0000278001-14-000059.txt : 20141030 0000278001-14-000059.hdr.sgml : 20141030 20140908133609 ACCESSION NUMBER: 0000278001-14-000059 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140831 FILED AS OF DATE: 20140908 DATE AS OF CHANGE: 20140908 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: 141090200 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 2014-08-31 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 48 82 114764507624.31 1705710799.32 1796533180.59 114673685243.04 0.0025 1.0004 2014-08-29 1.0004 2014-08-29 C000019553 2500.00 114673685243.04 1.00 616945016.17 24105028803.90 23488083787.73 0.0001 1.0004 2014-08-29 1.0004 2014-08-29 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.21% 06366BG95 Certificate of Deposit First Tier Security 2014-09-10 2015-04-10 N N N 200000000.00 200000000.00 0.0017 N 199978800.00 199978800.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.25% 06366LDW5 Certificate of Deposit First Tier Security 2014-09-17 2015-05-14 N N N 912000000.00 912000000.00 0.0080 N 912005472.00 912005472.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HJJ6 Certificate of Deposit First Tier Security 2014-09-10 2015-04-07 N N N 433000000.00 433000000.00 0.0038 N 432804717.00 432804717.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HEN2 Certificate of Deposit First Tier Security 2014-09-03 2015-04-30 N N N 433000000.00 433000000.00 0.0038 N 433208706.00 433208706.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HLC8 Certificate of Deposit First Tier Security 2014-09-15 2015-05-15 N N N 760000000.00 760000000.00 0.0066 N 759892840.00 759892840.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HDY9 Certificate of Deposit First Tier Security 2014-09-23 2015-05-20 N N N 869000000.00 869000000.00 0.0076 N 869643060.00 869643060.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HHT6 Certificate of Deposit First Tier Security 2014-09-30 2015-03-31 N N N 445000000.00 445000000.00 0.0039 N 444947490.00 444947490.00 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 1188853515.20 1188853515.20 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 600110760.00 600110760.00 Bank of Nova Scotia Bank of Nova Scotia, 0.32% 06417E5W9 Certificate of Deposit First Tier Security 2014-09-11 2015-02-06 N N N 406000000.00 406000000.00 0.0035 N 406012992.00 406012992.00 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 0.0039 N 451010508.30 451010508.30 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 0.0087 N 1000034900.00 1000034900.00 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 288010627.20 288010627.20 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 420017136.00 420017136.00 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 995114325.50 995114325.50 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 0.0109 N 1250131375.00 1250131375.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HVS6 Certificate of Deposit First Tier Security 2015-02-03 2015-02-03 N N N 515000000.00 515000000.00 0.0045 N 515045062.50 515045062.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HYD6 Certificate of Deposit First Tier Security 2015-02-24 2015-02-24 N N N 295000000.00 295000000.00 0.0026 N 295029293.50 295029293.50 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 860056846.00 860056846.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.25% 13606YZK5 Certificate of Deposit First Tier Security 2014-09-16 2015-05-13 N N N 1249000000.00 1249000000.00 0.0109 N 1249063699.00 1249063699.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YPQ3 Certificate of Deposit First Tier Security 2014-09-03 2015-01-30 N N N 405000000.00 405000000.00 0.0035 N 404972865.00 404972865.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YRX6 Certificate of Deposit First Tier Security 2014-09-05 2015-01-30 N N N 403000000.00 403000000.00 0.0035 N 403002015.00 403002015.00 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 0.0087 N 1000014400.00 1000014400.00 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 500009000.00 500009000.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536G5T4 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 436000000.00 436000000.00 0.0038 N 435999040.80 435999040.80 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536G5U1 Certificate of Deposit First Tier Security 2014-09-03 2014-09-03 N N N 875000000.00 875000000.00 0.0076 N 874997550.00 874997550.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536G5V9 Certificate of Deposit First Tier Security 2014-09-04 2014-09-04 N N N 840000000.00 840000000.00 0.0073 N 839997228.00 839997228.00 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 652012648.80 652012648.80 Credit Suisse AG Credit Suisse AG, 0.25% 22549T3A4 Certificate of Deposit First Tier Security 2014-11-10 2014-11-10 N N N 879000000.00 879000000.00 0.0077 N 879017755.80 879017755.80 Credit Suisse AG Credit Suisse AG, 0.25% 22549T3B2 Certificate of Deposit First Tier Security 2014-11-14 2014-11-14 N N N 155000000.00 155000000.00 0.0014 N 155003301.50 155003301.50 Credit Suisse AG Credit Suisse AG, 0.31% 22549TXS2 Certificate of Deposit First Tier Security 2014-09-03 2014-11-03 N N N 779000000.00 779000000.00 0.0068 N 778974293.00 778974293.00 Deutsche Bank Deutsche Bank, 0.29% 25152XVB3 Certificate of Deposit First Tier Security 2014-10-27 2014-10-27 N N N 1700000000.00 1700000000.00 0.0148 N 1700111350.00 1700111350.00 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 196013053.60 196013053.60 KBC Bank NV KBC Bank NV, 0.13% 4823T0G94 Certificate of Deposit First Tier Security 2014-09-04 2014-09-04 N N N 874000000.00 874000000.00 0.0076 N 873995630.00 873995630.00 KBC Bank NV KBC Bank NV, 0.13% 4823T0H36 Certificate of Deposit First Tier Security 2014-09-05 2014-09-05 N N N 1066000000.00 1066000000.00 0.0093 N 1066000000.00 1066000000.00 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 217025258.80 217025258.80 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 218002964.80 218002964.80 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 437025433.40 437025433.40 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 436027773.20 436027773.20 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 436032002.40 436032002.40 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 506030663.60 506030663.60 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 0.0063 N 725049372.50 725049372.50 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 735051303.00 735051303.00 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 443011606.60 443011606.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LG42 Certificate of Deposit First Tier Security 2014-12-26 2014-12-26 N N N 440000000.00 440000000.00 0.0038 N 440014520.00 440014520.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LJ56 Certificate of Deposit First Tier Security 2015-01-02 2015-01-02 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, 0.12% 63873FCU0 Certificate of Deposit First Tier Security 2014-09-05 2014-09-05 N N N 266000000.00 266000000.00 0.0023 N 266000000.00 266000000.00 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 1130015029.00 1130015029.00 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 0.0052 N 600007980.00 600007980.00 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 1338073456.20 1338073456.20 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 500027450.00 500027450.