0000278001-14-000034.txt : 20140630 0000278001-14-000034.hdr.sgml : 20140630 20140507111344 ACCESSION NUMBER: 0000278001-14-000034 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140430 FILED AS OF DATE: 20140507 DATE AS OF CHANGE: 20140507 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: 14819496 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 2014-04-30 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC. 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 47 83 116475516940.85 403553076.00 785688067.69 116093381949.16 0.0025 1.0004 2014-04-30 1.0004 2014-04-30 C000019553 2500.00 116093381949.16 1.00 -606723818.43 25110188713.81 25716912532.24 0.0001 1.0004 2014-04-30 1.0004 2014-04-30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.24% 06366LDW5 Certificate of Deposit First Tier Security 2014-05-17 2015-01-12 N N N 912000000.00 912000000.00 0.0079 N 912030096.00 912030096.00 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 1129106464.70 1129106464.70 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 212000000.00 212000000.00 0.0018 N 212022048.00 212022048.00 Bank of Nova Scotia Bank of Nova Scotia, 0.21% 06417HJJ6 Certificate of Deposit First Tier Security 2014-05-12 2014-12-06 N N N 433000000.00 433000000.00 0.0037 N 432949339.00 432949339.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HEN2 Certificate of Deposit First Tier Security 2014-05-06 2014-12-29 N N N 433000000.00 433000000.00 0.0037 N 433236851.00 433236851.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HDY9 Certificate of Deposit First Tier Security 2014-05-23 2015-01-16 N N N 869000000.00 869000000.00 0.0075 N 869727353.00 869727353.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HHT6 Certificate of Deposit First Tier Security 2014-05-30 2015-03-31 N N N 445000000.00 445000000.00 0.0038 N 444919455.00 444919455.00 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 600129360.00 600129360.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2014-05-12 2014-10-08 N N N 406000000.00 406000000.00 0.0035 N 406043848.00 406043848.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538G7G1 Certificate of Deposit First Tier Security 2014-08-01 2014-08-01 N N N 503000000.00 503000000.00 0.0043 N 503025904.50 503025904.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HBP4 Certificate of Deposit First Tier Security 2014-08-19 2014-08-19 N N N 241000000.00 241000000.00 0.0021 N 240985130.30 240985130.30 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 455008053.50 455008053.50 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 0.0120 N 1388039974.40 1388039974.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GVU3 Certificate of Deposit First Tier Security 2014-05-14 2014-05-14 N N N 349000000.00 349000000.00 0.0030 N 349010819.00 349010819.00 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 1000044400.00 1000044400.00 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 1259080953.70 1259080953.70 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 269017242.90 269017242.90 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 1315089288.50 1315089288.50 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 439048597.30 439048597.30 BNP Paribas New York Branch BNP Paribas New York Branch, 0.26% 05574RFA8 Certificate of Deposit First Tier Security 2014-09-15 2014-09-15 N N N 860000000.00 860000000.00 0.0074 N 859934124.00 859934124.00 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 600031860.00 600031860.00 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 0.0050 N 575031165.00 575031165.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13606YZK5 Certificate of Deposit First Tier Security 2014-05-16 2015-01-09 N N N 1249000000.00 1249000000.00 0.0108 N 1249056205.00 1249056205.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.27% 13606YRX6 Certificate of Deposit First Tier Security 2014-05-06 2014-10-02 N N N 403000000.00 403000000.00 0.0035 N 403023374.00 403023374.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2014-05-06 2014-09-30 N N N 405000000.00 405000000.00 0.0035 N 404866755.00 404866755.00 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 926104823.20 926104823.20 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 0.0074 N 855096871.50 855096871.50 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 1279156549.60 1279156549.60 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536GR94 Certificate of Deposit First Tier Security 2014-05-01 2014-05-01 N N N 839000000.00 839000000.00 0.0072 N 838999328.80 838999328.80 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536GS51 Certificate of Deposit First Tier Security 2014-05-06 2014-05-06 N N N 436000000.00 436000000.00 0.0038 N 435997820.00 435997820.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536GS77 Certificate of Deposit First Tier Security 2014-05-07 2014-05-07 N N N 868000000.00 868000000.00 0.0075 N 868000000.00 868000000.00 Credit Suisse AG Credit Suisse AG, 0.30% 22549TXS2 Certificate of Deposit First Tier Security 2014-05-06 2014-11-03 N N N 779000000.00 779000000.00 0.0067 N 778922879.00 778922879.00 Credit Suisse AG Credit Suisse AG, 0.30% 22549TLL0 Certificate of Deposit First Tier Security 2014-05-06 2014-06-06 N N N 644000000.00 644000000.00 0.0055 N 644050232.00 644050232.00 Credit Suisse AG Credit Suisse AG, 0.30% 22549TLT3 Certificate of Deposit First Tier Security 2014-05-09 2014-06-09 N N N 215000000.00 215000000.00 0.0019 N 215018705.00 215018705.00 Credit Suisse AG Credit Suisse AG, 0.30% 22549TPL6 Certificate of Deposit First Tier Security 2014-05-09 2014-07-09 N N N 1277000000.00 1277000000.00 0.0110 N 1277162179.00 1277162179.00 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 233050677.50 233050677.50 Deutsche Bank Deutsche Bank, 0.23% 25152XTB6 Certificate of Deposit First Tier Security 2014-06-26 2014-06-26 N N N 40000000.00 40000000.00 0.0003 N 40000000.00 40000000.00 Deutsche Bank Deutsche Bank, 0.23% 25152XSX9 Certificate of Deposit First Tier Security 2014-06-27 2014-06-27 N N N 1150000000.00 1150000000.00 0.0099 N 1150000000.00 1150000000.00 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 500033950.00 500033950.00 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 196023637.60 196023637.60 KBC Bank NV KBC Bank NV, 0.18% 4823T0ZH5 Certificate of Deposit First Tier Security 2014-05-01 2014-05-01 N N N 2444000000.00 2444000000.00 0.0211 N 2444001466.40 2444001466.40 KBC Bank NV