0000278001-14-000050.txt : 20140929 0000278001-14-000050.hdr.sgml : 20140929 20140807104843 ACCESSION NUMBER: 0000278001-14-000050 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140731 FILED AS OF DATE: 20140807 DATE AS OF CHANGE: 20140807 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: 141022321 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 2014-07-31 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 47 87 112443414606.28 3203248490.37 1589955077.24 114056708019.41 0.0025 1.0004 2014-07-31 1.0004 2014-07-31 C000019553 2500.00 114056708019.41 1.00 -145705644.77 22392440337.23 22538145982.00 0.0001 1.0004 2014-07-31 1.0004 2014-07-31 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366BG95 Certificate of Deposit First Tier Security 2014-08-11 2015-04-10 N N N 200000000.00 200000000.00 0.0018 N 199974800.00 199974800.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.24% 06366LDW5 Certificate of Deposit First Tier Security 2014-08-18 2015-04-13 N N N 912000000.00 912000000.00 0.0080 N 912004560.00 912004560.00 Bank of Nova Scotia Bank of Nova Scotia, 0.21% 06417HJJ6 Certificate of Deposit First Tier Security 2014-08-11 2015-03-06 N N N 433000000.00 433000000.00 0.0038 N 432797789.00 432797789.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HLC8 Certificate of Deposit First Tier Security 2014-08-15 2015-05-15 N N N 760000000.00 760000000.00 0.0067 N 759880680.00 759880680.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HDY9 Certificate of Deposit First Tier Security 2014-08-26 2015-04-17 N N N 869000000.00 869000000.00 0.0076 N 869661309.00 869661309.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HEN2 Certificate of Deposit First Tier Security 2014-08-04 2015-03-30 N N N 433000000.00 433000000.00 0.0038 N 433215634.00 433215634.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HHT6 Certificate of Deposit First Tier Security 2014-08-29 2015-03-31 N N N 445000000.00 445000000.00 0.0039 N 444940370.00 444940370.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417HPU4 Certificate of Deposit First Tier Security 2015-04-07 2015-04-07 N N N 1189000000.00 1189000000.00 0.0104 N 1188669933.60 1188669933.60 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 0.0053 N 600159780.00 600159780.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417E5W9 Certificate of Deposit First Tier Security 2014-08-11 2015-01-07 N N N 406000000.00 406000000.00 0.0036 N 406009744.00 406009744.00 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 0.0044 N 503000955.70 503000955.70 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 241008892.90 241008892.90 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HFP0 Certificate of Deposit First Tier Security 2014-09-10 2014-09-10 N N N 451000000.00 451000000.00 0.0040 N 451030758.20 451030758.20 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGC8 Certificate of Deposit First Tier Security 2014-09-16 2014-09-16 N N N 1000000000.00 1000000000.00 0.0088 N 1000078200.00 1000078200.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGD6 Certificate of Deposit First Tier Security 2014-09-17 2014-09-17 N N N 288000000.00 288000000.00 0.0025 N 288023011.20 288023011.20 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGP9 Certificate of Deposit First Tier Security 2014-09-19 2014-09-19 N N N 420000000.00 420000000.00 0.0037 N 420034944.00 420034944.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HHV5 Certificate of Deposit First Tier Security 2014-11-20 2014-11-20 N N N 995000000.00 995000000.00 0.0087 N 995123380.00 995123380.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HKQ2 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 1250000000.00 1250000000.00 0.0110 N 1250128625.00 1250128625.00 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 0.0075 N 860087720.00 860087720.00 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 0.0053 N 600010020.00 600010020.00 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 575014375.00 575014375.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13606YZK5 Certificate of Deposit First Tier Security 2014-08-18 2015-04-10 N N N 1249000000.00 1249000000.00 0.0110 N 1249054956.00 1249054956.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YPQ3 Certificate of Deposit First Tier Security 2014-08-04 2014-12-30 N N N 405000000.00 405000000.00 0.0036 N 404947755.00 404947755.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YRX6 Certificate of Deposit First Tier Security 2014-08-05 2014-12-31 N N N 403000000.00 403000000.00 0.0035 N 403000000.00 403000000.00 Credit Agricole CIB Credit Agricole CIB, 0.24% 22533MHG9 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 1000000000.00 1000000000.00 0.0088 N 1000073300.00 1000073300.00 Credit Agricole CIB Credit Agricole CIB, 0.24% 22533MKY6 Certificate of Deposit First Tier Security 2014-09-03 2014-09-03 N N N 500000000.00 500000000.00 0.0044 N 500037750.00 500037750.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536G4N8 Certificate of Deposit First Tier Security 2014-08-05 2014-08-05 N N N 441000000.00 441000000.00 0.0039 N 440998765.20 440998765.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536G4P3 Certificate of Deposit First Tier Security 2014-08-06 2014-08-06 N N N 861000000.00 861000000.00 0.0075 N 860997158.70 860997158.70 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536G4R9 Certificate of Deposit First Tier Security 2014-08-07 2014-08-07 N N N 829000000.00 829000000.00 0.0073 N 829000000.00 829000000.00 Credit Suisse AG Credit Suisse AG, 0.25% 22549TM54 Certificate of Deposit First Tier Security 2014-09-08 2014-09-08 N N N 652000000.00 652000000.00 0.0057 N 652028166.40 652028166.40 Credit Suisse AG Credit Suisse AG, 0.25% 22549TM62 Certificate of Deposit First Tier Security 2014-09-10 2014-09-10 N N N 652000000.00 652000000.00 0.0057 N 652029666.00 652029666.00 Credit Suisse AG Credit Suisse AG, 0.31% 22549TXS2 Certificate of Deposit First Tier Security 2014-08-04 2014-11-03 N N N 779000000.00 779000000.00 0.0068 N 778961829.00 778961829.00 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 233025164.00 233025164.00 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 196020168.40 196020168.40 KBC Bank NV KBC Bank NV, 0.14% 4823T0D63 Certificate of Deposit First Tier Security 2014-08-01 2014-08-01 N N N 210000000.00 210000000.00 0.0018 N 209999874.00 209999874.00 KBC Bank NV KBC Bank NV, 0.14% 4823T0E47 Certificate of Deposit First Tier Security 2014-08-07 2014-08-07 N N N 862000000.00 862000000.00 0.0076 N 862000000.00 862000000.00 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 217025584.30 217025584.30 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 0.0039 N 441018830.70 441018830.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LTV8 Certificate of Deposit First Tier Security 2014-09-05 2014-09-05 N N N 218000000.00 218000000.00 0.0019 N 218010878.20 218010878.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LWX0 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 437000000.00 437000000.00 0.0038 N 437034391.90 437034391.90 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LXA9 Certificate of Deposit First Tier Security 2014-10-14 2014-10-14 N N N 436000000.00 436000000.00 0.0038 N 436036231.60 436036231.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LXP6 Certificate of Deposit First Tier Security 2014-10-21 2014-10-21 N N N 436000000.00 436000000.00 0.0038 N 436039632.40 436039632.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LZF6 Certificate of Deposit First Tier Security 2014-11-10 2014-11-10 N N N 506000000.00 506000000.00 0.0044 N 506028589.00 506028589.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LZV1 Certificate of Deposit First Tier Security 2014-11-19 2014-11-19 N N N 725000000.00 725000000.00 0.0064 N 725044587.50 725044587.