0000278001-13-000082.txt : 20131129 0000278001-13-000082.hdr.sgml : 20131128 20131004135442 ACCESSION NUMBER: 0000278001-13-000082 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130930 FILED AS OF DATE: 20131004 DATE AS OF CHANGE: 20131004 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: 131136221 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 2013-09-30 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 50 98 121045082653.49 711606505.66 162079818.29 121594609340.86 0.0025 1.0004 2013-09-30 1.0004 2013-09-30 C000019553 2500.00 121594609340.86 1.00 1389424753.42 21837662257.96 20448237504.54 0.0001 1.0004 2013-09-30 1.0004 2013-09-30 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 250002075.00 250002075.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366AUB6 Certificate of Deposit First Tier Security 2013-12-06 2013-12-06 N N N 250000000.00 250000000.00 0.0021 N 249995350.00 249995350.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366AUX8 Certificate of Deposit First Tier Security 2013-12-10 2013-12-10 N N N 432000000.00 432000000.00 0.0036 N 431991446.40 431991446.40 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366AXU1 Certificate of Deposit First Tier Security 2013-12-24 2013-12-24 N N N 363000000.00 363000000.00 0.0030 N 362991433.20 362991433.20 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 228012152.40 228012152.40 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.23% 06366LDW5 Certificate of Deposit First Tier Security 2013-10-17 2014-06-13 N N N 912000000.00 912000000.00 0.0075 N 912052896.00 912052896.00 Bank of Nova Scotia Bank of Nova Scotia, 0.17% 06417F2V1 Certificate of Deposit First Tier Security 2013-12-05 2013-12-05 N N N 500000000.00 500000000.00 0.0041 N 499990800.00 499990800.00 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 212000000.00 212000000.00 0.0017 N 212014840.00 212014840.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417FZU7 Certificate of Deposit First Tier Security 2013-11-08 2013-11-08 N N N 500000000.00 500000000.00 0.0041 N 500043300.00 500043300.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417FZV5 Certificate of Deposit First Tier Security 2013-11-12 2013-11-12 N N N 500000000.00 500000000.00 0.0041 N 500047750.00 500047750.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F3C2 Certificate of Deposit First Tier Security 2014-01-10 2014-01-10 N N N 425000000.00 425000000.00 0.0035 N 424999957.50 424999957.50 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F3D0 Certificate of Deposit First Tier Security 2014-01-13 2014-01-13 N N N 425000000.00 425000000.00 0.0035 N 424999957.50 424999957.50 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F3E8 Certificate of Deposit First Tier Security 2014-01-14 2014-01-14 N N N 409000000.00 409000000.00 0.0034 N 408999959.10 408999959.10 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F4S6 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 428000000.00 428000000.00 0.0035 N 427984891.60 427984891.60 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FRV4 Certificate of Deposit First Tier Security 2013-10-03 2014-01-03 N N N 618000000.00 618000000.00 0.0051 N 618077250.00 618077250.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417FLB4 Certificate of Deposit First Tier Security 2013-10-11 2013-10-11 N N N 412000000.00 412000000.00 0.0034 N 412016480.00 412016480.00 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 0.0084 N 1027175308.90 1027175308.90 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417E5W9 Certificate of Deposit First Tier Security 2013-10-11 2014-03-10 N N N 406000000.00 406000000.00 0.0033 N 406096628.00 406096628.00 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 339024238.50 339024238.50 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 0.0062 N 750066150.00 750066150.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GBD3 Certificate of Deposit First Tier Security 2013-12-13 2013-12-13 N N N 461000000.00 461000000.00 0.0038 N 461047298.60 461047298.60 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GBF8 Certificate of Deposit First Tier Security 2013-12-16 2013-12-16 N N N 1500000000.00 1500000000.00 0.0123 N 1500160050.00 1500160050.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GBY7 Certificate of Deposit First Tier Security 2013-12-18 2013-12-18 N N N 1000000000.00 1000000000.00 0.0082 N 1000109500.00 1000109500.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.26% 06538F4N1 Certificate of Deposit First Tier Security 2013-10-10 2014-01-10 N N N 1270000000.00 1270000000.00 0.0104 N 1270208280.00 1270208280.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.21% 05572W2N5 Certificate of Deposit First Tier Security 2013-12-11 2013-12-11 N N N 251000000.00 251000000.00 0.0021 N 251004994.90 251004994.90 BNP Paribas New York Branch BNP Paribas New York Branch, 0.22% 05572W2G0 Certificate of Deposit First Tier Security 2013-12-06 2013-12-06 N N N 305000000.00 305000000.00 0.0025 N 305011346.00 305011346.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.23% 13606YZK5 Certificate of Deposit First Tier Security 2013-10-16 2014-06-13 N N N 1249000000.00 1249000000.00 0.0103 N 1249332234.00 1249332234.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YPQ3 Certificate of Deposit First Tier Security 2013-10-03 2014-02-28 N N N 405000000.00 405000000.00 0.0033 N 405000000.00 405000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YRX6 Certificate of Deposit First Tier Security 2013-10-07 2014-03-04 N N N 403000000.00 403000000.00 0.0033 N 403118079.00 403118079.00 Credit Agricole CIB Credit Agricole CIB, 0.19% 22532UL69 Certificate of Deposit First Tier Security 2013-11-01 2013-11-01 N N N 996000000.00 996000000.00 0.0082 N 996008864.40 996008864.40 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GVH1 Certificate of Deposit First Tier Security 2013-10-01 2013-10-01 N N N 505000000.00 505000000.00 0.0042 N 504999848.50 504999848.50 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GVN8 Certificate of Deposit First Tier Security 2013-10-02 2013-10-02 N N N 420000000.00 420000000.00 0.0035 N 419999748.00 419999748.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GVP3 Certificate of Deposit First Tier Security 2013-10-03 2013-10-03 N N N 504000000.00 504000000.00 0.0041 N 503999596.80 503999596.80 Credit Suisse Credit Suisse, 0.25% 22550DR76 Certificate of Deposit First Tier Security 2013-10-08 2013-12-30 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 618000000.00 618000000.00 0.0051 N 617972190.00 617972190.00 Credit Suisse Credit Suisse, 0.28% 22549TDP0 Certificate of Deposit First Tier Security 2013-10-10 2014-03-10 N N N 387000000.00 387000000.00 0.0032 N 387033669.00 387033669.00 Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.21% 25155B2R5 Certificate of Deposit First Tier Security 2013-12-27 2013-12-27 N N N 546000000.00 546000000.00 0.0045 N 546013322.40 546013322.40 Fortis Bank New York Branch Fortis Bank New York Branch, 0.21% 34959TAQ9 Certificate of Deposit First Tier Security 2013-12-18 2013-12-18 N N N 504000000.00 504000000.00 0.0041 N 503966836.80 503966836.80 KBC Bank NV KBC Bank NV, 0.22% 4823T0VW6 Certificate of Deposit First Tier Security 2013-10-01 2013-10-01 N N N 364000000.00 364000000.00 0.0030 N 364000509.60 364000509.60 KBC Bank NV KBC Bank NV, 0.22% 4823T0VX4 Certificate of Deposit First Tier Security 2013-10-02 2013-10-02 N N N 404000000.00 404000000.00 0.0033 N 404001131.20 404001131.20 KBC Bank NV KBC Bank NV, 0.22% 4823T0VY2 Certificate of Deposit First Tier Security 2013-10-03 2013-10-03 N N N 284000000.00 284000000.00 0.0023 N 284001192.80 284001192.80 KBC Bank NV KBC Bank NV, 0.22% 4823T0VZ9 Certificate of Deposit First Tier Security 2013-10-04 2013-10-04 N N N 527000000.00 527000000.00 0.0043 N 527002951.20 527002951.20 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.32% 60682AGJ9 Certificate of Deposit First Tier Security 2014-02-21 2014-02-21 N N N 127000000.00 127000000.00 0.0010 N 127040563.80 127040563.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LEL6 Certificate of Deposit First Tier Security 2014-01-23 2014-01-23 N N N 431000000.00 431000000.00 0.0035 N 431013748.90 431013748.90 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LEZ5 Certificate of Deposit First Tier Security 2014-01-31 2014-01-31 N N N 429000000.00 429000000.00 0.0035 N 429014628.90 429014628.90 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.26% 60688LCT1 Certificate of Deposit First Tier Security 2013-12-13 2013-12-13 N N N 429000000.00 429000000.00 0.0035 N 429026383.50 429026383.