0000278001-13-000087.txt : 20131230 0000278001-13-000087.hdr.sgml : 20131230 20131106170343 ACCESSION NUMBER: 0000278001-13-000087 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20131031 FILED AS OF DATE: 20131106 DATE AS OF CHANGE: 20131106 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: 131197259 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 2013-10-31 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 52 112 121405658544.05 82643062.50 938363209.40 120549938397.15 0.0025 1.0004 2013-10-31 1.0004 2013-10-31 C000019553 2500.00 120549938397.15 1.00 -1359201031.79 25452064044.37 26811265076.16 0.0001 1.0004 2013-10-31 1.0004 2013-10-31 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 250015000.00 250015000.00 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 432028771.20 432028771.20 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 363032670.00 363032670.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366AYX4 Certificate of Deposit First Tier Security 2014-01-06 2014-01-06 N N N 269000000.00 269000000.00 0.0022 N 269010006.80 269010006.80 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366AZE5 Certificate of Deposit First Tier Security 2014-02-07 2014-02-07 N N N 350000000.00 350000000.00 0.0029 N 349980750.00 349980750.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.22% 06366LDW5 Certificate of Deposit First Tier Security 2013-11-18 2014-07-15 N N N 912000000.00 912000000.00 0.0076 N 912047424.00 912047424.00 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 500034000.00 500034000.00 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 300000000.00 300000000.00 0.0025 N 300009990.00 300009990.00 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 500025000.00 500025000.00 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 425041862.50 425041862.50 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 425043647.50 425043647.50 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 409042536.00 409042536.00 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 0.0036 N 428034197.20 428034197.20 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FRV4 Certificate of Deposit First Tier Security 2013-11-04 2014-01-03 N N N 618000000.00 618000000.00 0.0051 N 618119274.00 618119274.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417FYW4 Certificate of Deposit First Tier Security 2013-12-27 2013-12-27 N N N 1027000000.00 1027000000.00 0.0085 N 1027243707.10 1027243707.10 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417E5W9 Certificate of Deposit First Tier Security 2013-11-12 2014-04-10 N N N 406000000.00 406000000.00 0.0034 N 406112868.00 406112868.00 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 339009017.40 339009017.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538F4N1 Certificate of Deposit First Tier Security 2013-11-12 2014-01-10 N N N 1270000000.00 1270000000.00 0.0105 N 1270118110.00 1270118110.00 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 750036600.00 750036600.00 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 461032961.50 461032961.50 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 0.0124 N 1500114750.00 1500114750.00 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 0.0083 N 1000079800.00 1000079800.00 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 251014281.90 251014281.90 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 305018269.50 305018269.50 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.23% 13606YZK5 Certificate of Deposit First Tier Security 2013-11-18 2014-07-14 N N N 1249000000.00 1249000000.00 0.0104 N 1249329736.00 1249329736.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.27% 13606YRX6 Certificate of Deposit First Tier Security 2013-11-05 2014-04-04 N N N 403000000.00 403000000.00 0.0033 N 403053599.00 403053599.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YPQ3 Certificate of Deposit First Tier Security 2013-11-04 2014-04-02 N N N 405000000.00 405000000.00 0.0034 N 404866755.00 404866755.00 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 0.0083 N 996001693.20 996001693.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GWW7 Certificate of Deposit First Tier Security 2013-11-01 2013-11-01 N N N 501000000.00 501000000.00 0.0042 N 500999699.40 500999699.40 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GWZ0 Certificate of Deposit First Tier Security 2013-11-05 2013-11-05 N N N 1029000000.00 1029000000.00 0.0085 N 1028997118.80 1028997118.80 Credit Suisse Credit Suisse, 0.27% 22549TDP0 Certificate of Deposit First Tier Security 2013-11-10 2014-03-10 N N N 387000000.00 387000000.00 0.0032 N 387027090.00 387027090.00 Credit Suisse Credit Suisse, 0.29% 22550DR76 Certificate of Deposit First Tier Security 2014-01-07 2014-01-07 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 618000000.00 618000000.00 0.0051 N 618051912.00 618051912.00 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 546043188.60 546043188.60 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 0.0042 N 504013406.40 504013406.40 KBC Bank NV KBC Bank NV, 0.22% 4823T0WR6 Certificate of Deposit First Tier Security 2013-11-01 2013-11-01 N N N 822000000.00 822000000.00 0.0068 N 822001397.40 822001397.40 KBC Bank NV KBC Bank NV, 0.22% 4823T0WS4 Certificate of Deposit First Tier Security 2013-11-05 2013-11-05 N N N 808000000.00 808000000.00 0.0067 N 808006706.40 808006706.40 KBC Bank NV KBC Bank NV, 0.22% 4823T0WT2 Certificate of Deposit First Tier Security 2013-11-06 2013-11-06 N N N 811000000.00 811000000.00 0.0067 N 811008110.00 811008110.00 KBC Bank NV KBC Bank NV, 0.22% 4823T0WU9 Certificate of Deposit First Tier Security 2013-11-07 2013-11-07 N N N 405000000.00 405000000.00 0.0034 N 405000000.00 405000000.00 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 0.0011 N 127035788.60 127035788.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.20% 60688LEA0 Certificate of Deposit First Tier Security 2013-12-17 2013-12-17 N N N 57000000.00 57000726.36 0.0005 N 56999994.30 56999994.30 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 0.0036 N 431020041.50 431020041.50 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 0.0036 N 429021836.10 429021836.10 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LFP6 Certificate of Deposit First Tier Security 2014-02-07 2014-02-07 N N N 427000000.00 427000000.00 0.0035 N 426999957.30 426999957.30 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LGS9 Certificate of Deposit First Tier Security 2014-02-21 2014-02-21 N N N 438000000.00 438000000.00 0.0036 N 437999956.20 437999956.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LHN9 Certificate of Deposit First Tier Security 2014-03-06 2014-03-06 N N N 432000000.00 432000000.00 0.0036 N 431984880.00 431984880.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LHP4 Certificate of Deposit First Tier Security 2014-03-07 2014-03-07 N N N 430000000.00 430000000.00 0.0036 N 430000000.00 430000000.00 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 0.0036 N 429025568.40 429025568.40 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 214014830.20 214014830.20 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873EF22 Certificate of Deposit First Tier Security 2013-11-06 2013-11-06 N N N 2244800000.00 2244800000.00 0.0186 N 2244705718.40 2244705718.40 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 0.0083 N 1000005600.00 1000005600.00 National Bank of Canada National Bank of Canada, 0.30% 63307UEA5 Certificate of Deposit First Tier Security 2013-11-12 2014-01-09 N N N 201000000.00 201000000.00 0.0017 N 200996382.00 200996382.00 National Bank of Canada National Bank of Canada, 0.30% 63307UDX6 Certificate of Deposit First Tier Security 2013-11-22 2014-01-21 N N N 1610000000.00 1610000000.00 0.0134 N 1610075670.00 1610075670.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2013-11-20 2014-04-17 N N N 1201000000.00 1200777666.23 0.0100 N 1200895513.00 1200895513.00 Royal Bank of Canada Royal Bank of Canada, 0.17% 78009NPN0 Certificate of Deposit First Tier Security 2013-11-07 2014-04-07 N N N 208000000.00 208000000.00 0.0017 N 207947376.00 207947376.