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LA71 Certificate of Deposit First Tier Security 2014-11-21 2014-11-21 N N N 735000000.00 735000000.00 0.0064 N 735046084.50 735046084.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LC20 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 443000000.00 443000000.00 0.0039 N 443015239.20 443015239.20 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.12% 63873FAV0 Certificate of Deposit First Tier Security 2014-08-07 2014-08-07 N N N 611000000.00 611000000.00 0.0054 N 611000000.00 611000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873E3U3 Certificate of Deposit First Tier Security 2014-08-01 2014-08-01 N N N 785000000.00 785000000.00 0.0069 N 785002433.50 785002433.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873E4A6 Certificate of Deposit First Tier Security 2014-08-04 2014-08-04 N N N 628000000.00 628000000.00 0.0055 N 628007661.60 628007661.60 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.24% 63873E6L0 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 1130000000.00 1130000000.00 0.0099 N 1130041358.00 1130041358.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.24% 63873E5Z0 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 600000000.00 600000000.00 0.0053 N 600021960.00 600021960.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FAT5 Certificate of Deposit First Tier Security 2014-11-03 2014-11-03 N N N 500000000.00 500000000.00 0.0044 N 500000000.00 500000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FAQ1 Certificate of Deposit First Tier Security 2014-11-03 2014-11-03 N N N 1338000000.00 1338000000.00 0.0117 N 1338000000.00 1338000000.00 National Bank of Canada National Bank of Canada, 0.31% 63307UEA5 Certificate of Deposit First Tier Security 2014-08-11 2014-10-08 N N N 201000000.00 201000000.00 0.0018 N 201003015.00 201003015.00 National Bank of Canada National Bank of Canada, 0.31% 63307UDX6 Certificate of Deposit First Tier Security 2014-08-22 2014-10-20 N N N 1610000000.00 1610000000.00 0.0141 N 1610104650.00 1610104650.00 National Bank of Canada National Bank of Canada, 0.35% 63307UBK6 Certificate of Deposit First Tier Security 2014-08-20 2015-01-16 N N N 1201000000.00 1200857078.29 0.0105 N 1201057648.00 1201057648.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.20% 65558EQ84 Certificate of Deposit First Tier Security 2014-09-29 2014-09-29 N N N 213000000.00 213000000.00 0.0019 N 213024835.80 213024835.80 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.21% 21684BSW5 Certificate of Deposit First Tier Security 2014-08-04 2015-01-05 N N N 469000000.00 469000000.00 0.0041 N 468961073.00 468961073.00 Royal Bank of Canada Royal Bank of Canada, 0.22% 78009NRN8 Certificate of Deposit First Tier Security 2014-08-26 2015-06-26 N N N 530000000.00 530000000.00 0.0046 N 529951240.00 529951240.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRB4 Certificate of Deposit First Tier Security 2014-08-11 2015-04-09 N N N 435000000.00 435000000.00 0.0038 N 434970420.00 434970420.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRC2 Certificate of Deposit First Tier Security 2014-08-15 2015-04-15 N N N 65000000.00 65000000.00 0.0006 N 64995385.00 64995385.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRQ1 Certificate of Deposit First Tier Security 2014-08-26 2015-07-23 N N N 407000000.00 407000000.00 0.0036 N 406920228.00 406920228.00 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 0.0080 N 909003908.70 909003908.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2014-08-19 2014-10-20 N N N 206000000.00 206000000.00 0.0018 N 206003502.00 206003502.00 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 0.0018 N 200010100.00 200010100.00 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 484027249.20 484027249.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UW65 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 213000000.00 213000000.00 0.0019 N 213011693.70 213011693.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UW81 Certificate of Deposit First Tier Security 2014-09-03 2014-09-03 N N N 412000000.00 412000000.00 0.0036 N 412023319.20 412023319.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UX56 Certificate of Deposit First Tier Security 2014-09-05 2014-09-05 N N N 475000000.00 475000000.00 0.0042 N 475028452.50 475028452.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U2Z4 Certificate of Deposit First Tier Security 2014-09-16 2014-09-16 N N N 424000000.00 424000000.00 0.0037 N 424033156.80 424033156.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U5Y4 Certificate of Deposit First Tier Security 2014-09-29 2014-09-29 N N N 288000000.00 288000000.00 0.0025 N 288028742.40 288028742.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YAS3 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 448000000.00 448000000.00 0.0039 N 448017606.40 448017606.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YFY5 Certificate of Deposit First Tier Security 2014-11-10 2014-11-10 N N N 384000000.00 384000000.00 0.0034 N 383999961.60 383999961.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YHD9 Certificate of Deposit First Tier Security 2014-11-21 2014-11-21 N N N 360000000.00 360000000.00 0.0032 N 359999964.00 359999964.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YHZ0 Certificate of Deposit First Tier Security 2014-11-25 2014-11-25 N N N 484000000.00 484000000.00 0.0042 N 484000000.00 484000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YJB1 Certificate of Deposit First Tier Security 2014-11-28 2014-11-28 N N N 81000000.00 81000000.00 0.0007 N 81000000.00 81000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YJE5 Certificate of Deposit First Tier Security 2014-12-01 2014-12-01 N N N 343000000.00 343000000.00 0.0030 N 342988303.70 342988303.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2014-08-15 2015-01-15 N N N 890000000.00 890000000.00 0.0078 N 890032040.00 890032040.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KPE7 Certificate of Deposit First Tier Security 2014-10-24 2014-10-24 N N N 434000000.00 434000000.00 0.0038 N 434020441.40 434020441.40 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KPU1 Certificate of Deposit First Tier Security 2014-11-13 2014-11-13 N N N 505000000.00 505000000.00 0.0044 N 504999949.50 504999949.50 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KPV9 Certificate of Deposit First Tier Security 2014-11-14 2014-11-14 N N N 513000000.00 513000000.00 0.0045 N 512999948.70 512999948.70 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KQE6 Certificate of Deposit First Tier Security 2014-11-25 2014-11-25 N N N 1083000000.00 1083000000.00 0.0095 N 1083000000.00 1083000000.00 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 0.0067 N 760070832.00 760070832.00 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 0.0043 N 490031164.00 490031164.00 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 0.0070 N 801064961.10 801064961.10 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 498003593.27 0.0044 N 498062200.20 498062200.20 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 965007363.72 0.0085 N 965127380.00 965127380.00 Swedbank AB Swedbank AB, 0.25% 87019TRG9 Certificate of Deposit First Tier Security 2014-12-08 2014-12-08 N N N 108000000.00 108000000.00 0.0009 N 108011674.80 108011674.80 Swedbank AB Swedbank AB, 0.25% 87019TRJ3 Certificate of Deposit First Tier Security 2014-12-11 2014-12-11 N N N 500000000.00 500000000.00 0.0044 N 500055300.00 500055300.00 Swedbank AB Swedbank AB, 0.25% 87019TRK0 Certificate of Deposit First Tier Security 2014-12-12 2014-12-12 N N N 500000000.00 500000000.00 0.0044 N 500055750.00 500055750.