0000278001-13-000074.txt : 20131224 0000278001-13-000074.hdr.sgml : 20131224 20130806142053 ACCESSION NUMBER: 0000278001-13-000074 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130731 FILED AS OF DATE: 20130806 DATE AS OF CHANGE: 20130806 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: 131012941 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 2013-07-31 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC. 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 51 100 119645049029.32 83741872.10 628885798.43 119099905102.99 0.0027 1.0004 2013-07-31 1.0004 2013-07-31 C000019553 2500.00 119099905102.99 1.00 -2114395121.15 22077633437.57 24192028558.72 0.0001 1.0004 2013-07-31 1.0004 2013-07-31 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 0.0025 N 292007942.40 292007942.40 Bank of Montreal Bank of Montreal, 0.24% 06366LDW5 Certificate of Deposit First Tier Security 2013-08-19 2014-04-17 N N N 912000000.00 912000000.00 0.0077 N 911873232.00 911873232.00 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 0.0013 N 150993778.80 150993778.80 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 200991055.50 200991055.50 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 158990984.70 158990984.70 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 142991248.40 142991248.40 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 0.0026 N 308980749.30 308980749.30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366AJC7 Certificate of Deposit First Tier Security 2013-10-03 2013-10-03 N N N 250000000.00 250000000.00 0.0021 N 249973325.00 249973325.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366ALT7 Certificate of Deposit First Tier Security 2013-10-16 2013-10-16 N N N 228000000.00 228000000.00 0.0019 N 227980483.20 227980483.20 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 209025498.00 209025498.00 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 104012688.00 104012688.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.37% 06366WRL0 Certificate of Deposit First Tier Security 2013-09-06 2013-09-06 N N N 741000000.00 741000000.00 0.0062 N 741156351.00 741156351.00 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 0.0105 N 1255101027.50 1255101027.50 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 0.0035 N 418045812.80 418045812.80 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 0.0086 N 1027212178.20 1027212178.20 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417FRV4 Certificate of Deposit First Tier Security 2013-08-05 2014-01-03 N N N 618000000.00 618000000.00 0.0052 N 618076014.00 618076014.00 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417FLB4 Certificate of Deposit First Tier Security 2013-08-12 2013-10-11 N N N 412000000.00 412000000.00 0.0035 N 412069628.00 412069628.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417E5W9 Certificate of Deposit First Tier Security 2013-08-12 2014-01-08 N N N 406000000.00 406000000.00 0.0034 N 406360528.00 406360528.00 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 206090022.00 206090022.00 Bank of Nova Scotia New York Branch Bank of Nova Scotia New York Branch, 0.20% 06417FZU7 Certificate of Deposit First Tier Security 2013-11-08 2013-11-08 N N N 500000000.00 500000000.00 0.0042 N 500027750.00 500027750.00 Bank of Nova Scotia New York Branch Bank of Nova Scotia New York Branch, 0.20% 06417FZV5 Certificate of Deposit First Tier Security 2013-11-12 2013-11-12 N N N 500000000.00 500000000.00 0.0042 N 500028850.00 500028850.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.13% 06538F7M0 Certificate of Deposit First Tier Security 2013-08-07 2013-08-07 N N N 419000000.00 419000000.00 0.0035 N 419000000.00 419000000.00 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 0.0054 N 649001233.10 649001233.10 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538F4F8 Certificate of Deposit First Tier Security 2013-11-12 2013-11-12 N N N 339000000.00 339000000.00 0.0028 N 339019526.40 339019526.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538F5K6 Certificate of Deposit First Tier Security 2013-11-22 2013-11-22 N N N 750000000.00 750000000.00 0.0063 N 750047400.00 750047400.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538F4N1 Certificate of Deposit First Tier Security 2013-08-12 2014-01-10 N N N 1270000000.00 1270000000.00 0.0107 N 1270054610.00 1270054610.00 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 0.0080 N 958041385.60 958041385.60 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13606YZK5 Certificate of Deposit First Tier Security 2013-08-16 2014-04-11 N N N 1249000000.00 1249000000.00 0.0105 N 1249603267.00 1249603267.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YRX6 Certificate of Deposit First Tier Security 2013-08-05 2014-01-02 N N N 403000000.00 403000000.00 0.0034 N 403214799.00 403214799.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YPQ3 Certificate of Deposit First Tier Security 2013-08-05 2013-12-31 N N N 405000000.00 405000000.00 0.0034 N 405006480.00 405006480.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.40% 13606XQ84 Certificate of Deposit First Tier Security 2013-09-17 2013-09-17 N N N 1107000000.00 1107000000.00 0.0093 N 1107419553.00 1107419553.00 Credit Agricole CIB Credit Agricole CIB, 0.14% 22532UZP2 Certificate of Deposit First Tier Security 2013-08-05 2013-08-05 N N N 872000000.00 872000000.00 0.0073 N 871997558.40 871997558.40 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GSE2 Certificate of Deposit First Tier Security 2013-08-02 2013-08-02 N N N 503000000.00 503000000.00 0.0042 N 502999446.70 502999446.70 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GSF9 Certificate of Deposit First Tier Security 2013-08-05 2013-08-05 N N N 506000000.00 506000000.00 0.0042 N 505998583.20 505998583.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GSG7 Certificate of Deposit First Tier Security 2013-08-06 2013-08-06 N N N 502000000.00 502000000.00 0.0042 N 501998343.40 501998343.40 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GSK8 Certificate of Deposit First Tier Security 2013-08-07 2013-08-07 N N N 505000000.00 505000000.00 0.0042 N 505000000.00 505000000.00 Credit Suisse Credit Suisse, 0.25% 22550DR76 Certificate of Deposit First Tier Security 2013-10-08 2013-10-29 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 618000000.00 618000000.00 0.0052 N 617995674.00 617995674.