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FCK2 Certificate of Deposit First Tier Security 2014-12-01 2014-12-01 N N N 1100000000.00 1100000000.00 0.0096 N 1100000000.00 1100000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FCP1 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 804000000.00 804000000.00 0.0070 N 804000000.00 804000000.00 National Bank of Canada National Bank of Canada, 0.32% 63307UEA5 Certificate of Deposit First Tier Security 2014-09-10 2014-11-07 N N N 201000000.00 201000000.00 0.0018 N 201004221.00 201004221.00 National Bank of Canada National Bank of Canada, 0.33% 63307UDX6 Certificate of Deposit First Tier Security 2014-09-22 2014-11-20 N N N 1610000000.00 1610000000.00 0.0140 N 1610119140.00 1610119140.00 National Bank of Canada National Bank of Canada, 0.37% 63307UBK6 Certificate of Deposit First Tier Security 2014-09-22 2015-02-13 N N N 1201000000.00 1200864624.53 0.0105 N 1201066055.00 1201066055.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.21% 21684BSW5 Certificate of Deposit First Tier Security 2014-09-03 2015-01-05 N N N 469000000.00 469000000.00 0.0041 N 468968108.00 468968108.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRN8 Certificate of Deposit First Tier Security 2014-09-26 2015-06-26 N N N 530000000.00 530000000.00 0.0046 N 529955480.00 529955480.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NRB4 Certificate of Deposit First Tier Security 2014-09-09 2015-04-09 N N N 435000000.00 435000000.00 0.0038 N 434973465.00 434973465.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NRC2 Certificate of Deposit First Tier Security 2014-09-15 2015-04-15 N N N 65000000.00 65000000.00 0.0006 N 64995905.00 64995905.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NRQ1 Certificate of Deposit First Tier Security 2014-09-23 2015-07-23 N N N 407000000.00 407000000.00 0.0035 N 406926740.00 406926740.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2014-09-19 2014-11-19 N N N 206000000.00 206000000.00 0.0018 N 206004120.00 206004120.00 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 213001661.40 213001661.40 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 412003996.40 412003996.40 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 0.0041 N 475006460.00 475006460.00 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 424014797.60 424014797.60 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 288017337.60 288017337.60 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 448031315.20 448031315.20 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 0.0033 N 384015513.60 384015513.60 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 0.0031 N 360016740.00 360016740.00 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 484023570.80 484023570.80 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 81004082.40 81004082.40 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 342999965.70 342999965.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YNU4 Certificate of Deposit First Tier Security 2014-12-26 2014-12-26 N N N 50000000.00 50000000.00 0.0004 N 50000000.00 50000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YPG3 Certificate of Deposit First Tier Security 2015-01-26 2015-01-26 N N N 198000000.00 198000000.00 0.0017 N 198008236.80 198008236.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YPZ1 Certificate of Deposit First Tier Security 2015-01-29 2015-01-29 N N N 482000000.00 482000000.00 0.0042 N 482000000.00 482000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.32% 86562JAD9 Certificate of Deposit First Tier Security 2014-09-15 2015-02-17 N N N 890000000.00 890000000.00 0.0078 N 890171770.00 890171770.00 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 434040448.80 434040448.80 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 505021260.50 505021260.50 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 513021853.80 513021853.80 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 0.0094 N 1083052742.10 1083052742.10 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KRD7 Certificate of Deposit First Tier Security 2015-01-02 2015-01-02 N N N 627000000.00 627000000.00 0.0055 N 626978055.00 626978055.00 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 0.0066 N 760031996.00 760031996.00 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 801018903.60 801018903.60 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 498001451.08 0.0043 N 498028186.80 498028186.80 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 965003213.26 0.0084 N 965061374.00 965061374.00 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 108018154.80 108018154.80 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 500086500.00 500086500.00 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 500087350.00 500087350.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.22% 89112UDF5 Certificate of Deposit First Tier Security 2014-09-16 2015-05-18 N N N 393000000.00 393000000.00 0.0034 N 392943801.00 392943801.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.23% 89112UGM7 Certificate of Deposit First Tier Security 2014-09-08 2015-06-08 N N N 391000000.00 391000000.00 0.0034 N 390940177.00 390940177.00 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 0.0022 N 257058673.10 257058673.10 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 431019438.10 431019438.10 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 685085625.00 685085625.00 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 0.0035 N 407018030.10 407018030.10 UBS AG UBS AG, 0.26% 90267RWK1 Certificate of Deposit First Tier Security 2014-09-04 2014-10-03 N N N 1193000000.00 1193000000.00 0.0104 N 1192979719.00 1192979719.00 UBS AG UBS AG, 0.27% 90267RYB9 Certificate of Deposit First Tier Security 2014-09-23 2014-12-23 N N N 702000000.00 702000000.00 0.0061 N 701955774.00 701955774.00 UBS AG UBS AG, 0.27% 90267RYU7 Certificate of Deposit First Tier Security 2014-09-29 2015-01-27 N N N 1354000000.00 1354000000.00 0.0118 N 1353887618.00 1353887618.00 BMO Harris Bank NA BMO Harris Bank NA, 0.25% 05574BCQ1 Certificate of Deposit First Tier Security 2015-02-17 2015-02-17 N N N 185000000.00 185000000.00 0.0016 N 185017630.50 185017630.50 BMO Harris Bank NA BMO Harris Bank NA, 0.25% 05574BCS7 Certificate of Deposit First Tier Security 2015-02-18 2015-02-18 N N N 115000000.00 115000000.00 0.0010 N 115011028.50 115011028.50 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 305032025.00 305032025.00 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 422043930.20 422043930.20 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 231025987.50 231025987.50 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 0.0062 N 714083252.40 714083252.40 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 835166916.50 835166916.50 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 0.0048 N 554114456.40 554114456.40 Citibank NA Citibank NA, 0.23% 17304UXX3 Certificate of Deposit First Tier Security 2014-12-16 2014-12-16 N N N 352000000.00 352000000.00 0.0031 N 352074553.60 352074553.60 Citibank NA Citibank NA, 0.23% 17304UXZ8 Certificate of Deposit First Tier Security 2014-12-17 2014-12-17 N N N 885000000.00 885000000.00 0.0077 N 885189124.50 885189124.50 RBS Citizens NA RBS Citizens NA, 0.30% 17411TAL7 Certificate of Deposit Second Tier Security 2014-09-29 2014-09-29 N N N 573000000.00 573000000.00 0.0050 N 573000000.00 573000000.00 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 300043440.00 300043440.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3S5 Certificate of Deposit First Tier Security 2014-09-03 2015-03-09 N N N 288000000.00 288000000.00 0.0025 N 287970336.00 287970336.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3Z9 Certificate of Deposit First Tier Security 2014-09-08 2015-03-16 N N N 308000000.00 308000000.00 0.0027 N 307967044.00 307967044.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E2Q0 Certificate of Deposit First Tier Security 2014-09-09 2015-02-09 N N N 500000000.00 500000000.00 0.0044 N 499952000.00 499952000.