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.21% 89112UDF5 Certificate of Deposit First Tier Security 2014-08-18 2015-05-18 N N N 393000000.00 393000000.00 0.0034 N 392937513.00 392937513.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.23% 89112UGM7 Certificate of Deposit First Tier Security 2014-08-06 2015-06-08 N N N 391000000.00 391000000.00 0.0034 N 390934312.00 390934312.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112UCG4 Certificate of Deposit First Tier Security 2015-02-10 2015-02-10 N N N 257000000.00 257000000.00 0.0023 N 257041351.30 257041351.30 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 0.0038 N 431057710.90 431057710.90 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 0.0060 N 685146179.00 685146179.00 UBS AG UBS AG, 0.22% 90267RYM5 Certificate of Deposit First Tier Security 2014-11-17 2014-11-17 N N N 407000000.00 407000000.00 0.0036 N 406999959.30 406999959.30 UBS AG UBS AG, 0.26% 90267RWK1 Certificate of Deposit First Tier Security 2014-08-04 2014-10-03 N N N 1193000000.00 1193000000.00 0.0105 N 1192961824.00 1192961824.00 UBS AG UBS AG, 0.26% 90267RYB9 Certificate of Deposit First Tier Security 2014-08-26 2014-12-23 N N N 702000000.00 702000000.00 0.0062 N 701944542.00 701944542.00 UBS AG UBS AG, 0.26% 90267RYU7 Certificate of Deposit First Tier Security 2014-08-28 2015-01-27 N N N 1354000000.00 1354000000.00 0.0119 N 1353865954.00 1353865954.00 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 299032531.20 299032531.20 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 0.0032 N 360040572.00 360040572.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.22% 10513DC81 Certificate of Deposit First Tier Security 2014-09-25 2014-09-25 N N N 305000000.00 305000000.00 0.0027 N 305047427.50 305047427.50 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 276008059.20 276008059.20 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 0.0102 N 1164058200.00 1164058200.00 Citibank NA Citibank NA, 0.21% 17304UUZ1 Certificate of Deposit First Tier Security 2014-09-23 2014-09-23 N N N 422000000.00 422000000.00 0.0037 N 422075917.80 422075917.80 Citibank NA Citibank NA, 0.21% 17304UTU4 Certificate of Deposit First Tier Security 2014-09-25 2014-09-25 N N N 231000000.00 231000000.00 0.0020 N 231043104.60 231043104.60 Citibank NA Citibank NA, 0.21% 17304UTX8 Certificate of Deposit First Tier Security 2014-09-29 2014-09-29 N N N 218000000.00 218000000.00 0.0019 N 218043578.20 218043578.20 Citibank NA Citibank NA, 0.21% 17304UUP3 Certificate of Deposit First Tier Security 2014-10-03 2014-10-03 N N N 714000000.00 714000000.00 0.0063 N 714101459.40 714101459.40 Citibank NA Citibank NA, 0.21% 17304UWG1 Certificate of Deposit First Tier Security 2014-10-28 2014-10-28 N N N 835000000.00 835000000.00 0.0073 N 835164996.00 835164996.00 Citibank NA Citibank NA, 0.21% 17304UWK2 Certificate of Deposit First Tier Security 2014-10-30 2014-10-30 N N N 554000000.00 554000000.00 0.0049 N 554111963.40 554111963.40 RBS Citizens NA RBS Citizens NA, 0.30% 17411TAH6 Certificate of Deposit Second Tier Security 2014-08-29 2014-08-29 N N N 576500000.00 576500000.00 0.0051 N 576611437.45 576611437.45 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.22% 8574P1DC7 Certificate of Deposit First Tier Security 2014-11-24 2014-11-24 N N N 300000000.00 300000000.00 0.0026 N 300038610.00 300038610.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2Q0 Certificate of Deposit First Tier Security 2014-08-11 2015-02-09 N N N 500000000.00 500000000.00 0.0044 N 499946000.00 499946000.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2P2 Certificate of Deposit First Tier Security 2014-08-11 2015-02-06 N N N 54000000.00 54000000.00 0.0005 N 53994546.00 53994546.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2R8 Certificate of Deposit First Tier Security 2014-08-12 2015-02-10 N N N 54000000.00 54000000.00 0.0005 N 54008262.00 54008262.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2S6 Certificate of Deposit First Tier Security 2014-08-12 2015-02-12 N N N 500000000.00 500000000.00 0.0044 N 500077500.00 500077500.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 9497P66D5 Certificate of Deposit First Tier Security 2014-08-18 2014-12-12 N N N 250000000.00 250000000.00 0.0022 N 249982750.00 249982750.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3J5 Certificate of Deposit First Tier Security 2014-08-28 2015-03-02 N N N 813000000.00 813000000.00 0.0071 N 812904066.00 812904066.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3P1 Certificate of Deposit First Tier Security 2014-08-28 2015-03-04 N N N 320000000.00 320000000.00 0.0028 N 319961920.00 319961920.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3S5 Certificate of Deposit First Tier Security 2014-08-04 2015-03-09 N N N 288000000.00 288000000.00 0.0025 N 287965728.00 287965728.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3Z9 Certificate of Deposit First Tier Security 2014-08-06 2015-03-16 N N N 308000000.00 308000000.00 0.0027 N 307962116.00 307962116.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3B2 Certificate of Deposit First Tier Security 2014-08-20 2015-02-20 N N N 278000000.00 278000000.00 0.0024 N 277969420.00 277969420.00 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 0.0044 N 500069950.00 500069950.00 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 0.0044 N 500071600.00 500071600.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E2J6 Certificate of Deposit First Tier Security 2014-11-04 2014-11-04 N N N 255000000.00 255000000.00 0.0022 N 255033940.50 255033940.50 Credit Agricole SA Credit Agricole SA, 0.25% 22999KQB1 0001191672 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 500000000.00 500000000.00 0.0044 N 500041200.00 500041200.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.21% XS1062134454 0000833029 Certificate of Deposit First Tier Security 2014-08-26 2014-10-24 N N N 1970000000.00 1970000000.00 0.0173 N 1969907410.00 1969907410.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% XS1075907730 0000833029 Certificate of Deposit First Tier Security 2014-08-05 2015-01-05 N N N 1000000000.00 1000000000.00 0.0088 N 999917000.00 999917000.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.25% 06741GYR0 Financial Company Commercial Paper First Tier Security 2014-09-26 2014-09-26 N N N 70000000.00 69972777.77 0.0006 N 69985811.00 69985811.00 BAT International Finance PLC BAT International Finance PLC, 0.22% 05531NH74 Financial Company Commercial Paper Second Tier Security 2014-08-07 2014-08-07 N N N 29000000.00 28998936.66 0.0003 N 28998936.57 28998936.57 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NH82 Financial Company Commercial Paper Second Tier Security 2014-08-08 2014-08-08 N N N 36500000.00 36498083.75 0.0003 N 36498368.45 36498368.45 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NHV1 Financial Company Commercial Paper Second Tier Security 2014-08-29 2014-08-29 N N N 33000000.00 32993070.00 0.0003 N 32993070.00 32993070.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1H63 Financial Company Commercial Paper First Tier Security 2014-08-06 2014-08-06 N N N 426000000.00 425992308.23 0.0037 N 425992885.80 425992885.80 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272AJC1 Financial Company Commercial Paper First Tier Security 2014-08-26 2015-02-23 N N N 150000000.00 150000000.00 0.0013 N 149995200.00 149995200.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.23% 46640CAM4 Financial Company Commercial Paper First Tier Security 2014-08-07 2014-11-07 N N N 950000000.00 950000000.00 0.0083 N 949951550.00 949951550.