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.17% 51489NAH5 Certificate of Deposit First Tier Security 2013-08-19 2013-08-19 N N N 742000000.00 742000000.00 0.0062 N 741996067.40 741996067.40 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 178006568.20 178006568.20 Mizuho Bank Ltd. Mizuho 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 237010522.80 237010522.80 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 419053925.30 419053925.30 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 419022248.90 419022248.90 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 420026838.00 420026838.00 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 0.0036 N 423027748.80 423027748.80 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 0.0043 N 513036628.20 513036628.20 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 0.0036 N 429032432.40 429032432.40 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 0.0035 N 412014873.20 412014873.20 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 0.0034 N 405049531.50 405049531.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873EVT5 Certificate of Deposit First Tier Security 2013-08-02 2013-08-02 N N N 773000000.00 773000000.00 0.0065 N 772998685.90 772998685.90 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873EVX6 Certificate of Deposit First Tier Security 2013-08-06 2013-08-06 N N N 760000000.00 760000000.00 0.0064 N 759996200.00 759996200.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873EWC1 Certificate of Deposit First Tier Security 2013-08-07 2013-08-07 N N N 1642000000.00 1642000000.00 0.0138 N 1642000000.00 1642000000.00 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 0.0051 N 604030985.20 604030985.20 National Bank of Canada National Bank of Canada, 0.31% 63307UEA5 Certificate of Deposit First Tier Security 2013-08-10 2013-10-09 N N N 201000000.00 201000000.00 0.0017 N 201019497.00 201019497.00 National Bank of Canada National Bank of Canada, 0.31% 63307UDX6 Certificate of Deposit First Tier Security 2013-08-20 2013-10-21 N N N 1610000000.00 1610000000.00 0.0135 N 1610082110.00 1610082110.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2013-08-20 2014-01-17 N N N 1201000000.00 1200723738.43 0.0101 N 1201091276.00 1201091276.00 Royal Bank of Canada Royal Bank of Canada, 0.27% 78009NNU6 Certificate of Deposit First Tier Security 2013-08-15 2014-04-15 N N N 228000000.00 228000000.00 0.0019 N 227967852.00 227967852.00 Royal Bank of Canada Royal Bank of Canada, 0.27% 78009NNP7 Certificate of Deposit First Tier Security 2013-08-27 2014-03-27 N N N 325000000.00 325000000.00 0.0027 N 325002600.00 325002600.00 Royal Bank of Canada Royal Bank of Canada, 0.28% 78009NNT9 Certificate of Deposit First Tier Security 2013-08-08 2014-04-08 N N N 250000000.00 250000000.00 0.0021 N 249966250.00 249966250.00 Royal Bank of Canada Royal Bank of Canada, 0.62% 78009JS22 Certificate of Deposit First Tier Security 2013-08-30 2013-08-30 N N N 900000000.00 900000000.00 0.0076 N 900326700.00 900326700.00 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 749985117.90 0.0063 N 750081000.00 750081000.00 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 0.0052 N 618101413.80 618101413.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.12% 86562CWE8 Certificate of Deposit First Tier Security 2013-08-01 2013-08-01 N N N 454000000.00 454000000.00 0.0038 N 453999228.20 453999228.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.12% 86562CWS7 Certificate of Deposit First Tier Security 2013-08-06 2013-08-06 N N N 510000000.00 510000000.00 0.0043 N 509994900.00 509994900.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86562JAE7 Certificate of Deposit First Tier Security 2013-08-19 2013-10-21 N N N 206000000.00 206000000.00 0.0017 N 206011124.00 206011124.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CUS9 Certificate of Deposit First Tier Security 2013-11-19 2013-11-19 N N N 640000000.00 640000000.00 0.0054 N 639999936.00 639999936.00 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 58000899.00 58000899.00 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 0.0067 N 799020134.80 799020134.80 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 0.0017 N 200005820.00 200005820.00 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 0.0013 N 150004665.00 150004665.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CTE2 Certificate of Deposit First Tier Security 2013-11-06 2013-11-06 N N N 434000000.00 434000000.00 0.0036 N 434011761.40 434011761.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CTM4 Certificate of Deposit First Tier Security 2013-11-12 2013-11-12 N N N 633000000.00 633000000.00 0.0053 N 633018230.40 633018230.40 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 83000136.69 0.0007 N 83001452.50 83001452.50 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 123000405.63 0.0010 N 123003985.20 123003985.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2013-08-15 2014-01-15 N N N 890000000.00 890000000.00 0.0075 N 890387150.00 890387150.00 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 0.0036 N 423029187.00 423029187.00 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.27% 86563KBP7 Certificate of Deposit First Tier Security 2013-11-05 2013-11-05 N N N 433000000.00 433000000.00 0.0036 N 432988265.70 432988265.70 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 0.0042 N 500036000.00 500036000.00 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 0.0052 N 623049030.10 623049030.10 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 0.0035 N 416033196.80 416033196.80 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 410016359.00 410016359.00 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 503002443.67 0.0042 N 503012524.70 503012524.70 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 217001265.20 0.0018 N 217006466.60 217006466.60 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 223001330.86 0.0019 N 223006801.50 223006801.50 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 152000991.62 0.0013 N 152005061.60 152005061.60 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 355002414.50 0.0030 N 355012318.50 355012318.50 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 430001610.95 0.0036 N 430030057.00 430030057.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112WWF0 Certificate of Deposit First Tier Security 2013-08-15 2013-11-15 N N N 289000000.00 289000000.00 0.0024 N 289057222.00 289057222.