0000278001-13-000091.txt : 20140129 0000278001-13-000091.hdr.sgml : 20140129 20131205132056 ACCESSION NUMBER: 0000278001-13-000091 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20131130 FILED AS OF DATE: 20131205 DATE AS OF CHANGE: 20131205 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: 131259440 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 2013-11-30 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 57 114 118515228834.21 1461457481.71 247558492.79 119729127823.13 0.0025 1.0004 2013-11-29 1.0004 2013-11-29 C000019553 2500.00 119729127823.13 1.00 -1115556921.23 21576466432.52 22692023353.75 0.0001 1.0004 2013-11-29 1.0004 2013-11-29 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 250003875.00 250003875.00 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 432010540.80 432010540.80 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 269017027.70 269017027.70 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 350040810.00 350040810.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.22% 06366LDW5 Certificate of Deposit First Tier Security 2013-12-17 2014-08-14 N N N 912000000.00 912000000.00 0.0076 N 912176928.00 912176928.00 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 425059457.50 425059457.50 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 425063707.50 425063707.50 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 409062699.70 409062699.70 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 428047722.00 428047722.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417HAV8 Certificate of Deposit First Tier Security 2014-04-01 2014-04-01 N N N 715000000.00 715000000.00 0.0060 N 714731517.50 714731517.50 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417FRV4 Certificate of Deposit First Tier Security 2013-12-03 2014-01-03 N N N 618000000.00 618000000.00 0.0052 N 618079722.00 618079722.00 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 0.0086 N 1027159698.50 1027159698.50 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2013-12-11 2014-05-09 N N N 406000000.00 406000000.00 0.0034 N 406068208.00 406068208.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538F4N1 Certificate of Deposit First Tier Security 2013-12-10 2014-01-10 N N N 1270000000.00 1270000000.00 0.0106 N 1270093980.00 1270093980.00 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 0.0039 N 461012539.20 461012539.20 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 0.0125 N 1500049500.00 1500049500.00 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 0.0084 N 1000036900.00 1000036900.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GQS4 Certificate of Deposit First Tier Security 2014-04-01 2014-04-01 N N N 500000000.00 500000000.00 0.0042 N 500008500.00 500008500.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GSB9 Certificate of Deposit First Tier Security 2014-04-10 2014-04-10 N N N 449000000.00 449000000.00 0.0038 N 449008216.70 449008216.70 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 251005848.30 251005848.30 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 305004727.50 305004727.50 BNP Paribas New York Branch BNP Paribas New York Branch, 0.25% 05572W4S2 Certificate of Deposit First Tier Security 2014-03-13 2014-03-13 N N N 487000000.00 487000000.00 0.0041 N 486985877.00 486985877.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.25% 05572W5A0 Certificate of Deposit First Tier Security 2014-03-19 2014-03-19 N N N 450000000.00 450000000.00 0.0038 N 449986230.00 449986230.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.25% 05572W5G7 Certificate of Deposit First Tier Security 2014-03-25 2014-03-25 N N N 250000000.00 250000000.00 0.0021 N 249991950.00 249991950.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.22% 13606YZK5 Certificate of Deposit First Tier Security 2013-12-16 2014-08-13 N N N 1249000000.00 1249000000.00 0.0104 N 1249395933.00 1249395933.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.27% 13606YRX6 Certificate of Deposit First Tier Security 2013-12-05 2014-05-02 N N N 403000000.00 403000000.00 0.0034 N 403002418.00 403002418.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2013-12-03 2014-05-02 N N N 405000000.00 405000000.00 0.0034 N 404973270.00 404973270.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GYH8 Certificate of Deposit First Tier Security 2013-12-03 2013-12-03 N N N 1029000000.00 1029000000.00 0.0086 N 1028997736.20 1028997736.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GYL9 Certificate of Deposit First Tier Security 2013-12-04 2013-12-04 N N N 512000000.00 512000000.00 0.0043 N 511998566.40 511998566.40 Credit Suisse Credit Suisse, 0.26% 22549TDP0 Certificate of Deposit First Tier Security 2013-12-10 2014-03-10 N N N 387000000.00 387000000.00 0.0032 N 387021285.00 387021285.00 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 0.0052 N 618029664.00 618029664.00 Credit Suisse Credit Suisse, 0.32% 22549TLL0 Certificate of Deposit First Tier Security 2013-12-06 2014-06-06 N N N 644000000.00 644000000.00 0.0054 N 643934956.00 643934956.00 Credit Suisse Credit Suisse, 0.32% 22549TLT3 Certificate of Deposit First Tier Security 2013-12-09 2014-06-09 N N N 215000000.00 215000000.00 0.0018 N 214978070.00 214978070.00 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 0.0046 N 546046683.00 546046683.00 Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.22% 25155JAD0 Certificate of Deposit First Tier Security 2014-02-26 2014-02-26 N N N 1824000000.00 1824000000.00 0.0152 N 1824045052.80 1824045052.80 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 504013305.60 504013305.60 KBC Bank NV KBC Bank NV, 0.22% 4823T0XL8 Certificate of Deposit First Tier Security 2013-12-03 2013-12-03 N N N 1173000000.00 1173000000.00 0.0098 N 1173007859.10 1173007859.10 KBC Bank NV KBC Bank NV, 0.22% 4823T0XM6 Certificate of Deposit First Tier Security 2013-12-04 2013-12-04 N N N 808000000.00 808000000.00 0.0067 N 808006706.40 808006706.40 KBC Bank NV KBC Bank NV, 0.22% 4823T0XN4 Certificate of Deposit First Tier Security 2013-12-06 2013-12-06 N N N 1215000000.00 1215000000.00 0.0101 N 1215000000.00 1215000000.00 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 127029565.60 127029565.60 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 57000252.65 0.0005 N 57000855.00 57000855.00 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 431039436.50 431039436.50 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 429044959.20 429044959.20 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 0.0036 N 427016524.90 427016524.90 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 0.0037 N 438020367.00 438020367.00 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 431999956.80 431999956.80 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 429999957.00 429999957.