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NNZ5 Certificate of Deposit First Tier Security 2013-11-04 2014-06-03 N N N 425000000.00 425000000.00 0.0035 N 424926475.00 424926475.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NNT9 Certificate of Deposit First Tier Security 2013-11-08 2014-04-08 N N N 250000000.00 250000000.00 0.0021 N 250021750.00 250021750.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NNU6 Certificate of Deposit First Tier Security 2013-11-15 2014-04-15 N N N 228000000.00 228000000.00 0.0019 N 228020976.00 228020976.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NNP7 Certificate of Deposit First Tier Security 2013-11-27 2014-03-27 N N N 325000000.00 325000000.00 0.0027 N 325044850.00 325044850.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.24% 83051HRD0 Certificate of Deposit First Tier Security 2014-03-20 2014-03-20 N N N 429000000.00 429000000.00 0.0036 N 428983311.90 428983311.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2013-11-19 2014-01-21 N N N 206000000.00 206000000.00 0.0017 N 205979606.00 205979606.00 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 640020224.00 640020224.00 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 500036750.00 500036750.00 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 423033417.00 423033417.00 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 426015080.40 426015080.40 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 508020777.20 508020777.20 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 427019599.30 427019599.30 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562C2J0 Certificate of Deposit First Tier Security 2014-02-10 2014-02-10 N N N 500000000.00 500000000.00 0.0041 N 500014100.00 500014100.00 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 434005034.40 434005034.40 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 633014748.90 633014748.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2013-11-15 2014-04-15 N N N 890000000.00 890000000.00 0.0074 N 890105020.00 890105020.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KFE8 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 351000000.00 351000000.00 0.0029 N 351028009.80 351028009.80 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KFH1 Certificate of Deposit First Tier Security 2014-02-24 2014-02-24 N N N 432000000.00 432000000.00 0.0036 N 432041688.00 432041688.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KFK4 Certificate of Deposit First Tier Security 2014-02-25 2014-02-25 N N N 430000000.00 430000000.00 0.0036 N 430041882.00 430041882.00 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 433005412.50 433005412.50 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 422045871.40 422045871.40 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KFN8 Certificate of Deposit First Tier Security 2014-03-06 2014-03-06 N N N 644000000.00 644000000.00 0.0053 N 644033745.60 644033745.60 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 212001000.43 0.0018 N 212005151.60 212005151.60 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 106000514.91 0.0009 N 106002650.00 106002650.00 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 108000599.57 0.0009 N 108003067.20 108003067.20 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 281002027.86 0.0023 N 281022732.90 281022732.90 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 0.0021 N 249026543.40 249026543.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.21% 89112TMH4 Certificate of Deposit First Tier Security 2014-04-07 2014-04-07 N N N 639000000.00 639000000.00 0.0053 N 639084028.50 639084028.50 Toronto-Dominion Bank Toronto-Dominion Bank, 0.22% 89112WWF0 Certificate of Deposit First Tier Security 2013-11-15 2013-11-15 N N N 289000000.00 289000000.00 0.0024 N 289013872.00 289013872.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.22% 89112WA49 Certificate of Deposit First Tier Security 2013-11-20 2013-12-20 N N N 395000000.00 395000000.00 0.0033 N 395069520.00 395069520.00 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 291088755.00 291088755.00 UBS AG UBS AG, 0.26% 90267RTZ2 Certificate of Deposit First Tier Security 2013-11-29 2014-04-30 N N N 1027000000.00 1027000000.00 0.0085 N 1027207454.00 1027207454.00 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 547163717.10 547163717.10 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 165049384.50 165049384.50 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 487181456.20 487181456.20 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 0.0083 N 1000369100.00 1000369100.00 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 210077511.00 210077511.00 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 0.0098 N 1182440886.00 1182440886.00 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 432162820.80 432162820.80 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 0.0091 N 1097198008.50 1097198008.50 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 0.0046 N 551175934.30 551175934.30 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 412001812.80 412001812.80 RBS Citizens NA RBS Citizens NA, 0.20% 74929NAS1 Certificate of Deposit First Tier Security 2013-11-01 2013-11-01 N N N 564000000.00 564000000.00 0.0047 N 564000620.40 564000620.40 RBS Citizens NA RBS Citizens NA, 0.20% 74929NAT9 Certificate of Deposit First Tier Security 2013-11-06 2013-11-06 N N N 553000000.00 553000000.00 0.0046 N 553003705.10 553003705.10 Wells Fargo & Co. Wells Fargo & Co., 0.19% 9497P6P69 Certificate of Deposit First Tier Security 2013-11-12 2014-03-12 N N N 278000000.00 278000000.00 0.0023 N 277899391.80 277899391.80 Wells Fargo & Co. Wells Fargo & Co., 0.19% 9497P6R34 Certificate of Deposit First Tier Security 2013-11-29 2014-03-28 N N N 322000000.00 322000000.00 0.0027 N 321977138.00 321977138.00 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 0.0048 N 575024897.50 575024897.50 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 423022884.30 423022884.30 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 378989653.30 378989653.30 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 257000000.00 257000000.00 0.0021 N 257000205.60 257000205.60 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 250006250.00 250006250.00 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 47001175.00 47001175.00 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 251015034.90 251015034.90 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0980217011 0000833029 Certificate of Deposit First Tier Security 2013-11-08 2014-04-08 N N N 426000000.00 426000000.00 0.0035 N 426000000.00 426000000.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0975277095 0000833029 Certificate of Deposit First Tier Security 2013-11-25 2014-03-24 N N N 640000000.00 640000000.00 0.0053 N 640028800.00 640028800.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0975605873 0000833029 Certificate of Deposit First Tier Security 2013-11-25 2014-03-25 N N N 854000000.00 854000000.00 0.0071 N 854039284.00 854039284.00 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 848319102.40 848319102.40 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 213081280.80 213081280.80 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 0.0018 N 212084121.60 212084121.60 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 213089076.60 213089076.60 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.24% 06741GUR4 Financial Company Commercial Paper First Tier Security 2014-01-13 2014-01-13 N N N 211000000.00 210897313.26 0.0017 N 210931045.20 210931045.20 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.24% 06741GVC6 Financial Company Commercial Paper First Tier Security 2014-02-05 2014-02-05 N N N 86000000.00 85944959.97 0.0007 N 85944358.00 85944358.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.11% 06737HY11 Financial Company Commercial Paper First Tier Security 2013-11-01 2013-11-01 N N N 86000000.00 86000000.00 0.0007 N 85999656.00 85999656.00 BAT International Finance PLC BAT International Finance PLC, 0.28% 05531MY51 Financial Company Commercial Paper Second Tier Security 2013-11-05 2013-11-05 N N N 35000000.00 34998911.11 0.0003 N 34999027.00 34999027.00 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 190959147.24 0.0016 N 190972496.00 190972496.