0000278001-14-000020.txt : 20140401 0000278001-14-000020.hdr.sgml : 20140401 20140206150101 ACCESSION NUMBER: 0000278001-14-000020 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140131 FILED AS OF DATE: 20140206 DATE AS OF CHANGE: 20140206 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: 14579645 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 2014-01-31 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC. 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 51 101 118336065465.31 221194163.46 796224838.80 117761034789.97 0.0025 1.0004 2014-01-31 1.0004 2014-01-31 C000019553 2500.00 117761034789.97 1.00 -1932347502.88 26478077794.36 28410425297.24 0.0001 1.0004 2014-01-31 1.0004 2014-01-31 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 0.0030 N 350008855.00 350008855.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.21% 06366LDW5 Certificate of Deposit First Tier Security 2014-02-18 2014-10-15 N N N 912000000.00 912000000.00 0.0077 N 912101232.00 912101232.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F4S6 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 428000000.00 428000000.00 0.0036 N 428007147.60 428007147.60 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 0.0061 N 715059488.00 715059488.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HEN2 Certificate of Deposit First Tier Security 2014-02-03 2014-11-03 N N N 433000000.00 433000000.00 0.0037 N 432913400.00 432913400.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HDY9 Certificate of Deposit First Tier Security 2014-02-24 2014-10-23 N N N 869000000.00 869000000.00 0.0074 N 869080817.00 869080817.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417HCY0 Certificate of Deposit First Tier Security 2014-10-03 2014-10-03 N N N 600000000.00 600000000.00 0.0051 N 599999760.00 599999760.00 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417E5W9 Certificate of Deposit First Tier Security 2014-02-11 2014-07-11 N N N 406000000.00 406000000.00 0.0034 N 406023954.00 406023954.00 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 500029050.00 500029050.00 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 449030038.10 449030038.10 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 0.0039 N 455036673.00 455036673.00 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 0.0118 N 1388117563.60 1388117563.60 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 359030730.40 359030730.40 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 0.0085 N 1000090600.00 1000090600.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GA51 Certificate of Deposit First Tier Security 2014-05-29 2014-05-29 N N N 1259000000.00 1259000000.00 0.0107 N 1259123633.80 1259123633.80 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 487044317.00 487044317.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.25% 05572W5A0 Certificate of Deposit First Tier Security 2014-03-19 2014-03-19 N N N 450000000.00 450000000.00 0.0038 N 450046935.00 450046935.00 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 250029400.00 250029400.00 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 0.0063 N 743025856.40 743025856.40 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 9000343.80 9000343.80 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 283011433.20 283011433.20 BNP Paribas New York Branch BNP Paribas New York Branch, 0.25% 05572W7K6 Certificate of Deposit First Tier Security 2014-06-02 2014-06-02 N N N 269000000.00 269000000.00 0.0023 N 268981788.70 268981788.70 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.21% 13606YZK5 Certificate of Deposit First Tier Security 2014-02-18 2014-10-14 N N N 1249000000.00 1249000000.00 0.0106 N 1249079936.00 1249079936.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2014-02-03 2014-07-03 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 2014-02-05 2014-06-07 N N N 403000000.00 403000000.00 0.0034 N 403161200.00 403161200.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GB67 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 966000000.00 966000000.00 0.0082 N 965998937.40 965998937.40 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GC58 Certificate of Deposit First Tier Security 2014-02-07 2014-02-07 N N N 1011000000.00 1011000000.00 0.0086 N 1011000000.00 1011000000.00 Credit Suisse AG Credit Suisse AG, 0.26% 22549TDP0 Certificate of Deposit First Tier Security 2014-02-10 2014-03-10 N N N 387000000.00 387000000.00 0.0033 N 387000774.00 387000774.00 Credit Suisse AG Credit Suisse AG, 0.31% 22549TLT3 Certificate of Deposit First Tier Security 2014-02-10 2014-06-09 N N N 215000000.00 215000000.00 0.0018 N 215000215.00 215000215.00 Credit Suisse AG Credit Suisse AG, 0.31% 22549TPL6 Certificate of Deposit First Tier Security 2014-02-10 2014-07-09 N N N 1277000000.00 1277000000.00 0.0108 N 1276947643.00 1276947643.00 Credit Suisse AG Credit Suisse AG, 0.32% 22549TLL0 Certificate of Deposit First Tier Security 2014-02-06 2014-06-06 N N N 644000000.00 644000000.00 0.0055 N 644000000.00 644000000.00 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 0.0155 N 1824136800.00 1824136800.00 KBC Bank NV KBC Bank NV, 0.20% 4823T0YH6 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 1920000000.00 1920000000.00 0.0163 N 1920008448.00 1920008448.00 KBC Bank NV KBC Bank NV, 0.20% 4823T0YJ2 Certificate of Deposit First Tier Security 2014-02-07 2014-02-07 N N N 2432000000.00 2432000000.00 0.0207 N 2432000000.00 2432000000.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.32% 60682AGJ9 Certificate of Deposit First Tier Security 2014-02-21 2014-02-21 N N N 127000000.00 127000000.00 0.0011 N 127009613.90 127009613.90 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 427005807.20 427005807.20 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 438017870.40 438017870.40 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 0.0037 N 432024408.00 432024408.00 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 0.0037 N 430025026.00 430025026.00 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 0.0037 N 431027239.20 431027239.20 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 0.0037 N 431027196.10 431027196.10 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 276006927.60 276006927.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LPC4 Certificate of Deposit First Tier Security 2014-06-06 2014-06-06 N N N 436000000.00 436000000.00 0.0037 N 436000000.00 436000000.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LPD2 Certificate of Deposit First Tier Security 2014-06-09 2014-06-09 N N N 436000000.00 436000000.00 0.0037 N 436000000.00 436000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873EP21 Certificate of Deposit First Tier Security 2014-03-14 2014-03-14 N N N 1000000000.00 1000000000.00 0.0085 N 1000011600.00 1000011600.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873EP62 Certificate of Deposit First Tier Security 2014-03-14 2014-03-14 N N N 600000000.00 600000000.00 0.0051 N 600006960.00 600006960.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873EQ87 Certificate of Deposit First Tier Security 2014-03-31 2014-03-31 N N N 750000000.00 750000000.00 0.0064 N 750012300.00 750012300.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873ER45 Certificate of Deposit First Tier Security 2014-03-31 2014-03-31 N N N 983000000.00 983000000.00 0.0083 N 983000000.00 983000000.00 National Bank of Canada National Bank of Canada, 0.30% 63307UEA5 Certificate of Deposit First Tier Security 2014-02-10 2014-04-11 N N N 201000000.00 201000000.00 0.0017 N 201025929.00 201025929.00 National Bank of Canada National Bank of Canada, 0.30% 63307UDX6 Certificate of Deposit First Tier Security 2014-02-24 2014-04-23 N N N 1610000000.00 1610000000.00 0.0137 N 1610082110.00 1610082110.00 National Bank of Canada National Bank of Canada, 0.33% 63307UBK6 Certificate of Deposit First Tier Security 2014-02-20 2014-07-18 N N N 1201000000.00 1200813116.34 0.0102 N 1201110492.00 1201110492.00 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 0.0064 N 750060750.00 750060750.00 Royal Bank of Canada Royal Bank of Canada, 0.22% 78009NNZ5 Certificate of Deposit First Tier Security 2014-02-03 2014-06-03 N N N 425000000.00 425000000.00 0.0036 N 425028050.00 425028050.