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.26% 60688LCV6 Certificate of Deposit First Tier Security 2013-12-20 2013-12-20 N N N 214000000.00 214000000.00 0.0018 N 214014402.20 214014402.20 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 0.0034 N 419003477.70 419003477.70 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 420018648.00 420018648.00 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 423021107.70 423021107.70 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 513035550.90 513035550.90 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 429035692.80 429035692.80 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873EA84 Certificate of Deposit First Tier Security 2013-10-01 2013-10-01 N N N 3015000000.00 3015000000.00 0.0248 N 3014998191.00 3014998191.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.21% 63873EZU8 Certificate of Deposit First Tier Security 2013-11-04 2013-11-04 N N N 1000000000.00 1000000000.00 0.0082 N 1000009700.00 1000009700.00 National Bank of Canada National Bank of Canada, 0.31% 63307UEA5 Certificate of Deposit First Tier Security 2013-10-10 2013-12-09 N N N 201000000.00 201000000.00 0.0017 N 200992563.00 200992563.00 National Bank of Canada National Bank of Canada, 0.31% 63307UDX6 Certificate of Deposit First Tier Security 2013-10-21 2013-12-20 N N N 1610000000.00 1610000000.00 0.0132 N 1610077280.00 1610077280.00 National Bank of Canada National Bank of Canada, 0.35% 63307UBK6 Certificate of Deposit First Tier Security 2013-10-21 2014-03-19 N N N 1201000000.00 1200760694.54 0.0099 N 1200852277.00 1200852277.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NNZ5 Certificate of Deposit First Tier Security 2013-10-03 2014-06-03 N N N 425000000.00 425000000.00 0.0035 N 424943475.00 424943475.00 Royal Bank of Canada Royal Bank of Canada, 0.26% 78009NNT9 Certificate of Deposit First Tier Security 2013-10-08 2014-04-08 N N N 250000000.00 250000000.00 0.0021 N 249974750.00 249974750.00 Royal Bank of Canada Royal Bank of Canada, 0.26% 78009NNU6 Certificate of Deposit First Tier Security 2013-10-15 2014-04-15 N N N 228000000.00 228000000.00 0.0019 N 227975832.00 227975832.00 Royal Bank of Canada Royal Bank of Canada, 0.26% 78009NNP7 Certificate of Deposit First Tier Security 2013-10-28 2014-03-27 N N N 325000000.00 325000000.00 0.0027 N 325004550.00 325004550.00 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 618090104.40 618090104.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.12% 86562CV41 Certificate of Deposit First Tier Security 2013-10-01 2013-10-01 N N N 300000000.00 300000000.00 0.0025 N 299999490.00 299999490.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86562JAE7 Certificate of Deposit First Tier Security 2013-10-21 2013-12-19 N N N 206000000.00 206000000.00 0.0017 N 205973426.00 205973426.00 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 0.0053 N 640044352.00 640044352.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CZZ8 Certificate of Deposit First Tier Security 2013-12-23 2013-12-23 N N N 500000000.00 500000000.00 0.0041 N 500023250.00 500023250.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CB43 Certificate of Deposit First Tier Security 2013-12-27 2013-12-27 N N N 423000000.00 423000000.00 0.0035 N 423020600.10 423020600.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CG55 Certificate of Deposit First Tier Security 2014-01-03 2014-01-03 N N N 426000000.00 426000000.00 0.0035 N 426011203.80 426011203.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CL75 Certificate of Deposit First Tier Security 2014-01-13 2014-01-13 N N N 508000000.00 508000000.00 0.0042 N 508014782.80 508014782.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CR38 Certificate of Deposit First Tier Security 2014-01-22 2014-01-22 N N N 427000000.00 427000000.00 0.0035 N 427013493.20 427013493.20 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 434026691.00 434026691.00 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 0.0052 N 633045259.50 633045259.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.32% 86562JAD9 Certificate of Deposit First Tier Security 2013-10-15 2014-03-17 N N N 890000000.00 890000000.00 0.0073 N 890182450.00 890182450.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 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 423023222.70 423023222.70 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 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 433034596.70 433034596.70 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KDJ9 Certificate of Deposit First Tier Security 2013-12-19 2013-12-19 N N N 422000000.00 422000000.00 0.0035 N 422046799.80 422046799.80 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 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 500005550.00 500005550.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 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 623017257.10 623017257.10 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 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 416012688.00 416012688.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.17% 86958CL51 Certificate of Deposit First Tier Security 2013-12-05 2013-12-05 N N N 212000000.00 212001912.54 0.0017 N 211998049.60 211998049.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.17% 86958CL69 Certificate of Deposit First Tier Security 2013-12-06 2013-12-06 N N N 106000000.00 106000970.98 0.0009 N 105999014.20 105999014.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.17% 86958CL77 Certificate of Deposit First Tier Security 2013-12-11 2013-12-11 N N N 108000000.00 108001064.25 0.0009 N 107998920.00 107998920.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.20% 86958CH98 Certificate of Deposit First Tier Security 2013-12-23 2013-12-23 N N N 281000000.00 281003236.78 0.0023 N 281016354.20 281016354.20 Toronto-Dominion Bank Toronto-Dominion Bank, 0.17% 89112TKC7 Certificate of Deposit First Tier Security 2013-12-18 2013-12-18 N N N 249000000.00 249000000.00 0.0020 N 249021837.30 249021837.30 Toronto-Dominion Bank Toronto-Dominion Bank, 0.23% 89112WWF0 Certificate of Deposit First Tier Security 2013-10-15 2013-11-15 N N N 289000000.00 289000000.00 0.0024 N 289045951.00 289045951.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.23% 89112WA49 Certificate of Deposit First Tier Security 2013-10-21 2013-12-20 N N N 395000000.00 395000000.00 0.0032 N 395105465.00 395105465.00 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 291102373.80 291102373.80 UBS AG UBS AG, 0.27% 90267RTZ2 Certificate of Deposit First Tier Security 2013-10-31 2014-04-30 N N N 1027000000.00 1027000000.00 0.0084 N 1026882922.00 1026882922.00 Citibank NA Citibank NA, 0.31% 17304UJJ0 Certificate of Deposit First Tier Security 2013-12-19 2013-12-19 N N N 547000000.00 547000000.00 0.0045 N 547206547.20 547206547.20 Citibank NA Citibank NA, 0.31% 17304UJM3 Certificate of Deposit First Tier Security 2013-12-19 2013-12-19 N N N 165000000.00 165000000.00 0.0014 N 165062304.00 165062304.00 Citibank NA Citibank NA, 0.31% 17304UJS0 Certificate of Deposit First Tier Security 2013-12-31 2013-12-31 N N N 487000000.00 487000000.00 0.0040 N 487211455.40 487211455.40 Citibank NA Citibank NA, 0.31% 17304UKE9 Certificate of Deposit First Tier Security 2014-02-03 2014-02-03 N N N 210000000.00 210000000.00 0.0017 N 210066087.00 210066087.00 Citibank NA Citibank NA, 0.31% 17304UKD1 Certificate of Deposit First Tier Security 2014-02-03 2014-02-03 N N N 1000000000.00 1000000000.00 0.0082 N 1000314700.00 1000314700.00 Citibank NA Citibank NA, 0.31% 17304UKG4 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 1182000000.00 1182000000.00 0.0097 N 1182374930.40 1182374930.40 Citibank NA Citibank NA, 0.31% 17304UKL3 Certificate of Deposit First Tier Security 2014-02-05 2014-02-05 N N N 432000000.00 432000000.00 0.0036 N 432138110.40 432138110.40 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 0.0090 N 1097375283.70 1097375283.70 Citibank NA Citibank NA, 0.32% 17304UJB7 Certificate of Deposit First Tier Security 2013-12-20 2013-12-20 N N N 551000000.00 551000000.00 0.0045 N 551223044.80 551223044.80 Fifth Third Bank, Cincinnati Fifth Third Bank, Cincinnati, 0.22% 31677NFJ0 Certificate of Deposit First Tier Security 2013-11-01 2013-11-01 N N N 412000000.00 412000000.00 0.0034 N 412000000.00 412000000.00 RBS Citizens NA RBS Citizens NA, 0.20% 74929NAH5 Certificate of Deposit First Tier Security 2013-10-02 2013-10-02 N N N 551000000.00 551000000.00 0.0045 N 551000936.70 551000936.70 Wells Fargo & Co. Wells Fargo & Co., 0.20% 9497P6P69 Certificate of Deposit First Tier Security 2013-10-15 2014-03-12 N N N 278000000.00 278000000.00 0.0023 N 277834673.40 277834673.40 Wells Fargo & Co. Wells Fargo & Co., 0.20% 9497P6R34 Certificate of Deposit First Tier Security 2013-10-30 2014-03-28 N N N 322000000.00 322000000.00 0.0026 N 321969088.00 321969088.00 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 0.0047 N 575056177.50 575056177.