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.22% 0556N1B44 Financial Company Commercial Paper First Tier Security 2014-02-04 2014-02-04 N N N 749000000.00 748565164.15 0.0062 N 748584529.70 748584529.70 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 495181641.24 0.0041 N 495221940.91 495221940.91 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 20272EA81 Financial Company Commercial Paper First Tier Security 2014-01-08 2014-01-08 N N N 166000000.00 165946695.61 0.0014 N 165959911.00 165959911.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272DZL7 Financial Company Commercial Paper First Tier Security 2013-12-20 2013-12-20 N N N 62000000.00 61978902.78 0.0005 N 61990210.20 61990210.20 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 418507907.88 0.0035 N 418572452.40 418572452.40 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 209743566.73 0.0017 N 209773578.00 209773578.00 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 418817327.65 0.0035 N 418876855.90 418876855.90 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 418792595.08 0.0035 N 418850165.60 418850165.60 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE17 Financial Company Commercial Paper First Tier Security 2014-05-01 2014-05-01 N N N 105000000.00 104883858.35 0.0009 N 104899137.00 104899137.00 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE25 Financial Company Commercial Paper First Tier Security 2014-05-02 2014-05-02 N N N 105000000.00 104883216.67 0.0009 N 104898591.00 104898591.00 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE58 Financial Company Commercial Paper First Tier Security 2014-05-05 2014-05-05 N N N 84000000.00 83905033.36 0.0007 N 83917537.20 83917537.20 ING U.S. Funding LLC ING U.S. Funding LLC, 0.20% 4497W0Z27 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N Y ING BANK NV N/A N/A N 49000000.00 48991561.10 0.0004 N 48993424.20 48993424.20 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAS3 Financial Company Commercial Paper First Tier Security 2013-11-07 2014-03-07 N N N 1000000000.00 1000000000.00 0.0083 N 999730000.00 999730000.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-11-24 2013-12-24 N N N 500000000.00 500000000.00 0.0041 N 500061500.00 500061500.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-11-26 2013-11-26 N N N 900000000.00 900000000.00 0.0075 N 900069300.00 900069300.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636WAP9 Financial Company Commercial Paper First Tier Security 2013-11-04 2014-02-03 N N N 460000000.00 460000000.00 0.0038 N 460056120.00 460056120.00 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 599875000.08 0.0050 N 599968740.00 599968740.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.15% 51489GY50 Financial Company Commercial Paper First Tier Security 2013-11-05 2013-11-05 N N N 65000000.00 64998916.67 0.0005 N 64999005.50 64999005.50 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 106985019.98 0.0009 N 106987855.50 106987855.50 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 249962083.35 0.0021 N 249968175.00 249968175.00 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 199985944.44 0.0017 N 199990880.00 199990880.00 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 34997540.28 0.0003 N 34998404.00 34998404.00 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 102991445.27 0.0009 N 102994417.40 102994417.40 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 98984187.50 0.0008 N 98988090.30 98988090.30 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 82979319.16 0.0007 N 82982138.40 82982138.40 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 105957335.02 0.0009 N 105965518.20 105965518.20 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 27996157.78 0.0002 N 27996508.40 27996508.40 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 159972977.76 0.0013 N 159974768.00 159974768.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UCK2 Financial Company Commercial Paper First Tier Security 2014-03-19 2014-03-19 N N N 187000000.00 186827960.07 0.0015 N 186830316.20 186830316.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UCL0 Financial Company Commercial Paper First Tier Security 2014-03-20 2014-03-20 N N N 500000000.00 499536666.80 0.0041 N 499539150.00 499539150.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UCM8 Financial Company Commercial Paper First Tier Security 2014-03-21 2014-03-21 N N N 500000000.00 499533333.50 0.0041 N 499533900.00 499533900.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UCS5 Financial Company Commercial Paper First Tier Security 2014-03-26 2014-03-26 N N N 314000000.00 313696466.69 0.0026 N 313688009.60 313688009.60 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 119923999.97 0.0010 N 119933436.00 119933436.00 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 199870666.68 0.0017 N 199885120.00 199885120.00 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 129915066.63 0.0011 N 129924210.00 129924210.00 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 53963640.00 0.0004 N 53966952.00 53966952.00 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 199863999.96 0.0017 N 199875820.00 199875820.00 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 139902933.33 0.0012 N 139910162.00 139910162.00 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 199978277.80 0.0017 N 199993500.00 199993500.00 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 193945033.32 0.0016 N 193963508.60 193963508.60 United Overseas Bank Ltd. United Overseas Bank Ltd., 0.20% 91127QAD1 Financial Company Commercial Paper First Tier Security 2014-01-13 2014-01-13 N N N 100000000.00 99959444.44 0.0008 N 99967320.00 99967320.00 United Overseas Bank Ltd. United Overseas Bank Ltd., 0.20% 91127QBA6 Financial Company Commercial Paper First Tier Security 2014-02-10 2014-02-10 N N N 100000000.00 99943888.92 0.0008 N 99947300.00 99947300.00 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 218920612.54 0.0018 N 218946651.60 218946651.60 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 84968266.64 0.0007 N 84971074.50 84971074.50 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 99957222.20 0.0008 N 99961110.00 99961110.00 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 135955082.24 0.0011 N 135960655.20 135960655.20 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 42000000.00 0.0003 N 41999764.80 41999764.80 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 212994675.00 0.0018 N 212995271.40 212995271.40 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 55998133.33 0.0005 N 55998443.20 55998443.20 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 55993933.34 0.0005 N 55995251.20 55995251.20 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 113986699.99 0.0009 N 113989546.20 113989546.20 AT&T, Inc. AT&T, Inc., 0.27% 0020A2YF3 Other Commercial Paper Second Tier Security 2013-11-15 2013-11-15 N N N 83000000.00 82991285.00 0.0007 N 82991351.40 82991351.40 AT&T, Inc. AT&T, Inc., 0.27% 0020A2YJ5 Other Commercial Paper Second Tier Security 2013-11-18 2013-11-18 N N N 35000000.00 34995537.50 0.0003 N 34995450.00 34995450.00 AT&T, Inc. AT&T, Inc., 0.27% 0020A2YJ5 Other Commercial Paper Second Tier Security 2013-11-18 2013-11-18 N N N 81000000.00 80989672.50 0.0007 N 80989470.00 80989470.00 AT&T, Inc. AT&T, Inc., 0.28% 0020A2YJ5 Other Commercial Paper Second Tier Security 2013-11-18 2013-11-18 N N N 59000000.00 58992198.88 0.0005 N 58992330.00 58992330.00 AT&T, Inc. AT&T, Inc., 0.29% 0020A2YK2 Other Commercial Paper Second Tier Security 2013-11-19 2013-11-19 N N N 165000000.00 164976075.03 0.0014 N 164977065.00 164977065.00 BPCE SA BPCE SA, 0.20% 05571BY64 Other Commercial Paper First Tier Security 2013-11-06 2013-11-06 N N N 336000000.00 335990666.66 0.0028 N 335994388.80 335994388.80 BPCE SA BPCE SA, 0.20% 05571BYC1 Other Commercial Paper First Tier Security 2013-11-12 2013-11-12 N N N 348000000.00 347978733.37 0.0029 N 347986880.40 347986880.40 Comcast Corp. Comcast Corp., 0.27% 2003A2Y83 Other Commercial Paper Second Tier Security 2013-11-08 2013-11-08 N N N 35000000.00 34998162.50 0.0003 N 34998421.50 34998421.50 Comcast Corp. Comcast Corp., 0.27% 2003A2Y83 Other Commercial Paper Second Tier Security 2013-11-08 2013-11-08 N N N 40000000.00 39997900.00 0.0003 N 39998196.00 39998196.00 Comcast Corp. Comcast Corp., 0.27% 2003A2Y83 Other Commercial Paper Second Tier Security 2013-11-08 2013-11-08 N N N 50000000.00 49997375.00 0.0004 N 49997745.00 49997745.00 Comcast Corp. Comcast Corp., 0.29% 2003A2YN0 Other Commercial Paper Second Tier Security 2013-11-22 2013-11-22 N N N 41000000.00 40993064.18 0.0003 N 40994186.20 40994186.20 Comcast Corp. Comcast Corp., 0.29% 2003A2YN0 Other Commercial Paper Second Tier Security 2013-11-22 2013-11-22 N N N 41000000.00 40993064.18 0.0003 N 40994186.20 40994186.20 Comcast Corp. Comcast Corp., 0.29% 2003A2YN0 Other Commercial Paper Second Tier Security 2013-11-22 2013-11-22 N N N 26000000.00 25995601.67 0.0002 N 25996313.20 25996313.20 Comcast Corp. Comcast Corp., 0.29% 2003A2YN0 Other Commercial Paper Second Tier Security 2013-11-22 2013-11-22 N N N 50000000.00 49991541.68 0.0004 N 49992910.00 49992910.