KBC Bank NV, 0.18% 4823T0ZJ1 Certificate of Deposit First Tier Security 2014-05-06 2014-05-06 N N N 2035000000.00 2035000000.00 0.0175 N 2035006715.50 2035006715.50 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.28% 60682AMK9 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 217000000.00 217000000.00 0.0019 N 217009765.00 217009765.00 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 276001214.40 276001214.40 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 0.0038 N 436031304.80 436031304.80 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 0.0038 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 435037149.00 435037149.00 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 438049318.80 438049318.80 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 434034633.20 434034633.20 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 434036065.40 434036065.40 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 434036586.20 434036586.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LSH0 Certificate of Deposit First Tier Security 2014-08-22 2014-08-22 N N N 441000000.00 441000000.00 0.0038 N 441027871.20 441027871.20 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 2303065174.90 2303065174.90 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873E2M2 Certificate of Deposit First Tier Security 2014-07-01 2014-07-01 N N N 1162000000.00 1162000000.00 0.0100 N 1162059959.20 1162059959.20 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873E2U4 Certificate of Deposit First Tier Security 2014-07-02 2014-07-02 N N N 400000000.00 400000000.00 0.0034 N 400000000.00 400000000.00 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 1000006400.00 1000006400.00 National Bank of Canada National Bank of Canada, 0.30% 63307UEA5 Certificate of Deposit First Tier Security 2014-05-12 2014-07-09 N N N 201000000.00 201000000.00 0.0017 N 201016482.00 201016482.00 National Bank of Canada National Bank of Canada, 0.30% 63307UDX6 Certificate of Deposit First Tier Security 2014-05-22 2014-07-21 N N N 1610000000.00 1610000000.00 0.0139 N 1610106260.00 1610106260.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2014-05-20 2014-10-17 N N N 1201000000.00 1200836641.77 0.0103 N 1201150125.00 1201150125.00 Royal Bank of Canada Royal Bank of Canada, 0.20% 78009NNZ5 Certificate of Deposit First Tier Security 2014-05-06 2014-06-03 N N N 425000000.00 425000000.00 0.0037 N 425016575.00 425016575.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRB4 Certificate of Deposit First Tier Security 2014-05-09 2015-04-09 N N N 435000000.00 435000000.00 0.0037 N 434919525.00 434919525.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRC2 Certificate of Deposit First Tier Security 2014-05-15 2015-04-15 N N N 65000000.00 65000000.00 0.0006 N 64987715.00 64987715.00 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 909058539.60 909058539.60 Societe Generale Societe Generale, 0.25% 83368NWJ6 Certificate of Deposit First Tier Security 2014-05-30 2014-06-04 Y SOCIETE GENERALE NY N/A N/A N N 1500000000.00 1500000000.00 0.0129 N 1499859000.00 1499859000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86562JAE7 Certificate of Deposit First Tier Security 2014-05-19 2014-07-21 N N N 206000000.00 206000000.00 0.0018 N 206003914.00 206003914.00 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 220000374.00 220000374.00 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 412001359.60 412001359.60 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 427003544.10 427003544.10 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 478011137.40 478011137.40 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 307014306.20 307014306.20 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 476027036.80 476027036.80 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 44000822.80 44000822.80 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 390007644.00 390007644.00 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 446009232.20 446009232.20 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 404009251.60 404009251.60 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 427010119.90 427010119.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562US78 Certificate of Deposit First Tier Security 2014-08-26 2014-08-26 N N N 200000000.00 200000000.00 0.0017 N 200000000.00 200000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UU83 Certificate of Deposit First Tier Security 2014-08-29 2014-08-29 N N N 484000000.00 484000000.00 0.0042 N 484000000.00 484000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2014-05-15 2014-10-15 N N N 890000000.00 890000000.00 0.0077 N 890042720.00 890042720.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.25% 86563KMF7 Certificate of Deposit First Tier Security 2014-09-17 2014-09-17 N N N 760000000.00 760000000.00 0.0065 N 760000000.00 760000000.00 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 0.0038 N 436026072.80 436026072.80 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 0.0038 N 436027162.80 436027162.80 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 648045230.40 648045230.40 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KLS0 Certificate of Deposit First Tier Security 2014-08-27 2014-08-27 N N N 490000000.00 490000000.00 0.0042 N 490024206.00 490024206.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KLV3 Certificate of Deposit First Tier Security 2014-09-08 2014-09-08 N N N 801000000.00 801000000.00 0.0069 N 801014498.10 801014498.10 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 0.0044 N 506005970.80 506005970.80 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 376042224.80 376042224.80 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 498009950.54 0.0043 N 498029979.60 498029979.60 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 965019681.37 0.0083 N 965059251.00 965059251.00 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 431136023.60 431136023.60 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 685215158.50 685215158.50 UBS AG UBS AG, 0.25% 90267RWK1 Certificate of Deposit First Tier Security 2014-05-06 2014-10-03 N N N 1193000000.00 1193000000.00 0.0103 N 1192902174.00 1192902174.00 UBS AG UBS AG, 0.27% 90267RVB2 Certificate of Deposit First Tier Security 2014-05-12 2014-07-11 N N N 639000000.00 639000000.00 0.0055 N 639003195.00 639003195.