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112WA49 Certificate of Deposit First Tier Security 2013-08-20 2013-12-20 N N N 395000000.00 395000000.00 0.0033 N 395046610.00 395046610.00 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 291081450.90 291081450.90 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 0.0038 N 451132188.10 451132188.10 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 0.0084 N 997330704.90 997330704.90 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 0.0046 N 547066843.40 547066843.40 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 0.0023 N 271040650.00 271040650.00 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 0.0014 N 163027155.80 163027155.80 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 0.0084 N 1000239900.00 1000239900.00 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 0.0011 N 127031026.10 127031026.10 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 0.0070 N 830206504.00 830206504.00 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 0.0035 N 417103749.60 417103749.60 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 143036207.60 143036207.60 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 278070389.60 278070389.60 Citibank NA Citibank NA, 0.32% 17304UHH6 Certificate of Deposit First Tier Security 2013-11-25 2013-11-25 N N N 1097000000.00 1097000000.00 0.0092 N 1097498805.90 1097498805.90 Wells Fargo Bank NA Wells Fargo Bank NA, 0.18% 9497P6H50 Certificate of Deposit First Tier Security 2013-11-13 2013-11-13 N N N 575000000.00 575000000.00 0.0048 N 575000000.00 575000000.00 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 209999562.80 0.0018 N 210009786.00 210009786.00 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 209999358.88 0.0018 N 210014070.00 210014070.00 HSBC Bank PLC HSBC Bank PLC, 0.32% 35X99QBJ2 0001140465 Certificate of Deposit First Tier Security 2013-11-05 2013-11-05 N N N 47000000.00 47000000.00 0.0004 N 47020224.10 47020224.10 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 250107550.00 250107550.00 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 251115786.30 251115786.30 Mizuho Bank Ltd. Mizuho Bank Ltd., 0.27% XS0941175779 Certificate of Deposit First Tier Security 2013-09-03 2013-09-03 N N N 101000000.00 101000231.14 0.0008 N 101008100.20 101008100.20 Mizuho Bank Ltd. Mizuho Bank Ltd., 0.28% XS0931675119 Certificate of Deposit First Tier Security 2013-08-09 2013-08-09 N N N 130000000.00 130000072.12 0.0011 N 130003250.00 130003250.00 Mizuho Bank Ltd. Mizuho Bank Ltd., 0.28% XS0934298935 Certificate of Deposit First Tier Security 2013-08-16 2013-08-16 N N N 87000000.00 87000090.50 0.0007 N 87003862.80 87003862.80 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 0.0042 N 502030069.80 502030069.80 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 251015461.60 251015461.60 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 0.0086 N 1027945207.60 1027945207.60 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 250013175.00 250013175.00 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 0.0050 N 600045300.00 600045300.00 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 0.0042 N 500045500.00 500045500.00 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 251033157.10 251033157.10 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 249931250.00 0.0021 N 249960975.00 249960975.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.26% 06741GTF2 Financial Company Commercial Paper First Tier Security 2013-10-08 2013-10-08 N N N 145000000.00 144928788.93 0.0012 N 144953861.00 144953861.00 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 829703044.26 0.0070 N 829755565.00 829755565.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737HX20 Financial Company Commercial Paper First Tier Security 2013-10-02 2013-10-02 N N N 892000000.00 891646668.80 0.0075 N 891697166.00 891697166.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737HX87 Financial Company Commercial Paper First Tier Security 2013-10-08 2013-10-08 N N N 250000000.00 249891388.90 0.0021 N 249903200.00 249903200.00 BAT International Finance PLC BAT International Finance PLC, 0.28% 05531MV96 Financial Company Commercial Paper Second Tier Security 2013-08-09 2013-08-09 N N N 24000000.00 23998506.67 0.0002 N 23998711.20 23998711.20 BAT International Finance PLC BAT International Finance PLC, 0.28% 05531MVD7 Financial Company Commercial Paper Second Tier Security 2013-08-13 2013-08-13 N N N 49825000.00 49820349.66 0.0004 N 49820954.21 49820954.21 BAT International Finance PLC BAT International Finance PLC, 0.28% 05531MVL9 Financial Company Commercial Paper Second Tier Security 2013-08-20 2013-08-20 N N N 30000000.00 29995566.67 0.0003 N 29995884.00 29995884.00 BAT International Finance PLC BAT International Finance PLC, 0.29% 05531MVE5 Financial Company Commercial Paper Second Tier Security 2013-08-14 2013-08-14 N N N 15000000.00 14998429.17 0.0001 N 14998669.50 14998669.50 BAT International Finance PLC BAT International Finance PLC, 0.29% 05531MVP0 Financial Company Commercial Paper Second Tier Security 2013-08-23 2013-08-23 N N N 25500000.00 25495480.84 0.0002 N 25495894.50 25495894.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.18% 20272DX88 Financial Company Commercial Paper First Tier Security 2013-10-08 2013-10-08 N N N 275000000.00 274906500.00 0.0023 N 274938867.50 274938867.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.19% 20272DX88 Financial Company Commercial Paper First Tier Security 2013-10-08 2013-10-08 N N N 131000000.00 130954222.81 0.0011 N 130970878.70 130970878.70 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 61939291.65 0.0005 N 61961603.40 61961603.40 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 405899515.00 0.0034 N 405941333.00 405941333.00 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 99996944.45 0.0008 N 99999170.00 99999170.00 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 492000000.00 0.0041 N 491999311.20 491999311.20 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-08-24 2013-12-24 N N N 500000000.00 500000000.00 0.0042 N 500155500.00 500155500.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-08-27 2013-11-26 N N N 900000000.00 900000000.00 0.0076 N 900312300.00 900312300.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636WAP9 Financial Company Commercial Paper First Tier Security 2013-08-05 2014-02-03 N N N 460000000.00 460000000.00 0.0039 N 460091080.00 460091080.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-08-05 2013-09-03 N N N 413000000.00 413000000.00 0.0035 N 413047495.00 413047495.00 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 599415000.12 0.0050 N 599649300.00 599649300.00 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 314823599.94 0.0026 N 314920305.00 314920305.