0000278001-14-000031.txt : 20140530 0000278001-14-000031.hdr.sgml : 20140530 20140404164125 ACCESSION NUMBER: 0000278001-14-000031 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140331 FILED AS OF DATE: 20140404 DATE AS OF CHANGE: 20140404 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: 14746468 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 2014-03-31 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 57 98 115722284784.62 659897889.05 26213938.33 116355968735.34 0.0025 1.0004 2014-03-31 1.0004 2014-03-31 C000019553 2500.00 116355968735.34 1.00 565972731.28 26418783876.82 25852811145.54 0.0001 1.0004 2014-03-31 1.0004 2014-03-31 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366BHZ6 Certificate of Deposit First Tier Security 2014-06-11 2014-06-11 N N N 313000000.00 313000000.00 0.0027 N 313025008.70 313025008.70 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.21% 06366LDW5 Certificate of Deposit First Tier Security 2014-04-17 2014-12-12 N N N 912000000.00 912000000.00 0.0078 N 912034656.00 912034656.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417HGC4 Certificate of Deposit First Tier Security 2014-07-07 2014-07-07 N N N 1129000000.00 1129000000.00 0.0097 N 1129061304.70 1129061304.70 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417HGN0 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 216000000.00 216000000.00 0.0019 N 216012571.20 216012571.20 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HEN2 Certificate of Deposit First Tier Security 2014-04-03 2014-11-28 N N N 433000000.00 433000000.00 0.0037 N 433244645.00 433244645.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HDY9 Certificate of Deposit First Tier Security 2014-04-24 2014-12-19 N N N 869000000.00 869000000.00 0.0075 N 869753423.00 869753423.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HHT6 Certificate of Deposit First Tier Security 2014-04-30 2015-03-31 N N N 445000000.00 445000000.00 0.0038 N 444911445.00 444911445.00 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 0.0052 N 600092400.00 600092400.00 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417E5W9 Certificate of Deposit First Tier Security 2014-04-11 2014-09-08 N N N 406000000.00 406000000.00 0.0035 N 406064148.00 406064148.00 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 0.0043 N 500001050.00 500001050.00 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 0.0039 N 449009339.20 449009339.20 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 455028756.00 455028756.00 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 0.0119 N 1388099242.00 1388099242.00 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 0.0031 N 359026242.90 359026242.90 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 0.0086 N 1000083100.00 1000083100.00 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 0.0108 N 1259123507.90 1259123507.90 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 0.0064 N 743010699.20 743010699.20 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 9000324.90 9000324.90 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 283014291.50 283014291.50 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 269014068.70 269014068.70 BNP Paribas New York Branch BNP Paribas New York Branch, 0.25% 05574RAE5 Certificate of Deposit First Tier Security 2014-06-04 2014-06-04 N N N 1315000000.00 1315000000.00 0.0113 N 1315071010.00 1315071010.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.25% 05574RBD6 Certificate of Deposit First Tier Security 2014-06-26 2014-06-26 N N N 439000000.00 439000000.00 0.0038 N 439031739.70 439031739.70 BNP Paribas New York Branch BNP Paribas New York Branch, 0.27% 05574RCQ6 Certificate of Deposit First Tier Security 2014-08-04 2014-08-04 N N N 600000000.00 600000000.00 0.0052 N 599978940.00 599978940.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.27% 05574RCS2 Certificate of Deposit First Tier Security 2014-08-06 2014-08-06 N N N 575000000.00 575000000.00 0.0049 N 574979530.00 574979530.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.25% 13606YZK5 Certificate of Deposit First Tier Security 2014-04-16 2014-12-12 N N N 1249000000.00 1249000000.00 0.0107 N 1249064948.00 1249064948.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.27% 13606YPQ3 Certificate of Deposit First Tier Security 2014-04-03 2014-08-29 N N N 405000000.00 405000000.00 0.0035 N 405000000.00 405000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YRX6 Certificate of Deposit First Tier Security 2014-04-07 2014-09-02 N N N 403000000.00 403000000.00 0.0035 N 403048763.00 403048763.00 Credit Agricole CIB Credit Agricole CIB, 0.25% 22533MDK4 Certificate of Deposit First Tier Security 2014-07-07 2014-07-07 N N N 926000000.00 926000000.00 0.0080 N 925974812.80 925974812.80 Credit Agricole CIB Credit Agricole CIB, 0.26% 22533MAL5 Certificate of Deposit First Tier Security 2014-06-03 2014-06-03 N N N 855000000.00 855000000.00 0.0073 N 855045486.00 855045486.00 Credit Agricole CIB Credit Agricole CIB, 0.26% 22533MCR0 Certificate of Deposit First Tier Security 2014-07-02 2014-07-02 N N N 1279000000.00 1279000000.00 0.0110 N 1279000000.00 1279000000.00 Credit Suisse AG Credit Suisse AG, 0.30% 22549TPL6 Certificate of Deposit First Tier Security 2014-04-09 2014-07-09 N N N 1277000000.00 1277000000.00 0.0110 N 1277242630.00 1277242630.00 Credit Suisse AG Credit Suisse AG, 0.30% 22549TLT3 Certificate of Deposit First Tier Security 2014-04-09 2014-06-09 N N N 215000000.00 215000000.00 0.0018 N 215036120.00 215036120.00 Credit Suisse AG Credit Suisse AG, 0.31% 22549TLL0 Certificate of Deposit First Tier Security 2014-04-07 2014-06-06 N N N 644000000.00 644000000.00 0.0055 N 644102396.00 644102396.00 Credit Suisse AG Credit Suisse AG, 0.31% 22549TUP1 Certificate of Deposit First Tier Security 2014-09-08 2014-09-08 N N N 233000000.00 233000000.00 0.0020 N 233031082.20 233031082.20 Deutsche Bank Deutsche Bank, 0.23% 25152XRV4 Certificate of Deposit First Tier Security 2014-05-29 2014-05-29 N N N 2500000000.00 2500000000.00 0.0215 N 2500000000.00 2500000000.00 Fortis Bank New York Branch Fortis Bank New York Branch, 0.25% 34959TAZ9 Certificate of Deposit First Tier Security 2014-06-04 2014-06-04 N N N 500000000.00 500000000.00 0.0043 N 500008950.00 500008950.00 HSBC Bank U.S.A., NA HSBC Bank U.S.A., NA, 0.21% 40428AXN2 Certificate of Deposit First Tier Security 2014-09-22 2014-09-22 N N N 196000000.00 196000000.00 0.0017 N 196000000.00 196000000.00 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 431014223.00 431014223.00 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 0.0024 N 276017139.60 276017139.60 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 436032394.80 436032394.80 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 436033833.60 436033833.