00 199904000.00 0.0016 N 199916660.00 199916660.00 Swedbank AB Swedbank AB, 0.24% 87019RWC6 Financial Company Commercial Paper First Tier Security 2013-09-12 2013-09-12 N N N 200000000.00 199902666.64 0.0016 N 199915420.00 199915420.00 Swedbank AB Swedbank AB, 0.24% 87019RWJ1 Financial Company Commercial Paper First Tier Security 2013-09-18 2013-09-18 N N N 93000000.00 92951020.02 0.0008 N 92956717.80 92956717.80 Swedbank AB Swedbank AB, 0.24% 87019RWK8 Financial Company Commercial Paper First Tier Security 2013-09-19 2013-09-19 N N N 200000000.00 199893333.32 0.0016 N 199905160.00 199905160.00 Swedbank AB Swedbank AB, 0.24% 87019RWL6 Financial Company Commercial Paper First Tier Security 2013-09-20 2013-09-20 N N N 200000000.00 199891999.96 0.0016 N 199903860.00 199903860.00 Swedbank AB Swedbank AB, 0.24% 87019RWR3 Financial Company Commercial Paper First Tier Security 2013-09-25 2013-09-25 N N N 177000000.00 176898519.95 0.0015 N 176908243.20 176908243.20 Swedbank AB Swedbank AB, 0.24% 87019RWT9 Financial Company Commercial Paper First Tier Security 2013-09-27 2013-09-27 N N N 31000000.00 30981813.34 0.0003 N 30983517.30 30983517.30 Swedbank AB Swedbank AB, 0.24% 87019RWW2 Financial Company Commercial Paper First Tier Security 2013-09-30 2013-09-30 N N N 200000000.00 199878666.72 0.0016 N 199889640.00 199889640.00 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.23% 89116EYJ6 Financial Company Commercial Paper First Tier Security 2013-11-18 2013-11-18 N N N 200000000.00 199821111.16 0.0016 N 199874480.00 199874480.00 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 179894399.98 0.0015 N 179936154.00 179936154.00 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 274877777.79 0.0023 N 274946760.00 274946760.00 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 48977541.67 0.0004 N 48989857.00 48989857.00 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 99950000.00 0.0008 N 99975000.00 99975000.00 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 747266336.47 0.0062 N 747497194.40 747497194.40 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 298877908.37 0.0025 N 298940200.00 298940200.00 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CVF1 Financial Company Commercial Paper First Tier Security 2013-08-15 2013-08-15 N N N 801000000.00 800649562.50 0.0066 N 800826984.00 800826984.00 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 260875662.47 0.0022 N 260938038.60 260938038.60 Westpac Banking Corp. Westpac Banking Corp., 0.24% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-07-01 2013-07-01 N N N 200000000.00 200000000.00 0.0016 N 200000000.00 200000000.00 Westpac Banking Corp. Westpac Banking Corp., 0.24% 9612C4FT3 Financial Company Commercial Paper First Tier Security 2013-07-02 2013-07-02 N N N 208000000.00 208000000.00 0.0017 N 208000000.00 208000000.00 Westpac Banking Corp. Westpac Banking Corp., 0.24% 9612C4FU0 Financial Company Commercial Paper First Tier Security 2013-07-05 2013-07-05 N N N 96000000.00 96000000.00 0.0008 N 96000480.00 96000480.00 Ciesco LP Ciesco LP, 0.30% 17178BW35 Asset Backed Commercial Paper First Tier Security 2013-09-03 2013-09-03 N N Y GUARANTOR CITIBANK NA N/A N/A 217000000.00 216884266.70 0.0018 N 216910205.40 216910205.40 Ciesco LP Ciesco LP, 0.30% 17178BWB7 Asset Backed Commercial Paper First Tier Security 2013-09-11 2013-09-11 N N Y GUARANTOR CITIBANK NA N/A N/A 53000000.00 52968200.01 0.0004 N 52975158.90 52975158.90 Ciesco LP Ciesco LP, 0.30% 17178BWS0 Asset Backed Commercial Paper First Tier Security 2013-09-26 2013-09-26 N N Y GUARANTOR CITIBANK NA N/A N/A 68000000.00 67950700.03 0.0006 N 67960900.00 67960900.00 Govco, Inc. Govco, Inc., 0.29% 38362VW66 Asset Backed Commercial Paper First Tier Security 2013-09-06 2013-09-06 N N Y LIQUIDITY CITIBANK NA N/A N/A 82000000.00 81955742.76 0.0007 N 81954235.80 81954235.80 Govco, Inc. Govco, Inc., 0.30% 38362VV18 Asset Backed Commercial Paper First Tier Security 2013-08-01 2013-08-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 43000000.00 42988891.67 0.0004 N 42990049.80 42990049.80 Govco, Inc. Govco, Inc., 0.30% 38362VV18 Asset Backed Commercial Paper First Tier Security 2013-08-01 2013-08-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 43000000.00 42988891.66 0.0004 N 42990049.80 42990049.80 Govco, Inc. Govco, Inc., 0.30% 38362VV18 Asset Backed Commercial Paper First Tier Security 2013-08-01 2013-08-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 136000000.00 135964866.66 0.0011 N 135968529.60 135968529.60 Govco, Inc. Govco, Inc., 0.30% 38362VVC4 Asset Backed Commercial Paper First Tier Security 2013-08-12 2013-08-12 N N Y LIQUIDITY CITIBANK NA N/A N/A 109000000.00 108961849.98 0.0009 N 108964575.00 108964575.00 Govco, Inc. Govco, Inc., 0.30% 38362VVG5 Asset Backed Commercial Paper First Tier Security 2013-08-16 2013-08-16 N N Y LIQUIDITY CITIBANK NA N/A N/A 54000000.00 53979300.01 0.0004 N 53980522.20 53980522.20 Govco, Inc. Govco, Inc., 0.30% 38362VVL4 Asset Backed Commercial Paper First Tier Security 2013-08-20 2013-08-20 N N Y LIQUIDITY CITIBANK NA N/A N/A 80000000.00 79966666.67 0.0007 N 79968080.00 79968080.00 Govco, Inc. Govco, Inc., 0.30% 38362VVU4 Asset Backed Commercial Paper First Tier Security 2013-08-28 2013-08-28 N N Y LIQUIDITY CITIBANK NA N/A N/A 26000000.00 25987433.33 0.0002 N 25987621.40 25987621.40 Govco, Inc. Govco, Inc., 0.30% 38362VW41 Asset Backed Commercial Paper First Tier Security 2013-09-04 2013-09-04 N N Y LIQUIDITY CITIBANK NA N/A N/A 29000000.00 28984291.67 0.0002 N 28984389.30 28984389.30 Govco, Inc. Govco, Inc., 0.30% 38362VWL3 Asset Backed Commercial Paper First Tier Security 2013-09-20 2013-09-20 N N Y LIQUIDITY