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 2029917U3 0000008565 Certificate of Deposit First Tier Security 2013-12-09 2013-12-09 N N N 423000000.00 423000000.00 0.0035 N 423000000.00 423000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 2029917W9 0000008565 Certificate of Deposit First Tier Security 2013-12-19 2013-12-19 N N N 379000000.00 379000000.00 0.0031 N 378941065.50 378941065.50 Credit Agricole SA Credit Agricole SA, 0.19% 62G99UAB4 0001191672 Certificate of Deposit First Tier Security 2013-11-01 2013-11-01 N N N 757000000.00 757000000.00 0.0062 N 756993262.70 756993262.70 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 250042425.00 250042425.00 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 47007975.90 47007975.90 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 251050852.60 251050852.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.21% XS0975277095 0000833029 Certificate of Deposit First Tier Security 2013-10-24 2014-03-24 N N N 640000000.00 640000000.00 0.0053 N 639939840.00 639939840.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.21% XS0975605873 0000833029 Certificate of Deposit First Tier Security 2013-10-25 2014-03-25 N N N 854000000.00 854000000.00 0.0070 N 853918870.00 853918870.00 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 251005371.40 251005371.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFU9 0000833029 Certificate of Deposit First Tier Security 2014-02-21 2014-02-21 N N N 848000000.00 848000000.00 0.0070 N 848304940.80 848304940.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFV7 0000833029 Certificate of Deposit First Tier Security 2014-03-05 2014-03-05 N N N 213000000.00 213000000.00 0.0018 N 213036849.00 213036849.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFW5 0000833029 Certificate of Deposit First Tier Security 2014-03-10 2014-03-10 N N N 212000000.00 212000000.00 0.0017 N 212037863.20 212037863.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFX3 0000833029 Certificate of Deposit First Tier Security 2014-03-17 2014-03-17 N N N 213000000.00 213000000.00 0.0018 N 213039703.20 213039703.20 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 144992669.44 0.0012 N 144996969.50 144996969.50 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 891994301.19 0.0073 N 891995004.80 891995004.80 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 249988819.45 0.0021 N 249994225.00 249994225.00 BAT International Finance PLC BAT International Finance PLC, 0.24% 05531MX29 Financial Company Commercial Paper Second Tier Security 2013-10-02 2013-10-02 N N N 30000000.00 29999800.00 0.0002 N 29999667.00 29999667.00 BAT International Finance PLC BAT International Finance PLC, 0.24% 05531MX29 Financial Company Commercial Paper Second Tier Security 2013-10-02 2013-10-02 N N N 30000000.00 29999800.00 0.0002 N 29999667.00 29999667.00 BAT International Finance PLC BAT International Finance PLC, 0.24% 05531MX29 Financial Company Commercial Paper Second Tier Security 2013-10-02 2013-10-02 N N N 44000000.00 43999706.67 0.0004 N 43999511.60 43999511.60 BAT International Finance PLC BAT International Finance PLC, 0.24% 05531MX29 Financial Company Commercial Paper Second Tier Security 2013-10-02 2013-10-02 N N N 30000000.00 29999800.00 0.0002 N 29999667.00 29999667.00 BAT International Finance PLC BAT International Finance PLC, 0.24% 05531MX29 Financial Company Commercial Paper Second Tier Security 2013-10-02 2013-10-02 N N N 30000000.00 29999800.00 0.0002 N 29999667.00 29999667.00 BAT International Finance PLC BAT International Finance PLC, 0.24% 05531MX37 Financial Company Commercial Paper Second Tier Security 2013-10-03 2013-10-03 N N N 30000000.00 29999600.00 0.0002 N 29999499.00 29999499.00 BAT International Finance PLC BAT International Finance PLC, 0.24% 05531MX86 Financial Company Commercial Paper Second Tier Security 2013-10-08 2013-10-08 N N N 30000000.00 29998600.00 0.0002 N 29998641.00 29998641.00 BAT International Finance PLC BAT International Finance PLC, 0.24% 05531MX86 Financial Company Commercial Paper Second Tier Security 2013-10-08 2013-10-08 N N N 30000000.00 29998600.00 0.0002 N 29998641.00 29998641.00 BAT International Finance PLC BAT International Finance PLC, 0.24% 05531MX86 Financial Company Commercial Paper Second Tier Security 2013-10-08 2013-10-08 N N N 30000000.00 29998600.00 0.0002 N 29998641.00 29998641.00 BAT International Finance PLC BAT International Finance PLC, 0.24% 05531MX86 Financial Company Commercial Paper Second Tier Security 2013-10-08 2013-10-08 N N N 30000000.00 29998600.00 0.0002 N 29998641.00 29998641.00 BAT International Finance PLC BAT International Finance PLC, 0.24% 05531MXB9 Financial Company Commercial Paper Second Tier Security 2013-10-11 2013-10-11 N N N 50000000.00 49996666.67 0.0004 N 49996715.00 49996715.00 BAT International Finance PLC BAT International Finance PLC, 0.25% 05531MX78 Financial Company Commercial Paper Second Tier Security 2013-10-07 2013-10-07 N N N 30000000.00 29998750.00 0.0002 N 29998833.00 29998833.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.22% 0556N0Z65 Financial Company Commercial Paper First Tier Security 2013-12-06 2013-12-06 N N N 191000000.00 190922963.36 0.0016 N 190936970.00 190936970.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.24% 0556N0Z24 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N N N 495284000.00 495079282.48 0.0041 N 495134077.53 495134077.53 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 274990375.00 0.0023 N 274999147.50 274999147.50 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 130995287.64 0.0011 N 130999593.90 130999593.90 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 61965555.54 0.0005 N 61983260.00 61983260.00 Credit Suisse Credit Suisse, 0.28% 2254EBD16 Financial Company Commercial Paper First Tier Security 2014-04-01 2014-04-01 N N N 419000000.00 418406882.37 0.0034 N 418416416.80 418416416.80 Credit Suisse Credit Suisse, 0.28% 2254EBD73 Financial Company Commercial Paper First Tier Security 2014-04-07 2014-04-07 N N N 210000000.00 209692933.42 0.0017 N 209689095.00 209689095.00 DNB Bank ASA DNB Bank ASA, 0.22% 2332K1AD2 Financial Company Commercial Paper First Tier Security 2014-01-13 2014-01-13 N N N 419000000.00 418739754.49 0.0034 N 418761714.70 418761714.70 DNB Bank ASA DNB Bank ASA, 0.22% 2332K1AM2 Financial Company Commercial Paper First Tier Security 2014-01-21 2014-01-21 N N N 419000000.00 418713217.96 0.0034 N 418739591.50 418739591.50 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636WAP9 Financial Company Commercial Paper First Tier Security 2013-10-03 2014-02-03 N N N 460000000.00 460000000.00 0.0038 N 460076820.00 460076820.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636WAS3 Financial Company Commercial Paper First Tier Security 2013-10-07 2014-03-07 N N N 1000000000.00 1000000000.00 0.0082 N 999915000.00 999915000.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-10-24 2013-12-24 N N N 500000000.00 500000000.00 0.0041 N 500116500.00 500116500.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-10-28 2013-11-26 N N N 900000000.00 900000000.00 0.0074 N 900171000.00 900171000.00 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 599720000.04 0.0049 N 599876520.00 599876520.00 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 314994399.99 0.0026 N 314999464.50 314999464.50 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.15% 51489GXA0 Financial Company Commercial Paper First Tier Security 2013-10-10 2013-10-10 N N N 300000000.00 299988750.00 0.0025 N 299990550.00 299990550.00 Nationwide Building Society Nationwide Building Society, 0.21% 6385E0YR8 Financial Company Commercial Paper First Tier Security 2013-11-25 2013-11-25 N N N 107000000.00 106965670.80 0.0009 N 106961330.20 106961330.20 Nationwide Building Society Nationwide Building Society, 0.21% 6385E0YT4 Financial Company Commercial Paper First Tier Security 2013-11-27 2013-11-27 N N N 250000000.00 249916875.10 0.0021 N 249905075.00 249905075.00 Nationwide Building Society Nationwide Building Society, 0.23% 6385E0YC1 Financial Company Commercial Paper First Tier Security 2013-11-12 2013-11-12 N N N 200000000.00 199946333.32 0.0016 N 199950380.00 199950380.00 Nationwide Building Society Nationwide Building Society, 0.23% 6385E0YC1 Financial Company Commercial Paper First Tier Security 2013-11-12 2013-11-12 N N N 35000000.00 34990608.33 0.0003 N 34991316.50 34991316.50 Nationwide Building Society Nationwide Building Society, 0.23% 6385E0YE7 Financial Company Commercial Paper First Tier Security 2013-11-14 2013-11-14 N N N 103000000.00 