0000278001-14-000004.txt : 20140303 0000278001-14-000004.hdr.sgml : 20140303 20140107124135 ACCESSION NUMBER: 0000278001-14-000004 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140107 DATE AS OF CHANGE: 20140107 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: 14512725 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 2013-12-31 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 56 111 119013807974.44 242110665.64 27287207.27 119228631432.81 0.0025 1.0004 2013-12-31 1.0004 2013-12-31 C000019553 2500.00 119228631432.81 1.00 31216297.96 24084538927.19 24053322629.23 0.0001 1.0004 2013-12-31 1.0004 2013-12-31 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 350018445.00 350018445.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.21% 06366LDW5 Certificate of Deposit First Tier Security 2014-01-17 2014-09-12 N N N 912000000.00 912000000.00 0.0076 N 912085728.00 912085728.00 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 0.0036 N 425017722.50 425017722.50 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 0.0036 N 425023035.00 425023035.00 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 409023844.70 409023844.70 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 428041601.60 428041601.60 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 714945731.50 714945731.50 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417FRV4 Certificate of Deposit First Tier Security 2014-01-03 2014-01-03 N N N 618000000.00 618000000.00 0.0052 N 618000000.00 618000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2014-01-13 2014-06-10 N N N 406000000.00 406000000.00 0.0034 N 406028826.00 406028826.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538F4N1 Certificate of Deposit First Tier Security 2014-01-10 2014-01-10 N N N 1270000000.00 1270000000.00 0.0107 N 1270024130.00 1270024130.00 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 500031500.00 500031500.00 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 449031070.80 449031070.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GVF6 Certificate of Deposit First Tier Security 2014-05-08 2014-05-08 N N N 455000000.00 455000000.00 0.0038 N 455016107.00 455016107.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GVK5 Certificate of Deposit First Tier Security 2014-05-13 2014-05-13 N N N 1388000000.00 1388000000.00 0.0116 N 1388051078.40 1388051078.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GVU3 Certificate of Deposit First Tier Security 2014-05-14 2014-05-14 N N N 359000000.00 359000000.00 0.0030 N 359013318.90 359013318.90 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GXJ6 Certificate of Deposit First Tier Security 2014-05-20 2014-05-20 N N N 1000000000.00 1000000000.00 0.0084 N 1000038800.00 1000038800.00 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 487009642.60 487009642.60 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 450009675.00 450009675.00 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 250005800.00 250005800.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.25% 05572W5Q5 Certificate of Deposit First Tier Security 2014-04-04 2014-04-04 N N N 743000000.00 743000000.00 0.0062 N 742980533.40 742980533.40 BNP Paribas New York Branch BNP Paribas New York Branch, 0.25% 05572W6A9 Certificate of Deposit First Tier Security 2014-04-10 2014-04-10 N N N 9000000.00 9000000.00 0.0001 N 8999748.90 8999748.90 BNP Paribas New York Branch BNP Paribas New York Branch, 0.25% 05572W6H4 Certificate of Deposit First Tier Security 2014-04-14 2014-04-14 N N N 283000000.00 283000000.00 0.0024 N 282991793.00 282991793.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.22% 13606YZK5 Certificate of Deposit First Tier Security 2014-01-16 2014-09-12 N N N 1249000000.00 1249000000.00 0.0105 N 1249243555.00 1249243555.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2014-01-03 2014-06-02 N N N 405000000.00 405000000.00 0.0034 N 405000000.00 405000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YRX6 Certificate of Deposit First Tier Security 2014-01-06 2014-06-04 N N N 403000000.00 403000000.00 0.0034 N 403004433.00 403004433.00 Credit Suisse AG Credit Suisse AG, 0.26% 22549TDP0 Certificate of Deposit First Tier Security 2014-01-10 2014-03-10 N N N 387000000.00 387000000.00 0.0032 N 387000387.00 387000387.00 Credit Suisse AG Credit Suisse AG, 0.32% 22549TLL0 Certificate of Deposit First Tier Security 2014-01-06 2014-06-06 N N N 644000000.00 644000000.00 0.0054 N 643972952.00 643972952.00 Credit Suisse AG Credit Suisse AG, 0.32% 22549TPL6 Certificate of Deposit First Tier Security 2014-01-09 2014-07-09 N N N 1277000000.00 1277000000.00 0.0107 N 1276868469.00 1276868469.00 Credit Suisse AG Credit Suisse AG, 0.32% 22549TLT3 Certificate of Deposit First Tier Security 2014-01-09 2014-06-09 N N N 215000000.00 215000000.00 0.0018 N 214990755.00 214990755.00 Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.22% 25155JBD9 Certificate of Deposit First Tier Security 2014-02-27 2014-02-27 N N N 1824000000.00 1824000000.00 0.0153 N 1824176198.40 1824176198.40 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 127021958.30 127021958.30 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 431019222.60 431019222.60 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 429025825.80 429025825.80 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 427026986.40 427026986.40 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 438037887.00 438037887.00 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 432023328.00 432023328.00 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 430023564.00 430023564.00 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 431024696.30 431024696.30 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LLX2 Certificate of Deposit First Tier Security 2014-04-17 2014-04-17 N N N 431000000.00 431000000.00 0.0036 N 431012757.60 431012757.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LMG8 Certificate of Deposit First Tier Security 2014-05-02 2014-05-02 N N N 276000000.00 276000000.00 0.0023 N 276000000.00 276000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.24% 63873EK67 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 750000000.00 750000000.00 0.0063 N 750007275.00 750007275.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.24% 63873EL33 Certificate of Deposit First Tier Security 2014-02-10 2014-02-10 N N N 983000000.00 983000000.00 0.0082 N 983011107.90 983011107.90 National Bank of Canada National Bank of Canada, 0.30% 63307UDX6 Certificate of Deposit First Tier Security 2014-01-22 2014-03-21 N N N 1610000000.00 1610000000.00 0.0135 N 1610083720.00 1610083720.00 National Bank of Canada National Bank of Canada, 0.31% 63307UEA5 Certificate of Deposit First Tier Security 2014-01-10 2014-03-11 N N N 201000000.00 201000000.00 0.0017 N 201049044.00 201049044.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2014-01-21 2014-06-19 N N N 1201000000.00 1200800869.88 0.0101 N 1201259416.00 1201259416.00 Nordea Bank AB Nordea Bank AB, 0.20% 65558EVV7 Certificate of Deposit First Tier Security 2014-04-14 2014-04-14 N N N 750000000.00 750000000.00 0.0063 N 749999925.00 749999925.00 Royal Bank of Canada Royal Bank of Canada, 0.22% 78009NNZ5 Certificate of Deposit First Tier Security 2014-01-03 2014-06-03 N N N 425000000.00 425000000.00 0.0036 N 425035275.00 425035275.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NNP7 Certificate of Deposit First Tier Security 2014-01-27 2014-03-27 N N N 325000000.00 325000000.00 0.0027 N 325067275.00 325067275.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NNT9 Certificate of Deposit First Tier Security 2014-01-08 2014-04-08 N N N 250000000.00 250000000.00 0.0021 N 250046750.00 250046750.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NNU6 Certificate of Deposit First Tier Security 2014-01-15 2014-04-15 N N N 228000000.00 228000000.00 0.0019 N 228046056.00 228046056.00 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 429056413.50 429056413.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2014-01-21 2014-03-19 N N N 206000000.00 206000000.00 0.0017 N 206002678.00 206002678.00 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 0.0036 N 426002130.00 426002130.00 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 0.0043 N 508010972.80 508010972.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CR38 Certificate of Deposit First Tier Security 2014-01-22 2014-01-22 N N N 427000000.00 427000000.00 0.0036 N 427015628.20 427015628.20 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 500028400.00 500028400.00 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 429008151.00 429008151.00 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 432008467.20 432008467.20 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 391008641.10 391008641.10 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 434010068.80 434010068.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UHU9 Certificate of Deposit First Tier Security 2014-04-25 2014-04-25 N N N 178000000.00 178000000.00 0.0015 N 178000000.00 178000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UHR6 Certificate of Deposit First Tier Security 2014-04-29 2014-04-29 N N N 500000000.00 500000000.00 0.0042 N 500000000.00 500000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UJD5 Certificate of Deposit First Tier Security 2014-05-01 2014-05-01 N N N 220000000.00 220000000.00 0.0018 N 219992608.00 219992608.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UJB9 Certificate of Deposit First Tier Security 2014-05-02 2014-05-02 N N N 412000000.00 412000000.00 0.0035 N 411986033.20 411986033.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2014-01-15 2014-06-16 N N N 890000000.00 890000000.00 0.0075 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 351023832.90 351023832.90 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 432046137.60 432046137.60 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 430046741.00 430046741.00 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 644040572.00 644040572.00 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 429033247.50 429033247.50 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KHQ9 Certificate of Deposit First Tier Security 2014-05-05 2014-05-05 N N N 506000000.00 506000000.00 0.0042 N 506026312.00 506026312.00 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 0.0054 N 639154829.70 639154829.70 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 291063321.60 291063321.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112TUX0 Certificate of Deposit First Tier Security 2014-09-11 2014-09-11 N N N 431000000.00 431000000.00 0.0036 N 431106155.30 431106155.30 UBS AG UBS AG, 0.26% 90267RTZ2 Certificate of Deposit First Tier Security 2014-01-31 2014-04-30 N N N 1027000000.00 1027000000.00 0.0086 N 1027340964.00 1027340964.00 UBS AG UBS AG, 0.29% 90267RVB2 Certificate of Deposit First Tier Security 2014-01-13 2014-07-11 N N N 639000000.00 639000000.00 0.0054 N 638966772.00 638966772.00 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 863160949.50 863160949.50 Citibank NA Citibank NA, 0.23% 17304UNX4 Certificate of Deposit First Tier Security 2014-05-09 2014-05-09 N N N 494000000.00 494000000.00 0.0041 N 494035370.40 494035370.40 Citibank NA Citibank NA, 0.24% 17304UPH7 Certificate of Deposit First Tier Security 2014-05-12 2014-05-12 N N N 350000000.00 350000000.00 0.0029 N 350038465.00 350038465.00 Citibank NA Citibank NA, 0.24% 17304UPM6 Certificate of Deposit First Tier Security 2014-05-15 2014-05-15 N N N 445000000.00 445000000.00 0.0037 N 445050018.00 445050018.00 Citibank NA Citibank NA, 0.24% 17304UPT1 Certificate of Deposit First Tier Security 2014-05-20 2014-05-20 N N N 409500000.00 409500000.00 0.0034 N 409500000.00 409500000.00 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 0.0018 N 210043617.00 210043617.00 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 1000207700.00 1000207700.00 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 1182252711.60 1182252711.60 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 432094996.80 432094996.80 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 203040254.90 203040254.90 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 203053328.10 203053328.10 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 203063539.00 203063539.00 RBS Citizens NA RBS Citizens NA, 0.30% 74929NAX0 Certificate of Deposit Second Tier Security 2014-01-08 2014-01-08 N N N 595000000.00 595000000.00 0.0050 N 595018504.50 595018504.50 Wells Fargo & Co. Wells Fargo & Co., 0.19% 9497P6P69 Certificate of Deposit First Tier Security 2014-01-13 2014-03-12 N N N 278000000.00 278000000.00 0.0023 N 277983264.40 277983264.40 Wells Fargo & Co. Wells Fargo & Co., 0.19% 9497P6R34 Certificate of Deposit First Tier Security 2014-01-30 2014-03-28 N N N 322000000.00 322000000.00 0.0027 N 322017710.00 322017710.00 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 283990003.20 283990003.20 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 681040179.00 681040179.00 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 168011037.60 168011037.60 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 215014319.00 215014319.00 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 110000732.89 0.0009 N 110013464.00 110013464.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% XS1002977368 Certificate of Deposit First Tier Security 2014-03-05 2014-03-05 N N N 258000000.00 257873668.49 0.0022 N 257899122.00 257899122.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.19% XS0975277095 0000833029 Certificate of Deposit First Tier Security 2014-01-24 2014-03-24 N N N 640000000.00 640000000.00 0.0054 N 640104320.00 640104320.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.19% XS0975605873 0000833029 Certificate of Deposit First Tier Security 2014-01-27 2014-03-25 N N N 854000000.00 854000000.00 0.0072 N 854141764.00 854141764.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0980217011 0000833029 Certificate of Deposit First Tier Security 2014-01-08 2014-04-08 N N N 426000000.00 426000000.00 0.0036 N 426067308.00 426067308.00 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 848159084.80 848159084.80 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 213037807.50 213037807.50 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 212040576.80 212040576.80 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 213044900.40 213044900.40 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 210983120.00 0.0018 N 210992762.70 210992762.70 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 85979933.33 0.0007 N 85989680.00 85989680.