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 20272AFD3 Other Commercial Paper First Tier Security 2013-11-05 2014-04-07 N N N 208000000.00 208000000.00 0.0017 N 207973792.00 207973792.00 Credit Suisse Credit Suisse, 0.27% 22533HAA0 Other Commercial Paper First Tier Security 2013-11-05 2013-12-05 N N N 604000000.00 604000000.00 0.0050 N 604037448.00 604037448.00 CVS Caremark Corp. CVS Caremark Corp., 0.20% 12665JY52 Other Commercial Paper Second Tier Security 2013-11-05 2013-11-05 N N N 86250000.00 86248083.33 0.0007 N 86247602.25 86247602.25 CVS Caremark Corp. CVS Caremark Corp., 0.20% 12665JYC7 Other Commercial Paper Second Tier Security 2013-11-12 2013-11-12 N N N 50000000.00 49996944.44 0.0004 N 49996450.00 49996450.00 CVS Caremark Corp. CVS Caremark Corp., 0.21% 12665JYE3 Other Commercial Paper Second Tier Security 2013-11-14 2013-11-14 N N N 42000000.00 41996815.00 0.0003 N 41996438.40 41996438.40 CVS Caremark Corp. CVS Caremark Corp., 0.28% 12665JYE3 Other Commercial Paper Second Tier Security 2013-11-14 2013-11-14 N N N 41000000.00 40995854.44 0.0003 N 40996523.20 40996523.20 CVS Caremark Corp. CVS Caremark Corp., 0.30% 12665JYE3 Other Commercial Paper Second Tier Security 2013-11-14 2013-11-14 N N N 50000000.00 49994583.34 0.0004 N 49995760.00 49995760.00 CVS Caremark Corp. CVS Caremark Corp., 0.32% 12665JYJ2 Other Commercial Paper Second Tier Security 2013-11-18 2013-11-18 N N N 35000000.00 34994711.11 0.0003 N 34996062.50 34996062.50 CVS Caremark Corp. CVS Caremark Corp., 0.33% 12665JYN3 Other Commercial Paper Second Tier Security 2013-11-22 2013-11-22 N N N 55081000.00 55070396.92 0.0005 N 55073189.51 55073189.51 CVS Caremark Corp. CVS Caremark Corp., 0.33% 12665JYN3 Other Commercial Paper Second Tier Security 2013-11-22 2013-11-22 N N N 100000000.00 99980750.02 0.0008 N 99985820.00 99985820.00 Devon Energy Corp. Devon Energy Corp., 0.32% 25179JAB6 Other Commercial Paper Second Tier Security 2013-11-25 2013-12-02 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 566000000.00 566000000.00 0.0047 N 565966040.00 565966040.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.28% 2574P0YL2 Other Commercial Paper Second Tier Security 2013-11-20 2013-11-20 N N N 18000000.00 17997340.00 0.0001 N 17997370.20 17997370.20 Dominion Resources, Inc. Dominion Resources, Inc., 0.28% 2574P0YL2 Other Commercial Paper Second Tier Security 2013-11-20 2013-11-20 N N N 50000000.00 49992611.12 0.0004 N 49992695.00 49992695.00 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 135015079.50 135015079.50 PNC Bank NA PNC Bank NA, 0.27% 69354BAW2 Other Commercial Paper First Tier Security 2014-05-21 2014-05-21 N N N 206000000.00 206000000.00 0.0017 N 205998043.00 205998043.00 Sempra Global Sempra Global, 0.31% 81685LY82 Other Commercial Paper Second Tier Security 2013-11-08 2013-11-08 N N N 20000000.00 19998794.45 0.0002 N 19999320.00 19999320.00 Sempra Global Sempra Global, 0.32% 81685LY82 Other Commercial Paper Second Tier Security 2013-11-08 2013-11-08 N N N 20000000.00 19998755.55 0.0002 N 19999320.00 19999320.00 Sempra Global Sempra Global, 0.32% 81685LYK5 Other Commercial Paper Second Tier Security 2013-11-19 2013-11-19 N N N 64000000.00 63989760.00 0.0005 N 63994022.40 63994022.40 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 162992076.38 0.0014 N 162992648.70 162992648.70 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 123988805.55 0.0010 N 123989484.80 123989484.80 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 10992801.11 0.0001 N 10994958.70 10994958.70 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 13000000.00 12989708.34 0.0001 N 12992311.80 12992311.80 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 24000000.00 23981000.00 0.0002 N 23985806.40 23985806.40 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 59952500.02 0.0005 N 59964516.00 59964516.00 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 24979812.49 0.0002 N 24984600.00 24984600.00 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 24979812.49 0.0002 N 24984600.00 24984600.00 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 24979812.49 0.0002 N 24984600.00 24984600.00 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 44962712.51 0.0004 N 44970768.00 44970768.00 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 24979284.71 0.0002 N 24983760.00 24983760.00 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 99917138.92 0.0008 N 99935040.00 99935040.00 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 49958305.56 0.0004 N 49967095.00 49967095.00 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 49956194.45 0.0004 N 49963585.00 49963585.00 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 54951813.90 0.0005 N 54959943.50 54959943.50 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 49956194.45 0.0004 N 49963585.00 49963585.00 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 26976345.00 0.0002 N 26980335.90 26980335.90 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 49955930.54 0.0004 N 49963135.00 49963135.00 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 49955930.55 0.0004 N 49963135.00 49963135.00 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 67940065.56 0.0006 N 67949863.60 67949863.60 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 49954874.99 0.0004 N 49961300.00 49961300.00 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 99909222.22 0.0008 N 99921670.00 99921670.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BE13 Other Commercial Paper First Tier Security 2014-05-01 2014-05-01 N N N 100000000.00 99904472.26 0.0008 N 99914060.00 99914060.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BE21 Other Commercial Paper First Tier Security 2014-05-02 2014-05-02 N N N 19000000.00 18981749.45 0.0002 N 18983580.20 18983580.20 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BE54 Other Commercial Paper First Tier Security 2014-05-05 2014-05-05 N N N 50000000.00 49951180.54 0.0004 N 49956085.00 49956085.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BE54 Other Commercial Paper First Tier Security 2014-05-05 2014-05-05 N N N 50000000.00 49951180.54 0.0004 N 49956085.00 49956085.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BE54 Other Commercial Paper First Tier Security 2014-05-05 2014-05-05 N N N 50000000.00 49951180.54 0.0004 N 49956085.00 49956085.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BE62 Other Commercial Paper First Tier Security 2014-05-06 2014-05-06 N N N 50000000.00 49950916.67 0.0004 N 49955845.00 49955845.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BE62 Other Commercial Paper First Tier Security 2014-05-06 2014-05-06 N N N 31000000.00 30969568.34 0.0003 N 30972623.90 30972623.90 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BE70 Other Commercial Paper First Tier Security 2014-05-07 2014-05-07 N N N 21000000.00 20979274.17 0.0002 N 20981356.20 20981356.20 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BE70 Other Commercial Paper First Tier Security 2014-05-07 2014-05-07 N N N 50000000.00 49950652.77 0.0004 N 49955610.00 49955610.00 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 49967222.21 0.0004 N 49978680.00 49978680.