CITIBANK NA N/A N/A 221000000.00 220850825.05 0.0018 N 220847355.30 220847355.30 Govco, Inc. Govco, Inc., 0.30% 38362VWR0 Asset Backed Commercial Paper First Tier Security 2013-09-25 2013-09-25 N N Y LIQUIDITY CITIBANK NA N/A N/A 152000000.00 151891066.68 0.0013 N 151887641.60 151887641.60 Govco, Inc. Govco, Inc., 0.30% 38362VWR0 Asset Backed Commercial Paper First Tier Security 2013-09-25 2013-09-25 N N Y LIQUIDITY CITIBANK NA N/A N/A 143000000.00 142897516.62 0.0012 N 142893894.00 142893894.00 Govco, Inc. Govco, Inc., 0.30% 38362VWS8 Asset Backed Commercial Paper First Tier Security 2013-09-26 2013-09-26 N N Y LIQUIDITY CITIBANK NA N/A N/A 110000000.00 109920250.04 0.0009 N 109917500.00 109917500.00 Comcast Corp. Comcast Corp., 0.30% 2003A2U12 Other Commercial Paper Second Tier Security 2013-07-01 2013-07-01 N N N 70000000.00 70000000.00 0.0006 N 69998719.00 69998719.00 Comcast Corp. Comcast Corp., 0.30% 2003A2U12 Other Commercial Paper Second Tier Security 2013-07-01 2013-07-01 N N N 87500000.00 87500000.00 0.0007 N 87498398.75 87498398.75 Comcast Corp. Comcast Corp., 0.30% 2003A2U12 Other Commercial Paper Second Tier Security 2013-07-01 2013-07-01 N N N 87500000.00 87500000.00 0.0007 N 87498398.75 87498398.75 Comcast Corp. Comcast Corp., 0.30% 2003A2U12 Other Commercial Paper Second Tier Security 2013-07-01 2013-07-01 N N N 87500000.00 87500000.00 0.0007 N 87498398.75 87498398.75 Credit Suisse Credit Suisse, 0.29% 22533HAA0 Other Commercial Paper First Tier Security 2013-07-05 2013-12-05 N N N 604000000.00 604000000.00 0.0050 N 603720348.00 603720348.00 Devon Energy Corp. Devon Energy Corp., 0.34% 25179JAB6 Other Commercial Paper Second Tier Security 2013-07-23 2013-07-29 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 566000000.00 566000000.00 0.0047 N 565919628.00 565919628.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.28% 2574P0UF9 Other Commercial Paper Second Tier Security 2013-07-15 2013-07-15 N N N 64573000.00 64565968.70 0.0005 N 64564857.34 64564857.34 Dominion Resources, Inc. Dominion Resources, Inc., 0.28% 2574P0UJ1 Other Commercial Paper Second Tier Security 2013-07-18 2013-07-18 N N N 18000000.00 17997620.00 0.0001 N 17997080.40 17997080.40 Northeast Utilities Northeast Utilities, 0.27% 66439TU14 Other Commercial Paper Second Tier Security 2013-07-01 2013-07-01 N N N 26000000.00 26000000.00 0.0002 N 25999545.00 25999545.00 Sempra Global Sempra Global, 0.24% 81685LUA1 Other Commercial Paper Second Tier Security 2013-07-10 2013-07-10 N N N 18000000.00 17998920.00 0.0001 N 17998902.00 17998902.00 Sempra Global Sempra Global, 0.24% 81685LUC7 Other Commercial Paper Second Tier Security 2013-07-12 2013-07-12 N N N 20000000.00 19998533.34 0.0002 N 19998538.00 19998538.00 Sempra Global Sempra Global, 0.24% 81685LUC7 Other Commercial Paper Second Tier Security 2013-07-12 2013-07-12 N N N 13000000.00 12999046.67 0.0001 N 12999049.70 12999049.70 Sempra Global Sempra Global, 0.24% 81685LUJ2 Other Commercial Paper Second Tier Security 2013-07-18 2013-07-18 N N N 34000000.00 33996146.67 0.0003 N 33996090.00 33996090.00 Sempra Global Sempra Global, 0.25% 81685LUC7 Other Commercial Paper Second Tier Security 2013-07-12 2013-07-12 N N N 25000000.00 24998090.27 0.0002 N 24998172.50 24998172.50 Sempra Global Sempra Global, 0.25% 81685LUF0 Other Commercial Paper Second Tier Security 2013-07-15 2013-07-15 N N N 17000000.00 16998347.22 0.0001 N 16998419.00 16998419.00 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.32% 88159BV97 Other Commercial Paper Second Tier Security 2013-08-09 2013-08-09 N N N 25000000.00 24991333.34 0.0002 N 24991657.50 24991657.50 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.32% 88159BV97 Other Commercial Paper Second Tier Security 2013-08-09 2013-08-09 N N N 150000000.00 149948000.01 0.0012 N 149949945.00 149949945.00 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.34% 88159BVC0 Other Commercial Paper Second Tier Security 2013-08-12 2013-08-12 N N N 200000000.00 199921833.32 0.0016 N 199916200.00 199916200.00 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 119951233.32 0.0010 N 119981328.00 119981328.00 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 99959361.10 0.0008 N 99984440.00 99984440.00 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 99958305.56 0.0008 N 99984060.00 99984060.00 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 38983739.17 0.0003 N 38993783.40 38993783.40 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 79960311.10 0.0007 N 79984912.00 79984912.00 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 49975194.44 0.0004 N 49990570.00 49990570.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.26% 92780JUQ2 Other Commercial Paper Second Tier Security 2013-07-24 2013-07-24 N N N 55484000.00 55474783.48 0.0005 N 55473341.52 55473341.52 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.27% 92780JUB5 Other Commercial Paper Second Tier Security 2013-07-11 2013-07-11 N N N 48000000.00 47996400.00 0.0004 N 47995924.80 47995924.80 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.30% 92780JU17 Other Commercial Paper Second Tier Security 2013-07-01 2013-07-01 N N N 31500000.00 31500000.00 0.0003 N 31499423.55 31499423.55 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796BR9 Treasury Debt First Tier Security 2013-12-26 2013-12-26 N N N 2000000000.00 1999011110.40 0.0165 N 1999060000.00 1999060000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.13% to 0.15% 912828PZ7 Treasury Debt First Tier Security 2014-03-15 2014-03-15 N N N 982000000.00 989715631.65 0.0082 N 989594788.00 989594788.00 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 997321483.71 0.0082 N 997584242.00 997584242.00 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 388901872.49 0.0032 N 389015432.00 389015432.00 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 283052144.73 0.0023 N 283066222.00 283066222.00 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 249983915.45 0.0021 N 250019500.00 250019500.00 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 910114117.02 0.0075 N 910313505.00 910313505.00 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 264210798.05 0.0022 N 264243201.00 264243201.