102971045.55 0.0008 N 102972962.50 102972962.50 Nationwide Building Society Nationwide Building Society, 0.23% 6385E0YS6 Financial Company Commercial Paper First Tier Security 2013-11-26 2013-11-26 N N N 99000000.00 98964580.00 0.0008 N 98963320.50 98963320.50 Nationwide Building Society Nationwide Building Society, 0.23% 6385E0ZA4 Financial Company Commercial Paper First Tier Security 2013-12-10 2013-12-10 N N N 83000000.00 82962880.54 0.0007 N 82960765.90 82960765.90 Nationwide Building Society Nationwide Building Society, 0.23% 6385E1A35 Financial Company Commercial Paper First Tier Security 2014-01-03 2014-01-03 N N N 106000000.00 105936341.15 0.0009 N 105935658.00 105935658.00 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.19% 69033QYT9 Financial Company Commercial Paper First Tier Security 2013-11-27 2013-11-27 N N N 28000000.00 27991576.67 0.0002 N 27989248.00 27989248.00 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.19% 69033QZ35 Financial Company Commercial Paper First Tier Security 2013-12-03 2013-12-03 N N N 160000000.00 159946799.97 0.0013 N 159932016.00 159932016.00 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 408930470.00 0.0034 N 408978813.80 408978813.80 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 408918881.64 0.0034 N 408973946.70 408973946.70 Swedbank AB Swedbank AB, 0.24% 87019SB45 Financial Company Commercial Paper First Tier Security 2014-02-04 2014-02-04 N N N 120000000.00 119899199.97 0.0010 N 119888244.00 119888244.00 Swedbank AB Swedbank AB, 0.24% 87019SB60 Financial Company Commercial Paper First Tier Security 2014-02-06 2014-02-06 N N N 200000000.00 199829333.32 0.0016 N 199807940.00 199807940.00 Swedbank AB Swedbank AB, 0.24% 87019SB78 Financial Company Commercial Paper First Tier Security 2014-02-07 2014-02-07 N N N 130000000.00 129888199.97 0.0011 N 129873250.00 129873250.00 Swedbank AB Swedbank AB, 0.24% 87019SBA1 Financial Company Commercial Paper First Tier Security 2014-02-10 2014-02-10 N N N 54000000.00 53952480.00 0.0004 N 53944936.20 53944936.20 Swedbank AB Swedbank AB, 0.24% 87019SBB9 Financial Company Commercial Paper First Tier Security 2014-02-11 2014-02-11 N N N 200000000.00 199822666.60 0.0016 N 199793040.00 199793040.00 Swedbank AB Swedbank AB, 0.24% 87019SBD5 Financial Company Commercial Paper First Tier Security 2014-02-13 2014-02-13 N N N 140000000.00 139874000.00 0.0012 N 139850858.00 139850858.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.23% 89116EYJ6 Financial Company Commercial Paper First Tier Security 2013-11-18 2013-11-18 N N N 200000000.00 199938666.68 0.0016 N 199967420.00 199967420.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.17% 89233GZX7 Financial Company Commercial Paper First Tier Security 2013-12-31 2013-12-31 N N N 194000000.00 193916633.89 0.0016 N 193929597.40 193929597.40 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 747897150.00 0.0062 N 747966115.60 747966115.60 Ciesco LP Ciesco LP, 0.29% 17178BZG3 Asset Backed Commercial Paper First Tier Security 2013-12-16 2013-12-16 N N Y GUARANTOR CITIBANK NA N/A N/A 219000000.00 218865923.38 0.0018 N 218908348.50 218908348.50 Govco, Inc. Govco, Inc., 0.28% 38362VZK2 Asset Backed Commercial Paper First Tier Security 2013-12-19 2013-12-19 N N Y LIQUIDITY CITIBANK NA N/A N/A 85000000.00 84947772.19 0.0007 N 84949000.00 84949000.00 Govco, Inc. Govco, Inc., 0.28% 38362VZS5 Asset Backed Commercial Paper First Tier Security 2013-12-26 2013-12-26 N N Y LIQUIDITY CITIBANK NA N/A N/A 100000000.00 99933111.10 0.0008 N 99933060.00 99933060.00 Govco, Inc. Govco, Inc., 0.29% 38362VZC0 Asset Backed Commercial Paper First Tier Security 2013-12-12 2013-12-12 N N Y LIQUIDITY CITIBANK NA N/A N/A 136000000.00 135921120.03 0.0011 N 135927471.20 135927471.20 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 39997333.33 0.0003 N 39997972.00 39997972.00 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 55996266.67 0.0005 N 55997160.80 55997160.80 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 99991666.68 0.0008 N 99993740.00 99993740.00 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 349930000.00 0.0029 N 349945540.00 349945540.00 Govco, Inc. Govco, Inc., 0.30% 38362VY15 Asset Backed Commercial Paper First Tier Security 2013-11-01 2013-11-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 42000000.00 41989150.00 0.0003 N 41991377.40 41991377.40 Govco, Inc. Govco, Inc., 0.30% 38362VY49 Asset Backed Commercial Paper First Tier Security 2013-11-04 2013-11-04 N N Y LIQUIDITY CITIBANK NA N/A N/A 213000000.00 212939649.99 0.0018 N 212951755.50 212951755.50 Govco, Inc. Govco, Inc., 0.30% 38362VY56 Asset Backed Commercial Paper First Tier Security 2013-11-05 2013-11-05 N N Y LIQUIDITY CITIBANK NA N/A N/A 56000000.00 55983666.67 0.0005 N 55986896.00 55986896.00 Govco, Inc. Govco, Inc., 0.30% 38362VYE7 Asset Backed Commercial Paper First Tier Security 2013-11-14 2013-11-14 N N Y LIQUIDITY CITIBANK NA N/A N/A 56000000.00 55979466.67 0.0005 N 55983200.00 55983200.00 Govco, Inc. Govco, Inc., 0.30% 38362VYF4 Asset Backed Commercial Paper First Tier Security 2013-11-15 2013-11-15 N N Y LIQUIDITY CITIBANK NA N/A N/A 114000000.00 113957249.98 0.0009 N 113964899.40 113964899.40 AT&T, Inc. AT&T, Inc., 0.23% 0020A2XM9 Other Commercial Paper Second Tier Security 2013-10-21 2013-10-21 N N N 81000000.00 80989650.00 0.0007 N 80987712.30 80987712.30 AT&T, Inc. AT&T, Inc., 0.23% 0020A2XM9 Other Commercial Paper Second Tier Security 2013-10-21 2013-10-21 N N N 81000000.00 80989650.02 0.0007 N 80987712.30 80987712.30 AT&T, Inc. AT&T, Inc., 0.23% 0020A2XQ0 Other Commercial Paper Second Tier Security 2013-10-24 2013-10-24 N N N 163000000.00 162976048.06 0.0013 N 162971377.20 162971377.20 AT&T, Inc. AT&T, Inc., 0.23% 0020A2XR8 Other Commercial Paper Second Tier Security 2013-10-25 2013-10-25 N N N 164000000.00 163974853.32 0.0013 N 163969889.60 163969889.60 AT&T, Inc. AT&T, Inc., 0.23% 0020A2XR8 Other Commercial Paper Second Tier Security 2013-10-25 2013-10-25 N N N 83000000.00 82987273.33 0.0007 N 82984761.20 82984761.20 AT&T, Inc. AT&T, Inc., 0.24% 0020A2XM9 Other Commercial Paper Second Tier Security 2013-10-21 2013-10-21 N N N 35000000.00 34995333.33 0.0003 N 34994690.50 34994690.50 BPCE SA BPCE SA, 0.20% 05571BY64 Other Commercial Paper First Tier Security 2013-11-06 2013-11-06 N N N 336000000.00 335932800.00 0.0028 N 335943014.40 335943014.40 BPCE SA BPCE SA, 0.20% 05571BYC1 Other Commercial Paper First Tier Security 2013-11-12 2013-11-12 N N N 348000000.00 347918800.12 0.0029 N 347929738.80 347929738.80 Comcast Corp. Comcast Corp., 0.24% 2003A2X92 Other Commercial Paper Second Tier Security 2013-10-09 2013-10-09 N N N 59000000.00 58996853.33 0.0005 N 58996460.00 58996460.00 Comcast Corp. Comcast Corp., 0.24% 2003A2X92 Other Commercial Paper Second Tier Security 2013-10-09 2013-10-09 N N N 62000000.00 61996693.33 0.0005 N 61996776.00 61996776.00 Comcast Corp. Comcast Corp., 0.24% 2003A2X92 Other Commercial Paper Second Tier Security 2013-10-09 2013-10-09 N N N 85000000.00 84995466.66 0.0007 N 84994900.00 84994900.00 Credit Suisse Credit Suisse, 0.28% 22533HAA0 Other Commercial Paper First Tier Security 2013-10-07 2013-12-05 N N N 604000000.00 604000000.00 0.0050 N 604074896.00 604074896.00 Devon Energy Corp. Devon Energy Corp., 0.33% 25179JAB6 Other Commercial Paper Second Tier Security 2013-10-25 2013-10-30 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 566000000.00 566000000.00 0.0047 N 565953022.00 565953022.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.37% 42823JXG5 Other Commercial Paper Second Tier Security 2013-10-16 2013-10-16 N N N 17000000.00 16997379.16 0.0001 N 16998337.40 16998337.40 Hewlett-Packard Co. Hewlett-Packard Co., 0.37% 42823JXG5 Other Commercial Paper Second Tier Security 2013-10-16 2013-10-16 N N N 35000000.00 34994604.16 0.0003 N 34996577.00 34996577.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.41% 42823JXM2 Other Commercial Paper Second Tier Security 2013-10-21 2013-10-21 N N N 55000000.00 54987472.24 0.0005 N 54992943.50 54992943.50 Hewlett-Packard Co. Hewlett-Packard Co., 0.41% 42823JXR1 Other Commercial Paper Second Tier Security 2013-10-25 2013-10-25 N N N 60000000.00 59983600.00 0.0005 N 59990832.00 59990832.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.41% 42823JXR1 Other Commercial Paper Second Tier Security 2013-10-25 2013-10-25 N N N 91000000.00 90975126.66 0.0007 N 90986095.20 90986095.20 Hewlett-Packard Co. Hewlett-Packard Co., 0.41% 42823JXR1 Other Commercial Paper Second Tier Security 2013-10-25 2013-10-25 N N N 89000000.00 88975673.33 0.0007 N 88986400.80 88986400.80 Hewlett-Packard Co. Hewlett-Packard Co., 0.41% 42823JXR1 Other Commercial Paper Second Tier Security 2013-10-25 2013-10-25 N N N 100000000.00 99972666.66 0.0008 N 99984720.00 99984720.