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BE62 Other Commercial Paper First Tier Security 2014-05-06 2014-05-06 N N N 44000000.00 43954533.32 0.0004 N 43961143.60 43961143.60 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BE62 Other Commercial Paper First Tier Security 2014-05-06 2014-05-06 N N N 100000000.00 99896666.62 0.0008 N 99911690.00 99911690.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BE70 Other Commercial Paper First Tier Security 2014-05-07 2014-05-07 N N N 150000000.00 149844166.68 0.0012 N 149866830.00 149866830.00 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 24174589.99 0.0002 N 24178287.76 24178287.76 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BEF2 Other Commercial Paper First Tier Security 2014-05-15 2014-05-15 N N N 38000000.00 37958833.32 0.0003 N 37964827.20 37964827.20 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233ABB4 Other Commercial Paper First Tier Security 2013-11-11 2014-03-13 N N N 120000000.00 120000000.00 0.0010 N 120000240.00 120000240.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233ABC2 Other Commercial Paper First Tier Security 2013-11-12 2014-03-18 N N N 300000000.00 300000000.00 0.0025 N 300000600.00 300000600.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 912796CJ6 Treasury Debt First Tier Security 2014-04-24 2014-04-24 N N N 1000000000.00 999347500.00 0.0083 N 999613000.00 999613000.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 912796CF4 Treasury Debt First Tier Security 2014-10-16 2014-10-16 N N N 500000000.00 499253528.30 0.0041 N 499551500.00 499551500.00 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 243542142.77 0.0020 N 243560115.00 243560115.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.15% 912828QC7 Treasury Debt First Tier Security 2014-04-15 2014-04-15 N N N 1874000000.00 1883486425.21 0.0156 N 1883589258.00 1883589258.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828KN9 Treasury Debt First Tier Security 2014-04-30 2014-04-30 N N N 23000000.00 23202592.72 0.0002 N 23201250.00 23201250.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 912828SR2 Treasury Debt First Tier Security 2014-04-30 2014-04-30 N N N 230000000.00 230163500.18 0.0019 N 230152720.00 230152720.00 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 986022936.34 0.0082 N 986143058.00 986143058.00 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 386553646.75 0.0032 N 386587878.00 386587878.00 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 997061335.74 0.0083 N 997116649.00 997116649.00 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 909113851.43 0.0075 N 909106353.00 909106353.00 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 263458635.62 0.0022 N 263493125.00 263493125.00 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 348265112.14 0.0029 N 348324774.00 348324774.00 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 68025984.68 0.0006 N 68037196.00 68037196.00 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 757503480.85 0.0063 N 757620740.00 757620740.00 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 670110623.08 0.0056 N 670243812.00 670243812.00 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 563194511.13 0.0047 N 563244527.00 563244527.00 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 809651881.12 0.0067 N 809875200.00 809875200.00 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 250912228.08 0.0021 N 250986250.00 250986250.00 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 238287417.92 0.0020 N 238350996.00 238350996.00 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 351236318.61 0.0029 N 351370305.00 351370305.00 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 200868501.76 0.0017 N 200953200.00 200953200.00 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 76377322.01 0.0006 N 76413226.71 76413226.71 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 383947177.36 0.0032 N 384029952.00 384029952.00 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 611944310.82 0.0051 N 611930553.00 611930553.00 Fannie Mae Fannie Mae, 0.14% 3135G0YF4 Government Agency Debt First Tier Security 2013-11-05 2015-08-05 N N N 600000000.00 599785496.40 0.0050 N 599890800.00 599890800.00 Fannie Mae Fannie Mae, 0.16% 3135G0PG2 Government Agency Debt First Tier Security 2013-11-11 2014-09-11 N N N 717000000.00 716878625.09 0.0059 N 717283215.00 717283215.00 Fannie Mae Fannie Mae, 0.16% 3135G0YU1 Government Agency Debt First Tier Security 2013-11-21 2015-10-21 N N N 1500000000.00 1499698817.70 0.0124 N 1500034500.00 1500034500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313379TL3 Government Agency Debt First Tier Security 2014-06-12 2014-06-12 N N N 92010000.00 92152735.52 0.0008 N 92146266.81 92146266.81 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313381HK4 Government Agency Debt First Tier Security 2013-11-10 2014-06-10 N N N 250000000.00 249969144.85 0.0021 N 250054750.00 250054750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313381DU6 Government Agency Debt First Tier Security 2013-11-03 2014-06-03 N N N 390000000.00 389953396.64 0.0032 N 390082290.00 390082290.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313381JE6 Government Agency Debt First Tier Security 2013-11-25 2014-06-25 N N N 500000000.00 499934386.90 0.0041 N 500152500.00 500152500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313385RQ1 Government Agency Debt First Tier Security 2014-01-10 2014-01-10 N N N 250000000.00 249922222.30 0.0021 N 249985500.00 249985500.00 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 44003265.45 0.0004 N 44008536.00 44008536.00 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 25002661.50 0.0002 N 25005550.00 25005550.00 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 35003034.69 0.0003 N 35007980.00 35007980.00 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 132011445.12 0.0011 N 132030096.00 132030096.00 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 7027237.53 0.0001 N 7027451.73 7027451.73 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 7560138.62 0.0001 N 7561575.95 7561575.95 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A0A91 Government Agency Debt First Tier Security 2014-10-30 2014-10-30 N N N 363000000.00 363000000.00 0.0030 N 363122331.00 363122331.00 Freddie Mac Freddie Mac, 0.16% 3134G4J33 Government Agency Debt First Tier Security 2013-11-16 2015-10-16 N N N 1090000000.00 1090000000.00 0.0090 N 1089827780.00 1089827780.00 Freddie Mac Freddie Mac, 0.16% 3134G4DU9 Government Agency Debt First Tier Security 2013-11-17 2015-07-17 N N N 1250000000.00 1249783857.25 0.0104 N 1250252500.00 1250252500.00 Freddie Mac Freddie Mac, 0.16% 3134G4C97 Government Agency Debt First Tier Security 2013-11-26 2015-06-26 N N N 1105000000.00 1104817750.58 0.0092 N 1105267410.00 1105267410.00 Freddie Mac Freddie Mac, 0.17% 3134G4DT2 Government Agency Debt First Tier Security 2013-11-16 2015-07-16 N N N 1250000000.00 1249784204.00 0.0104 N 1250253750.00 1250253750.00 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 329948520.00 329948520.00 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 274000383.60 274000383.60 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 274001507.00 274001507.00 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 274003041.40 274003041.40 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 0.0023 N 273005678.40 273005678.40 Dominion Resources, Inc. Dominion Resources, Inc., 0.37% 25746UBS7 Other Note Second Tier Security 2013-11-21 2013-11-21 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 323000000.00 323000000.00 0.0027 N 323001615.00 323001615.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.26% 86959JDE5 Other Note First Tier Security 2013-11-15 2014-04-15 N N N 208000000.00 208000000.00 0.0017 N 208000624.00 208000624.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JCX4 Other Note First Tier Security 2013-11-27 2014-04-25 N N N 816000000.00 816000000.00 0.0068 N 815949408.00 815949408.00 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 548519083.55 0.0046 N 548645335.00 548645335.