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NNT9 Certificate of Deposit First Tier Security 2014-02-10 2014-04-08 N N N 250000000.00 250000000.00 0.0021 N 250031250.00 250031250.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NNU6 Certificate of Deposit First Tier Security 2014-02-18 2014-04-15 N N N 228000000.00 228000000.00 0.0019 N 228032376.00 228032376.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NNP7 Certificate of Deposit First Tier Security 2014-02-27 2014-03-27 N N N 325000000.00 325000000.00 0.0028 N 325045825.00 325045825.00 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 429062848.50 429062848.50 Societe Generale Societe Generale, 0.26% 83368NWJ6 Certificate of Deposit First Tier Security 2014-02-28 2014-03-07 Y SOCIETE GENERALE NY N/A N/A N N 1500000000.00 1500000000.00 0.0127 N 1499856000.00 1499856000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86562JAE7 Certificate of Deposit First Tier Security 2014-02-19 2014-04-21 N N N 206000000.00 206000000.00 0.0017 N 206003296.00 206003296.00 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 500008300.00 500008300.00 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 429022608.30 429022608.30 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 0.0037 N 432023932.80 432023932.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UBE1 Certificate of Deposit First Tier Security 2014-03-21 2014-03-21 N N N 391000000.00 391000000.00 0.0033 N 391026548.90 391026548.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UBS0 Certificate of Deposit First Tier Security 2014-03-25 2014-03-25 N N N 434000000.00 434000000.00 0.0037 N 434031899.00 434031899.00 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 178004129.60 178004129.60 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 500012150.00 500012150.00 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 0.0019 N 219999978.00 219999978.00 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 411999958.80 411999958.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UJU7 Certificate of Deposit First Tier Security 2014-05-05 2014-05-05 N N N 427000000.00 427000000.00 0.0036 N 426999957.30 426999957.30 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562ULP5 Certificate of Deposit First Tier Security 2014-05-14 2014-05-14 N N N 478000000.00 478000000.00 0.0041 N 477999952.20 477999952.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UPQ9 Certificate of Deposit First Tier Security 2014-05-28 2014-05-28 N N N 307000000.00 307000000.00 0.0026 N 307000000.00 307000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562JAD9 Certificate of Deposit First Tier Security 2014-02-18 2014-07-15 N N N 890000000.00 890000000.00 0.0076 N 890040050.00 890040050.00 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 0.0030 N 351003123.90 351003123.90 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 0.0037 N 432022982.40 432022982.40 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 0.0037 N 430023865.00 430023865.00 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 0.0055 N 644045530.80 644045530.80 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KFY4 Certificate of Deposit First Tier Security 2014-03-21 2014-03-21 N N N 429000000.00 429000000.00 0.0036 N 429043715.10 429043715.10 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 0.0043 N 506032890.00 506032890.00 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 639105307.20 639105307.20 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 0.0025 N 291021795.90 291021795.90 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 0.0037 N 431013059.30 431013059.30 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112TYZ1 Certificate of Deposit First Tier Security 2014-10-09 2014-10-09 N N N 685000000.00 685000000.00 0.0058 N 684999794.50 684999794.50 UBS AG UBS AG, 0.25% 90267RTZ2 Certificate of Deposit First Tier Security 2014-02-28 2014-04-30 N N N 1027000000.00 1027000000.00 0.0087 N 1027307073.00 1027307073.00 UBS AG UBS AG, 0.28% 90267RVB2 Certificate of Deposit First Tier Security 2014-02-11 2014-07-11 N N N 639000000.00 639000000.00 0.0054 N 638903511.00 638903511.00 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 0.0073 N 863152405.80 863152405.80 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 0.0042 N 494080571.40 494080571.40 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 0.0030 N 350068670.00 350068670.00 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 0.0038 N 445089890.00 445089890.00 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 0.0035 N 409586691.15 409586691.15 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 210004368.00 210004368.00 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 0.0085 N 1000020800.00 1000020800.00 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 0.0100 N 1182032859.60 1182032859.60 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 0.0037 N 432014990.40 432014990.40 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 203004060.00 203004060.00 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 203016909.90 203016909.90 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 203026390.00 203026390.00 RBS Citizens NA RBS Citizens NA, 0.25% 74929NBC5 Certificate of Deposit Second Tier Security 2014-02-05 2014-02-05 N N N 590000000.00 590000000.00 0.0050 N 590007375.00 590007375.00 Wells Fargo & Co. Wells Fargo & Co., 0.18% 9497P6P69 Certificate of Deposit First Tier Security 2014-02-12 2014-03-12 N N N 278000000.00 278000000.00 0.0024 N 277995941.20 277995941.20 Wells Fargo & Co. Wells Fargo & Co., 0.18% 9497P6R34 Certificate of Deposit First Tier Security 2014-02-28 2014-03-28 N N N 322000000.00 322000000.00 0.0027 N 322024150.00 322024150.00 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 284022407.60 284022407.60 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 0.0058 N 681045354.60 681045354.60 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 168013423.20 168013423.20 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 215017544.00 215017544.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% XS1029717102 Certificate of Deposit First Tier Security 2014-05-06 2014-05-06 N N N 218000000.00 218002783.86 0.0019 N 218005755.20 218005755.20 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 110000259.56 0.0009 N 110005489.00 110005489.00 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 257935831.62 0.0022 N 257955082.20 257955082.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.19% XS0980217011 0000833029 Certificate of Deposit First Tier Security 2014-02-10 2014-04-08 N N N 426000000.00 426000000.00 0.0036 N 426045156.00 426045156.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.19% XS0975277095 0000833029 Certificate of Deposit First Tier Security 2014-02-24 2014-03-24 N N N 640000000.00 640000000.00 0.0054 N 640068480.00 640068480.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.19% XS0975605873 0000833029 Certificate of Deposit First Tier Security 2014-02-25 2014-03-25 N N N 854000000.00 854000000.00 0.0073 N 854093086.00 854093086.00 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 0.0072 N 848069196.80 848069196.80 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 213025347.00 213025347.