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737JCL7 Financial Company Commercial Paper First Tier Security 2014-03-20 2014-03-20 N N N 456000000.00 455772760.06 0.0038 N 455810896.80 455810896.80 BAT International Finance PLC BAT International Finance PLC, 0.26% 05531NAP1 Financial Company Commercial Paper Second Tier Security 2014-01-23 2014-01-23 N N N 41000000.00 40993485.55 0.0003 N 40994186.20 40994186.20 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NAQ9 Financial Company Commercial Paper Second Tier Security 2014-01-24 2014-01-24 N N N 10000000.00 9998275.00 0.0001 N 9998513.00 9998513.00 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NAQ9 Financial Company Commercial Paper Second Tier Security 2014-01-24 2014-01-24 N N N 35000000.00 34993962.50 0.0003 N 34994795.50 34994795.50 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NAQ9 Financial Company Commercial Paper Second Tier Security 2014-01-24 2014-01-24 N N N 42000000.00 41992755.00 0.0004 N 41993754.60 41993754.60 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 748844374.57 0.0063 N 748903154.30 748903154.30 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 46974868.07 0.0004 N 46980856.90 46980856.90 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 99942361.14 0.0008 N 99954730.00 99954730.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1DA8 Financial Company Commercial Paper First Tier Security 2014-04-10 2014-04-10 N N N 484000000.00 483667249.91 0.0041 N 483713617.20 483713617.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 20272AFD3 Financial Company Commercial Paper First Tier Security 2014-01-06 2014-04-07 N N N 208000000.00 208000000.00 0.0017 N 207994592.00 207994592.00 Credit Suisse AG Credit Suisse AG, 0.28% 2254EBD16 Financial Company Commercial Paper First Tier Security 2014-04-01 2014-04-01 N N N 419000000.00 418706700.08 0.0035 N 418777594.80 418777594.80 Credit Suisse AG Credit Suisse AG, 0.28% 2254EBD73 Financial Company Commercial Paper First Tier Security 2014-04-07 2014-04-07 N N N 210000000.00 209843200.06 0.0018 N 209880048.00 209880048.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.22% 25153KBT3 Financial Company Commercial Paper First Tier Security 2014-02-27 2014-02-27 N N N 14000000.00 13995123.33 0.0001 N 13996256.40 13996256.40 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 274000000.00 273980363.35 0.0023 N 273994547.40 273994547.40 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 418948788.90 0.0035 N 418982904.80 418982904.80 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 104923000.01 0.0009 N 104957296.50 104957296.50 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 104922358.34 0.0009 N 104956593.00 104956593.00 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 83936346.68 0.0007 N 83963544.00 83963544.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAP9 Financial Company Commercial Paper First Tier Security 2014-01-03 2014-02-03 N N N 460000000.00 460000000.00 0.0039 N 460019320.00 460019320.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAS3 Financial Company Commercial Paper First Tier Security 2014-01-07 2014-03-07 N N N 1000000000.00 1000000000.00 0.0084 N 999859000.00 999859000.00 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 105998645.55 0.0009 N 105999205.00 105999205.00 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 99959333.32 0.0008 N 99970380.00 99970380.00 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 178927206.64 0.0015 N 178946980.20 178946980.20 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 149937000.00 0.0013 N 149953605.00 149953605.00 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 186904006.69 0.0016 N 186932736.10 186932736.10 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 499740000.10 0.0042 N 499815650.00 499815650.00 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 499736666.80 0.0042 N 499811100.00 499811100.00 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 313824160.00 0.0026 N 313866550.00 313866550.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.25% 83365SAX1 Financial Company Commercial Paper First Tier Security 2014-01-31 2014-01-31 N N N 600000000.00 599874999.72 0.0050 N 599932320.00 599932320.00 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 119972799.99 0.0010 N 119984484.00 119984484.00 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 199952000.00 0.0017 N 199972260.00 199972260.00 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 129967933.32 0.0011 N 129981475.00 129981475.00 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 53985600.00 0.0005 N 53991576.00 53991576.00 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 199945333.32 0.0017 N 199967800.00 199967800.00 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 139959866.67 0.0012 N 139976214.00 139976214.00 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 99993333.34 0.0008 N 99997290.00 99997290.00 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 99977777.80 0.0008 N 99987810.00 99987810.00 Comcast Corp. Comcast Corp., 0.25% 2003A3AG9 Other Commercial Paper Second Tier Security 2014-01-16 2014-01-16 N N N 86000000.00 85991041.66 0.0007 N 85991898.80 85991898.80 Comcast Corp. Comcast Corp., 0.25% 2003A3AG9 Other Commercial Paper Second Tier Security 2014-01-16 2014-01-16 N N N 82000000.00 81991458.35 0.0007 N 81992275.60 81992275.60 Comcast Corp. Comcast Corp., 0.25% 2003A3AG9 Other Commercial Paper Second Tier Security 2014-01-16 2014-01-16 N N N 89700000.00 89690656.24 0.0008 N 89691550.26 89691550.26 Comcast Corp. Comcast Corp., 0.25% 2003A3AH7 Other Commercial Paper Second Tier Security 2014-01-17 2014-01-17 N N N 102000000.00 101988666.66 0.0009 N 101989738.80 101989738.80 Comcast Corp. Comcast Corp., 0.26% 2003A3AH7 Other Commercial Paper Second Tier Security 2014-01-17 2014-01-17 N N N 122000000.00 121985902.22 0.0010 N 121987726.80 121987726.80 Devon Energy Corp. Devon Energy Corp., 0.31% 25179JAB6 Other Commercial Paper Second Tier Security 2014-01-27 2014-01-30 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 566000000.00 566000000.00 0.0047 N 565984718.00 565984718.00 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 998816667.00 0.0084 N 998923500.00 998923500.00 Motiva Enterprises LLC Motiva Enterprises LLC, 0.32% 61979KAA2 Other Commercial Paper Second Tier Security 2014-01-10 2014-01-10 N N N 82000000.00 81993440.00 0.0007 N 81996170.60 81996170.60 Northeast Utilities Northeast Utilities, 0.21% 66439UA70 Other Commercial Paper Second Tier Security 2014-01-07 2014-01-07 N N N 84000000.00 83997060.00 0.0007 N 83996900.40 83996900.40 Northeast Utilities Northeast Utilities, 0.22% 66439UA21 Other Commercial Paper Second Tier Security 2014-01-02 2014-01-02 N N N 90000000.00 89999450.01 0.0008 N 89999046.00 89999046.00 Northeast Utilities Northeast Utilities, 0.22% 66439UA62 Other Commercial Paper Second Tier Security 2014-01-06 2014-01-06 N N N 40000000.00 39998777.77 0.0003 N 39998732.00 39998732.00 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 135019318.50 135019318.50 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 206026491.60 206026491.60 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 10996342.50 0.0001 N 10998181.70 10998181.70 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 60000000.00 59971816.68 0.0005 N 59983500.00 59983500.00 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 23988726.67 0.0002 N 23993400.00 23993400.00 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BCX5 Other Commercial Paper First Tier Security 2014-03-31 2014-03-31 N N N 13000000.00 12993893.61 0.0001 N 12996425.00 12996425.00 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 24987861.11 0.0002 N 24992832.50 24992832.50 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 24987861.11 0.0002 N 24992832.50 24992832.50 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 24987861.11 0.0002 N 24992832.50 24992832.50 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 49974402.78 0.0004 N 49984620.00 49984620.00 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 49972291.67 0.0004 N 49983070.00 49983070.00 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 54969520.84 0.0005 N 54981377.00 54981377.00 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 26985037.50 0.0002 N 26990857.80 26990857.80 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 49972291.67 0.0004 N 49983070.00 49983070.00 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 67961957.78 0.0006 N 67976553.60 67976553.60 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 49972027.78 0.0004 N 49982760.00 49982760.00 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 49972027.77 0.0004 N 49982760.00 49982760.00 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 49970972.22 0.0004 N 49981965.00 49981965.00 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 99941416.66 0.0008 N 99963600.00 99963600.00 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 99936666.68 0.0008 N 99959330.00 99959330.00 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 18987866.39 0.0002 N 18992208.10 18992208.10 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 49967277.77 0.0004 N 49978645.00 49978645.00 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 49967277.77 0.0004 N 49978645.00 49978645.00 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 49967277.77 0.0004 N 49978645.00 49978645.00 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 30979548.61 0.0003 N 30986546.00 30986546.00 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 49967013.89 0.0004 N 49978300.00 49978300.00 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 50000000.00 49966750.00 0.0004 N 49977950.00 49977950.00 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 20986035.00 0.0002 N 20990739.00 20990739.00 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 49984166.66 0.0004 N 49992990.00 49992990.00 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 43969444.44 0.0004 N 43980904.00 43980904.00 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 100000000.00 99930555.52 0.0008 N 99956600.00 99956600.00 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 149895000.00 0.0013 N 149933850.00 149933850.00 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 24182791.10 0.0002 N 24189073.70 24189073.70 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 37971711.10 0.0003 N 37981475.00 37981475.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BGN3 Other Commercial Paper First Tier Security 2014-07-22 2014-07-22 N N N 45000000.00 44949500.01 0.0004 N 44959401.00 44959401.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ABC2 Other Commercial Paper First Tier Security 2014-01-13 2014-03-18 N N N 300000000.00 300000000.00 0.0025 N 300000600.00 300000600.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ABB4 Other Commercial Paper First Tier Security 2014-01-13 2014-03-13 N N N 120000000.00 120000000.00 0.0010 N 120000240.00 120000240.00 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 999576250.00 0.0084 N 999813000.00 999813000.00 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 1879979322.68 0.0158 N 1880075508.00 1880075508.00 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 853408130.18 0.0072 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 392225236.33 0.0033 N 392298120.00 392298120.00 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 587322785.63 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 984191599.69 0.0083 N 984301808.00 984301808.00 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 367311874.43 0.0031 N 367331174.00 367331174.00 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 631404757.12 0.0053 N 631542029.00 631542029.00 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 439000000.00 446279958.71 0.0037 N 446270718.00 446270718.00 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 263085611.97 0.0022 N 263082056.00 263082056.00 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 347343966.54 0.0029 N 347391958.00 347391958.00 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 68015417.58 0.0006 N 68026588.00 68026588.00 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 559629745.28 0.0047 N 559588936.00 559588936.00 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 668896019.25 0.0056 N 668913156.00 668913156.00 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 806861526.88 0.0068 N 807000000.00 807000000.00 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 250666007.25 0.0021 N 250722750.00 250722750.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828LS7 Treasury Debt First Tier Security 2014-10-31 2014-10-31 N N N 950000000.00 967410481.18 0.0081 N 967404000.00 967404000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.17% 912828DC1 Treasury Debt First Tier Security 2014-11-15 2014-11-15 N N N 392000000.00 405911760.65 0.0034 N 405827016.00 405827016.00 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 75808200.77 0.0006 N 75821981.77 75821981.77 Fannie Mae Fannie Mae, 0.14% 3135G0YF4 Government Agency Debt First Tier Security 2014-01-05 2015-08-05 N N N 600000000.00 599805877.56 0.0050 N 599774400.00 599774400.00 Fannie Mae Fannie Mae, 0.15% 3135G0PG2 Government Agency Debt First Tier Security 2014-01-11 2014-09-11 N N N 717000000.00 716902204.21 0.0060 N 717136947.00 717136947.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-01-21 2015-10-21 N N N 1500000000.00 1499724370.20 0.0126 N 1499671500.00 1499671500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313385TR7 Government Agency Debt First Tier Security 2014-02-28 2014-02-28 N N N 190000000.00 189981633.39 0.0016 N 189990880.00 189990880.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385TJ5 Government Agency Debt First Tier Security 2014-02-21 2014-02-21 N N N 1150000000.00 1149869666.59 0.0096 N 1149951700.00 1149951700.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385TP1 Government Agency Debt First Tier Security 2014-02-26 2014-02-26 N N N 375000000.00 374953333.27 0.0031 N 374982750.00 374982750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313381DU6 Government Agency Debt First Tier Security 2014-01-03 2014-06-03 N N N 390000000.00 389966680.82 0.0033 N 390018720.00 390018720.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313381HK4 Government Agency Debt First Tier Security 2014-01-10 2014-06-10 N N N 250000000.00 249977661.45 0.0021 N 250014250.00 250014250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313381JE6 Government Agency Debt First Tier Security 2014-01-25 2014-06-25 N N N 500000000.00 499951346.20 0.0042 N 500061000.00 500061000.00 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 249990000.00 0.0021 N 249999000.00 249999000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A0FL9 Government Agency Debt First Tier Security 2015-01-09 2015-01-09 N N N 250000000.00 250000000.00 0.0021 N 250004500.00 250004500.00 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 363084579.00 363084579.00 Freddie Mac Freddie Mac, 0.15% 3134G4J33 Government Agency Debt First Tier Security 2014-01-16 2015-10-16 N N N 1090000000.00 1090000000.00 0.0091 N 1090360790.00 1090360790.00 Freddie Mac Freddie Mac, 0.15% 3134G4DU9 Government Agency Debt First Tier Security 2014-01-17 2015-07-17 N N N 1250000000.00 1249805020.50 0.0105 N 1249975000.00 1249975000.00 Freddie Mac Freddie Mac, 0.15% 3134G4C97 Government Agency Debt First Tier Security 2014-01-26 2015-06-26 N N N 1105000000.00 1104836217.78 0.0093 N 1105024310.00 1105024310.00 Freddie Mac Freddie Mac, 0.16% 3134G4DT2 Government Agency Debt First Tier Security 2014-01-16 2015-07-16 N N N 1250000000.00 1249805367.25 0.0105 N 1249976250.00 1249976250.