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.23% 46590ELR7 Financial Company Commercial Paper First Tier Security 2014-11-25 2014-11-25 N N N 500000000.00 499629444.40 0.0044 N 499692900.00 499692900.00 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 461885655.00 0.0040 N 461921598.60 461921598.60 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1H14 Financial Company Commercial Paper First Tier Security 2014-08-01 2014-08-01 N N N 813000000.00 813000000.00 0.0071 N 812996585.40 812996585.40 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1H48 Financial Company Commercial Paper First Tier Security 2014-08-04 2014-08-04 N N N 440000000.00 439994499.91 0.0039 N 439992652.00 439992652.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1H63 Financial Company Commercial Paper First Tier Security 2014-08-06 2014-08-06 N N N 813000000.00 812983062.28 0.0071 N 812979675.00 812979675.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1H71 Financial Company Commercial Paper First Tier Security 2014-08-07 2014-08-07 N N N 813000000.00 812979674.84 0.0071 N 812979675.00 812979675.00 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SH59 Financial Company Commercial Paper First Tier Security 2014-08-05 2014-08-05 N N N 710000000.00 709991322.24 0.0062 N 709992119.00 709992119.00 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SH67 Financial Company Commercial Paper First Tier Security 2014-08-06 2014-08-06 N N N 1282000000.00 1281980413.86 0.0112 N 1281982949.40 1281982949.40 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 99993472.22 0.0009 N 99998470.00 99998470.00 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 424969482.62 0.0037 N 424992945.00 424992945.00 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 211982009.43 0.0019 N 211995866.00 211995866.00 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 211980625.57 0.0019 N 211995590.40 211995590.40 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 270969926.53 0.0024 N 270992547.50 270992547.50 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 134984137.50 0.0012 N 134995936.50 134995936.50 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 150952015.52 0.0013 N 150966432.70 150966432.70 Swedbank AB Swedbank AB, 0.25% 87019SNC4 Financial Company Commercial Paper First Tier Security 2015-01-12 2015-01-12 N N N 78000000.00 77911166.67 0.0007 N 77915986.20 77915986.20 Swedbank AB Swedbank AB, 0.25% 87019SNG5 Financial Company Commercial Paper First Tier Security 2015-01-16 2015-01-16 N N N 200000000.00 199766666.64 0.0018 N 199775920.00 199775920.00 Swedbank AB Swedbank AB, 0.25% 87019SNM2 Financial Company Commercial Paper First Tier Security 2015-01-21 2015-01-21 N N N 125000000.00 124849826.42 0.0011 N 124852587.50 124852587.50 Swedbank AB Swedbank AB, 0.25% 87019SNP5 Financial Company Commercial Paper First Tier Security 2015-01-23 2015-01-23 N N N 200000000.00 199756944.48 0.0018 N 199759140.00 199759140.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ACE7 Financial Company Commercial Paper First Tier Security 2014-08-18 2014-09-16 N N N 245000000.00 245000000.00 0.0021 N 245000490.00 245000490.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ACD9 Financial Company Commercial Paper First Tier Security 2014-08-18 2014-09-15 N N N 300000000.00 300000000.00 0.0026 N 300000600.00 300000600.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.32% 66560LHV1 Asset Backed Commercial Paper Second Tier Security 2014-08-29 2014-08-29 N N Y LIQUIDITY DEUTSCHE BANK AG LDN BRH N/A N/A 173000000.00 172956942.20 0.0015 N 172982025.30 172982025.30 Dominion Resources, Inc. Dominion Resources, Inc., 0.25% 2574P1HT2 Other Commercial Paper Second Tier Security 2014-08-27 2014-08-27 N N N 43000000.00 42992236.11 0.0004 N 42992681.40 42992681.40 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.24% 63946EH15 Other Commercial Paper Second Tier Security 2014-08-01 2014-08-01 N N N 39000000.00 39000000.00 0.0003 N 38999781.60 38999781.60 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.25% 63946EHF4 Other Commercial Paper Second Tier Security 2014-08-15 2014-08-15 N N N 39000000.00 38996208.34 0.0003 N 38996587.50 38996587.50 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.25% 63946EHN7 Other Commercial Paper Second Tier Security 2014-08-22 2014-08-22 N N N 84000000.00 83987750.03 0.0007 N 83988651.60 83988651.60 Northeast Utilities Northeast Utilities, 0.23% 66439UH40 Other Commercial Paper Second Tier Security 2014-08-04 2014-08-04 N N N 21650000.00 21649585.04 0.0002 N 21649519.37 21649519.37 Sempra Global Sempra Global, 0.29% 81685MHL0 Other Commercial Paper Second Tier Security 2014-08-20 2014-08-20 N N N 35000000.00 34994643.05 0.0003 N 34996734.50 34996734.50 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BMH9 Other Commercial Paper First Tier Security 2014-12-17 2014-12-17 N N N 125000000.00 124904166.70 0.0011 N 124926162.50 124926162.50 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BNU9 Other Commercial Paper First Tier Security 2015-01-28 2015-01-28 N N N 40000000.00 39960000.01 0.0004 N 39961588.00 39961588.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BNU9 Other Commercial Paper First Tier Security 2015-01-28 2015-01-28 N N N 50000000.00 49949999.99 0.0004 N 49951985.00 49951985.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BNW5 Other Commercial Paper First Tier Security 2015-01-30 2015-01-30 N N N 50000000.00 49949444.45 0.0004 N 49950945.00 49950945.00 Viacom, Inc. Viacom, Inc., 0.21% 9255M3H52 Other Commercial Paper Second Tier Security 2014-08-05 2014-08-05 N N N 20000000.00 19999533.34 0.0002 N 19999444.00 19999444.00 Viacom, Inc. Viacom, Inc., 0.21% 9255M3H52 Other Commercial Paper Second Tier Security 2014-08-05 2014-08-05 N N N 52000000.00 51998786.67 0.0005 N 51998554.40 51998554.40 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.22% 92780KH68 Other Commercial Paper Second Tier Security 2014-08-06 2014-08-06 N N N 61000000.00 60998136.09 0.0005 N 60998135.84 60998135.84 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 2474901687.56 0.0217 N 2474990100.00 2474990100.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.17% 912828DC1 Treasury Debt First Tier Security 2014-11-15 2014-11-15 N N N 1043000000.00 1055456653.81 0.0093 N 1055548333.00 1055548333.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828LZ1 Treasury Debt First Tier Security 2014-11-30 2014-11-30 N N N 830000000.00 835618211.74 0.0073 N 835641510.00 835641510.00 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 362658496.83 0.0032 N 362664632.00 362664632.00 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 631070871.89 0.0055 N 631147654.00 631147654.00 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 440605873.22 0.0039 N 440663371.00 440663371.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828NL0 Treasury Debt First Tier Security 2015-06-30 2015-06-30 N N N 400000000.00 406281168.40 0.0036 N 406375200.00 406375200.00 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 955228890.43 0.0084 N 955417850.00 955417850.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828NP1 Treasury Debt First Tier Security 2015-07-31 2015-07-31 N N N 500000000.00 507858692.20 0.0045 N 507949000.00 507949000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385J23 Government Agency Debt First Tier Security 2014-10-03 2014-10-03 N N N 450000000.00 449941500.00 0.0039 N 449956800.00 449956800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A2CJ3 Government Agency Debt First Tier Security 2014-09-09 2016-06-09 N N N 250000000.00 249940021.10 0.0022 N 249881500.00 249881500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1LD8 Government Agency Debt First Tier Security 2014-10-07 2015-10-07 N N N 250000000.00 249954549.35 0.0022 N 249939250.00 249939250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2G75 Government Agency Debt First Tier Security 2015-07-17 2015-07-17 N N N 250000000.00 250000000.00 0.0022 N 249944750.00 249944750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2P91 Government Agency Debt First Tier Security 2015-08-17 2015-08-17 N N N 500000000.00 500000000.00 0.0044 N 499730000.00 499730000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2S72 Government Agency Debt First Tier Security 2015-08-27 2015-08-27 N N N 185000000.00 185000000.00 0.0016 N 184966145.00 184966145.