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LPS9 Certificate of Deposit First Tier Security 2014-06-13 2014-06-13 N N N 435000000.00 435000000.00 0.0037 N 435035670.00 435035670.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LPY6 Certificate of Deposit First Tier Security 2014-06-27 2014-06-27 N N N 438000000.00 438000000.00 0.0038 N 438042748.80 438042748.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LQL3 Certificate of Deposit First Tier Security 2014-07-11 2014-07-11 N N N 434000000.00 434000000.00 0.0037 N 434024521.00 434024521.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LQM1 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 434000000.00 434000000.00 0.0037 N 434025258.80 434025258.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LQR0 Certificate of Deposit First Tier Security 2014-07-15 2014-07-15 N N N 434000000.00 434000000.00 0.0037 N 434025519.20 434025519.20 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873EY88 Certificate of Deposit First Tier Security 2014-06-03 2014-06-03 N N N 2303000000.00 2303000000.00 0.0198 N 2302959006.60 2302959006.60 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873ET50 Certificate of Deposit First Tier Security 2014-05-02 2014-05-02 N N N 1000000000.00 1000000000.00 0.0086 N 1000075500.00 1000075500.00 National Bank of Canada National Bank of Canada, 0.30% 63307UEA5 Certificate of Deposit First Tier Security 2014-04-10 2014-06-09 N N N 201000000.00 201000000.00 0.0017 N 201030954.00 201030954.00 National Bank of Canada National Bank of Canada, 0.30% 63307UDX6 Certificate of Deposit First Tier Security 2014-04-22 2014-06-20 N N N 1610000000.00 1610000000.00 0.0138 N 1610120750.00 1610120750.00 National Bank of Canada National Bank of Canada, 0.35% 63307UBK6 Certificate of Deposit First Tier Security 2014-04-22 2014-09-17 N N N 1201000000.00 1200828960.30 0.0103 N 1201187356.00 1201187356.00 Nordea Bank AB Nordea Bank AB, 0.20% 65558EVV7 Certificate of Deposit First Tier Security 2014-04-14 2014-04-14 N N N 635000000.00 635000000.00 0.0055 N 635024701.50 635024701.50 Royal Bank of Canada Royal Bank of Canada, 0.20% 78009NNZ5 Certificate of Deposit First Tier Security 2014-04-03 2014-06-03 N N N 425000000.00 425000000.00 0.0037 N 425035275.00 425035275.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NNT9 Certificate of Deposit First Tier Security 2014-04-08 2014-04-08 N N N 250000000.00 250000000.00 0.0021 N 250004750.00 250004750.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NNU6 Certificate of Deposit First Tier Security 2014-04-15 2014-04-15 N N N 228000000.00 228000000.00 0.0020 N 228009804.00 228009804.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.24% 83051HXG6 Certificate of Deposit First Tier Security 2014-08-01 2014-08-01 N N N 909000000.00 909000000.00 0.0078 N 908953368.30 908953368.30 Societe Generale Societe Generale, 0.25% 83368NWJ6 Certificate of Deposit First Tier Security 2014-04-30 2014-05-05 Y SOCIETE GENERALE NY N/A N/A N N 1500000000.00 1500000000.00 0.0129 N 1499805000.00 1499805000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2014-04-22 2014-06-19 N N N 206000000.00 206000000.00 0.0018 N 206004532.00 206004532.00 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 178007404.80 178007404.80 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 0.0043 N 500024100.00 500024100.00 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 220009438.00 220009438.00 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 412018251.60 412018251.60 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 0.0037 N 427020709.50 427020709.50 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 478029158.00 478029158.00 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 307024682.80 307024682.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562URW4 Certificate of Deposit First Tier Security 2014-06-10 2014-06-10 N N N 476000000.00 476000000.00 0.0041 N 476009329.60 476009329.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UWZ1 Certificate of Deposit First Tier Security 2014-07-07 2014-07-07 N N N 44000000.00 44000000.00 0.0004 N 43999995.60 43999995.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UXF4 Certificate of Deposit First Tier Security 2014-07-10 2014-07-10 N N N 390000000.00 390000000.00 0.0034 N 389999961.00 389999961.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UXU1 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 446000000.00 446000000.00 0.0038 N 445999955.40 445999955.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UZX3 Certificate of Deposit First Tier Security 2014-07-22 2014-07-22 N N N 404000000.00 404000000.00 0.0035 N 403999959.60 403999959.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UA77 Certificate of Deposit First Tier Security 2014-07-25 2014-07-25 N N N 427000000.00 427000000.00 0.0037 N 427000000.00 427000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.32% 86562JAD9 Certificate of Deposit First Tier Security 2014-04-15 2014-09-15 N N N 890000000.00 890000000.00 0.0076 N 890050730.00 890050730.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KKF9 Certificate of Deposit First Tier Security 2014-07-11 2014-07-11 N N N 436000000.00 436000000.00 0.0037 N 436024634.00 436024634.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KKG7 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 436000000.00 436000000.00 0.0037 N 436025331.60 436025331.60 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KKQ5 Certificate of Deposit First Tier Security 2014-07-23 2014-07-23 N N N 648000000.00 648000000.00 0.0056 N 648040953.60 648040953.60 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 506036836.80 506036836.80 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KJQ7 Certificate of Deposit First Tier Security 2014-06-23 2014-06-23 N N N 376000000.00 376000000.00 0.0032 N 376030606.40 376030606.40 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958C6C3 Certificate of Deposit First Tier Security 2014-09-22 2014-09-22 N N N 498000000.00 498012023.52 0.0043 N 497987898.60 497987898.