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.36% 25746UBV0 Other Note Second Tier Security 2014-01-21 2014-02-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 327000000.00 327000000.00 0.0027 N 326895687.00 326895687.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.27% 86959JCX4 Other Note First Tier Security 2014-01-27 2014-06-27 N N N 816000000.00 816000000.00 0.0068 N 815961648.00 815961648.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2014-01-15 2014-06-13 N N N 208000000.00 208000000.00 0.0017 N 207986896.00 207986896.00 Bank of America NA Bank of America NA, 0.22% 06052WT78 Other Note First Tier Security 2014-01-10 2014-01-10 N N N 553000000.00 553000000.00 0.0046 N 553006138.30 553006138.30 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 546888536.59 0.0046 N 547007620.00 547007620.00 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 2014-01-07 2014-01-07 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 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.75% (Motiva Enterprises LLC Proj.) Series 2010 B VRDN 735220AU9 Variable Rate Demand Note Second Tier Security 2014-01-02 2014-01-02 Y MOTIVA ENTERPRISES LLC N/A N/A N N 28400000.00 28400000.00 0.0002 N 28400000.00 28400000.00 Credit Agricole CIB Credit Agricole CIB, 0.05% 44T99HHV6 Other Instrument Time Deposits First Tier Security 2014-01-02 2014-01-02 N N N 982000000.00 982000000.00 0.0082 N 982000000.00 982000000.00 ING Bank NV ING Bank NV, 0.12% 48M994UY2 0001017255 Other Instrument Time Deposits First Tier Security 2014-01-06 2014-01-06 N N N 751000000.00 751000000.00 0.0063 N 751000000.00 751000000.00 Natixis SA (TD) Natixis SA (TD), 0.14% 62C99QCE9 Other Instrument Time Deposits First Tier Security 2014-01-06 2014-01-06 N N N 4192000000.00 4191999134.03 0.0352 N 4192000000.00 4192000000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.03%, dated 12/31/2013 due 01/02/2014 48R998JK1_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-01-15 2043-11-15 0 - 9 Treasury Debt 348606.97 346853.31 FEDERAL HOME LOAN MORTGAGE CORP 2028-02-15 2044-01-01 0.468 - 5.5 Government Agency Debt 1184063.66 1085170.44 FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-25 2043-12-01 0 - 5 Government Agency Debt 659909.45 516243.82 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-16 2043-12-20 2.5 - 5 Government Agency Debt 545518.64 496732.72 Unrated Security 2014-01-02 2014-01-02 N N N 2390672.00 2390671.78 0.0000 N 2390671.78 2390671.78 ING Financial Markets LLC ING Financial Markets LLC, 0.12% 48P995HQ8 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2042-10-01 2.5 - 3.5 Government Agency Debt 487201403.00 431974375.52 First Tier Security 2014-01-07 2014-01-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 423462000.00 423462000.00 0.0036 N 423462000.00 423462000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% 45G99RXG0 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2014-11-28 2014-11-28 0.25 - 0.25 Government Agency Debt 53000.00 53045.54 FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2043-06-01 2.143 - 6 Government Agency Debt 224634648.00 118926609.35 FEDERAL NATIONAL MORTGAGE ASSOC 2025-09-01 2043-11-01 1.893 - 4 Government Agency Debt 334385381.00 180984311.98 Unrated Security 2014-01-07 2014-01-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 294000000.00 294000000.00 0.0025 N 294000000.00 294000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% 45G99RYM6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2043-05-01 2.169 - 5.5 Government Agency Debt 311030596.00 154873497.11 FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-01 2043-11-01 1.893 - 5.5 Government Agency Debt 690091774.00 367429606.92 Unrated Security 2014-01-07 2014-01-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 512000000.00 512000000.00 0.0043 N 512000000.00 512000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% 45G99RXP0 Government Agency Repurchase Agreement Y US TREASURY 2016-08-15 2016-08-15 0.625 - 0.625 Treasury Debt 31100.00 31177.74 FEDERAL FARM CREDIT 2014-11-28 2014-11-28 0.25 - 0.25 Government Agency Debt 210000.00 210180.43 FEDERAL HOME LOAN BANK 2016-03-11 2016-03-11 1 - 1 Government Agency Debt 1160000.00 1176408.84 FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2043-10-01 2.116 - 6.5 Government Agency Debt 210154706.00 126649082.93 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2044-02-01 1.344 - 5 Government Agency Debt 536369226.00 171903114.20 Unrated Security 2014-01-07 2014-01-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 294000000.00 294000000.00 0.0025 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 2026-04-01 2043-10-01 2.194 - 5.527 Government Agency Debt 141297594.00 108071358.64 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2044-02-01 1.344 - 6 Government Agency Debt 249371582.00 156223119.71 Unrated Security 2014-01-07 2014-01-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 259000000.00 259000000.00 0.0022 N 259000000.00 259000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% 45G99RYE4 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2014-11-28 2014-11-28 0.25 - 0.25 Government Agency Debt 500000.00 500429.58 FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2043-08-01 2.348 - 4.5 Government Agency Debt 190123577.00 143211167.69 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2043-11-01 1.893 - 4 Government Agency Debt 267208905.00 155203194.17 Unrated Security 2014-01-07 2014-01-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 293000000.00 293000000.00 0.0025 N 293000000.00 293000000.00 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 2.053 - 5.927 Government Agency Debt 788850305.00 124013415.61 FEDERAL NATIONAL MORTGAGE ASSOC 2021-05-01 2044-02-01 1.344 - 5.991 Government Agency Debt 948451663.00 214773328.48 Unrated Security 2014-01-07 2014-01-07 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. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% 45G99RXW5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-02-01 2043-10-01 1.638 - 6 Government Agency Debt 357402755.00 162386710.30 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-01 2048-08-01 1.893 - 6 Government Agency Debt 1363093627.00 437530560.32 Unrated Security 2014-01-07 2014-01-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 588000000.00 588000000.00 0.0049 N 588000000.00 588000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% 45G99RVL1 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2014-11-28 2014-11-28 0.25 - 0.25 Government Agency Debt 354000.00 354304.15 FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2043-09-01 2.144 - 6 Government Agency Debt 170871380.00 103838616.55 FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2043-11-01 1.854 - 6.5 Government Agency Debt 494745924.00 273412028.54 Unrated Security 2014-01-07 2014-01-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 370000000.00 370000000.00 0.0031 N 370000000.00 370000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% 45G99RYV6 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2014-11-28 2014-11-28 0.25 - 0.25 Government Agency Debt 102000.00 102087.64 FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2043-09-01 2.016 - 5 Government Agency Debt 267890293.00 134597198.55 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2043-11-01 1.893 - 5 Government Agency Debt 462680514.00 227429782.97 Unrated Security 2014-01-07 2014-01-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 355000000.00 355000000.00 0.0030 N 355000000.00 355000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. 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 114256806.00 73720078.41 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2048-08-01 1.344 - 6.5 Government Agency Debt 206956144.00 77330498.30 Unrated Security 2014-01-07 2014-01-07 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 2025-04-01 2043-10-01 1.999 - 6.5 Government Agency Debt 308259691.00 159666389.10 FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2044-02-01 1.344 - 6 Government Agency Debt 1099374535.00 406814156.54 Unrated Security 2014-01-07 2014-01-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 555000000.00 555000000.00 0.0047 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 2016-04-15 2041-08-15 0.25 - 4.625 Treasury Debt 38595000.00 37261592.70 FEDERAL AGRICULTURE MORTGAGE CORP 2014-09-18 2023-05-02 0 - 2.375 Government Agency Debt 25103000.00 25074416.01 FEDERAL HOME LOAN MORTGAGE CORP 2016-03-28 2020-01-10 0.6 - 3.75 Government Agency Debt 5653000.00 5629554.22 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-10-15 2043-08-20 2.5 - 5.5 Government Agency Debt 203749545.00 187117472.92 First Tier Security 2014-01-07 2014-01-07 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 0.03%, dated 12/31/2013 due 01/02/2014 48R998JK1_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-01-09 2043-11-15 0 - 8.75 Treasury Debt 6089677.56 6210378.78 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-18 2033-11-15 5.25 - 9 Government Agency Debt 31842.93 19060.37 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-09-15 2063-10-20 2 - 9 Government Agency Debt 19775036.46 11013762.69 Unrated Security 2014-01-02 2014-01-02 N N N 16901829.00 16901828.56 0.0001 N 16901828.56 16901828.56 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.03%, dated 12/31/2013 due 01/02/2014 48R998JK1_55501 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2014-01-03 2017-04-19 0 - 5.125 Government Agency Debt 29297.47 29503.01 FEDERAL FARM CREDIT 2014-01-02 2033-12-30 0.176 - 5.125 Government Agency Debt 115409.29 114085.84 FEDERAL HOME LOAN BANK 2014-01-03 2037-11-27 0 - 5.75 Government Agency Debt 192514.06 193515.21 FEDERAL HOME LOAN MORTGAGE CORP 2014-01-15 2035-11-23 0 - 6.25 Government Agency Debt 132563.93 132888.28 FINANCE CORPORATION 2014-02-03 2019-09-26 0 - 0 Government Agency Debt 33121.97 30880.08 FEDERAL NATIONAL MORTGAGE ASSOC 2014-01-02 2043-05-01 0 - 7.125 Government Agency Debt 704248.33 467497.13 RESOLUTION FUNDING CORP 2014-01-15 2030-04-15 0 - 8.625 Government Agency Debt 4633.02 3590.31 TENNESEE VALLEY AUTHORITY 2016-12-15 2060-09-15 1.875 - 7.125 Government Agency Debt 14394.06 15912.16 Unrated Security 2014-01-02 2014-01-02 N N N 968500.00 968499.66 0.0000 N 968499.66 968499.66 Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.03% 37R997NH8 0001457970 Treasury Repurchase Agreement Y US TREASURY 2039-05-15 2039-05-15 4.25 - 4.25 Treasury Debt 2750362900.00 2950005011.37 First Tier Security 2014-01-02 2014-01-02 N N N 2950000000.00 2950000000.00 0.0247 N 2950000000.00 2950000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.30% 47Z9957S6 0001197610 Other Repurchase Agreement N CITIGROUP INC 2015-05-19 2015-05-19 4.75 - 4.75 Other Instrument CORPORATE 2028995.00 2146477.19 CLIFFS NAT RES INC 2040-10-01 2040-10-01 6.25 - 6.25 Other Instrument CORPORATE 11500000.00 10018857.50 DANSKE BK A/S MEDIUM TERM NTS BOOK ENTRY REG S 2015-04-01 2015-04-01 3.75 - 3.75 Other Instrument CORPORATE 10000000.00 10432450.00 ENCANA CORP 2034-08-15 2034-08-15 6.5 - 6.5 Other Instrument CORPORATE 9000000.00 10135040.01 ENEL FIN INTL S A 2019-10-07 2019-10-07 5.125 - 5.125 Other Instrument CORPORATE 9550000.00 10323247.59 HANA BK SR MEDIUM TERM NT PROGRAM REG S 2017-10-25 2017-10-25 3.5 - 3.5 Other Instrument CORPORATE 10000000.00 10414066.66 KOREA FIN CORP 2017-08-07 2017-08-07 2.25 - 2.25 Other Instrument CORPORATE 10000000.00 10096400.01 LABORATORY CORP AMER HLDGS 2018-11-01 2018-11-01 2.5 - 2.5 Other Instrument CORPORATE 10000000.00 9915166.67 MERCK & CO INC 2028-12-01 2028-12-01 5.95 - 5.95 Other Instrument CORPORATE 8702000.00 10223269.14 MORGAN STANLEY 2020-01-26 2020-01-26 5.5 - 5.5 Other Instrument CORPORATE 9000000.00 10332455.01 OMNICOM GROUP INC 2022-05-01 2022-05-01 3.625 - 3.625 Other Instrument CORPORATE 10210000.00 9969979.92 ONEOK INC NEW 2035-06-15 2035-06-15 6 - 6 Other Instrument CORPORATE 307920.00 290084.25 PETROBAS INTL FIN CO 2017-02-06 2017-02-06 3.5 - 3.5 Other Instrument CORPORATE 10000000.00 10225172.23 PFIZER INC 2039-03-15 2039-03-15 7.2 - 7.2 Other Instrument CORPORATE 7791000.00 10618120.17 STAPLES INC 2023-01-12 2023-01-12 4.375 - 4.375 Other Instrument CORPORATE 10348000.00 10259091.99 VIACOM INC NEW 2023-09-01 2023-09-01 4.25 - 4.25 Other Instrument CORPORATE 9939000.00 10098912.99 First Tier Security 2014-01-07 2014-01-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 138000000.00 138000000.00 0.0012 N 138000000.00 138000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.48% 47Z9957K3 0001197610 Other Repurchase Agreement N AES CORP 2017-10-15 2017-10-15 8 - 8 Other Instrument CORPORATE 24477108.00 29173993.05 First Tier Security 2014-01-07 2014-01-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 27000000.00 27000000.00 0.0002 N 27000000.00 27000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.43% 48R99GLD6 0000315030 Other Repurchase Agreement N ADVANCED MICRO DEVICES INC 2015-05-01 2015-05-01 6 - 6 Other Instrument EQUITY 2000.00 2117.50 CEMEX FIN LLC 2022-10-12 2022-10-12 9.375 - 9.375 Other Instrument CORPORATE 888000.00 1019488.75 COLE REAL EST INVTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4943145.00 69302892.90 HERCULES INC 2029-06-30 2029-06-30 N/A Other Instrument CORPORATE 7100.00 6194.75 VERSO PAPER HLDGS LLC / VERSO PAPER INC 2019-01-15 2019-01-15 11.75 - 11.75 Other Instrument CORPORATE 855478.00 951018.26 First Tier Security 2014-01-02 2014-01-02 N N N 66000000.00 66000000.00 0.0006 N 66000000.00 66000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.85% 48L9946U8 0000315030 Other Repurchase Agreement N AFFYMETRIX INC 2019-07-01 2019-07-01 4 - 4 Other Instrument EQUITY 4166000.00 6860902.08 AMERICAN RLTY CAP PPTYS INC 2018-08-01 2018-08-01 3 - 3 Other Instrument EQUITY 10919600.00 11049324.85 AMTRUST FINL SVCS INC 2021-12-15 2021-12-15 5.5 - 5.5 Other Instrument EQUITY 9552236.00 12435865.00 ENPRO INDS INC 2015-10-15 2015-10-15 3.938 - 3.938 Other Instrument EQUITY 6267000.00 11113356.05 FORESTAR GROUP INC 2020-03-01 2020-03-01 3.75 - 3.75 Other Instrument EQUITY 6696000.00 7817580.00 GT ADVANCED TECHNOLOGIES INC 2017-10-01 2017-10-01 3 - 3 Other Instrument EQUITY 8068000.00 10962395.00 ICONIX BRAND GROUP INC 2016-06-01 2016-06-01 2.5 - 2.5 Other Instrument EQUITY 8839800.00 12217340.25 ISIS PHARMACEUTICALS INC DEL 2019-10-01 2019-10-01 2.75 - 2.75 Other Instrument EQUITY 3233400.00 8089562.62 JINKOSOLAR HLDG CO LTD 2016-05-15 2016-05-15 4 - 4 Other Instrument EQUITY 6460000.00 7276292.78 LIBERTY MEDIA CORP ACQUIRED BY TELE COMMUNICATIO 2031-01-15 2031-01-15 3.5 - 3.5 Other Instrument EQUITY 14669000.00 7756233.75 MOLINA HEALTHCARE INC 2020-01-15 2020-01-15 1.125 - 1.125 Other Instrument EQUITY 8058900.00 8412987.92 MOVE INC 2018-09-01 2018-09-01 2.75 - 2.75 Other Instrument EQUITY 7477400.00 8480617.84 REGENERON PHARMACEUTICALS INC 2016-10-01 2016-10-01 1.875 - 1.875 Other Instrument EQUITY 2953900.00 