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.36% 25746UBV0 Other Note Second Tier Security 2014-08-21 2014-09-15 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 327000000.00 327000000.00 0.0029 N 326957490.00 326957490.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2014-08-15 2015-01-15 N N N 208000000.00 208000000.00 0.0018 N 208000208.00 208000208.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JCX4 Other Note First Tier Security 2014-08-27 2015-01-27 N N N 816000000.00 816000000.00 0.0072 N 815921664.00 815921664.00 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 2014-08-07 2014-08-07 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., 0.19% (Motiva Enterprises LLC Proj.) 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In a joint trading account with Deutsche Bank Securities, Inc. at 0.1%, dated 7/31/2014 due 08/01/2014 48Y99MHF5_06399 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2019-02-25 2052-11-25 1.965 - 7 Government Agency Debt 48831.41 36936.96 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-05-20 2047-04-16 1.35 - 7 Government Agency Debt 28763.62 25939.36 Unrated Security 2014-08-01 2014-08-01 N N N 61045.00 61044.79 0.0000 N 61044.79 61044.79 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.1%, dated 7/31/2014 due 08/01/2014 48Y99MHF5_55502 Government Agency Repurchase Agreement Y US TREASURY 2014-09-15 2044-02-15 0 - 11.25 Treasury Debt 94376.03 97473.18 FEDERAL NATIONAL MORTGAGE ASSOC 2014-12-01 2054-02-01 1.323 - 12.5 Government Agency Debt 404705.79 191877.73 Unrated Security 2014-08-01 2014-08-01 N N N 283620.00 283620.04 0.0000 N 283620.04 283620.04 Mitsubishi UFJ Securities (U.S.A.), Inc. 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Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.63% 45A99N9P2 Other Repurchase Agreement N AFFYMETRIX, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 757000.00 1216826.78 AKORN INC 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 406000.00 1614772.84 ANNALY MORTGAGE MANAGEMENT 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 42935000.00 44246921.86 CSG SYSTEMS INTERNATIONAL, INC 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 2534000.00 3237742.48 CIENA CORPORATION 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 4160000.00 4727469.76 EXELIXIS, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 24120000.00 23266079.64 GT ADVANCED TECHNOLOGIES, INC 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 9324000.00 18727347.24 HORSEHEAD HOLDING CORP. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 3725000.00 5387232.83 IXIA 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 23454000.00 23573216.68 INTERDIGITAL INC 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 3000000.00 3288162.00 KAISER ALUMINUM CORPORATION 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 1726000.00 2837647.56 PFD NUVASIVE INC SR-D1 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 2000000.00 2252084.00 ROYAL GOLD INC 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 362000.00 399312.79 PFD SUNPOWER CORPONE 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 8525000.00 14594800.00 WALTER INVESTMENT MANAGEMENT C 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 6585000.00 6182524.80 First Tier Security 2014-10-29 2014-10-29 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 143000000.00 143000000.00 0.0013 Y 143027170.00 143027170.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N9J6 Other Repurchase Agreement N AMTRUST FINANCIAL SERVICES, IN 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 4000000.00 6890872.00 BPZ ENERGY INC COM 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 8730000.00 10189071.09 CONCUR TECHNOLOGIES, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 1000000.00 1155000.00 CORNERSTONE ONDEMAND INC 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 1800000.00 2015586.00 DEALERTRACK HOLDINGS, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 6012000.00 7422276.92 GREEN PLAINS RENEWABLE ENERGY 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 3500000.00 6821440.50 ICONIX BRAND GROUP INC *- 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 11913000.00 17178653.22 ISIS PHARMACEUTICALS, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 11034000.00 22972865.24 JARDEN CORPORATION 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 5307000.00 7148969.48 MOLINA HEALTHCARE, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 29100000.00 41067375.00 PFD SUNPOWER CORPONE 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 15907000.00 26137427.98 USEC INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 52788000.00 19795500.00 UTI WORLDWIDE INC 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 36652000.00 38769935.82 UNITED THERAPEUTICS 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 21604000.00 42129485.11 VERISIGN, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 1228000.00 2067627.81 WRIGHT MEDICAL GROUP 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 1450000.00 2017025.40 First Tier Security 2014-10-06 2014-10-06 N N N 233000000.00 233000000.00 0.0020 Y 233104850.00 233104850.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.16% 48W99WLD5 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2025-10-15 2043-01-15 0 - 6.548 Government Agency Debt 1731006795.76 147290590.34 First Tier Security 2014-08-01 2014-08-01 N N N 143000000.00 143000000.00 0.0013 N 143000000.00 143000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.20% 48W99WKV6 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2032-03-15 2044-05-15 1.944 - 13.275 Government Agency Debt 138016088.00 54737007.81 FEDERAL NATIONAL MORTGAGE ASSOC 2044-08-25 2044-08-25 2.539 - 2.539 Government Agency Debt 61249202.00 5695827.28 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-11-20 2053-11-16 0.854 - 7.287 Government Agency Debt 566896949.00 162049242.77 First Tier Security 2014-08-06 2014-08-06 N N N 216000000.00 216000000.00 0.0019 N 216001922.40 216001922.40 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.59% 48W99WEB7 0001287279 Other Repurchase Agreement N ST OF CA DEPT WTR RES 2014-08-06 2014-09-04 0.05 - 0.08 Other Commercial Paper 31684000.00 31684000.00 STATE OF CA G.O. 2014-10-08 2014-10-08 0.15 - 0.15 Other Commercial Paper 425000.00 425000.00 CALIFORNIA STATE UNIV 2014-09-03 2014-10-02 0.12 - 0.12 Other Commercial Paper 16745000.00 16745352.73 COLLTRZD COML PAPER CO 2014-10-06 2014-10-06 N/A Other Commercial Paper 7350000.00 7346927.65 EMORY UNIVERSITY 2014-09-22 2014-09-22 0.12 - 0.12 Other Commercial Paper 2100000.00 2100063.09 NO CAROLINA FAC FIN AG 2014-09-04 2014-09-04 0.07 - 0.07 Other Commercial Paper 775000.00 775000.00 REDEVELOPMENT AGENCY 2014-10-10 2014-10-10 0.25 - 0.25 Other Commercial Paper 9210000.00 9210552.25 WELLPOINT INC 2014-10-01 2014-10-01 N/A Other Commercial Paper 789899.00 789576.96 First Tier Security 2014-10-29 2014-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 67000000.00 67000000.00 0.0006 Y 67012060.00 67012060.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WFK6 0001287279 Other Repurchase Agreement N BUMBLE BEE ACQUISITION CORP. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 2764000.00 2973649.40 PROVIDENT FUNDING ASSOCIATES, 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 9230000.00 10422405.24 VERTELLUS SPECIALTIES INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 15500000.00 16061875.00 WINDSTREAM CORPORATION 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 10000000.00 10792040.00 First Tier Security 2014-10-29 2014-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 37000000.00 37000000.00 0.0003 Y 37009990.00 37009990.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WEA9 0001287279 Other Repurchase Agreement N 101-500 2019-01-25 2051-02-15 0 - 38.85 Other Instrument MORTGAGE 7623367637.00 450797225.30 First Tier Security 2014-10-29 2014-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 417000000.00 417000000.00 0.0037 Y 417083400.00 417083400.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WFW0 0001287279 Other Repurchase Agreement N CITIGROUP, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 35937000.00 36899213.18 TW TELECOM HOLDINGS INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 6870000.00 7699419.17 First Tier Security 2014-10-29 2014-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 41000000.00 41000000.00 0.0004 Y 41006560.00 41006560.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WBW4 0001287279 Other Repurchase Agreement N CWALT INC., 2006-14CB 2036-06-25 2036-06-25 0.855 - 0.855 Other Instrument GOVERNMENT AGENCY 30000000.00 11772049.96 ALTERNATIVE LOAN TRUST 2006-30 2036-11-25 2036-11-25 0.755 - 0.755 Other Instrument GOVERNMENT AGENCY 30000000.00 3083138.69 ALTERNATIVE LOAN TRUST 2006-39 2037-01-25 2037-01-25 0.755 - 0.755 Other Instrument GOVERNMENT AGENCY 18000000.00 5143810.63 ALTERNATIVE LOAN TRUST 2007-OH 2047-09-25 2047-09-25 0.445 - 0.445 Other Instrument GOVERNMENT AGENCY 23888525.00 10406206.30 ALTERNATIVE LOAN TRUST 2007-16 2037-08-25 2037-08-25 0.555 - 0.555 Other Instrument GOVERNMENT AGENCY 42724800.00 11535672.01 AMERICAN HOME MORTGAGE ASSETS 2047-06-25 2047-06-25 0.345 - 0.345 Other Instrument GOVERNMENT AGENCY 22000000.00 9611098.89 BANC OF AMERICA MORTGAGE SECUR 2035-05-25 2035-05-25 2.646 - 2.646 Other Instrument GOVERNMENT AGENCY 17816000.00 14171601.84 BEAR STEARNS ASSET BACKED SECU 2035-07-25 2035-07-25 4.845 - 4.845 Other Instrument GOVERNMENT AGENCY 22685000.00 863329.03 CITIMORTGAGE ALTERNATIVE LOAN 2037-01-25 2037-01-25 0.755 - 0.755 Other Instrument GOVERNMENT AGENCY 14500000.00 4414725.59 CWALT, INC., 2005-13CB 2035-09-25 2035-09-25 0.495 - 0.495 Other Instrument GOVERNMENT AGENCY 17695000.00 2914101.53 CWALT, INC., 2005-79CB 2036-01-25 2036-01-25 0.705 - 0.705 Other Instrument GOVERNMENT AGENCY 10545000.00 2777916.17 CHEVY CHASE FUNDING LLC 2048-05-25 2048-05-25 0.285 - 0.285 Other Instrument GOVERNMENT AGENCY 30000000.00 9560977.22 CREDIT SUISSE COMMERCIAL MORTG 2039-03-15 2039-03-15 5.669 - 5.669 Other Instrument GOVERNMENT AGENCY 276049.00 224589.32 DEUTSCHE ALT-A SECURITIES MORT 2047-02-25 2047-02-25 0.355 - 0.355 Other Instrument GOVERNMENT AGENCY 19000000.00 7530464.77 FIRST HORIZON ALTERNATIVE MORT 2036-07-25 2036-07-25 0.625 - 0.625 Other Instrument GOVERNMENT AGENCY 28000000.00 5230987.55 HOMEBANC MORTGAGE TRUST 2004-1 2035-03-25 2035-03-25 0.615 - 0.645 Other Instrument GOVERNMENT AGENCY 34147000.00 6434778.39 IMPAC SECURED ASSET TRUST 2007 2037-05-25 2037-05-25 0.265 - 0.405 Other Instrument GOVERNMENT AGENCY 41915000.00 11871254.64 INDYMAC INDX MORTGAGE LOAN TRU 2035-04-25 2035-04-25 2.441 - 2.441 Other Instrument GOVERNMENT AGENCY 27431500.00 989954.13 INDYMAC INDX MORTGAGE LOAN TRU 2046-01-25 2046-01-25 0.855 - 0.855 Other Instrument GOVERNMENT AGENCY 15140000.00 2654710.72 JPMORGAN ALTERNATIVE LOAN TRUS 2036-12-25 2036-12-25 0.315 - 0.315 Other Instrument GOVERNMENT AGENCY 17206000.00 8815013.51 JPMORGAN MORTGAGE TRUST 2006-S 2037-01-25 2037-01-25 0.535 - 0.535 Other Instrument GOVERNMENT AGENCY 27365458.00 5403763.46 LUMINENT MORTGAGE TRUST 2006-5 2036-07-25 2036-07-25 0.345 - 0.345 Other Instrument GOVERNMENT AGENCY 15659000.00 4358044.64 MASTR ADJUSTABLE RATE MORTGAGE 2037-05-14 2047-05-25 0.355 - 0.365 Other Instrument GOVERNMENT AGENCY 44624000.00 15269038.33 MERRILL LYNCH MORTGAGE BACKED 2036-08-25 2036-08-25 2.523 - 2.523 Other Instrument GOVERNMENT AGENCY 26408000.00 7817713.31 MORGAN STANLEY MORTGAGE RESECU 2038-06-25 2038-06-25 0.644 - 0.644 Other Instrument GOVERNMENT AGENCY 14300000.00 3599495.58 RALI SERIES 2007-QS8 2037-06-25 2037-06-25 0.755 - 0.755 Other Instrument GOVERNMENT AGENCY 20000000.00 7781994.34 RALI SERIES 2007-QO4 TRUST 2047-05-25 2047-05-25 0.345 - 0.345 Other Instrument GOVERNMENT AGENCY 20021000.00 8094965.34 RESIDENTIAL ASSET SECURITIZATI 2046-01-25 2046-01-25 0.555 - 0.555 Other Instrument GOVERNMENT AGENCY 21089036.00 4345999.41 STRUCTURED ASSET MORTGAGE INVE 2046-05-25 2046-05-25 0.365 - 0.365 Other Instrument GOVERNMENT AGENCY 29000000.00 7794742.52 STRUCTURED ADJUSTABLE RATE MOR 2037-01-25 2037-01-25 0.315 - 0.315 Other Instrument GOVERNMENT AGENCY 21535989.00 5692788.96 WAMU MORTGAGE PASS-THROUGH TRU 2045-11-25 2045-11-25 0.435 - 0.435 Other Instrument GOVERNMENT AGENCY 29010000.00 6431648.35 WAMU MORTGAGE PASS-THROUGH CER 2046-08-25 2046-08-25 1.123 - 1.123 Other Instrument GOVERNMENT AGENCY 30000000.00 9443859.46 WAMU MORTGAGE PASS-THROUGH 2047-06-25 2047-06-25 0.873 - 0.873 Other Instrument GOVERNMENT AGENCY 16295000.00 7828024.69 WASHINGTON MUTUAL MORTGAGE PAS 2035-11-25 2035-11-25 0.705 - 0.705 Other Instrument GOVERNMENT AGENCY 25000000.00 5395235.87 First Tier Security 2014-10-29 2014-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 212000000.00 212000000.00 0.0019 Y 212016960.00 212016960.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 48W99WHV0 0001287279 Other Repurchase Agreement N BCAP LLC TRUST 2007-AA3 2047-05-25 2047-05-25 0.305 - 0.305 Other Instrument GOVERNMENT AGENCY 20155000.00 6255514.52 BANC OF AMERICA FUNDING CORPOR 2035-09-20 2035-09-20 0.466 - 0.466 Other Instrument GOVERNMENT AGENCY 60000000.00 7583709.96 CWALT, INC., 2005-13CB 2035-07-25 2035-10-25 0.455 - 0.485 Other Instrument GOVERNMENT AGENCY 111967993.00 19339049.83 CWALT, INC., 2005-43 2035-11-20 2035-11-20 1.413 - 1.413 Other Instrument GOVERNMENT AGENCY 63730000.00 22286041.27 HOMEBANC MORTGAGE TRUST 2004-1 2036-01-25 2036-01-25 0.415 - 0.415 Other Instrument GOVERNMENT AGENCY 56000000.00 17763458.97 IMPAC SECURED ASSETS CORP. 2036-05-25 2036-05-25 0.355 - 0.355 Other Instrument GOVERNMENT AGENCY 68624000.00 22176020.05 INDYMAC INDX MORTGAGE LOAN TRU 2046-04-25 2046-04-25 0.365 - 0.365 Other Instrument GOVERNMENT AGENCY 65400000.00 16238392.25 LEHMAN MORTGAGE TRUST 2006-9 2037-01-25 2037-01-25 0.485 - 0.485 Other Instrument GOVERNMENT AGENCY 49748000.00 11942805.19 LUMINENT MORTGAGE TRUST 06-4 2046-05-25 2046-05-25 0.345 - 0.345 Other Instrument GOVERNMENT AGENCY 51450000.00 12129347.71 WAMU MORTGAGE PASS-THROUGH CER 2046-06-25 2046-06-25 1.113 - 1.113 Other Instrument GOVERNMENT AGENCY 70365000.00 20834778.06 WASHINGTON MUTUAL MSC MORTGAGE 2035-05-25 2035-05-25 0.605 - 0.605 Other Instrument GOVERNMENT AGENCY 28257000.00 5510123.22 First Tier Security 2014-11-07 2014-11-07 N N N 150000000.00 150000000.00 0.0013 Y 150048000.00 150048000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WFR1 0001287279 Other Repurchase Agreement N 101-500 2021-11-05 2051-02-15 0 - 12.367 Other Instrument MORTGAGE 2793920365.00 600932580.55 First Tier Security 2014-10-29 2014-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 556000000.00 556000000.00 0.0049 Y 556100080.00 556100080.