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958C6M1 Certificate of Deposit First Tier Security 2014-09-25 2014-09-25 N N N 965000000.00 965023698.08 0.0083 N 964976164.50 964976164.50 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 0.0055 N 639017380.80 639017380.80 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 431146884.80 431146884.80 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 0.0059 N 685255094.00 685255094.00 UBS AG UBS AG, 0.28% 90267RVB2 Certificate of Deposit First Tier Security 2014-04-11 2014-07-11 N N N 639000000.00 639000000.00 0.0055 N 639002556.00 639002556.00 Citibank NA Citibank NA, 0.21% 17304UPZ7 Certificate of Deposit First Tier Security 2014-06-23 2014-06-23 N N N 877000000.00 877000000.00 0.0075 N 877163560.50 877163560.50 Citibank NA Citibank NA, 0.21% 17304UQB9 Certificate of Deposit First Tier Security 2014-06-25 2014-06-25 N N N 397000000.00 397000000.00 0.0034 N 397075827.00 397075827.00 Citibank NA Citibank NA, 0.21% 17304URS1 Certificate of Deposit First Tier Security 2014-08-05 2014-08-05 N N N 277000000.00 277000000.00 0.0024 N 277009750.40 277009750.40 Citibank NA Citibank NA, 0.21% 17304URU6 Certificate of Deposit First Tier Security 2014-08-07 2014-08-07 N N N 276000000.00 276000000.00 0.0024 N 276009880.80 276009880.80 Citibank NA Citibank NA, 0.21% 17304URZ5 Certificate of Deposit First Tier Security 2014-08-11 2014-08-11 N N N 551000000.00 551000000.00 0.0047 N 551020331.90 551020331.90 Citibank NA Citibank NA, 0.21% 17304USG6 Certificate of Deposit First Tier Security 2014-08-12 2014-08-12 N N N 1164000000.00 1164000000.00 0.0100 N 1164043300.80 1164043300.80 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 494074890.40 494074890.40 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 350061215.00 350061215.00 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 445083393.00 445083393.00 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 409585257.90 409585257.90 RBS Citizens NA RBS Citizens NA, 0.30% 74929NBH4 Certificate of Deposit Second Tier Security 2014-04-28 2014-04-28 N N N 580000000.00 580000000.00 0.0050 N 580063162.00 580063162.00 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 284031211.60 284031211.60 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 9497P66D5 Certificate of Deposit First Tier Security 2014-04-17 2014-12-12 N N N 250000000.00 250000000.00 0.0021 N 249966250.00 249966250.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 9497P65W4 Certificate of Deposit First Tier Security 2014-09-11 2014-09-11 N N N 500000000.00 500000000.00 0.0043 N 499954450.00 499954450.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 9497P65X2 Certificate of Deposit First Tier Security 2014-09-12 2014-09-12 N N N 500000000.00 500000000.00 0.0043 N 499954150.00 499954150.00 BNP Paribas SA BNP Paribas SA, 0.25% 42S99D6W0 0000872786 Certificate of Deposit First Tier Security 2014-06-13 2014-06-13 N N N 87000000.00 87000000.00 0.0007 N 87005359.20 87005359.20 Credit Agricole SA Credit Agricole SA, 0.26% 22999KPS5 0001191672 Certificate of Deposit First Tier Security 2014-06-02 2014-06-02 N N N 437000000.00 437000000.00 0.0038 N 437022898.80 437022898.80 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 218001059.08 0.0019 N 218015238.20 218015238.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.18% XS0980217011 0000833029 Certificate of Deposit First Tier Security 2014-04-08 2014-04-08 N N N 426000000.00 426000000.00 0.0037 N 426004260.00 426004260.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% 39K99HGS3 0000833029 Certificate of Deposit First Tier Security 2014-06-30 2014-06-30 N N N 823000000.00 823000000.00 0.0071 N 822937534.30 822937534.30 U.S. Treasury Bills U.S. Treasury Bills, 0.10% to 0.11% 912796CM9 Treasury Debt First Tier Security 2014-05-15 2014-05-15 N N N 2955000000.00 2954624319.11 0.0254 N 2954920215.00 2954920215.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.14% 912796CJ6 Treasury Debt First Tier Security 2014-04-24 2014-04-24 N N N 2500000000.00 2499813124.91 0.0215 N 2499952500.00 2499952500.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796DQ9 Treasury Debt First Tier Security 2014-08-14 2014-08-14 N N N 2475000000.00 2473979062.51 0.0213 N 2474443125.00 2474443125.00 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 175686956.25 0.0015 N 175695362.50 175695362.50 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 1499000000.00 1508474147.94 0.0130 N 1508544133.00 1508544133.00 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 1874804908.75 0.0161 N 1874732734.00 1874732734.00 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 853099460.32 0.0073 N 853099801.00 853099801.00 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 391402316.42 0.0034 N 391443003.00 391443003.00 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 587129114.24 0.0050 N 587183144.00 587183144.00 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 365336383.93 0.0031 N 365421986.00 365421986.00 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 631263013.38 0.0054 N 631517420.00 631517420.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% 912828LQ1 Treasury Debt First Tier Security 2014-09-30 2014-09-30 N N N 439000000.00 443871148.84 0.0038 N 443990113.00 443990113.00 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 802744610.72 0.0069 N 802875200.00 802875200.00 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 250302730.58 0.0022 N 250351500.00 250351500.00 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 962239051.18 0.0083 N 962579900.00 962579900.00 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 401974469.90 0.0035 N 402090864.00 402090864.00 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 74968513.68 0.0006 N 74977388.75 74977388.75 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.23% 06741GWY7 Financial Company Commercial Paper First Tier Security 2014-05-06 2014-05-06 N N N 167000000.00 166962656.93 0.0014 N 166976954.00 166976954.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.20% 06737JF91 Financial Company Commercial Paper First Tier Security 2014-06-09 2014-06-09 N N N 751000000.00 750712116.77 0.0065 N 750737150.00 750737150.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737JFR1 Financial Company Commercial Paper First Tier Security 2014-06-25 2014-06-25 N N N 426000000.00 425768658.48 0.0037 N 425800546.80 425800546.80 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 483969750.00 0.0042 N 483986835.20 483986835.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.16% 20272AFD3 Financial Company Commercial Paper First Tier Security 2014-04-07 2014-04-07 N N N 208000000.00 208000000.00 0.0018 N 208000832.00 208000832.00 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 419000000.00 0.0036 N 418998617.30 418998617.30 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 209990200.01 0.0018 N 209995107.00 209995107.00 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 104980749.99 0.0009 N 104996293.50 104996293.50 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 104980108.34 0.0009 N 104996178.00 104996178.00 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 83982546.67 0.0007 N 83996488.80 83996488.80 JPMorgan Securities LLC JPMorgan Securities LLC, 0.27% 46640QJ36 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 462000000.00 461462925.00 0.0040 N 461443428.60 461443428.60 JPMorgan Securities LLC JPMorgan Securities LLC, 0.30% 46590EEP9 Financial Company Commercial Paper First Tier Security 2014-05-23 2014-05-23 N N N 1000000000.00 999566666.80 0.0086 N 999763000.00 999763000.00 PNC Bank NA PNC Bank NA, 0.27% 69354BAW2 Financial Company Commercial Paper First Tier Security 2014-05-21 2014-05-21 N N N 206000000.00 206000000.00 0.0018 N 206026780.00 206026780.