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LHS8 Certificate of Deposit First Tier Security 2014-03-10 2014-03-10 N N N 431000000.00 431000000.00 0.0036 N 430999956.90 430999956.90 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 0.0036 N 429013341.90 429013341.90 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 214009972.40 214009972.40 National Bank of Canada National Bank of Canada, 0.30% 63307UEA5 Certificate of Deposit First Tier Security 2013-12-10 2014-02-07 N N N 201000000.00 201000000.00 0.0017 N 201006432.00 201006432.00 National Bank of Canada National Bank of Canada, 0.31% 63307UDX6 Certificate of Deposit First Tier Security 2013-12-23 2014-02-20 N N N 1610000000.00 1610000000.00 0.0134 N 1610082110.00 1610082110.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2013-12-20 2014-05-19 N N N 1201000000.00 1200788929.82 0.0100 N 1201420350.00 1201420350.00 Royal Bank of Canada Royal Bank of Canada, 0.17% 78009NPN0 Certificate of Deposit First Tier Security 2013-12-09 2014-04-07 N N N 208000000.00 208000000.00 0.0017 N 207957568.00 207957568.00 Royal Bank of Canada Royal Bank of Canada, 0.22% 78009NNZ5 Certificate of Deposit First Tier Security 2013-12-03 2014-06-03 N N N 425000000.00 425000000.00 0.0035 N 424936675.00 424936675.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NNP7 Certificate of Deposit First Tier Security 2013-12-27 2014-03-27 N N N 325000000.00 325000000.00 0.0027 N 325037700.00 325037700.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NNT9 Certificate of Deposit First Tier Security 2013-12-09 2014-04-08 N N N 250000000.00 250000000.00 0.0021 N 250018000.00 250018000.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NNU6 Certificate of Deposit First Tier Security 2013-12-16 2014-04-15 N N N 228000000.00 228000000.00 0.0019 N 228017556.00 228017556.00 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 429039596.70 429039596.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2013-12-19 2014-02-19 N N N 206000000.00 206000000.00 0.0017 N 205990936.00 205990936.00 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 0.0042 N 500019950.00 500019950.00 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 423019711.80 423019711.80 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 0.0036 N 426020661.00 426020661.00 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 508031699.20 508031699.20 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 0.0036 N 427031939.60 427031939.60 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 0.0042 N 500010050.00 500010050.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562C6J6 Certificate of Deposit First Tier Security 2014-03-10 2014-03-10 N N N 429000000.00 429000000.00 0.0036 N 428999957.10 428999957.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UAD4 Certificate of Deposit First Tier Security 2014-03-12 2014-03-12 N N N 432000000.00 432000000.00 0.0036 N 431999956.80 431999956.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UBE1 Certificate of Deposit First Tier Security 2014-03-21 2014-03-21 N N N 391000000.00 391000000.00 0.0033 N 390999960.90 390999960.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UBS0 Certificate of Deposit First Tier Security 2014-03-25 2014-03-25 N N N 434000000.00 434000000.00 0.0036 N 433999956.60 433999956.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2013-12-16 2014-05-15 N N N 890000000.00 890000000.00 0.0074 N 890039160.00 890039160.00 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 351019515.60 351019515.60 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 432031233.60 432031233.60 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 430031433.00 430031433.00 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 422021057.80 422021057.80 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 0.0054 N 644043276.80 644043276.80 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KFY4 Certificate of Deposit First Tier Security 2014-03-21 2014-03-21 N N N 429000000.00 429000000.00 0.0036 N 429033290.40 429033290.40 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.20% 86958CH98 Certificate of Deposit First Tier Security 2013-12-20 2013-12-20 N N N 281000000.00 281000759.49 0.0023 N 281012279.70 281012279.70 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 639114317.10 639114317.10 Toronto-Dominion Bank Toronto-Dominion Bank, 0.22% 89112WA49 Certificate of Deposit First Tier Security 2013-12-20 2013-12-20 N N N 395000000.00 395000000.00 0.0033 N 395028835.00 395028835.00 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 291071906.10 291071906.10 UBS AG UBS AG, 0.26% 90267RTZ2 Certificate of Deposit First Tier Security 2013-12-31 2014-04-30 N N N 1027000000.00 1027000000.00 0.0086 N 1027177671.00 1027177671.00 Citibank NA Citibank NA, 0.21% 17304UMW7 Certificate of Deposit First Tier Security 2014-03-25 2014-03-25 N N N 863000000.00 863000000.00 0.0072 N 863111154.40 863111154.40 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 165022918.50 165022918.50 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 0.0046 N 547075978.30 547075978.30 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 0.0041 N 487108211.40 487108211.40 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 0.0018 N 210069258.00 210069258.00 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 0.0084 N 1000329800.00 1000329800.00 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 0.0099 N 1182395733.60 1182395733.60 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 432146793.60 432146793.60 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 551083531.60 551083531.60 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GYM7 Certificate of Deposit First Tier Security 2013-12-06 2013-12-06 N N N 505000000.00 505000000.00 0.0042 N 505000000.00 505000000.00 Fifth Third Bank, Cincinnati Fifth Third Bank, Cincinnati, 0.30% 31677NFK7 Certificate of Deposit First Tier Security 2014-02-03 2014-02-03 N N N 203000000.00 203000000.00 0.0017 N 203063234.50 203063234.50 Fifth Third Bank, Cincinnati Fifth Third Bank, Cincinnati, 0.31% 31677NFL5 Certificate of Deposit First Tier Security 2014-02-12 2014-02-12 N N N 203000000.00 203000000.00 0.0017 N 203076084.40 203076084.40 Fifth Third Bank, Cincinnati Fifth Third Bank, Cincinnati, 0.32% 31677NFM3 Certificate of Deposit First Tier Security 2014-02-18 2014-02-18 N N N 203000000.00 203000000.00 0.0017 N 203086741.90 203086741.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.12% 86562UDH2 Certificate of Deposit First Tier Security 2013-12-06 2013-12-06 N N N 441000000.00 441000000.00 0.0037 N 441000000.00 441000000.00 Wells Fargo & Co. Wells Fargo & Co., 0.19% 9497P6P69 Certificate of Deposit First Tier Security 2013-12-12 2014-03-12 N N N 278000000.00 278000000.00 0.0023 N 277952462.00 277952462.00 Wells Fargo & Co. Wells Fargo & Co., 0.19% 9497P6R34 Certificate of Deposit First Tier Security 2013-12-30 2014-03-28 N N N 322000000.00 322000000.00 0.0027 N 322010304.00 322010304.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 9497P6S33 Certificate of Deposit First Tier Security 2014-05-06 2014-05-06 N N N 284000000.00 284000000.00 0.0024 N 283950158.00 283950158.