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFW5 0000833029 Certificate of Deposit First Tier Security 2014-03-10 2014-03-10 N N N 212000000.00 212000000.00 0.0018 N 212029065.20 212029065.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFX3 0000833029 Certificate of Deposit First Tier Security 2014-03-17 2014-03-17 N N N 213000000.00 213000000.00 0.0018 N 213034569.90 213034569.90 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 999692500.00 0.0085 N 999933000.00 999933000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828KY5 Treasury Debt First Tier Security 2014-06-30 2014-06-30 N N N 1780000000.00 1798626833.30 0.0153 N 1798355360.00 1798355360.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828TA8 Treasury Debt First Tier Security 2014-06-30 2014-06-30 N N N 175613000.00 175735438.72 0.0015 N 175729607.03 175729607.03 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 1878197024.46 0.0159 N 1878319570.00 1878319570.00 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 853301810.57 0.0072 N 853333523.00 853333523.00 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 391941786.12 0.0033 N 392007998.00 392007998.00 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 587256076.65 0.0050 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 983260920.32 0.0083 N 983189202.00 983189202.00 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 366631427.71 0.0031 N 366637944.00 366637944.00 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 631355934.28 0.0054 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 445450257.52 0.0038 N 445499395.00 445499395.00 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 68010047.41 0.0006 N 68013260.00 68013260.00 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 289000000.00 289731373.11 0.0025 N 289711229.00 289711229.00 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 668278761.48 0.0057 N 668235136.00 668235136.00 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 557818143.00 0.0047 N 557674527.00 557674527.00 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 805443477.92 0.0068 N 805562400.00 805562400.00 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 250540878.61 0.0021 N 250595750.00 250595750.00 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 965629210.86 0.0082 N 965733900.00 965733900.00 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 404555582.71 0.0034 N 404525576.00 404525576.00 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 75518975.22 0.0006 N 75519127.18 75519127.18 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 85997706.67 0.0007 N 85998925.00 85998925.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.12% 06737JB38 Financial Company Commercial Paper First Tier Security 2014-02-03 2014-02-03 N N N 322000000.00 321997853.35 0.0027 N 321996780.00 321996780.00 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 455863073.41 0.0039 N 455906383.20 455906383.20 BAT International Finance PLC BAT International Finance PLC, 0.24% 05531NB47 Financial Company Commercial Paper Second Tier Security 2014-02-04 2014-02-04 N N N 60000000.00 59998799.99 0.0005 N 59998668.00 59998668.00 BAT International Finance PLC BAT International Finance PLC, 0.24% 05531NB47 Financial Company Commercial Paper Second Tier Security 2014-02-04 2014-02-04 N N N 60000000.00 59998799.99 0.0005 N 59998668.00 59998668.00 BAT International Finance PLC BAT International Finance PLC, 0.24% 05531NB47 Financial Company Commercial Paper Second Tier Security 2014-02-04 2014-02-04 N N N 47000000.00 46999060.00 0.0004 N 46998956.60 46998956.60 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NBM7 Financial Company Commercial Paper Second Tier Security 2014-02-21 2014-02-21 N N N 50000000.00 49992500.00 0.0004 N 49993585.00 49993585.00 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NBQ8 Financial Company Commercial Paper Second Tier Security 2014-02-24 2014-02-24 N N N 40000000.00 39993100.00 0.0003 N 39994052.00 39994052.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.22% 0556N1B44 Financial Company Commercial Paper First Tier Security 2014-02-04 2014-02-04 N N N 749000000.00 748986268.29 0.0064 N 748991686.10 748991686.10 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 46984986.12 0.0004 N 46990614.10 46990614.10 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 99963888.90 0.0008 N 99976300.00 99976300.00 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 483771444.36 0.0041 N 483833939.60 483833939.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 20272AFD3 Financial Company Commercial Paper First Tier Security 2014-02-05 2014-04-07 N N N 208000000.00 208000000.00 0.0018 N 208003744.00 208003744.00 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 418807725.59 0.0036 N 418867302.70 418867302.70 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 209893833.37 0.0018 N 209925303.00 209925303.00 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 13997775.55 0.0001 N 13998667.20 13998667.20 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 104942891.68 0.0009 N 104976375.00 104976375.00 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE25 Financial Company Commercial Paper First Tier Security 2014-05-02 2014-05-02 N N N 105000000.00 104942250.00 0.0009 N 104975850.00 104975850.00 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 83952260.01 0.0007 N 83979159.60 83979159.60 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.26% 46636WAS3 Financial Company Commercial Paper First Tier Security 2014-02-07 2014-03-07 N N N 1000000000.00 1000000000.00 0.0085 N 999930000.00 999930000.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAP9 Financial Company Commercial Paper First Tier Security 2014-02-03 2014-02-03 N N N 460000000.00 460000000.00 0.0039 N 460000000.00 460000000.00 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 99980000.00 0.0008 N 99988720.00 99988720.00 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 178964200.00 0.0015 N 178979808.80 178979808.80 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 149967999.99 0.0013 N 149981580.00 149981580.00 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 186942653.35 0.0016 N 186972417.50 186972417.50 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 499843333.40 0.0042 N 499924000.00 499924000.00 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 499840000.10 0.0042 N 499921750.00 499921750.00 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 313889053.31 0.0027 N 313942538.00 313942538.00 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 119997600.00 0.0010 N 119998668.00 119998668.00 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 199993333.32 0.0017 N 199996660.00 199996660.00 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 129994800.00 0.0011 N 129997478.00 129997478.00 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 53996760.00 0.0005 N 53998439.40 53998439.40 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 199986666.68 0.0017 N 199993580.00 199993580.00 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 139988800.00 0.0012 N 139994540.00 139994540.00 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 99995000.00 0.0008 N 99997940.00 99997940.00 Comcast Corp. Comcast Corp., 0.25% 2003A3BE3 Other Commercial Paper Second Tier Security 2014-02-14 2014-02-14 N N N 54000000.00 53995125.01 0.0005 N 53995609.80 53995609.80 Comcast Corp. Comcast Corp., 0.25% 2003A3BE3 Other Commercial Paper Second Tier Security 2014-02-14 2014-02-14 N N N 165000000.00 164985104.16 0.0014 N 164986585.50 164986585.50 Devon Energy Corp. Devon Energy Corp., 0.31% 25179JAB6 Other Commercial Paper Second Tier Security 2014-02-25 2014-03-03 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 566000000.00 566000000.00 0.0048 N 565997736.00 