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.18% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2013-11-07 2013-11-07 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 Bank of America NA In a joint trading account with Bank of America NA at 0.12%, dated 10/31/2013 due 11/01/2013 48Q99DSU9_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-08-01 2040-03-01 0.557 - 8 Government Agency Debt 1759825.82 277690.23 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-01 2042-03-01 0.48 - 9.5 Government Agency Debt 4855375.24 879690.68 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.362 - 7 Government Agency Debt 2537293.09 1111403.66 Unrated Security 2013-11-01 2013-11-01 N N N 2214320.00 2214319.83 0.0000 N 2214319.83 2214319.83 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.10% 48P999JD7 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-08-01 2043-10-01 2.358 - 6 Government Agency Debt 95886764.00 61761142.42 FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2047-08-01 2.253 - 6 Government Agency Debt 397348756.00 112018877.43 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-07-15 2043-02-20 3.5 - 6 Government Agency Debt 16118189.00 13841088.29 First Tier Security 2013-11-07 2013-11-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 183930000.00 183930000.00 0.0015 N 183930000.00 183930000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.13% 48P999JU9 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-03-01 2043-09-01 2.35 - 3.5 Government Agency Debt 219932726.00 131002284.04 FEDERAL NATIONAL MORTGAGE ASSOC 2023-03-01 2043-10-01 2.007 - 6 Government Agency Debt 372392727.00 315336166.75 GOVERNMENT NATIONAL MORTGAGE ASSOC 2028-03-15 2043-02-20 3.5 - 6.5 Government Agency Debt 204250892.00 71757476.96 First Tier Security 2013-11-07 2013-11-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 507895000.00 507895000.00 0.0042 N 507895000.00 507895000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.17% 48P999KG8 0001197610 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-05-01 2043-07-01 3 - 6 Government Agency Debt 415550.00 315938.05 GOVERNMENT NATIONAL MORTGAGE ASSOC 2041-07-15 2043-04-20 3 - 4 Government Agency Debt 574433777.00 509739454.12 First Tier Security 2013-11-07 2013-11-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 500000000.00 500000000.00 0.0041 N 500000000.00 500000000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.12%, dated 10/31/2013 due 11/01/2013 48Q99DSU9_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-07-01 2043-11-01 0.474 - 7 Government Agency Debt 1076549.81 916075.98 FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2043-10-01 0.499 - 8.75 Government Agency Debt 1593399.18 1306252.44 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-16 2043-10-20 2 - 5.5 Government Agency Debt 253530.39 235485.95 Unrated Security 2013-11-01 2013-11-01 N N N 2404897.00 2404896.53 0.0000 N 2404896.53 2404896.53 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.12%, dated 10/31/2013 due 11/01/2013 48Q99DSU9_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2014-01-01 2043-09-01 0.424 - 8 Government Agency Debt 212281.31 147552.12 FEDERAL NATIONAL MORTGAGE ASSOC 2014-03-01 2052-11-25 0.479 - 9 Government Agency Debt 517284.34 224489.90 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-02-20 2062-10-20 0.472 - 7 Government Agency Debt 135789.54 113541.69 Unrated Security 2013-11-01 2013-11-01 N N N 471904.00 471904.23 0.0000 N 471904.23 471904.23 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 48P995CR1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2043-04-01 3 - 7 Government Agency Debt 285926215.00 224678693.13 First Tier Security 2013-11-07 2013-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 220253000.00 220253000.00 0.0018 N 220253000.00 220253000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.15% 48P995DU3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2043-04-01 2.5 - 6 Government Agency Debt 199061613.00 145104897.50 First Tier Security 2013-11-07 2013-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 142250000.00 142250000.00 0.0012 N 142250000.00 142250000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.14% 48P99DPS8 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2043-11-01 2.5 - 4.968 Government Agency Debt 365726186.00 210611999.23 FEDERAL NATIONAL MORTGAGE ASSOC 2023-08-01 2043-11-01 2.046 - 6.5 Government Agency Debt 1208680407.00 517027238.34 First Tier Security 2013-11-07 2013-11-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 713308000.00 713308000.00 0.0059 N 713308000.00 713308000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.15% 48P99DQW8 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2043-04-01 2.309 - 4.5 Government Agency Debt 366207792.00 163749597.00 FEDERAL NATIONAL MORTGAGE ASSOC 2019-11-01 2043-11-01 2.523 - 4.52 Government Agency Debt 729603096.00 415309167.30 First Tier Security 2013-11-07 2013-11-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 567655000.00 567655000.00 0.0047 N 567655000.00 567655000.00 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 2023-12-01 2043-10-01 1.716 - 6 Government Agency Debt 220831249.00 89463168.82 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-01 2048-08-01 1.959 - 6 Government Agency Debt 1768695027.00 516624177.42 Unrated Security 2013-11-04 2013-11-04 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. 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Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% 45G99RXP0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2043-07-01 2.117 - 5.5 Government Agency Debt 199284928.00 101142106.80 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2044-02-01 1.353 - 5 Government Agency Debt 566537865.00 198750388.24 Unrated Security 2013-11-07 2013-11-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 294000000.00 294000000.00 0.0024 N 294000000.00 294000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% 45G99RWR7 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2043-10-01 2.244 - 4.5 Government Agency Debt 71117295.00 71758062.92 FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-01 2044-02-01 1.353 - 6 Government Agency Debt 249005668.00 192468168.85 Unrated Security 2013-11-07 2013-11-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 259000000.00 259000000.00 0.0021 N 259000000.00 259000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% 45G99RWY2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2043-07-01 2.058 - 6.785 Government Agency Debt 841193483.00 133883871.32 FEDERAL NATIONAL MORTGAGE ASSOC 2021-05-01 2047-11-01 1.353 - 5.977 Government Agency Debt 946340909.00 204815391.28 Unrated Security 2013-11-07 2013-11-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 332000000.00 332000000.00 0.0028 N 332000000.00 332000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. 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Mitsubishi UFJ Securities (U.S.A.), Inc., 0.18% 45G99RVD9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2043-10-01 2.058 - 5 Government Agency Debt 100667688.00 64165076.44 FEDERAL NATIONAL MORTGAGE ASSOC 2025-10-01 2048-08-01 1.353 - 6.5 Government Agency Debt 217793161.00 86838702.67 Unrated Security 2013-11-07 2013-11-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 148000000.00 148000000.00 0.0012 N 148000000.00 148000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.20% 45G99RUV0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2043-07-01 1.998 - 6.5 Government Agency Debt 424433116.00 192369603.85 FEDERAL NATIONAL MORTGAGE ASSOC 2025-10-01 2044-02-01 1.353 - 6 Government Agency Debt 873518038.00 292239911.89 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-15 2042-05-16 0.576 - 5 Government Agency Debt 135822823.00 82781210.76 Unrated Security 2013-11-07 2013-11-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 555000000.00 555000000.00 0.0046 N 555000000.00 555000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.12%, dated 10/31/2013 due 11/01/2013 48Q99DSU9_08126 Government Agency Repurchase Agreement Y US TREASURY 2015-06-30 2015-08-31 0.375 - 1.25 Treasury Debt 224881.53 227665.68 FEDERAL FARM CREDIT 2013-12-03 2033-03-01 0.4 - 6.3 Government Agency Debt 88568.06 85019.82 FEDERAL HOME LOAN BANK 2015-12-21 2028-04-10 1 - 6.13 Government Agency Debt 33501.99 33860.58 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-30 2043-11-01 0 - 6.131 Government Agency Debt 5822601.40 3758481.37 FEDERAL NATIONAL MORTGAGE ASSOC 2016-02-22 2045-09-01 0.5 - 6.625 Government Agency Debt 4360384.93 3472237.79 GOVERNMENT NATIONAL MORTGAGE ASSOC 2027-02-15 2055-01-15 1.75 - 9 Government Agency Debt 4469618.03 1917321.63 TENNESEE VALLEY AUTHORITY 2018-10-15 2018-10-15 1.75 - 1.75 Government Agency Debt 686.09 690.97 Unrated Security 2013-11-01 2013-11-01 N N N 9302879.00 9302879.41 0.0001 N 9302879.41 9302879.41 BNP Paribas Securities Corp. 