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E2P2 Certificate of Deposit First Tier Security 2014-09-09 2015-02-06 N N N 54000000.00 54000000.00 0.0005 N 53995356.00 53995356.00 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 500027050.00 500027050.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E2R8 Certificate of Deposit First Tier Security 2014-09-12 2015-02-10 N N N 54000000.00 54000000.00 0.0005 N 54007020.00 54007020.00 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 500029150.00 500029150.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E2S6 Certificate of Deposit First Tier Security 2014-09-12 2015-02-12 N N N 500000000.00 500000000.00 0.0044 N 500065500.00 500065500.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 9497P66D5 Certificate of Deposit First Tier Security 2014-09-17 2014-12-12 N N N 250000000.00 250000000.00 0.0022 N 249986750.00 249986750.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3B2 Certificate of Deposit First Tier Security 2014-09-22 2015-02-20 N N N 278000000.00 278000000.00 0.0024 N 277973590.00 277973590.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3J5 Certificate of Deposit First Tier Security 2014-09-29 2015-03-02 N N N 813000000.00 813000000.00 0.0071 N 812917074.00 812917074.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3P1 Certificate of Deposit First Tier Security 2014-09-29 2015-03-04 N N N 320000000.00 320000000.00 0.0028 N 319967040.00 319967040.00 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 255037918.50 255037918.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 2029919A5 0000008565 Certificate of Deposit First Tier Security 2014-12-22 2014-12-22 N N N 219000000.00 219000000.00 0.0019 N 219027966.30 219027966.30 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 500007750.00 500007750.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.21% XS1062134454 0000833029 Certificate of Deposit First Tier Security 2014-09-24 2014-10-24 N N N 1970000000.00 1970000000.00 0.0172 N 1969938930.00 1969938930.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% XS1075907730 0000833029 Certificate of Deposit First Tier Security 2014-09-05 2015-01-05 N N N 1000000000.00 1000000000.00 0.0087 N 999932000.00 999932000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 37199S8N4 Financial Company Commercial Paper First Tier Security 2015-05-22 2015-05-22 N N N 510000000.00 508956766.54 0.0044 N 509099391.00 509099391.00 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 69987847.22 0.0006 N 69993574.00 69993574.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1J38 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 432000000.00 431996880.01 0.0038 N 431993995.20 431993995.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272AJC1 Financial Company Commercial Paper First Tier Security 2014-09-23 2015-02-23 N N N 150000000.00 150000000.00 0.0013 N 149995650.00 149995650.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.23% 46640CAM4 Financial Company Commercial Paper First Tier Security 2014-09-08 2014-11-07 N N N 950000000.00 950000000.00 0.0083 N 949965800.00 949965800.00 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 499728472.20 0.0044 N 499779600.00 499779600.00 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 461993070.00 0.0040 N 461989096.80 461989096.80 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1J20 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 1630000000.00 1629993208.44 0.0142 N 1629972779.00 1629972779.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1J38 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 1635000000.00 1634986374.89 0.0143 N 1634965992.00 1634965992.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1J46 Financial Company Commercial Paper First Tier Security 2014-09-04 2014-09-04 N N N 817000000.00 816989787.34 0.0071 N 816979575.00 816979575.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1J53 Financial Company Commercial Paper First Tier Security 2014-09-05 2014-09-05 N N N 804000000.00 803986599.89 0.0070 N 803979900.00 803979900.00 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SJ24 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 646000000.00 645998026.08 0.0056 N 645994250.60 645994250.60 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SJ32 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 864000000.00 863994719.92 0.0075 N 863990409.60 863990409.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.22% 83050UMW5 Financial Company Commercial Paper First Tier Security 2014-12-30 2014-12-30 N N N 126000000.00 125907599.99 0.0011 N 125904000.60 125904000.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.22% 83050UMX3 Financial Company Commercial Paper First Tier Security 2014-12-31 2014-12-31 N N N 500000000.00 499630277.80 0.0044 N 499614200.00 499614200.00 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 150980621.66 0.0013 N 150989294.10 150989294.10 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 77927958.33 0.0007 N 77939300.40 77939300.40 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 199809722.20 0.0017 N 199836660.00 199836660.00 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 124876736.13 0.0011 N 124891750.00 124891750.00 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 199800000.00 0.0017 N 199822780.00 199822780.00 Swedbank AB Swedbank AB, 0.25% 87019SNT7 Financial Company Commercial Paper First Tier Security 2015-01-27 2015-01-27 N N N 100000000.00 99897222.20 0.0009 N 99907440.00 99907440.00 Swedbank AB Swedbank AB, 0.25% 87019SNW0 Financial Company Commercial Paper First Tier Security 2015-01-30 2015-01-30 N N N 200000000.00 199790277.80 0.0017 N 199808640.00 199808640.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233ACD9 Financial Company Commercial Paper First Tier Security 2014-09-15 2014-09-15 N N N 300000000.00 300000000.00 0.0026 N 300000600.00 300000600.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233ACE7 Financial Company Commercial Paper First Tier Security 2014-09-16 2014-09-16 N N N 245000000.00 245000000.00 0.0021 N 245000490.00 245000490.00 Northern Pines Funding LLC Northern Pines Funding LLC, 0.35% 66560LJK3 Asset Backed Commercial Paper Second Tier Security 2014-09-19 2014-09-19 N N Y LIQUIDITY DEUTSCHE BANK AG LDN BRH N/A N/A 399000000.00 398930175.00 0.0035 N 398948808.30 398948808.30 Caisse centrale Desjardins Caisse centrale Desjardins, 0.11% 1280C3J24 Other Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 216000000.00 215999339.99 0.0019 N 215997602.40 215997602.40 Dominion Resources, Inc. Dominion Resources, Inc., 0.25% 2574P1J37 Other Commercial Paper Second Tier Security 2014-09-03 2014-09-03 N N N 17000000.00 16999763.89 0.0001 N 16999527.40 16999527.40 Hewlett-Packard Co. Hewlett-Packard Co., 0.28% 42823KJ52 Other Commercial Paper Second Tier Security 2014-09-05 2014-09-05 N N N 20000000.00 19999377.78 0.0002 N 19999650.00 19999650.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.29% 42823KJ86 Other Commercial Paper Second Tier Security 2014-09-08 2014-09-08 N N N 49000000.00 48997236.94 0.0004 N 48998775.00 48998775.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.29% 42823KJC7 Other Commercial Paper Second Tier Security 2014-09-12 2014-09-12 N N N 50000000.00 49995569.44 0.0004 N 49998250.00 49998250.