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.16% 912828KJ8 Treasury Debt First Tier Security 2014-03-31 2014-03-31 N N N 346000000.00 350122504.11 0.0029 N 350095256.00 350095256.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828SL5 Treasury Debt First Tier Security 2014-03-31 2014-03-31 N N N 68000000.00 68047292.12 0.0006 N 68042500.00 68042500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828QC7 Treasury Debt First Tier Security 2014-04-15 2014-04-15 N N N 1127000000.00 1136778649.22 0.0094 N 1136553579.00 1136553579.00 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 407958252.19 0.0034 N 408037500.00 408037500.00 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 758910938.68 0.0063 N 759218010.00 759218010.00 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 672559742.35 0.0055 N 672592500.00 672592500.00 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 570382481.62 0.0047 N 570359088.00 570359088.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828KV1 Treasury Debt First Tier Security 2014-05-31 2014-05-31 N N N 800000000.00 815278333.12 0.0067 N 815000000.00 815000000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828QS2 Treasury Debt First Tier Security 2014-06-15 2014-06-15 N N N 250000000.00 251408706.21 0.0021 N 251318250.00 251318250.00 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 847207058.94 0.0070 N 847277275.00 847277275.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% 912828QM5 Treasury Debt First Tier Security 2014-05-15 2014-05-15 N N N 200000000.00 201416325.96 0.0017 N 201406200.00 201406200.00 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 484935563.19 0.0040 N 485037830.00 485037830.00 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 79510138.50 0.0007 N 79536963.00 79536963.00 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 383838890.94 0.0032 N 384000000.00 384000000.00 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 175867530.76 0.0014 N 175902300.00 175902300.00 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 620240755.90 0.0051 N 620403901.00 620403901.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.39% 25746UBS7 Other Note Second Tier Security 2013-07-22 2013-08-12 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 323000000.00 323000000.00 0.0027 N 322976098.00 322976098.00 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 0.0113 N 1375191125.00 1375191125.00 Royal Bank of Canada Royal Bank of Canada, 0.38% 78008KZV8 Other Note First Tier Security 2013-08-07 2013-09-06 N N N 376000000.00 375986114.47 0.0031 N 376024064.00 376024064.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2013-07-15 2013-12-13 N N N 208000000.00 208000000.00 0.0017 N 207985024.00 207985024.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JCX4 Other Note First Tier Security 2013-07-29 2013-12-27 N N N 816000000.00 816000000.00 0.0067 N 815569152.00 815569152.00 Bank of America NA Bank of America NA, 0.23% 06052WA52 Other Note First Tier Security 2013-08-26 2013-08-26 N N N 554000000.00 554000000.00 0.0046 N 553990914.40 553990914.40 Bank of America NA Bank of America NA, 0.23% 06052WA78 Other Note First Tier Security 2013-08-27 2013-08-27 N N N 277000000.00 277000000.00 0.0023 N 276995374.10 276995374.10 Bank of America NA Bank of America NA, 0.24% 06052WYW7 Other Note First Tier Security 2013-07-22 2013-07-22 N N N 409000000.00 409000000.00 0.0034 N 409010879.40 409010879.40 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 0.0023 N 274002055.00 274002055.00 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 0.0027 N 329010659.60 329010659.60 Fannie Mae Fannie Mae, 0.17% 3135G0PG2 Government Agency Debt First Tier Security 2013-07-11 2014-09-11 N N N 717000000.00 716831080.11 0.0059 N 717359934.00 717359934.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313381DU6 Government Agency Debt First Tier Security 2013-07-03 2014-06-03 N N N 390000000.00 389926610.66 0.0032 N 390117000.00 390117000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313381HK4 Government Agency Debt First Tier Security 2013-07-10 2014-06-10 N N N 250000000.00 249951972.05 0.0021 N 250075500.00 250075500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313381JE6 Government Agency Debt First Tier Security 2013-07-25 2014-06-25 N N N 500000000.00 499900190.20 0.0041 N 500201000.00 500201000.00 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 39994305.98 0.0003 N 39999120.00 39999120.00 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 40177748.09 0.0003 N 40182851.04 40182851.04 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 138991446.16 0.0011 N 139015012.00 139015012.00 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 44014741.15 0.0004 N 44029744.00 44029744.00 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 25010845.61 0.0002 N 25017250.00 25017250.00 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 35012138.77 0.0003 N 35024255.00 35024255.00 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 132045780.50 0.0011 N 132091476.00 132091476.00 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 7033790.28 0.0001 N 7033043.63 7033043.63 