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.20% 2029918E8 0000008565 Certificate of Deposit First Tier Security 2014-03-12 2014-03-12 N N N 681000000.00 681000000.00 0.0057 N 681019408.50 681019408.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.20% 2029918F5 0000008565 Certificate of Deposit First Tier Security 2014-03-20 2014-03-20 N N N 168000000.00 168000000.00 0.0014 N 168005174.40 168005174.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.20% 2029918G3 0000008565 Certificate of Deposit First Tier Security 2014-03-21 2014-03-21 N N N 215000000.00 215000000.00 0.0018 N 215006686.50 215006686.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% XS0996293048 Certificate of Deposit First Tier Security 2014-02-18 2014-02-18 N N N 110000000.00 110001206.21 0.0009 N 110012364.00 110012364.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0980217011 0000833029 Certificate of Deposit First Tier Security 2013-12-09 2014-04-08 N N N 426000000.00 426000000.00 0.0036 N 426000426.00 426000426.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0975277095 0000833029 Certificate of Deposit First Tier Security 2013-12-24 2014-03-24 N N N 640000000.00 640000000.00 0.0053 N 640024960.00 640024960.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0975605873 0000833029 Certificate of Deposit First Tier Security 2013-12-27 2014-03-25 N N N 854000000.00 854000000.00 0.0071 N 854034160.00 854034160.00 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 0.0071 N 848257028.80 848257028.80 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 213068096.10 213068096.10 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 212071295.60 212071295.60 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 213076594.80 213076594.80 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 210939513.30 0.0018 N 210965712.50 210965712.50 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 85962159.98 0.0007 N 85975954.40 85975954.40 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.12% 06737HZ28 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N N N 930000000.00 929996899.94 0.0078 N 929990700.00 929990700.00 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 190994163.88 0.0016 N 190995549.70 190995549.70 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 748702480.72 0.0063 N 748753279.40 748753279.40 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 495280698.14 0.0041 N 495279047.16 495279047.16 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1CK7 Financial Company Commercial Paper First Tier Security 2014-03-19 2014-03-19 N N N 47000000.00 46964750.02 0.0004 N 46967400.80 46967400.80 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1CR2 Financial Company Commercial Paper First Tier Security 2014-03-25 2014-03-25 N N N 100000000.00 99920833.36 0.0008 N 99924280.00 99924280.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 20272AFD3 Financial Company Commercial Paper First Tier Security 2013-12-05 2014-04-07 N N N 208000000.00 208000000.00 0.0017 N 207978784.00 207978784.00 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 165970212.26 0.0014 N 165982105.20 165982105.20 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 61991819.45 0.0005 N 61997830.00 61997830.00 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 418605674.49 0.0035 N 418669325.20 418669325.20 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 209792566.70 0.0018 N 209824671.00 209824671.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.22% 25153KBS5 Financial Company Commercial Paper First Tier Security 2014-02-26 2014-02-26 N N N 14000000.00 13992556.66 0.0001 N 13992777.40 13992777.40 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 418892398.45 0.0035 N 418942387.50 418942387.50 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 418869411.69 0.0035 N 418928644.30 418928644.30 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 104903108.35 0.0009 N 104944224.00 104944224.00 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 104902466.68 0.0009 N 104942953.50 104942953.50 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 83920433.35 0.0007 N 83951641.20 83951641.20 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 48999727.78 0.0004 N 48999671.70 48999671.70 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAP9 Financial Company Commercial Paper First Tier Security 2013-12-03 2014-02-03 N N N 460000000.00 460000000.00 0.0038 N 460037720.00 460037720.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAS3 Financial Company Commercial Paper First Tier Security 2013-12-09 2014-03-07 N N N 1000000000.00 1000000000.00 0.0084 N 999795000.00 999795000.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-12-24 2013-12-24 N N N 500000000.00 500000000.00 0.0042 N 500029000.00 500029000.00 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 82995227.50 0.0007 N 82996580.40 82996580.40 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 105977651.68 0.0009 N 105985266.00 105985266.00 Nationwide Building Society Nationwide Building Society, 0.24% 6385E1C33 Financial Company Commercial Paper First Tier Security 2014-03-03 2014-03-03 N N N 100000000.00 99938666.64 0.0008 N 99946470.00 99946470.00 Nationwide Building Society Nationwide Building Society, 0.24% 6385E1C33 Financial Company Commercial Paper First Tier Security 2014-03-03 2014-03-03 N N N 179000000.00 178890213.29 0.0015 N 178904181.30 178904181.30 Nationwide Building Society Nationwide Building Society, 0.24% 6385E1C58 Financial Company Commercial Paper First Tier Security 2014-03-05 2014-03-05 N N N 150000000.00 149906000.01 0.0013 N 149916795.00 149916795.00 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 159998311.10 0.0013 N 159998400.00 159998400.00 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 186865360.04 0.0016 N 186885537.30 186885537.30 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 499636666.80 0.0042 N 499690150.00 499690150.00 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 499633333.50 0.0042 N 499686300.00 499686300.00 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 313759266.69 0.0026 N 313788772.20 313788772.20 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.12% 83365RZ24 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N N N 1420000000.00 1419995266.57 0.0119 N 1419992900.00 1419992900.00 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 119947999.99 0.0010 N 119960472.00 119960472.00 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 199910666.68 0.0017 N 199931380.00 199931380.00 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 129941066.66 0.0011 N 129954500.00 129954500.00 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 53974440.00 0.0005 N 53979960.60 53979960.60 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 199903999.96 0.0017 N 199924360.00 199924360.00 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 139930933.33 0.0012 N 139945022.00 139945022.00 