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.31% 42823KK27 Other Commercial Paper Second Tier Security 2014-10-02 2014-10-02 N N N 81000000.00 80978377.49 0.0007 N 80991738.00 80991738.00 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.25% 63946EJK1 Other Commercial Paper Second Tier Security 2014-09-19 2014-09-19 N N N 81000000.00 80989875.02 0.0007 N 80989607.70 80989607.70 Northeast Utilities Northeast Utilities, 0.23% 66439UJ48 Other Commercial Paper Second Tier Security 2014-09-04 2014-09-04 N N N 70000000.00 69998658.34 0.0006 N 69997669.00 69997669.00 Northeast Utilities Northeast Utilities, 0.23% 66439UJ55 Other Commercial Paper Second Tier Security 2014-09-05 2014-09-05 N N N 73114000.00 73112131.54 0.0006 N 73111155.87 73111155.87 Northeast Utilities Northeast Utilities, 0.23% 66439UJB2 Other Commercial Paper Second Tier Security 2014-09-11 2014-09-11 N N N 27889000.00 27887218.21 0.0002 N 27886905.54 27886905.54 Sempra Global Sempra Global, 0.29% 81685MJP9 Other Commercial Paper Second Tier Security 2014-09-23 2014-09-23 N N N 26000000.00 25995392.23 0.0002 N 25996778.60 25996778.60 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 124925694.47 0.0011 N 124947675.00 124947675.00 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 49958611.10 0.0004 N 49965800.00 49965800.00 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 40000000.00 39966888.89 0.0003 N 39972640.00 39972640.00 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 49958055.56 0.0004 N 49964920.00 49964920.00 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 1051813670.10 0.0092 N 1051759114.00 1051759114.00 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 834178835.20 0.0073 N 834150000.00 834150000.00 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 631022049.05 0.0055 N 631024609.00 631024609.00 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 439776172.08 0.0038 N 439754641.00 439754641.00 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 405696435.04 0.0035 N 405906400.00 405906400.00 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 953447620.04 0.0083 N 953525450.00 953525450.00 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 507189407.90 0.0044 N 507441500.00 507441500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313385K88 Government Agency Debt First Tier Security 2014-10-17 2014-10-17 N N N 1789000000.00 1788839983.26 0.0156 N 1788953486.00 1788953486.00 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 449968799.97 0.0039 N 449991900.00 449991900.00 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 249942763.50 0.0022 N 249895750.00 249895750.00 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 249957810.85 0.0022 N 249951250.00 249951250.00 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 249997500.00 249997500.00 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 500113500.00 500113500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2WX0 Government Agency Debt First Tier Security 2015-08-27 2015-08-27 N N N 176000000.00 175969253.92 0.0015 N 175960224.00 175960224.00 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 185037555.00 185037555.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XE1 Government Agency Debt First Tier Security 2015-09-29 2015-09-29 N N N 440000000.00 440000000.00 0.0038 N 439988560.00 439988560.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.36% 25746UBV0 Other Note Second Tier Security 2014-09-22 2014-10-14 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 327000000.00 327000000.00 0.0029 N 326963376.00 326963376.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86959JDE5 Other Note First Tier Security 2014-09-15 2015-02-13 N N N 208000000.00 208000000.00 0.0018 N 208000416.00 208000416.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.31% 86959JCX4 Other Note First Tier Security 2014-09-29 2015-02-27 N N N 816000000.00 816000000.00 0.0071 N 815934720.00 815934720.00 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 2014-09-05 2014-09-05 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 HSBC Securities (USA), Inc. at 0.07%, dated 8/29/2014 due 09/02/2014 48Y99MYQ2_39304 Government Agency Repurchase Agreement Y US TREASURY 2014-09-30 2044-02-15 0.25 - 11.25 Treasury Debt 839661.07 870253.62 FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2044-06-01 2.5 - 5.226 Government Agency Debt 296524.43 289991.68 Unrated Security 2014-09-02 2014-09-02 N N N 1137217.00 1137217.45 0.0000 N 1137217.45 1137217.45 Mitsubishi UFJ Securities (U.S.A.), Inc. 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LLC Credit Suisse Securities (U.S.A.) LLC, 0.65% 48X99FVL2 0000318336 Other Repurchase Agreement N AEP INDUSTRIES INC. 2019-04-15 2019-04-15 8.25 - 8.25 Other Instrument CORPORATE 1890000.00 2034466.82 ALERE INC. INNOVATI 2018-07-01 2018-07-01 7.25 - 7.25 Other Instrument CORPORATE 3615000.00 3829113.76 ARCH COAL,INC. 2019-01-15 2019-01-15 8 - 8 Other Instrument CORPORATE 8645000.00 8459132.57 ARMSTRONG ENERGY INC 2019-12-15 2019-12-15 11.75 - 11.75 Other Instrument CORPORATE 6330000.00 7150350.19 BIOMET INC 2020-08-01 2020-08-01 6.5 - 6.5 Other Instrument CORPORATE 186000.00 202499.76 BONANZA CREEK ENERGY INC 2021-04-15 2021-04-15 6.75 - 6.75 Other Instrument CORPORATE 2479000.00 2631303.53 CARRIZO OIL & GAS, INC. 2020-09-15 2020-09-15 7.5 - 7.5 Other Instrument CORPORATE 3200000.00 3556666.56 COMSTOCK RESOURCES, INC. 2019-04-01 2020-06-15 7.75 - 9.5 Other Instrument CORPORATE 638000.00 728581.44 DS WATERS AMER INC 2021-09-01 2021-09-01 10 - 10 Other Instrument CORPORATE 25000.00 28451.39 GLOBAL SHIP LEASE INC 2019-04-01 2019-04-01 10 - 10 Other Instrument CORPORATE 15000000.00 16491665.84 GULFPORT ENERGY CORP 2020-11-01 2020-11-01 7.75 - 7.75 Other Instrument CORPORATE 7145000.00 7896217.43 INTELSAT JACKSON HOLDINGS S.A. 2022-12-15 2022-12-15 6.625 - 6.625 Other Instrument CORPORATE 1000000.00 1072236.06 MTR GAMING GROUP INC 2019-08-01 2019-08-01 11.5 - 11.5 Other Instrument CORPORATE 3389075.00 3975667.30 OFFSHORE GROUP INVESTMENT LIMI 2023-04-01 2023-04-01 7.125 - 7.125 Other Instrument CORPORATE 2200000.00 2180612.53 PREFERRED TERM SECURITITES XII 2033-12-24 2033-12-24 1.852 - 1.852 Other Instrument CORPORATE 6980000.00 1977741.75 REX ENERGY CORPORATION 2020-12-01 2020-12-01 8.875 - 8.875 Other Instrument CORPORATE 100000.00 112482.99 SANCHEZ ENERGY CORP 2021-06-15 2021-06-15 7.75 - 7.75 Other Instrument CORPORATE 1365000.00 1527198.02 STONE ENERGY CORPORATION 2022-11-15 2022-11-15 7.5 - 7.5 Other Instrument CORPORATE 53000.00 58101.52 TENET HEALTHCARE CORPORATION 2020-02-01 2031-11-15 6.75 - 8 Other Instrument CORPORATE 16425000.00 17747974.88 VANTAGE ONCOLOGY LLC / VANTAGE 2017-06-15 2017-06-15 9.5 - 9.5 Other Instrument CORPORATE 5983000.00 5859766.84 WILLIAM LYON HOMES INC 2019-04-15 2019-04-15 5.75 - 5.75 Other Instrument CORPORATE 3822000.00 3883204.98 PETR LEOS DE VENEZUELA, S.A. 2017-11-02 2026-11-15 6 - 8.5 Other Instrument CORPORATE 36881491.00 22571719.88 MHGE PARENT LLC / MHGE PARENT 2019-08-01 2019-08-01 8.5 - 8.5 Other Instrument CORPORATE 3825000.00 3795993.80 First Tier Security 2014-11-03 2014-11-03 N N N 109000000.00 109000000.00 0.0010 Y 109022890.00 109022890.00 Credit Suisse Securities (U.S.A.) 