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.14% 6323A0V62 Financial Company Commercial Paper First Tier Security 2013-08-06 2013-08-06 N N N 1217000000.00 1216976336.41 0.0102 N 1216971643.90 1216971643.90 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.14% 6323A0V62 Financial Company Commercial Paper First Tier Security 2013-08-06 2013-08-06 N N N 1000000000.00 999980555.80 0.0084 N 1000000000.00 1000000000.00 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 574844750.00 0.0048 N 574879652.50 574879652.50 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 90990900.00 0.0008 N 90992174.00 90992174.00 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 15999591.11 0.0001 N 15999822.40 15999822.40 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 164984187.51 0.0014 N 164991717.00 164991717.00 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 408753747.81 0.0034 N 408819262.90 408819262.90 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 408742159.61 0.0034 N 408805725.00 408805725.00 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 241944709.72 0.0020 N 241968540.00 241968540.00 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 149964000.00 0.0013 N 149975385.00 149975385.00 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 199947999.96 0.0017 N 199963620.00 199963620.00 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 179952000.01 0.0015 N 179966304.00 179966304.00 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 199945333.32 0.0017 N 199961260.00 199961260.00 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 199943999.96 0.0017 N 199959940.00 199959940.00 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 92970240.02 0.0008 N 92978182.20 92978182.20 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 199934666.68 0.0017 N 199951760.00 199951760.00 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 199933333.32 0.0017 N 199950700.00 199950700.00 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 176935099.98 0.0015 N 176951077.20 176951077.20 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 30988220.01 0.0003 N 30991093.70 30991093.70 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 199920000.04 0.0017 N 199939000.00 199939000.00 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 199860722.28 0.0017 N 199918320.00 199918320.00 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 179931599.97 0.0015 N 179977284.00 179977284.00 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 274936979.18 0.0023 N 274970657.50 274970657.50 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233GW51 Financial Company Commercial Paper First Tier Security 2013-09-05 2013-09-05 N N N 49000000.00 48988090.28 0.0004 N 48994414.00 48994414.00 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 99971527.78 0.0008 N 99986230.00 99986230.00 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 747478893.23 0.0063 N 747716283.60 747716283.60 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 298968023.62 0.0025 N 298991149.60 298991149.60 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 800890974.93 0.0067 N 800966598.30 800966598.30 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 260954325.00 0.0022 N 260985357.90 260985357.90 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 216940325.04 0.0018 N 216958466.20 216958466.20 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 52981891.67 0.0004 N 52987136.90 52987136.90 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 67968266.69 0.0006 N 67976526.40 67976526.40 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 81976220.00 0.0007 N 81979352.40 81979352.40 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 43000000.00 0.0004 N 42999737.70 42999737.70 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 136000000.00 0.0011 N 135999170.40 135999170.40 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 43000000.00 0.0004 N 42999737.70 42999737.70 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 108990008.32 0.0009 N 108992010.30 108992010.30 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 53993250.00 0.0005 N 53994670.20 53994670.20 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 79987333.33 0.0007 N 79989864.00 79989864.00 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 25994150.00 0.0002 N 25995187.40 25995187.40 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 28991783.34 0.0002 N 28993150.20 28993150.20 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 220907916.73 0.0019 N 220920484.20 220920484.20 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 151930333.32 0.0013 N 151939230.40 151939230.40 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 142934458.30 0.0012 N 142942828.60 142942828.60 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 109948666.70 0.0009 N 109955065.00 109955065.00 Govco, Inc. Govco, Inc., 0.30% 38362VX99 Asset Backed Commercial Paper First Tier Security 2013-10-09 2013-10-09 N N Y LIQUIDITY CITIBANK NA N/A N/A 40000000.00 39977000.01 0.0003 N 39979000.00 39979000.00 Govco, Inc. Govco, Inc., 0.30% 38362VX99 Asset Backed Commercial Paper First Tier Security 2013-10-09 2013-10-09 N N Y LIQUIDITY CITIBANK NA N/A N/A 56000000.00 55967799.99 0.0005 N 55970600.00 55970600.00 Govco, Inc. Govco, Inc., 0.30% 38362VXB4 Asset Backed Commercial Paper First Tier Security 2013-10-11 2013-10-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 100000000.00 99940833.36 0.0008 N 99945600.00 99945600.00 Govco, Inc. Govco, Inc., 0.30% 38362VXR9 Asset Backed Commercial Paper First Tier Security 2013-10-25 2013-10-25 N N Y LIQUIDITY CITIBANK NA N/A N/A 350000000.00 349752083.24 0.0029 N 349760880.00 349760880.00 Credit Suisse Credit Suisse, 0.29% 22533HAA0 Other Commercial Paper First Tier Security 2013-08-05 2013-12-05 N N N 604000000.00 604000000.00 0.0051 N 603779540.00 603779540.00 Devon Energy Corp. Devon Energy Corp., 0.34% 25179JAB6 Other Commercial Paper Second Tier Security 2013-08-27 2013-08-30 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 566000000.00 566000000.00 0.0048 N 565932080.00 565932080.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.30% 2574P0VN1 Other Commercial Paper Second Tier Security 2013-08-22 2013-08-22 N N N 20000000.00 19996500.00 0.0002 N 19996416.00 19996416.00 Sempra Global Sempra Global, 0.29% 81685LV28 Other Commercial Paper Second Tier Security 2013-08-02 2013-08-02 N N N 10000000.00 9999919.44 0.0001 N 9999911.00 9999911.00 Sempra Global Sempra Global, 0.30% 81685LVG7 Other Commercial Paper Second Tier Security 2013-08-16 2013-08-16 N N N 50000000.00 49993749.99 0.0004 N 49995935.00 49995935.00 Sempra Global Sempra Global, 0.30% 81685LVK8 Other Commercial Paper Second Tier Security 2013-08-19 2013-08-19 N N N 36000000.00 35994600.01 0.0003 N 35996331.60 35996331.60 Sempra Global Sempra Global, 0.30% 81685LVK8 Other Commercial Paper Second Tier Security 2013-08-19 2013-08-19 N N N 39000000.00 38994150.01 0.0003 N 38996025.90 38996025.90 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 149989333.34 0.0013 N 149991945.00 149991945.00 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 24998222.22 0.0002 N 24998657.50 24998657.50 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.32% 88159BVF3 Other Commercial Paper Second Tier Security 2013-08-15 2013-08-15 N N N 46000000.00 45994275.56 0.0004 N 45995593.20 45995593.20 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 199979527.76 0.0017 N 199985140.00 199985140.