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHB7 Financial Company Commercial Paper First Tier Security 2014-08-11 2014-08-11 N N N 100000000.00 99913833.36 0.0009 N 99916010.00 99916010.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHC5 Financial Company Commercial Paper First Tier Security 2014-08-12 2014-08-12 N N N 425000000.00 424631017.39 0.0036 N 424638240.00 424638240.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHE1 Financial Company Commercial Paper First Tier Security 2014-08-14 2014-08-14 N N N 212000000.00 211813174.96 0.0018 N 211814733.20 211814733.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHF8 Financial Company Commercial Paper First Tier Security 2014-08-15 2014-08-15 N N N 212000000.00 211811791.10 0.0018 N 211812295.20 211812295.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHJ0 Financial Company Commercial Paper First Tier Security 2014-08-18 2014-08-18 N N N 271000000.00 270754105.11 0.0023 N 270752306.00 270752306.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958GJN6 Financial Company Commercial Paper First Tier Security 2014-09-22 2014-09-22 N N N 151000000.00 150839436.59 0.0013 N 150833869.80 150833869.80 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233ACD9 Financial Company Commercial Paper First Tier Security 2014-04-17 2014-09-15 N N N 300000000.00 300000000.00 0.0026 N 299974200.00 299974200.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233ACE7 Financial Company Commercial Paper First Tier Security 2014-04-17 2014-09-16 N N N 245000000.00 245000000.00 0.0021 N 244978685.00 244978685.00 BPCE SA BPCE SA, 0.25% 05571CE72 Other Commercial Paper First Tier Security 2014-05-07 2014-05-07 N N N 45000000.00 44988750.01 0.0004 N 44992647.00 44992647.00 BPCE SA BPCE SA, 0.25% 05571CE98 Other Commercial Paper First Tier Security 2014-05-09 2014-05-09 N N N 500000000.00 499868055.60 0.0043 N 499912250.00 499912250.00 BPCE SA BPCE SA, 0.25% 05571CEE7 Other Commercial Paper First Tier Security 2014-05-14 2014-05-14 N N N 207000000.00 206938187.53 0.0018 N 206957233.80 206957233.80 Northeast Utilities Northeast Utilities, 0.22% 66439UD36 Other Commercial Paper Second Tier Security 2014-04-03 2014-04-03 N N N 53000000.00 52999352.22 0.0005 N 52999162.60 52999162.60 Northeast Utilities Northeast Utilities, 0.23% 66439UD85 Other Commercial Paper Second Tier Security 2014-04-08 2014-04-08 N N N 100000000.00 99995527.80 0.0009 N 99995710.00 99995710.00 Sempra Global Sempra Global, 0.26% 81685MD75 Other Commercial Paper Second Tier Security 2014-04-07 2014-04-07 N N N 21335000.00 21334075.48 0.0002 N 21334419.69 21334419.69 Sempra Global Sempra Global, 0.29% 81685MDF7 Other Commercial Paper Second Tier Security 2014-04-15 2014-04-15 N N N 36000000.00 35995940.00 0.0003 N 35997598.80 35997598.80 Sempra Global Sempra Global, 0.29% 81685MDM2 Other Commercial Paper Second Tier Security 2014-04-21 2014-04-21 N N N 62000000.00 61990011.10 0.0005 N 61989460.00 61989460.00 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.20% 88159CD79 Other Commercial Paper Second Tier Security 2014-04-07 2014-04-07 N N N 40000000.00 39998666.66 0.0003 N 39998440.00 39998440.00 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.20% 88159CD79 Other Commercial Paper Second Tier Security 2014-04-07 2014-04-07 N N N 120000000.00 119995999.99 0.0010 N 119995320.00 119995320.00 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 24999736.11 0.0002 N 24999917.50 24999917.50 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 24999736.11 0.0002 N 24999917.50 24999917.50 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 24999736.11 0.0002 N 24999917.50 24999917.50 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 49998152.78 0.0004 N 49999555.00 49999555.00 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 49994722.22 0.0004 N 49998835.00 49998835.00 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 99988916.66 0.0009 N 99997490.00 99997490.00 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 99984166.68 0.0009 N 99995610.00 99995610.00 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 18996891.39 0.0002 N 18999139.30 18999139.30 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 49991027.78 0.0004 N 49997425.00 49997425.00 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 49991027.78 0.0004 N 49997425.00 49997425.00 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 49991027.78 0.0004 N 49997425.00 49997425.00 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 30994273.61 0.0003 N 30998326.00 30998326.00 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 49990763.89 0.0004 N 49997300.00 49997300.00 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 49990500.00 0.0004 N 49997175.00 49997175.00 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 20996010.00 0.0002 N 20998813.50 20998813.50 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 43991444.44 0.0004 N 43997624.00 43997624.00 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 99980555.54 0.0009 N 99994600.00 99994600.00 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 149970000.00 0.0013 N 149991525.00 149991525.00 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 24194891.11 0.0002 N 24198531.06 24198531.06 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 37990711.11 0.0003 N 37997150.00 37997150.00 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 44972000.00 0.0004 N 44986581.00 44986581.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.35% 92344PUX2 Other Commercial Paper Second Tier Security 2014-04-01 2014-05-14 Y VERIZON COMMUNICATIONS INC N/A N/A N N 577500000.00 577500000.00 0.0050 N 577404712.50 577404712.50 Fannie Mae Fannie Mae, 0.13% 3135G0YF4 Government Agency Debt First Tier Security 2014-04-05 2015-08-05 N N N 600000000.00 599835948.12 0.0052 N 599914200.00 599914200.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-04-21 2015-10-21 N N N 1500000000.00 1499762070.30 0.0129 N 1499976000.00 1499976000.00 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 250074000.00 250074000.00 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 363022869.00 363022869.