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TO BE MER 2018-11-01 2018-11-01 9.25 - 9.25 Other Instrument CORPORATE 1844000.00 2000983.19 CALPINE CORPORATION 2025-01-15 2025-01-15 5.75 - 5.75 Other Instrument CORPORATE 3349000.00 3402281.49 CINCINNATI BELL INC < 2020-10-15 2020-10-15 8.375 - 8.375 Other Instrument CORPORATE 1907000.00 2129430.38 CINEMARK USA, INC. 2021-06-15 2021-06-15 7.375 - 7.375 Other Instrument CORPORATE 3245000.00 3635166.33 CLAIRE'S STORES INC 2019-03-15 2019-03-15 9 - 9 Other Instrument CORPORATE 28600000.00 30938051.01 ENERGY PARTNERS,LTD. 2018-02-15 2018-02-15 8.25 - 8.25 Other Instrument CORPORATE 16780000.00 17840635.97 GENON ESCROW CORP 2020-10-15 2020-10-15 9.875 - 9.875 Other Instrument CORPORATE 1598000.00 1729674.00 HECKMAMN CORPORATION 2018-04-15 2018-04-15 9.875 - 9.875 Other Instrument CORPORATE 125000.00 125167.53 KODIAK OIL & GAS CORP 2019-12-01 2022-02-01 5.5 - 8.125 Other Instrument CORPORATE 5007000.00 5328165.25 LEGACY RESVS LP / LEGACY RESVS 2020-12-01 2020-12-01 8 - 8 Other Instrument CORPORATE 3456000.00 3703296.20 LEVEL 3 COMMUNICATIONS, INC. 2019-06-01 2019-06-01 8.875 - 8.875 Other Instrument CORPORATE 1125000.00 1241625.00 MEDIACOM BROADBAND LLC/ 2023-04-01 2023-04-01 6.375 - 6.375 Other Instrument CORPORATE 123000.00 130356.93 NBTY, INC. 2018-10-01 2018-10-01 9 - 9 Other Instrument CORPORATE 1030000.00 1084847.45 NATURAL RESOURCE PARTNERS L P 2018-10-01 2018-10-01 9.125 - 9.125 Other Instrument CORPORATE 4065000.00 4329112.32 NORTEK, INC. 2021-04-15 2021-04-15 8.5 - 8.5 Other Instrument CORPORATE 740000.00 809816.96 PETROQUEST ENERGY INC 2017-09-01 2017-09-01 10 - 10 Other Instrument CORPORATE 430000.00 452694.44 POLYMER GROUP, INC. 2019-02-01 2019-02-01 7.75 - 7.75 Other Instrument CORPORATE 800000.00 849888.90 ROC FIN LLC / ROC FIN CORP 2018-09-01 2018-09-01 12.125 - 12.125 Other Instrument CORPORATE 6150000.00 6601213.65 RES-CARE INC. 2019-01-15 2019-01-15 10.75 - 10.75 Other Instrument CORPORATE 65000.00 72005.10 SBA COMMUNICATIONS CORPORATION 2019-10-01 2019-10-01 5.625 - 5.625 Other Instrument CORPORATE 1000.00 1055.94 SANDRIDGE ENERGY, INC. 2020-01-15 2023-02-15 7.5 - 8.75 Other Instrument CORPORATE 6777000.00 7224144.32 SPECTRUM BRANDS INC < 2020-03-15 2020-03-15 6.75 - 6.75 Other Instrument CORPORATE 500000.00 548656.23 USG CORPORATION 2016-11-15 2016-11-15 6.3 - 6.3 Other Instrument CORPORATE 755000.00 817193.16 UNIVERSAL HOSPITAL SERVICES, I 2020-08-15 2020-08-15 7.625 - 7.625 Other Instrument CORPORATE 500000.00 505083.32 WCI COMMUNITIES, INC. 2021-08-15 2021-08-15 6.875 - 6.875 Other Instrument CORPORATE 2285000.00 2373305.80 MARFRIG HLDGS EUROPE B V 2019-06-24 2019-06-24 6.875 - 6.875 Other Instrument CORPORATE 583000.00 601896.85 BANCO PANAMERICANO S.A. 2020-04-23 2020-04-23 8.5 - 8.5 Other Instrument CORPORATE 50000.00 57025.00 First Tier Security 2014-10-20 2014-10-20 N N N 91000000.00 91000000.00 0.0008 Y 91020930.00 91020930.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.63% 45A99N9S6 Other Repurchase Agreement N GT ADVANCED TECHNOLOGIES, INC 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 10361000.00 25642615.04 IAS OPER PARTNERSHIP LP 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 14678600.00 14703069.23 PHOTRONICS INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 1000000.00 1101630.00 TAKE-2 INTERACTIVE SOFTWARE 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 23557000.00 30903862.93 TIBCO SOFTWARE, INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 156686300.00 158588158.31 VECTOR GROUP LTD 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 5626000.00 8203692.55 First Tier Security 2014-11-28 2014-11-28 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 220000000.00 220000000.00 0.0019 Y 220079200.00 220079200.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.63% 45A99N9P2 Other Repurchase Agreement N AFFYMETRIX, INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 2135000.00 3570053.06 AKORN INC 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 648000.00 2871076.10 ANNALY MORTGAGE MANAGEMENT 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 42941000.00 44267146.90 CIENA CORPORATION 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 1503000.00 1733459.50 EXELIXIS, INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 23306000.00 21771789.33 GT ADVANCED TECHNOLOGIES, INC 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 17916000.00 44340612.97 HORSEHEAD HOLDING CORP. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 4978000.00 7282156.90 INTERDIGITAL INC 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 3000000.00 3204063.00 KAISER ALUMINUM CORPORATION 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 3000000.00 5142255.00 PFD NUVASIVE INC SR-D1 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 1244000.00 1429240.31 ROYAL GOLD INC 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 304000.00 332436.16 PFD SUNPOWER CORPONE 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 8525000.00 14668754.38 VOLCANO CORPORATION 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 1518000.00 1369047.77 WALTER INVESTMENT MANAGEMENT C 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 4000000.00 3649772.00 First Tier Security 2014-11-28 2014-11-28 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 143000000.00 143000000.00 0.0012 Y 143011440.00 143011440.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N9J6 Other Repurchase Agreement N AMTRUST FINANCIAL SERVICES, IN 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 4460000.00 7895707.48 BPZ ENERGY INC COM 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 9794000.00 10628262.71 CONCUR TECHNOLOGIES, INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 1000000.00 1149240.00 CORNERSTONE ONDEMAND INC 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 1000000.00 1038368.00 DEALERTRACK HOLDINGS, INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 6600000.00 8723781.00 GREEN PLAINS RENEWABLE ENERGY 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 3500000.00 7598503.50 PFD INFINERA CORP SR-D 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 15000000.00 16651710.00 ISIS PHARMACEUTICALS, INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 11034000.00 27807136.49 JARDEN CORPORATION 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 5310000.00 7219975.14 MOLINA HEALTHCARE, INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 32700000.00 48659921.70 SERVICESOURCE INTL INC 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 13761000.00 10364895.29 USEC INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 51017000.00 19372022.19 UTI WORLDWIDE INC 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 36993000.00 38587398.30 UNITED THERAPEUTICS 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 8979000.00 18010823.46 VERISIGN, INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 16256000.00 28277377.02 WRIGHT MEDICAL GROUP 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 1450000.00 1924125.35 First Tier Security 2014-10-06 2014-10-06 N N N 233000000.00 233000000.00 0.0020 Y 233062910.00 233062910.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.20% 48W99WPA7 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2032-03-15 2044-05-15 0.525 - 13.264 Government Agency Debt 315633792.00 69596411.28 FEDERAL NATIONAL MORTGAGE ASSOC 2044-08-25 2044-08-25 0.504 - 0.504 Government Agency Debt 61249202.00 58858958.66 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-11-20 2044-08-20 1.321 - 10.488 Government Agency Debt 357107754.00 98147759.21 First Tier Security 2014-09-03 2014-09-03 N N N 220000000.00 220000000.00 0.0019 N 220000748.00 220000748.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.59% 48W99WEB7 0001287279 Other Repurchase Agreement N PNC BANK NA 2015-04-13 2015-04-13 0.29 - 0.29 Other Commercial Paper 50000000.00 49906536.94 REDEVELOPMENT AGENCY 2014-10-10 2014-10-10 0.25 - 0.25 Other Commercial Paper 269506.00 269519.46 SANTA CLARA VALLEY WTR Cntry/St: CA 2014-11-25 2014-11-25 0.14 - 0.14 Other Commercial Paper 11855000.00 11849535.05 VODAFONE GROUP PLC 2015-05-14 2015-05-14 N/A Other Commercial Paper 7109463.00 7085474.54 First Tier Security 2014-11-28 2014-11-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 67000000.00 67000000.00 0.0006 Y 67001340.00 67001340.