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 99976111.10 0.0008 N 99985000.00 99985000.00 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 99960555.58 0.0008 N 99968980.00 99968980.00 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 218973537.53 0.0018 N 218983115.10 218983115.10 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 84988100.00 0.0007 N 84989706.50 84989706.50 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 99980555.54 0.0008 N 99982980.00 99982980.00 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 135987948.90 0.0011 N 135989786.40 135989786.40 AT&T, Inc. AT&T, Inc., 0.26% 0020A2ZG0 Other Commercial Paper Second Tier Security 2013-12-16 2013-12-16 N N N 36000000.00 35996100.00 0.0003 N 35995636.80 35995636.80 AT&T, Inc. AT&T, Inc., 0.26% 0020A2ZH8 Other Commercial Paper Second Tier Security 2013-12-17 2013-12-17 N N N 90295000.00 90284565.93 0.0008 N 90283261.65 90283261.65 AT&T, Inc. AT&T, Inc., 0.26% 0020A2ZH8 Other Commercial Paper Second Tier Security 2013-12-17 2013-12-17 N N N 143000000.00 142983475.57 0.0012 N 142981410.00 142981410.00 AT&T, Inc. AT&T, Inc., 0.26% 0020A2ZH8 Other Commercial Paper Second Tier Security 2013-12-17 2013-12-17 N N N 37000000.00 36995724.45 0.0003 N 36995190.00 36995190.00 Credit Suisse Credit Suisse, 0.27% 22533HAA0 Other Commercial Paper First Tier Security 2013-12-05 2013-12-05 N N N 604000000.00 604000000.00 0.0050 N 604001812.00 604001812.00 Devon Energy Corp. Devon Energy Corp., 0.32% 25179JAB6 Other Commercial Paper Second Tier Security 2013-12-26 2013-12-30 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 566000000.00 566000000.00 0.0047 N 565976794.00 565976794.00 Jpmorgan Securities LLC Jpmorgan Securities LLC, 0.30% 46590EEP9 Other Commercial Paper First Tier Security 2014-05-23 2014-05-23 N N N 1000000000.00 998558333.60 0.0083 N 998478500.00 998478500.00 Northeast Utilities Northeast Utilities, 0.22% 66439TZ27 Other Commercial Paper Second Tier Security 2013-12-02 2013-12-02 N N N 123000000.00 122999248.32 0.0010 N 122998056.60 122998056.60 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 135017658.00 135017658.00 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 206021691.80 206021691.80 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 10994542.78 0.0001 N 10997242.30 10997242.30 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 59962000.02 0.0005 N 59977428.00 59977428.00 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 24000000.00 23984800.00 0.0002 N 23990971.20 23990971.20 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 12991766.67 0.0001 N 12995109.40 12995109.40 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 24983770.83 0.0002 N 24990277.50 24990277.50 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 24983770.83 0.0002 N 24990277.50 24990277.50 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 24983770.83 0.0002 N 24990277.50 24990277.50 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 44969837.51 0.0004 N 44981779.50 44981779.50 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 99932972.24 0.0008 N 99959510.00 99959510.00 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 24983243.05 0.0002 N 24989877.50 24989877.50 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 49966222.23 0.0004 N 49979595.00 49979595.00 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 49964111.11 0.0004 N 49977765.00 49977765.00 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 26980620.00 0.0002 N 26987993.10 26987993.10 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 49964111.11 0.0004 N 49977765.00 49977765.00 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 54960522.22 0.0005 N 54975541.50 54975541.50 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 49963847.21 0.0004 N 49977605.00 49977605.00 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 67950832.23 0.0006 N 67969542.80 67969542.80 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 49963847.22 0.0004 N 49977605.00 49977605.00 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 49962791.66 0.0004 N 49976565.00 49976565.00 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 99925055.56 0.0008 N 99952800.00 99952800.00 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 99920305.58 0.0008 N 99947730.00 99947730.00 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 18984757.78 0.0002 N 18989922.40 18989922.40 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 49959097.21 0.0004 N 49972305.00 49972305.00 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 49959097.21 0.0004 N 49972305.00 49972305.00 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 49959097.21 0.0004 N 49972305.00 49972305.00 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 49958833.34 0.0004 N 49971910.00 49971910.00 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 30974476.67 0.0003 N 30982584.20 30982584.20 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 49958569.44 0.0004 N 49971515.00 49971515.00 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 20982599.17 0.0002 N 20988036.30 20988036.30 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 49975555.55 0.0004 N 49988750.00 49988750.00 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 43961866.66 0.0004 N 43975280.80 43975280.80 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 99913333.30 0.0008 N 99943820.00 99943820.00 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 149869166.67 0.0013 N 149914545.00 149914545.00 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 24178623.32 0.0002 N 24185821.22 24185821.22 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 37965166.65 0.0003 N 37975851.00 37975851.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ABC2 Other Commercial Paper First Tier Security 2013-12-12 2014-03-18 N N N 300000000.00 300000000.00 0.0025 N 300000900.00 300000900.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ABB4 Other Commercial Paper First Tier Security 2013-12-12 2014-03-13 N N N 120000000.00 120000000.00 0.0010 N 120000360.00 120000360.00 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796CZ0 Treasury Debt First Tier Security 2014-05-22 2014-05-22 N N N 397641200.00 397451215.40 0.0033 N 397457092.12 397457092.12 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796BJ7 Treasury Debt First Tier Security 2014-05-29 2014-05-29 N N N 235500000.00 235382904.12 0.0020 N 235377775.50 235377775.50 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 999460000.00 0.0083 N 999633000.00 999633000.00 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 499317694.95 0.0042 N 499591500.00 499591500.00 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 243271071.39 0.0020 N 243256365.00 243256365.00 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 1881761620.65 0.0157 N 1881760234.00 1881760234.00 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 853000000.00 853514449.81 0.0071 N 853433324.00 853433324.