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-04-26 2015-06-26 N N N 660000000.00 659918449.34 0.0057 N 660132000.00 660132000.00 Freddie Mac Freddie Mac, 0.15% 3134G4DT2 Government Agency Debt First Tier Security 2014-04-16 2015-07-16 N N N 1250000000.00 1249836591.75 0.0107 N 1250211250.00 1250211250.00 Freddie Mac Freddie Mac, 0.15% 3134G4DU9 Government Agency Debt First Tier Security 2014-04-17 2015-07-17 N N N 1250000000.00 1249836245.00 0.0107 N 1250210000.00 1250210000.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.36% 25746UBV0 Other Note Second Tier Security 2014-04-22 2014-05-14 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 327000000.00 327000000.00 0.0028 N 326923155.00 326923155.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.27% 86959JDE5 Other Note First Tier Security 2014-04-15 2014-09-15 N N N 208000000.00 208000000.00 0.0018 N 207998544.00 207998544.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JCX4 Other Note First Tier Security 2014-04-28 2014-09-26 N N N 816000000.00 816000000.00 0.0070 N 815934720.00 815934720.00 Texas Gen. Oblig. Texas Gen. Oblig., 2.00% TRAN Series 2013 882723CX5 Other Municipal Debt First Tier Security 2014-08-28 2014-08-28 N N N 540500000.00 544482811.48 0.0047 N 544688875.00 544688875.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.15% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2014-04-07 2014-04-07 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 0.0016 N 181000000.00 181000000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.24% (Motiva Enterprises LLC Proj.) Series 2010 B VRDN 735220AU9 Variable Rate Demand Note Second Tier Security 2014-04-01 2014-04-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 28400000.00 28400000.00 0.0002 N 28400000.00 28400000.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.11% 45D991BX7 Other Instrument Time Deposits First Tier Security 2014-04-01 2014-04-01 N N N 240000000.00 240000000.00 0.0021 N 240000000.00 240000000.00 Credit Agricole CIB Credit Agricole CIB, 0.07% 44T99HMP3 Other Instrument Time Deposits First Tier Security 2014-04-01 2014-04-01 N N N 889000000.00 889000000.00 0.0076 N 889000000.00 889000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.1%, dated 3/31/2014 due 04/01/2014 48T99SNP9_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2040-10-01 2.213 - 5.5 Government Agency Debt 149650029.40 28530924.04 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2043-11-01 2.211 - 6.5 Government Agency Debt 566465002.94 126625618.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2042-06-20 0.335 - 5.25 Government Agency Debt 896205780.07 396564757.11 Unrated Security 2014-04-01 2014-04-01 N N N 536614872.00 536614871.99 0.0046 N 536614871.99 536614871.99 BNP Paribas Securities Corp. 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BNP Paribas Securities Corp., 0.45% 48S991CJ5 0001197610 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2030-01-15 2030-01-15 7.125 - 7.125 Government Agency Debt 5000.00 7156.46 ADVANCED MICRO DEVICES INC 2022-08-15 2022-08-15 7.5 - 7.5 Other Instrument CORPORATE 10937470.00 10850881.70 ALCOA INC 2021-04-15 2021-04-15 5.4 - 5.4 Other Instrument CORPORATE 1338154.00 1438314.83 CABLEVISION SYS CORP 2020-04-15 2020-04-15 8 - 8 Other Instrument CORPORATE 14882002.00 17886512.81 CONTINENTAL AIRLS INC 2015-09-15 2015-09-15 6.75 - 6.75 Other Instrument CORPORATE 31716.00 32445.47 OCEAN RIG UDW INC 2019-04-01 2019-04-01 7.25 - 7.25 Other Instrument CORPORATE 6064.00 6048.84 UNITYMEDIA HESSEN GMBH & CO KG / UNITYMEDIA NRW 2019-03-15 2019-03-15 7.5 - 7.5 Other Instrument CORPORATE 23687.00 25779.35 First Tier Security 2014-04-07 2014-04-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 28000000.00 28000000.00 0.0002 N 28000000.00 28000000.00 Citigroup Global Markets, Inc. 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LLC, 0.71% 48R992FY8 0000318336 Other Repurchase Agreement N 51-100 2023-10-25 2053-09-16 0 - 36.275 Other Instrument MORTGAGE 972387960.00 117731388.40 First Tier Security 2014-07-03 2014-07-03 N N N 109000000.00 109000000.00 0.0009 Y 109000000.00 109000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.29% 45J9963D3 Other Repurchase Agreement N AMERICAN EXPRESS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10273.00 929295.58 AMERICAN INTL GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 21039.00 1049425.32 AMERIPRISE FINCL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12475.00 1357404.75 APTMNT INV REIT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3626.00 108526.18 AVALONBAY COM REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5074.00 660279.62 BB&T 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11265.00 448684.95 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 264712.00 4494809.76 BERKSHIRE HATHAWY-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 78155.00 9654487.15 BOSTON PROP REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2990.00 340531.10 CBRE GROUP-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3888.00 104392.80 CHUBB 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6789.00 598382.46 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 75851.00 3583959.75 DISCOVER FNCL SRVCS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11000.00 632610.00 E TRADE FNCL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4503.00 101722.77 GENWORTH FINANCL-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6429.00 110707.38 GOLDMAN SACHS GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1170.00 189891.00 HCP REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 89800.00 3427666.00 HARTFORD FIN SERV 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3078.00 107360.64 INTERCONEXCH GR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2149.00 421569.33 JPMORGAN CHASE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 90560.00 5437222.40 KEYCORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 28.28 LEUCADIA NATIONAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4123.00 112475.44 LINCOLN NATL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3801.00 189707.91 LOEWS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12520.00 543618.40 M&T BANK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2814.00 338918.16 MACERICH REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1000.00 61690.00 MARSH & MCLENNAN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 506.00 24586.54 MORGAN STANLEY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 269884.00 8342114.44 NORTHERN TRUST 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10064.00 653254.24 PNC FINL SER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1300.00 