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WEA9 0001287279 Other Repurchase Agreement N ADJUSTABLE RATE MORTGAGE TRUST 2036-05-25 2036-05-25 3.748 - 3.748 Other Instrument GOVERNMENT AGENCY 92680000.00 16793445.92 ADJUSTABLE RATE MORTGAGE-BACKE 2037-03-25 2037-03-25 0.305 - 0.305 Other Instrument GOVERNMENT AGENCY 52205000.00 8128675.47 ALTERNATIVE LOAN TRUST, 2007-9 2037-05-25 2037-05-25 6 - 6 Other Instrument GOVERNMENT AGENCY 33950401.00 9643227.52 ALTERNATIVE LOAN TRUST 2007-HY 2047-03-25 2047-03-25 2.558 - 2.558 Other Instrument GOVERNMENT AGENCY 20000000.00 13398524.52 AMERICAN HOME MORTGAGE INVESTM 2026-02-25 2026-02-25 0.335 - 0.335 Other Instrument GOVERNMENT AGENCY 26320000.00 2222547.49 AMERICAN HOME MORTGAGE INVESTM 2035-11-25 2035-11-25 0.535 - 0.535 Other Instrument GOVERNMENT AGENCY 25000000.00 3582651.17 BANC OF AMERICA COMMERCIAL MOR 2044-07-10 2044-07-10 6.066 - 6.066 Other Instrument GOVERNMENT AGENCY 20000000.00 13443787.10 BEAR STEARNS ALT-A TRUST 2006- 2036-08-25 2036-08-25 0.595 - 0.595 Other Instrument GOVERNMENT AGENCY 1940228.00 216717.23 BEAR STEARNS COMMERCIAL MORTGA 2041-09-11 2041-09-11 5.957 - 5.957 Other Instrument GOVERNMENT AGENCY 8201000.00 1577324.75 BEAR STEARNS COMMERCIAL MORTGA 2040-06-11 2040-06-11 5.897 - 5.897 Other Instrument GOVERNMENT AGENCY 5712000.00 3436263.91 CWABS ASSET-BACKED CERTIFICATE 2036-02-20 2036-02-20 2.423 - 2.423 Other Instrument GOVERNMENT AGENCY 26046000.00 5661826.36 CWALT, INC., 2005-43 2035-11-25 2035-11-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 15163000.00 5283613.85 ALTERNATIVE LOAN TRUST 2006-J5 2036-09-25 2036-09-25 7 - 7 Other Instrument GOVERNMENT AGENCY 54903000.00 15058383.15 CHASE MORTGAGE FINANCE TRUST S 2036-10-25 2036-10-25 N/A Other Instrument GOVERNMENT AGENCY 1248724.00 13408.35 CHASEFLEX TR 2007-M1 2037-08-25 2037-08-25 0.385 - 0.385 Other Instrument GOVERNMENT AGENCY 24070000.00 8637902.62 CITIGROUP MORTGAGE LOAN TRUST 2036-06-25 2036-06-25 2.616 - 2.616 Other Instrument GOVERNMENT AGENCY 32287000.00 6693589.44 COMM 2006-C7 MORTGAGE TRUST 2046-06-10 2046-06-10 5.97 - 5.97 Other Instrument GOVERNMENT AGENCY 11110000.00 10626128.88 COMMERCIAL MORTGAGE TRUST 2006 2021-11-05 2021-11-05 0.736 - 0.736 Other Instrument GOVERNMENT AGENCY 5089000.00 4884532.33 CSFB MORTGAGE-BACKED TRUST SER 2035-10-25 2035-10-25 6 - 6 Other Instrument GOVERNMENT AGENCY 30000000.00 7408163.40 ALTERNATIVE LOAN TRUST 2006-OA 2046-09-20 2046-09-20 0.345 - 0.345 Other Instrument GOVERNMENT AGENCY 37033000.00 16386091.36 DEUTSCHE ALT-A SECURITIES MTG 2047-07-25 2047-07-25 0.405 - 0.405 Other Instrument GOVERNMENT AGENCY 21894000.00 6753523.01 DEUTSCHE ALT-B SECURITIES MORT 2036-06-25 2036-06-25 6.261 - 6.261 Other Instrument GOVERNMENT AGENCY 11877000.00 6576057.39 GADSDEN-SOGOAL 2036-05-25 2036-05-25 0.335 - 0.335 Other Instrument GOVERNMENT AGENCY 18436123.00 2699602.88 GE COMMERCIAL MORTGAGE CORPORA 2044-03-10 2044-03-10 5.451 - 5.451 Other Instrument GOVERNMENT AGENCY 15000000.00 9969903.23 HSI ASSET SECURITIZATION CORPO 2037-05-25 2037-05-25 0.405 - 0.405 Other Instrument GOVERNMENT AGENCY 3100000.00 1760353.64 INDYMAC INDX MORTGAGE LOAN TRU 2035-11-25 2035-11-25 0.455 - 0.455 Other Instrument GOVERNMENT AGENCY 75000000.00 7610760.82 J.P. MORGAN MORTGAGE TRUST 200 2034-06-25 2034-06-25 2.25 - 2.25 Other Instrument GOVERNMENT AGENCY 767800.00 124828.60 J.P. MORGAN ALTERNATIVE LOAN T 2036-10-25 2036-10-25 3.498 - 3.498 Other Instrument GOVERNMENT AGENCY 1045000.00 521138.57 JPMORGAN MORTGAGE TRUST 2007-A 2035-07-25 2035-07-25 2.49 - 2.583 Other Instrument GOVERNMENT AGENCY 36727000.00 5421812.60 LEHMAN MORTGAGE TRUST, SERIES 2036-11-25 2036-11-25 0.555 - 0.555 Other Instrument GOVERNMENT AGENCY 20000000.00 3735986.35 LEHMAN XS TRUST SERIES 2006-12 2036-07-24 2036-07-24 0.355 - 0.355 Other Instrument GOVERNMENT AGENCY 48240000.00 28879878.46 LEHMAN XS TRUST SERIES 2006-16 2046-11-25 2046-11-25 0.365 - 0.365 Other Instrument GOVERNMENT AGENCY 50000000.00 26390635.97 LEHMAN XS TRUST, SERIES 2007-1 2047-07-25 2047-07-25 0.355 - 0.355 Other Instrument GOVERNMENT AGENCY 60000000.00 30724900.96 ML-CFC COMMERCIAL MORTGAGE TRU 2050-06-12 2050-06-12 5.935 - 5.935 Other Instrument GOVERNMENT AGENCY 11725000.00 5392617.08 MERRILL LYNCH MORTGAGE TRUST 2 2039-05-12 2039-05-12 5.862 - 5.862 Other Instrument GOVERNMENT AGENCY 8000000.00 6329346.18 ML-CFC COMMERCIAL MORTGAGE TRU 2049-08-12 2049-08-12 6.079 - 6.079 Other Instrument GOVERNMENT AGENCY 28293000.00 16185809.30 MORTGAGEIT TRUST 2005-2 2036-04-25 2036-04-25 0.355 - 0.355 Other Instrument GOVERNMENT AGENCY 71000000.00 15251465.48 NOMURA ASSET ACCEPTANCE CORPOR 2037-04-25 2037-04-25 0.285 - 0.435 Other Instrument GOVERNMENT AGENCY 67576000.00 16058821.10 PRIME MORTGAGE TRUST 2006-CL1 2035-02-25 2035-02-25 1.205 - 2.055 Other Instrument GOVERNMENT AGENCY 1687000.00 454794.96 RALI SERIES 2007-QS1 TRUST 2037-01-25 2037-01-25 0.515 - 0.515 Other Instrument GOVERNMENT AGENCY 77709839.00 18895384.41 RALI SERIES 2007-QS4 2037-03-25 2037-03-25 0.495 - 0.495 Other Instrument GOVERNMENT AGENCY 89361104.00 13058946.27 RALI SERIES 2007-QS5 TRUST 2037-03-25 2037-03-25 0.705 - 0.705 Other Instrument GOVERNMENT AGENCY 5000000.00 1712059.53 RALI SERIES 2006-QA7 TRUST 2036-08-25 2036-08-25 0.34 - 0.34 Other Instrument GOVERNMENT AGENCY 96354000.00 23980155.55 RALI SERIES 2006-QS8 TRUST 2036-08-25 2036-08-25 0.605 - 0.605 Other Instrument GOVERNMENT AGENCY 60651000.00 4002664.57 STRUCTURED ASSET SECURITIES CO 2036-03-25 2036-03-25 0.295 - 0.295 Other Instrument GOVERNMENT AGENCY 33967000.00 2573814.92 STRUCTURED ADJUSTABLE RATE MOR 2037-05-25 2037-05-25 0.395 - 0.395 Other Instrument GOVERNMENT AGENCY 10000000.00 1936978.40 STRUCTURED ASSET MORTGAGE INVE 2037-04-25 2037-04-25 0.365 - 0.365 Other Instrument GOVERNMENT AGENCY 53400000.00 36501063.93 WACHOVIA BANK COMMERCIAL MORTG 2049-06-15 2049-06-15 5.933 - 5.933 Other Instrument GOVERNMENT AGENCY 3000000.00 1646354.02 WMALT SERIRS 2006-5 2036-07-25 2036-07-25 6 - 6 Other Instrument GOVERNMENT AGENCY 11288000.00 2771591.52 First Tier Security 2014-11-28 2014-11-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 417000000.00 417000000.00 0.0036 Y 417008340.00 417008340.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WBW4 0001287279 Other Repurchase Agreement N BANC OF AMERICA FUNDING CORPOR 2035-09-20 2035-09-20 2.718 - 2.718 Other Instrument GOVERNMENT AGENCY 4900000.00 641398.37 BANK OF AMERICA MORTGAGE SECUR 2035-11-25 2035-11-25 2.806 - 2.806 Other Instrument GOVERNMENT AGENCY 19923000.00 3390916.08 BANC OF AMERICA FUNDING 2006-8 2036-10-25 2036-10-25 5.763 - 5.763 Other Instrument GOVERNMENT AGENCY 4290000.00 1748888.15 BANC OF AMERICA FUNDING 2007-5 2037-07-25 2037-07-25 6 - 6 Other Instrument GOVERNMENT AGENCY 18432000.00 10485807.50 BEAR STEARNS ALT-A TRUST 2002- 2035-05-25 2035-05-25 2.538 - 2.538 Other Instrument GOVERNMENT AGENCY 20827000.00 4644524.14 BEAR STEARNS COMMERCIAL MORTGA 2041-10-12 2041-10-12 5.598 - 5.598 Other Instrument GOVERNMENT AGENCY 3820000.00 3859838.87 CWALT, INC., 2005-13CB 2035-10-25 2035-10-25 49.995 - 49.995 Other Instrument GOVERNMENT AGENCY 9093750.00 8599101.25 CWALT, INC., 2005-43 2035-11-25 2035-12-25 2.498 - 5.5 Other Instrument GOVERNMENT AGENCY 35293000.00 11130283.86 CWMBS, INC., 2005-19 2036-04-20 2036-04-20 2.533 - 2.533 Other Instrument GOVERNMENT AGENCY 100000.00 24614.58 CWMBS, INC. 2004-21 2035-02-20 2035-02-20 2.546 - 2.546 Other Instrument GOVERNMENT AGENCY 2000.00 266.66 CHASE MORTGAGE FINANCE 2007-A1 2037-02-25 2037-02-25 2.607 - 2.607 Other Instrument GOVERNMENT AGENCY 12659000.00 1500196.69 CHASE FLEX TRUST SERIES 2006-1 2036-06-25 2036-06-25 5.112 - 5.112 Other Instrument GOVERNMENT AGENCY 8850000.00 7734587.31 COMM 2006-C8 MORTGAGE TRUST 2046-12-10 2046-12-10 5.455 - 5.455 Other Instrument GOVERNMENT AGENCY 1000.00 619.81 COMMERCIAL MORTGAGE TRUST 2007 2039-03-10 2039-03-10 5.534 - 5.534 Other Instrument GOVERNMENT