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Deutsche Bank Securities, Inc., 0.46% 48K991RA6 0000058056 Other Repurchase Agreement N AUXILIUM PHARMACEUTICALS INC 2018-07-15 2018-07-15 1.5 - 1.5 Other Instrument EQUITY 2.00 2.05 BEARINGPOINT INC NOTE 2. 2024-12-15 2024-12-15 N/A Other Instrument EQUITY 25206000.00 2520.60 BOSTON PPTYS LTD PARTNERSHIP 2014-02-15 2014-02-15 3.625 - 3.625 Other Instrument EQUITY 16000.00 16402.44 CAPITAL ONE WTS 18 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 144726.00 4296914.94 DB 3XLNG UST ETN 40 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 325752.00 11189581.20 GOLD FIELDS SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 4.81 GOLDEN STAR RES LTD CDA 5.0 01JUN17 2017-06-01 2017-06-01 N/A Other Instrument EQUITY 1118000.00 756979.17 HARTFORD FIN WTS 19 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 301725.00 7660797.75 K HOVNANIAN ENTERPRISES INC 2017-12-01 2017-12-01 N/A Other Instrument CORPORATE 250000.00 332032.50 MKET VECT GLD MIN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2557220.00 67063094.50 SABRE GROUP HLDGS INC FORMERLY SABRE GROUP HLDG 2016-03-15 2016-03-15 8.35 - 8.35 Other Instrument CORPORATE 9768982.00 11033278.23 SANOFI CVR 20 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3004955.00 5649315.40 First Tier Security 2013-11-01 2013-11-01 N N N 100000000.00 100000000.00 0.0008 N 100000000.00 100000000.00 HSBC Securities, Inc. HSBC Securities, Inc., 0.21% 45C9908A4 0000853784 Other Repurchase Agreement N ACE CAPITAL TRUST II 2030-04-01 2030-04-01 9.7 - 9.7 Other Instrument CORPORATE 3700000.00 5338411.33 BURLINGTON NORTHERN SANTA FE, 2042-09-01 2042-09-01 4.375 - 4.375 Other Instrument CORPORATE 4000000.00 3700009.35 CREDIT SUISSE 2020-01-14 2020-01-14 5.4 - 5.4 Other Instrument CORPORATE 98000.00 110089.28 DAIMLER FIN NORTH AMER LLC 2016-08-01 2016-08-01 1.45 - 1.45 Other Instrument CORPORATE 50000.00 50323.93 DEUTSCHE BANK A G 2028-05-24 2028-05-24 4.296 - 4.296 Other Instrument CORPORATE 22085000.00 20612285.01 FIFTH THIRD BANCORP 2038-03-01 2038-03-01 8.25 - 8.25 Other Instrument CORPORATE 185000.00 251831.88 GENERAL MLS INC 2040-06-15 2043-02-15 4.15 - 5.4 Other Instrument CORPORATE 1060000.00 1180802.93 GOLDMAN SACHS GRP, INC 2040-08-15 2040-08-15 5.5 - 5.5 Other Instrument CORPORATE 15000.00 14935.82 GOLDMAN SACHS GROUP, INC. (THE 2037-10-01 2037-10-01 6.75 - 6.75 Other Instrument CORPORATE 43000.00 46894.62 THE GOLDMAN SACHS GROUP, INC. 2036-05-01 2036-05-01 6.45 - 6.45 Other Instrument CORPORATE 250000.00 269722.49 HEWLETT PACKARD COMPANY 2014-06-02 2022-09-15 2.35 - 4.75 Other Instrument CORPORATE 980000.00 986336.85 IPIC GMTN LIMITED 2041-11-01 2041-11-01 6.875 - 6.875 Other Instrument CORPORATE 1000000.00 1289374.95 KEYCORP 2021-03-24 2021-03-24 5.1 - 5.1 Other Instrument CORPORATE 30000.00 33465.90 LOCKHEED MARTIN CORPORATION 2042-12-15 2042-12-15 4.07 - 4.07 Other Instrument CORPORATE 9500000.00 8611383.47 MACQUARIE GROUP LIMITE 2020-01-14 2021-01-14 6 - 6.25 Other Instrument CORPORATE 19569000.00 22018630.01 MACQUARIE BANK LIMITED 2021-04-07 2021-04-07 6.625 - 6.625 Other Instrument CORPORATE 8910000.00 9982163.45 MCKESSON HBOC INC 2021-03-01 2021-03-01 4.75 - 4.75 Other Instrument CORPORATE 5000000.00 5498533.25 NORDSTROM INC. 2014-06-01 2021-10-15 4 - 6.75 Other Instrument CORPORATE 8890000.00 9452429.36 PROVINCE OF ONTARIO 2017-11-23 2017-11-23 0.512 - 0.512 Other Instrument CORPORATE 34000.00 34006.57 PRINCIPAL FINANCIAL GROUP, INC 2042-09-15 2042-09-15 4.625 - 4.625 Other Instrument CORPORATE 15000.00 14423.60 RABOBANK CAPITAL FUNDING TRUST 2049-12-31 2049-12-31 5.26 - 5.26 Other Instrument CORPORATE 862000.00 880044.48 ROYAL BK OF CANADA 2014-10-30 2015-03-13 1.15 - 1.45 Other Instrument CORPORATE 880000.00 889896.96 ROYAL BK OF CANADA 2016-09-09 2016-09-09 0.715 - 0.715 Other Instrument CORPORATE 5000000.00 5026168.23 SEMPRA ENERGY 2039-10-15 2039-10-15 6 - 6 Other Instrument CORPORATE 16300000.00 18268224.19 SOUTHERN POWER COMPANY 2043-07-15 2043-07-15 5.25 - 5.25 Other Instrument CORPORATE 10255000.00 10538004.28 STARBUCKS CORPORATION 2023-10-01 2023-10-01 3.85 - 3.85 Other Instrument CORPORATE 1000000.00 1032814.98 VERIZON COMMUNICATIONS 2014-11-03 2043-09-15 0.7 - 6.55 Other Instrument CORPORATE 61943000.00 66880413.35 VERIZON WIRELESS CAPITAL LLC 2013-11-15 2014-02-01 5.55 - 7.375 Other Instrument CORPORATE 2173000.00 2247546.37 WELLPOINT INC COM < 2037-06-15 2037-06-15 6.375 - 6.375 Other Instrument CORPORATE 6670000.00 7940876.86 ZIMMER HOLDINGS INC 2039-11-30 2039-11-30 5.75 - 5.75 Other Instrument CORPORATE 5500000.00 6300570.96 DAIMLER FIN NORTH AMER LLC 2018-08-01 2018-08-01 1.125 - 1.125 Other Instrument CORPORATE 500000.00 504181.27 First Tier Security 2013-11-01 2013-11-01 N N N 200000000.00 200000000.00 0.0017 N 200000000.00 200000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.50% 45A99N8Q1 Other Repurchase Agreement N BOEING COMPANY 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 179103.00 23226077.04 BROOKFIELD PPTYS CORP 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 1575961.00 29643826.41 CAPITAL SENIOR LIVING CORPORAT 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 26398.00 588147.44 THE CHILDREN'S PLACE 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 50812.00 2810411.72 TAIWAN SEMICONDUCTOR MANUFACTU 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 4581602.00 85126165.16 First Tier Security 2014-01-29 2014-01-29 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 J P MORGAN CHASE & CO 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 389248.00 20474444.80 WALGREEN CO 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 3508951.00 207449183.12 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., 0.60% 45A99N8S7 Other Repurchase Agreement N IAS OPER PARTNERSHIP LP 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 350000.00 332289.65 MICRON TECHNOLOGY, INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 1765000.00 3305859.12 PENNYMAC CORP 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 3368000.00 3354911.95 TAKE-2 INTERACTIVE SOFTWARE 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 4100000.00 4867897.20 TESLA MOTORS, INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 37237000.00 55328782.64 TIBCO SOFTWARE, INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 166497800.00 170913321.66 First Tier Security 2014-02-14 2014-02-14 N N N 219000000.00 219000000.00 0.0018 Y 219000000.00 219000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.61% 45A99N8M0 Other Repurchase Agreement N ARRIS GROUP INC + 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 29867000.00 31278305.35 BPZ ENERGY INC COM 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 16000000.00 15159776.00 CHEMED CORPORATION 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 11529000.00 11876207.36 DFC GLOBAL CORP 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 6310000.00 5893375.94 ENPRO INDUSTRIES INC 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 27058000.00 49239066.08 GLOBALSTAR INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 3113534.00 6120544.66 GOODRICH PETE CORP 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 15944000.00 17796501.47 ISIS PHARMACEUTICALS, INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 21081000.00 47711994.87 LINEAR TECHNOLOGY CORP 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 3428000.00 3704776.72 MOLINA HEALTHCARE, INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 11895000.00 13627209.38 UNITED THERAPEUTICS 