565997736.00 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 999075000.20 0.0085 N 999287600.00 999287600.00 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 135019696.50 135019696.50 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 206029025.40 206029025.40 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 10998142.22 0.0001 N 10999475.30 10999475.30 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BCX5 Other Commercial Paper First Tier Security 2014-03-31 2014-03-31 N N N 24000000.00 23992653.34 0.0002 N 23996892.00 23996892.00 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 24991951.39 0.0002 N 24996512.50 24996512.50 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 24991951.39 0.0002 N 24996512.50 24996512.50 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 24991951.39 0.0002 N 24996512.50 24996512.50 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 49982583.34 0.0004 N 49992090.00 49992090.00 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 54978519.44 0.0005 N 54989687.50 54989687.50 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BDG1 Other Commercial Paper First Tier Security 2014-04-16 2014-04-16 N N N 27000000.00 26989455.00 0.0002 N 26994937.50 26994937.50 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BDG1 Other Commercial Paper First Tier Security 2014-04-16 2014-04-16 N N N 50000000.00 49980472.22 0.0004 N 49990625.00 49990625.00 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 49980472.22 0.0004 N 49990625.00 49990625.00 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 49980208.33 0.0004 N 49990395.00 49990395.00 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 67973083.34 0.0006 N 67986937.20 67986937.20 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 49980208.33 0.0004 N 49990395.00 49990395.00 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 49979152.77 0.0004 N 49989665.00 49989665.00 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 99957777.78 0.0008 N 99978850.00 99978850.00 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 99953027.80 0.0008 N 99975000.00 99975000.00 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 18990975.00 0.0002 N 18995196.80 18995196.80 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 49975458.33 0.0004 N 49986815.00 49986815.00 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 49975458.33 0.0004 N 49986815.00 49986815.00 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 49975458.33 0.0004 N 49986815.00 49986815.00 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 30984620.56 0.0003 N 30991654.80 30991654.80 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 49975194.45 0.0004 N 49986540.00 49986540.00 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 49974930.55 0.0004 N 49986400.00 49986400.00 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 20989470.83 0.0002 N 20994288.00 20994288.00 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 49992777.78 0.0004 N 49998240.00 49998240.00 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 43977022.22 0.0004 N 43988155.20 43988155.20 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 99947777.76 0.0008 N 99973080.00 99973080.00 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 149920833.33 0.0013 N 149959200.00 149959200.00 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 24186958.88 0.0002 N 24193214.32 24193214.32 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 37978255.55 0.0003 N 37988474.60 37988474.60 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 44957250.01 0.0004 N 44969472.00 44969472.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.19% 89233ABC2 Other Commercial Paper First Tier Security 2014-02-12 2014-03-18 N N N 300000000.00 300000000.00 0.0025 N 300001200.00 300001200.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.19% 89233ABB4 Other Commercial Paper First Tier Security 2014-02-12 2014-03-13 N N N 120000000.00 120000000.00 0.0010 N 120000480.00 120000480.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.36% 92344PUX2 Other Commercial Paper Second Tier Security 2014-02-03 2014-03-17 Y VERIZON COMMUNICATIONS INC N/A N/A N N 577500000.00 577500000.00 0.0049 N 577517325.00 577517325.00 Vodafone Group PLC Vodafone Group PLC, 0.25% 92857MBM3 Other Commercial Paper Second Tier Security 2014-02-21 2014-02-21 N N N 425000000.00 424940972.14 0.0036 N 424945472.50 424945472.50 Vodafone Group PLC Vodafone Group PLC, 0.39% 92857MBM3 Other Commercial Paper Second Tier Security 2014-02-21 2014-02-21 N N N 118500000.00 118476892.50 0.0010 N 118476892.50 118476892.50 Fannie Mae Fannie Mae, 0.14% 3135G0YF4 Government Agency Debt First Tier Security 2014-02-05 2015-08-05 N N N 600000000.00 599816235.24 0.0051 N 599907000.00 599907000.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-02-21 2015-10-21 N N N 1500000000.00 1499737355.70 0.0127 N 1500039000.00 1500039000.00 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 575000000.00 574974444.47 0.0049 N 574994250.00 574994250.00 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 374979166.65 0.0032 N 374995125.00 374995125.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313381HK4 Government Agency Debt First Tier Security 2014-02-10 2014-06-10 N N N 250000000.00 249981989.50 0.0021 N 250030250.00 250030250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313381DU6 Government Agency Debt First Tier Security 2014-02-03 2014-06-03 N N N 390000000.00 389973431.72 0.0033 N 390042510.00 390042510.00 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 250091000.00 250091000.00 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 0.0031 N 363102729.00 363102729.00 Freddie Mac Freddie Mac, 0.14% 3134G4J33 Government Agency Debt First Tier Security 2014-02-16 2015-10-16 N N N 738500000.00 738500000.00 0.0063 N 738902482.50 738902482.50 Freddie Mac Freddie Mac, 0.15% 3134G4DT2 Government Agency Debt First Tier Security 2014-02-16 2015-07-16 N N N 1250000000.00 1249816122.50 0.0106 N 1250237500.00 1250237500.00 Freddie Mac Freddie Mac, 0.15% 3134G4DU9 Government Agency Debt First Tier Security 2014-02-17 2015-07-17 N N N 1250000000.00 1249815775.50 0.0106 N 1250236250.00 1250236250.00 Freddie Mac Freddie Mac, 0.15% 3134G4C97 Government Agency Debt First Tier Security 2014-02-26 2015-06-26 N N N 1105000000.00 1104845602.77 0.0094 N 1105248625.00 1105248625.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.36% 25746UBV0 Other Note Second Tier Security 2014-02-21 2014-03-17 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 327000000.00 327000000.00 0.0028 N 326908113.00 326908113.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.27% 86959JDE5 Other Note First Tier Security 2014-02-17 2014-07-15 N N N 208000000.00 208000000.00 0.0018 N 207990848.00 207990848.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.27% 86959JCX4 Other Note First Tier Security 2014-02-27 2014-07-25 N N N 816000000.00 816000000.00 0.0069 N 815976336.00 815976336.00 Texas Gen. Oblig. Texas Gen. Oblig., 2.00% TRAN Series 2013 882723CX5 Other Municipal Debt First Tier Security 2014-08-28 2014-08-28 N N N 540500000.00 546059897.91 0.0046 N 546245515.00 546245515.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.16% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2014-02-07 2014-02-07 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., 0.42% (Motiva Enterprises LLC Proj.) Series 2010 B VRDN 735220AU9 Variable Rate Demand Note Second Tier Security 2014-02-03 2014-02-03 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, 0.11% 44T99HJX0 Other Instrument Time Deposits First Tier Security 2014-02-03 2014-02-03 N N N 20000000.00 20000000.00 0.0002 N 20000000.00 20000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.05%, dated 1/31/2014 due 02/03/2014 48R998WV2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-08-01 2040-10-01 2.206 - 8 Government Agency Debt 28277761.10 5244188.29 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-01 2042-07-01 2.206 - 9.5 Government Agency Debt 83997264.38 17795991.