9759884.99 SALIX PHARMACEUTICALS LTD 2019-03-15 2019-03-15 1.5 - 1.5 Other Instrument EQUITY 1585665.00 2350822.36 THERAVANCE INC 2023-01-15 2023-01-15 2.125 - 2.125 Other Instrument EQUITY 6858400.00 9909006.79 VOLCANO CORP 2017-12-01 2017-12-01 1.75 - 1.75 Other Instrument EQUITY 12125400.00 11915731.63 WEBMD HEALTH CORP 2018-01-31 2018-01-31 2.5 - 2.5 Other Instrument EQUITY 11397000.00 11287778.74 WORKDAY INC 2018-07-15 2018-07-15 0.75 - 0.75 Other Instrument EQUITY 9556300.00 11190029.12 SHIP FINANCE INTERNATI 3.25 01FEB18 2018-02-01 2018-02-01 N/A Other Instrument EQUITY 11337300.00 11797934.50 First Tier Security 2014-01-16 2014-01-16 N N N 167000000.00 167000000.00 0.0014 Y 167000000.00 167000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.87% 48R99GDA1 0000315030 Other Repurchase Agreement N COLE REAL EST INVTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4240593.00 59453113.86 First Tier Security 2014-02-24 2014-02-24 N N N 55000000.00 55000000.00 0.0005 Y 55000000.00 55000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.98% 48R99GCC8 0000315030 Other Repurchase Agreement N 101-500 2014-06-20 2052-04-07 0 - 34.659 Other Instrument MORTGAGE 3902056752.00 298420805.06 First Tier Security 2014-04-07 2014-04-07 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A N N 276000000.00 276000000.00 0.0023 Y 276000000.00 276000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.14% 48R992EW3 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2043-08-15 0 - 8 Government Agency Debt 1411170085.00 122275636.96 FEDERAL NATIONAL MORTGAGE ASSOC 2022-04-25 2022-04-25 0.676 - 0.676 Government Agency Debt 378375764.00 16187312.95 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-04-20 2060-01-20 0.517 - 4.925 Government Agency Debt 35504396.00 17068166.36 First Tier Security 2014-01-07 2014-01-07 N N N 151000000.00 151000000.00 0.0013 N 151000000.00 151000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.64% 48N998TR9 0000318336 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2006-46 2047-02-25 2047-02-25 5.315 - 5.315 Other Instrument GOVERNMENT AGENCY 58490900.00 5431479.26 ALTERNATIVE LOAN TRUST 2007-OH 2047-04-25 2047-04-25 0.165 - 0.165 Other Instrument GOVERNMENT AGENCY 10510000.00 283079.82 BANC OF AMERICA FUNDING CORPOR 2035-09-20 2035-09-20 2.299 - 2.299 Other Instrument GOVERNMENT AGENCY 5940000.00 67387.52 BEAR STEARNS ASSET BACKED SECU 2035-08-25 2035-08-25 0.665 - 0.665 Other Instrument GOVERNMENT AGENCY 4130516.00 188552.81 CBASS 2006-RP2 2036-07-25 2036-07-25 0.455 - 0.455 Other Instrument ASSET BACKED 2700000.00 655611.97 C-BASS ABS, LLC 2007-SP1 2037-12-25 2037-12-25 6.02 - 6.02 Other Instrument ASSET BACKED 97000.00 101629.97 CSMC MORTGAGE PASS-THROUGH CER 2036-11-25 2036-11-25 6.5 - 6.5 Other Instrument GOVERNMENT AGENCY 14760000.00 898461.09 CSMC TRUST 2007-5R 2036-07-26 2036-07-26 6.5 - 6.5 Other Instrument GOVERNMENT AGENCY 30377523.00 8724447.36 CWABS ASSET-BACKED CERTIFICATE 2046-09-25 2046-09-25 5.189 - 5.189 Other Instrument ASSET BACKED 15523000.00 11774558.86 CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 5.021 - 5.021 Other Instrument ASSET BACKED 175000.00 140230.98 COUNTRYWIDE HOME LOAN TRUST 2034-03-15 2034-03-15 0.487 - 0.487 Other Instrument ASSET BACKED 115920000.00 6373104.82 CWALT, INC., 2005-79CB 2036-04-25 2036-04-25 5.335 - 5.335 Other Instrument GOVERNMENT AGENCY 98700000.00 4828621.12 GABS CWHEQ 2006-1 D12/29/ 2037-01-15 2037-01-15 0.307 - 0.307 Other Instrument ASSET BACKED 65000000.00 8814509.51 CWABS ASSET-BACKED CERTIFICATE 2037-09-25 2037-09-25 0.335 - 0.335 Other Instrument ASSET BACKED 5310000.00 3361972.60 CWHEQ HOME EQUITY LOAN TRUST, 2036-11-25 2036-11-25 5.693 - 5.81 Other Instrument ASSET BACKED 2286000.00 812356.22 (CWMBS) REPERFORMING LOAN REMI 2034-11-25 2034-11-25 N/A Other Instrument GOVERNMENT AGENCY 211910497.00 3671287.17 CWHEQ HOME EQUITY LOAN TRUST S 2037-05-25 2037-05-25 5.649 - 5.649 Other Instrument ASSET BACKED 3135000.00 490386.35 CARFINANCE CAP AUTO TR 2013-1 2019-11-15 2019-11-15 4.68 - 4.68 Other Instrument ASSET BACKED 190000.00 190022.56 CARFINANCE CAP AUTO TR 2013-2 2019-08-15 2019-08-15 5.93 - 5.93 Other Instrument ASSET BACKED 380000.00 379745.71 CD 2006-CD3 MORTGAGE TRUST 2048-10-15 2048-10-15 5.688 - 5.688 Other Instrument ASSET BACKED 2000000.00 1868505.95 CITIGROUP HELOC TRUST 2006-NCB 2036-05-15 2036-05-15 0.287 - 0.287 Other Instrument ASSET BACKED 5002000.00 2246582.54 CITIGROUP MORTGAGE LOAN TRUST, 2035-08-25 2035-08-25 N/A Other Instrument GOVERNMENT AGENCY 1960841.00 432362.62 CWHEQ REVOLVING HOME EQUITY LO 2032-02-15 2032-02-15 0.317 - 0.317 Other Instrument ASSET BACKED 52800000.00 4951094.02 ALTERNATIVE LOAN TRUST 2006-J7 2036-11-20 2036-11-20 N/A Other Instrument GOVERNMENT AGENCY 6160000.00 47232.20 GSR MORTGAGE LOAN TRUST 2006-1 2037-01-25 2037-01-25 6.485 - 6.485 Other Instrument GOVERNMENT AGENCY 44368500.00 4298335.82 HARBORVIEW MORTGAGE LOAN TRUS 2037-02-19 2037-02-19 0.366 - 0.366 Other Instrument GOVERNMENT AGENCY 18410000.00 1030780.28 LEHMAN XS TRUST 2006-7 2036-05-25 2036-05-25 0.445 - 0.445 Other Instrument ASSET BACKED 1842000.00 781483.17 MORGAN STANLEY MORTGAGE LOAN T 2036-01-25 2036-01-25 3.754 - 3.754 Other Instrument GOVERNMENT AGENCY 476786000.00 10710364.25 RALI SERIES 2007-QS1 TRUST 2037-01-25 2037-01-25 6.475 - 6.475 Other Instrument GOVERNMENT AGENCY 9156500.00 734382.01 RALI SERIES 2006-QS17 TRUST 2036-12-25 2036-12-25 6.485 - 6.485 Other Instrument GOVERNMENT AGENCY 25693582.00 1464819.79 RALI SERIES 2006-QS15 TRUST 2036-10-25 2036-10-25 N/A Other Instrument GOVERNMENT AGENCY 1839075.00 313031.46 RFMSI SERIES 2007-S2 TRUST 2037-02-25 2037-02-25 5.4 - 5.4 Other Instrument GOVERNMENT AGENCY 125425000.00 3317864.43 RALI SERIES 2006-QS12 TRUST 2036-09-25 2036-09-25 0.466 - 0.466 Other Instrument GOVERNMENT AGENCY 495900677.00 2596116.50 RALI SERIES 2006-QH1 TRUST 2036-12-25 2036-12-25 0.395 - 0.395 Other Instrument GOVERNMENT AGENCY 12500000.00 201737.16 RALI SERIES 2005-QS9 TRUST 2035-11-25 2035-11-25 4.635 - 4.635 Other Instrument GOVERNMENT AGENCY 6435000.00 269044.08 SECURITIZED ASSET BACKED RECEI 2035-10-25 2035-10-25 0.595 - 0.595 Other Instrument ASSET BACKED 6625000.00 2531622.48 SHELLPOINT ASSET FDG TR 2043-07-25 2043-07-25 3.75 - 3.75 Other Instrument GOVERNMENT AGENCY 1805000.00 1586591.36 STRUCTURED ASSET SECURITIES CO 2035-04-25 2035-04-25 N/A Other Instrument GOVERNMENT AGENCY 7329343.00 1155618.10 STRUCTURED ASSET MORTGAGE INVE 2045-09-25 2045-09-25 2.153 - 2.153 Other Instrument GOVERNMENT AGENCY 337621000.00 5149336.28 WASHINGTON MUTUAL MSC MORTGAGE 2035-06-25 2035-06-25 4.835 - 4.885 Other Instrument GOVERNMENT AGENCY 286437000.00 10872084.57 WASHINGTON MUTUAL MORTGAGE PAS 2035-12-25 2036-01-25 N/A Other Instrument GOVERNMENT AGENCY 10635738.00 1988200.65 First Tier Security 2014-01-06 2014-01-06 N N N 107000000.00 107000000.00 0.0009 N 107000000.00 107000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.64% 48N998VF2 0000318336 Other Repurchase Agreement N 51-100 2021-09-15 2049-06-15 0.019 - 6.032 Other Instrument MORTGAGE 1471442319.00 234682103.76 First Tier Security 2014-01-10 2014-01-10 N N N 217000000.00 217000000.00 0.0018 Y 217000000.00 217000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N998VX3 0000318336 Other Repurchase Agreement N COUNTRY WIDE ALTERNATIVE LOAN 2036-08-25 2036-08-25 36.212 - 36.212 Other Instrument GOVERNMENT AGENCY 7948446.00 5993333.49 ALTERNATIVE LOAN TRUST 2007-23 2037-09-25 2037-09-25 27.742 - 27.742 Other Instrument GOVERNMENT AGENCY 12823880.00 7905955.91 BANK OF AMERICA STRUCTURED NOT 2035-10-25 2035-10-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 3257000.00 2230614.03 CWABS ASSET-BACKED CERTIFICATE 2037-03-25 2037-03-25 0.335 - 0.335 Other Instrument ASSET BACKED 65205000.00 51515565.86 CWABS ASSET-BACKED CERTIFICATE 2046-09-25 2046-09-25 5.189 - 5.189 Other Instrument ASSET BACKED 520000.00 377957.40 CSMC TR 2013-TH1 2043-02-25 2043-02-25 1.568 - 1.568 Other Instrument GOVERNMENT AGENCY 61767000.00 3489294.47 LONG BEACH MORTGAGE LOAN TRUST 2036-03-25 2036-03-25 0.355 - 0.355 Other Instrument ASSET BACKED 4335000.00 1352766.92 MERRILL LYNCH MORTGAGE INVESTO 2037-04-25 2037-04-25 0.325 - 0.325 Other Instrument ASSET BACKED 740000.00 379167.16 MERRILL LYNCH MORTGAGE INVESTO 2037-02-25 2037-02-25 0.465 - 0.465 Other Instrument ASSET BACKED 18996298.00 1259202.43 MORGAN STANLEY ABS CAPITAL 200 2037-05-25 2037-05-25 0.355 - 0.355 Other Instrument ASSET BACKED 70603000.00 41901808.67 SPRINGLEAF MTG LN TR 2012-3 2059-12-25 2059-12-25 5.3 - 5.3 Other Instrument GOVERNMENT AGENCY 660000.00 669404.79 SASCO MORTGAGE LOAN TRUST 2006 2036-09-25 2036-09-25 0.415 - 0.415 Other Instrument ASSET BACKED 1215000.00 821310.31 First Tier Security 2014-04-16 2014-04-16 N N N 109000000.00 109000000.00 0.0009 Y 109000000.00 109000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N998XE3 0000318336 Other Repurchase Agreement N AIRCRAFT FINANCE TRUST <1999-1 2024-05-15 2024-05-15 0.647 - 0.647 Other Instrument ASSET BACKED 1805000.00 478274.52 AIRPLANES PASS THROUGH TRUST 2019-03-15 2019-03-15 0.717 - 0.717 Other Instrument ASSET BACKED 385000.00 99685.52 BANC OF AMERICA FUDING 2006-5 2036-09-25 2036-09-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 2470000.00 2881253.75 BANKAMERICA MANUFACTURED HOUSI 2025-12-10 2025-12-10 7.93 - 7.93 Other Instrument ASSET BACKED 27210000.00 38927266.29 CWMBS, INC., 2005-19 2035-11-20 2035-11-20 5.05 - 5.05 Other Instrument GOVERNMENT AGENCY 45375000.00 12275740.28 CHASE MORTGAGE FINANCE TRUST S 2037-03-25 2037-03-25 5.185 - 5.185 Other Instrument GOVERNMENT AGENCY 105779825.00 4524065.41 CSFB MORTGAGE-BACKED TRUST SER 2036-03-25 2036-03-25 0.865 - 0.865 Other Instrument GOVERNMENT AGENCY 13190000.00 3308631.60 FIRST HORIZON ALTERNATIVE MORT 2036-06-25 2036-06-25 2.22 - 2.22 Other Instrument GOVERNMENT AGENCY 67135000.00 15271615.32 LEHMAN XS TRUST 2006-7 2036-05-25 2036-05-25 0.445 - 0.445 Other Instrument ASSET BACKED 1690000.00 716995.96 POPULAR ABS MORTGAGE PASS-THRO 2037-01-25 2037-01-25 0.375 - 0.375 Other Instrument ASSET BACKED 60000.00 43388.75 RALI SERIES 2006-QS10 TRUST 2036-08-25 2036-08-25 6.935 - 6.935 Other Instrument GOVERNMENT AGENCY 3280000.00 238492.42 WASHINGTON MUTUAL MSC MORTGAGE 2035-06-25 2035-06-25 4.885 - 4.885 Other Instrument GOVERNMENT AGENCY 123309700.00 5137105.49 WASHINGTON MUTUAL MORTGAGE PAS 2037-04-25 2037-04-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 100000000.00 31817063.69 First Tier Security 2014-04-21 2014-04-21 N N N 107000000.00 107000000.00 0.0009 Y 107000000.00 107000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N9983C0 0000318336 Other Repurchase Agreement N ABSC MANUFACTURED HOUSING CONT 2030-12-02 2030-12-02 8.4 - 8.4 Other Instrument ASSET BACKED 3300000.00 2641191.82 SAND TRUST 2001-1 2034-02-25 2034-02-25 0.765 - 0.765 Other Instrument ASSET BACKED 3365000.00 1268635.40 BAYVIEW FINANCIAL REVOLVING AS 2040-12-28 2040-12-28 0.667 - 0.667 Other Instrument ASSET BACKED 7000000.00 2386022.57 BEAR STEARNS ASSET BACKED SECU 2045-01-25 2045-01-25 1.615 - 1.615 Other Instrument ASSET BACKED 3248600.00 1222382.27 BEAR STEARNS ASSET BACKED SECU 2034-09-25 2034-09-25 7.335 - 7.335 Other Instrument ASSET BACKED 159036000.00 5804709.64 BUSINESS LOAN EXPRESS BUSINESS 2040-10-20 2040-10-20 0.567 - 0.567 Other Instrument ASSET BACKED 13450000.00 2867790.77 C-BASS TRUST 1999-CB1 2035-08-25 2035-08-25 0.765 - 0.765 Other Instrument ASSET BACKED 140000.00 98057.36 CWABS ASSET-BACKED CERTIFICATE 2046-09-25 2046-09-25 5.189 - 5.189 Other Instrument ASSET BACKED 300000.00 218052.35 COUNTRYWIDE HOME LOAN TRUST 2034-02-15 2034-02-15 0.447 - 0.467 Other Instrument ASSET BACKED 282996000.00 10192625.24 ALTERNATIVE LOAN TRUST 2007-OA 2047-05-25 2047-05-25 0.923 - 0.923 Other Instrument GOVERNMENT AGENCY 17657600.00 2242759.45 CWHEQ REVOLVING HOME EQUITY LO 2035-12-15 2035-12-15 0.407 - 0.407 Other Instrument ASSET BACKED 100000000.00 8952164.65 CD 2006-CD3 MORTGAGE TRUST 2048-10-17 2048-10-17 0.496 - 0.496 Other Instrument GOVERNMENT AGENCY 8175000.00 90842.68 CREDIT SUISSE COMMERCIAL MORTG 2041-02-15 2041-02-15 6.032 - 6.032 Other Instrument GOVERNMENT AGENCY 1055000.00 1045824.50 GSAA HOME EQUITY TRUST 2007-1 2037-02-25 2037-02-25 0.245 - 0.245 Other Instrument ASSET BACKED 133091000.00 15923887.81 3C7/REG S GRAND AVENUE CDO II 2046-11-01 2046-11-01 0.369 - 0.369 Other Instrument ASSET BACKED 560000.00 95020.42 GREEN TREE ACCEPTANCE, INC. 2027-05-15 2027-05-15 7.7 - 7.7 Other Instrument ASSET BACKED 855000.00 603623.25 IRWIN HOME EQUITY LOAN TRUST 2 2037-06-25 2037-06-25 0.305 - 0.305 Other Instrument ASSET BACKED 34622000.00 5878304.28 JPMORGAN ALTERNATIVE LOAN TRUS 2036-11-25 2036-11-25 6 - 6 Other Instrument GOVERNMENT AGENCY 720000.00 308839.05 JP MORGAN CHASE COMMERCIAL MOR 2049-06-15 2049-06-15 5.806 - 5.806 Other Instrument GOVERNMENT AGENCY 655000.00 669332.04 LONG BEACH MORTGAGE LOAN TRUST 2036-03-25 2036-03-25 0.355 - 0.355 Other Instrument ASSET BACKED 1150000.00 358865.50 MERRILL LYNCH MORTGAGE INVESTO 2037-04-25 2037-04-25 0.325 - 0.325 Other Instrument ASSET BACKED 190000.00 97353.73 MORGAN STANLEY IXIS REAL ESTAT 2036-11-25 2036-11-25 0.385 - 0.385 Other Instrument ASSET BACKED 1773000.00 732502.87 MORGAN STANLEY ABS CAPITAL INC 2036-09-25 2036-09-25 0.315 - 0.405 Other Instrument ASSET BACKED 563000.00 303879.59 MORGAN STANLEY ABS CAPITAL I I 2036-10-25 2036-10-25 0.235 - 0.235 Other Instrument ASSET BACKED 151000000.00 9276451.98 MORGAN STANLEY ABS CAPITAL I I 2037-03-25 2037-03-25 0.505 - 0.505 Other Instrument ASSET BACKED 996000.00 493778.38 MORGAN STANLEY ABS CAPITAL 200 2037-05-25 2037-05-25 0.355 - 0.355 Other Instrument ASSET BACKED 213000.00 126412.27 NEW CENTURY HOME EQUITY LOAN T 2035-03-25 2036-05-25 0.345 - 0.685 Other Instrument ASSET BACKED 17495000.00 3375731.50 NEW CENTRUY HOME EQUITY LOAN T 2036-08-25 2036-08-25 0.325 - 0.325 Other Instrument ASSET BACKED 2920000.00 1121120.41 OAKWOOD MORTGAGE INVESTORS 199 2029-11-15 2029-11-15 7.84 - 7.84 Other Instrument ASSET BACKED 7215000.00 1239292.75 PEGASUS AVIATION LEASE SECURIT 2031-05-10 2031-05-10 0.743 - 0.743 Other Instrument ASSET BACKED 50100000.00 17777736.85 POPULAR ABS MORTGAGE PASS-THRO 2037-01-25 2037-01-25 0.375 - 0.375 Other Instrument ASSET BACKED 5650000.00 4085774.01 QUEST TRUST 2002-X1 2035-12-25 2035-12-25 0.45 - 0.45 Other Instrument ASSET BACKED 24985000.00 5529100.60 RALI SERIES 2006-QS10 TRUST 2036-08-25 2036-08-25 6.935 - 6.935 Other Instrument GOVERNMENT AGENCY 14684666.00 1067738.26 RAMP SERIES 2004-RS8 TRUST 2045-10-25 2045-10-25 N/A Other Instrument ASSET BACKED 6914000.00 5553569.64 SASCO MORTGAGE LOAN TRUST 2006 2036-09-25 2036-09-25 0.415 - 0.415 Other Instrument ASSET BACKED 3665000.00 2477450.43 WAMU MORTGAGE PASS-THROUGH CER 2047-01-25 2047-01-25 0.885 - 0.885 Other Instrument GOVERNMENT AGENCY 1740000.00 646956.49 First Tier Security 2014-05-02 2014-05-02 N N N 108000000.00 108000000.00 0.0009 Y 108000000.00 108000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N9984P0 0000318336 Other Repurchase