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 7633758.86 0.0001 N 7635961.47 7635961.47 Freddie Mac Freddie Mac, 0.19% 3134G4C97 Government Agency Debt First Tier Security 2013-07-26 2015-06-26 N N N 1105000000.00 1104780513.63 0.0091 N 1105005525.00 1105005525.00 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 2013-07-05 2013-07-05 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 181000000.00 181000000.00 0.0015 N 181000000.00 181000000.00 ING Bank NV ING Bank NV, 0.15% 48M994EA2 0001017255 Other Instrument Time Deposits First Tier Security 2013-07-02 2013-07-02 N N N 764000000.00 764000000.00 0.0063 N 764000000.00 764000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2040-02-01 0.574 - 5.5 Government Agency Debt 457499752.85 132693301.00 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2042-03-01 0.503 - 6 Government Agency Debt 2190796259.89 498788187.56 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.378 - 5.5 Government Agency Debt 1174092886.59 560278590.22 Unrated Security 2013-07-01 2013-07-01 N N N 1161908465.00 1161908464.54 0.0096 N 1161908464.54 1161908464.54 Bny Mellon Capital Mkts Llc In a joint trading account with Bny Mellon Capital Mkts Llc at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-10-15 2043-07-01 0.493 - 5 Government Agency Debt 201719224.62 190145168.91 FEDERAL NATIONAL MORTGAGE ASSOC 2023-03-25 2043-06-01 3 - 5.5 Government Agency Debt 103847816.37 42116307.46 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-11-20 2043-05-20 2.5 - 4 Government Agency Debt 2417778.83 957027.60 Unrated Security 2013-07-01 2013-07-01 N N N 228203229.00 228203229.26 0.0019 N 228203229.26 228203229.26 Commerz Markets LLC In a joint trading account with Commerz Markets LLC at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_00004 Government Agency Repurchase Agreement Y US TREASURY 2013-06-30 2043-05-15 0 - 11.25 Treasury Debt 3885743615.69 3990343857.72 Unrated Security 2013-07-01 2013-07-01 N N N 3907589542.00 3907589542.09 0.0322 N 3907589542.09 3907589542.09 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_06399 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2030-11-16 2043-05-20 0.542 - 6.5 Government Agency Debt 56257400.02 40249044.39 Unrated Security 2013-07-01 2013-07-01 N N N 39075895.00 39075895.42 0.0003 N 39075895.42 39075895.42 ING Financial Markets LLC ING Financial Markets LLC, 0.14% 47Y99CYT0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2042-12-01 2.5 - 4 Government Agency Debt 416344435.00 357052417.42 First Tier Security 2013-07-05 2013-07-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 350000000.00 350000000.00 0.0029 N 350000000.00 350000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.14% 48K997TR4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-04-01 2043-01-01 2.132 - 4 Government Agency Debt 181234294.00 167686337.89 FEDERAL NATIONAL MORTGAGE ASSOC 2040-12-01 2043-01-01 2.257 - 3.282 Government Agency Debt 315651063.00 240391409.06 First Tier Security 2013-07-05 2013-07-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 400000000.00 400000000.00 0.0033 N 400000000.00 400000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.18% 45G99RTX8 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-12-01 2043-06-01 2.5 - 6 Government Agency Debt 782647445.00 418884085.84 FEDERAL NATIONAL MORTGAGE ASSOC 2023-06-01 2044-02-01 1.374 - 6.5 Government Agency Debt 1839095533.00 874521182.25 First Tier Security 2013-07-05 2013-07-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 1268000000.00 1268000000.00 0.0105 N 1268000000.00 1268000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.18% 45G99RTQ3 Government Agency Repurchase Agreement Y US TREASURY 2016-05-15 2016-05-15 0.25 - 0.25 Treasury Debt 155000.00 153302.58 FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2043-04-01 2.054 - 6 Government Agency Debt 471452931.00 136327056.89 FEDERAL NATIONAL MORTGAGE ASSOC 2021-05-01 2047-11-01 1.404 - 6 Government Agency Debt 906096968.00 396007560.47 First Tier Security 2013-07-05 2013-07-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 522000000.00 522000000.00 0.0043 N 522000000.00 522000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.19% 45G99RTA8 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2043-06-01 2.054 - 4.5 Government Agency Debt 112162660.00 49756796.95 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2047-12-01 1.374 - 6.5 Government Agency Debt 215491845.00 94316145.15 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2040-06-20 4.5 - 4.5 Government Agency Debt 10702991.00 6942759.84 First Tier Security 2013-07-05 2013-07-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 148000000.00 148000000.00 0.0012 N 148000000.00 148000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.19% 45G99RTH3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-12-01 2042-03-01 2.757 - 5.5 Government Agency Debt 202075875.00 78019202.52 FEDERAL NATIONAL MORTGAGE ASSOC 2025-08-01 2048-08-01 2.101 - 5.5 Government Agency Debt 519645425.00 300442810.51 First Tier Security 2013-07-05 2013-07-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 371000000.00 371000000.00 0.0031 N 371000000.00 371000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.19% 45G99RSS0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2043-04-01 2.009 - 6.194 Government Agency Debt 443438015.00 173217027.15 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2043-06-01 2.101 - 6 Government Agency Debt 378634136.00 190120831.70 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-06-15 2043-04-20 3.5 - 4 Government Agency Debt 16807846.00 16158213.96 First Tier Security 2013-07-05 