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.41% 42823JXR1 Other Commercial Paper Second Tier Security 2013-10-25 2013-10-25 N N N 58075000.00 58059126.16 0.0005 N 58066126.14 58066126.14 Hewlett-Packard Co. Hewlett-Packard Co., 0.41% 42823JXR1 Other Commercial Paper Second Tier Security 2013-10-25 2013-10-25 N N N 94000000.00 93974306.66 0.0008 N 93985636.80 93985636.80 Northeast Utilities Northeast Utilities, 0.25% 66439TX45 Other Commercial Paper Second Tier Security 2013-10-04 2013-10-04 N N N 100000000.00 99997916.66 0.0008 N 99997890.00 99997890.00 PNC Bank NA PNC Bank NA, 0.27% 69354BAP7 Other Commercial Paper First Tier Security 2014-04-17 2014-04-17 N N N 135000000.00 135000000.00 0.0011 N 134720158.50 134720158.50 Sempra Global Sempra Global, 0.30% 81685LXB6 Other Commercial Paper Second Tier Security 2013-10-11 2013-10-11 N N N 50000000.00 49995833.33 0.0004 N 49997480.00 49997480.00 Sempra Global Sempra Global, 0.30% 81685LXJ9 Other Commercial Paper Second Tier Security 2013-10-18 2013-10-18 N N N 39000000.00 38994475.01 0.0003 N 38996392.50 38996392.50 Sempra Global Sempra Global, 0.30% 81685LXJ9 Other Commercial Paper Second Tier Security 2013-10-18 2013-10-18 N N N 75000000.00 74989375.02 0.0006 N 74993062.50 74993062.50 Sempra Global Sempra Global, 0.31% 81685LXJ9 Other Commercial Paper Second Tier Security 2013-10-18 2013-10-18 N N N 25000000.00 24996340.28 0.0002 N 24997687.50 24997687.50 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.25% 88159BXA2 Other Commercial Paper Second Tier Security 2013-10-10 2013-10-10 N N N 41000000.00 40997437.50 0.0003 N 40997597.40 40997597.40 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.25% 88159BXB0 Other Commercial Paper Second Tier Security 2013-10-11 2013-10-11 N N N 138000000.00 137990416.65 0.0011 N 137990933.40 137990933.40 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.25% 88159BY86 Other Commercial Paper Second Tier Security 2013-11-08 2013-11-08 N N N 163000000.00 162956986.06 0.0013 N 162953023.40 162953023.40 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.25% 88159BYE3 Other Commercial Paper Second Tier Security 2013-11-14 2013-11-14 N N N 124000000.00 123962111.11 0.0010 N 123961188.00 123961188.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BC56 Other Commercial Paper First Tier Security 2014-03-05 2014-03-05 N N N 11000000.00 10991001.39 0.0001 N 10994089.70 10994089.70 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BCX5 Other Commercial Paper First Tier Security 2014-03-31 2014-03-31 N N N 24000000.00 23977073.34 0.0002 N 23983012.80 23983012.80 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BCX5 Other Commercial Paper First Tier Security 2014-03-31 2014-03-31 N N N 60000000.00 59942683.36 0.0005 N 59957532.00 59957532.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BCX5 Other Commercial Paper First Tier Security 2014-03-31 2014-03-31 N N N 13000000.00 12987581.40 0.0001 N 12990798.60 12990798.60 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BD30 Other Commercial Paper First Tier Security 2014-04-03 2014-04-03 N N N 25000000.00 24975722.21 0.0002 N 24982015.00 24982015.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BD30 Other Commercial Paper First Tier Security 2014-04-03 2014-04-03 N N N 25000000.00 24975722.21 0.0002 N 24982015.00 24982015.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BD30 Other Commercial Paper First Tier Security 2014-04-03 2014-04-03 N N N 25000000.00 24975722.21 0.0002 N 24982015.00 24982015.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BD71 Other Commercial Paper First Tier Security 2014-04-07 2014-04-07 N N N 25000000.00 24975194.43 0.0002 N 24981625.00 24981625.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BD71 Other Commercial Paper First Tier Security 2014-04-07 2014-04-07 N N N 100000000.00 99900777.80 0.0008 N 99926500.00 99926500.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BD71 Other Commercial Paper First Tier Security 2014-04-07 2014-04-07 N N N 45000000.00 44955350.02 0.0004 N 44966925.00 44966925.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BD89 Other Commercial Paper First Tier Security 2014-04-08 2014-04-08 N N N 50000000.00 49950125.00 0.0004 N 49963055.00 49963055.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BDG1 Other Commercial Paper First Tier Security 2014-04-16 2014-04-16 N N N 50000000.00 49948013.89 0.0004 N 49961500.00 49961500.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BDG1 Other Commercial Paper First Tier Security 2014-04-16 2014-04-16 N N N 27000000.00 26971927.50 0.0002 N 26979210.00 26979210.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BDG1 Other Commercial Paper First Tier Security 2014-04-16 2014-04-16 N N N 55000000.00 54942815.28 0.0005 N 54957650.00 54957650.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BDG1 Other Commercial Paper First Tier Security 2014-04-16 2014-04-16 N N N 50000000.00 49948013.89 0.0004 N 49961500.00 49961500.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BDH9 Other Commercial Paper First Tier Security 2014-04-17 2014-04-17 N N N 50000000.00 49947749.99 0.0004 N 49961305.00 49961305.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BDH9 Other Commercial Paper First Tier Security 2014-04-17 2014-04-17 N N N 68000000.00 67928940.01 0.0006 N 67947374.80 67947374.80 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BDH9 Other Commercial Paper First Tier Security 2014-04-17 2014-04-17 N N N 50000000.00 49947749.98 0.0004 N 49961305.00 49961305.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BDM8 Other Commercial Paper First Tier Security 2014-04-21 2014-04-21 N N N 50000000.00 49946694.43 0.0004 N 49960530.00 49960530.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BDN6 Other Commercial Paper First Tier Security 2014-04-22 2014-04-22 N N N 100000000.00 99892861.12 0.0008 N 99920670.00 99920670.00 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 49958611.10 0.0004 N 49975000.00 49975000.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BE96 Other Commercial Paper First Tier Security 2014-05-09 2014-05-09 N N N 24200000.00 24170422.21 0.0002 N 24178161.92 24178161.92 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233ABB4 Other Commercial Paper First Tier Security 2013-10-15 2014-03-13 N N N 120000000.00 120000000.00 0.0010 N 119989320.00 119989320.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233ABC2 Other Commercial Paper First Tier Security 2013-10-18 2014-03-18 N N N 300000000.00 300000000.00 0.0025 N 299972700.00 299972700.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.27% 92780JXW6 Other Commercial Paper Second Tier Security 2013-10-30 2013-10-30 N N N 10000000.00 9997825.00 0.0001 N 9997833.00 9997833.00 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 243822249.88 0.0020 N 243873342.00 243873342.00 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 986953615.63 0.0081 N 987332260.00 987332260.00 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 997126901.42 0.0082 N 997311064.00 997311064.00 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 387145475.97 0.0032 N 387236358.00 387236358.00 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 909365950.81 0.0075 N 909497223.00 909497223.00 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 263648205.02 0.0022 N 263729299.00 263729299.00 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 348733235.31 0.0029 N 348905708.00 348905708.00 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 68031354.85 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 1133654914.00 0.0093 N 1134087703.00 1134087703.00 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 757858205.99 0.0062 N 758093865.00 758093865.00 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 565006113.45 0.0046 N 565158936.00 565158936.00 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 670727880.75 0.0055 N 670974604.00 670974604.00 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 811069930.08 0.0067 N 811437600.00 811437600.00 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 251037356.72 0.0021 N 251152250.00 251152250.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828LK4 Treasury Debt First Tier Security 2014-08-31 2014-08-31 N N N 234000000.00 238726064.63 0.0020 N 238817124.00 238817124.