Agreement N 101-500 2020-12-15 2049-12-10 0 - 8.392 Other Instrument MORTGAGE 1862655150.00 350258185.33 First Tier Security 2014-05-09 2014-05-09 N N N 324000000.00 324000000.00 0.0027 Y 324000000.00 324000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N9989T7 0000318336 Other Repurchase Agreement N 51-100 2021-09-15 2048-10-17 0.295 - 27.742 Other Instrument MORTGAGE 620463313.00 231234018.64 First Tier Security 2014-06-04 2014-06-04 N N N 214000000.00 214000000.00 0.0018 Y 214000000.00 214000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48N998BH0 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2046-01-25 2046-01-25 0.325 - 0.325 Other Instrument ASSET BACKED 66331000.00 44819394.71 CWABS ASSET-BACKED CERTIFICATE 2046-09-25 2046-09-25 5.189 - 5.189 Other Instrument ASSET BACKED 620000.00 450641.51 QUEST TRUST 2002-X1 2035-12-25 2035-12-25 0.45 - 0.45 Other Instrument ASSET BACKED 1090000.00 241213.51 First Tier Security 2014-01-21 2014-01-21 N N N 42000000.00 42000000.00 0.0004 Y 42000000.00 42000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.29% 45J996YQ0 Other Repurchase Agreement N AFLAC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12013.00 801146.97 ALLSTATE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26378.00 1430478.94 AMERIPRISE FINCL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 47299.00 5372693.41 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 646002.00 10038871.08 BERKSHIRE HATHAWY-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5744.00 678021.76 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 506570.00 26301114.40 COBALT INTL ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 28455.00 458125.50 FRANKLIN RESOURCES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 69300.00 3963267.00 GOLDMAN SACHS GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 21615.00 3798403.95 INTERCONEXCH GR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1633.00 365008.16 JPMORGAN CHASE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 292958.00 16976916.10 METLIFE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 47545.00 2543657.50 MORGAN STANLEY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 337599.00 10414929.15 PNC FINL SER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 63799.00 4945060.49 T ROWE PRICE GRP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7017.00 584937.12 TRAVLR COMP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 37000.00 3340360.00 WELLS FARGO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 260018.00 11830819.00 ACE N 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9066.00 933072.72 First Tier Security 2014-01-07 2014-01-07 Y ING FINL MKTS LLC(NNGV RP BNY) N/A N/A N N 97000000.00 97000000.00 0.0008 N 97000000.00 97000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.49% 45A99N8X6 Other Repurchase Agreement N AMERICAN INTERNATIONAL GROUP, 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 429884.00 21971371.24 ANADARKA PETROLEUM CORPORATION 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 750551.00 59361078.59 COMCAST CORPORATION SPL A 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 738783.00 38320674.21 First Tier Security 2014-03-31 2014-03-31 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 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 617587.00 35789166.65 WELLS FARGO & COMPANY 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 3995547.00 181797388.50 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. Morgan Clearing Corp., 0.59% 45A99N8Y4 Other Repurchase Agreement N CACI INTL INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 15278000.00 20452841.94 CADENCE DESIGN SYSTEMS, INC. 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 10132000.00 19069518.26 COMTECH TELECOMMUNICATIONS COR 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 7700000.00 8178016.00 ENDO PHARMA HLDG INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 50362000.00 116273468.95 PFD INSULET CORP SER C 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 24351000.00 36190139.64 MICROCHIP TECHNOLOGY INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 17849000.00 30868132.00 VERISIGN, INC. 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 1527000.00 2752292.29 First Tier Security 2014-04-08 2014-04-08 N N N 215000000.00 215000000.00 0.0018 Y 215000000.00 215000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 45A99N8S7 Other Repurchase Agreement N AMERICAN RLTY CAP PPTYS INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 85847000.00 86615073.11 BIOMARIN PHARMACEUTICAL, INC. 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 6580000.00 6983505.34 CORNERSTONE ONDEMAND INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 251000.00 305638.43 ENCORE CAPITAL GROUP INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 4700000.00 5999611.10 INCYTE PHARMACEUTICALS, INC. 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 2782000.00 3349500.18 JDS UNIPHASE CORP. 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 7000000.00 7050589.00 JAKKS PACIFIC, INC. 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 6057000.00 5879741.90 MEDIDATA SOLUTIONS, INC.FD INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 15600000.00 20077839.60 MERRIMACK PHARMACEUTICALS INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 7695000.00 7970788.80 MOVE. INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 1000000.00 1137568.00 NORTHSTAR RLTY FIN LTD 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 14031000.00 19167875.38 PORTFOLIO RECOVERY ASSOCIATES, 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 4061000.00 4476765.18 RESOURCE CAPITAL CORP. 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 2000000.00 2025474.00 SERVICENOW INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 975000.00 984009.00 SOLARCITY CORP 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 5700000.00 6841521.90 SPANSION LLC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 14500000.00 16906913.00 TAKE-2 INTERACTIVE SOFTWARE 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 5615000.00 6046406.07 WEB.COM GROUP INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 27762000.00 31434801.55 WORKDAY INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 4209000.00 5091597.84 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., 0.62% 45A99N8R9 Other Repurchase Agreement N ACCURAY INCORPORATED 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 7700000.00 13441913.10 ARRAY BIOPHARMA 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 1471000.00 1531443.39 AUXILIUMPHARMACEUTICAL 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 5891000.00 6595133.56 BOTTOMLINE TECHNOLOGIES, INC. 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 3106000.00 4067493.36 CIENA CORPORATION 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 6950000.00 10239560.10 COBALT INTL ENERGY INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 43064100.00 38636593.75 CONCUR TECHNOLOGIES, INC. 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 9562000.00 11067651.64 CORNERSTONE ONDEMAND INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 608000.00 740351.26 FXCM INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 3030000.00 3370147.80 FORESTAR GROUP INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 5523200.00 6473024.70 PFD INFINERA CORP SR-D 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 18700000.00 20160993.60 MOLINA HEALTHCARE, INC. 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 13691000.00 14325276.65 SALIX PHARMACEUTICALS LTD DEL 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 14283000.00 21263487.74 PFD SHUTTERFLY SER C 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 15000000.00 15941985.00 THERAVANCE, INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 7790000.00 11138134.21 TIBCO SOFTWARE, INC. 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 55883400.00 56133198.80 First Tier Security 2014-03-31 2014-03-31 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% 45A99N9A5 Other Repurchase Agreement N AMERICAN RLTY CAP PPTYS INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 10449000.00 10654928.89 AMERICAN RESIDENTIAL PPTYS OP 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 6500000.00 6768573.50 BLACKSTONE MTG TR INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 9692000.00 10153726.88 CARDTRONICS, INC. 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 21674000.00 21761996.44 EMULEX CORPORATION 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 11007000.00 10754389.35 GT ADVANCED TECHNOLOGIES, INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 13003000.00 13253307.75 INCYTE PHARMACEUTICALS, INC. 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 7028000.00 8461641.72 PROOFPOINT INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 11753000.00 12722551.98 SUNEDISON INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 112541000.00 126086853.50 TRULIA INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 5000000.00 5943845.00 WELLPOINT INC COM < 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 8538000.00 11539414.37 First Tier Security 2014-05-16 2014-05-16 N N N 219000000.00 219000000.00 0.0018 Y 219000000.00 219000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.15% 48M996VS9 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2018-04-01 2044-01-01 3.5 - 6 Government Agency Debt 355856078.00 225421222.98 First Tier Security 2014-01-07 2014-01-07 N N N 221000000.00 221000000.00 0.0019 N 221000000.00 221000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M996TD5 0001287279 Other Repurchase Agreement N BANK OF AMERICA MORTGAGE SECUR 2035-11-25 2035-11-25 2.803 - 2.803 Other Instrument GOVERNMENT AGENCY 19923000.00 3783541.79 BANC OF AMERICA COMMERCIAL MOR 2045-10-10 2045-10-10 5.48 - 5.48 Other Instrument GOVERNMENT AGENCY 17145000.00 14136338.03 BEAR STEARNS ALT-A TRUST 2002- 2035-05-25 2035-05-25 2.649 - 2.649 Other Instrument GOVERNMENT AGENCY 20827000.00 3290270.46 CSMC MORGAGE-BACKED TRUST 2007 2037-04-25 2037-04-25 5.837 - 5.837 Other Instrument GOVERNMENT AGENCY 1105000.00 230999.10 CWALT, INC., 2005-43 2035-12-25 2035-12-25 2.485 - 2.485 Other Instrument GOVERNMENT AGENCY 25293000.00 5428315.29 CHL MORTGAGE PASS-THROUGH TRUS 2037-07-25 2037-07-25 6 - 6 Other Instrument GOVERNMENT AGENCY 24440000.00 8740369.03 CITIGROUP COMMERCIAL MORTGAGE 2049-10-15 2049-10-15 5.551 - 5.551 Other Instrument GOVERNMENT AGENCY 5680000.00 4738362.78 CITIGROUP MORTGAGE LOAN TRUST 2037-07-25 2037-08-25 2.463 - 2.754 Other Instrument GOVERNMENT AGENCY 63459000.00 13822858.46 GE COMMERCIAL MORTGAGE CORPORA 2049-12-10 2049-12-10 5.677 - 5.677 Other Instrument GOVERNMENT AGENCY 20000000.00 12581356.76 INDYMAC INDX MORTGAGE LOAN TRU 2036-08-25 2036-08-25 2.711 - 2.711 Other Instrument GOVERNMENT AGENCY 22175000.00 3936100.71 INDYMAC INDX MORTGAGE LOAN TRU 2035-07-25 2036-02-25 2.533 - 5.5 Other Instrument GOVERNMENT AGENCY 147037000.00 36171825.44 INDYMAC INDX MORTGAGE MORTGAGE 2036-09-25 2036-09-25 2.714 - 2.714 Other Instrument GOVERNMENT AGENCY 43160000.00 9851956.09 INDYMAC MBS, INC INDX MLT 2004 2037-09-25 2037-09-25 2.8 - 2.8 Other Instrument GOVERNMENT AGENCY 44317000.00 13961456.96 JPMORGAN MORTGAGE TRUST 2006-A 2037-01-25 2037-01-25 2.53 - 2.53 Other Instrument GOVERNMENT AGENCY 45000000.00 10563638.81 LEHMAN MORTGAGE TRUST 2005-1 2035-12-25 2035-12-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 25000000.00 1161046.61 MERRILL LYNCH MORTGAGE INVESTO 2036-05-25 2036-05-25 2.893 - 2.893 Other Instrument GOVERNMENT AGENCY 52470000.00 15437620.22 MORGAN STANLEY MORTGAGE LOAN T 2035-08-25 2035-08-25 5.954 - 5.954 Other Instrument GOVERNMENT AGENCY 43710000.00 17865138.89 RALI SERIES 2007-QS8 2037-06-25 2037-06-25 6 - 6 Other Instrument GOVERNMENT AGENCY 20000000.00 6397676.47 RALI SERIES 2005-QS9 TRUST 2036-02-25 2036-02-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 30840000.00 5491206.65 WACHOVIA BANK COMMERCIAL MORTG 2051-02-15 2051-02-15 5.924 - 5.924 Other Instrument GOVERNMENT AGENCY 20793000.00 17941210.52 WACHOVIA BANK COMMERCIAL MORTG 2048-11-15 2048-11-15 5.475 - 5.475 Other Instrument GOVERNMENT AGENCY 20498000.00 7556843.44 WELLS FARGO MORTGAGE BACKED SE 2036-04-25 2036-04-25 2.641 - 2.641 Other Instrument GOVERNMENT AGENCY 27099500.00 7411671.13 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., 0.61% 48M996RW5 0001287279 Other Repurchase Agreement N GREENPOINT MORTGAGE FUNDING TR 2037-06-25 2037-06-25 0.385 - 0.385 Other Instrument GOVERNMENT AGENCY 102953000.00 46193714.34 WAMU MORTGAGE PASS-THROUGH CER 2046-08-25 2046-08-25 1.145 - 1.145 Other Instrument GOVERNMENT AGENCY 24955000.00 7864529.39 First Tier Security 2014-03-31 2014-03-31 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., 0.62% 48M996TB9 0001287279 Other Repurchase Agreement N BANK OF AMERICA STRUCTURED NOT 2035-12-25 2035-12-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 6700000.00 4338628.84 BEAR STEARNS ASSET BACKED SECU 2035-08-25 2035-08-25 4.835 - 4.835 Other Instrument GOVERNMENT AGENCY 6541000.00 307115.11 BEAR STEARNS COMMERCIAL MORTGA 2041-10-12 2041-10-12 5.598 - 5.598 Other Instrument GOVERNMENT AGENCY 3820000.00 3636307.66 BEAR STEARNS COMMERCIAL MORTGA 2044-02-11 2044-02-11 5.444 - 5.444 Other Instrument GOVERNMENT AGENCY 8000000.00 236197.34 CHL MORTGAGE PASS-THROUGH TRUS 2037-02-25 2037-02-25 5.185 - 5.185 Other Instrument GOVERNMENT AGENCY 200000000.00 9237477.18 CWALT, INC., 2005-13CB 2035-05-25 2035-10-25 4.835 - 49.889 Other Instrument GOVERNMENT AGENCY 345093750.00 17643554.21 CWALT, INC., 2005-43 2039-04-16 2039-04-16 4.835 - 4.835 Other Instrument GOVERNMENT AGENCY 164986700.00 9489993.54 CWALT, INC., 2005-79CB 2036-05-25 2036-05-25 6 - 6 Other Instrument GOVERNMENT AGENCY 12500000.00 7780256.87 CWMBS, INC., 2005-19 2036-04-20 2036-04-20 2.639 - 2.639 Other Instrument GOVERNMENT AGENCY 100000.00 26257.11 CHASE MORTGAGE FINANCE 2007-A1 2037-02-25 2037-02-25 2.649 - 2.649 Other Instrument GOVERNMENT AGENCY 12659000.00 1679166.40 CHASE FLEX TRUST SERIES 2006-1 2036-06-25 2036-06-25 5.31 - 5.31 Other Instrument GOVERNMENT AGENCY 8850000.00 7511378.91 CHASE FLEX TRUST 2006-2 2036-09-25 2036-09-25 5.627 - 5.627 Other Instrument GOVERNMENT AGENCY 8310120.00 7758155.24 CITICORP MORTGAGE SECURITIES, 2035-07-25 2035-07-25 4.935 - 4.935 Other Instrument GOVERNMENT AGENCY 191250000.00 4840297.48 CITIGROUP COMMERCIAL MORTGAGE 2049-10-15 2049-10-15 5.551 - 5.551 Other Instrument GOVERNMENT AGENCY 11320000.00 9443356.82 COMM 2006-C8 MORTGAGE TRUST 2046-12-10 2046-12-10 5.455 - 5.455 Other Instrument GOVERNMENT AGENCY 12500000.00 7916797.70 CREDIT SUISSE COMMERCIAL MORTG 2039-09-15 2039-09-15 5.522 - 5.522 Other Instrument GOVERNMENT AGENCY 7500000.00 3311098.74 CREDIT SUISSE COMMERCIAL MORTG 2049-01-15 2049-01-15 5.614 - 5.614 Other Instrument GOVERNMENT AGENCY 5500000.00 2960925.25 CSFB MORTGAGE-BACKED TRUST SER 2040-12-15 2040-12-15 5.23 - 5.23 Other Instrument GOVERNMENT AGENCY 2340000.00 475390.47 DEUTSCHE ALT-A SECURITIES INC. 2036-02-25 2036-02-25 