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BBT5 Other Commercial Paper First Tier Security 2014-02-27 2014-02-27 N N N 50000000.00 49941666.65 0.0004 N 49947250.00 49947250.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.23% 92344LVE2 Other Commercial Paper Second Tier Security 2013-08-14 2013-08-14 N N N 34000000.00 33997176.11 0.0003 N 33996984.20 33996984.20 Verizon Communications, Inc. Verizon Communications, Inc., 0.23% 92344LVE2 Other Commercial Paper Second Tier Security 2013-08-14 2013-08-14 N N N 28000000.00 27997674.44 0.0002 N 27997516.40 27997516.40 Verizon Communications, Inc. Verizon Communications, Inc., 0.23% 92344LVE2 Other Commercial Paper Second Tier Security 2013-08-14 2013-08-14 N N N 80000000.00 79993355.55 0.0007 N 79992904.00 79992904.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.23% 92344LVE2 Other Commercial Paper Second Tier Security 2013-08-14 2013-08-14 N N N 50000000.00 49995847.23 0.0004 N 49995565.00 49995565.00 Viacom, Inc. Viacom, Inc., 0.23% 9255M2VG4 Other Commercial Paper Second Tier Security 2013-08-16 2013-08-16 N N N 77000000.00 76992620.85 0.0006 N 76992069.00 76992069.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.28% 92780JVN8 Other Commercial Paper Second Tier Security 2013-08-22 2013-08-22 N N N 11000000.00 10998203.33 0.0001 N 10998312.60 10998312.60 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.28% 92780JW31 Other Commercial Paper Second Tier Security 2013-09-03 2013-09-03 N N N 33600000.00 33591376.00 0.0003 N 33591653.76 33591653.76 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.28% 92780JW31 Other Commercial Paper Second Tier Security 2013-09-03 2013-09-03 N N N 13000000.00 12996663.33 0.0001 N 12996770.80 12996770.80 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.29% 92780JVC2 Other Commercial Paper Second Tier Security 2013-08-12 2013-08-12 N N N 23000000.00 22997961.94 0.0002 N 22998291.10 22998291.10 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.29% 92780JVM0 Other Commercial Paper Second Tier Security 2013-08-21 2013-08-21 N N N 20800000.00 20796648.89 0.0002 N 20796967.36 20796967.36 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.30% 92780JVM0 Other Commercial Paper Second Tier Security 2013-08-21 2013-08-21 N N N 51000000.00 50991500.02 0.0004 N 50992564.20 50992564.20 U.S. Treasury Bills U.S. Treasury Bills, 0.09% to 0.10% 912796BS7 Treasury Debt First Tier Security 2014-01-02 2014-01-02 N N N 1562000000.00 1561376149.99 0.0131 N 1561615748.00 1561615748.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.21% 912828JW1 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 243000000.00 244373428.38 0.0021 N 244423737.00 244423737.00 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 988784952.36 0.0083 N 989019336.00 989019336.00 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 388310043.24 0.0033 N 388472716.00 388472716.00 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 997255917.99 0.0084 N 997623125.00 997623125.00 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 249989394.80 0.0021 N 250029250.00 250029250.00 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 909862017.55 0.0076 N 910136250.00 910136250.00 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 264021228.65 0.0022 N 264089083.00 264089083.00 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 349654380.91 0.0029 N 349757214.00 349757214.00 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 68041921.96 0.0006 N 68063784.00 68063784.00 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 1135726086.34 0.0095 N 1135981063.00 1135981063.00 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 406950495.94 0.0034 N 407040795.00 407040795.00 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 758556213.54 0.0064 N 758862977.00 758862977.00 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 568570879.26 0.0048 N 568662466.00 568662466.00 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 671942484.57 0.0056 N 672148948.00 672148948.00 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 813860284.32 0.0068 N 814000000.00 814000000.00 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 251283577.59 0.0021 N 251328000.00 251328000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828QM5 Treasury Debt First Tier Security 2014-05-15 2014-05-15 N N N 200000000.00 201278256.44 0.0017 N 201375000.00 201375000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828CJ7 Treasury Debt First Tier Security 2014-05-15 2014-05-15 N N N 74558000.00 77235668.81 0.0006 N 77263635.26 77263635.26 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 484968309.71 0.0041 N 485018915.00 485018915.00 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 383866182.61 0.0032 N 384044928.00 384044928.00 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 175269898.47 0.0015 N 175273350.00 175273350.00 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 618149781.99 0.0052 N 618374770.00 618374770.00 Fannie Mae Fannie Mae, 0.16% 3135G0YF4 Government Agency Debt First Tier Security 2013-08-05 2015-08-05 N N N 600000000.00 599756094.00 0.0050 N 599754600.00 599754600.00 Fannie Mae Fannie Mae, 0.17% 3135G0PG2 Government Agency Debt First Tier Security 2013-08-11 2014-09-11 N N N 717000000.00 716843062.90 0.0060 N 717301140.00 717301140.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313381HK4 Government Agency Debt First Tier Security 2013-08-10 2014-06-10 N N N 250000000.00 249956300.15 0.0021 N 250055000.00 250055000.00 Federal Home Loan Bank Federal Home 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2013-12-13 2013-12-13 N N N 7535000.00 7615204.17 0.0001 N 7618811.81 7618811.81 Freddie Mac Freddie Mac, 0.18% 3134G4DT2 Government Agency Debt First Tier Security 2013-08-16 2015-07-16 N N N 1250000000.00 1249752285.75 0.0105 N 1250062500.00 1250062500.00 Freddie Mac Freddie Mac, 0.18% 3134G4DU9 Government Agency Debt First Tier Security 2013-08-17 2015-07-17 N N N 1250000000.00 1249751938.75 0.0105 N 1250058750.00 1250058750.00 Freddie Mac Freddie Mac, 0.18% 3134G4C97 Government Agency Debt First Tier Security 2013-08-26 2015-06-26 N N N 1105000000.00 1104789898.62 0.0093 N 1105123760.00 1105123760.00 Dominion Resources, Inc. 