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WJL0 0001287279 Other Repurchase Agreement N BANK OF AMERICA STRUCTURED NOT 2035-10-25 2035-10-25 6 - 6 Other Instrument GOVERNMENT AGENCY 660000.00 224013.97 BANC OF AMERICA MORTGAGE SECUR 2035-03-25 2035-03-25 2.861 - 2.861 Other Instrument GOVERNMENT AGENCY 500000.00 107269.73 BANC OF AMERICA COMMERCIAL MOR 2047-09-10 2047-09-10 5.477 - 5.477 Other Instrument GOVERNMENT AGENCY 8760.00 7991.25 BEAR STEARNS MORTGAGE FUNDING 2036-09-25 2036-09-25 0.355 - 0.355 Other Instrument GOVERNMENT AGENCY 13383000.00 4745781.07 BEAR STEARNS MORTGAGE FUNDING 2046-12-25 2046-12-25 0.315 - 0.315 Other Instrument GOVERNMENT AGENCY 249027000.00 99125333.48 CWALT, INC. 2004-2CB 2035-03-25 2035-03-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 4500000.00 713466.93 CWALT, INC., 2005-13CB 2035-05-25 2035-05-25 0.655 - 0.655 Other Instrument GOVERNMENT AGENCY 10000000.00 1587345.75 CHASE MORTGAGE FINANCE 2007-A1 2037-03-25 2037-03-25 2.471 - 5.184 Other Instrument GOVERNMENT AGENCY 12023419.00 3961466.56 CHASE MORTGAGE FINANCE TRUST 2 2037-12-25 2037-12-25 2.61 - 2.61 Other Instrument GOVERNMENT AGENCY 2850000.00 546103.81 CHASE MORTGAGE FINANCE TRUST 2 2036-09-25 2036-09-25 2.604 - 2.604 Other Instrument GOVERNMENT AGENCY 4148000.00 2153688.44 CSCM MORTGAGE TRUST SERIES, SE 2040-02-15 2040-02-15 5.457 - 5.457 Other Instrument GOVERNMENT AGENCY 2197.00 1146.41 INDY MAC BANK 2034-08-25 2034-08-25 2.37 - 2.37 Other Instrument GOVERNMENT AGENCY 1000000.00 28934.48 INDYMAC INDX MORTGAGE LOAN TRU 2035-12-25 2035-12-25 4.63 - 4.63 Other Instrument GOVERNMENT AGENCY 5214000.00 4030244.87 J.P. MORGAN MORTGAGE TRUST 200 2036-04-25 2036-05-25 2.633 - 2.645 Other Instrument GOVERNMENT AGENCY 6400000.00 2142454.95 JPMORGAN MORTGAGE TRUST 2006-A 2036-06-25 2036-06-25 2.349 - 2.349 Other Instrument GOVERNMENT AGENCY 3500000.00 326788.55 J.P. MORGAN MORTGAGE TRUST 200 2036-08-25 2036-08-25 0.155 - 0.155 Other Instrument GOVERNMENT AGENCY 1846154.00 12441.49 J.P. MORGAN MORTGAGE TRUST 200 2036-08-25 2036-08-25 2.472 - 2.604 Other Instrument GOVERNMENT AGENCY 7330000.00 3650004.70 JPMORGAN CHASE COMMERCIAL MORT 2047-05-15 2047-05-15 5.386 - 5.386 Other Instrument GOVERNMENT AGENCY 4851000.00 4339342.18 ML-CFC COMMERCIAL MORTGAGE TRU 2051-03-12 2051-03-12 5.556 - 5.556 Other Instrument GOVERNMENT AGENCY 3505000.00 2693830.77 RALI SERIES 2003-QS4 TRUST 2035-05-25 2035-05-25 2.974 - 2.974 Other Instrument GOVERNMENT AGENCY 3611900.00 524954.82 STRUCTURED ASSET SECURITIES 2027-07-15 2027-07-15 7.615 - 7.615 Other Instrument GOVERNMENT AGENCY 206031289.00 9464049.82 WELLS FARGO MORTGAGE BACKED SE 2037-08-25 2037-08-25 6 - 6 Other Instrument GOVERNMENT AGENCY 127000.00 52936.64 First Tier Security 2014-10-29 2014-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 130000000.00 130000000.00 0.0011 Y 130098800.00 130098800.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.21% 48W9942T3 0000728612 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2021-02-15 2054-05-15 0 - 7.547 Government Agency Debt 1454447035.00 169427971.03 FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-25 2044-08-25 0 - 6.5 Government Agency Debt 679787257.00 61193951.41 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-07-16 2064-07-20 0 - 22.807 Government Agency Debt 8846756273.00 334851376.15 First Tier Security 2014-08-07 2014-08-07 N N N 549000000.00 549000000.00 0.0048 N 549000000.00 549000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.25% 48W9942C0 0000728612 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 36214897.00 595088386.34 First Tier Security 2014-08-06 2014-08-06 N N N 551000000.00 551000000.00 0.0048 N 551008705.80 551008705.80 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.56% 48W9943L9 0000728612 Other Repurchase Agreement N ARROW ELECTRONICS INC 2014-08-01 2014-08-01 N/A Other Commercial Paper 17400000.00 17399613.72 CONAGRA FOODS INC 2014-08-13 2014-08-13 N/A Other Commercial Paper 625000.00 621875.00 DCP MIDSTREAM LLC 2014-08-01 2014-08-01 N/A Other Commercial Paper 3150000.00 3149933.54 FORD MOTOR CREDIT CO LLC 2014-08-11 2014-08-11 N/A Financial Company Commercial Paper 1160000.00 1159918.80 HARBORVIEW MORTGAGE LOAN TRUST 2036-12-19 2036-12-19 0.346 - 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115.08 Other Instrument MORTGAGE 2315593929.00 385569103.57 First Tier Security 2014-10-02 2014-10-02 N N N 357000000.00 357000000.00 0.0031 Y 357000000.00 357000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. 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0.435 Other Instrument MORTGAGE 26400000.00 223422.63 MASTR ALTERNATIVE LOAN TRUST 2035-06-25 2035-06-25 6.198 - 6.198 Other Instrument MORTGAGE 10799000.00 665954.03 MORGAN STANLEY MORTGAGE LOAN TRUST 2036-06-25 2036-06-25 2.128 - 2.128 Other Instrument MORTGAGE 8508000.00 1549203.62 NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST 2036-10-25 2036-10-25 0.555 - 0.555 Other Instrument MORTGAGE 30000000.00 2602816.34 RALI 2037-02-25 2037-02-25 0.282 - 0.282 Other Instrument MORTGAGE 37320000.00 7106104.13 RALI 2035-12-25 2035-12-25 0.356 - 0.356 Other Instrument MORTGAGE 540112378.00 2408690.22 STRUCTURED ASSET SECURITIES CORPORATION 2035-01-25 2035-01-25 1.105 - 1.105 Other Instrument MORTGAGE 6000000.00 374368.94 STRUCTURED ASSET MORTGAGE INVESTMENTS 2035-04-19 2035-04-19 0.856 - 0.856 Other Instrument MORTGAGE 102419196.00 4470333.18 STRUCTURED ASSET MORTGAGE INVESTMENTS 2036-07-25 2036-07-25 0.385 - 0.385 Other Instrument MORTGAGE 42610000.00 4529816.76 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2036-02-25 2036-02-25 0.475 - 0.475 Other Instrument MORTGAGE 40000000.00 161941.37 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2046-06-25 2046-06-25 1.112 - 1.112 Other Instrument MORTGAGE 13020000.00 2837131.73 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2036-12-25 2036-12-25 0.255 - 0.255 Other Instrument MORTGAGE 75000000.00 9467198.72 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-04-25 2035-04-25 2.621 - 2.621 Other Instrument MORTGAGE 13050000.00 1007504.21 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-01-25 2035-01-25 2.614 - 2.614 Other Instrument MORTGAGE 5259000.00 962498.14 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-04-25 2035-04-25 0.755 - 0.755 Other Instrument MORTGAGE 1500000.00 129376.18 First Tier Security 2014-09-02 2014-09-02 N N N 123000000.00 123000000.00 0.0011 Y 123028290.00 123028290.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99LXL3 Other Repurchase Agreement N US TREASURY 2015-01-31 2016-03-15 0.25 - 0.375 Treasury Debt 5468000.00 5474421.96 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2035-01-25 2035-01-25 5.5 - 5.5 Other Instrument MORTGAGE 4000000.00 3671376.00 ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 2021-06-30 2021-06-30 6 - 6 Other Instrument CORPORATE 1000000.00 972166.67 ASSET BACKED SECURITIES CORPORATION HOME EQUITY LOAN TRUST 2036-01-25 2036-01-25 0.555 - 0.555 Other Instrument MORTGAGE 18194969.00 13795480.08 BANC OF AMERICA COMMERCIAL MORTGAGE 2043-07-10 2043-07-10 5.523 - 5.523 Other Instrument MORTGAGE 5000000.00 5073867.95 BANC OF AMERICA RE-REMIC TRUST 2049-06-17 2049-06-17 5.76 - 5.76 Other Instrument MORTGAGE 7000000.00 7599748.21 BOXER PARENT CO INC 2019-10-15 2019-10-15 N/A Other Instrument CORPORATE 2250000.00 2174625.00 COMM 2047-04-10 2047-04-10 4.278 - 4.278 Other Instrument MORTGAGE 10000000.00 10550785.00 COMM 2046-12-10 2046-12-10 5.377 - 5.377 Other Instrument MORTGAGE 7000000.00 7085096.08 GS MORTGAGE SECURITIES CORP II 2045-08-10 2045-08-10 5.991 - 5.991 Other Instrument MORTGAGE 3530000.00 3545670.57 JP MORGAN MORTGAGE TRUST 2035-08-25 2035-08-25 2.496 - 2.496 Other Instrument MORTGAGE 970000.00 878474.00 JP MORGAN RESECURITIZATION TRUST 2035-10-26 2035-10-26 2.616 - 2.616 Other Instrument MORTGAGE 1173212.00 1096875.97 ML-CFC