111449.00 PLUM CRK TIMB REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 900.00 37476.00 PRINCIPAL FINANCIAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 29997.00 1374162.57 PROLOGIS REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 27100.00 1098634.00 PRUDENTIAL FINANCL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 19700.00 1646723.00 REGIONS FINANCIAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 20360.00 222942.00 SLM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4402.00 108289.20 SIMON PRP GRP REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5733.00 939409.38 SUNTRUST BANKS INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4692.00 183128.76 US BANCORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4895.00 207058.50 VENTAS REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1806.00 109010.16 WELLS FARGO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 137703.00 6787380.87 WEYERHAEUSER REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 32779.00 956491.22 INVESCO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2535.00 92375.40 XL GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6722.00 205827.64 ACE N 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13334.00 1305265.26 First Tier Security 2014-04-07 2014-04-07 Y ING FINL MKTS LLC(NNGV RP BNY) N/A N/A N N 55000000.00 55000000.00 0.0005 N 55000000.00 55000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.53% 45A99N8V0 Other Repurchase Agreement N J P MORGAN CHASE & CO 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 1612994.00 96844159.76 SPDR GOLD TRUST 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 971664.00 121030467.84 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 ARAMARK HLDGS CORP 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 99.00 2819.52 BRIXMOR PPTY GROUP INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 803354.00 17071272.50 CAESARS ACQUISTION COMPANY CLA 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 5670153.00 79382142.00 CASTLIGHT HEALTH INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 507790.00 10876861.80 MALIBU BOATS INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 380957.00 7889619.47 MASTEC, INC. 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 6557000.00 17953511.88 SANTANDER CONSUMER USA HLDGS 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 611939.00 14380566.50 T-MOBILE US INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 812611.00 26491118.60 TWENTY-FIRST CENTY FOX INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 333410.00 10242355.20 WEBMD HEALTH CORP. 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 1009000.00 1026042.01 LIBERTY GLOBAL PLC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 1207045.00 48812899.80 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., 0.59% 45A99N9F4 Other Repurchase Agreement N AMERICAN RLTY CAP PPTYS INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 39553000.00 42123153.94 ASCENT MEDIA CORPORATION 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 5455000.00 5528227.92 BLACKSTONE MTG TR INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 1872000.00 2098727.28 ENCORE CAPITAL GROUP INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 14408000.00 16785031.84 JDS UNIPHASE CORP. 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 5227000.00 5498328.34 MERRIMACK PHARMACEUTICALS INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 3948000.00 4092694.20 MICRON TECHNOLOGY, INC. 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 27123000.00 63135319.14 PORTFOLIO RECOVERY ASSOCIATES, 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 1000000.00 1183800.00 RAMBUS INC. 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 3181000.00 3588861.46 SEACOR HLDGS INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 1693000.00 1687751.70 SERVICENOW INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 15825000.00 16831153.50 SOLARCITY CORP 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 7750000.00 9950318.00 SPANSION LLC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 19600000.00 27444057.20 WEB.COM GROUP INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 23550000.00 27397787.40 First Tier Security 2014-06-13 2014-06-13 N N N 209000000.00 209000000.00 0.0018 Y 209000000.00 209000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.61% 45A99N9D9 Other Repurchase Agreement N ARRAY BIOPHARMA 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 1246000.00 1278333.70 AUXILIUMPHARMACEUTICAL 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 2544000.00 3292971.41 BLUCORA INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 8037600.00 9181591.61 BOTTOMLINE TECHNOLOGIES, INC. 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 645000.00 848381.40 CIENA CORPORATION 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 9158000.00 12915966.98 COBALT INTL ENERGY INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 29980000.00 28669574.20 COLONY FINANCIAL, INC. 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 5025000.00 5438386.65 CONCUR TECHNOLOGIES, INC. 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 6432000.00 7415015.42 ENCORE CAPITAL GROUP INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 1822000.00 2122593.56 FXCM INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 1771000.00 1853059.29 FORESTAR GROUP INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 1000000.00 1068435.00 HOLOGIC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 8000000.00 8492072.00 ICONIX BRAND GROUP INC *- 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 3225000.00 4413551.18 INTERMUNE INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 1000000.00 2524481.00 NETSUITE, INC. 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 2164000.00 2308626.61 NORTHSTAR RLTY FIN LTD 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 23763000.00 39157289.24 SALIX PHARMACEUTICALS LTD DEL 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 16186000.00 26388310.96 PFD SHUTTERFLY SER C 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 450000.00 446761.80 TAKE-2 INTERACTIVE SOFTWARE 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 6305000.00 7661268.55 THERAVANCE, INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 2888000.00 3697754.77 TIBCO SOFTWARE, INC. 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 51573800.00 52340960.28 WORKDAY INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 12825000.00 16722514.33 First Tier Security 2014-06-30 2014-06-30 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A 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% 45A99N9G2 Other Repurchase Agreement N AMAG PHARMACEUTICALS INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 3438000.00 3487211.53 AMERICAN RLTY CAP PPTYS INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 15922000.00 17546410.21 BLACKSTONE MTG TR INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 7228000.00 8103419.22 CARDTRONICS, INC. 