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Deutsche Bank Securities, Inc., 0.24% 48K991LF1 0000058056 Other Repurchase Agreement N AMAZON.COM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 96005.00 29032872.05 AMERICAN INTL GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 380752.00 17472709.28 AVIS BUDGET GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4.00 122.36 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2754600.00 39996792.00 BARRICK GOLD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3.00 51.60 BIOGEN IDEC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2668.00 578769.24 BLACKSTONE GRP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 22.87 BRISTOL MYERS SQUIB 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 889985.00 38563050.05 CBS-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1129983.00 59132010.39 DELL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 172392.00 2213513.28 DB 3XLNG UST ETN 40 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 400000.00 13218400.00 ETFS PALLADIUM-TU 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 142.32 GM WTS 16 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14580.00 394097.40 HARTFORD FIN WTS 19 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2001793.00 43358836.38 LINCOLN NATL WTS 19 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 545809.00 17231190.13 PNL FINL SER WTS 18 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8438.00 144121.04 PRISA SP ADR -B- 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 1.10 SIGNATURE BK WTS 18 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25000.00 1562500.00 TEX CAP BANC WTS 19 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 170624.00 3871458.56 WASHINGTON WTS 18 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 5.61 AERCAP HOLD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 17.51 First Tier Security 2013-08-07 2013-08-07 Y DEUTSCHE BC SEC INC(NON GOV) N/A N/A N N 247000000.00 247000000.00 0.0021 N 247000000.00 247000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.27% 45J996NN9 Other Repurchase Agreement N ARMSTRONG WORLD IND 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2125.00 105102.50 BERKSHIRE HATHAWY-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 160000.00 18526400.00 CAPITAL ONE FINL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 223000.00 15424910.00 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1137300.00 58889394.00 JPMORGAN CHASE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 48182.00 2665910.06 METLIFE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 419200.00 20218016.00 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4489.00 142974.65 US BANCORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 480000.00 18096000.00 WELLS FARGO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1145000.00 49532700.00 First Tier Security 2013-08-01 2013-08-01 N N N 170000000.00 170000000.00 0.0014 N 170000000.00 170000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% 48M99DQH4 0000877559 Other Repurchase Agreement N 51-100 2015-02-01 2023-04-01 4.875 - 12.75 Other Instrument CORPORATE 121500000.00 119882373.78 First Tier Security 2013-08-07 2013-08-07 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 111000000.00 111000000.00 0.0009 N 111000000.00 111000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.50% 48M99DMA3 0000877559 Other Repurchase Agreement N FORD MOTOR CREDIT COMPANY 2020-01-15 2020-01-15 8.125 - 8.125 Other Instrument CORPORATE 14910000.00 18450258.69 METHANEX CORPORATION 2015-08-15 2015-08-15 6 - 6 Other Instrument CORPORATE 9982000.00 10963828.95 First Tier Security 2013-08-07 2013-08-07 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 28000000.00 28000000.00 0.0002 N 28000000.00 28000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.50% 48M99DNC8 0000877559 Other Repurchase Agreement N BRIGGS & STRATTON CORPORATION 2020-12-15 2020-12-15 6.875 - 6.875 Other Instrument CORPORATE 685000.00 761301.33 BRISTOW GROUP INC + 2022-10-15 2022-10-15 6.25 - 6.25 Other Instrument CORPORATE 500000.00 530624.99 THE CIT GROUP, INC. 2018-04-01 2018-04-01 6.625 - 6.625 Other Instrument CORPORATE 275000.00 312010.42 CIT GROUP INC. 2018-03-15 2018-03-15 5.25 - 5.25 Other Instrument CORPORATE 5000000.00 5429687.50 CHESAPEAKE ENERGY CORPORATION 2020-11-15 2023-03-15 5.75 - 6.875 Other Instrument CORPORATE 4251000.00 4538525.94 CITYCENTER HLDGS LLC / 2016-01-15 2016-01-15 7.625 - 7.625 Other Instrument CORPORATE 3000000.00 3185208.32 COMPAGNIE GENERALE DE GEOPHYSI 2017-05-15 2017-05-15 7.75 - 7.75 Other Instrument CORPORATE 550000.00 572630.19 CONSOL ENERGY, INC. 2017-04-01 2017-04-01 8 - 8 Other Instrument CORPORATE 275000.00 302163.89 DELUXE CORPORATION 2020-11-15 2020-11-15 6 - 6 Other Instrument CORPORATE 1660000.00 1715471.60 DENBURY RESOURCES INC. 2023-07-15 2023-07-15 4.625 - 4.625 Other Instrument CORPORATE 901000.00 853681.81 DIGITALGLOBE8.50%2009 2021-02-01 2021-02-01 5.25 - 5.25 Other Instrument CORPORATE 277000.00 262457.50 DISH DBS CORPORATION 2018-04-01 2018-04-01 4.25 - 4.25 Other Instrument CORPORATE 8450000.00 8469657.82 HORNBECK OFFSHORE SERVICES, IN 2021-03-01 2021-03-01 5 - 5 Other Instrument CORPORATE 200000.00 197388.89 JAGUAR LD ROVER AUTOMOTIVE PLC 2023-02-01 2023-02-01 5.625 - 5.625 Other Instrument CORPORATE 3534000.00 3482094.45 LEVEL 3 FINANCING, INC. 2015-02-15 2018-02-01 4.215 - 10 Other Instrument CORPORATE 6545000.00 6699289.28 MASTEC, INC. 2023-03-15 2023-03-15 4.875 - 4.875 Other Instrument CORPORATE 5551000.00 5317164.20 NIELSEN FINANCE LLC/NIELSEN FI 2020-10-01 2020-10-01 4.5 - 4.5 Other Instrument CORPORATE 715000.00 718396.26 NOKIA CORPORATION 2039-05-15 2039-05-15 6.625 - 6.625 Other Instrument CORPORATE 1240000.00 1117614.60 OSHKOSH CORPORATION 2017-03-01 2017-03-01 8.25 - 8.25 Other Instrument CORPORATE 2225000.00 2408840.43 RANGE RESOURCES CORPOR 2020-08-01 2022-08-15 5 - 6.75 Other Instrument CORPORATE 4660000.00 4898314.13 SMITHFIELD FOODS,INC. 2022-08-15 2022-08-15 6.625 - 6.625 Other Instrument CORPORATE 475000.00 519234.37 SOTHEBY'S HOLDINGS, INC. 2022-10-01 2022-10-01 5.25 - 5.25 Other Instrument CORPORATE 700000.00 691556.22 SYNOVUS FINANCIAL CORP. 2019-02-15 2019-02-15 7.875 - 7.875 Other Instrument CORPORATE 425000.00 502150.76 TARGA RESOURCES PARTNERS LP/FI 2023-05-01 2023-05-01 5.25 - 5.25 Other Instrument CORPORATE 288000.00 288030.01 UHS ESCROW CORPORATION (ESCROW 2018-10-01 2018-10-01 7 - 7 Other Instrument CORPORATE 380000.00 407613.33 VULCAN MATERIALS COMPANY 2021-06-15 2021-06-15 7.5 - 7.5 Other Instrument CORPORATE 600000.00 680750.01 WEX INC. < 2023-02-01 