COMMERCIAL MORTGAGE TRUST 2048-08-12 2048-08-12 0.332 - 0.332 Other Instrument MORTGAGE 3000000.00 2813046.67 MORGAN STANLEY CAPITAL I 2043-12-15 2043-12-15 5.37 - 5.37 Other Instrument MORTGAGE 3000000.00 3256649.00 MORGAN STANLEY CAPITAL I 2049-04-15 2049-04-15 5.869 - 5.869 Other Instrument MORTGAGE 10000000.00 10661010.67 SBA COMMUNICATIONS CORP 2022-07-15 2022-07-15 4.875 - 4.875 Other Instrument CORPORATE 100000.00 96500.00 SBA TOWER TRUST 2040-04-15 2040-04-15 4.254 - 4.254 Other Instrument MORTGAGE 1560000.00 1600355.12 6.25% BD UNDATED US 2099-12-29 2099-12-29 6.25 - 6.25 Other Instrument CORPORATE 1360000.00 1079500.00 CSN ISLANDS XII COR 2099-12-31 2099-12-31 7 - 7 Other Instrument CORPORATE 3882000.00 3677763.67 GTD PERP NT REG S 2099-12-29 2099-12-29 8.875 - 8.875 Other Instrument CORPORATE 60000.00 58288.75 GTD FIXED RT SR REG 2023-03-14 2023-03-14 5 - 5 Other Instrument CORPORATE 25000.00 24225.69 WPE INTL COOPERATIEF 2020-09-30 2020-09-30 10.375 - 10.375 Other Instrument CORPORATE 70000.00 33941.01 IRSA 2017-02-02 2017-02-02 8.5 - 8.5 Other Instrument CORPORATE 191000.00 187772.10 6% NT REDEEM 15/11/ 2026-11-15 2026-11-15 6 - 6 Other Instrument CORPORATE 92382.00 57744.91 CORDOBA(PROVINCE OF) 2017-08-17 2017-08-17 12.375 - 12.375 Other Instrument CORPORATE 2126000.00 2038568.24 First Tier Security 2014-10-17 2014-10-17 N N N 82000000.00 82000000.00 0.0007 Y 82046740.00 82046740.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99LYC2 Other Repurchase Agreement N 101-500 2015-01-15 2099-12-31 0 - 12 Other Instrument MORTGAGE 340813844.00 88127639.96 First Tier Security 2014-10-21 2014-10-21 N N N 82000000.00 82000000.00 0.0007 Y 82046740.00 82046740.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.03% 48S99LRT3 Other Repurchase Agreement N AMERIQUEST MORTGAGE SECURITIES ASSET-BACKED PTC 2034-09-25 2035-10-25 0.845 - 1.955 Other Instrument ASSET BACKED 21740000.00 3504512.06 ABFC ASSET BACKED FUNDING CORPORATION 2035-03-25 2035-03-25 1.16 - 1.16 Other Instrument ASSET BACKED 4000000.00 522057.43 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2035-09-25 2035-09-25 0.662 - 0.662 Other Instrument ASSET BACKED 7500000.00 1627875.92 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.902 - 1.902 Other Instrument ASSET BACKED 336739000.00 50262057.01 COUNTRYWIDE HOME EQUITY LOAN TRUST 2036-02-25 2036-02-25 0.645 - 0.645 Other Instrument ASSET BACKED 19000000.00 4197272.49 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-02-25 2035-02-25 5.541 - 5.541 Other Instrument ASSET BACKED 6400000.00 1700708.13 CARRINGTON HOME EQUITY LOAN TRUST 2035-10-25 2035-10-25 0.675 - 0.675 Other Instrument ASSET BACKED 8418000.00 1800808.02 ELLINGTON LOAN ACQUISITION TRUST 2037-05-25 2037-05-25 1.855 - 1.855 Other Instrument ASSET BACKED 7500000.00 384923.75 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2034-02-25 2034-02-25 2.525 - 2.525 Other Instrument ASSET BACKED 33000000.00 3046121.67 FREMONT HOME LOAN OWNER TRUST 2034-11-25 2034-11-25 1.73 - 1.73 Other Instrument ASSET BACKED 10000000.00 761768.38 GSAMP 2034-05-25 2034-05-25 1.88 - 1.88 Other Instrument ASSET BACKED 4150000.00 238689.16 HSI ASSET SECURITIZATION CORPORATION TRUST 2035-12-25 2035-12-25 0.695 - 0.695 Other Instrument ASSET BACKED 6000000.00 859025.00 HOME EQUITY ASSET TRUST 2037-03-25 2037-03-25 0.375 - 0.375 Other Instrument ASSET BACKED 15560000.00 3963513.22 RAST (RESIDENTIAL ASSET SECURITIZATION TRUST) 2035-04-25 2035-04-25 5.5 - 5.5 Other Instrument ASSET BACKED 2500000.00 650219.58 JP MORGAN MORTGAGE ACQUISITION CORP 2036-04-25 2036-04-25 0.495 - 0.495 Other Instrument ASSET BACKED 4000000.00 590520.75 LONG BEACH MORTGAGE LOAN TRUST 2035-02-25 2035-02-25 1.58 - 1.58 Other Instrument ASSET BACKED 13500000.00 2188148.55 MASTR ASSET BACKED SECURITIES TRUST 2036-01-25 2036-01-25 0.535 - 0.535 Other Instrument ASSET BACKED 3000000.00 571686.92 MERRILL LYNCH HOME EQUITY LOAN TRUST 2036-12-25 2036-12-25 0.555 - 0.555 Other Instrument ASSET BACKED 21759000.00 1200541.95 MORGAN STANLEY ABS 2037-05-25 2037-05-25 0.215 - 0.215 Other Instrument ASSET BACKED 38280256.00 1839382.53 NEW CENTURY MORTGAGE CORP HOME EQUITY LOAN TRUST 2035-02-25 2035-10-25 0.645 - 1.005 Other Instrument ASSET BACKED 32275000.00 5544090.43 NOMURA HOME EQUITY LOAN TRUST 2035-09-25 2035-09-25 0.875 - 0.875 Other Instrument ASSET BACKED 3600000.00 699760.20 QUEST TRUST 2036-08-25 2036-08-25 0.655 - 0.655 Other Instrument ASSET BACKED 4520000.00 297868.67 RAMP 2033-02-25 2033-02-25 5.35 - 5.35 Other Instrument ASSET BACKED 5695000.00 1201359.34 RASC 2034-04-25 2034-04-25 1.73 - 1.73 Other Instrument ASSET BACKED 10000000.00 711699.99 SAXON ASSET SECURITIES TRUST 2035-05-25 2035-05-25 1.325 - 1.325 Other Instrument ASSET BACKED 4000000.00 274158.68 STRUCTURED ASSET INVESTMENT LOAN TRUST 2035-12-25 2035-12-25 0.605 - 0.605 Other Instrument ASSET BACKED 10170000.00 1135712.71 SASCO MORTGAGE LOAN TRUST 2037-06-25 2037-06-25 0.355 - 0.355 Other Instrument ASSET BACKED 4133744.00 1182197.73 First Tier Security 2014-09-05 2014-09-05 N N N 82000000.00 82000000.00 0.0007 Y 82030340.00 82030340.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.25% 42T99Q3T0 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2023-02-15 2043-07-15 2.5 - 20.286 Government Agency Debt 361247520.00 31328823.17 FEDERAL NATIONAL MORTGAGE ASSOC 2033-01-25 2043-10-25 0 - 7.048 Government Agency Debt 642101522.00 65936790.78 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-07-20 2044-01-20 1.799 - 11.583 Government Agency Debt 422161376.00 36570583.69 First Tier Security 2014-08-05 2014-08-05 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 130000000.00 130000000.00 0.0011 N 130000000.00 130000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.29% 42T99Q3K9 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2020-04-15 2043-07-15 0 - 1181.25 Government Agency Debt 655265089.00 36153404.88 FEDERAL NATIONAL MORTGAGE ASSOC 2017-02-25 2044-09-01 0 - 1009.25 Government Agency Debt 910443228.00 64645963.49 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-04-16 2044-01-20 0 - 11.583 Government Agency Debt 283073441.00 55753413.68 First Tier Security 2014-08-07 2014-08-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 152000000.00 152000000.00 0.0013 N 152000000.00 152000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.38% 42T99Q3S2 0000050916 Other Repurchase Agreement N 101-500 2015-09-15 2099-12-29 0 - 14.75 Other Instrument CORPORATE 151398947.00 141496428.15 First Tier Security 2014-08-04 2014-08-04 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 131000000.00 131000000.00 0.0011 N 131000000.00 131000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99Q3U7 0000050916 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2036-08-25 2036-08-25 6 - 6 Other Instrument MORTGAGE 5034888.00 2717562.01 CWALT ALTERNATIVE LOAN TRUST 2037-04-25 2037-04-25 4.995 - 4.995 Other Instrument MORTGAGE 27500000.00 807895.69 CWALT ALTERNATIVE LOAN TRUST 2037-02-25 2037-02-25 6 - 6 Other Instrument MORTGAGE 29377.00 9791.35 CWALT ALTERNATIVE LOAN TRUST 2037-04-25 2037-04-25 0.605 - 6 Other Instrument MORTGAGE 12280811.00 6516991.34 CWALT ALTERNATIVE LOAN TRUST 2047-06-25 2047-06-25 5.345 - 5.345 Other Instrument MORTGAGE 47672755.00 4186621.43 CWALT ALTERNATIVE LOAN TRUST 2037-08-25 2037-08-25 6.25 - 6.25 Other Instrument MORTGAGE 3395087.00 667112.38 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2045-09-25 2045-09-25 0.455 - 0.455 Other Instrument MORTGAGE 522000.00 83611.45 BCAP TRUST 2037-01-25 2037-01-25 0.325 - 0.325 Other Instrument MORTGAGE 104279.00 25959.78 BANC OF AMERICA ALTERNATIVE LOAN TRUST 2034-10-25 2034-10-25 5.75 - 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