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 7900000.00 7784739.00 COLONY FINANCIAL, INC. 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 10164000.00 10502633.99 ENDOLOGIX INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 223000.00 215627.17 GT ADVANCED TECHNOLOGIES, INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 13617000.00 22266109.89 PROOFPOINT INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 11853000.00 13701582.03 PROSPECT ENERGY CORPORATION 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 2150000.00 2295840.95 SUNEDISON INC 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 43101000.00 63151294.85 WEBMD HEALTH CORP. 2014-03-31 2014-03-31 N/A Other Instrument OTHER NOTE 33914000.00 34770938.95 First Tier Security 2014-07-21 2014-07-21 N N N 169000000.00 169000000.00 0.0015 Y 169000000.00 169000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.14% 48M9966V0 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2030-09-15 2042-09-15 0 - 11.601 Government Agency Debt 1167137453.90 131840434.23 First Tier Security 2014-04-01 2014-04-01 N N N 128000000.00 128000000.00 0.0011 N 128000000.00 128000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.20% 48M9966F5 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2032-03-15 2044-03-15 2.048 - 10.236 Government Agency Debt 2172511024.00 116050027.26 FEDERAL NATIONAL MORTGAGE ASSOC 2024-01-25 2024-01-25 3.501 - 3.501 Government Agency Debt 4100000.00 4144900.25 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-05-20 2054-02-16 0.858 - 6.953 Government Agency Debt 346054082.00 103321925.59 First Tier Security 2014-04-02 2014-04-02 N N N 217000000.00 217000000.00 0.0019 N 217000000.00 217000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.59% 48M996YX5 0001287279 Other Repurchase Agreement N ABN AMRO BK N.V. 2017-02-02 2017-02-02 4.25 - 4.25 Other Instrument CORPORATE 1050000.00 1135110.05 ALABAMA POWER COMPANY 2015-10-15 2042-12-01 0.55 - 5.5 Other Instrument CORPORATE 438000.00 427159.53 ALLERGAN INC 2016-04-01 2023-03-15 1.35 - 5.75 Other Instrument CORPORATE 218000.00 215144.04 AMERICAN HONDA FINANCE 2016-10-07 2016-10-07 1.125 - 1.125 Other Instrument CORPORATE 7477000.00 7567041.94 BNP PARIBAS/BNP PARIBA 2016-12-12 2016-12-12 0.832 - 0.832 Other Instrument CORPORATE 1282681.00 1285305.35 BERKSHIRE HATHAWAY FINANCE COR 2017-05-15 2043-05-15 1.6 - 4.3 Other Instrument CORPORATE 10780000.00 10893908.23 BERKSHIRE HATHAWAY INC. 2014-08-15 2022-01-31 0.8 - 3.4 Other Instrument CORPORATE 6211000.00 6284414.40 BLACKSTONE HOLDINGS FINANCE CO 2023-02-15 2023-02-15 4.75 - 4.75 Other Instrument CORPORATE 3619000.00 3864887.79 ING BANK N.V. 2014-06-09 2016-03-15 1.375 - 4 Other Instrument CORPORATE 1850000.00 1870596.81 MD HLTH/HGH ED FAC ATH 2014-04-02 2014-04-02 0.05 - 0.05 Other Commercial Paper 18578000.00 18578000.00 NOVARTIS SECURITIES INVESTMENT 2019-02-10 2019-02-10 5.125 - 5.125 Other Instrument CORPORATE 60000.00 68590.09 First Tier Security 2014-06-30 2014-06-30 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 50000000.00 50000000.00 0.0004 Y 50000000.00 50000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M9963W1 0001287279 Other Repurchase Agreement N AMERICAN HOME MORTGAGE ASSET T 2046-12-25 2046-12-25 0.344 - 0.344 Other Instrument GOVERNMENT AGENCY 474000.00 185372.11 ALTERNATIVE LOAN TRUST 2007-OA 2047-04-25 2047-04-25 0.294 - 0.294 Other Instrument GOVERNMENT AGENCY 64722173.00 24291625.46 BCAP LLC TRUST 2007-AA3 2047-05-25 2047-05-25 0.304 - 0.304 Other Instrument GOVERNMENT AGENCY 5055000.00 1553217.86 CWALT, INC., 2005-43 2035-11-20 2035-11-20 1.421 - 1.421 Other Instrument GOVERNMENT AGENCY 63730000.00 21773917.28 CWALT, INC., 2005-79CB 2036-02-25 2036-02-25 1.131 - 1.131 Other Instrument GOVERNMENT AGENCY 66301070.00 14397050.30 IMPAC SECURED ASSETS CORP. 2036-05-25 2036-05-25 0.354 - 0.354 Other Instrument GOVERNMENT AGENCY 68624000.00 21801883.56 INDYMAC INDX MORTGAGE LOAN TRU 2046-04-25 2046-04-25 0.364 - 0.364 Other Instrument GOVERNMENT AGENCY 65400000.00 15719520.07 WAMU MORTGAGE PASS-THROUGH CER 2046-06-25 2046-06-25 1.122 - 1.122 Other Instrument GOVERNMENT AGENCY 70365000.00 21292014.65 First Tier Security 2014-06-30 2014-06-30 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 112000000.00 112000000.00 0.0010 Y 112000000.00 112000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M996YW7 0001287279 Other Repurchase Agreement N ADJUSTABLE RATE MORTGAGE-BACKE 2037-03-25 2037-03-25 0.304 - 0.304 Other Instrument GOVERNMENT AGENCY 67880000.00 11056530.31 ALTERNATIVE LOAN TRUST 2007-QA 2047-05-25 2047-05-25 0.324 - 0.324 Other Instrument GOVERNMENT AGENCY 29365000.00 12446858.46 ALTERNATIVE LOAN TRUST, 2007-9 2037-05-25 2037-05-25 6 - 6 Other Instrument GOVERNMENT AGENCY 33950401.00 10046361.33 BANC OF AMERICA COMMERCIAL MOR 2044-07-10 2044-07-10 5.872 - 5.872 Other Instrument GOVERNMENT AGENCY 20000000.00 12300884.72 BANC OF AMERICA COMMERCIAL MOR 2051-02-10 2051-02-10 5.892 - 5.892 Other Instrument GOVERNMENT AGENCY 7313000.00 3950555.36 BANC OF AMERICA COMMERCIAL MOR 2051-02-10 2051-02-10 6.054 - 6.054 Other Instrument GOVERNMENT AGENCY 5000000.00 1902725.40 BEAR STEARNS ARM TRUST 2000-2 2035-01-25 2035-01-25 4.014 - 4.014 Other Instrument GOVERNMENT AGENCY 6203000.00 1587619.42 BEAR STEARNS COMMERCIAL MORTGA 2041-09-11 2041-09-11 5.957 - 5.957 Other Instrument GOVERNMENT AGENCY 8201000.00 1575938.22 BEAR STEARNS MORTGAGE FUNDING 2037-02-25 2037-02-25 0.354 - 0.354 Other Instrument GOVERNMENT AGENCY 479000.00 278128.57 CSMC MORTGAGE BACKED TRUST 200 2037-02-25 2037-02-25 5.863 - 5.863 Other Instrument GOVERNMENT AGENCY 51913198.00 21960737.47 CWALT, INC., 2005-79CB 2036-03-25 2036-05-25 5.5 - 6 Other Instrument GOVERNMENT AGENCY 22160000.00 5458781.83 ALTERNATIVE LOAN TRUST 2006-J5 2036-09-25 2036-09-25 7 - 7 Other Instrument GOVERNMENT AGENCY 89095000.00 25510718.68 CWMBS, INC. 2003-58 2034-05-25 2034-05-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 7700000.00 3784976.52 CHASE MORTGAGE FINANCE TRUST,S 2035-12-25 2035-12-25 4.948 - 4.948 Other Instrument GOVERNMENT AGENCY 316992000.00 66839463.80 CHASE MORTGAGE FINANCE TRUST S 2036-10-25 2036-10-25 N/A Other Instrument GOVERNMENT AGENCY 1248724.00 15008.97 CITIGROUP MORTGAGE LOAN TRUST, 2035-09-25 2035-09-25 2.659 - 2.659 Other Instrument GOVERNMENT AGENCY 20000000.00 4229300.32 