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.18% 912828QM5 Treasury Debt First Tier Security 2014-05-15 2014-05-15 N N N 391000000.00 392508686.54 0.0033 N 392542495.00 392542495.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 912828SW1 Treasury Debt First Tier Security 2014-05-31 2014-05-31 N N N 587000000.00 587389494.70 0.0049 N 587343982.00 587343982.00 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 985122278.94 0.0082 N 985145346.00 985145346.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% to 0.16% 912828LK4 Treasury Debt First Tier Security 2014-08-31 2014-08-31 N N N 362000000.00 367992321.15 0.0031 N 367953090.00 367953090.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% to 0.17% 912828RG7 Treasury Debt First Tier Security 2014-09-15 2014-09-15 N N N 631000000.00 631453579.93 0.0053 N 631517420.00 631517420.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% 912828LQ1 Treasury Debt First Tier Security 2014-09-30 2014-09-30 N N N 310000000.00 315725563.89 0.0026 N 315667110.00 315667110.00 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 263275181.37 0.0022 N 263287722.00 263287722.00 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 68020787.75 0.0006 N 68023936.00 68023936.00 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 347812089.70 0.0029 N 347837952.00 347837952.00 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 757160198.44 0.0063 N 757147615.00 757147615.00 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 669513276.92 0.0056 N 669539740.00 669539740.00 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 561441347.59 0.0047 N 561417010.00 561417010.00 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 808279575.68 0.0068 N 808375200.00 808375200.00 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 250791135.86 0.0021 N 250830000.00 250830000.00 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 76097426.32 0.0006 N 76116113.08 76116113.08 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 383973588.68 0.0032 N 383985024.00 383985024.00 Fannie Mae Fannie Mae, 0.14% 3135G0YF4 Government Agency Debt First Tier Security 2013-12-05 2015-08-05 N N N 600000000.00 599795519.88 0.0050 N 599764200.00 599764200.00 Fannie Mae Fannie Mae, 0.15% 3135G0PG2 Government Agency Debt First Tier Security 2013-12-11 2014-09-11 N N N 717000000.00 716890221.42 0.0060 N 717165627.00 717165627.00 Fannie Mae Fannie Mae, 0.16% 3135G0YU1 Government Agency Debt First Tier Security 2013-12-21 2015-10-21 N N N 1500000000.00 1499711384.40 0.0125 N 1499782500.00 1499782500.00 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 92133533.42 0.0008 N 92119215.87 92119215.87 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313381DU6 Government Agency Debt First Tier Security 2013-12-03 2014-06-03 N N N 390000000.00 389959929.84 0.0033 N 390038220.00 390038220.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313381HK4 Government Agency Debt First Tier Security 2013-12-10 2014-06-10 N N N 250000000.00 249973333.35 0.0021 N 250026250.00 250026250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313381JE6 Government Agency Debt First Tier Security 2013-12-25 2014-06-25 N N N 500000000.00 499942727.50 0.0042 N 500089000.00 500089000.00 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 249955555.60 0.0021 N 249989250.00 249989250.00 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 44000466.49 0.0004 N 44000924.00 44000924.00 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 25000665.37 0.0002 N 25001175.00 25001175.00 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 132003070.64 0.0011 N 132006996.00 132006996.00 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 35000814.19 0.0003 N 35001855.00 35001855.00 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 7542182.46 0.0001 N 7541939.74 7541939.74 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 7025639.29 0.0001 N 7025618.20 7025618.20 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 363092565.00 363092565.00 Freddie Mac Freddie Mac, 0.13% 313397YN5 Government Agency Debt First Tier Security 2014-06-25 2014-06-25 N N N 750000000.00 749442083.70 0.0063 N 749616000.00 749616000.00 Freddie Mac Freddie Mac, 0.15% 3134G4J33 Government Agency Debt First Tier Security 2013-12-16 2015-10-16 N N N 1090000000.00 1090000000.00 0.0091 N 1090461070.00 1090461070.00 Freddie Mac Freddie Mac, 0.16% 3134G4DT2 Government Agency Debt First Tier Security 2013-12-16 2015-07-16 N N N 1250000000.00 1249794612.25 0.0104 N 1249955000.00 1249955000.00 Freddie Mac Freddie Mac, 0.16% 3134G4DU9 Government Agency Debt First Tier Security 2013-12-17 2015-07-17 N N N 1250000000.00 1249794265.25 0.0104 N 1249955000.00 1249955000.00 Freddie Mac Freddie Mac, 0.16% 3134G4C97 Government Agency Debt First Tier Security 2013-12-26 2015-06-26 N N N 1105000000.00 1104826832.80 0.0092 N 1104992265.00 1104992265.00 Dominion Resources, Inc. 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Oblig., 2.00% TRAN Series 2013 882723CX5 Other Municipal Debt First Tier Security 2014-08-28 2014-08-28 N N N 540500000.00 547717175.18 0.0046 N 547834585.00 547834585.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.17% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2013-12-06 2013-12-06 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 Credit Agricole CIB Credit Agricole CIB, 0.12% 44T99HHL8 Other Instrument Time Deposits First Tier Security 2013-12-02 2013-12-02 N N N 1283000000.00 1283000000.00 0.0107 N 1283000000.00 1283000000.00 ING Bank NV ING Bank NV, 0.15% 48M994QS0 0001017255 Other Instrument Time Deposits First Tier Security 2013-12-04 2013-12-04 N N N 514000000.00 514000000.00 0.0043 N 514000000.00 514000000.00 RBS Citizens NA RBS Citizens NA, 0.25% 13C990QR5 Other Instrument Time Deposits Second Tier Security 2013-12-04 2013-12-04 N N N 598000000.00 598000000.00 0.0050 N 598000000.00 598000000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 11/29/2013 due 12/02/2013 48Q99D6J8_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-07-01 2043-12-01 0.468 - 7 Government Agency Debt 262603.24 192658.42 FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2043-12-01 0.486 - 6.5 Government Agency Debt 319797.86 279679.46 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-16 2043-11-20 2.5 - 5.5 Government Agency Debt 58416.36 51372.58 Unrated Security 2013-12-02 2013-12-02 N N N 511941.00 511941.10 0.0000 N 511941.10 511941.10 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 48P995CR1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2043-04-01 3 - 7 Government Agency Debt 278787905.00 224695403.38 First Tier Security 2013-12-04 2013-12-04 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 2027-03-01 2043-04-01 2.5 - 4 Government Agency Debt 165741317.00 145124950.60 First Tier Security 2013-12-06 2013-12-06 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 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 2.053 - 5 Government Agency Debt 104295702.00 65901784.14 