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2042-04-20 0.347 - 7 Government Agency Debt 44001951.58 17949384.66 Unrated Security 2014-02-03 2014-02-03 N N N 40045956.00 40045955.53 0.0003 N 40045955.53 40045955.53 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.05%, dated 1/31/2014 due 02/03/2014 48R998WV2_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-02-13 2043-11-15 0 - 10.625 Treasury Debt 12451491.79 12512847.43 FEDERAL HOME LOAN MORTGAGE CORP 2025-11-15 2043-12-15 0.46 - 6 Government Agency Debt 13536633.58 10266750.11 FEDERAL NATIONAL MORTGAGE ASSOC 2039-04-25 2042-07-25 0.565 - 4.5 Government Agency Debt 8477901.33 5061519.52 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-16 2043-10-20 2.5 - 5.25 Government Agency Debt 3844883.63 3235150.42 Unrated Security 2014-02-03 2014-02-03 N N N 30282952.00 30282952.37 0.0003 N 30282952.37 30282952.37 ING Financial Markets LLC ING Financial Markets LLC, 0.12% 48P995HQ8 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-05-01 2043-01-01 3.5 - 4 Government Agency Debt 472452620.00 432018797.82 First Tier Security 2014-02-03 2014-02-03 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., 0.11% 45G99R2J8 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2043-10-01 2.144 - 6 Government Agency Debt 193267252.00 121726730.54 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2043-11-01 1.893 - 6.5 Government Agency Debt 467608054.00 240400930.28 Unrated Security 2014-02-07 2014-02-07 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. 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Mitsubishi UFJ Securities (U.S.A.), Inc., 0.13% 45G99R3U2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2043-10-01 2.053 - 5.946 Government Agency Debt 778209347.00 119726172.18 FEDERAL NATIONAL MORTGAGE ASSOC 2021-05-01 2044-02-01 1.339 - 6 Government Agency Debt 934992373.00 215859887.16 Unrated Security 2014-02-07 2014-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 329000000.00 329000000.00 0.0028 N 329000000.00 329000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.13% 45G99R2V1 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2043-10-01 2.053 - 5 Government Agency Debt 152114645.00 106180680.88 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2048-08-01 1.339 - 6.5 Government Agency Debt 596610174.00 291645176.16 Unrated Security 2014-02-07 2014-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 390000000.00 390000000.00 0.0033 N 390000000.00 390000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% 45G99RYE4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2043-10-01 2.348 - 4.5 Government Agency Debt 155409939.00 116854309.70 FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2043-11-01 1.893 - 4.5 Government Agency Debt 301021830.00 182100329.48 Unrated Security 2014-02-07 2014-02-07 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% 45G99RXP0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2043-10-01 2.117 - 6.5 Government Agency Debt 177645098.00 97628529.65 FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-01 2044-02-01 1.339 - 6.5 Government Agency Debt 583417504.00 202381418.71 Unrated Security 2014-02-07 2014-02-07 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 2015-09-01 2043-07-01 1.875 - 7.5 Government Agency Debt 1813307150.00 115493501.11 FEDERAL NATIONAL MORTGAGE ASSOC 2015-09-01 2043-11-01 1.163 - 9.5 Government Agency Debt 3091223427.00 406879235.02 Unrated Security 2014-02-07 2014-02-07 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., 0.16% 45G99RXW5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2043-10-01 1.641 - 6.5 Government Agency Debt 486725882.00 203720108.39 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-01 2048-08-01 1.893 - 6.3 Government Agency Debt 1334880417.00 396282461.25 Unrated Security 2014-02-07 2014-02-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 588000000.00 588000000.00 0.0050 N 588000000.00 588000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% 45G99RYV6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2043-10-01 2.016 - 5 Government Agency Debt 267834930.00 136620647.11 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2043-11-01 1.893 - 5 Government Agency Debt 463813804.00 225563139.03 Unrated Security 2014-02-07 2014-02-07 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., 0.20% 45G99RUV0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2043-10-01 1.998 - 6 Government Agency Debt 285069201.00 173037763.79 FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2044-02-01 1.339 - 6 Government Agency Debt 1013787606.00 393543421.04 Unrated Security 2014-02-07 2014-02-07 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 2015-03-31 2040-05-15 0 - 4.375 Treasury Debt 107180300.00 107359658.78 FEDERAL AGRICULTURE MORTGAGE CORP 2014-09-18 2023-05-02 0 - 2.375 Government Agency Debt 19853000.00 19837922.05 FEDERAL HOME LOAN BANK 2019-01-30 2019-01-30 2.1 - 2.1 Government Agency Debt 5850000.00 5873039.25 FEDERAL HOME LOAN MORTGAGE CORP 2015-08-21 2029-01-01 0.625 - 3.75 Government Agency Debt 36919011.00 38226467.53 FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-30 2043-09-01 1.25 - 3 Government Agency Debt 11077239.00 10014759.66 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2043-07-20 2.5 - 5.5 Government Agency Debt 107658321.00 73768092.03 First Tier Security 2014-02-07 2014-02-07 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 0.05%, dated 1/31/2014 due 02/03/2014 48R998WV2_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-02-06 2043-11-15 0 - 7.5 Treasury Debt 135935564.86 141956021.94 FEDERAL FARM CREDIT 2014-07-28 2024-01-22 0.25 - 5 Government Agency Debt 953361.29 926660.96 FEDERAL HOME LOAN BANK 2014-07-18 2025-09-05 0 - 2.9 Government Agency Debt 14093083.92 14084847.92 FEDERAL HOME LOAN MORTGAGE CORP 2015-08-21 2044-02-01 0.625 - 5.679 Government Agency Debt 51149067.53 29269868.00 FEDERAL NATIONAL MORTGAGE ASSOC 2014-08-11 2045-09-01 0 - 6 Government Agency Debt 58233395.91 30682649.33 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-09-16 2058-08-20 0.509 - 9 Government Agency Debt 86441113.60 33460469.28 Unrated Security 2014-02-03 2014-02-03 N N N 245206092.00 245206092.09 0.0021 N 245206092.09 245206092.09 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.30% 47Z9957S6 0001197610 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2023-11-25 2040-09-25 N/A Government Agency Debt 47135822.00 13534206.83 FEDERAL NATIONAL MORTGAGE ASSOC 2019-10-09 2024-01-25 0 - 5.415 Government Agency Debt 53422572.00 50950486.