5.53 - 5.53 Other Instrument GOVERNMENT AGENCY 9970000.00 4422955.25 GMAC COMMERCIAL MORTGAGE SECUR 2043-05-10 2043-05-10 4.936 - 4.936 Other Instrument GOVERNMENT AGENCY 3000000.00 1298226.71 GMACM MORTGAGE LOAN TRUST 2005 2036-04-19 2036-04-19 3.001 - 3.001 Other Instrument GOVERNMENT AGENCY 4824000.00 1483886.94 GREENWICH CAPITAL COMMERCIAL F 2037-04-10 2037-04-10 5.289 - 5.289 Other Instrument GOVERNMENT AGENCY 4250000.00 3029772.24 INDYMAC INDX MORTGAGE LOAN TRU 2036-02-25 2036-02-25 6 - 6 Other Instrument GOVERNMENT AGENCY 11000000.00 3706576.26 INDYMAC INDX MORTGAGE LOAN TRU 2036-06-25 2036-06-25 4.613 - 4.613 Other Instrument GOVERNMENT AGENCY 9545000.00 1160474.74 J.P. MORGAN MORTGAGE TRUST 200 2036-04-25 2036-04-25 5.115 - 5.115 Other Instrument GOVERNMENT AGENCY 470000.00 208102.74 JPMORGAN CHASE COMMERCIAL MORT 2037-09-12 2037-09-12 5.088 - 5.088 Other Instrument GOVERNMENT AGENCY 5050000.00 2092417.70 J.P. MORGAN MORTGAGE TRUST 200 2036-10-25 2036-10-25 2.673 - 5.588 Other Instrument GOVERNMENT AGENCY 22497058.00 10339963.33 J.P. MORGAN ALTERNATIVE LOAN T 2036-08-25 2036-08-25 6.12 - 6.12 Other Instrument GOVERNMENT AGENCY 175000.00 106458.52 JP MORGAN CHASE COMMERICAL MOR 2047-06-12 2047-06-12 5.454 - 5.483 Other Instrument GOVERNMENT AGENCY 18781000.00 8305508.04 JPMORGAN ALTERNATIVE LOAN TRUS 2036-11-25 2036-11-25 6 - 6 Other Instrument GOVERNMENT AGENCY 61558000.00 26404881.04 JPMORGAN CHASE COMMERCIAL MTG 2049-01-15 2049-01-15 5.582 - 5.582 Other Instrument GOVERNMENT AGENCY 15000000.00 4084887.65 LB-UBS COMMERCIAL MORTGAGE TRU 2040-04-15 2040-04-15 5.313 - 5.313 Other Instrument GOVERNMENT AGENCY 9000000.00 3818979.89 MERRIL LYNCH MORTGAGE TRUST 2038-07-12 2038-07-12 5.279 - 5.289 Other Instrument GOVERNMENT AGENCY 14500000.00 7021789.90 MORGAN STANLEY MORTGAGE LOAN T 2035-12-25 2035-12-25 5.532 - 5.532 Other Instrument GOVERNMENT AGENCY 4330000.00 774912.39 MORGAN STANLEY CAPITAL I TRUST 2043-12-15 2043-12-15 5.468 - 5.468 Other Instrument GOVERNMENT AGENCY 5000000.00 1528783.44 RALI SERIES 2006-QS4 TRUST 2036-04-25 2036-04-25 6 - 6 Other Instrument GOVERNMENT AGENCY 12000000.00 5743184.57 RFMSI SERIES 2006-S12 TRUST 2036-12-25 2036-12-25 6 - 6 Other Instrument GOVERNMENT AGENCY 9400000.00 6031035.08 RESIDENTAL ASSET SECURITIZATIO 2037-03-25 2037-03-25 6 - 6 Other Instrument GOVERNMENT AGENCY 15000000.00 7805730.70 WACHOVIA BANK COMMERCIAL MORTG 2045-03-15 2045-03-15 5.691 - 5.691 Other Instrument GOVERNMENT AGENCY 5000000.00 2188955.69 WACHOVIA BANK COMMERCIAL MORTG 2045-07-15 2045-07-15 5.865 - 5.865 Other Instrument GOVERNMENT AGENCY 15000000.00 6746812.91 WACHOVIA BANK COMMERCIAL MORTG 2048-11-15 2048-11-15 5.438 - 5.438 Other Instrument GOVERNMENT AGENCY 10000000.00 6636058.69 WASHINGTON MUTUAL MSC MORTGAGE 2035-05-25 2035-05-25 4.885 - 4.885 Other Instrument GOVERNMENT AGENCY 178223500.00 7090305.51 WASHINGTON MUTUAL MORTGAGE PAS 2035-10-25 2035-10-25 4.925 - 4.925 Other Instrument GOVERNMENT AGENCY 200000000.00 9910049.29 WELLS FARGO MORTGAGE BACKED SE 2036-04-25 2036-04-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 1970000.00 2974505.53 WELLS FARGO MORTGAGE BACKED SE 2036-09-25 2036-09-25 2.739 - 2.739 Other Instrument GOVERNMENT AGENCY 9550000.00 2033126.96 WELLS FARGO MORTGAGE BACKED SE 2036-10-25 2036-10-25 2.62 - 2.62 Other Instrument GOVERNMENT AGENCY 424998.00 97292.71 First Tier Security 2014-03-31 2014-03-31 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 51-100 2028-12-01 2051-02-12 0 - 6.608 Other Instrument MORTGAGE 1582963256.00 402349016.15 First Tier Security 2014-03-31 2014-03-31 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. Morgan Securities, Inc., 0.65% 48M996GL1 0001287279 Other Repurchase Agreement N 101-500 2030-10-25 2051-02-15 0 - 12.367 Other Instrument MORTGAGE 2812792372.00 554608720.81 First Tier Security 2014-03-31 2014-03-31 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 512000000.00 512000000.00 0.0043 Y 512000000.00 512000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.18% 48Q99VPG3 0000728612 Other Repurchase Agreement N 501-1000 2014-04-22 2049-01-01 0 - 7.625 Other Instrument EQUITY 73838854.00 1562134798.03 First Tier Security 2014-01-02 2014-01-02 N N N 1448000000.00 1448000000.00 0.0121 N 1448000000.00 1448000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.23% 48Q99VLQ5 0000728612 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2032-09-20 2063-09-20 0.023 - 7.133 Government Agency Debt 10391003985.00 570674684.58 First Tier Security 2014-01-03 2014-01-03 Y MERRILL PFS(NON GOV REPO BONY) N/A N/A N N 554000000.00 554000000.00 0.0046 N 554000000.00 554000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.23% 48Q99VMT8 0000728612 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2039-11-15 2039-11-15 2.25 - 2.25 Government Agency Debt 9915683.00 8883910.86 FEDERAL NATIONAL MORTGAGE ASSOC 2039-12-25 2040-04-25 1.75 - 2 Government Agency Debt 55617298.00 48799406.61 First Tier Security 2014-01-03 2014-01-03 Y MERRILL PFS(NON GOV REPO BONY) N/A N/A N N 56000000.00 56000000.00 0.0005 N 56000000.00 56000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.26% 48Q99VNF7 0000728612 Other Repurchase Agreement N 501-1000 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 21503328.00 594009915.96 First Tier Security 2014-01-03 2014-01-03 N N N 550000000.00 550000000.00 0.0046 N 550000000.00 550000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.33% 48Q99VPC2 0000728612 Other Repurchase Agreement N 51-100 2014-01-01 2057-04-01 0 - 10 Other Municipal Debt 136550463.00 132035301.11 First Tier Security 2014-01-02 2014-01-02 N N N 125000000.00 125000000.00 0.0010 N 125000000.00 125000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.53% 48Q99VPE8 0000728612 Other Repurchase Agreement N CARRINGTON HOME EQUITY LOAN TRUST 2035-03-25 2035-03-25 0.288 - 0.288 Other Instrument ASSET BACKED 11000000.00 2933906.53 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2036-12-25 2036-12-25 0.308 - 0.308 Other Instrument ASSET BACKED 35000000.00 16532919.52 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2036-06-25 2036-06-25 0.328 - 0.328 Other Instrument ASSET BACKED 41222645.00 19904352.38 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2028-01-25 2028-01-25 0.448 - 0.448 Other Instrument ASSET BACKED 108999998.00 6811853.40 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2038-01-25 2038-01-25 0.388 - 0.388 Other Instrument ASSET BACKED 20650000.00 11013831.56 HARBORVIEW MORTGAGE LOAN TRUST 2046-07-19 2046-07-19 0.348 - 0.348 Other Instrument MORTGAGE 30106150.00 9851594.78 HOME EQUITY LOAN TRUST 2037-04-25 2037-04-25 0.398 - 0.398 Other Instrument ASSET BACKED 3047870.00 1716456.76 MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-07-25 2037-07-25 0.318 - 0.318 Other Instrument ASSET BACKED 17321511.00 5604860.01 MERRILL LYNCH ALTERNATIVE NOTE ASSET TRUST 2037-02-25 2037-02-25 0.378 - 0.378 Other Instrument ASSET BACKED 67975377.00 4187166.02 MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-02-25 2037-02-25 0.768 - 0.768 Other Instrument ASSET BACKED 51216000.00 3402975.73 MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST 2027-09-25 2027-09-25 1.266 - 1.266 Other Instrument ASSET BACKED 32932000.00 6378383.33 SG MORTGAGE SECURITIES TRUST 2037-08-25 2037-08-25 0.968 - 0.968 Other Instrument ASSET BACKED 51350766.00 10547401.73 SRERS 2046-05-09 2046-05-09 0.418 - 0.418 Other Instrument ASSET BACKED 133826.00 90218.47 SOVEREIGN COMMERCIAL MORTGAGE SECURITIES TRUST 2030-07-22 2030-07-22 6.014 - 6.014 Other Instrument MORTGAGE 2614810.00 2544491.33 First Tier Security 2014-01-02 2014-01-02 N N N 94000000.00 94000000.00 0.0008 N 94000000.00 94000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.53% 48Q99VPB4 0000728612 Other Repurchase Agreement N 51-100 2014-11-15 2099-12-31 0 - 8.875 Other Instrument MORTGAGE 2420467263.00 234592150.02 First Tier Security 2014-01-07 2014-01-07 N N N 218000000.00 218000000.00 0.0018 N 218000000.00 218000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.73% 48Q99VKH6 0000728612 Other Repurchase Agreement N 101-500 2014-01-15 2049-01-01 0 - 9.95 Other Instrument CORPORATE 53038688.00 415533627.95 First Tier Security 2014-02-07 2014-02-07 N N N 385000000.00 385000000.00 0.0032 Y 385000000.00 385000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48Q99VLB8 0000728612 Other Repurchase Agreement N 51-100 2020-06-15 2099-12-31 0 - 7 Other Instrument MORTGAGE 851869156.00 270070230.56 First Tier Security 2014-02-07 2014-02-07 N N N 250000000.00 250000000.00 0.0021 Y 250000000.00 250000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48Q99VJY1 0000728612 Other Repurchase Agreement N 51-100 2015-11-25 2049-12-10 0 - 9.5 Other Instrument MORTGAGE 1049585593.00 117794211.05 First Tier Security 2014-02-07 2014-02-07 N N N 109000000.00 109000000.00 0.0009 Y 109000000.00 109000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.25% 45G99SDD7 Other Repurchase Agreement N 51-100 2014-01-21 2068-04-08 0 - 9.25 Other Instrument CORPORATE 84730942.00 89263034.16 Unrated Security 2014-01-07 2014-01-07 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 85000000.00 85000000.00 0.0007 N 85000000.00 85000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.27% 45G99SCX4 Other Repurchase Agreement N BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1023933.00 15911918.82 FACEBOOK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 136.00 7304.56 GENERAL ELECTRIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 74.00 2063.86 HEWLETT-PACKARD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 339753.00 9536866.71 JACK IN THE BOX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3887.00 194077.91 MCDONALD'S 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 214.00 20760.14 MERCK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 197.00 9838.18 OCWEN FINANCIAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 97.00 5393.20 PFIZER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8302.00 254788.38 QUALCOMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 24336.00 1790399.52 RUTH'S HOSPITALITY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3757.00 55753.88 SLM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 612066.00 15956560.62 SNAP-ON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7411.00 805872.14 UNION PACIFIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4556.00 756523.80 DELPHI AUTOMOTIVE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 847.00 50684.48 LAZARD-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 248.00 11172.40 Unrated Security 2014-01-03 2014-01-03 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 42000000.00 42000000.00 0.0004 N 42000000.00 42000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.27% 45G99SCY2 Other Repurchase Agreement N APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 18235.00 10111672.20 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 435442.00 6766768.68 BROWN SHOE COMPANY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12622.00 354425.76 CELGENE CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 35000.00 5914300.00 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 78200.00 4060144.00 COOPER TIRE&RUBBER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25374.00 614050.80 DOMINION RES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8768.00 564571.52 FACEBOOK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 97235.00 5222491.85 GENERAL ELECTRIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 129953.00 3624389.17 JACK IN THE BOX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2830.00 141301.90 LAMAR ADVERTISING-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 228135.00 11771766.00 LENDER PRO SER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 231472.00 8661682.24 LOGMEIN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 99895.00 3303527.65 LUMBER LIQ HLDG 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5900.00 600797.00 MATSON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 69161.00 1814093.03 MERCK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5711.00 285207.34 NATL HEALTH INVEST 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12810.00 727608.00 OCWEN FINANCIAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 114675.00 6375930.00 PMC-SIERRA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 700000.00 4501000.00 PFIZER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 41747.00 1281215.43 PHILIP MRRS INT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3611.00 312712.60 PROCTER&GAMBLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 55999.00 4591918.00 REINSURNCE GR AMER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9110.00 699465.80 SIMON PRP GRP REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 27.00 4141.80 SNAP-ON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12782.00 1389914.68 SOUTHERN CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 22641.00 928281.00 UNION PACIFIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4334.00 719660.70 VGD TTL BOND MKT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9754.00 781100.32 WELLS FARGO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 67403.00 3066836.50 DELPHI AUTOMOTIVE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1067.00 63849.28 LAZARD-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 56911.00 2563840.55 Unrated Security 2014-01-06 2014-01-06 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 85000000.00 85000000.00 0.0007 N 85000000.00 85000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.27% 45G99SDC9 Other Repurchase Agreement N ACTIVISION BLIZZARD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 106631.00 1898031.80 ADOBE SYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11900.00 708645.00 AGILENT TECH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 32200.00 1845704.00 ALBANY MOLECUL RESH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 85678.00 875629.16 ALIGN TECHNOLOGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 57.05 AMERICAN TOWER REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1026.00 81874.80 ANADARKO PETROLEUM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2680.00 211961.20 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5026.00 2787017.52 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 379872.00 5903210.88 COOPER TIRE&RUBBER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 182384.00 4413692.80 CREDIT ACCEPTANCE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 15000.00 1936350.00 FACEBOOK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 161719.00 8685927.49 GENERAL ELECTRIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 77002.00 2147585.78 JPMORGAN CHASE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2184.00 126562.80 JACK IN THE BOX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3736.00 186538.48 LAMAR ADVERTISING-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 196865.00 10158234.00 LENDER PRO SER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 218088.00 