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2048-08-01 1.349 - 6.5 Government Agency Debt 218648765.00 85125393.21 Unrated Security 2013-12-06 2013-12-06 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 2025-04-01 2043-10-01 1.999 - 6.5 Government Agency Debt 380869828.00 194530389.00 FEDERAL NATIONAL MORTGAGE ASSOC 2025-10-01 2044-02-01 1.349 - 6 Government Agency Debt 955284120.00 371852661.36 Unrated Security 2013-12-06 2013-12-06 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 U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.15% 48Q99AKD1 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2013-12-31 2013-12-31 1.5 - 1.5 Treasury Debt 44841000.00 45167830.45 FEDERAL AGRICULTURE MORTGAGE CORP 2014-09-30 2016-06-03 0 - 0.475 Government Agency Debt 27200000.00 27175936.89 FEDERAL FARM CREDIT 2017-10-25 2017-10-25 5.3 - 5.3 Government Agency Debt 1800000.00 2095156.00 FEDERAL HOME LOAN BANK 2014-05-23 2014-08-06 0 - 1.375 Government Agency Debt 29680000.00 29805737.78 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-18 2043-10-01 0.75 - 5.25 Government Agency Debt 81782794.00 75776278.80 FEDERAL NATIONAL MORTGAGE ASSOC 2016-01-29 2042-06-01 0.7 - 5 Government Agency Debt 27552581.00 22885901.09 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-15 2054-08-15 2.5 - 5 Government Agency Debt 66498377.00 52104905.07 First Tier Security 2013-12-06 2013-12-06 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 250000000.00 250000000.00 0.0021 N 250000000.00 250000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 11/29/2013 due 12/02/2013 48Q99D6J8_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-12-19 2043-08-15 0 - 9.125 Treasury Debt 1510187.03 1553855.96 FEDERAL HOME LOAN MORTGAGE CORP 2019-04-15 2043-11-01 1.789 - 6.5 Government Agency Debt 822991.23 567396.00 FEDERAL NATIONAL MORTGAGE ASSOC 2021-12-25 2045-09-01 1.75 - 8.356 Government Agency Debt 799720.35 537016.04 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-15 2055-01-15 1.75 - 7 Government Agency Debt 1912680.24 1233448.42 Unrated Security 2013-12-02 2013-12-02 N N N 3813059.00 3813058.90 0.0000 N 3813058.90 3813058.90 BNP Paribas Securities Corp. 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CORP. 2013-12-02 2013-12-02 N/A Other Commercial Paper 2995000.00 2994975.72 NOVASTAR MORTGAGE FUNDING TRUS 2036-11-25 2036-11-25 0.336 - 0.336 Other Instrument ASSET BACKED 41800000.00 16076324.16 RAMP SERIES 2006-RS4 TRUST 2036-07-25 2036-07-25 0.446 - 0.446 Other Instrument ASSET BACKED 28602810.00 22327599.31 First Tier Security 2013-12-06 2013-12-06 N N N 109000000.00 109000000.00 0.0009 N 109000000.00 109000000.00 Deutsche Bank Securities, Inc. 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Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.49% 45A99N8X6 Other Repurchase Agreement N APPLE COMPUTER, INC. 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 219066.00 119601273.36 First Tier Security 2014-02-27 2014-02-27 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 110000000.00 110000000.00 0.0009 Y 110000000.00 110000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.53% 45A99N8V0 Other Repurchase Agreement N J P MORGAN CHASE & CO 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 1316283.00 75659946.84 QUALCOMM INCORPORATED 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 226893.00 16690249.08 RELIANCE STEEL & ALUMINUM CO. 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 1106484.00 81215925.60 ST JUDE MED INC 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 743995.00 43918024.85 First Tier Security 2014-04-30 2014-04-30 N N N 200000000.00 200000000.00 0.0017 Y 200000000.00 200000000.00 J.P. Morgan Clearing Corp. J.P. 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Morgan Clearing Corp. J.P. 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Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.62% 45A99N8U2 Other Repurchase Agreement N ACCURAY INCORPORATED 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 7700000.00 12749883.30 ARRAY BIOPHARMA 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 2010000.00 2184964.47 BLUCORA INC 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 7040000.00 10434230.40 BOTTOMLINE TECHNOLOGIES, INC. 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 22000.00 28775.08 CIENA CORPORATION 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 6950000.00 9899114.35 COBALT INTL ENERGY INC 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 22831600.00 23260879.74 CONCUR TECHNOLOGIES, INC. 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 25712000.00 29010438.21 CORNERSTONE ONDEMAND INC 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 5000000.00 5897460.00 FXCM INC 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 12030000.00 13240494.69 FORESTAR GROUP INC 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 1535000.00 1695055.99 HOLOGIC 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 36947000.00 39363961.90 ICONIX BRAND GROUP INC *- 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 14595000.00 20134897.13 PFD INFINERA CORP SR-D 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 18700000.00 19780299.00 MEADOWBROOK INSURANCE GROUP, I 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 9000000.00 9766143.00 MOLINA HEALTHCARE, INC. 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 15335000.00 16176109.42 SALIX PHARMACEUTICALS LTD DEL 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 4456000.00 6397145.00 THERAVANCE, INC 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 6904000.00 10523967.42 WORKDAY INC 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 4619000.00 5500841.35 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., 0.20% 48M996TR4 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2043-02-15 2043-09-15 0 - 19.719 Government Agency Debt 10482887.00 5242266.45 FEDERAL NATIONAL MORTGAGE ASSOC 2040-05-01 2043-07-25 5.984 - 6.429 Government Agency Debt 32030000.00 2822696.48 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-11-20 2053-11-16 0.2 - 6.582 Government Agency Debt 1067835087.00 221628283.78 First Tier Security 2013-12-04 2013-12-04 N N N 223000000.00 223000000.00 0.0019 N 223000000.00 223000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M996RW5 0001287279 Other Repurchase Agreement N BEAR STEARNS MORTGAGE FUNDING 2046-09-25 2046-09-25 0.396 - 0.396 Other Instrument GOVERNMENT AGENCY 86035000.00 20252467.74 WAMU MORTGAGE PASS-THROUGH CER 2046-08-25 2046-08-25 1.149 - 1.149 Other Instrument GOVERNMENT AGENCY 106330000.00 33776680.47 First Tier Security 2014-02-27 2014-02-27 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. Morgan Securities, Inc., 0.61% 48M996TD5 0001287279 Other Repurchase Agreement N BEAR STEARNS ALT-A TRUST 2002- 2035-05-25 2035-05-25 2.653 - 2.653 Other Instrument GOVERNMENT AGENCY 20827000.00 3312746.06 CSMC MORGAGE-BACKED TRUST 2007 2037-04-25 2037-04-25 5.837 - 5.837 Other Instrument GOVERNMENT AGENCY 54019000.00 11030706.34 