2023-02-01 4.75 - 4.75 Other Instrument CORPORATE 500000.00 474999.99 VEDANTA RESOURCES PLC 2014-01-15 2014-01-15 8.75 - 8.75 Other Instrument CORPORATE 5000000.00 5159027.58 First Tier Security 2013-08-07 2013-08-07 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 56000000.00 56000000.00 0.0005 N 56000000.00 56000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 45A99N7V1 Other Repurchase Agreement N AOL INC 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 50763.00 1855895.28 BAIDU.COM INC 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 50044.00 6590294.36 CF INDUSTRIES HOLDINGS, INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 23682.00 4671037.68 CME GROUP INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 18131.00 1344232.34 GOLD RESOURCE CORPORATIONERIES 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 131351.00 1057375.55 HERCULES OFFSHORE, INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 723651.00 5181341.16 J P MORGAN CHASE & CO 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 240364.00 13299340.12 KODIAK OIL & GAS CORP 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 554167.00 5408669.92 LIBERTY MEDIA CORPORATION, SER 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 7528.00 185038.24 MUELLER WATER PRODUCTS, INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 148059.00 1079350.11 PACIRA PHARMACEUTICALS INC 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 28174.00 966931.68 RLJ LODGING TR 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 57159.00 1408397.76 REGIONS FINANCIAL CORP NEW- 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 140780.00 1413431.20 SPECTRUM BRANDS HOLDINGS INC < 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 5655.00 320186.10 VIACOM,INC CLASS B COMMON NEW@ 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 97159.00 7009050.26 VISA INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 111763.00 21395908.72 VODAFONE GROUP PLC 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 3858534.00 114907142.52 VONAGE HOLDINGS CORP 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 5745458.00 19304738.88 WENDY'S COMPANY < 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 336192.00 2380239.36 WHOLE FOODS MARKET INC 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 67920.00 3777710.40 XEROX CORPORATION 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 320223.00 3086949.72 YAHOO! INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 190376.00 5340046.80 ZALE CORPORATION 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 184852.00 1645182.80 SIGNET JEWELERS LIMITED 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 35501.00 2555361.98 WARNER CHILCOTT PUBLIC LIMITED 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 28418.00 608713.56 AVAGO TECNHOLOGIES 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 21240.00 782694.00 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 AMR CORPORATION 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 1151000.00 1372168.10 CADENCE DESIGN SYSTEMS, INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 14457000.00 28040291.21 COMTECH TELECOMMUNICATIONS COR 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 3000000.00 3118050.00 DENDREON CORPORATION 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 6006000.00 4335599.27 ENDO PHARMA HLDG INC 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 2500000.00 3470057.50 KILROY REALTY L P 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 9495000.00 14166369.09 MICROCHIP TECHNOLOGY INC 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 12421000.00 18954632.32 NORTHSTAR RLTY FIN LTD 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 25870000.00 43107517.31 ONYX PHARMACEUTICALS, INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 2264000.00 7712370.34 PDL BIOPHARMA INC C + 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 1100000.00 1434229.50 RTI INTERNATIONAL META 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 1846000.00 2089173.58 ROVI CORPORATION+ 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 48278000.00 50244556.05 SALESFORCE.COM SR CPFD 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 1000000.00 2075447.00 PFD SUNPOWER CORPONE 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 20358000.00 24960455.21 VERISIGN, INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 12830000.00 19265604.98 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 ALCOA INC $3.75 PRF 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 41176000.00 53640510.49 ALLEGHENY TECHNOLOGIES INC NEW 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 2474000.00 2586153.84 ARCHER-DANIELS MIDLAND COMPANY 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 12587000.00 12916716.47 GILEAD SCIENCES INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 20578000.00 56191788.99 HOST HOTELS & RESORTS, L.P. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 52240000.00 74769074.64 NOVELLUS SYSTEMS, INC 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 1557000.00 2431397.19 PRICELINE.COM, INCORPORATED 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 27617000.00 79943537.47 XILINX, INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 2264000.00 3609214.46 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 ALPHA NATURAL RESOURCES, INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 5918000.00 5369667.71 EMC CORPORATION 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 9656000.00 15866420.55 K. HOVNANIAN ENTERPRISES, INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 2000000.00 2597476.00 MYLAN LABS INC 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 24147000.00 61818903.73 NEWMONT MINING CORPORATION 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 12771000.00 13066980.70 OMNICARE, INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 8394000.00 11452857.54 STARWOOD PROPERTY TRUST, INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 25764000.00 27352307.91 STILLWATER MINING COMPANY 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 33800000.00 37981837.40 TYSON FOODS, INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 3500000.00 5720851.50 XILINX, INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 38596000.00 61528816.90 First Tier Security 2013-10-29 2013-10-29 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 223000000.00 223000000.00 0.0019 Y 223000000.00 223000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.67% 45A99N7S8 Other Repurchase Agreement N PRICELINE.COM, INCORPORATED 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 28985000.00 83903517.17 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., 0.19% 48M996HR7 0001287279 Other Repurchase Agreement N AMERICAN TRANSMISSION 2013-08-29 2013-08-29 N/A Other Commercial Paper 3125000.00 3124549.61 NATIONWIDE BLDG SOC 2013-08-19 2013-08-19 N/A Other Commercial Paper 4100000.00 4099639.30 NORDEA BANK AB (PUBL) 2014-01-23 2014-01-23 N/A Other Commercial Paper 49771818.00 49706970.40 VICTORY RECEIVABLES CP 2013-08-27 2013-08-27 N/A Other Commercial Paper 18265000.00 18262580.96 First Tier Security 2013-08-01 2013-08-01 N N N 73000000.00 73000000.00 0.0006 N 73000000.00 73000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.21% 48M996HP1 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2025-06-15 2047-05-01 3 - 7.109 Government Agency Debt 5715072414.00 392820009.36 FEDERAL NATIONAL MORTGAGE ASSOC 2043-07-01 2043-07-01 3 - 3 Government Agency Debt 46712863.00 44517723.