AGENCY 5000000.00 2465786.19 DEUTSCHE ALT-A SECURITIES INC. 2035-10-25 2035-10-25 3.596 - 3.596 Other Instrument GOVERNMENT AGENCY 14000000.00 3851157.49 FIRST HORIZON ALTERNATIVE MORT 2035-08-25 2035-08-25 2.25 - 2.25 Other Instrument GOVERNMENT AGENCY 75000.00 20739.68 FIRST HORIZON ALTERNATIVE MORT 2037-08-25 2037-08-25 6.25 - 6.25 Other Instrument GOVERNMENT AGENCY 20000000.00 10359400.51 GE COMMERCIAL MORTGAGE CORPORA 2049-12-10 2049-12-10 5.677 - 5.677 Other Instrument GOVERNMENT AGENCY 25000000.00 22244186.70 GS MORTGAGE SECURITIES TRUST 2 2039-11-10 2039-11-10 5.672 - 5.672 Other Instrument GOVERNMENT AGENCY 5000000.00 3526657.82 GSMSC 2008-1R 2037-08-27 2037-08-27 2.633 - 2.633 Other Instrument GOVERNMENT AGENCY 77500.00 32230.54 GE COMMERCIAL MORTGAGE CORPORA 2045-11-10 2045-11-10 5.49 - 5.49 Other Instrument GOVERNMENT AGENCY 4000000.00 1712281.23 GREENWICH CAPITAL COMMERCIAL F 2037-04-10 2037-04-10 5.48 - 5.48 Other Instrument GOVERNMENT AGENCY 4250000.00 3868325.43 INDYMAC INDX MORTGAGE LOAN TRU 2036-08-25 2036-08-25 2.595 - 2.595 Other Instrument GOVERNMENT AGENCY 22175000.00 3749234.43 INDYMAC INDX MORTGAGE LOAN TRU 2035-07-25 2035-07-25 2.459 - 2.459 Other Instrument GOVERNMENT AGENCY 25000000.00 1903629.12 INDYMAC INDX MORTGAGE LOAN TRU 2036-06-25 2036-06-25 4.37 - 4.37 Other Instrument GOVERNMENT AGENCY 9545000.00 1047448.64 INDYMAC MBS, INC INDX MLT 2004 2037-09-25 2037-09-25 2.799 - 2.799 Other Instrument GOVERNMENT AGENCY 12000.00 3676.12 J.P. MORGAN MORTGAGE TRUST 200 2036-04-25 2036-04-25 5.093 - 5.093 Other Instrument GOVERNMENT AGENCY 470000.00 184182.90 JPMORGAN CHASE COMMERCIAL MORT 2037-09-12 2037-09-12 5.266 - 5.266 Other Instrument GOVERNMENT AGENCY 23550000.00 12471987.93 J.P. MORGAN MORTGAGE TRUST 200 2036-10-25 2036-10-25 2.66 - 5.587 Other Instrument GOVERNMENT AGENCY 22597058.00 9626285.08 J.P. MORGAN ALTERNATIVE LOAN T 2036-08-25 2036-08-25 6.12 - 6.12 Other Instrument GOVERNMENT AGENCY 175000.00 80583.74 JP MORGAN CHASE COMMERICAL MOR 2047-06-12 2047-06-12 5.648 - 5.677 Other Instrument GOVERNMENT AGENCY 23781000.00 11632340.55 JPMORGAN ALTERNATIVE LOAN TRUS 2036-11-25 2036-11-25 6 - 6 Other Instrument GOVERNMENT AGENCY 9516000.00 4130359.90 JPMORGAN CHASE COMMERCIAL MORT 2051-02-15 2051-02-15 6.217 - 6.217 Other Instrument GOVERNMENT AGENCY 11916000.00 6445426.81 LB-UBS COMMERCIAL MORTGAGE TRU 2040-04-15 2040-04-15 5.497 - 5.497 Other Instrument GOVERNMENT AGENCY 14762000.00 7686741.13 LEHMAN MORTGAGE TRUST 2005-1 2035-12-25 2035-12-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 25000000.00 1095968.95 MERRIL LYNCH MORTGAGE TRUST 2038-07-12 2038-07-12 5.513 - 5.513 Other Instrument GOVERNMENT AGENCY 14000000.00 11085612.54 ML-CFC COMMERCIAL MORTGAGE TRU 2046-07-12 2046-07-12 5.554 - 5.623 Other Instrument GOVERNMENT AGENCY 16450000.00 8637001.34 MORGAN STANLEY MORTGAGE LOAN T 2035-12-25 2035-12-25 5.568 - 5.568 Other Instrument GOVERNMENT AGENCY 4330000.00 486045.28 RALI SERIES 2007-QS8 2037-06-25 2037-06-25 6 - 6 Other Instrument GOVERNMENT AGENCY 20000000.00 6446774.01 RFMSI SERIES 2006-S12 TRUST 2036-12-25 2036-12-25 6 - 6 Other Instrument GOVERNMENT AGENCY 9482000.00 5537197.99 WACHOVIA BANK COMMERCIAL MORTG 2045-07-15 2045-07-15 5.865 - 5.865 Other Instrument GOVERNMENT AGENCY 24150000.00 17487756.17 WACHOVIA BANK COMMERCIAL MORTG 2048-11-15 2048-11-15 5.438 - 5.475 Other Instrument GOVERNMENT AGENCY 30498000.00 14447446.52 WELLS FARGO MORTGAGE BACKED SE 2036-09-25 2036-09-25 2.497 - 2.497 Other Instrument GOVERNMENT AGENCY 9550000.00 1846394.90 WELLS FARGO MORTGAGE BACKED SE 2037-06-25 2037-06-25 6 - 6 Other Instrument GOVERNMENT AGENCY 2699000.00 1502892.51 First Tier Security 2014-11-28 2014-11-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 212000000.00 212000000.00 0.0018 Y 212099640.00 212099640.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 48W99WHV0 0001287279 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2006-24 2036-06-25 2036-06-25 6 - 6 Other Instrument GOVERNMENT AGENCY 16417358.00 8903430.49 AMERICAN HOME MORTGAGE INVESTM 2046-12-25 2046-12-25 0.335 - 0.335 Other Instrument GOVERNMENT AGENCY 94000.00 34275.95 AMERICAN HOME MORTGAGE ASSETS 2047-03-25 2047-03-25 0.28 - 0.28 Other Instrument GOVERNMENT AGENCY 51000.00 19749.22 BCAP LLC TRUST 2006-AA2 2037-01-25 2037-01-25 0.325 - 0.325 Other Instrument GOVERNMENT AGENCY 7500000.00 1856159.83 BANC OF AMERICA FUNDING 2007-3 2037-04-25 2037-04-25 0.585 - 0.585 Other Instrument GOVERNMENT AGENCY 10531000.00 4051368.60 BAYVIEW COMMERCIAL ASSET TRUST 2037-10-25 2037-10-25 1.655 - 1.655 Other Instrument GOVERNMENT AGENCY 13757000.00 4513987.34 BEAR STEARNS ARM TRUST 2005-1 2035-06-25 2035-06-25 2.493 - 2.493 Other Instrument GOVERNMENT AGENCY 12300000.00 950642.97 BEAR STEARNS MORTGAGE FUNDING 2036-12-25 2036-12-25 0.365 - 0.365 Other Instrument GOVERNMENT AGENCY 13000.00 4181.73 BEAR STEARNS MORTGAGE FUNDING 2036-07-25 2036-07-25 0.365 - 0.365 Other Instrument GOVERNMENT AGENCY 10000.00 3595.57 BEAR STEARNS MORTGAGE FUNDING 2037-03-25 2037-03-25 0.325 - 0.325 Other Instrument GOVERNMENT AGENCY 6000.00 2097.45 BEAR STEARNS MORTGAGE FUNDING 2037-03-25 2037-04-25 0.295 - 0.305 Other Instrument GOVERNMENT AGENCY 34025.00 13103.52 BEAR STEARNS MORTGAGE FUNDING 2037-04-25 2037-04-25 0.355 - 0.355 Other Instrument GOVERNMENT AGENCY 5000.00 1605.50 CITIMORTGAGE ALTERNATIVE LOAN 2037-01-25 2037-01-25 0.755 - 0.755 Other Instrument GOVERNMENT AGENCY 8210000.00 2410171.63 CSMC MORTGAGE BACKED TRUST 200 2037-02-25 2037-02-25 0.235 - 0.235 Other Instrument GOVERNMENT AGENCY 9089000.00 933815.08 CWALT, INC., 2005-13CB 2035-05-25 2035-07-25 0.395 - 0.555 Other Instrument GOVERNMENT AGENCY 1221000.00 234039.24 CWALT, INC., 2005-43 2035-11-20 2035-11-25 0.475 - 0.805 Other Instrument GOVERNMENT AGENCY 1774000.00 587432.32 CWALT, INC., 2005-79CB 2036-04-25 2036-04-25 6 - 6 Other Instrument GOVERNMENT AGENCY 10000000.00 5420304.54 ALTERNATIVE LOAN TRUST 2006-OA 2047-02-20 2047-02-20 0.336 - 0.336 Other Instrument GOVERNMENT AGENCY 11000.00 4304.76 CHASE FLEX TRUST 2006-2 2036-09-25 2036-09-25 5.469 - 5.469 Other Instrument GOVERNMENT AGENCY 8310120.00 7166684.10 CHEVY CHASE FUNDING LLC 2047-08-25 2047-08-25 0.335 - 0.335 Other Instrument GOVERNMENT AGENCY 63802000.00 13905902.68 CREDIT SUISSE FIRST BOSTON 200 2035-09-25 2035-09-25 0.555 - 0.555 Other Instrument GOVERNMENT AGENCY 9000000.00 2140542.81 ALTERNATIVE LOAN TRUST 2006-OA 2046-10-25 2046-10-25 0.345 - 0.345 Other Instrument GOVERNMENT AGENCY 20000.00 6844.07 DEUTSCHE ALT-A SECURITIES MTG 2047-08-25 2047-08-25 0.345 - 0.345 Other Instrument GOVERNMENT AGENCY 5000.00 2210.22 FIRST HORIZON MORTGAGE PASS-TH 2036-11-25 2036-11-25 6.25 - 6.25 Other Instrument GOVERNMENT AGENCY 130000.00 94050.88 GREENPOINT MORTGAGE FUNDING TR 2047-03-25 2047-03-25 0.355 - 0.355 Other Instrument GOVERNMENT AGENCY 21424.00 9742.62 HARBORVIEW MORTGAGE LOAN TRUST 2035-05-19 2035-05-19 0.375 - 0.375 Other Instrument GOVERNMENT AGENCY 280000.00 37682.44 HOMEBANC MORTGAGE TRUST 2006-2 2036-12-25 2036-12-25 0.335 - 0.335 Other Instrument GOVERNMENT AGENCY 15000.00 4620.00 IMPAC SECURED ASSETS TRUST 200 2037-03-25 2037-03-25 0.315 - 0.315 Other Instrument GOVERNMENT AGENCY 7120000.00 3739615.89 IMPAC SECURED ASSET TRUST 2007 2037-05-25 2037-05-25 0.265 - 0.265 Other Instrument GOVERNMENT AGENCY 15000.00 2589.85 INDY MAC BANK 2034-06-25 2034-06-25 0.775 - 0.775 Other Instrument GOVERNMENT AGENCY 8700000.00 170898.83 INDYMAC INDX MORTGAGE LOAN TRU 2046-04-25 2046-04-25 0.375 - 0.375 Other Instrument GOVERNMENT AGENCY 7016500.00 1731422.25 JPMORGAN CHASE COMMERCIAL MORT 2019-07-15 2019-07-15 1.455 - 1.705 Other Instrument GOVERNMENT AGENCY 65937000.00 28837134.66 LEHMAN MORTGAGE