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.22% 10513DA59 Certificate of Deposit First Tier Security 2014-08-28 2014-08-28 N N N 299000000.00 299000000.00 0.0026 N 299049813.40 299049813.40 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.22% 10513DA67 Certificate of Deposit First Tier Security 2014-08-29 2014-08-29 N N N 360000000.00 360000000.00 0.0031 N 360060480.00 360060480.00 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 0.0076 N 877157772.30 877157772.30 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 397074080.20 397074080.20 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 277037284.20 277037284.20 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 276037894.80 276037894.80 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 551078737.90 551078737.90 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 1164167965.20 1164167965.20 Citibank NA Citibank NA, 0.23% 17304UNX4 Certificate of Deposit First Tier Security 2014-05-09 2014-05-09 N N N 173000000.00 173000000.00 0.0015 N 173007352.50 173007352.50 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 350021000.00 350021000.00 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 445033375.00 445033375.00 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 409540950.00 409540950.00 RBS Citizens NA RBS Citizens NA, 0.30% 74929NBK7 Certificate of Deposit Second Tier Security 2014-05-28 2014-05-28 N N N 584000000.00 584000000.00 0.0050 N 584063597.60 584063597.60 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 9497P66D5 Certificate of Deposit First Tier Security 2014-05-19 2014-12-12 N N N 250000000.00 250000000.00 0.0022 N 249970750.00 249970750.00 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 500018500.00 500018500.00 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 500018650.00 500018650.00 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 87007438.50 87007438.50 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 437048026.30 437048026.30 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 218000151.30 0.0019 N 218002899.40 218002899.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 01L99G7X3 Certificate of Deposit First Tier Security 2014-07-29 2014-07-29 N N N 499000000.00 498691782.78 0.0043 N 498738174.70 498738174.70 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS1062134454 0000833029 Certificate of Deposit First Tier Security 2014-05-27 2014-10-24 N N N 1970000000.00 1970000000.00 0.0170 N 1969814820.00 1969814820.00 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 823013826.40 823013826.40 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 2954880465.02 0.0255 N 2954988180.00 2954988180.00 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 2474205937.83 0.0213 N 2474802000.00 2474802000.00 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 175662304.19 0.0015 N 175667791.26 175667791.26 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 1505316098.57 0.0130 N 1505382742.00 1505382742.00 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 391128009.77 0.0034 N 391137632.00 391137632.00 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 587064557.14 0.0051 N 587068679.00 587068679.00 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 364677887.10 0.0031 N 364785590.00 364785590.00 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 631215765.47 0.0054 N 631443593.00 631443593.00 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 443068212.21 0.0038 N 443201230.00 443201230.00 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 801372305.44 0.0069 N 801406400.00 801406400.00 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 250181638.35 0.0022 N 250205000.00 250205000.00 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 960515241.16 0.0083 N 960872750.00 960872750.00 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 400662039.65 0.0035 N 400820000.00 400820000.00 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 74688617.99 0.0006 N 74689072.96 74689072.96 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 166994665.28 0.0014 N 166996376.10 166996376.10 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 750837283.38 0.0065 N 750880666.10 750880666.10 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 425850308.45 0.0037 N 425890645.80 425890645.80 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NEV4 Financial Company Commercial Paper Second Tier Security 2014-05-29 2014-05-29 N N N 20000000.00 19995800.00 0.0002 N 19996310.00 19996310.00 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NEV4 Financial Company Commercial Paper Second Tier Security 2014-05-29 2014-05-29 N N N 20000000.00 19995800.00 0.0002 N 19996310.00 19996310.00 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NEV4 Financial Company Commercial Paper Second Tier Security 2014-05-29 2014-05-29 N N N 20000000.00 19995800.00 0.0002 N 19996310.00 19996310.00 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NEW2 Financial Company Commercial Paper Second Tier Security 2014-05-30 2014-05-30 N N N 17000000.00 16996302.50 0.0001 N 16996741.10 16996741.10 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NF68 Financial Company Commercial Paper Second Tier Security 2014-06-06 2014-06-06 N N N 30000000.00 29991900.00 0.0003 N 29992632.00 29992632.00 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NFC5 Financial Company Commercial Paper Second Tier Security 2014-06-12 2014-06-12 N N N 45000000.00 44985825.00 0.0004 N 44986725.00 44986725.00 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 105000000.00 0.0009 N 104999884.50 104999884.50 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 104999358.32 0.0009 N 104999769.00 104999769.00 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 83997946.67 0.0007 N 83999529.60 83999529.60 JPMorgan Securities LLC JPMorgan Securities LLC, 0.22% 46640CAM4 Financial Company Commercial Paper First Tier Security 2014-05-07 2014-11-07 N N N 950000000.00 950000000.00 0.0082 N 949904050.00 949904050.00 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 461566875.00 0.0040 N 461689536.00 461689536.00 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 999816666.80 0.0086 N 999890100.00 999890100.00 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 99933416.70 0.0009 N 99945930.00 99945930.00 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 424714246.58 0.0037 N 424767950.00 424767950.00 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 211854691.64 0.0018 N 211880771.20 211880771.20 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 211853307.74 0.0018 N 211879647.60 211879647.60 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 270807175.96 0.0023 N 270840191.30 270840191.30 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHK7 Financial Company Commercial Paper First Tier Security 2014-08-19 2014-08-19 N N N 135000000.00 134903062.50 0.0012 N 134919243.00 134919243.00 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 150867119.94 0.0013 N 150874307.60 150874307.60 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ACD9 Financial Company Commercial Paper First Tier Security 2014-05-19 2014-09-15 N N N 300000000.00 300000000.00 0.0026 N 300000900.00 300000900.