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-04-20 2038-04-20 5.843 - 5.843 Government Agency Debt 6581776.00 657253.23 ASIAN DEVELOPMENT BANK 2014-05-27 2014-05-27 6.64 - 6.64 Other Instrument OTHER NOTE 10000000.00 10312344.44 ANADARKO PETRO 2036-10-10 2036-10-10 N/A Other Instrument CORPORATE 105987.00 39155.52 BANK AMER CORP 2018-05-01 2023-01-11 3.3 - 5.65 Other Instrument CORPORATE 13602169.00 14339661.45 CVS CAREMARK CORP FORMERLY CVS CORP TO 03/22/200 2016-12-05 2016-12-05 1.2 - 1.2 Other Instrument CORPORATE 5385324.00 5419125.88 CITIGROUP INC 2015-03-02 2017-01-10 2.65 - 4.45 Other Instrument CORPORATE 9673655.00 10341774.97 CREDIT SUISSE MEDIUM TERM SUB NTS BOOK ENTRY 2019-08-13 2019-08-13 5.3 - 5.3 Other Instrument CORPORATE 350000.00 406967.17 DANONE ADR 2022-06-15 2022-06-15 N/A Other Instrument CORPORATE 3528042.00 3400903.13 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2018-04-02 2018-04-02 1.625 - 1.625 Other Instrument CORPORATE 10000.00 9999.12 INTESA SANPAOLO S P A 2018-01-16 2018-01-16 3.875 - 3.875 Other Instrument CORPORATE 5214600.00 5360111.24 MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY 2043-05-01 2043-05-01 3.625 - 3.625 Other Instrument CORPORATE 20000.00 17710.05 MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 2014-02-03 2014-02-03 5 - 5 Other Instrument CORPORATE 410521.00 420669.99 NORTH AMERN DEV BK 2018-10-10 2018-10-10 2.3 - 2.3 Other Instrument OTHER NOTE 1000000.00 1001191.67 PENSKE TRUCK LEASING CO L P / PTL FIN CORP 2022-07-11 2022-07-11 4.875 - 4.875 Other Instrument CORPORATE 6284118.00 6601958.22 SVENSKA HANDELSBANKEN AB PUBL MEDIUM TERM NTS BO 2016-07-12 2016-07-12 3.125 - 3.125 Other Instrument CORPORATE 595000.00 628266.04 TRANSOCEAN INC FORMERLY TRANSOCEAN SEDCO FOREX I 2017-10-15 2017-10-15 2.5 - 2.5 Other Instrument CORPORATE 8301000.00 8488611.82 VERIZON COMMUNICATIONS INC 2043-09-15 2043-09-15 6.55 - 6.55 Other Instrument CORPORATE 6277013.00 7673789.63 VODAFONE GROUP PLC NEW 2017-02-27 2017-02-27 5.625 - 5.625 Other Instrument CORPORATE 54930.00 63184.47 3.75% NT REDEEM 04/ 2017-04-04 2017-04-04 3.75 - 3.75 Other Instrument CORPORATE 3458734.00 3584761.62 First Tier Security 2014-02-07 2014-02-07 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. 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Morgan Clearing Corp., 0.59% 45A99N8Y4 Other Repurchase Agreement N CHEMED CORPORATION 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 14123000.00 14673203.83 DFC GLOBAL CORP 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 4175000.00 3773861.83 ENPRO INDUSTRIES INC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 4660000.00 10306312.30 GOODRICH PETE CORP 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 4156000.00 4562739.41 JARDEN CORPORATION 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 2500000.00 3534860.00 LINEAR TECHNOLOGY CORP 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 4000.00 4454.12 MEDICINES COMPANY (THE) CONV P 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 13254000.00 18652248.17 MOLINA HEALTHCARE, INC. 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 22671000.00 27937700.01 VERISIGN, INC. 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 64669000.00 118044593.85 WRIGHT MEDICAL GROUP 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 24292000.00 32413835.86 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 ACCURAY INCORPORATED 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 8721000.00 16144315.20 ARRAY BIOPHARMA 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 1306000.00 1374969.86 BOTTOMLINE TECHNOLOGIES, INC. 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 645000.00 834610.65 CIENA CORPORATION 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 9158000.00 13422157.12 COBALT INTL ENERGY INC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 27248200.00 24459210.49 CONCUR TECHNOLOGIES, INC. 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 9569000.00 12778624.41 FXCM INC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 1173000.00 1270916.18 FORESTAR GROUP INC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 1000000.00 1144625.00 HOLOGIC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 16500000.00 17387799.00 ICONIX BRAND GROUP INC *- 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 11269000.00 14940475.61 PFD INFINERA CORP SR-D 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 18700000.00 17930438.90 MEADOWBROOK INSURANCE GROUP, I 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 2499900.00 2537271.01 MOLINA HEALTHCARE, INC. 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 15600000.00 17020536.00 SALIX PHARMACEUTICALS LTD DEL 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 23506000.00 38092107.66 PFD SHUTTERFLY SER C 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 13338000.00 13840015.64 TAKE-2 INTERACTIVE SOFTWARE 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 6413000.00 7207269.29 THERAVANCE, INC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 7790000.00 11805230.86 WORKDAY INC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 20520000.00 26278245.56 First Tier Security 2014-02-14 2014-02-14 N N N 219000000.00 219000000.00 0.0019 Y 219000000.00 219000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.62% 45A99N8R9 Other Repurchase Agreement N AUXILIUMPHARMACEUTICAL 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 3566000.00 4529308.54 COBALT INTL ENERGY INC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 19426800.00 17438369.89 PENNYMAC CORP 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 1464000.00 1451260.27 TAKE-2 INTERACTIVE SOFTWARE 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 5778800.00 6945060.08 TESLA MOTORS, INC. 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 17209000.00 27345273.09 TIBCO SOFTWARE, INC. 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 177014000.00 177542386.79 First Tier Security 2014-05-01 2014-05-01 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 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 74474000.00 77833298.72 ASCENT MEDIA CORPORATION 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 4683000.00 4667911.37 BIOMARIN PHARMACEUTICAL, INC. 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 5386000.00 5797048.75 BLACKSTONE MTG TR INC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 8192000.00 8913182.72 CARDTRONICS, INC. 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 6682000.00 6431912.79 EMULEX CORPORATION 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 4550000.00 4613609.00 ENCORE CAPITAL GROUP INC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 14373000.00 17504014.32 JDS UNIPHASE CORP. 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 4950000.00 4963454.10 LIBERTY MEDIA CORP DELAWARE 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 8661000.00 8111043.82 MERRIMACK PHARMACEUTICALS INC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 5841000.00 6297298.92 MOVE. INC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 1000000.00 1058080.00 RAMBUS INC. 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 2671000.00 2766744.67 RESOURCE CAPITAL CORP. 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 2780000.00 2863669.66 SEACOR HLDGS INC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 1767000.00 1703494.02 SERVICENOW INC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 178000.00 202475.00 SERVICESOURCE INTL INC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 2361000.00 2221960.71 SOLARCITY CORP 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 6548000.00 9375616.29 SPANSION LLC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 16000000.00 20250256.00 TAKE-2 INTERACTIVE SOFTWARE 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 1552000.00 1744219.86 TOLL BROTHERS FINANCE CORP. 