TRUST 2037-06-25 2037-06-25 0.805 - 0.805 Other Instrument GOVERNMENT AGENCY 9143000.00 1634495.39 ML-CFC COMMERCIAL MORTGAGE TRU 2048-08-12 2048-08-12 0.396 - 0.396 Other Instrument GOVERNMENT AGENCY 13712732.00 13053506.03 MERRILL LYNCH MORTGAGE INVESTO 2036-03-25 2036-03-25 2.838 - 2.838 Other Instrument GOVERNMENT AGENCY 141766000.00 36268640.77 MORGAN STANLEY MORTGAGE RESECU 2038-06-25 2038-06-25 0.644 - 0.644 Other Instrument GOVERNMENT AGENCY 14300000.00 3511749.72 RFMSI SERIES 2007-SA2 TRUST 2037-04-25 2037-04-25 3.045 - 3.045 Other Instrument GOVERNMENT AGENCY 6500000.00 1634590.83 RALI SERIES 2005-QS9 TRUST 2035-08-25 2035-09-25 0.655 - 0.855 Other Instrument GOVERNMENT AGENCY 4378879.00 1293629.18 STRUCTURED ASSET MORTGAGE INVE 2036-02-25 2036-02-25 0.385 - 0.385 Other Instrument GOVERNMENT AGENCY 14350000.00 4213332.84 STRUCTURED ASSET MORTGAGE INVE 2036-10-25 2036-10-25 0.355 - 0.355 Other Instrument GOVERNMENT AGENCY 5900000.00 2114221.09 WACHOVIA BANK COMMERCIAL MORTG 2020-06-15 2020-06-15 0.955 - 0.955 Other Instrument GOVERNMENT AGENCY 10000000.00 9500012.40 WAMU MORTGAGE PASS-THROUGH CER 2046-08-25 2046-08-25 0.667 - 0.667 Other Instrument GOVERNMENT AGENCY 3164605.00 1121646.20 First Tier Security 2014-11-07 2014-11-07 N N N 150000000.00 150000000.00 0.0013 Y 150039000.00 150039000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WFR1 0001287279 Other Repurchase Agreement N 101-500 2017-04-15 2051-02-15 0 - 12.367 Other Instrument MORTGAGE 4611747658.00 601236626.08 First Tier Security 2014-11-28 2014-11-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 556000000.00 556000000.00 0.0048 Y 556044480.00 556044480.00 J.P. Morgan Securities, Inc. J.P. 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Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WMS1 0001287279 Other Repurchase Agreement N AMERICAN ACHIEVEMENT CORPORATI 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 13139000.00 14036144.06 AMERICAN GREETINGS CORPORATION 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 4848000.00 5263633.58 AMKOR TECHNOLOGY, INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 13942000.00 14839558.08 BI-LO LLC / BI-LO FIN CORP 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 7654000.00 7960160.00 BUMBLE BEE ACQUISITION CORP. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 8156000.00 8818675.00 ENERGY PARTNERS,LTD. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 8190000.00 8718811.92 AI/ REG S ENERGY XXI 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 6960000.00 7537408.56 FREESCALE SEMICONDUCTOR, INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 26950000.00 30350012.00 HCA INC 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 8000000.00 9029264.00 IRON MOUNTAIN INCORPORATED 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 8096000.00 8474407.04 KINETIC CONCEPTS INC / KCI USA 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 900000.00 1009125.00 LIN ACQUISITION COMPANY/LIN HO 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 20630000.00 22232043.28 PETCO 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 8860000.00 9425268.00 PROVIDENT FUNDING ASSOCIATES, 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 10500000.00 11384299.50 REALOGY CORPORATION 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 4844000.00 5205189.39 SANMINA CORPORATION 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 3654000.00 3934141.22 US FOODS INC 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 4978000.00 5391009.73 UNITED RENTALS (NORTH AMERICA) 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 1296000.00 1413430.56 WINDSTREAM CORPORATION 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 13022000.00 14158807.58 First Tier Security 2014-11-28 2014-11-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 174000000.00 174000000.00 0.0015 Y 174055680.00 174055680.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.23% 48Y996DM9 0000728612 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2037-07-15 2044-03-15 3.5 - 6.045 Government Agency Debt 1013965138.00 161844006.75 FEDERAL NATIONAL MORTGAGE ASSOC 2041-04-25 2044-04-25 0 - 6.395 Government Agency Debt 1037919364.00 232422971.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-05-16 2061-05-20 0.894 - 6.095 Government Agency Debt 1347078773.00 179899940.22 First Tier Security 2014-09-04 2014-09-04 N N N 558000000.00 558000000.00 0.0049 N 558000000.00 558000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.35% 48Y996EB2 0000728612 Other Repurchase Agreement N BRAZOS RIVER AUTH TEX POLLUTN CTL REV 2032-07-01 2032-07-01 6.3 - 6.3 Other Municipal Debt 440000.00 48466.00 CARDTRONICS INC 2022-08-01 2022-08-01 5.125 - 5.125 Other Municipal Debt 546000.00 556599.60 PUERTO RICO COMWLTH 2021-07-01 2028-07-01 5.5 - 5.9 Other Municipal Debt 3715000.00 3013732.08 PUERTO RICO COMWLTH GOVT DEV BK 2016-05-01 2021-08-01 3.875 - 5.5 Other Municipal Debt 52465000.00 39856704.64 PUERTO RICO SALES TAX FING CORP SALES TAX REV 2024-08-01 2057-08-01 0 - 6.35 Other Municipal Debt 172503864.00 123931018.13 First Tier Security 2014-09-02 2014-09-02 N N N 155000000.00 155000000.00 0.0014 N 155000000.00 155000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.50% 48Y996EF3 0000728612 Other Repurchase Agreement N 51-100 2014-09-02 2051-02-10 0 - 7.213 Asset Backed Commercial Paper 2840602840.00 463150349.35 First Tier Security 2014-09-02 2014-09-02 N N N 450000000.00 450000000.00 0.0039 N 450000000.00 450000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.55% 48Y996EJ5 0000728612 Other Repurchase Agreement N 101-500 2015-09-20 2051-02-12 0 - 9.798 Other Instrument MORTGAGE 5795508678.00 476309105.97 First Tier Security 2014-09-02 2014-09-02 N N N 441000000.00 441000000.00 0.0038 N 441000000.00 441000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48W994QM2 0000728612 Other Repurchase Agreement N BLACKSTONE GRP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2041896.00 68076812.64 CHENI ENG PARTN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1484629.00 48680984.91 EXTEND STAY UTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1104509.00 26187908.39 ISHS CORE DIV GRWTH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1246144.00 31639596.16 KINDER MORGAN LP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 84284.00 8014565.56 METLIFE EU 14 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1101701.00 34273918.11 US OIL FUND 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1452352.00 51297072.64 First Tier Security 2014-10-06 2014-10-06 N N N 248000000.00 248000000.00 0.0022 Y 248039680.00 248039680.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48W994TA5 0000728612 Other Repurchase Agreement N 101-500 2018-03-15 2049-01-01 0 - 3.75 Other Instrument CORPORATE 24365801.00 292997082.80 First Tier Security 2014-10-14 2014-10-14 N N N 271000000.00 271000000.00 0.0024 Y 271051490.00 271051490.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48W994TP2 0000728612 Other Repurchase Agreement N ALLIANCE DATA SYST 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 22610.00 5984867.00 ISH 7-10 TRS BD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1076735.00 112938734.15 First Tier Security 2014-10-14 2014-10-14 N N N 110000000.00 110000000.00 0.0010 Y 110020900.00 110020900.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48Y996DL1 0000728612 Other Repurchase Agreement N 101-500 2015-01-15 2099-12-29 0 - 13 Other Instrument MORTGAGE 3039679083.00 693441855.14 First Tier Security 2014-10-31 2014-10-31 N N N 642000000.00 642000000.00 0.0056 Y 642231120.00 642231120.00 Mitsubishi UFJ Securities (U.S.A.), Inc. 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