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828RG7 Treasury Debt First Tier Security 2014-09-15 2014-09-15 N N N 351000000.00 351259355.94 0.0029 N 351466128.00 351466128.00 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 201006571.28 0.0017 N 201132800.00 201132800.00 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 76666547.57 0.0006 N 76716081.31 76716081.31 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 383919885.65 0.0032 N 384074880.00 384074880.00 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 614035284.85 0.0050 N 614126487.00 614126487.00 Fannie Mae Fannie Mae, 0.15% 3135G0YF4 Government Agency Debt First Tier Security 2013-10-05 2015-08-05 N N N 600000000.00 599775138.72 0.0049 N 599958600.00 599958600.00 Fannie Mae Fannie Mae, 0.16% 3135G0PG2 Government Agency Debt First Tier Security 2013-10-11 2014-09-11 N N N 717000000.00 716866642.16 0.0059 N 717371406.00 717371406.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313381DU6 Government Agency Debt First Tier Security 2013-10-03 2014-06-03 N N N 390000000.00 389946645.74 0.0032 N 390145860.00 390145860.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313381HK4 Government Agency Debt First Tier Security 2013-10-10 2014-06-10 N N N 250000000.00 249964816.75 0.0021 N 250095000.00 250095000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313381JE6 Government Agency Debt First Tier Security 2013-10-25 2014-06-25 N N N 500000000.00 499925768.20 0.0041 N 500232500.00 500232500.00 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 44006157.70 0.0004 N 44017468.00 44017468.00 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 25004724.16 0.0002 N 25010700.00 25010700.00 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 35005329.22 0.0003 N 35015190.00 35015190.00 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 132020098.75 0.0011 N 132057288.00 132057288.00 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 7028889.03 0.0001 N 7029488.98 7029488.98 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 7578693.31 0.0001 N 7580873.08 7580873.08 Freddie Mac Freddie Mac, 0.17% 3134G4DT2 Government Agency Debt First Tier Security 2013-10-16 2015-07-16 N N N 1250000000.00 1249773449.00 0.0103 N 1250412500.00 1250412500.00 Freddie Mac Freddie Mac, 0.17% 3134G4DU9 Government Agency Debt First Tier Security 2013-10-17 2015-07-17 N N N 1250000000.00 1249773102.00 0.0103 N 1250411250.00 1250411250.00 Freddie Mac Freddie Mac, 0.17% 3134G4C97 Government Agency Debt First Tier Security 2013-10-26 2015-06-26 N N N 1105000000.00 1104808365.82 0.0091 N 1105400010.00 1105400010.00 Bank of America NA Bank of America NA, 0.22% 06052WN41 Other Note First Tier Security 2013-11-25 2013-11-25 N N N 330000000.00 330000000.00 0.0027 N 329864040.00 329864040.00 Bank of America NA Bank of America NA, 0.23% 06052WF99 Other Note First Tier Security 2013-10-10 2013-10-10 N N N 414000000.00 414000000.00 0.0034 N 414004595.40 414004595.40 Bank of America NA Bank of America NA, 0.23% 06052WJ61 Other Note First Tier Security 2013-11-01 2013-11-01 N N N 274000000.00 274000000.00 0.0023 N 274000000.00 274000000.00 Bank of America NA Bank of America NA, 0.23% 06052WK44 Other Note First Tier Security 2013-11-04 2013-11-04 N N N 274000000.00 274000000.00 0.0023 N 274000000.00 274000000.00 Bank of America NA Bank of America NA, 0.23% 06052WK77 Other Note First Tier Security 2013-11-08 2013-11-08 N N N 274000000.00 274000000.00 0.0023 N 274000000.00 274000000.00 Bank of America NA Bank of America NA, 0.23% 06052WL76 Other Note First Tier Security 2013-11-15 2013-11-15 N N N 273000000.00 273000000.00 0.0022 N 273000000.00 273000000.00 Bank of America NA Bank of America NA, 0.24% 06052WG23 Other Note First Tier Security 2013-10-17 2013-10-17 N N N 553000000.00 553000000.00 0.0045 N 553013050.80 553013050.80 Dominion Resources, Inc. Dominion Resources, Inc., 0.38% 25746UBS7 Other Note Second Tier Security 2013-10-21 2013-11-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 323000000.00 323000000.00 0.0027 N 322994832.00 322994832.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.27% 86959JDE5 Other Note First Tier Security 2013-10-15 2014-03-14 N N N 208000000.00 208000000.00 0.0017 N 207996672.00 207996672.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86959JCX4 Other Note First Tier Security 2013-10-28 2014-03-27 N N N 816000000.00 816000000.00 0.0067 N 815934720.00 815934720.00 Texas Gen. Oblig. Texas Gen. Oblig., 2.00% TRAN Series 2013 882723CX5 Other Municipal Debt First Tier Security 2014-08-28 2014-08-28 N N N 540500000.00 549347722.22 0.0045 N 549369605.00 549369605.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.19% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2013-10-07 2013-10-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 181000000.00 181000000.00 0.0015 N 181000000.00 181000000.00 ING Bank NV ING Bank NV, 0.14% 48M994KS6 0001017255 Other Instrument Time Deposits First Tier Security 2013-10-01 2013-10-01 N N N 758000000.00 758000000.00 0.0062 N 758000000.00 758000000.00 Nordea Bank AB Nordea Bank AB, 0.01% 44U999GG6 Other Instrument Time Deposits First Tier Security 2013-10-01 2013-10-01 N N N 650000000.00 650000000.00 0.0053 N 650000000.00 650000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.01% 44U997HJ3 Other Instrument Time Deposits First Tier Security 2013-10-01 2013-10-01 N N N 474000000.00 474000000.00 0.0039 N 474000000.00 474000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-08-01 2040-03-01 0.557 - 8 Government Agency Debt 547742036.41 96032869.14 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-01 2041-07-25 0.489 - 9.5 Government Agency Debt 1326214560.59 254425890.62 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.364 - 7 Government Agency Debt 746082732.23 332330441.01 Unrated Security 2013-10-01 2013-10-01 N N N 666336039.00 666336038.58 0.0055 N 666336038.58 666336038.58 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_07629 Government Agency Repurchase Agreement Y US TREASURY 2014-02-28 2022-02-15 0.25 - 4.125 Treasury Debt 65890994.47 66144602.15 FEDERAL HOME LOAN MORTGAGE CORP 2016-06-25 2043-10-01 1.337 - 3.5 Government Agency Debt 5592238.29 5583326.08 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2043-09-01 0 - 4.5 Government Agency Debt 34393362.00 32706023.89 Unrated Security 2013-10-01 2013-10-01 N N N 102386023.00 102386022.66 0.0008 N 102386022.66 102386022.66 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-04-01 2043-09-01 0.484 - 8.07 Government Agency Debt 130173859.21 117751846.37 FEDERAL NATIONAL MORTGAGE ASSOC 2017-08-01 2043-10-01 2 - 8.75 Government Agency Debt 99608486.98 89419556.98 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-09-20 2043-09-20 2 - 6 Government Agency Debt 21700156.66 19933898.53 Unrated Security 2013-10-01 2013-10-01 N N N 222112013.00 222112012.86 0.0018 N 222112012.86 222112012.86 Citibank NA In a joint trading account with Citibank NA at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_26602 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-10-01 2048-05-01 2 - 13 Government Agency Debt 322818840.08 60446598.23 FEDERAL NATIONAL MORTGAGE ASSOC 2013-10-01 2048-11-01 1.64 - 11 Government Agency Debt 457461559.00 115073076.59 GOVERNMENT NATIONAL MORTAGE ASSOC 2013-12-15 2048-08-15 1.125 - 9.5 Government Agency Debt 264314781.43 28163952.86 Unrated Security 2013-10-01 2013-10-01 N N N 199689276.00 199689276.32 0.0016 N 199689276.32 199689276.32 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-12-15 2043-08-15 0 - 6.5 Government Agency Debt 37562465.86 26282457.02 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-05-20 2062-10-20 0.48 - 6 Government Agency Debt 31978264.83 26880818.45 Unrated Security 2013-10-01 2013-10-01 N N N 51614601.00 51614601.08 0.0004 N 51614601.08 51614601.08 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_39304 Government Agency Repurchase Agreement Y US TREASURY 2013-10-31 2038-05-15 0.25 - 8 Treasury Debt 26051581.67 29616626.41 FEDERAL NATIONAL MORTGAGE ASSOC 2026-06-01 2043-06-01 3 - 4.5 Government Agency Debt 112740101.87 98588696.34 Unrated Security 2013-10-01 2013-10-01 N N N 125651939.00 125651938.70 0.0010 N 125651938.70 125651938.70 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_40488 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-12-01 2043-09-01 2.5 - 7 Government Agency Debt 99823937.42 79217219.00 FEDERAL NATIONAL MORTGAGE ASSOC 2020-05-01 2045-08-01 1.409 - 6.5 Government Agency Debt 398444873.28 142590888.27 Unrated Security 2013-10-01 2013-10-01 N N N 217458237.00 217458237.35 0.0018 N 217458237.35 217458237.35 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% 45G99RWB2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-12-01 2043-08-01 2.354 - 5 Government Agency Debt 241509408.00 169666019.84 FEDERAL NATIONAL MORTGAGE ASSOC 2040-02-01 2042-08-01 2.789 - 4.5 Government Agency Debt 190432176.00 131246929.12 Unrated Security 2013-10-07 2013-10-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 295000000.00 295000000.00 0.0024 N 