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 10200000.00 10697097.00 WEB.COM GROUP INC 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 30038000.00 35073840.66 WELLPOINT INC COM < 2014-01-31 2014-01-31 N/A Other Instrument OTHER NOTE 3891000.00 5138442.93 First Tier Security 2014-05-16 2014-05-16 N N N 219000000.00 219000000.00 0.0019 Y 219000000.00 219000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.15% 48M996YR8 0001287279 Other Repurchase Agreement N BANK OF NOVA SCOTIA 2014-08-04 2014-08-04 N/A Other Commercial Paper 5867111.00 5858480.93 CATHOLIC HLTH INTS 2014-04-09 2014-04-09 N/A Other Commercial Paper 8620000.00 8617538.42 COLLTRZD COML PAPER CO 2014-05-06 2014-05-06 N/A Other Commercial Paper 16245144.00 16236132.16 CMMNWLTH BNK OF AUS 2014-10-24 2014-10-24 0.238 - 0.238 Other Commercial Paper 31251515.00 31256924.38 NRW. BANK 2014-02-28 2014-02-28 N/A Other Commercial Paper 24999063.00 24996385.36 GOVERNMENT OF QUEBEC 2014-03-13 2014-03-13 N/A Other Commercial Paper 59308460.00 59298017.43 First Tier Security 2014-02-03 2014-02-03 N N N 142000000.00 142000000.00 0.0012 N 142000000.00 142000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.19% 48M996YC1 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2028-05-15 2043-12-15 0 - 19.709 Government Agency Debt 389300822.00 93084920.46 FEDERAL NATIONAL MORTGAGE ASSOC 2040-10-01 2043-10-25 0 - 5.835 Government Agency Debt 111240342.00 44677548.59 GOVERNMENT NATIONAL MORTAGE ASSOC 2030-10-15 2054-02-16 0.416 - 6 Government Agency Debt 593452435.00 91931951.74 First Tier Security 2014-02-04 2014-02-04 N N N 223000000.00 223000000.00 0.0019 N 223000000.00 223000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M996TD5 0001287279 Other Repurchase Agreement N BEAR STEARNS ALT-A TRUST 2002- 2035-05-25 2035-05-25 2.7 - 2.7 Other Instrument GOVERNMENT AGENCY 5167000.00 823854.10 CSMC MORGAGE-BACKED TRUST 2007 2037-04-25 2037-04-25 5.837 - 5.837 Other Instrument GOVERNMENT AGENCY 54019000.00 11252538.14 CWALT, INC., 2005-43 2035-12-25 2035-12-25 2.494 - 2.494 Other Instrument GOVERNMENT AGENCY 25293000.00 5474845.25 CHASE FLEX TRUST SERIES 2006-1 2036-06-25 2036-06-25 5.283 - 5.283 Other Instrument GOVERNMENT AGENCY 40097000.00 34334831.52 CHL MORTGAGE PASS-THROUGH TRUS 2037-07-25 2037-07-25 6 - 6 Other Instrument GOVERNMENT AGENCY 24440000.00 8385817.32 CITIGROUP MORTGAGE LOAN TRUST 2037-07-25 2037-08-25 2.463 - 2.756 Other Instrument GOVERNMENT AGENCY 63459000.00 13752606.83 INDYMAC INDX MORTGAGE LOAN TRU 2036-08-25 2036-08-25 2.732 - 2.732 Other Instrument GOVERNMENT AGENCY 22175000.00 3952151.18 INDYMAC INDX MORTGAGE LOAN TRU 2035-07-25 2036-02-25 2.531 - 5.5 Other Instrument GOVERNMENT AGENCY 147037000.00 35980548.65 INDYMAC INDX MORTGAGE MORTGAGE 2036-09-25 2036-09-25 2.712 - 2.712 Other Instrument GOVERNMENT AGENCY 43160000.00 10109673.44 INDYMAC MBS, INC INDX MLT 2004 2037-09-25 2037-09-25 2.799 - 2.799 Other Instrument GOVERNMENT AGENCY 44317000.00 14141068.33 JPMORGAN MORTGAGE TRUST 2006-A 2037-01-25 2037-01-25 2.529 - 2.529 Other Instrument GOVERNMENT AGENCY 45000000.00 10495554.95 LEHMAN MORTGAGE TRUST 2005-1 2035-12-25 2035-12-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 25000000.00 1201170.22 MERRILL LYNCH MORTGAGE INVESTO 2036-05-25 2036-05-25 2.81 - 2.81 Other Instrument GOVERNMENT AGENCY 52470000.00 15517570.50 MORGAN STANLEY MORTGAGE LOAN T 2035-08-25 2035-08-25 5.951 - 5.951 Other Instrument GOVERNMENT AGENCY 43710000.00 17683572.91 RALI SERIES 2003-QS4 TRUST 2035-04-25 2035-04-25 3.179 - 3.179 Other Instrument GOVERNMENT AGENCY 3335000.00 888085.83 RALI SERIES 2005-QS9 TRUST 2036-02-25 2036-02-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 30840000.00 5571166.83 STRUCTURED ADJUSTABLE RATE MOR 2035-11-25 2035-11-25 5.102 - 5.102 Other Instrument GOVERNMENT AGENCY 87137000.00 23648821.20 WELLS FARGO MORTGAGE BACKED SE 2036-04-25 2036-04-25 2.641 - 2.641 Other Instrument GOVERNMENT AGENCY 27099500.00 7401823.72 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 BEAR STEARNS MORTGAGE FUNDING 2036-09-25 2036-09-25 0.358 - 0.358 Other Instrument GOVERNMENT AGENCY 119246000.00 43395585.35 BEAR STEARNS MORTGAGE FUNDING 2046-12-25 2046-12-25 0.318 - 0.318 Other Instrument GOVERNMENT AGENCY 25675000.00 10690599.05 First Tier Security 2014-05-01 2014-05-01 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% 48M996QM8 0001287279 Other Repurchase Agreement N ADJUSTABLE RATE MORTGAGE-BACKE 2037-03-25 2037-03-25 0.308 - 0.308 Other Instrument GOVERNMENT AGENCY 67880000.00 10389982.14 ALTERNATIVE LOAN TRUST, 2007-9 2037-05-25 2037-05-25 6 - 6 Other Instrument GOVERNMENT AGENCY 33950401.00 10472628.96 ALTERNATIVE LOAN TRUST 2007-HY 2047-03-25 2047-03-25 4.695 - 4.695 Other Instrument GOVERNMENT AGENCY 20000000.00 10492789.75 AMERICAN HOME MORTGAGE INVESTM 2044-04-25 2044-04-25 2.335 - 2.335 Other Instrument GOVERNMENT AGENCY 2052000.00 104552.09 BANC OF AMERICA COMMERCIAL MOR 2044-07-10 2044-07-10 5.869 - 5.869 Other Instrument GOVERNMENT AGENCY 20000000.00 13102235.79 BANC OF AMERICA COMMERCIAL MOR 2051-02-10 2051-02-10 5.814 - 5.814 Other Instrument GOVERNMENT AGENCY 7313000.00 3782648.39 BEAR STEARNS ARM TRUST 2000-2 2035-01-25 2035-01-25 4.034 - 4.034 Other Instrument GOVERNMENT AGENCY 6203000.00 1576491.55 BEAR STEARNS COMMERCIAL MORTGA 2041-09-11 2041-09-11 5.957 - 5.957 Other Instrument GOVERNMENT AGENCY 10701000.00 2243701.87 CWALT, INC., 2005-13CB 2035-08-25 2035-08-25 0.468 - 0.468 Other Instrument GOVERNMENT AGENCY 8250000.00 2057548.81 CWALT, INC., 2005-79CB 2036-03-25 2036-03-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 14660000.00 1933319.73 CWMBS, INC. 2003-58 2034-05-25 2034-05-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 7700000.00 3828801.75 CHASE MORTGAGE FINANCE TRUST,S 2035-12-25 2035-12-25 5.019 - 5.019 Other Instrument GOVERNMENT AGENCY 155320000.00 34007881.57 CHASE MORTGAGE FINANCE 2007-A1 2037-02-25 2037-02-25 2.71 - 2.71 Other Instrument GOVERNMENT AGENCY 3407000.00 389467.74 CHASE MORTGAGE FINANCE TRUST S 2036-10-25 2036-10-25 N/A Other Instrument GOVERNMENT AGENCY 1248724.00 16192.28 CITIGROUP MORTGAGE LOAN TRUST, 2035-09-25 2035-09-25 2.634 - 2.634 Other Instrument GOVERNMENT AGENCY 20000000.00 4287052.15 COMM 2006-C7 MORTGAGE TRUST 2046-06-10 2046-06-10 5.777 - 5.777 Other Instrument GOVERNMENT AGENCY 17384546.00 15237626.25 CSFB MORTGAGE-BACKED PASS-THRO 2036-12-15 2036-12-15 5.226 - 5.226 Other Instrument GOVERNMENT AGENCY 6460000.00 5846600.54 CSFB MORTGAGE-BACKED PASS-THRO 2034-06-25 2034-06-25 2.707 - 2.707 Other Instrument GOVERNMENT AGENCY 14747000.00 7308337.86 ALTERNATIVE LOAN TRUST 2006-OA 2046-09-20 2046-09-20 0.347 - 0.347 Other Instrument GOVERNMENT AGENCY 31400000.00 13944067.87 IMPAC SECURED ASSETS TRUST 2037-01-25 2037-01-25 0.418 - 0.418 Other Instrument GOVERNMENT AGENCY 56131000.00 17626011.15 INDYMAC INDX MORTGAGE LOAN TRU 2035-11-25 2035-11-25 0.458 - 0.458 Other Instrument GOVERNMENT AGENCY 75000000.00 8184071.82 J.P. MORGAN MORTGAGE TRUST 200 2034-06-25 2035-04-25 2.266 - 3.173 Other Instrument GOVERNMENT AGENCY 886800.00 179333.02 J.P. MORGAN ALTERNATIVE LOAN T 2036-10-25 2036-10-25 0.398 - 3.621 Other Instrument GOVERNMENT AGENCY 64783000.00 33772812.51 JPMORGAN ALTERNATIVE LOAN TRUS 2028-12-01 2028-12-01 3.266 - 3.266 Other Instrument GOVERNMENT AGENCY 8022000.00 4361478.52 JP MORGAN CHASE COMMERICAL MOR 2047-06-12 2047-06-12 5.516 - 5.516 Other Instrument GOVERNMENT AGENCY 13000000.00 2071017.77 JPMORGAN MORTGAGE TRUST 2007-A 2035-07-25 2035-07-25 2.622 - 2.812 Other Instrument GOVERNMENT AGENCY 36727000.00 5955746.49 JPMORGAN CHASE COMM MTG 2007-C 2051-02-12 2051-02-12 6.171 - 6.171 Other Instrument GOVERNMENT AGENCY 14970000.00 2936973.66 JP MORGAN MORTGAGE TRUST 2007- 2037-10-25 2037-10-25 2.761 - 2.761 Other Instrument GOVERNMENT AGENCY 21738900.00 4484830.10 ML-CFC COMMERCIAL MORTGAGE TRU 2050-06-12 2050-06-12 5.744 - 5.744 Other Instrument GOVERNMENT AGENCY 11725000.00 4564741.19 MASTR ADJUSTABLE RATE MORTGAGE 2034-01-25 2034-01-25 2.963 - 2.963 Other Instrument GOVERNMENT AGENCY 10486000.00 855981.39 ML-CFC COMMERCIAL MORTGAGE TRU 2049-08-12 2049-08-12 5.894 - 5.894 Other Instrument GOVERNMENT AGENCY 10000000.00 5599679.35 GCMO 144ANOMURA 04-R1 2035-12-25 2035-12-25 3.471 - 3.471 Other Instrument GOVERNMENT AGENCY 22962000.00 4153954.28 NOMURA ASSET ACCEPTANCE CORPOR 2037-04-25 2037-04-25 0.288 - 0.288 Other Instrument GOVERNMENT AGENCY 83087000.00 14165095.02 RALI SERIES 2007-QS1 TRUST 2037-01-25 2037-01-25 0.518 - 0.518 Other Instrument GOVERNMENT AGENCY 120762839.00 30387421.01 RALI SERIES 2006-QA10 