CWALT, INC., 2005-43 2035-12-25 2035-12-25 2.622 - 2.622 Other Instrument GOVERNMENT AGENCY 25293000.00 5570656.12 CHL MORTGAGE PASS-THROUGH TRUS 2037-07-25 2037-07-25 6 - 6 Other Instrument GOVERNMENT AGENCY 24440000.00 9191050.84 CITIGROUP MORTGAGE LOAN TRUST 2037-07-25 2037-08-25 2.464 - 2.755 Other Instrument GOVERNMENT AGENCY 63459000.00 13894258.74 GE COMMERCIAL MORTGAGE CORPORA 2049-12-10 2049-12-10 5.677 - 5.677 Other Instrument GOVERNMENT AGENCY 1630000.00 1048724.83 INDYMAC INDX MORTGAGE LOAN TRU 2036-08-25 2036-08-25 2.723 - 2.723 Other Instrument GOVERNMENT AGENCY 22175000.00 4016177.57 INDYMAC INDX MORTGAGE LOAN TRU 2035-07-25 2036-02-25 2.531 - 5.5 Other Instrument GOVERNMENT AGENCY 147037000.00 36429978.02 INDYMAC INDX MORTGAGE MORTGAGE 2036-09-25 2036-09-25 2.728 - 2.728 Other Instrument GOVERNMENT AGENCY 43160000.00 9938181.08 INDYMAC MBS, INC INDX MLT 2004 2037-09-25 2037-09-25 2.802 - 2.802 Other Instrument GOVERNMENT AGENCY 44317000.00 14118084.65 JPMORGAN MORTGAGE TRUST 2006-A 2037-01-25 2037-01-25 2.563 - 2.563 Other Instrument GOVERNMENT AGENCY 45000000.00 10732861.38 LEHMAN MORTGAGE TRUST 2005-1 2035-12-25 2035-12-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 25000000.00 1179811.73 MERRILL LYNCH MORTGAGE INVESTO 2036-05-25 2036-05-25 2.896 - 2.896 Other Instrument GOVERNMENT AGENCY 52470000.00 15361757.53 MORGAN STANLEY MORTGAGE LOAN T 2035-08-25 2035-08-25 5.951 - 5.951 Other Instrument GOVERNMENT AGENCY 43710000.00 18044116.49 RALI SERIES 2007-QS8 2037-06-25 2037-06-25 6 - 6 Other Instrument GOVERNMENT AGENCY 20000000.00 6464557.65 RALI SERIES 2003-QS4 TRUST 2035-04-25 2035-04-25 3.178 - 3.178 Other Instrument GOVERNMENT AGENCY 57375000.00 15428944.98 RALI SERIES 2005-QS9 TRUST 2036-02-25 2036-02-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 30840000.00 5518098.70 STRUCTURED ADJUSTABLE RATE MOR 2035-11-25 2035-11-25 4.585 - 4.585 Other Instrument GOVERNMENT AGENCY 87577000.00 24020735.42 WACHOVIA BANK COMMERCIAL MORTG 2048-11-15 2048-11-15 5.475 - 5.475 Other Instrument GOVERNMENT AGENCY 20498000.00 7554709.00 WELLS FARGO MORTGAGE BACKED SE 2036-04-25 2036-04-25 2.64 - 2.64 Other Instrument GOVERNMENT AGENCY 27099500.00 7524600.14 First Tier Security 2014-03-13 2014-03-13 N N N 204000000.00 204000000.00 0.0017 Y 204000000.00 204000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 48M996TB9 0001287279 Other Repurchase Agreement N RESIDENTAL ASSET SECURITIZATIO 2037-03-25 2037-03-25 6 - 6 Other Instrument GOVERNMENT AGENCY 15000000.00 7854242.92 WACHOVIA BANK COMMERCIAL MORTG 2045-03-15 2045-03-15 5.881 - 5.881 Other Instrument GOVERNMENT AGENCY 5000000.00 2186345.31 WACHOVIA BANK COMMERCIAL MORTG 2045-07-15 2045-07-15 5.865 - 5.865 Other Instrument GOVERNMENT AGENCY 15000000.00 6441924.87 WACHOVIA BANK COMMERCIAL MORTG 2051-02-15 2051-02-15 6.123 - 6.123 Other Instrument GOVERNMENT AGENCY 15793000.00 13560832.17 WACHOVIA BANK COMMERCIAL MORTG 2048-11-15 2048-11-15 5.438 - 5.438 Other Instrument GOVERNMENT AGENCY 10000000.00 6636747.72 WELLS FARGO MORTGAGE BACKED SE 2036-09-25 2036-09-25 2.74 - 2.74 Other Instrument GOVERNMENT AGENCY 9550000.00 2044233.09 WELLS FARGO MORTGAGE BACKED SE 2036-10-25 2036-10-25 2.62 - 2.62 Other Instrument GOVERNMENT AGENCY 424998.00 97715.29 BANK OF AMERICA STRUCTURED NOT 2035-12-25 2035-12-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 6700000.00 4382629.75 BANK OF AMERICA MORTGAGE SECUR 2035-11-25 2035-11-25 2.801 - 2.801 Other Instrument GOVERNMENT AGENCY 19923000.00 3791882.22 BANC OF AMERICA COMMERCIAL MOR 2045-10-10 2045-10-10 5.48 - 5.48 Other Instrument GOVERNMENT AGENCY 12300000.00 10135966.14 BEAR STEARNS COMMERCIAL MORTGA 2041-10-12 2041-10-12 5.598 - 5.598 Other Instrument GOVERNMENT AGENCY 3820000.00 3607176.58 BEAR STEARNS COMMERCIAL MORTGA 2044-02-11 2044-02-11 5.444 - 5.444 Other Instrument GOVERNMENT AGENCY 8000000.00 252273.80 CWALT, INC., 2005-13CB 2035-10-25 2035-10-25 49.874 - 49.874 Other Instrument GOVERNMENT AGENCY 9093750.00 9196731.31 CWALT, INC., 2005-79CB 2036-05-25 2036-05-25 6 - 6 Other Instrument GOVERNMENT AGENCY 12500000.00 7950911.67 CWMBS, INC., 2005-19 2036-04-20 2036-04-20 2.723 - 2.723 Other Instrument GOVERNMENT AGENCY 100000.00 26265.99 CWMBS, INC. 2004-21 2035-02-20 2035-02-20 2.731 - 2.731 Other Instrument GOVERNMENT AGENCY 2000.00 267.31 CHASE MORTGAGE FINANCE 2007-A1 2037-02-25 2037-02-25 2.649 - 2.649 Other Instrument GOVERNMENT AGENCY 12659000.00 1709918.80 CHASE FLEX TRUST SERIES 2006-1 2036-06-25 2036-06-25 5.315 - 5.315 Other Instrument GOVERNMENT AGENCY 8850000.00 7512946.64 CHASE FLEX TRUST 2006-2 2036-09-25 2036-09-25 5.646 - 5.646 Other Instrument GOVERNMENT AGENCY 8310120.00 7443567.97 CITIGROUP COMMERCIAL MORTGAGE 2049-10-15 2049-10-15 5.551 - 5.551 Other Instrument GOVERNMENT AGENCY 17000000.00 14183396.58 COMM 2006-C8 MORTGAGE TRUST 2046-12-10 2046-12-10 5.455 - 5.455 Other Instrument GOVERNMENT AGENCY 12500000.00 7920122.15 CREDIT SUISSE COMMERCIAL MORTG 2039-09-15 2039-09-15 5.522 - 5.522 Other Instrument GOVERNMENT AGENCY 7500000.00 3303453.33 CREDIT SUISSE COMMERCIAL MORTG 2049-01-15 2049-01-15 5.797 - 5.797 Other Instrument GOVERNMENT AGENCY 5500000.00 2961271.11 GE COMMERCIAL MORTGAGE CORPORA 2049-12-10 2049-12-10 5.677 - 5.677 Other Instrument GOVERNMENT AGENCY 18370000.00 11819064.44 GMAC COMMERCIAL MORTGAGE SECUR 2043-05-10 2043-05-10 4.936 - 4.936 Other Instrument GOVERNMENT AGENCY 3000000.00 1224615.37 GMACM MORTGAGE LOAN TRUST 2005 2036-04-19 2036-04-19 3.902 - 3.902 Other Instrument GOVERNMENT AGENCY 4824000.00 1501812.89 GREENWICH CAPITAL COMMERCIAL F 2037-04-10 2037-04-10 5.463 - 5.463 Other Instrument GOVERNMENT AGENCY 4250000.00 3068453.40 INDYMAC INDX MORTGAGE LOAN TRU 2036-06-25 2036-06-25 4.623 - 4.623 Other Instrument GOVERNMENT AGENCY 9545000.00 1174677.28 J.P. MORGAN MORTGAGE TRUST 200 2035-10-25 2036-04-25 2.607 - 5.141 Other Instrument GOVERNMENT AGENCY 10470000.00 9629648.38 JPMORGAN CHASE COMMERCIAL MORT 2037-09-12 2037-09-12 5.262 - 5.262 Other Instrument GOVERNMENT AGENCY 5050000.00 2131569.37 J.P. MORGAN MORTGAGE TRUST 200 2036-10-25 2036-10-25 2.673 - 5.592 Other Instrument GOVERNMENT AGENCY 22497058.00 10394381.88 J.P. MORGAN ALTERNATIVE LOAN T 2036-08-25 2036-08-25 6.12 - 6.12 Other Instrument GOVERNMENT AGENCY 175000.00 107695.88 JP MORGAN CHASE COMMERICAL MOR 2047-06-12 2047-06-12 5.645 - 5.674 Other Instrument GOVERNMENT AGENCY 18781000.00 7926599.03 JPMORGAN ALTERNATIVE LOAN TRUS 2036-11-25 2036-11-25 6 - 6 Other Instrument GOVERNMENT AGENCY 61558000.00 26542184.03 JPMORGAN CHASE COMMERCIAL MTG 2049-01-15 2049-01-15 5.582 - 5.582 Other Instrument GOVERNMENT AGENCY 4985000.00 1265381.25 LB-UBS COMMERCIAL MORTGAGE TRU 2040-04-15 2040-04-15 5.498 - 5.498 Other Instrument GOVERNMENT AGENCY 9000000.00 3813829.24 MERRIL LYNCH MORTGAGE TRUST 2038-07-12 2038-07-12 5.455 - 5.465 Other Instrument GOVERNMENT AGENCY 14500000.00 6752230.28 MORGAN STANLEY MORTGAGE LOAN T 2035-12-25 2035-12-25 5.536 - 5.536 Other