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ACE7 Financial Company Commercial Paper First Tier Security 2014-05-19 2014-09-16 N N N 245000000.00 245000000.00 0.0021 N 245000735.00 245000735.00 BPCE SA BPCE SA, 0.25% 05571CE72 Other Commercial Paper First Tier Security 2014-05-07 2014-05-07 N N N 45000000.00 44998125.00 0.0004 N 44998951.50 44998951.50 BPCE SA BPCE SA, 0.25% 05571CE98 Other Commercial Paper First Tier Security 2014-05-09 2014-05-09 N N N 500000000.00 499972222.20 0.0043 N 499984650.00 499984650.00 BPCE SA BPCE SA, 0.25% 05571CEE7 Other Commercial Paper First Tier Security 2014-05-14 2014-05-14 N N N 207000000.00 206981312.50 0.0018 N 206989608.60 206989608.60 Comcast Corp. Comcast Corp., 0.25% 2003A3E67 Other Commercial Paper Second Tier Security 2014-05-06 2014-05-06 N N N 67246000.00 67243665.07 0.0006 N 67243760.71 67243760.71 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.25% 63946EEG5 Other Commercial Paper Second Tier Security 2014-05-16 2014-05-16 N N N 33000000.00 32996562.50 0.0003 N 32996891.40 32996891.40 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.25% 63946EEG5 Other Commercial Paper Second Tier Security 2014-05-16 2014-05-16 N N N 27200000.00 27197166.67 0.0002 N 27197437.76 27197437.76 Northeast Utilities Northeast Utilities, 0.20% 66439UE19 Other Commercial Paper Second Tier Security 2014-05-01 2014-05-01 N N N 50000000.00 50000000.00 0.0004 N 49999720.00 49999720.00 Sempra Global Sempra Global, 0.27% 81685MED1 Other Commercial Paper Second Tier Security 2014-05-13 2014-05-13 N N N 25000000.00 24997750.00 0.0002 N 24998572.50 24998572.50 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.25% 88159CEC7 Other Commercial Paper Second Tier Security 2014-05-12 2014-05-12 N N N 61000000.00 60995340.27 0.0005 N 60995809.30 60995809.30 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 100000000.00 0.0009 N 99999890.00 99999890.00 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 30999181.94 0.0003 N 30999792.30 30999792.30 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 49998680.56 0.0004 N 49999665.00 49999665.00 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 20999335.00 0.0002 N 20999836.20 20999836.20 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BE70 Other Commercial Paper First Tier Security 2014-05-07 2014-05-07 N N N 50000000.00 49998416.67 0.0004 N 49999610.00 49999610.00 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 43998777.78 0.0004 N 43999705.20 43999705.20 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 99997222.22 0.0009 N 99999330.00 99999330.00 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 149994999.99 0.0013 N 149998830.00 149998830.00 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 24198924.44 0.0002 N 24199758.00 24199758.00 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 37997044.44 0.0003 N 37999365.40 37999365.40 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 44979500.00 0.0004 N 44989105.50 44989105.50 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BLH0 Other Commercial Paper First Tier Security 2014-11-17 2014-11-17 N N N 28000000.00 27968888.89 0.0002 N 27974830.80 27974830.80 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BLJ6 Other Commercial Paper First Tier Security 2014-11-18 2014-11-18 N N N 30000000.00 29966500.00 0.0003 N 29972730.00 29972730.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.35% 92344PUX2 Other Commercial Paper Second Tier Security 2014-05-01 2014-06-13 Y VERIZON COMMUNICATIONS INC N/A N/A N N 577500000.00 577500000.00 0.0050 N 577415107.50 577415107.50 Viacom, Inc. Viacom, Inc., 0.20% 9255M3E14 Other Commercial Paper Second Tier Security 2014-05-01 2014-05-01 N N N 24000000.00 24000000.00 0.0002 N 23999865.60 23999865.60 Fannie Mae Fannie Mae, 0.14% 3135G0YU1 Government Agency Debt First Tier Security 2014-05-21 2015-10-21 N N N 1500000000.00 1499774637.00 0.0129 N 1500243000.00 1500243000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1LD8 Government Agency Debt First Tier Security 2014-07-07 2015-10-07 N N N 250000000.00 249944870.05 0.0022 N 249951250.00 249951250.00 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 0.0022 N 250094000.00 250094000.00 Freddie Mac Freddie Mac, 0.14% 3134G4DT2 Government Agency Debt First Tier Security 2014-05-16 2015-07-16 N N N 250000000.00 249969400.00 0.0022 N 250066250.00 250066250.00 Freddie Mac Freddie Mac, 0.14% 3134G4DU9 Government Agency Debt First Tier Security 2014-05-17 2015-07-17 N N N 263500000.00 263467674.45 0.0023 N 263569827.50 263569827.50 Dominion Resources, Inc. Dominion Resources, Inc., 0.35% 25746UBV0 Other Note Second Tier Security 2014-05-21 2014-06-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 327000000.00 327000000.00 0.0028 N 326933292.00 326933292.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.26% 86959JDE5 Other Note First Tier Security 2014-05-15 2014-10-15 N N N 208000000.00 208000000.00 0.0018 N 208001664.00 208001664.