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2014-10-20 2043-07-20 3.5 - 8 Government Agency Debt 281430407.00 217530527.76 First Tier Security 2013-08-07 2013-08-07 N N N 639000000.00 639000000.00 0.0054 N 639000000.00 639000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M996FY4 0001287279 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2007-4C 2037-04-25 2037-04-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 42000000.00 17167209.81 BANC OF AMERICA COMMERCIAL MOR 2049-01-15 2049-01-15 5.523 - 5.523 Other Instrument GOVERNMENT AGENCY 34096300.00 27200477.65 BANC OF AMERICA FUNDING 2007-2 2037-03-25 2037-03-25 5.21 - 5.21 Other Instrument GOVERNMENT AGENCY 110000000.00 5460875.33 BANC OF AMERICA MORTGAGE 2007- 2037-05-25 2037-05-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 19471000.00 13066897.97 CD 2007-CD4 COMMERCIAL MORTGAG 2049-12-11 2049-12-11 5.398 - 5.398 Other Instrument GOVERNMENT AGENCY 16150000.00 11434489.82 CWALT, INC. 2004-2CB 2035-02-25 2035-02-25 6 - 6 Other Instrument GOVERNMENT AGENCY 113000000.00 26103430.08 CWALT, INC., 2005-43 2035-11-25 2035-11-25 6 - 6 Other Instrument GOVERNMENT AGENCY 49804000.00 9863422.07 CREDIT SUISSE COMMERCIAL MORTG 2039-09-15 2039-09-15 5.568 - 5.568 Other Instrument GOVERNMENT AGENCY 11000000.00 4785770.09 GSR MORTGAGE LOAN TRUST 2007-3 2037-05-25 2037-05-25 5 - 5 Other Instrument GOVERNMENT AGENCY 17793000.00 1217437.77 JPMORGAN MORTGAGE TRUST 2006-A 2036-06-25 2036-06-25 5.281 - 5.281 Other Instrument GOVERNMENT AGENCY 8633200.00 5402021.17 JPMORGAN MORTGAGE TRUST 2006-A 2037-01-25 2037-01-25 2.759 - 4.783 Other Instrument GOVERNMENT AGENCY 32094000.00 15198675.00 JP MORGAN MORTGAGE TRUST 2007- 2037-04-25 2037-04-25 5.234 - 5.234 Other Instrument GOVERNMENT AGENCY 18364600.00 12458230.12 J P MORGAN CHASE COML MORTGAGE 2051-02-12 2051-02-12 6.573 - 6.573 Other Instrument GOVERNMENT AGENCY 44750000.00 36490481.18 RALI SERIES 2005-QS9 TRUST 2020-09-25 2020-09-25 5.25 - 5.25 Other Instrument GOVERNMENT AGENCY 24760000.00 5176793.02 STRUCTURED ADJUSTABLE RATE MOR 2035-11-25 2035-11-25 5.225 - 5.225 Other Instrument GOVERNMENT AGENCY 24456000.00 18923515.29 WELLS FARGO MORTGAGE BACKED SE 2036-03-25 2036-03-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 68181000.00 18754698.83 WELLS FARGO MORTGAGE BACKED SE 2037-03-25 2037-03-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 4905000.00 2475520.49 First Tier Security 2013-11-13 2013-11-13 N N N 214000000.00 214000000.00 0.0018 Y 214000000.00 214000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.65% 48M996GL1 0001287279 Other Repurchase Agreement N 51-100 2020-08-25 2051-02-15 0 - 49.61 Other Instrument MORTGAGE 8013023579.00 553082563.41 First Tier Security 2013-10-29 2013-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 512000000.00 512000000.00 0.0043 Y 512000000.00 512000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.24% 48M992TA0 0000728612 Other Repurchase Agreement N MORE THAN 1000 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 41189281.00 1150208419.76 First Tier Security 2013-08-01 2013-08-01 N N N 1065000000.00 1065000000.00 0.0089 N 1065000000.00 1065000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.24% 48M992SX1 0000728612 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2025-11-15 2043-06-15 3.5 - 5.5 Government Agency Debt 660075107.00 130454334.58 FEDERAL NATIONAL MORTGAGE ASSOC 2022-09-25 2043-08-25 0 - 5 Government Agency Debt 989095637.00 209393088.36 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-05-20 2063-05-20 0.423 - 4.879 Government Agency Debt 1387299504.00 116445619.56 First Tier Security 2013-08-07 2013-08-07 N N N 443000000.00 443000000.00 0.0037 N 443000000.00 443000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.39% 48M992TD4 0000728612 Other Repurchase Agreement N 101-500 2013-12-01 2062-10-01 0 - 8.369 Other Municipal Debt 133665168.00 103103770.30 First Tier Security 2013-08-01 2013-08-01 N N N 100000000.00 100000000.00 0.0008 N 100000000.00 100000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.59% 48M992TF9 0000728612 Other Repurchase Agreement N AERCO LTD 0.6587 15JUL25 144A FRN 2025-07-15 2025-07-15 N/A Other Instrument ASSET BACKED 4046994.00 770769.15 ARROW ELECTRONICS INC 2013-08-01 2013-08-01 N/A Other Commercial Paper 10500000.00 10499895.00 AVENUE CLO FUND 2018-11-07 2018-11-07 1.723 - 1.723 Other Instrument ASSET BACKED 5000000.00 4606202.83 CGBAM COML MTG TR 2013-BREH 2030-05-15 2030-05-15 N/A Other Instrument MORTGAGE 27935292.00 24902608.77 COUNTRYWIDE HOME EQUITY LOAN TRUST 2036-07-25 2036-07-25 5.884 - 5.884 Other Instrument ASSET BACKED 3617000.00 2574676.80 COUNTRYWIDE HOME EQUITY LOAN TRUST 2030-02-15 2035-04-25 0.431 - 1.44 Other Instrument ASSET BACKED 35000000.00 2747443.14 CWALT ALTERNATIVE LOAN TRUST 2035-10-25 2035-11-25 4.76 - 4.91 Other Instrument MORTGAGE 37893036.00 2907615.78 CITIGROUP MORTGAGE LOAN TRUST 2033-12-25 2033-12-25 1.44 - 1.44 Other Instrument ASSET BACKED 13195000.00 11805573.10 CONAGRA FOODS INC 2013-08-14 2013-08-21 N/A Other Commercial Paper 56051734.00 55771475.33 GS MORTGAGE SECURITIES CORP II 2020-03-06 2020-03-06 4.085 - 4.805 Other Instrument MORTGAGE 17608053.00 17725324.26 GS MORTGAGE SECURITIES CORP II 2043-08-12 2043-08-12 1.663 - 1.663 Other Instrument MORTGAGE 40931174.00 2906176.68 GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2037-04-10 2037-04-10 5.397 - 5.397 Other Instrument MORTGAGE 200408.00 174604.37 HILLMARK FUNDING 2021-05-21 2021-05-21 3.874 - 3.874 Other Instrument ASSET BACKED 7250000.00 3807412.83 ICICI BANK LTD/NEW YORK NY 2013-08-30 2013-08-30 N/A Financial Company Commercial Paper 10000000.00 9998200.00 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2045-07-15 2045-07-15 5.784 - 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