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 4872000.00 9024834.34 VIROPHARMA INCORPORATED 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 6181000.00 12468906.58 WRIGHT MEDICAL GROUP 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 8024000.00 10127828.61 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., 0.62% 45A99N8R9 Other Repurchase Agreement N ACCURAY INCORPORATED 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 1200000.00 1233054.00 ANNALY MORTGAGE MANAGEMENT 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 50771000.00 52817375.93 EXELIXIS, INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 3323000.00 3632544.10 GT ADVANCED TECHNOLOGIES, INC 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 5547000.00 7062451.49 INTERDIGITAL INC 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 13618000.00 14070035.89 MENTOR GRAPHICS CORP 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 6860000.00 8829800.98 MICRON TECHNOLOGY, INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 61561900.00 114129308.32 RTI INTERNATIONAL META 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 10225500.00 11070351.26 WALTER INVESTMENT MANAGEMENT C 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 18004000.00 19219990.16 XPO LOGISTICS INC 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 1940000.00 2816220.40 First Tier Security 2014-01-29 2014-01-29 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 216000000.00 216000000.00 0.0018 Y 216000000.00 216000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.62% 45A99N8U2 Other Repurchase Agreement N ARRAY BIOPHARMA 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 2911000.00 3192610.14 AUXILIUMPHARMACEUTICAL 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 3929000.00 4031613.69 BLUCORA INC 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 7290000.00 9276904.08 BOTTOMLINE TECHNOLOGIES, INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 205000.00 252740.40 CIENA CORPORATION 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 6962000.00 10222102.70 COBALT INTL ENERGY INC 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 33725600.00 35080289.90 CONCUR TECHNOLOGIES, INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 16207000.00 19428173.66 FXCM INC 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 23739000.00 26031000.45 FORESTAR GROUP INC 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 2646000.00 3180941.82 HOLOGIC 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 46335000.00 49354003.26 ICONIX BRAND GROUP INC *- 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 6170000.00 8024621.79 PFD INFINERA CORP SR-D 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 18700000.00 20851435.00 MOLINA HEALTHCARE, INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 5075000.00 5329069.73 NETSUITE, INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 106000.00 119050.83 NORTHSTAR RLTY FIN LTD 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 2664000.00 2771460.43 SALIX PHARMACEUTICALS LTD DEL 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 3069000.00 4052482.53 TAKE-2 INTERACTIVE SOFTWARE 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 4436000.00 4837032.14 THERAVANCE, INC 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 10685000.00 16138485.10 TIBCO SOFTWARE, INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 8052200.00 8265744.34 WORKDAY INC 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 4800000.00 5487273.60 First Tier Security 2014-03-17 2014-03-17 N N N 217000000.00 217000000.00 0.0018 Y 217000000.00 217000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.22% 48M996SA2 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2041-12-15 2043-09-15 0 - 19.667 Government Agency Debt 48532887.00 35195491.25 FEDERAL NATIONAL MORTGAGE ASSOC 2043-07-25 2043-07-25 5.98 - 5.98 Government Agency Debt 7600000.00 1114284.75 GOVERNMENT NATIONAL MORTGAGE ASSOC 2026-08-16 2054-02-16 0.2 - 6.577 Government Agency Debt 810652836.00 186171822.34 First Tier Security 2013-11-06 2013-11-06 N N N 216000000.00 216000000.00 0.0018 N 216000000.00 216000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M996FY4 0001287279 Other Repurchase Agreement N CWALT INC., 2006-14CB 2036-06-25 2036-06-25 0.87 - 0.87 Other Instrument GOVERNMENT AGENCY 30000000.00 12339134.22 ALTERNATIVE LOAN TRUST 2006-30 2036-11-25 2036-11-25 0.77 - 0.77 Other Instrument GOVERNMENT AGENCY 30000000.00 3225219.55 ALTERNATIVE LOAN TRUST 2007-OA 2037-06-25 2037-06-25 0.31 - 0.31 Other Instrument GOVERNMENT AGENCY 25640000.00 10463736.95 ALTERNATIVE LOAN TRUST 2007-16 2037-08-25 2037-08-25 0.57 - 0.57 Other Instrument GOVERNMENT AGENCY 21810000.00 7090958.89 AMERICAN HOME MORTGAGE ASSETS 2046-07-25 2046-07-25 1.113 - 1.113 Other Instrument GOVERNMENT AGENCY 31818000.00 10816395.25 AMERICAN HOME MORTGAGE INVESTM 2047-05-25 2047-05-25 0.369 - 0.369 Other Instrument GOVERNMENT AGENCY 33750700.00 15086887.68 AMERICAN HOME MORTGAGE ASSETS 2047-06-25 2047-06-25 0.36 - 0.36 Other Instrument GOVERNMENT AGENCY 22000000.00 9496101.62 BANC OF AMERICA FUNDING 2007-D 2047-06-20 2047-06-20 0.382 - 0.382 Other Instrument GOVERNMENT AGENCY 27367000.00 8741347.20 CWALT, INC., 2005-13CB 2035-10-25 2035-10-25 0.5 - 0.5 Other Instrument GOVERNMENT AGENCY 36753890.00 7068944.23 CWALT, INC., 2005-79CB 2036-02-25 2036-05-25 0.38 - 1.153 Other Instrument GOVERNMENT AGENCY 67415000.00 18820109.44 CHASEFLEX TR 2007-M1 2037-08-25 2037-08-25 0.4 - 0.4 Other Instrument GOVERNMENT AGENCY 16770000.00 2631365.74 CITIMORTGAGE ALTERNATIVE LOAN 2036-10-25 2036-10-25 0.62 - 0.62 Other Instrument GOVERNMENT AGENCY 40216000.00 10487133.23 CREDIT SUISSE FIRST BOSTON 200 2035-09-25 2035-09-25 0.57 - 0.57 Other Instrument GOVERNMENT AGENCY 21500000.00 4967942.78 FIRST HORIZON ALTERNATIVE MORT 2036-07-25 2036-07-25 0.64 - 0.64 Other Instrument GOVERNMENT AGENCY 28000000.00 5843399.76 GCMO FIRST HORZ 06-FA8 D12/28/ 2037-02-25 2037-02-25 0.67 - 0.67 Other Instrument GOVERNMENT AGENCY 37500000.00 9440555.42 GREENPOINT MORTGAGE FUNDING TR 2036-03-25 2036-03-25 0.31 - 0.31 Other Instrument GOVERNMENT AGENCY 30000000.00 4818309.55 HARBORVIEW MORTGAGE LOAN TRUST 2037-06-25 2037-06-25 0.393 - 0.393 Other Instrument GOVERNMENT AGENCY 26241000.00 10911937.00 LEHMAN XS TRUST, SERIES 2007-1 2047-08-25 2047-08-25 1.07 - 1.07 Other Instrument GOVERNMENT AGENCY 36000000.00 13865351.20 MASTR ADJUSTABLE RATE MORTGAGE 2047-05-25 2047-05-25 0.37 - 0.37 Other Instrument GOVERNMENT AGENCY 40658000.00 13099278.17 MASTR ADJUSTABLE RATE MORTGAGE 2037-09-25 2037-09-25 0.48 - 0.48 Other Instrument GOVERNMENT AGENCY 30000000.00 9215539.99 RALI SERIES 2007-QS8 2037-06-25 2037-06-25 0.77 - 0.77 Other Instrument GOVERNMENT AGENCY 13640000.00 5378517.23 RALI SERIES 2007-QO4 TRUST 2047-05-25 2047-05-25 0.36 - 0.36 Other Instrument GOVERNMENT AGENCY 20021000.00 8146999.93 RESIDENTIAL ASSET SECURITIZATI 2046-01-25 2046-01-25 0.57 - 0.57 Other Instrument GOVERNMENT AGENCY 40250000.00 8637340.99 STRUCTURED ASSET MORTGAGE INVE 2036-02-25 2036-02-25 0.4 - 0.4 Other Instrument GOVERNMENT AGENCY 30000000.00 10315075.81 STRUCTURED ASSET MORTGAGE INVE 2036-10-25 2036-10-25 0.29 - 0.29 Other Instrument GOVERNMENT AGENCY 30100000.00 10631811.24 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., 0.61% 48M996RW5 0001287279 Other Repurchase Agreement N BANC OF AMERICA MORTGAGE SECUR 2035-04-25 2035-04-25 5.311 - 5.311 Other Instrument GOVERNMENT AGENCY 20000000.00 5721954.11 COBALT CMBS COMMERCIAL MORTGAG 2046-05-15 2046-05-15 5.773 - 5.773 Other Instrument GOVERNMENT AGENCY 24370000.00 23030268.62 COMM 2006-C8 MORTGAGE TRUST 2046-12-10 2046-12-10 5.377 - 5.377 Other Instrument GOVERNMENT AGENCY 17070000.00 16546273.06 GS MORTGAGE SECURITIES TRUST 2 2039-11-10 2039-11-10 5.622 - 5.622 Other Instrument GOVERNMENT AGENCY 895000.00 878096.47 LB-UBS COMMERCIAL MORTGAGE TRU 2038-11-15 2038-11-15 5.407 - 5.407 Other Instrument GOVERNMENT AGENCY 9696000.00 7827548.74 First Tier Security 2014-01-29 2014-01-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 50000000.00 50000000.00 0.0004 Y 50000000.00 50000000.00 J.P. Morgan Securities, Inc. J.P. 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