8160852.96 MATSON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9802.00 257106.46 MERCK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 304.00 15181.76 OCWEN FINANCIAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 74264.00 4129078.40 PFIZER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 38652.00 1186229.88 PHILIP MRRS INT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 28754.00 2490096.40 PROCTER&GAMBLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4566.00 374412.00 PROSHS SHRT S&P500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 54670.00 1384791.10 REINSURNCE GR AMER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 60890.00 4675134.20 RUTH'S HOSPITALITY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 200990.00 2982691.60 SLM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 175000.00 4562250.00 SELECT REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3402.00 90663.30 SIMON PRP GRP REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 23544.00 3611649.60 SNAP-ON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3460.00 376240.40 TESLA MTRS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 80.00 12195.20 TIM PARTICIP SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 536.00 14011.04 UNION PACIFIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4356.00 723313.80 VGD TTL BOND MKT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11.00 880.88 WELLS FARGO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 65052.00 2959866.00 AXIS CAPITAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 20000.00 946200.00 DELPHI AUTOMOTIVE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 71308.00 4267070.72 LAZARD-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 147146.00 6628927.30 Unrated Security 2014-01-07 2014-01-07 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 85000000.00 85000000.00 0.0007 N 85000000.00 85000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.29% 45G99SDE5 Other Repurchase Agreement N AMGEN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 181300.00 20938337.00 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 36388.00 20177873.76 GENERAL ELECTRIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 65375.00 1823308.75 JPMORGAN CHASE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 338752.00 19630678.40 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 499394.00 18622402.26 NEXTERA ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 246600.00 20973330.00 PHILIP MRRS INT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 230315.00 19945279.00 SEMPRA ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 23419.00 2095766.31 TIM PARTICIP SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 348.00 9096.72 Unrated Security 2014-01-07 2014-01-07 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 115000000.00 115000000.00 0.0010 N 115000000.00 115000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.16% 48S99LAG9 Other Repurchase Agreement N US TREASURY 2014-03-20 2043-02-15 0 - 4.75 Treasury Debt 229048200.00 238885370.90 FEDERAL HOME LOAN MORTGAGE CORP 2021-10-15 2041-04-15 2.5 - 1009.5 Government Agency Debt 816197152.00 75010302.27 FEDERAL NATIONAL MORTGAGE ASSOC 2022-07-25 2042-05-25 0 - 7.114 Government Agency Debt 2071672339.00 83899776.68 GOVERNMENT NATIONAL MORTAGE ASSOC 2030-12-16 2042-12-20 4 - 6.951 Government Agency Debt 569250788.00 13964069.49 First Tier Security 2014-01-02 2014-01-02 N N N 400000000.00 400000000.00 0.0034 N 400000000.00 400000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.30% 48E99Y9Q6 Other Repurchase Agreement N US TREASURY 2014-03-20 2014-03-20 N/A Treasury Debt 83662100.00 83651223.93 First Tier Security 2014-01-02 2014-01-02 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 82000000.00 82000000.00 0.0007 N 82000000.00 82000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.30% 48S99LAE4 Other Repurchase Agreement N US TREASURY 2014-03-20 2014-03-20 N/A Treasury Debt 83653000.00 83642125.11 First Tier Security 2014-01-07 2014-01-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 82000000.00 82000000.00 0.0007 N 82000000.00 82000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.52% 48E99Y8P9 Other Repurchase Agreement N US TREASURY 2015-12-15 2015-12-15 0.25 - 0.25 Treasury Debt 3229200.00 3221985.61 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-18 2043-05-25 0.52 - 5.25 Government Agency Debt 332205340.00 1393622.78 FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-25 2046-02-25 0 - 6.584 Government Agency Debt 4757980007.00 27620602.23 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-09-20 2063-10-20 2 - 4 Government Agency Debt 10135057.00 9785999.92 CPS AUTO GRANTOR/RECEIVABLES TRUST 2019-12-16 2019-12-16 3.32 - 3.32 Other Instrument ASSET BACKED 1974000.00 1996114.29 CHASE ISSUANCE TRUST (PREVIOUSLY BANC ONE ISSUANCE TRUST) 2019-04-15 2019-04-15 0.417 - 0.417 Other Instrument ASSET BACKED 30730000.00 30364932.38 FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2016-01-15 2016-01-15 1.667 - 1.667 Other Instrument ASSET BACKED 1000000.00 1001187.71 CB 144A L.A. ARENA FDG 2026-12-15 2026-12-15 N/A Other Instrument ASSET BACKED 15685000.00 8873415.01 First Tier Security 2014-01-02 2014-01-02 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 81000000.00 81000000.00 0.0007 N 81000000.00 81000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.92% 48E99Y5U1 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2037-10-25 2037-10-25 3 - 3 Government Agency Debt 3489385.00 3329465.47 ACE SECURITIES CORP HOME EQUITY LOAN TRUST 2036-12-25 2036-12-25 0.408 - 0.408 Other Instrument ASSET BACKED 12172250.00 6221018.07 AMERIQUEST MORTGAGE SECURITIES ASSET-BACKED PTC 2035-03-25 2035-03-25 0.948 - 0.948 Other Instrument ASSET BACKED 1500000.00 643448.15 BAYVIEW FINANCIAL ACQUISITION TRUST 2040-02-28 2040-02-28 1.165 - 1.165 Other Instrument ASSET BACKED 11225000.00 6047531.37 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.668 - 1.668 Other Instrument ASSET BACKED 5319000.00 3006236.01 CPS AUTO GRANTOR/RECEIVABLES TRUST 2019-06-17 2019-06-17 8.59 - 8.59 Other Instrument ASSET BACKED 2000000.00 1083308.15 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-03-25 2035-03-25 1.218 - 1.218 Other Instrument ASSET BACKED 11000000.00 5689028.77 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-09-25 2035-09-25 0.428 - 0.428 Other Instrument ASSET BACKED 25000000.00 7706869.17 CARRINGTON HOME EQUITY LOAN TRUST 2035-10-25 2035-10-25 0.668 - 0.668 Other Instrument ASSET BACKED 4574079.00 2237817.84 COUNTRYWIDE HOME EQUITY LOAN TRUST 2037-01-25 2037-01-25 0.418 - 0.418 Other Instrument ASSET BACKED 7075000.00 3946803.61 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2035-01-25 2035-01-25 1.368 - 1.368 Other Instrument ASSET BACKED 9688000.00 3922790.95 HOME EQUITY ASSET TRUST 2037-05-25 2037-05-25 0.318 - 0.318 Other Instrument ASSET BACKED 51500000.00 20672791.82 INDYMAC HOME EQUITY LOAN ASSET BACKED TRUST 2036-03-25 2036-03-25 0.366 - 0.366 Other Instrument ASSET BACKED 5460000.00 1990014.75 MORGAN STANLEY ABS 2035-07-25 2035-07-25 0.758 - 0.758 Other Instrument ASSET BACKED 8189000.00 2960665.53 MORGAN STANLEY ABS 2036-10-25 2036-10-25 0.308 - 0.308 Other Instrument ASSET BACKED 14442500.00 8005456.07 PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2035-01-25 2035-01-25 1.968 - 1.968 Other Instrument ASSET BACKED 3100000.00 1733923.07 SECURITIZED ASSET BACKED RECEIVABLES TRUST 2035-08-25 2035-08-25 0.608 - 0.608 Other Instrument ASSET BACKED 12000000.00 6618563.67 SECURITIZED ASSET BACKED RECEIVABLES TRUST 2036-12-25 2036-12-25 0.388 - 0.388 Other Instrument ASSET BACKED 1931650.00 596040.01 SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST (SURF) 2036-09-25 2036-09-25 0.668 - 0.668 Other Instrument ASSET BACKED 4438253.00 2192689.18 SASCO MORTGAGE LOAN TRUST 2036-10-25 2036-10-25 0.548 - 0.548 Other Instrument ASSET BACKED 4177000.00 1605094.82 First Tier Security 2014-01-21 2014-01-21 N N N 82000000.00 82000000.00 0.0007 Y 82000000.00 82000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.92% 48E99Y6V8 Other Repurchase Agreement N 51-100 2015-12-15 2066-12-15 0.25 - 10.5 Other Instrument MORTGAGE 845548373.00 131379770.11 First Tier Security 2014-02-03 2014-02-03 N N N 123000000.00 123000000.00 0.0010 Y 123000000.00 123000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.92% 48E99Y7G0 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-10-25 2041-10-25 6.284 - 6.284 Government Agency Debt 100000.00 15082.93 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.668 - 1.668 Other Instrument ASSET BACKED 131210744.00 87493317.78 LEHMAN XS TRUST 2037-02-25 2037-02-25 0.338 - 0.338 Other Instrument MORTGAGE 284915.00 100594.59 First Tier Security 2014-02-10 2014-02-10 N N N 81000000.00 81000000.00 0.0007 Y 81000000.00 81000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.92% 48E99Y8U8 Other Repurchase Agreement N 51-100 2014-06-15 2099-12-31 0 - 11.75 Other Instrument MORTGAGE 579062670.00 219983156.49 First Tier Security 2014-03-04 2014-03-04 N N N 205000000.00 205000000.00 0.0017 Y 205000000.00 205000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.10% 48E99Y2G5 Other Repurchase Agreement N US TREASURY 2022-08-15 2022-08-15 1.625 - 1.625 Treasury Debt 27900.00 25519.76 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.668 - 1.668 Other Instrument ASSET BACKED 116640703.00 77777793.05 CPS AUTO GRANTOR/RECEIVABLES TRUST 2019-06-17 2019-06-17 6.51 - 6.51 Other Instrument ASSET BACKED 2353000.00 1553805.90 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2035-03-25 2035-03-25 0.538 - 0.538 Other Instrument ASSET BACKED 10000000.00 6631331.00 HOME EQUITY ASSET TRUST 2037-01-25 2037-01-25 0.318 - 0.318 Other Instrument ASSET BACKED 2677716.00 1728351.70 LEHMAN XS TRUST 2037-02-25 2037-02-25 0.338 - 0.338 Other Instrument MORTGAGE 195840.00 69144.99 First Tier Security 2014-01-09 2014-01-09 N N N 81000000.00 81000000.00 0.0007 Y 81000000.00 81000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.10% 48E99Y6J5 Other Repurchase Agreement N US TREASURY 2015-12-15 2022-08-15 0.25 - 1.625 Treasury Debt 4493500.00 4137054.24 FEDERAL NATIONAL MORTGAGE ASSOC 2041-10-25 2041-10-25 6.284 - 6.284 Government Agency Debt 756878.00 114159.39 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-05-20 2042-06-20 3.5 - 4.5 Government Agency Debt 12770859.00 13060936.32 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.668 - 1.668 Other Instrument ASSET BACKED 63771000.00 36042616.35 CMS ENERGY CORP 2015-12-15 2043-03-31 4.7 - 6.875 Other Instrument CORPORATE 1900000.00 1813422.81 HOME EQUITY ASSET TRUST 2037-01-25 2037-01-25 0.318 - 0.318 Other Instrument ASSET BACKED 5590310.00 3608307.14 HOME EQUITY ASSET TRUST 2037-03-25 2037-03-25 0.328 - 0.328 Other Instrument ASSET BACKED 9225000.00 5278499.80 LONG BEACH MORTGAGE LOAN TRUST 2036-02-25 2036-02-25 0.468 - 0.468 Other Instrument ASSET BACKED 18825000.00 11652871.41 MERITAGE MORTGAGE LOAN TRUST 2035-11-25 2035-11-25 0.963 - 0.963 Other Instrument ASSET BACKED 3509633.00 2145157.65 STRUCTURED ASSET INVESTMENT LOAN TRUST 2034-11-25 2034-11-25 1.068 - 1.068 Other Instrument ASSET BACKED 30000000.00 4420266.70 WELLS FARGO HOME EQUITY TRUST 2035-11-25 2035-11-25 1.318 - 1.318 Other Instrument ASSET BACKED 3000000.00 1909104.30 BANCO BEMGE S.A. 2020-08-05 2020-08-05 8.875 - 8.875 Other Instrument CORPORATE 50000.00 50024.31 5.875% MTN REDEEM 2 2019-03-25 2019-03-25 5.875 - 5.875 Other Instrument CORPORATE 100000.00 101816.67 GRUPO PAPELERO SCRIBE SA DE CV 2020-04-07 2020-04-07 8.875 - 8.875 Other Instrument CORPORATE 2000.00 1996.42 PETROLEOS DE VENEZU 2017-11-02 2017-11-02 8.5 - 8.5 Other Instrument CORPORATE 2498500.00 2104812.74 7.75% NT REDEEM 06/ 2020-11-06 2020-11-06 7.75 - 7.75 Other Instrument CORPORATE 102000.00 105971.91 9.375% BD REDEEM 12 2022-10-12 2022-10-12 9.375 - 9.375 Other Instrument CORPORATE 100000.00 114807.29 First Tier Security 2014-02-27 2014-02-27 N N N 81000000.00 81000000.00 0.0007 Y 81000000.00 81000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.24% 42T99QXB6 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2027-05-15 2043-03-15 3 - 6.812 Government Agency Debt 267295275.00 34369395.08 FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2043-11-01 2.5 - 6.534 Government Agency Debt 481161655.00 54113028.09 First Tier Security 2014-01-03 2014-01-03 N N N 86000000.00 86000000.00 0.0007 N 86000000.00 86000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.31% 42T99QXA8 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2021-11-15 2043-04-15 0 - 179.202 Government Agency Debt 906789923.00 44793375.44 FEDERAL NATIONAL MORTGAGE ASSOC 2017-02-25 2043-10-01 0 - 26.243 Government Agency Debt 1660762326.00 90473502.21 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-12-20 2043-11-20 0 - 10.616 Government Agency Debt 241058329.00 22301591.77 First Tier Security 2014-01-07 2014-01-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 153000000.00 153000000.00 0.0013 N 153000000.00 153000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.60% 35J99R8Y7 0000808379 Other Repurchase Agreement N 51-100 2015-01-15 2056-08-15 0 - 14 Other Instrument MORTGAGE 9176840338.35 303325254.01 First Tier Security 2014-01-07 2014-01-07 N N N 287000000.00 287000000.00 0.0024 N 287000000.00 287000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.23% 60S99BMC2 Other Repurchase Agreement N ABBVIE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12761.00 676460.61 AGILENT TECH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14305.00 819962.60 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1601.00 887786.52 AVON PRODUCTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 303772.00 5215765.24 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1316635.00 20460507.90 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 500.00 25960.00 COMCAST-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 22085.00 1145548.95 DISCOVER FNCL SRVCS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 41666.00 2294546.62 FACEBOOK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 57906.00 3110131.26 MCDONALD'S 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 53.00 5141.53 MCKESSON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10504.00 1687887.76 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 797318.00 29731988.22 MONDELEZ INT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6853.00 240745.89 PHILIP MRRS INT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6094.00 527740.40 STARBUCKS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 21026.00 1651592.30 TESORO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3844.00 217378.20 WALGREEN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 300018.00 17353041.12 WELLPOINT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 43251.00 3958331.52 WELLS FARGO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 549166.00 24987053.00 LYONDELLBASELL IND 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 34285.00 2723943.25 First Tier