Instrument GOVERNMENT AGENCY 4330000.00 776396.08 MORGAN STANLEY CAPITAL I TRUST 2043-12-15 2043-12-15 5.468 - 5.468 Other Instrument GOVERNMENT AGENCY 5000000.00 1627264.47 GCMO 144ANOMURA 04-R1 2036-01-25 2036-01-25 5.515 - 5.654 Other Instrument GOVERNMENT AGENCY 20893000.00 10637522.49 RALI SERIES 2006-QS4 TRUST 2036-04-25 2036-04-25 6 - 6 Other Instrument GOVERNMENT AGENCY 12000000.00 5773639.08 RFMSI SERIES 2006-S12 TRUST 2036-12-25 2036-12-25 6 - 6 Other Instrument GOVERNMENT AGENCY 9400000.00 6137328.17 First Tier Security 2014-02-27 2014-02-27 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 218000000.00 218000000.00 0.0018 Y 218000000.00 218000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 48M996QM8 0001287279 Other Repurchase Agreement N ADJUSTABLE RATE MORTGAGE-BACKE 2037-03-25 2037-03-25 0.316 - 0.316 Other Instrument GOVERNMENT AGENCY 67880000.00 10362175.24 ALTERNATIVE LOAN TRUST, 2007-9 2037-05-25 2037-05-25 6 - 6 Other Instrument GOVERNMENT AGENCY 33950401.00 10362503.55 ALTERNATIVE LOAN TRUST 2007-HY 2047-03-25 2047-03-25 4.924 - 4.924 Other Instrument GOVERNMENT AGENCY 20000000.00 10171837.81 AMERICAN HOME MORTGAGE INVESTM 2044-04-25 2044-04-25 2.347 - 2.347 Other Instrument GOVERNMENT AGENCY 2052000.00 100358.55 BANC OF AMERICA COMMERCIAL MOR 2044-07-10 2044-07-10 6.074 - 6.074 Other Instrument GOVERNMENT AGENCY 20000000.00 13052415.85 BANC OF AMERICA COMMERCIAL MOR 2051-02-10 2051-02-10 6.004 - 6.004 Other Instrument GOVERNMENT AGENCY 7313000.00 3544391.37 BEAR STEARNS ARM TRUST 2000-2 2035-01-25 2035-01-25 4.08 - 4.08 Other Instrument GOVERNMENT AGENCY 6203000.00 1583176.59 BEAR STEARNS MORTGAGE FUNDING 2037-02-25 2037-02-25 0.366 - 0.366 Other Instrument GOVERNMENT AGENCY 58956000.00 30416248.22 CWALT, INC., 2005-13CB 2035-08-25 2035-08-25 0.476 - 0.476 Other Instrument GOVERNMENT AGENCY 18200000.00 4605651.56 CWALT, INC., 2005-79CB 2036-03-25 2036-03-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 14660000.00 1950852.61 CHASE MORTGAGE FINANCE TRUST,S 2035-12-25 2035-12-25 2.624 - 5.026 Other Instrument GOVERNMENT AGENCY 168765000.00 39568126.37 CHASE MORTGAGE FINANCE 2007-A1 2037-02-25 2037-02-25 2.795 - 2.795 Other Instrument GOVERNMENT AGENCY 3407000.00 414724.46 CHASE MORTGAGE FINANCE TRUST S 2036-10-25 2036-10-25 N/A Other Instrument GOVERNMENT AGENCY 1248724.00 17156.67 CITIGROUP MORTGAGE LOAN TRUST, 2035-09-25 2035-09-25 2.185 - 2.185 Other Instrument GOVERNMENT AGENCY 20000000.00 4572950.01 COMM 2006-C7 MORTGAGE TRUST 2046-06-10 2046-06-10 5.969 - 5.969 Other Instrument GOVERNMENT AGENCY 17384546.00 14511000.54 CSFB MORTGAGE-BACKED PASS-THRO 2034-06-25 2034-06-25 2.721 - 2.721 Other Instrument GOVERNMENT AGENCY 14747000.00 7067173.85 CREDIT SUISSE FIRST BOSTON 200 2035-07-25 2035-07-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 10000000.00 7311756.61 ALTERNATIVE LOAN TRUST 2006-OA 2046-09-20 2046-09-20 0.358 - 0.358 Other Instrument GOVERNMENT AGENCY 32500000.00 13912257.85 INDYMAC INDX MORTGAGE LOAN TRU 2035-11-25 2035-11-25 0.466 - 0.466 Other Instrument GOVERNMENT AGENCY 75000000.00 8566197.19 INDYMAC INDX MORTGAGE LOAN TRU 2036-11-25 2036-11-25 4.994 - 4.994 Other Instrument GOVERNMENT AGENCY 50000000.00 19952383.64 J.P. MORGAN MORTGAGE TRUST 200 2034-06-25 2035-04-25 2.29 - 3.291 Other Instrument GOVERNMENT AGENCY 886800.00 150974.81 J.P. MORGAN ALTERNATIVE LOAN T 2036-10-25 2036-10-25 3.681 - 3.681 Other Instrument GOVERNMENT AGENCY 1045000.00 530241.76 JPMORGAN ALTERNATIVE LOAN TRUS 2028-12-01 2028-12-01 3.937 - 3.937 Other Instrument GOVERNMENT AGENCY 8022000.00 4573074.51 JP MORGAN CHASE COMMERICAL MOR 2047-06-12 2047-06-12 5.708 - 5.708 Other Instrument GOVERNMENT AGENCY 13000000.00 1990814.88 JPMORGAN MORTGAGE TRUST 2007-A 2035-07-25 2035-07-25 2.68 - 2.812 Other Instrument GOVERNMENT AGENCY 36727000.00 5605976.78 JPMORGAN CHASE COMM MTG 2007-C 2051-02-12 2051-02-12 6.375 - 6.375 Other Instrument GOVERNMENT AGENCY 14970000.00 2845952.47 JP MORGAN MORTGAGE TRUST 2007- 2037-10-25 2037-10-25 2.761 - 2.761 Other Instrument GOVERNMENT AGENCY 21738900.00 4564226.53 J P MORGAN CHASE COML MORTGAGE 2051-02-12 2051-02-12 6.829 - 6.829 Other Instrument GOVERNMENT AGENCY 26438007.00 5730995.36 ML-CFC COMMERCIAL MORTGAGE TRU 2050-06-12 2050-06-12 5.928 - 5.928 Other Instrument GOVERNMENT AGENCY 11725000.00 4828932.58 MASTR ADJUSTABLE RATE MORTGAGE 2034-01-25 2034-01-25 3.026 - 3.026 Other Instrument GOVERNMENT AGENCY 10486000.00 848605.83 MASTR ASSET SECURITIZATION TRU 2038-01-25 2038-01-25 6.25 - 6.25 Other Instrument GOVERNMENT AGENCY 13940000.00 3440071.35 GCMO 144ANOMURA 04-R1 2035-12-25 2035-12-25 3.472 - 3.472 Other Instrument GOVERNMENT AGENCY 22962000.00 4130493.37 NOMURA ASSET ACCEPTANCE CORPOR 2037-04-25 2037-04-25 0.296 - 0.296 Other Instrument GOVERNMENT AGENCY 83087000.00 14098213.25 RALI SERIES 2007-QS1 TRUST 2037-01-25 2037-01-25 0.526 - 0.526 Other Instrument GOVERNMENT AGENCY 120762839.00 30643508.78 RALI SERIES 2006-QA10 TRUST 2036-12-25 2036-12-25 0.346 - 0.346 Other Instrument GOVERNMENT AGENCY 75000000.00 17637019.60 RALI SERIES 2007-QS4 2037-03-25 2037-03-25 0.506 - 0.506 Other Instrument GOVERNMENT AGENCY 100000000.00 15689709.78 RALI SERIES 2006-QA7 TRUST 2036-08-25 2036-08-25 0.351 - 0.351 Other Instrument GOVERNMENT AGENCY 107354000.00 26300444.35 RALI SERIES 2006-QS8 TRUST 2036-08-25 2036-08-25 6 - 6 Other Instrument GOVERNMENT AGENCY 8300000.00 2411383.88 RALI SERIES 2003-QS4 TRUST 2035-04-25 2035-04-25 N/A Other Instrument GOVERNMENT AGENCY 1000000.00 189272.63 SEQUOIA MORTGAGE TRUST 2007-1 2047-02-20 2047-02-20 2.481 - 2.481 Other Instrument GOVERNMENT AGENCY 40283769.00 10932088.27 STRUCTURED ADJUSTABLE RATE MOR 2035-04-25 2035-04-25 2.036 - 2.293 Other Instrument GOVERNMENT AGENCY 22263000.00 1764801.01 STRUCTURED ASSET INVESTMENT LO 2033-08-25 2034-09-25 3.091 - 3.166 Other Instrument GOVERNMENT AGENCY 2150000.00 95942.57 STRUCTURED ASSET SECURITIES CO 2036-03-25 2036-03-25 0.306 - 0.306 Other Instrument GOVERNMENT AGENCY 61135000.00 4268640.76 STRUCTURED ASSET MORTGAGE INVE 2047-05-25 2047-05-25 1.581 - 1.581 Other Instrument GOVERNMENT AGENCY 23778400.00 513011.32 THORNBURG MORTGAGE SECURITIES 2046-10-25 2046-10-25 0.346 - 0.346 Other Instrument GOVERNMENT AGENCY 36075000.00 3041473.94 WAMU MORTGAGE PASS-THROUGH CER 2037-03-25 2037-03-25 2.434 - 2.434 Other Instrument GOVERNMENT AGENCY 11738000.00 3620379.16 WAMU MORTGAGE PASS-THROUGH CER 2037-02-25 2037-02-25 4.753 - 4.753 Other Instrument GOVERNMENT AGENCY 35400000.00 24291459.70 WMALT SERIRS 2006-5 2036-07-25 2036-07-25 6 - 6 Other Instrument GOVERNMENT AGENCY 11288000.00 2889852.94 WELLS FARGO MORTGAGE BACKED SE 2034-09-25 2034-09-25 2.617 - 2.617 Other Instrument GOVERNMENT AGENCY 6650000.00 2456916.64 First Tier Security 2014-02-27 2014-02-27 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 372000000.00 372000000.00 0.0031 Y 372000000.00 372000000.00 J.P. Morgan Securities, Inc. J.P. 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