2013-07-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 372000000.00 372000000.00 0.0031 N 372000000.00 372000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.20% 45G99RSK7 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2018-02-21 2018-02-21 1.25 - 1.25 Government Agency Debt 2000000.00 1987819.44 FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2043-07-01 2.142 - 6.785 Government Agency Debt 499553082.00 189158494.12 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2043-06-01 1.477 - 5.994 Government Agency Debt 889326205.00 357398295.02 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2040-08-15 4.5 - 5 Government Agency Debt 100258514.00 56503569.88 First Tier Security 2013-07-05 2013-07-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 593000000.00 593000000.00 0.0049 N 593000000.00 593000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.22% 45G99RRR3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2043-05-01 2.142 - 5.253 Government Agency Debt 272711054.00 133844598.16 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2047-11-01 2.053 - 6.5 Government Agency Debt 1023187357.00 474082615.23 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2040-06-20 4.5 - 4.5 Government Agency Debt 406963.00 263986.62 First Tier Security 2013-07-05 2013-07-05 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 596000000.00 596000000.00 0.0049 N 596000000.00 596000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.21% 47V99FUY9 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2013-12-31 2013-12-31 0.125 - 0.125 Treasury Debt 834300.00 834815.68 FEDERAL HOME LOAN MORTGAGE CORP 2025-02-15 2043-01-01 2.065 - 11 Government Agency Debt 69223770.00 26857830.40 FEDERAL NATIONAL MORTGAGE ASSOC 2038-04-01 2043-02-25 2.811 - 6.5 Government Agency Debt 96128706.00 37560349.14 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-09-15 2055-01-15 2 - 8.5 Government Agency Debt 1977653728.00 675802748.90 First Tier Security 2013-07-05 2013-07-05 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 722000000.00 722000000.00 0.0060 N 722000000.00 722000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-08-15 2014-07-15 0 - 4.75 Treasury Debt 362867321.00 364514862.85 FEDERAL NATIONAL MORTGAGE ASSOC 2015-08-24 2015-08-24 0 - 0 Government Agency Debt 771191.32 774091.00 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-10-15 2055-01-15 3 - 9 Government Agency Debt 456488567.13 182273470.05 Unrated Security 2013-07-01 2013-07-01 N N N 536045869.00 536045868.70 0.0044 N 536045868.70 536045868.70 BNP Paribas Securities Corp. 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Deutsche Bank Securities, Inc., 0.43% 48K991KE5 0000058056 Other Repurchase Agreement N 51-100 2013-08-15 2049-01-01 0 - 7.5 Other Instrument CORPORATE 119424634.00 107882465.82 First Tier Security 2013-07-01 2013-07-01 N N N 100000000.00 100000000.00 0.0008 N 100000000.00 100000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.45% 48M99DGT9 0000877559 Other Repurchase Agreement N 51-100 2016-11-30 2039-05-15 4.25 - 10 Other Instrument CORPORATE 115752000.00 117765967.51 First Tier Security 2013-07-01 2013-07-01 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 109000000.00 109000000.00 0.0009 N 109000000.00 109000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.50% 48M99DEE4 0000877559 Other Repurchase Agreement N AMSOUTH BANK 2015-04-01 2015-04-01 5.2 - 5.2 Other Instrument CORPORATE 175000.00 183761.67 COMED FINANCING III (TRUPS) 2033-03-15 2033-03-15 6.35 - 6.35 Other Instrument CORPORATE 18500000.00 19261237.03 ENBRIDGE ENERGY PARTNERS L.P. 2037-10-01 2037-10-01 8.05 - 8.05 Other Instrument CORPORATE 21480000.00 24865218.24 First Tier Security 2013-07-05 2013-07-05 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 41000000.00 41000000.00 0.0003 N 41000000.00 41000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 45A99N7V1 Other Repurchase Agreement N CHIQUITA BRANDS INTERNATIONAL 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 136720.00 1495716.80 MEADWESTVACO CORP 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 257822.00 8851029.26 MERCK & CO INC NEW 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 310568.00 14683655.04 MULTIMEDIA GAMES INC*- 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 44586.00 1146306.06 OVERSTOCK.COM, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 32146.00 899445.08 PMC-SIERRA INC 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 505744.00 3196302.08 QUALCOMM INCORPORATED 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 235718.00 14397655.44 RELIANCE STEEL & ALUMINUM CO. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 183293.00 12035018.38 REPUBLIC AIRWAYS' HOLDINGS INC 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 154371.00 1761373.11 ROCK-TENN COMPANY 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 9669.00 981403.50 SCHLUMBERGER LTD 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 352004.00 25319647.72 SCRIPPS HOWARD, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 60578.00 952891.94 SINCLAIR BROADCAST GROUP, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 969587.00 28631904.11 SOUTHWEST GAS 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 8138.00 382323.24 SPRINT NEXTEL 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 798029.00 5570242.42 STARBUCKS CORPORATION 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 123890.00 8138334.10 STATE STR CORP 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 242569.00 15900397.95 STEIN MART INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 58664.00 835962.00 STERIS 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 