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JCX4 Other Note First Tier Security 2014-05-27 2014-10-27 N N N 816000000.00 816000000.00 0.0070 N 815949408.00 815949408.00 Texas Gen. Oblig. Texas Gen. Oblig., 2.00% TRAN Series 2013 882723CX5 Other Municipal Debt First Tier Security 2014-08-28 2014-08-28 N N N 540500000.00 543680903.10 0.0047 N 543834885.00 543834885.00 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 2014-05-07 2014-05-07 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 North Broward Hosp. District Rev. North Broward Hosp. District Rev., 0.12% Series 2005 A, LOC Wells Fargo Bank NA VRDN 657883CN2 Variable Rate Demand Note First Tier Security 2014-05-07 2014-05-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 57000000.00 57000000.00 0.0005 N 57000000.00 57000000.00 Orlando & Orange County Expressway Auth. Rev. Orlando & Orange County Expressway Auth. Rev., 0.11% Series 2008 B2, LOC TD Banknorth, NA VRDN 686543PX1 Variable Rate Demand Note First Tier Security 2014-05-07 2014-05-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 52100000.00 52100000.00 0.0004 N 52100000.00 52100000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.33% (Motiva Enterprises LLC Proj.) Series 2010 B VRDN 735220AU9 Variable Rate Demand Note Second Tier Security 2014-05-01 2014-05-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 28400000.00 28400000.00 0.0002 N 28400000.00 28400000.00 Univ. of Texas Board of Regents Sys. Rev. Univ. of Texas Board of Regents Sys. Rev., 0.10% Series 2008 B, (Liquidity Facility Univ. of Texas Invt. Mgmt. Co.) VRDN 915137T94 Variable Rate Demand Note First Tier Security 2014-05-07 2014-05-07 Y UNIV OF TX INVESTMENT MNGT CO N/A N/A N N 60345000.00 60345000.00 0.0005 N 60345000.00 60345000.00 Louisiana Pub. Facilities Auth. Hosp. Rev. Louisiana Pub. Facilities Auth. Hosp. Rev., 0.13% (Franciscan Missionaries of Our Lady Health Sys. Proj.) 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4.729 Other Instrument GOVERNMENT AGENCY 195000.00 161903.35 CSMC TRUST 2007-5R 2036-07-26 2036-07-26 6.5 - 6.5 Other Instrument GOVERNMENT AGENCY 5602523.00 1705808.37 CWABS ASSET-BACKED CERTIFICATE 2047-04-25 2047-04-25 0.382 - 0.382 Other Instrument ASSET BACKED 15339000.00 6831317.23 CITIBANK CREDIT CARD ISSUANCE 2037-10-25 2037-10-25 1.152 - 1.152 Other Instrument ASSET BACKED 1415000.00 496401.24 COBALT CMBS COMMERCIAL MORTGAG 2048-08-15 2048-08-15 0.982 - 0.982 Other Instrument GOVERNMENT AGENCY 33800000.00 339772.94 CREDIT SUISSE COMMERCIAL MORTG 2039-09-15 2039-09-15 5.538 - 5.538 Other Instrument GOVERNMENT AGENCY 2505000.00 2444469.43 CWHEQ HOME EQUITY LOAN TRUST, 2034-07-25 2034-07-25 5.834 - 5.834 Other Instrument ASSET BACKED 15000.00 6366.87 DEUTSCHE ALT-A SECURITIES INC. 2036-02-25 2036-02-25 2.652 - 2.652 Other Instrument GOVERNMENT AGENCY 1720000.00 536633.24 GS MORTGAGE SECURITIES TRUST 2 2045-08-10 2045-08-10 5.997 - 5.997 Other Instrument GOVERNMENT AGENCY 1330000.00 1385677.74 GRANITE MASTER ISSUER PLC SERI 2054-12-17 2054-12-17 0.331 - 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1.332 Other Instrument ASSET BACKED 450000.00 16632.02 OAKWOOD MORTGAGE INVESTORS 199 2029-11-15 2029-11-15 7.84 - 7.84 Other Instrument ASSET BACKED 505000.00 83971.21 OPTION ONE MORTGAGE LOAN TRUST 2037-03-25 2037-03-25 0.452 - 0.452 Other Instrument ASSET BACKED 980000.00 7362.56 ORIENT POINT CDO II, LTD 2051-11-03 2051-11-03 0.329 - 0.329 Other Instrument ASSET BACKED 6005000.00 741371.23 PEGASUS AVIATION LEASE SECURIT 2031-05-10 2031-05-10 0.634 - 0.634 Other Instrument ASSET BACKED 3115000.00 1065230.41 POPULAR ABS MORTGAGE PASS-THRO 2035-08-25 2035-11-25 0.852 - 2.052 Other Instrument ASSET BACKED 1472022.00 277715.08 RALI SERIES 2006-QS10 TRUST 2036-08-25 2036-08-25 6.5 - 6.5 Other Instrument GOVERNMENT AGENCY 3000000.00 906551.51 RALI SERIES 2006-QS11 TRUST 2036-08-25 2036-08-25 6.5 - 6.5 Other Instrument GOVERNMENT AGENCY 2535000.00 1280527.20 RASC SERIES 2006-EMX2 TRUST 2036-02-25 2036-02-25 0.552 - 0.552 Other Instrument ASSET BACKED 2925000.00 2119992.38 RENAISSANCE HOME EQUITY LOAN T 2036-05-25 2036-05-25 0.452 - 0.452 Other Instrument ASSET BACKED 1710000.00 810521.31 SLM STUDENT LN EDC REPACKAGING 2029-10-28 2029-10-28 3.5 - 3.5 Other Instrument ASSET BACKED 20000.00 16474.79 SOUNDVIEW HOME LOAN TRUST 2006 2036-11-25 2036-11-25 0.322 - 0.322 Other Instrument ASSET BACKED 4165000.00 1291188.37 SOUNDVIEW HOME LOAN TRUST 2007 2037-10-25 2037-10-25 1.102 - 1.102 Other Instrument ASSET BACKED 15000.00 8989.78 SPRINGLEAF MTG LN TR 2012-3 2059-12-25 2059-12-25 4.44 - 4.44 Other Instrument GOVERNMENT AGENCY 70000.00 72340.42 STRUCTURED ADJUSTABLE RATE MOR 2036-03-25 2036-03-25 4.925 - 4.925 Other Instrument GOVERNMENT AGENCY 40000.00 9086.61 STRUCTURED ASSET INVESTMENT LO 2035-06-25 2035-06-25 0.872 - 0.872 Other Instrument ASSET BACKED 1090000.00 875904.85 WAMU MORTGAGE PASS-THROUGH TRU 2036-01-25 2036-01-25 4.697 - 4.697 Other Instrument GOVERNMENT AGENCY 205000.00 57951.25 WASHINGTON MUTUAL MORTGAGE PAS 2037-04-25 2037-04-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 30000.00 9192.97 First Tier Security 2014-07-21 2014-07-21 N N N 45000000.00 45000000.00 0.0004 Y 45000000.00 45000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.70% 48R9924E4 0000318336 Other Repurchase Agreement N 51-100 2017-04-18 2053-09-16 0.021 - 8.31 Other Instrument MORTGAGE 1012395372.32 145577481.90 First Tier Security 2014-10-14 2014-10-14 N N N 135000000.00 135000000.00 0.0012 Y 135000000.00 135000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.70% 48R9924R5 0000318336 Other Repurchase Agreement N 51-100 2014-08-04 2051-02-10 0 - 11.861 Other Instrument MORTGAGE 659765724.00 98085918.50 First Tier Security 2014-10-20 2014-10-20 N N N 91000000.00 91000000.00 0.0008 Y 91000000.00 91000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N9983C0 0000318336 Other Repurchase Agreement N 51-100 2014-07-07 2054-12-17 0 - 6.75 Other Instrument MORTGAGE 555152900.00 117013970.16 First Tier Security 2014-05-02 2014-05-02 N N N 108000000.00 108000000.00 0.0009 N 108000000.00 108000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N9984P0 0000318336 Other Repurchase Agreement N 101-500 2014-08-04 2058-06-25 0 - 36.286 Other Instrument MORTGAGE 2582785407.00 350471876.40 First Tier Security 2014-05-09 2014-05-09 N N N 324000000.00 324000000.00 0.0028 Y 324000000.00 324000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N9989T7 0000318336 Other Repurchase Agreement N 101-500 2014-08-04 2053-09-16 0 - 8.06 Other Instrument MORTGAGE 1559265566.00 231332790.33 First Tier Security 2014-06-04 2014-06-04 N N N 214000000.00 214000000.00 0.0018 Y 214000000.00 214000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48R992FY8 0000318336 Other Repurchase Agreement N 51-100 2024-10-28 2053-06-16 0 - 36.286 Other Instrument MORTGAGE 468539287.00 117667263.70 First Tier Security 2014-07-03 2014-07-03 N N N 109000000.00 109000000.00 0.0009 Y 109000000.00 109000000.00 HSBC Securities, Inc. HSBC Securities, Inc., 0.23% 48R993KX2 0000853784 Other Repurchase Agreement N 51-100 2014-09-15 2045-02-15 1 - 10.179 Other Instrument CORPORATE 193313000.00 210004215.75 First Tier Security 2014-05-01 2014-05-01 N N N 200000000.00 200000000.00 0.0017 N 200000000.00 200000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.50% 45A99N9L1 Other Repurchase Agreement N KODIAK OIL & GAS CORP 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 4529049.00 56522531.52 First Tier Security 2014-07-29 2014-07-29 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 52000000.00 52000000.00 0.0004 Y 52000000.00 52000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.59% 45A99N9F4 Other Repurchase Agreement N AMERICAN RLTY CAP PPTYS INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 41805000.00 44126853.27 AMERICAN RESIDENTIAL PPTYS OP 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 1155000.00 1256955.32 BLACKSTONE MTG TR INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 8348000.00 9468385.08 CARDTRONICS, INC. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 4917000.00 4515836.72 GT ADVANCED TECHNOLOGIES, INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 14284000.00 22049353.76 JDS UNIPHASE CORP. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 7250000.00 7556885.25 MICRON TECHNOLOGY, INC. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 1070000.00 2834446.05 RAMBUS INC. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 10482000.00 12716290.71 RESOURCE CAPITAL CORP. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 1127000.00 1160243.12 SEACOR HLDGS INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 1693000.00 1699467.26 SERVICENOW INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 3678000.00 3714927.12 SOLARCITY CORP 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 6226000.00 7533173.60 SPANSION LLC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 16100000.00 22923872.30 WEB.COM GROUP INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 24800000.00 27571672.80 WEBMD HEALTH CORP. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 33165000.00 35528603.22 WELLPOINT INC COM < 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 15979000.00 22799987.69 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 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 2010000.00 1947609.60 ASCENT MEDIA CORPORATION 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 3686000.00 3609618.71 BLUCORA INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 6250000.00 6955450.00 BOTTOMLINE TECHNOLOGIES, INC. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 645000.00 785603.55 CIENA CORPORATION 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 9158000.00 12316969.68 COBALT INTL ENERGY INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 2643500.00 2518324.99 COLONY FINANCIAL, INC. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 3500000.00 3723552.00 CONCUR TECHNOLOGIES, INC. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 5394000.00 6066842.17 CORNERSTONE ONDEMAND INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 94000.00 98425.52 ENCORE CAPITAL GROUP INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 8762000.00 9944607.14 FXCM INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 1389000.00 1474659.63 FORESTAR GROUP INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 125000.00 133391.25 HOLOGIC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 12887000.00 13762104.62 ICONIX BRAND GROUP INC *- 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 3225000.00 4397503.58 INTERMUNE INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 2000000.00 5012748.00 MERRIMACK PHARMACEUTICALS INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 2666000.00 2585913.36 MICRON TECHNOLOGY, INC. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 23702000.00 62786953.53 NORTHSTAR RLTY FIN LTD 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 17234000.00 28550464.82 SALIX PHARMACEUTICALS LTD DEL 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 16186000.00 28706793.60 PFD SHUTTERFLY SER C 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 15713000.00 15692620.24 TAKE-2 INTERACTIVE SOFTWARE 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 5996000.00 7066843.63 THERAVANCE, INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 2025000.00 2404701.68 WORKDAY INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 15111000.00 17816881.44 First Tier Security 2014-07-29 2014-07-29 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., 0.61% 45A99N9K3 Other Repurchase Agreement N AMAG PHARMACEUTICALS INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 2500000.00 2510292.50 AMERICAN RLTY CAP PPTYS INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 135000.00 145184.13 APOLLO COMMERCIAL REAL ESTATE 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 5555000.00 5866646.61 COLONY FINANCIAL, INC. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 10035000.00 10361237.85 NRG YIELD INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 14180000.00 15221209.04 PDL BIOPHARMA INC C + 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 6696000.00 7240639.25 PROOFPOINT INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 5153000.00 5210615.69 PROSPECT ENERGY CORPORATION 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 13930000.00 14967074.57 SUNEDISON INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 65712000.00 99689287.34 TESLA MOTORS, INC. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 83774000.00 76864300.61 First Tier Security 2014-09-22 2014-09-22 N N N 219000000.00 219000000.00 0.0019 Y 219000000.00 219000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N9J6 Other Repurchase Agreement N CHEMED CORPORATION 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 16648000.00 18862117.41 DEALERTRACK HOLDINGS, INC. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 14062000.00 18876224.13 GOODRICH PETE CORP 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 2576000.00 2994077.07 HEALTHWAYS INCORPORATED + 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 7725000.00 8751343.50 ICONIX BRAND GROUP INC *- 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 7602000.00 10518568.12 ISIS PHARMACEUTICALS, INC. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 14538000.00 27999490.18 JARDEN CORPORATION 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 3500000.00 4727471.00 MEDICINES COMPANY (THE) CONV P 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 306000.00 363341.03 MOLINA HEALTHCARE, INC. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 25200000.00 30592170.00 USEC INC. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 46838000.00 14753970.00 UTI WORLDWIDE INC 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 33684000.00 34994139.18 UNITED THERAPEUTICS 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 30050000.00 60190991.40 VERISIGN, INC. 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 6271000.00 9618215.23 WRIGHT MEDICAL GROUP 2014-04-30 2014-04-30 N/A Other Instrument OTHER NOTE 8000000.00 10122896.00 First Tier Security 2014-10-06 2014-10-06 N N N 233000000.00 233000000.00 0.0020 Y 233000000.00 233000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.18% 48W99WAR6 0001287279 Other Repurchase Agreement N ATLANTIC ASSET SECURIT 2014-06-27 2014-06-27 N/A Other Commercial Paper 34547720.00 34538717.16 FORTIS FUNDING LLC 2014-05-21 2014-05-21 N/A Other Commercial Paper 1949519.00 1949411.63 LMA SA & LMA AMERICAS 2014-05-28 2014-05-28 N/A Other Commercial Paper 32048951.00 32045105.63 MACQUARIE BANK LIMITED 2014-06-10 2014-07-25 N/A Other Commercial Paper 72729024.00 72709701.64 OVERSEA-CHINESE BANKIN 2014-07-28 2014-07-28 N/A Other Commercial Paper 12950623.00 12944147.39 THUNDER BAY FNDNG LLC. 2014-06-27 2014-06-27 N/A Other Commercial Paper 11248041.00 11245522.17 VERSAILLES CP LLC 2014-05-05 2014-05-05 N/A Other Commercial Paper 26149840.00 26149361.49 First Tier Security 2014-05-01 2014-05-01 N N N 186000000.00 186000000.00 0.0016 N 186000000.00 186000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.20% 48W99WAP0 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2032-03-15 2044-04-15 2.031 - 13.274 Government Agency Debt 129035315.00 49535238.77 FEDERAL NATIONAL MORTGAGE ASSOC 2024-01-25 2044-05-25 0.552 - 5.948 Government Agency Debt 44100000.00 27844786.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-04-20 2053-05-16 2.527 - 6.954 Government Agency Debt 261847600.00 147160672.86 First Tier Security 2014-05-07 2014-05-07 N N N 218000000.00 218000000.00 0.0019 N 218000000.00 218000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.59% 48M996YX5 0001287279 Other Repurchase Agreement N CAN AST & CAN LTD JT 2014-08-05 2014-08-05 N/A Other Commercial Paper 46225000.00 46199202.83 HARRIS CNTY CTRL ED FC 2014-12-03 2014-12-03 0.14 - 0.14 Other Commercial Paper 3850000.00 3850000.00 SKANDIN ENS BANKEN AG 2014-10-31 2014-10-31 N/A Other Commercial Paper 1525000.00 1522920.64 First Tier Security 2014-07-29 2014-07-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 50000000.00 50000000.00 0.0004 Y 50000000.00 50000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M9964N0 0001287279 Other Repurchase Agreement N BEAR STEARNS MORTGAGE FUNDING 2036-10-25 2036-11-25 0.332 - 0.352 Other Instrument GOVERNMENT AGENCY 220888000.00 74386202.69 BEAR STEARNS MORTGAGE FUNDING 2036-09-25 2036-09-25 0.352 - 0.352 Other Instrument GOVERNMENT AGENCY 95570000.00 33704918.17 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. Morgan Securities, Inc., 0.61% 48M9963W1 0001287279 Other Repurchase Agreement N BCAP LLC TRUST 2007-AA3 2047-05-25 2047-05-25 0.302 - 0.302 Other Instrument GOVERNMENT AGENCY 87006000.00 27017203.66 BEAR STEARNS MORTGAGE FUNDING 2036-11-25 2036-11-25 0.352 - 0.352 Other Instrument GOVERNMENT AGENCY 64270000.00 19350037.36 BEAR STEARNS MORTGAGE FUNDING 2046-09-25 2046-09-25 0.382 - 0.382 Other Instrument GOVERNMENT AGENCY 118769000.00 29085381.64 WAMU MORTGAGE PASS-THROUGH CER 2046-07-25 2046-07-25 2.209 - 2.209 Other Instrument GOVERNMENT AGENCY 39268483.00 11935587.99 WAMU MORTGAGE PASS-THROUGH CER 2046-08-25 2046-08-25 1.13 - 1.13 Other Instrument GOVERNMENT AGENCY 109700000.00 33686787.23 First Tier Security 2014-07-29 2014-07-29 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 51-100 2019-01-25 2051-02-10 0 - 7 Other Instrument MORTGAGE 1752132671.00 454245802.06 First Tier Security 2014-07-29 2014-07-29 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., 0.62% 48M996WV1 0001287279 Other Repurchase Agreement N 51-100 2021-11-05 2051-02-15 0 - 12.367 Other Instrument MORTGAGE 2982829218.00 564790344.94 First Tier Security 2014-07-29 2014-07-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 522000000.00 522000000.00 0.0045 Y 522000000.00 522000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 48M996TB9 0001287279 Other Repurchase Agreement N CSMC MORGAGE-BACKED TRUST 2007 2037-04-25 2037-04-25 5.837 - 5.837 Other Instrument GOVERNMENT AGENCY 54019000.00 11345945.66 CHASE FLEX TRUST SERIES 2006-1 2036-06-25 2036-06-25 5.219 - 5.219 Other Instrument GOVERNMENT AGENCY 19872000.00 16861370.94 GS MORTGAGE SECURITIES TRUST 2 2045-08-10 2045-08-10 5.997 - 5.997 Other Instrument GOVERNMENT AGENCY 121590000.00 84835157.71 INDYMAC INDX MORTGAGE LOAN TRU 2035-10-25 2035-10-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 50000000.00 15162363.65 INDYMAC INDX MORTGAGE MORTGAGE 2036-09-25 2036-09-25 2.71 - 2.71 Other Instrument GOVERNMENT AGENCY 43160000.00 9819851.48 INDYMAC MBS, INC INDX MLT 2004 2037-09-25 2037-09-25 2.82 - 2.82 Other Instrument GOVERNMENT AGENCY 41492000.00 12858534.67 JPMORGAN MORTGAGE TRUST 2006-A 2037-01-25 2037-01-25 2.526 - 2.526 Other Instrument GOVERNMENT AGENCY 45000000.00 10424414.05 MERRILL LYNCH MORTGAGE INVESTO 2036-03-25 2036-03-25 2.662 - 2.662 Other Instrument GOVERNMENT AGENCY 133240000.00 35283383.12 MERRILL LYNCH MORTGAGE INVESTO 2036-05-25 2036-05-25 2.727 - 2.727 Other Instrument GOVERNMENT AGENCY 52470000.00 15346838.00 STRUCTURED ADJUSTABLE RATE MOR 2035-11-25 2035-11-25 5.004 - 5.004 Other Instrument GOVERNMENT AGENCY 87577000.00 24184290.94 First Tier Security 2014-07-29 2014-07-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 218000000.00 218000000.00 0.0019 Y 218000000.00 218000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.23% 48Q99V6W9 0000728612 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2021-02-15 2043-07-15 0 - 17.149 Government Agency Debt 5006007148.00 183200865.77 FEDERAL NATIONAL MORTGAGE ASSOC 2016-02-25 2043-05-25 0 - 7.948 Government Agency Debt 5154979451.00 203292403.56 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-08-20 2064-03-20 0 - 7 Government Agency Debt 814357931.00 190332527.37 First Tier Security 2014-05-01 2014-05-01 N N N 560000000.00 560000000.00 0.0048 N 560000000.00 560000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.38% 48Q99V8U1 0000728612 Other Repurchase Agreement N CALIFORNIA ST 2034-04-01 2039-10-01 7.3 - 7.55 Other Municipal Debt 19085989.00 26309274.98 