295000000.00 295000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% 45G99RWJ5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2043-09-01 2.054 - 5 Government Agency Debt 256160505.00 127137635.68 FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2043-10-01 1.977 - 5 Government Agency Debt 495550680.00 250278555.56 Unrated Security 2013-10-07 2013-10-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 370000000.00 370000000.00 0.0030 N 370000000.00 370000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% 45G99RUN8 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2043-04-01 2.166 - 5.659 Government Agency Debt 557647943.00 172225000.15 FEDERAL NATIONAL MORTGAGE ASSOC 2013-12-01 2048-01-01 1.359 - 6.5 Government Agency Debt 999033534.00 433789303.53 Unrated Security 2013-10-07 2013-10-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 594000000.00 594000000.00 0.0049 N 594000000.00 594000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% 45G99RVT4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-12-01 2043-08-01 1.886 - 5 Government Agency Debt 212589960.00 109133174.34 FEDERAL NATIONAL MORTGAGE ASSOC 2026-07-01 2043-09-01 1.995 - 5 Government Agency Debt 340578442.00 276424822.49 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-11-20 2041-07-20 4.5 - 4.5 Government Agency Debt 207302038.00 142843098.41 Unrated Security 2013-10-07 2013-10-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 518000000.00 518000000.00 0.0043 N 518000000.00 518000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. 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LLC Credit Suisse Securities (U.S.A.) LLC, 0.20% 48N998RC4 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2043-08-15 3 - 4 Government Agency Debt 139076381.00 75552838.90 FEDERAL NATIONAL MORTGAGE ASSOC 2019-02-25 2043-08-25 0.46 - 11.523 Government Agency Debt 837400755.00 78951453.37 First Tier Security 2013-10-02 2013-10-02 N N N 150000000.00 150000000.00 0.0012 N 150000000.00 150000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.66% 48N998AF5 0000318336 Other Repurchase Agreement N 51-100 2013-10-22 2051-11-03 0 - 54.176 Other Instrument MORTGAGE 685593276.00 145987055.81 First Tier Security 2013-10-22 2013-10-22 N N N 135000000.00 135000000.00 0.0011 Y 135000000.00 135000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.67% 48K99W6G8 0000318336 Other Repurchase Agreement N 51-100 2013-10-22 2052-04-07 0 - 8.29 Other Instrument MORTGAGE 433497081.00 115750291.62 First Tier Security 2013-10-01 2013-10-01 N N N 107000000.00 107000000.00 0.0009 N 107000000.00 107000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.67% 48K99W7M4 0000318336 Other Repurchase Agreement N 101-500 2017-05-15 2052-08-26 0 - 7.764 Other Instrument MORTGAGE 1733587068.00 230395349.69 First Tier Security 2013-10-07 2013-10-07 N N N 213000000.00 213000000.00 0.0018 N 213000000.00 213000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.67% 48K99W8N1 0000318336 Other Repurchase Agreement N 101-500 2013-10-22 2051-03-12 0 - 7.672 Other Instrument MORTGAGE 1090560269.00 231449110.66 First Tier Security 2013-10-15 2013-10-15 N N N 214000000.00 214000000.00 0.0018 Y 214000000.00 214000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.67% 48K99W9M2 0000318336 Other Repurchase Agreement N 101-500 2013-10-22 2051-11-03 0 - 7.672 Other Instrument MORTGAGE 1296047771.00 231436772.70 First Tier Security 2013-10-17 2013-10-17 N N N 214000000.00 214000000.00 0.0018 Y 214000000.00 214000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.72% 48K99WSG4 0000318336 Other Repurchase Agreement N 51-100 2017-06-11 2051-11-03 0 - 8.29 Other Instrument MORTGAGE 939241059.00 229651613.35 First Tier Security 2013-11-04 2013-11-04 N N N 212000000.00 212000000.00 0.0017 Y 212000000.00 212000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48N998BH0 0000318336 Other Repurchase Agreement N 51-100 2019-06-17 2059-12-25 0.309 - 8.29 Other Instrument MORTGAGE 116441424.00 45423363.29 First Tier Security 2014-01-21 2014-01-21 N N N 42000000.00 42000000.00 0.0003 Y 42000000.00 42000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.76% 48K99WYY8 0000318336 Other Repurchase Agreement N 51-100 2013-10-22 2052-08-26 0 - 6.77 Other Instrument MORTGAGE 750060443.00 117994830.99 First Tier Security 2013-12-06 2013-12-06 N N N 109000000.00 109000000.00 0.0009 Y 109000000.00 109000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.77% 48K99WUU0 0000318336 Other Repurchase Agreement N 101-500 2017-06-11 2059-12-25 0 - 7.96 Other Instrument MORTGAGE 1705736540.00 406186802.35 First Tier Security 2013-11-12 2013-11-12 N N N 375000000.00 375000000.00 0.0031 Y 375000000.00 375000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.19% 45J996TC7 Other Repurchase Agreement N 51-100 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12727461.00 510842732.38 First Tier Security 2013-10-01 2013-10-01 N N N 473000000.00 473000000.00 0.0039 N 473000000.00 473000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.50% 45A99N8Q1 Other Repurchase Agreement N ANGLOGOLD LTD ADR 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 10674758.00 141333795.92 First Tier Security 2013-12-30 2013-12-30 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 130000000.00 130000000.00 0.0011 Y 130000000.00 130000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 45A99N7V1 Other Repurchase Agreement N NEUROCRINE BIOSCIENCES, INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 12.00 137.40 PEPSICO 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 2.00 160.40 PFIZER INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 5.00 144.40 PIONEER NATURAL RESOURCES COMP 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 1.00 188.78 SCHLUMBERGER LTD 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 1.00 88.82 SIMON PROPERTY GROUP 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 1.00 150.10 ZILLOW INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 50924.00 4479020.42 WARNER CHILCOTT PUBLIC LIMITED 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 217075.00 5016603.25 CHENIERE ENERGY INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 4.00 134.32 CHEVRON CORPORATION < 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 1.00 122.64 COLONY FINANCIAL, INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 815786.00 16438087.90 DISCOVER FINANCIAL SERVICES 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 183429.00 9408073.41 GNC HLDGS INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 166437.00 9039193.47 HUNTSDMAN CORPORATION 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 7.00 143.85 J P MORGAN CHASE & CO 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 1877207.00 98065293.68 LENDER PROCESSING SERVICES 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 70353.00 2334312.54 MGM GRAND, INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 3122026.00 63127365.72 MARATHON PETE CORP 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 304439.00 19770268.66 MARRIOTT VACATIONS WORLDWIDE 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 2859.00 126596.52 MERCK & CO INC NEW 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 3.00 143.37 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., 0.61% 45A99N8M0 Other Repurchase Agreement N ARRIS GROUP INC + 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 20977000.00 22736257.08 BPZ ENERGY INC COM 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 17500000.00 16610177.50 CACI INTL INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 19833000.00 25546173.31 CADENCE DESIGN SYSTEMS, INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 23270000.00 23387327.34 CHEMED CORPORATION 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 12960000.00 13527427.68 DFC GLOBAL CORP 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 15405000.00 14342301.48 ENPRO INDUSTRIES INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 13954000.00 26030293.94 ISIS PHARMACEUTICALS, INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 15205000.00 36518274.24 LINEAR TECHNOLOGY CORP 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 4068000.00 4398525.00 MOLINA HEALTHCARE, INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 19864000.00 24924949.92 VIROPHARMA INCORPORATED 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 4894000.00 10467184.43 WRIGHT MEDICAL GROUP 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 12454000.00 15417516.48 First Tier Security 2013-12-09 2013-12-09 N N N 215000000.00 215000000.00 0.0018 Y 215000000.00 215000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N8K4 Other Repurchase Agreement N ACCURAY INCORPORATED 