7498.00 321664.20 STRYKER CORP 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 234645.00 15186224.40 SUPERIOR ENERGY SERVICES, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 240256.00 6347563.52 SUPERVALU INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 22974.00 142668.54 SUSQUEHANNA BANCSHARES, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 98784.00 1275301.44 SYMANTEC CORP 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 897632.00 20196720.00 SYNOPSYS INC 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 13283.00 473937.44 TECHNE CORP 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 3593.00 247988.86 THOR INDUSTRIES INC 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 20978.00 1035893.64 THORATEC LABORATORIES 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 16252.00 502836.88 TOTAL SYS SVCS INC 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 318606.00 7748497.92 TUPPERWARE CORPORATION 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 4232.00 331407.92 TYSON FOODS, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 548176.00 13830480.48 USG CORPORATION 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 179503.00 4252426.07 UNIFI INC 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 79374.00 1663679.04 UNIVERSAL INSURANCE HOLDINGS I 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 61428.00 438595.92 VENTAS INC < 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 109631.00 7651147.49 WEIGHT WATCHERS INTERNATIONAL 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 13606.00 623699.04 First Tier Security 2013-11-01 2013-11-01 N N N 209000000.00 209000000.00 0.0017 Y 209000000.00 209000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.62% 45A99N7U3 Other Repurchase Agreement N ARRIS GROUP INC + 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 31529000.00 32757495.96 CACI INTL INC 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 14048000.00 16688237.31 CADENCE DESIGN SYSTEMS, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 18307000.00 35935579.19 COMTECH TELECOMMUNICATIONS COR 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 18164000.00 18707703.01 ENDO PHARMA HLDG INC 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 31583000.00 42756338.99 MICROCHIP TECHNOLOGY INC 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 51121000.00 74200393.39 VERISIGN, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 2226000.00 3172555.30 First Tier Security 2013-08-09 2013-08-09 N N N 206000000.00 206000000.00 0.0017 Y 206000000.00 206000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N8K4 Other Repurchase Agreement N ADVANCED MICRO DEVICES, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 866000.00 892748.14 ALPHA NATURAL RESOURCES, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 2453000.00 2266307.08 ARVINMERITOR INCORPORATED 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 13733000.00 12907495.64 CHART INDUSTRIES, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 17673000.00 27051212.80 CHESAPEAKE ENERGY CORPORATION 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 14498000.00 13476860.71 CHIQUITA BRANDS INTERNATIONAL 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 6850000.00 6711760.15 CIENA CORPORATION 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 12280000.00 15622959.84 COINSTAR 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 10000.00 14731.11 D. R. HORTON, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 7600000.00 12886818.40 EQUINIX, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 19252000.00 32985356.44 HOLOGIC 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 21001000.00 21032459.50 LEVEL 3 COMMUNICATIONS, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 14575000.00 19893548.68 LIFEPOINT HOSPITALS INC 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 11974000.00 13053192.67 LIVE NATION INCORPORATED < 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 14218000.00 14586772.27 MICRON TECHNOLOGY, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 11622000.00 13259981.44 NEWPARK RESOURCES, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 1796000.00 2311053.29 TTM TECHNOLOGIES, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 1339000.00 1348509.58 USEC INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 52083000.00 9756864.64 UNITED STATES STEEL CORP+ 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 10066000.00 10388705.89 WESCO INTERNATIONAL, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 22132000.00 55474145.72 First Tier Security 2013-10-17 2013-10-17 N N N 263000000.00 263000000.00 0.0022 Y 263000000.00 263000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.65% 45A99N7W9 Other Repurchase Agreement N AGCO COPORATION 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 14991000.00 18933423.13 CHESAPEAKE ENERGY CORPORATION 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 5807000.00 5580097.28 GROUP 1 AUTOMOTIVE, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 1250000.00 1472343.75 HORNBECK OFFSHORE SERVICES, IN 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 40231000.00 46720904.00 MICRON TECHNOLOGY, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 140746000.00 160582459.75 STONE ENERGY CORPORATION 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 10031000.00 9321768.18 First Tier Security 2013-09-26 2013-09-26 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 223000000.00 223000000.00 0.0018 Y 223000000.00 223000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.67% 45A99N7S8 Other Repurchase Agreement N GOODRICH PETE CORP 