CALIFORNIA ST FOR PREVIOUS ISSUES SEE 13063A FOR ADDL ISSUES 13063C 2040-03-01 2040-11-01 7.6 - 7.625 Other Municipal Debt 12205000.00 17713214.90 FLORIDA HURRICANE CATASTROPHE FD FIN CORP REV 2020-07-01 2020-07-01 2.995 - 2.995 Other Municipal Debt 9535000.00 9617479.07 ILLINOIS ST FOR ISSUES DTD PRIOR TO 07/01/2002 SEE 452150 FOR FUTURE ISUES SEE 452152 2033-06-01 2033-06-01 5.1 - 5.1 Other Municipal Debt 11731000.00 11882310.37 ILLINOIS ST FOR ISSUES DTD PRIOR TO 01/16/2010 SEE 452151 2020-01-01 2038-12-01 4.5 - 6.2 Other Municipal Debt 13577228.00 14832222.06 LAS VEGAS NEV CTFS PARTN 2039-09-01 2039-09-01 7.8 - 7.8 Other Municipal Debt 599249.00 703987.74 LOS ANGELES CALIF CMNTY COLLEGE DIST 2049-08-01 2049-08-01 6.75 - 6.75 Other Municipal Debt 6700000.00 9402227.25 LOS ANGELES CALIF UNI SCH DIST 2034-07-01 2034-07-01 5.75 - 5.75 Other Municipal Debt 3985000.00 4803745.93 METROPOLITAN COUNCIL MINN MINNEAPOLIS-ST PAUL MET AREA 2017-09-01 2017-09-01 1.2 - 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Mizuho Securities U.S.A., Inc., 0.92% 48S99LDF8 Other Repurchase Agreement N US TREASURY 2018-08-31 2020-03-31 1.125 - 3.625 Treasury Debt 1915200.00 1887676.18 FEDERAL HOME LOAN MORTGAGE CORP 2027-03-15 2043-09-01 0.524 - 6.495 Government Agency Debt 389892690.00 7524898.38 FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-25 2046-02-25 0.528 - 6.616 Government Agency Debt 2180559991.00 36446114.55 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2060-07-20 1.98 - 5.893 Government Agency Debt 4154849.00 785977.46 CWALT ALTERNATIVE LOAN TRUST 2036-08-25 2036-08-25 5.75 - 5.75 Other Instrument MORTGAGE 5628143.00 2925155.70 CWALT ALTERNATIVE LOAN TRUST 2036-10-25 2036-10-25 6 - 6.25 Other Instrument MORTGAGE 12804989.00 6792643.69 AURORA USA OIL & GAS INC 2020-04-01 2020-04-01 7.5 - 7.5 Other Instrument CORPORATE 690000.00 789906.25 BANC OF AMERICA FUNDING CORP 2036-07-25 2036-07-25 6 - 6 Other Instrument MORTGAGE 3133000.00 276746.16 BANCO MACRO S A 2017-02-01 2017-02-01 8.5 - 8.5 Other Instrument CORPORATE 100000.00 101129.39 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2035-09-25 2035-09-25 0.664 - 0.664 Other Instrument ASSET BACKED 5788000.00 1110894.31 CHC HELICOPTER S A 2021-06-01 2021-06-01 9.375 - 9.375 Other Instrument CORPORATE 353000.00 379493.39 CWALT ALTERNATIVE LOAN TRUST 2035-11-20 2035-11-20 0.482 - 0.482 Other Instrument MORTGAGE 1084683.00 317432.82 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2036-07-25 2036-07-25 0.432 - 0.432 Other Instrument ASSET BACKED 9000000.00 27498.65 GOLDMAN SACHS GROUP INC MEDIUM TERM NTS FXD RATE 2015-07-22 2015-07-22 0.625 - 0.625 Other Instrument CORPORATE 2657218.00 2657881.03 HAWK ACQUISITION SUB INC 2020-10-15 2020-10-15 4.25 - 4.25 Other Instrument CORPORATE 950110.00 939916.11 MERRILL LYNCH HOME EQUITY LOAN TRUST 2036-12-25 2036-12-25 0.552 - 0.552 Other Instrument ASSET BACKED 21759000.00 1197326.15 MIDSTATES PETE CO INC & MIDSTATES PETE CO LLC 2021-06-01 2021-06-01 9.25 - 9.25 Other Instrument CORPORATE 1500000.00 1587427.08 MORGAN STANLEY HOME EQUITY LOAN TRUST 2036-02-25 2036-02-25 0.492 - 0.492 Other Instrument ASSET BACKED 5074913.00 3423045.95 MORGAN STANLEY ABS 2036-09-25 2036-09-25 0.452 - 0.452 Other Instrument ASSET BACKED 43264450.00 9739.65 NUSTAR LOGISTICS L P 2020-09-01 2020-09-01 4.8 - 4.8 Other Instrument CORPORATE 2000.00 2005.73 RBSGC MORTGAGE LOAN TRUST 2037-01-25 2037-01-25 6.25 - 6.25 Other Instrument MORTGAGE 7105457.00 5080864.78 SAMSON INVT CO 2020-02-15 2020-02-15 9.75 - 9.75 Other Instrument CORPORATE 2750000.00 2955963.54 SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST (SURF) 2036-09-25 2036-09-25 0.652 - 0.652 Other Instrument ASSET BACKED 4438253.00 2107932.63 W & T OFFSHORE INC 2019-06-15 2019-06-15 8.5 - 8.5 Other Instrument CORPORATE 30000.00 33356.25 WASTE MGMT INC DEL 2039-11-30 2039-11-30 6.125 - 6.125 Other Instrument CORPORATE 340890.00 428151.31 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-06-25 2035-06-25 2.616 - 2.616 Other Instrument MORTGAGE 617811.00 430180.07 BBVA BANCOMER S A 2022-05-17 2022-05-17 N/A Other Instrument CORPORATE 36462.00 38547.73 6.875% NT REDEEM 06 2024-02-06 2024-02-06 6.875 - 6.875 Other Instrument CORPORATE 340000.00 354450.00 CSN ISLANDS IX CORP 2015-01-15 2015-01-15 10 - 10 Other Instrument CORPORATE 2905000.00 3075668.75 MIZUHO FINL GROUP CAYMAN 3 LTD 2024-03-27 2024-03-27 N/A Other Instrument CORPORATE 900000.00 919113.00 SUZANO TRADING LTD 2021-01-23 2021-01-23 5.875 - 5.875 Other Instrument CORPORATE 570000.00 591135.52 CSN RESOURCES S.A. 2020-07-21 2020-07-21 6.5 - 6.5 Other Instrument CORPORATE 199000.00 206785.88 ARCOS DORADOS SA 2017-11-09 2017-11-09 7.25 - 7.25 Other Instrument CORPORATE 14000.00 15409.63 SR NT REG S 2020-05-10 2020-05-10 8.375 - 8.375 Other Instrument CORPORATE 75000.00 78281.25 SR NT REG S 2018-08-12 2018-08-12 5.25 - 5.25 Other Instrument CORPORATE 58000.00 58949.75 BANCO DO ESTADO DO RIO GRANDE DO SUL S A 2022-02-02 2022-02-02 7.375 - 7.375 Other Instrument CORPORATE 206000.00 213416.00 BBVA BANCOMER S A 2020-04-22 2020-04-22 7.25 - 7.25 Other Instrument CORPORATE 242000.00 271732.39 BANCO DO BRASIL GRAND CAYMAN BRANCH 2099-12-29 2099-12-29 9.25 - 9.25 Other Instrument CORPORATE 112000.00 121800.00 First Tier Security 2014-05-09 2014-05-09 N N N 82000000.00 82000000.00 0.0007 Y 82000000.00 82000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.92% 48S99LFF6 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2043-09-01 2043-09-01 4 - 4 Government Agency Debt 2973508.00 3020542.60 FEDERAL NATIONAL MORTGAGE ASSOC 2043-01-25 2044-04-01 4 - 5.996 Government Agency Debt 2021468.00 271021.87 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2060-07-20 1.98 - 5.893 Government Agency Debt 5037474.00 812768.69 CWALT ALTERNATIVE LOAN TRUST 2046-07-20 2046-07-20 0.352 - 0.352 Other Instrument MORTGAGE 91424000.00 20617265.15 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.654 - 1.654 Other Instrument ASSET BACKED 143488241.00 107206319.35 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2051-02-15 2051-02-15 5.944 - 5.944 Other Instrument MORTGAGE 1500000.00 1666729.59 8.375% BD REDEEM 18 2073-12-18 2073-12-18 N/A Other Instrument CORPORATE 265000.00 293012.71 First Tier Security 2014-06-02 2014-06-02 N N N 124000000.00 124000000.00 0.0011 Y 124000000.00 124000000.00 Mizuho Securities U.S.A., Inc. 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