COMM 2006-C7 MORTGAGE TRUST 2046-06-10 2046-06-10 5.793 - 5.793 Other Instrument GOVERNMENT AGENCY 34647347.00 32634016.56 CSFB MORTGAGE-BACKED PASS-THRO 2036-12-15 2036-12-15 5.226 - 5.226 Other Instrument GOVERNMENT AGENCY 6460000.00 5848493.81 CREDIT SUISSE COMMERCIAL MORTG 2040-09-15 2040-09-15 6.03 - 6.03 Other Instrument GOVERNMENT AGENCY 15000000.00 9244730.47 CSFB MORTGAGE-BACKED TRUST SER 2035-10-25 2036-03-25 3.06 - 6 Other Instrument GOVERNMENT AGENCY 80000000.00 15494784.42 FIRST HORIZON ALTERNATIVE MORT 2035-05-25 2035-05-25 2.25 - 2.25 Other Instrument GOVERNMENT AGENCY 25244000.00 6278858.59 GE COMMERCIAL MORTGAGE CORPORA 2044-03-10 2044-03-10 5.278 - 5.278 Other Instrument GOVERNMENT AGENCY 7500000.00 5198206.90 HARBORVIEW MORTGAGE LOAN TRUST 2037-07-19 2037-07-19 0.386 - 0.386 Other Instrument GOVERNMENT AGENCY 42600000.00 11398882.72 J.P. MORGAN MORTGAGE TRUST 200 2034-06-25 2035-10-25 0.454 - 3.141 Other Instrument GOVERNMENT AGENCY 23236799.00 4306189.90 JP MORGAN CHASE COMMERICAL MOR 2047-06-12 2047-06-12 5.522 - 5.522 Other Instrument GOVERNMENT AGENCY 13000000.00 2631219.74 JPMORGAN MORTGAGE TRUST 2007-A 2035-07-25 2035-07-25 2.618 - 2.755 Other Instrument GOVERNMENT AGENCY 36727000.00 5868424.08 LEHMAN XS TRUST, SERIES 2007-2 2037-12-25 2037-12-25 1.304 - 1.304 Other Instrument GOVERNMENT AGENCY 14500000.00 5761038.48 ML-CFC COMMERCIAL MORTGAGE TRU 2050-06-12 2050-06-12 5.745 - 5.745 Other Instrument GOVERNMENT AGENCY 11725000.00 4835780.75 MASTR ADJUSTABLE RATE MORTGAGE 2034-01-25 2034-01-25 2.968 - 2.968 Other Instrument GOVERNMENT AGENCY 10486000.00 881216.18 MERRILL LYNCH MORTGAGE TRUST 2 2039-05-12 2039-05-12 5.657 - 5.657 Other Instrument GOVERNMENT AGENCY 8000000.00 6614435.20 MERRILL LYNCH MORTGAGE TRUST 2 2050-06-12 2050-06-12 5.841 - 5.841 Other Instrument GOVERNMENT AGENCY 45432000.00 27901932.26 ML-CFC COMMERCIAL MORTGAGE TRU 2049-08-12 2049-08-12 5.894 - 5.894 Other Instrument GOVERNMENT AGENCY 27000000.00 15686595.26 NOMURA ASSET ACCEPTANCE CORPOR 2037-04-25 2037-04-25 0.284 - 0.284 Other Instrument GOVERNMENT AGENCY 80189000.00 15190725.51 RALI SERIES 2007-QS1 TRUST 2037-01-25 2037-01-25 0.514 - 0.514 Other Instrument GOVERNMENT AGENCY 120762839.00 29417105.49 RALI SERIES 2007-QS4 2037-03-25 2037-03-25 0.494 - 0.494 Other Instrument GOVERNMENT AGENCY 100000000.00 15732830.76 RALI SERIES 2003-QS4 TRUST 2035-04-25 2035-04-25 N/A Other Instrument GOVERNMENT AGENCY 1000000.00 175489.89 SEQUOIA MORTGAGE TRUST 2007-1 2047-02-20 2047-02-20 2.382 - 2.382 Other Instrument GOVERNMENT AGENCY 15569000.00 4052097.69 STRUCTURED ASSET INVESTMENT LO 2034-09-25 2034-09-25 3.079 - 3.079 Other Instrument GOVERNMENT AGENCY 1150000.00 41374.56 STRUCTURED ASSET SECURITIES CO 2036-03-25 2036-03-25 0.294 - 0.294 Other Instrument GOVERNMENT AGENCY 36235000.00 2442871.04 STRUCTURED ASSET MORTGAGE INVE 2047-05-25 2047-05-25 1.731 - 1.731 Other Instrument GOVERNMENT AGENCY 23778400.00 414086.09 WAMU MORTGAGE PASS-THROUGH CER 2037-03-25 2037-03-25 2.343 - 2.343 Other Instrument GOVERNMENT AGENCY 11738000.00 3589673.39 WAMU MORTGAGE PASS-THROUGH CER 2037-02-25 2037-02-25 4.686 - 4.686 Other Instrument GOVERNMENT AGENCY 35400000.00 22785792.20 WAMU MORTGAGE PASS-THROUGH CER 2036-09-25 2036-09-25 2.197 - 2.197 Other Instrument GOVERNMENT AGENCY 150000.00 60236.77 WMALT SERIRS 2006-5 2036-07-25 2036-07-25 6 - 6 Other Instrument GOVERNMENT AGENCY 11288000.00 2787200.21 WMALT SERIES 2006-AR8 2046-10-25 2046-10-25 0.983 - 0.983 Other Instrument GOVERNMENT AGENCY 67622870.00 13798083.16 First Tier Security 2014-06-30 2014-06-30 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 420000000.00 420000000.00 0.0036 Y 420000000.00 420000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M9964N0 0001287279 Other Repurchase Agreement N BCAP LLC TRUST 2007-AA3 2047-05-25 2047-05-25 0.304 - 0.304 Other Instrument GOVERNMENT AGENCY 81951000.00 25180565.21 BEAR STEARNS MORTGAGE FUNDING 2046-09-25 2046-09-25 0.384 - 0.384 Other Instrument GOVERNMENT AGENCY 108715000.00 26455778.96 CWALT, INC., 2005-13CB 2035-05-25 2035-05-25 0.554 - 0.554 Other Instrument GOVERNMENT AGENCY 98221000.00 22385767.37 WAMU MORTGAGE PASS-THROUGH CER 2046-08-25 2046-08-25 1.133 - 1.133 Other Instrument GOVERNMENT AGENCY 109700000.00 34013542.16 First Tier Security 2014-07-10 2014-07-10 N N N 100000000.00 100000000.00 0.0009 Y 100000000.00 100000000.00 J.P. Morgan Securities, Inc. J.P. 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4.4 Other Instrument CORPORATE 6784585.00 6776187.20 AMERICAN TOWER CORP FORMERLY AMERICAN TOWER SYS 2017-10-15 2017-10-15 7 - 7 Other Instrument CORPORATE 6997000.00 8346845.69 BBVA BANCO CONTL 2018-04-08 2018-04-08 3.25 - 3.25 Other Instrument CORPORATE 4349586.00 4434916.42 CMS ENERGY CORP 2043-03-31 2043-03-31 4.7 - 4.7 Other Instrument CORPORATE 5893000.00 5885872.74 CANADIAN NAT RES LTD 2017-05-15 2017-05-15 5.7 - 5.7 Other Instrument CORPORATE 16250000.00 18625154.16 CITIGROUP INC 2025-09-13 2025-09-13 5.5 - 5.5 Other Instrument CORPORATE 9910000.00 10585862.00 DISCOVER BK NEW CASTLE DEL 2026-03-13 2026-03-13 4.25 - 4.25 Other Instrument CORPORATE 16250000.00 16307525.00 ENLINK MIDSTREAM PARTNERS LP 2024-04-01 2024-04-01 4.4 - 4.4 Other Instrument CORPORATE 8550000.00 8913802.50 ENTERPRISE PRODS OPER LLC 2023-03-15 2041-02-01 3.35 - 5.95 Other Instrument CORPORATE 26650000.00 27743220.99 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2016-12-15 2016-12-15 8 - 8 Other Instrument CORPORATE 12225000.00 14593906.15 GS CALTEX CORP 2017-04-24 2017-04-24 5.5 - 5.5 Other Instrument CORPORATE 12966673.00 14451436.29 GILEAD SCIENCES INC 2024-04-01 2024-04-01 3.7 - 3.7 Other Instrument CORPORATE 16408000.00 16472592.83 GOLDMAN SACHS GROUP INC 2018-01-22 2024-03-03 2.375 - 4 Other Instrument CORPORATE 27152000.00 27333226.81 LIFE TECHNOLOGIES CORP 2020-03-01 2020-03-01 6 - 6 Other Instrument CORPORATE 17690491.00 20460998.79 LYONDELLBASELL INDS N V 2019-04-15 2019-04-15 5 - 5 Other Instrument CORPORATE 5200000.00 5905928.89 MACK-CALI RLTY L P 2023-05-15 2023-05-15 3.15 - 3.15 Other Instrument CORPORATE 22329065.00 20201774.98 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2017-01-09 2017-01-09 5.45 - 5.45 Other Instrument CORPORATE 9475000.00 10585317.34 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2016-02-25 2019-01-24 1.087 - 1.484 Other Instrument CORPORATE 33239339.00 33449511.52 MORGAN STANLEY 2021-01-25 2021-01-25 5.75 - 5.75 Other Instrument CORPORATE 5470000.00 6327814.51 MORGAN STANLEY 2022-11-01 2022-11-01 4.875 - 4.875 Other Instrument CORPORATE 9356808.00 10017141.33 NATIONAL RETAIL PPTYS INC 2022-10-15 2022-10-15 3.8 - 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