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 9474000.00 9518262.53 HERTZ GLOBAL HOLDINGS, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 1500000.00 4515424.50 NAVISTAR INTERNATIONAL CORPORA 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 32870000.00 32296977.29 NEWPARK RESOURCES, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 604000.00 777213.91 SAN DISK CORPORATION 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 9304000.00 12454548.39 STEEL DYNAMICS, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 5350000.00 5805408.05 TELEFLEX INC 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 13470000.00 18484355.67 First Tier Security 2013-08-19 2013-08-19 N N N 77000000.00 77000000.00 0.0006 Y 77000000.00 77000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.21% 48M996ED1 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2023-10-15 2053-01-15 0 - 7.807 Government Agency Debt 4331469494.00 459818421.97 FEDERAL NATIONAL MORTGAGE ASSOC 2035-12-25 2040-09-25 N/A Government Agency Debt 164337722.00 32814420.08 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-04-20 2054-10-16 0 - 1.341 Government Agency Debt 4585039824.00 170695226.49 First Tier Security 2013-07-03 2013-07-03 N N N 644000000.00 644000000.00 0.0053 N 644000000.00 644000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 46S99V2X3 0001287279 Other Repurchase Agreement N BANC OF AMERICA MORTGAGE SECUR 2035-04-25 2035-04-25 5.309 - 5.309 Other Instrument GOVERNMENT AGENCY 20000000.00 5838948.49 BAYVIEW COMMERCIAL ASSET TRUST 2037-10-25 2037-10-25 1.693 - 1.693 Other Instrument GOVERNMENT AGENCY 13757000.00 3106358.58 BEAR STEARNS COMMERCIAL MORTGA 2050-06-11 2050-06-13 6.368 - 6.368 Other Instrument GOVERNMENT AGENCY 25357000.00 22868951.30 COMM 2005-FL10 2017-04-15 2017-04-15 1.393 - 1.393 Other Instrument GOVERNMENT AGENCY 16841000.00 13228653.51 CWALT, INC., 2005-13CB 2035-05-25 2035-05-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 23690100.00 18955980.34 CITIGROUP COMMERCIAL MORTGAGE 2049-12-10 2049-12-10 5.885 - 5.885 Other Instrument GOVERNMENT AGENCY 23780000.00 12339289.80 COBALT CMBS COMMERCIAL MORTGAG 2046-05-15 2046-05-15 5.985 - 5.985 Other Instrument GOVERNMENT AGENCY 15974000.00 14339567.69 COMM 2006-C8 MORTGAGE TRUST 2046-12-10 2046-12-10 5.377 - 5.377 Other Instrument GOVERNMENT AGENCY 13570000.00 11867856.83 JPMORGAN CHASE COMMERCIAL MTG 2045-05-12 2045-05-12 5.672 - 5.672 Other Instrument GOVERNMENT AGENCY 2210000.00 1552021.25 JPMORGAN CHASE COMMERCIAL MORT 2047-05-15 2047-05-15 5.411 - 5.411 Other Instrument GOVERNMENT AGENCY 26836975.00 23071512.91 JP MORGAN CHASE COMMERICAL MOR 2049-02-12 2049-02-12 5.901 - 5.901 Other Instrument GOVERNMENT AGENCY 16970000.00 11821158.71 MORGAN STANLEY CAPITAL I TRUST 2049-06-11 2049-06-11 6.09 - 6.09 Other Instrument GOVERNMENT AGENCY 12611025.00 10172932.66 PRIME MORTGAGE TRUST 2006-DR1 2035-05-25 2035-05-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 30775719.00 15409055.71 STRUCTURED ASSET SECURITIES 2027-07-15 2027-07-15 7.615 - 7.615 Other Instrument GOVERNMENT AGENCY 205356289.00 9412201.70 STRUCTURED ASSET SECURITIES CO 2033-11-25 2033-11-25 0.493 - 0.493 Other Instrument GOVERNMENT AGENCY 88949202.00 16938385.83 STRUCTURED ASSET MORTGAGE INVE 2034-10-19 2034-10-19 3.421 - 3.421 Other Instrument GOVERNMENT AGENCY 30132000.00 3021952.21 THORNBURG MORTGAGE SECURITIES 2045-04-25 2045-04-25 2.944 - 2.944 Other Instrument GOVERNMENT AGENCY 10000000.00 3856089.71 WACHOVIA BANK COMMERCIAL MORTG 2048-10-15 2048-10-15 5.691 - 5.691 Other Instrument GOVERNMENT AGENCY 38422000.00 16988944.44 WELLS FARGO MORTGAGE BACKED SE 2036-01-25 2036-01-25 6 - 6 Other Instrument GOVERNMENT AGENCY 10000000.00 10246039.63 First Tier Security 2013-07-16 2013-07-16 N N N 208000000.00 208000000.00 0.0017 Y 208000000.00 208000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.18% 48M992LY6 0000728612 Other Repurchase Agreement N 501-1000 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 52919891.00 1718305954.87 First Tier Security 2013-07-01 2013-07-01 N N N 1591000000.00 1591000000.00 0.0131 N 1591000000.00 1591000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.25% 48M992LW0 0000728612 Other Repurchase Agreement N 51-100 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14008284.00 303486334.05 First Tier Security 2013-07-02 2013-07-02 N N N 281000000.00 281000000.00 0.0023 N 281000000.00 281000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.26% 48M992LR1 0000728612 Other Repurchase Agreement N CL GUG BTSH 2014 CB 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 219202.00 4660234.52 HARTFORD FIN WTS 19 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3060308.00 68091853.00 ISHS BRCLY 20+Y TR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1214755.00 133246475.95 ISHS IB USDHGYD CRP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 383418.00 35082747.00 ISHS 2018 INV GRD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 390376.00 37940643.44 PIMCO 15YR US TIPS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 76054.00 4627049.31 PWRSHS GLB ST HY BD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 99491.00 2446483.69 REVENUESHARES ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 90961.00 3124510.35 SPDR SP MC 400 UT-1 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 67503.00 14268784.14 First Tier Security 2013-07-03 2013-07-03 N N N 281000000.00 281000000.00 0.0023 N 281000000.00 281000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.53% 48M992LB6 0000728612 Other Repurchase Agreement N 101-500 2013-08-29 2052-11-19 0 - 7.457 Other Instrument MORTGAGE 2531792825.00 240853096.10 First Tier Security 