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 10800000.00 16157804.40 AUXILIUMPHARMACEUTICAL 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 12032100.00 12488200.81 BOTTOMLINE TECHNOLOGIES, INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 580000.00 672678.20 CIENA CORPORATION 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 8760000.00 13285573.68 COBALT INTL ENERGY INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 6350000.00 6747510.00 FORESTAR GROUP INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 4889900.00 5765451.26 HOLOGIC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 27032000.00 28340051.45 ICONIX BRAND GROUP INC *- 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 14623000.00 17898273.67 MOLINA HEALTHCARE, INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 29704000.00 32195125.96 THERAVANCE, INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 13068000.00 21538756.01 TIBCO SOFTWARE, INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 127862700.00 131309239.08 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 ACCURAY INCORPORATED 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 1400000.00 1464652.00 GT ADVANCED TECHNOLOGIES, INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 5997000.00 7806654.72 IAS OPER PARTNERSHIP LP 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 350000.00 330281.70 MICRON TECHNOLOGY, INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 30325600.00 57139878.01 PENNYMAC CORP 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 3368000.00 3303789.08 PHOTRONICS INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 3705000.00 4172756.25 TAKE-2 INTERACTIVE SOFTWARE 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 199300.00 238217.91 TESLA MOTORS, INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 71672000.00 120656586.76 TIBCO SOFTWARE, INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 46651300.00 47908785.79 First Tier Security 2013-12-30 2013-12-30 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. 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Morgan Clearing Corp., 0.65% 45A99N8N8 Other Repurchase Agreement N AMERICAN RLTY CAP PPTYS INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 6720000.00 6458168.64 ARRAY BIOPHARMA 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 4591000.00 5210371.81 ASCENT MEDIA CORPORATION 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 7238000.00 7510691.65 BLUCORA INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 6690000.00 8567207.31 CONCUR TECHNOLOGIES, INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 15215000.00 18676640.73 ENCORE CAPITAL GROUP INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 9386000.00 11184385.76 HEALTHWAYS INCORPORATED + 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 24700000.00 27931204.60 PFD INFINERA CORP SR-D 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 18700000.00 21781610.40 MEDIDATA SOLUTIONS, INC.FD INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 4300000.00 4785861.30 MERRIMACK PHARMACEUTICALS INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 2230000.00 2141915.00 MOLINA HEALTHCARE, INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 3426000.00 3713321.49 MOVE. INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 2000000.00 2260406.00 NETSUITE, INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 6335000.00 7211022.81 NORTHSTAR RLTY FIN LTD 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 13500000.00 14116126.50 PROSPECT ENERGY CORPORATION 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 4000000.00 4130224.00 RAMBUS INC. 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 8311000.00 8590798.13 SALIX PHARMACEUTICALS LTD DEL 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 2212000.00 2729092.60 SERVICESOURCE INTL INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 5900000.00 6206446.00 TAKE-2 INTERACTIVE SOFTWARE 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 7415000.00 8217532.87 WEB.COM GROUP INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 14950000.00 16863241.20 WORKDAY INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 36161000.00 43415727.83 First Tier Security 2014-01-16 2014-01-16 N N N 213000000.00 213000000.00 0.0018 Y 213000000.00 213000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.21% 48M996PP2 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2043-02-15 0 - 19.653 Government Agency Debt 191210426.00 27986763.72 FEDERAL NATIONAL MORTGAGE ASSOC 2033-07-25 2043-07-25 3 - 5.971 Government Agency Debt 8251100.00 1646053.13 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-10-16 2054-02-16 0.2 - 6.57 Government Agency Debt 809681784.00 214487828.34 First Tier Security 2013-10-02 2013-10-02 N N N 237000000.00 237000000.00 0.0019 N 237000000.00 237000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M996FY4 0001287279 Other Repurchase Agreement N ADJUSTABLE RATE MORTGAGE TRUST 2036-02-25 2036-02-25 0.449 - 0.449 Other Instrument GOVERNMENT AGENCY 64089542.00 10090119.45 BCAP LLC TRUST 2007-AA3 2047-05-25 2047-05-25 0.329 - 0.329 Other Instrument GOVERNMENT AGENCY 87006000.00 28134558.01 BEAR STEARNS MORTGAGE FUNDING 2046-09-25 2046-09-25 0.409 - 0.409 Other Instrument GOVERNMENT AGENCY 104175000.00 24517832.85 CWALT, INC., 2005-13CB 2035-05-25 2035-07-25 0.419 - 0.579 Other Instrument GOVERNMENT AGENCY 164209354.00 33887896.93 HARBORVIEW MORTGAGE LOAN TRUST 2035-05-19 2035-07-19 0.4 - 0.421 Other Instrument GOVERNMENT AGENCY 179650000.00 26132484.66 IMPAC SECURED ASSETS CORP. 2036-05-25 2036-05-25 0.379 - 0.379 Other Instrument GOVERNMENT AGENCY 68624000.00 20475212.24 LUMINENT MORTGAGE TRUST 2005-1 2046-02-25 2046-02-25 0.379 - 0.379 Other Instrument GOVERNMENT AGENCY 71319998.00 17429561.38 RALI SERIES 2005-QS9 TRUST 2035-12-25 2035-12-25 3.71 - 3.71 Other Instrument GOVERNMENT AGENCY 5538000.00 1596591.74 STRUCTURED ASSET MORTGAGE INVE 2036-08-25 2036-08-25 0.389 - 0.389 Other Instrument GOVERNMENT AGENCY 73303000.00 23390182.82 WAMU MORTGAGE PASS-THROUGH CER 2046-08-25 2046-08-25 1.159 - 1.159 Other Instrument GOVERNMENT AGENCY 109700000.00 35025473.54 WMALT SERIES 2006-8 2036-10-25 2036-10-25 0.299 - 0.299 Other Instrument GOVERNMENT AGENCY 99946000.00 10737909.54 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 101-500 2020-08-25 2049-01-15 0 - 38.707 Other Instrument MORTGAGE 11203033913.00 553689810.11 First Tier Security 2013-12-30 2013-12-30 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 512000000.00 512000000.00 0.0042 Y 512000000.00 512000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.24% 48M9926H0 0000728612 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2027-02-15 2043-04-15 3 - 5 Government Agency Debt 671499255.00 101786744.32 FEDERAL NATIONAL MORTGAGE ASSOC 2022-09-25 2043-05-25 0.638 - 5 Government Agency Debt 1439936757.00 153285704.72 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-10-20 2063-08-20 0.01 - 5.099 Government Agency Debt 3369955570.00 202265843.85 First Tier Security 2013-10-02 2013-10-02 N N N 444000000.00 444000000.00 0.0037 N 444000000.00 444000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.51% 48M9927D8 0000728612 Other Repurchase Agreement N 51-100 2013-10-24 2046-11-20 0 - 7.213 Other Instrument MORTGAGE 1503835427.00 206776745.89 First Tier Security 2013-10-01 2013-10-01 N N N 193000000.00 193000000.00 0.0016 N 193000000.00 193000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.51% 48M9926C1 0000728612 Other Repurchase Agreement N 51-100 2013-10-30 2099-12-31 0 - 7.625 Other Instrument MORTGAGE 2336601975.00 239030231.63 First Tier Security 2013-10-01 2013-10-01 N N N 222000000.00 222000000.00 0.0018 N 222000000.00 222000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.73% 48M9922Q4 0000728612 Other Repurchase Agreement N 101-500 2014-06-15 2063-04-01 0 - 9 Other Instrument CORPORATE 95565094.00 178297567.40 First Tier Security 2013-11-01 2013-11-01 N N N 165000000.00 165000000.00 0.0014 Y 165000000.00 165000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.73% 48M9923M2 0000728612 Other Repurchase Agreement N 101-500 2013-11-26 2049-01-01 0 - 10.125 Other Instrument CORPORATE 144896031.00 530356595.55 First Tier Security 2013-11-08 2013-11-08 N N N 494000000.00 494000000.00 0.0041 Y 494000000.00 494000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48M9924C3 0000728612 Other Repurchase Agreement N 51-100 2013-10-30 2052-05-25 0 - 8 Other Instrument MORTGAGE 814184681.00 118555200.18 First Tier Security 2013-11-12 2013-11-12 N N N 110000000.00 110000000.00 0.0009 Y 110000000.00 110000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. 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