Security 2014-01-07 2014-01-07 N N N 109000000.00 109000000.00 0.0009 N 109000000.00 109000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.26% 60S99BLH2 Other Repurchase Agreement N ABBVIE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 46970.00 2489879.70 AETNA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 210593.00 14351912.95 ALLERGAN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26406.00 2924464.50 ALLSTATE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 44586.00 2417898.78 AMERICAN INTL GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 492237.00 25158233.07 AMERICAN TOWER REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 232386.00 18544402.80 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16029.00 8888401.08 BAKER HUGHES INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 362324.00 19728541.80 BROADCOM-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 277508.00 8114333.92 CISCO SYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 509779.00 11342582.75 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 270263.00 14032054.96 COCA-COLA CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 69914.00 2872766.26 COMCAST-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 39973.00 2073399.51 EBAY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 491613.00 26552018.13 FORD MOTOR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11409.00 174329.52 GENERAL ELECTRIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 516869.00 14415476.41 HEWLETT-PACKARD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 237.00 6652.59 JPMORGAN CHASE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 47204.00 2735471.80 KEYCORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 113739.00 1521827.82 MASTERCARD-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13750.00 11457875.00 MCDONALD'S 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 61728.00 5988233.28 MERCK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 156636.00 7822401.84 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1032591.00 38505318.39 MONDELEZ INT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 145246.00 5102491.98 MONSANTO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 197.00 22812.60 PRICELINE.COM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 306.00 352784.34 REGIONS FINANCIAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2499999.00 24599990.16 REPUBLIC SERVICES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 53779.00 1790302.91 TESORO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 29764.00 1683154.20 WALGREEN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 399868.00 23128365.12 WELLPOINT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4117.00 376787.84 First Tier Security 2014-01-02 2014-01-02 N N N 277000000.00 277000000.00 0.0023 N 277000000.00 277000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.26% 60S99BLM1 Other Repurchase Agreement N ABBVIE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25755.00 1365272.55 AMGEN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 108.00 12472.92 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 73499.00 40756665.48 COMCAST-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 32866.00 1704759.42 COSTCO WHSL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4452.00 528764.04 FACEBOOK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 461608.00 24792965.68 GENL DYNAMICS CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 470000.00 44697000.00 HEWLETT-PACKARD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11062.00 310510.34 JPMORGAN CHASE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 981532.00 56879779.40 JOHNSON & JOHNSON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 429180.00 39613314.00 MCDONALD'S 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 34447.00 3341703.47 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 127931.00 4770546.99 MOSAIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3868.00 181834.68 STARBUCKS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 57373.00 4506649.15 WELLS FARGO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 310951.00 14148270.50 First Tier Security 2014-01-03 2014-01-03 N N N 220000000.00 220000000.00 0.0018 N 220000000.00 220000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.28% 60S99BMH1 Other Repurchase Agreement N 51-100 2014-01-13 2099-12-31 0 - 11.75 Other Instrument CORPORATE 247259851.00 258171252.04 First Tier Security 2014-01-02 2014-01-02 N N N 243000000.00 243000000.00 0.0020 N 243000000.00 243000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.28% 60S99BLU3 Other Repurchase Agreement N ABBOTT LABORATORIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 217956.00 8371689.96 ABBVIE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 208268.00 11040286.68 ADOBE SYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17950.00 1068922.50 ALEXION PHARM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10404.00 1380610.80 ALLSTATE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11612.00 629718.76 AMERICAN EXPRESS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13561.00 1214929.99 AMERICAN INTL GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 27103.00 1385234.33 AMGEN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6773.00 782213.77 ANADARKO PETROLEUM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 41548.00 3286031.32 ANALOG DEVICES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 364.00 18509.40 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8136.00 4511574.72 AUTOMATIC DATA PROC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1142.00 92593.36 BEAM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4387.00 296736.68 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 199159.00 10340335.28 COCA-COLA CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 214216.00 8802135.44 COMCAST-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 45707.00 2370822.09 COSTCO WHSL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2639.00 313434.03 DISCOVER FNCL SRVCS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 64956.00 3577126.92 EXPRESS SCRPTS HLDG 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 154347.00 10833615.93 FACEBOOK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 472417.00 25373517.07 FORD MOTOR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 530.00 8098.40 FOREST LABORATORIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2519.00 151618.61 INTL GAME TECHNOLOG 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 400000.00 7160000.00 JPMORGAN CHASE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 204634.00 11858540.30 LSI 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1106344.00 12191910.88 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 519442.00 19369992.18 MONDELEZ INT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10029.00 352318.77 MONSANTO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 625.00 72375.00 MOSAIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 463.00 21765.63 ORACLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 125052.00 4750725.48 PHILIP MRRS INT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5822.00 504185.20 PHILLIPS 66 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 43138.00 3223271.36 PRICELINE.COM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7286.00 8399956.54 STARBUCKS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 53887.00 4232823.85 WELLPOINT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 58.00 5308.16 ZOETIS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 50821.00 1660322.07 LYONDELLBASELL IND 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 94038.00 7471319.10 First Tier Security 2014-01-06 2014-01-06 N N N 164000000.00 164000000.00 0.0014 N 164000000.00 164000000.00 UBS Securities LLC UBS Securities LLC, 0.44% 23M99SVQ8 0000230611 Other Repurchase Agreement N ACCURAY INC DEL 3.75 01AUG16 2016-08-01 2016-08-01 N/A Other Instrument EQUITY 381000.00 432436.91 ALPHA NAT RES INC 2020-12-15 2020-12-15 4.875 - 4.875 Other Instrument EQUITY 4154933.00 4457398.27 ARCHER DANIELS MIDLAND CO 2014-02-15 2014-02-15 0.875 - 0.875 Other Instrument EQUITY 8068000.00 8563662.06 ARES CAP CORP 2016-06-01 2016-06-01 5.125 - 5.125 Other Instrument EQUITY 2435000.00 2605208.53 ASCENT CAP GROUP INC FORMERLY ASCENT MEDIA CORP 2020-07-15 2020-07-15 4 - 4 Other Instrument EQUITY 1044362.00 1150442.49 CBIZ INC 2015-10-01 2015-10-01 4.875 - 4.875 Other Instrument EQUITY 954000.00 1290587.89 CADENCE DESIGN SYS INC 2015-06-01 2015-06-01 2.625 - 2.625 Other Instrument EQUITY 419000.00 785758.03 CAMPUS CREST CMNTYS OPER PARTNERSHIP LP 2018-10-15 2018-10-15 4.75 - 4.75 Other Instrument EQUITY 2632744.00 2687130.64 CHEMED CORP NEW 2014-05-15 2014-05-15 1.875 - 1.875 Other Instrument EQUITY 464000.00 483671.67 CHESAPEAKE ENERGY CORP 2037-05-15 2037-05-15 2.5 - 2.5 Other Instrument EQUITY 1800000.00 1821500.00 CIENA CORP 2018-10-15 2018-10-15 3.75 - 3.75 Other Instrument EQUITY 284000.00 410322.25 DOLLAR FINL CORP 2028-04-01 2028-04-01 3 - 3 Other Instrument EQUITY 3578000.00 3459496.64 EQUINIX INC 2014-10-15 2014-10-15 3 - 3 Other Instrument EQUITY 2185000.00 3380114.88 EXELIXIS INC 2019-08-15 2019-08-15 4.25 - 4.25 Other Instrument EQUITY 480000.00 586106.67 FOREST CITY ENTERPRISES INC 2016-10-15 2016-10-15 5 - 5 Other Instrument EQUITY 608000.00 942360.82 GOLDCORP INC NEW 2014-08-01 2014-08-01 2 - 2 Other Instrument EQUITY 9154000.00 9253168.33 HAWAIIAN HLDGS INC 2016-03-15 2016-03-15 5 - 5 Other Instrument EQUITY 4118000.00 5589041.11 HEALTH MGMT ASSOCS INC NEW 2028-05-01 2028-05-01 3.75 - 3.75 Other Instrument EQUITY 314000.00 380922.82 LIONS GATE ENTMT INC 2025-03-15 2025-03-15 3.625 - 3.625 Other Instrument EQUITY 2689000.00 10361183.84 MGIC INVT CORP WIS 2017-05-01 2017-05-01 5 - 5 Other Instrument EQUITY 2303000.00 2604309.17 MEDICINES CO 1.375 01JUN17 2017-06-01 2017-06-01 N/A Other Instrument EQUITY 347389.00 521915.79 MERITAGE HOMES CORP FORMERLY MERITAGE CORP TO 09 2032-09-15 2032-09-15 1.875 - 1.875 Other Instrument EQUITY 2810000.00 3152176.04 MICRON TECHNOLOGY INC 2033-02-15 2033-02-15 1.625 - 2.125 Other Instrument EQUITY 14254190.00 28873714.55 NEWPARK RESOURCES INC NEWPARK RES INC 2017-10-01 2017-10-01 4 - 4 Other Instrument EQUITY 15634000.00 21115749.42 OPKO HEALTH INC 2033-02-01 2033-02-01 3 - 3 Other Instrument EQUITY 723068.00 954905.29 P H H CORP PHH CORP FORMERLY PHH GROUP INC TO 08 2014-09-01 2014-09-01 4 - 4 Other Instrument EQUITY 230000.00 248161.57 PETROLEUM DEV CORP 2016-05-15 2016-05-15 3.25 - 3.25 Other Instrument EQUITY 1983000.00 2769562.46 RAMBUS INC DEL 2018-08-15 2018-08-15 1.125 - 1.125 Other Instrument EQUITY 500382.00 525341.05 SANDISK CORP 2017-08-15 2020-10-15 0.5 - 1.5 Other Instrument EQUITY 8912544.00 10740723.90 SEACOR HLDGS INC 2028-11-15 2028-11-15 3 - 3 Other Instrument EQUITY 1742725.00 1737432.93 SOLARCITY CORP 2018-11-01 2018-11-01 2.75 - 2.75 Other Instrument EQUITY 7030271.00 8380668.89 SUNEDISON INC 2018-10-01 2018-10-01 N/A Other Instrument EQUITY 4810042.00 5378498.11 TELEFLEX INC 2017-08-01 2017-08-01 3.875 - 3.875 Other Instrument EQUITY 1820000.00 2906132.02 TRULIA INC 2020-12-15 2020-12-15 N/A Other Instrument EQUITY 381954.00 445206.43 WABASH NATL CORP 2018-05-01 2018-05-01 3.375 - 3.375 Other Instrument EQUITY 70000.00 91481.25 WORKDAY INC 2020-07-15 2020-07-15 1.5 - 1.5 Other Instrument EQUITY 504308.00 608657.73 First Tier Security 2014-01-07 2014-01-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 139000000.00 139000000.00 0.0012 N 139000000.00 139000000.00 UBS Securities LLC UBS Securities LLC, 0.44% 23M99SVR6 0000230611 Other Repurchase Agreement N ACCURAY INC DEL 2018-02-01 2018-02-01 N/A Other Instrument EQUITY 1062753.00 1811551.05 ALPHA NAT RES INC 2020-12-15 2020-12-15 4.875 - 4.875 Other Instrument EQUITY 7845067.00 8416161.73 CBIZ INC 2015-10-01 2015-10-01 4.875 - 4.875 Other Instrument EQUITY 60000.00 81169.05 CAMPUS CREST CMNTYS OPER PARTNERSHIP LP 2018-10-15 2018-10-15 4.75 - 4.75 Other Instrument EQUITY 90305.00 92170.50 CEMEX S A B DE C V FORMERLY CEMEX S A 07/03/2006 2016-03-15 2016-03-15 3.25 - 3.25 Other Instrument EQUITY 12324000.00 16285542.96 CHEMED CORP NEW 2014-05-15 2014-05-15 1.875 - 1.875 Other Instrument EQUITY 205000.00 213691.15 CHESAPEAKE ENERGY CORP 2037-05-15 2037-05-15 2.5 - 2.5 Other Instrument EQUITY 2606000.00 2637127.22 COLONY FINL INC 2023-04-15 2023-04-15 5 - 5 Other Instrument EQUITY 3467673.00 3582298.86 EXELIXIS INC 2019-08-15 2019-08-15 4.25 - 4.25 Other Instrument EQUITY 1033000.00 1261350.39 FXCM INC 2018-06-15 2018-06-15 2.25 - 2.25 Other Instrument EQUITY 2430000.00 2686073.40 FOREST CITY ENTERPRISES INC 2020-08-15 2020-08-15 3.625 - 3.625 Other Instrument EQUITY 2493656.00 2585483.50 JARDEN CORP 2018-09-15 2018-09-15 1.875 - 1.875 Other Instrument EQUITY 2100000.00 2954218.75 JETBLUE AWYS CORP 2039-10-15 2039-10-15 6.75 - 6.75 Other Instrument EQUITY 3792000.00 7190124.96 LIBERTY MEDIA CORP ACQUIRED BY TELE COMMUNICATIO 2030-02-15 2030-02-15 3.75 - 3.75 Other Instrument EQUITY 1629000.00 982151.25 LIONS GATE ENTMT INC 2025-03-15 2025-03-15 3.625 - 3.625 Other Instrument EQUITY 640000.00 2466031.11 MGIC INVT CORP WIS 2017-05-01 2017-05-01 5 - 5 Other Instrument EQUITY 8640000.00 9770400.00 MEDICINES CO 1.375 01JUN17 2017-06-01 2017-06-01 N/A Other Instrument EQUITY 2261400.00 3397517.94 MOLINA HEALTHCARE INC 2020-01-15 2020-01-15 1.125 - 1.125 Other Instrument EQUITY 385811.00 402762.57 NEWPARK RESOURCES INC NEWPARK RES INC 2017-10-01 2017-10-01 4 - 4 Other Instrument EQUITY 85000.00 114803.55 NUANCE COMMUNICATIONS INC 2031-11-01 2031-11-01 2.75 - 2.75 Other Instrument EQUITY 917480.00 896454.42 OPKO HEALTH INC 2033-02-01 2033-02-01 3 - 3 Other Instrument EQUITY 214473.00 283239.48 PDL BIOPHARMA INC 2015-05-01 2015-05-01 3.75 - 3.75 Other Instrument EQUITY 1835000.00 2496756.05 PORTFOLIO RECOVERY ASSOCS INC 2020-08-01 2020-08-01 3 - 3 Other Instrument EQUITY 3662072.00 4035163.90 PROOFPOINT INC 2018-12-15 2018-12-15 N/A Other Instrument EQUITY 463157.00 501916.55 RAMBUS INC DEL 2018-08-15 2018-08-15 1.125 - 1.125 Other Instrument EQUITY 44422.00 46637.77 SANDISK CORP 2017-08-15 2020-10-15 0.5 - 1.5 Other Instrument EQUITY 2563634.00 2793809.09 SEACOR HLDGS INC 2028-11-15 2028-11-15 3 - 3 Other Instrument EQUITY 4647604.00 4633490.78 STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 1170000.00 1546843.35 STEWART ENTERPRISES INC 2014-07-15 2014-07-15 3.125 - 3.125 Other Instrument EQUITY 4413000.00 5585488.74 SUNEDISON INC 2018-10-01 2018-10-01 N/A Other Instrument EQUITY 267680.00 299314.72 TELEFLEX INC 2017-08-01 2017-08-01 3.875 - 3.875 Other Instrument EQUITY 930000.00 1485001.52 TRULIA INC 2020-12-15 2020-12-15 N/A Other Instrument EQUITY 2584326.00 3012296.13 WORKDAY INC 2020-07-15 2020-07-15 1.5 - 1.5 Other Instrument EQUITY 8545834.00 10314109.48 First Tier Security 2014-01-07 2014-01-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 97000000.00 97000000.00 0.0008 N 97000000.00 97000000.00