2013-07-02 2013-07-02 N N N 223000000.00 223000000.00 0.0018 N 223000000.00 223000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.73% 48M992KG6 0000728612 Other Repurchase Agreement N 101-500 2013-08-01 2049-01-01 0 - 4.75 Other Instrument CORPORATE 83616635.00 652452278.81 First Tier Security 2013-08-20 2013-08-20 N N N 604000000.00 604000000.00 0.0050 Y 604000000.00 604000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48M992GB2 0000728612 Other Repurchase Agreement N AEGIS ASSET BACKED SECURITIES TRUST 2035-06-25 2035-06-25 0.673 - 0.673 Other Instrument ASSET BACKED 2055795.00 997504.80 CWALT ALTERNATIVE LOAN TRUST 2036-08-25 2036-08-25 5.107 - 5.107 Other Instrument MORTGAGE 25000000.00 1755725.91 ASSET SECURITIZATION CORP 2027-04-14 2027-04-14 7.525 - 7.525 Other Instrument MORTGAGE 1500000.00 1487819.08 BAYVIEW COMMERCIAL ASSET TRUST 2036-12-25 2036-12-25 0.423 - 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RBC Capital Markets Co., 0.23% 42T99QVR3 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2021-11-15 2043-05-15 0 - 169.001 Government Agency Debt 615391740.00 37181432.75 FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-25 2043-05-25 0 - 26.103 Government Agency Debt 773596864.00 45538472.86 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-06-16 2043-05-20 0 - 11.213 Government Agency Debt 313741564.00 27494319.16 First Tier Security 2013-07-02 2013-07-02 N N N 107000000.00 107000000.00 0.0009 N 107000000.00 107000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.00% 35J99R7L6 0000808379 Other Repurchase Agreement N ABN AMRO BANK N.V. 2013-10-08 2013-12-24 N/A Other Instrument CORPORATE 89000.00 139492.50 ABBVIE INC 2042-11-06 2042-11-06 4.4 - 4.4 Other Instrument CORPORATE 5725000.00 5294773.00 AFFINION GROUP, INC. 2018-12-15 2018-12-15 7.875 - 7.875 Other Instrument CORPORATE 12905676.00 10064410.74 AMEREN UE/UNION ELECTRIC COMPA 2037-08-01 2037-08-01 5.3 - 5.3 Other Instrument CORPORATE 1439000.00 1618891.81 AMERICAN EXPRESS COMPANY 2042-12-03 2042-12-03 4.05 - 4.05 Other Instrument CORPORATE 10180000.00 8870800.41 AT&T INC. 2040-09-01 2040-09-01 5.35 - 5.35 Other Instrument CORPORATE 1400000.00 1416220.50 BOYD GAMING CORPORATION 2020-07-01 2020-07-01 9 - 9 Other Instrument CORPORATE 7562993.00 7684001.13 CAESARS OPER ESCROW LLC / 2020-02-15 2020-02-15 9 - 9 Other Instrument CORPORATE 20824606.00 20439351.40 CITIGROUP, INC. 2036-08-25 2036-08-25 6.125 - 6.125 Other Instrument CORPORATE 1355000.00 1332828.26 CLEAR CHANNEL COMMUNICATIONS, 2019-12-15 2021-03-01 9 - 9 Other Instrument CORPORATE 25968025.00 25665877.18 CONTINENTAL AIRLINES, INC. 2018-07-02 2018-07-02 7.875 - 7.875 Other Instrument CORPORATE 100.00 49.66 EMBARQ CORPORATION 2036-06-01 2036-06-01 7.995 - 7.995 Other Instrument CORPORATE 14129591.00 14915143.03 ENERGY FUTURE HOLDINGS CORP 2017-11-01 2017-11-01 11.25 - 11.25 Other Instrument CORPORATE 266.00 230.59 THE GOLDMAN SACHS GROUP, INC. 2036-05-01 2036-05-01 6.45 - 6.45 Other Instrument CORPORATE 616000.00 618859.77 HSBC BANK USA NA 2035-08-15 2035-08-15 5.625 - 5.625 Other Instrument CORPORATE 330000.00 343088.23 THE HOME DEPOT, INC. 2036-12-16 2036-12-16 5.875 - 5.875 Other Instrument CORPORATE 75000.00 87751.37 K. 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(590 2038-05-14 2038-05-14 7.75 - 7.75 Other Instrument CORPORATE 12390000.00 14208258.76 MOMENTIVE PERFORMANCE MATERIAL 2021-01-15 2021-01-15 9 - 9 Other Instrument CORPORATE 6780000.00 5793509.97 NORSKE SKOG 2033-10-15 2033-10-15 7.125 - 7.125 Other Instrument CORPORATE 3000000.00 1595843.73 ONCOR ELECTRIC DELIVERY COMPAN 2038-09-01 2038-09-01 7.5 - 7.5 Other Instrument CORPORATE 625000.00 855354.22 PACIFICORP 2038-07-15 2038-07-15 6.35 - 6.35 Other Instrument CORPORATE 85000.00 106685.92 PRODUCTION RESOURCE GROUP INC 2019-05-01 2019-05-01 8.875 - 8.875 Other Instrument CORPORATE 9965333.00 7703167.98 PUBLIC SERVICE COLORADO FIRST 2038-08-01 2038-08-01 6.5 - 6.5 Other Instrument CORPORATE 2013000.00 2614856.81 PUBLIC SER ELEC & GAS 2042-09-01 2042-09-01 3.65 - 3.65 Other Instrument CORPORATE 880000.00 776745.97 ROYAL BK SCOTLAND GROUP PLC 2015-09-18 2022-12-15 2.55 - 6.125 Other Instrument CORPORATE 19524000.00 18562985.95 ROYAL BK SCOTLAND PLC 2016-03-16 2016-07-29 0 - 4.375 Other Instrument CORPORATE 956000.00 1021305.63 SITEL LLC AND SITEL FINANCE CO 2018-04-01 2018-04-01 11.5 - 11.5 Other Instrument CORPORATE 5809913.00 4443453.74 SLM CORPORATION 2033-08-01 2033-08-01 5.625 - 5.625 Other Instrument CORPORATE 10000.00 8529.69 SPRINGLEAF FIN CORP 2017-12-15 2017-12-15 6.9 - 6.9 Other Instrument CORPORATE 3000000.00 2931324.90 TARGET CORPORATION 2042-07-01 2042-07-01 4 - 4 Other Instrument CORPORATE 300000.00 270681.69 TRAVELPORT LLC SENIOR DOLLAR F 2016-09-01 2016-09-01 11.875 - 11.875 Other Instrument CORPORATE 13346672.00 12960870.08 UNITEDHEALTH GROUP INC COM 2042-10-15 2042-10-15 3.95 - 3.95 Other Instrument CORPORATE 316000.00 272013.34 VERIZON COMMUNICATIONS 2038-02-15 2039-04-01 6.4 - 7.35 Other Instrument CORPORATE 4342000.00 5520535.94 VERIZON GLOBAL FUNDING CORP. 2035-09-15 2035-09-15 5.85 - 5.85 Other Instrument CORPORATE 9000000.00 9919687.63 VERTELLUS SPECIALTIES INC. 2015-10-01 2015-10-01 9.375 - 9.375 Other Instrument CORPORATE 19939268.00 18501978.69 VIRGINIA ELEC & PWR CO 2037-11-30 2037-11-30 6.35 - 6.35 Other Instrument CORPORATE 290000.00 360937.85 STANDARD CHARTER BK 2036-12-07 2036-12-07 6.409 - 6.409 Other Instrument CORPORATE 1250000.00 1235700.70 First Tier Security 2013-07-02 2013-07-02 N N N 218000000.00 218000000.00 0.0018 N 218000000.00 218000000.00 RBS Securities, Inc. 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