TRUST 2036-12-25 2036-12-25 0.338 - 0.338 Other Instrument GOVERNMENT AGENCY 75000000.00 17929133.40 RALI SERIES 2007-QS4 2037-03-25 2037-03-25 0.498 - 0.498 Other Instrument GOVERNMENT AGENCY 100000000.00 16218727.83 RALI SERIES 2006-QA7 TRUST 2036-08-25 2036-08-25 0.343 - 0.343 Other Instrument GOVERNMENT AGENCY 96354000.00 23588184.41 RALI SERIES 2003-QS4 TRUST 2035-04-25 2035-04-25 N/A Other Instrument GOVERNMENT AGENCY 1000000.00 178361.82 RALI SERIES 2005-QS9 TRUST 2035-12-25 2035-12-25 3.573 - 3.573 Other Instrument GOVERNMENT AGENCY 31134000.00 8775686.07 SEQUOIA MORTGAGE TRUST 2007-1 2047-02-20 2047-02-20 2.449 - 2.449 Other Instrument GOVERNMENT AGENCY 15569000.00 4132055.17 STRUCTURED ADJUSTABLE RATE MOR 2035-04-25 2035-04-25 2.404 - 2.404 Other Instrument GOVERNMENT AGENCY 8146000.00 601887.79 STRUCTURED ASSET INVESTMENT LO 2033-08-25 2034-09-25 3.083 - 4.658 Other Instrument GOVERNMENT AGENCY 2150000.00 100872.39 STRUCTURED ASSET SECURITIES CO 2036-03-25 2036-03-25 0.298 - 0.298 Other Instrument GOVERNMENT AGENCY 61135000.00 4186570.34 STRUCTURED ASSET MORTGAGE INVE 2047-05-25 2047-05-25 1.606 - 1.606 Other Instrument GOVERNMENT AGENCY 23778400.00 451541.60 WAMU MORTGAGE PASS-THROUGH CER 2037-03-25 2037-03-25 2.393 - 2.393 Other Instrument GOVERNMENT AGENCY 11738000.00 3583859.04 WAMU MORTGAGE PASS-THROUGH CER 2037-02-25 2037-02-25 4.737 - 4.737 Other Instrument GOVERNMENT AGENCY 35400000.00 23790162.74 WMALT SERIRS 2006-5 2036-07-25 2036-07-25 6 - 6 Other Instrument GOVERNMENT AGENCY 11288000.00 2845113.29 WMALT SERIES 2006-AR8 2046-10-25 2046-10-25 0.99 - 0.99 Other Instrument GOVERNMENT AGENCY 67622870.00 13577157.89 WELLS FARGO MORTGAGE BACKED SE 2034-09-25 2034-09-25 2.62 - 2.62 Other Instrument GOVERNMENT AGENCY 6650000.00 2282945.10 First Tier Security 2014-05-01 2014-05-01 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 372000000.00 372000000.00 0.0032 Y 372000000.00 372000000.00 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 4363919.75 BANK OF AMERICA MORTGAGE SECUR 2035-11-25 2035-11-25 2.804 - 2.804 Other Instrument GOVERNMENT AGENCY 19923000.00 3712986.87 BANC OF AMERICA COMMERCIAL MOR 2045-10-10 2045-10-10 5.48 - 5.48 Other Instrument GOVERNMENT AGENCY 17145000.00 14664009.31 BANC OF AMERICA FUNDING 2007-5 2037-07-25 2037-07-25 6 - 6 Other Instrument GOVERNMENT AGENCY 18432000.00 10733851.32 BEAR STEARNS ALT-A TRUST 2002- 2035-05-25 2035-05-25 2.7 - 2.7 Other Instrument GOVERNMENT AGENCY 15660000.00 2496914.11 BEAR STEARNS COMMERCIAL MORTGA 2041-10-12 2041-10-12 5.598 - 5.598 Other Instrument GOVERNMENT AGENCY 3820000.00 3611401.13 CWALT, INC., 2005-13CB 2035-07-25 2035-10-25 5 - 49.962 Other Instrument GOVERNMENT AGENCY 29093750.00 12363792.21 CWALT, INC., 2005-43 2035-11-25 2036-01-25 5.5 - 6.25 Other Instrument GOVERNMENT AGENCY 15601000.00 10219810.39 CWALT, INC., 2005-79CB 2036-05-25 2036-05-25 6 - 6 Other Instrument GOVERNMENT AGENCY 12500000.00 7900329.68 CWMBS, INC., 2005-19 2036-04-20 2036-04-20 2.597 - 2.597 Other Instrument GOVERNMENT AGENCY 100000.00 26254.27 CWMBS, INC. 2004-21 2035-02-20 2035-02-20 2.589 - 2.589 Other Instrument GOVERNMENT AGENCY 2000.00 278.33 CHASE MORTGAGE FINANCE 2007-A1 2037-02-25 2037-02-25 2.649 - 2.649 Other Instrument GOVERNMENT AGENCY 12659000.00 1680929.18 CHASE FLEX TRUST 2006-2 2036-09-25 2036-09-25 5.608 - 5.608 Other Instrument GOVERNMENT AGENCY 8310120.00 7763182.26 CITIGROUP COMMERCIAL MORTGAGE 2049-10-15 2049-10-15 5.551 - 5.551 Other Instrument GOVERNMENT AGENCY 17000000.00 14032239.68 COMM 2006-C8 MORTGAGE TRUST 2046-12-10 2046-12-10 5.455 - 5.455 Other Instrument GOVERNMENT AGENCY 12500000.00 7931822.54 CREDIT SUISSE FIRST BOSTON-HOM 2036-03-25 2036-03-25 2.772 - 2.772 Other Instrument GOVERNMENT AGENCY 2767000.00 742112.07 GE COMMERCIAL MORTGAGE CORPORA 2049-12-10 2049-12-10 5.677 - 5.677 Other Instrument GOVERNMENT AGENCY 20000000.00 12945157.29 GMAC COMMERCIAL MORTGAGE SECUR 2043-05-10 2043-05-10 4.936 - 4.936 Other Instrument GOVERNMENT AGENCY 3000000.00 1374726.71 GMACM MORTGAGE LOAN TRUST 2005 2036-04-19 2036-04-19 2.92 - 2.92 Other Instrument GOVERNMENT AGENCY 4824000.00 1510309.77 GREENWICH CAPITAL COMMERCIAL F 2037-04-10 2037-04-10 5.281 - 5.281 Other Instrument GOVERNMENT AGENCY 4250000.00 3086427.20 INDYMAC INDX MORTGAGE LOAN TRU 2035-09-25 2035-09-25 4.642 - 4.642 Other Instrument GOVERNMENT AGENCY 1450000.00 446345.90 INDYMAC INDX MORTGAGE LOAN TRU 2036-06-25 2036-06-25 4.606 - 4.606 Other Instrument GOVERNMENT AGENCY 9545000.00 1134762.33 J.P. MORGAN MORTGAGE TRUST 200 2036-04-25 2036-04-25 5.129 - 5.129 Other Instrument GOVERNMENT AGENCY 470000.00 202275.81 JPMORGAN CHASE COMMERCIAL MORT 2037-09-12 2037-09-12 5.09 - 5.09 Other Instrument GOVERNMENT AGENCY 5050000.00 2050508.54 J.P. MORGAN MORTGAGE TRUST 200 2036-10-25 2036-10-25 2.673 - 5.581 Other Instrument GOVERNMENT AGENCY 22497058.00 10328270.00 J.P. MORGAN ALTERNATIVE LOAN T 2036-08-25 2036-08-25 6.12 - 6.12 Other Instrument GOVERNMENT AGENCY 175000.00 104435.36 JP MORGAN CHASE COMMERICAL MOR 2047-06-12 2047-06-12 5.453 - 5.482 Other Instrument GOVERNMENT AGENCY 18781000.00 8542778.30 JPMORGAN ALTERNATIVE LOAN TRUS 2036-11-25 2036-11-25 6 - 6 Other Instrument GOVERNMENT AGENCY 21196000.00 9363210.87 LB-UBS COMMERCIAL MORTGAGE TRU 2040-04-15 2040-04-15 5.333 - 5.333 Other Instrument GOVERNMENT AGENCY 9000000.00 3915761.77 MERRIL LYNCH MORTGAGE TRUST 2038-07-12 2038-07-12 5.287 - 5.287 Other Instrument GOVERNMENT AGENCY 6000000.00 3977300.76 MORGAN STANLEY MORTGAGE LOAN T 2035-12-25 2035-12-25 5.532 - 5.532 Other Instrument GOVERNMENT AGENCY 4330000.00 786906.91 RALI SERIES 2006-QS4 TRUST 2036-04-25 2036-04-25 6 - 6 Other Instrument GOVERNMENT AGENCY 12000000.00 5713065.51 RALI SERIES 2007-QS8 2037-06-25 2037-06-25 6 - 6 Other Instrument GOVERNMENT AGENCY 20000000.00 6392164.83 RFMSI SERIES 2006-S12 TRUST 2036-12-25 2036-12-25 6 - 6 Other Instrument GOVERNMENT AGENCY 9400000.00 6043943.45 RESIDENTAL ASSET SECURITIZATIO 2037-03-25 2037-03-25 6 - 6 Other Instrument GOVERNMENT AGENCY 15000000.00 7627414.76 WACHOVIA BANK COMMERCIAL MORTG 2045-03-15 2045-03-15 5.691 - 5.691 Other Instrument GOVERNMENT AGENCY 5000000.00 2128210.66 WACHOVIA BANK COMMERCIAL MORTG 2045-07-15 2045-07-15 5.865 - 5.865 Other Instrument GOVERNMENT AGENCY 15000000.00 6838687.51 WACHOVIA BANK COMMERCIAL MORTG 2051-02-15 2051-02-15 5.922 - 5.922 Other Instrument GOVERNMENT AGENCY 20793000.00 18294042.50 WACHOVIA BANK COMMERCIAL MORTG 2048-11-15 2048-11-15 5.438 - 5.475 Other Instrument GOVERNMENT AGENCY 30498000.00 13754342.14 WACHOVIA BANK COMMERCIAL MORTG 2043-12-15 2043-12-15 5.483 - 5.483 Other Instrument GOVERNMENT AGENCY 5500000.00 4854295.46 WELLS FARGO MORTGAGE BACKED SE 2036-09-25 2036-09-25 2.739 - 2.739 Other Instrument GOVERNMENT AGENCY 9550000.00 2004192.71 WELLS FARGO MORTGAGE BACKED SE 2036-10-25 2036-10-25 2.619 - 2.619 Other Instrument GOVERNMENT AGENCY 424998.00 96962.33 First Tier Security 2014-05-01 2014-05-01 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 218000000.00 218000000.00 0.0019 Y 218000000.00 218000000.00 J.P. Morgan Securities, Inc. J.P. 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RBC Capital Markets Co., 0.23% 42T99QXQ3 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2027-05-15 2043-04-15 3 - 6.813 Government Agency Debt 172893177.00 23470514.39 FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2044-01-01 2.5 - 6.535 Government Agency Debt 516613566.00 62509329.04 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-06-16 2044-01-20 5.983 - 11.467 Government Agency Debt 41139118.00 3487630.73 First Tier Security 2014-02-07 2014-02-07 N N N 87000000.00 87000000.00 0.0007 N 87000000.00 87000000.00 RBC Capital Markets Co. 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