0000278001-14-000062.txt : 20141128 0000278001-14-000062.hdr.sgml : 20141127 20141007160211 ACCESSION NUMBER: 0000278001-14-000062 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140930 FILED AS OF DATE: 20141007 DATE AS OF CHANGE: 20141007 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: 141145690 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 2014-09-30 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC. 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 50 86 115079055211.93 2893344807.19 2363286012.03 115609114007.09 0.0025 1.0004 2014-09-30 1.0004 2014-09-30 C000019553 2500.00 115609114007.09 1.00 935373729.23 23618142334.30 22682768605.07 0.0001 1.0004 2014-09-30 1.0004 2014-09-30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366BG95 Certificate of Deposit First Tier Security 2014-10-10 2015-04-10 N N N 200000000.00 200000000.00 0.0017 N 199982200.00 199982200.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.24% 06366LDW5 Certificate of Deposit First Tier Security 2014-10-17 2015-06-12 N N N 912000000.00 912000000.00 0.0079 N 912006384.00 912006384.00 Bank of Nova Scotia Bank of Nova Scotia, 0.21% 06417HJJ6 Certificate of Deposit First Tier Security 2014-10-10 2015-05-07 N N N 433000000.00 433000000.00 0.0037 N 432812078.00 432812078.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HLC8 Certificate of Deposit First Tier Security 2014-10-15 2015-05-15 N N N 760000000.00 760000000.00 0.0066 N 759905760.00 759905760.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HDY9 Certificate of Deposit First Tier Security 2014-10-23 2015-06-19 N N N 869000000.00 869000000.00 0.0075 N 869623073.00 869623073.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HHT6 Certificate of Deposit First Tier Security 2014-10-31 2015-03-31 N N N 445000000.00 445000000.00 0.0038 N 444955500.00 444955500.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HEN2 Certificate of Deposit First Tier Security 2014-10-03 2015-05-29 N N N 433000000.00 433000000.00 0.0037 N 433201778.00 433201778.00 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 0.0103 N 1188999048.80 1188999048.80 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 600010980.00 600010980.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417E5W9 Certificate of Deposit First Tier Security 2014-10-14 2015-03-09 N N N 406000000.00 406000000.00 0.0035 N 406013398.00 406013398.00 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 0.0086 N 995098405.50 995098405.50 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 0.0108 N 1250109000.00 1250109000.00 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 515053869.00 515053869.00 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 295036019.50 295036019.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HG38 Certificate of Deposit First Tier Security 2015-03-24 2015-03-24 N N N 797000000.00 797000000.00 0.0069 N 797077309.00 797077309.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HG46 Certificate of Deposit First Tier Security 2015-03-25 2015-03-25 N N N 600000000.00 600000000.00 0.0052 N 600058560.00 600058560.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HH60 Certificate of Deposit First Tier Security 2015-03-26 2015-03-26 N N N 328000000.00 328000000.00 0.0028 N 328032176.80 328032176.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HJ92 Certificate of Deposit First Tier Security 2015-03-27 2015-03-27 N N N 418000000.00 418000000.00 0.0036 N 418041256.60 418041256.60 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13606YZK5 Certificate of Deposit First Tier Security 2014-10-16 2015-06-12 N N N 1249000000.00 1249000000.00 0.0108 N 1249063699.00 1249063699.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YPQ3 Certificate of Deposit First Tier Security 2014-10-03 2015-02-27 N N N 405000000.00 405000000.00 0.0035 N 405000000.00 405000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YRX6 Certificate of Deposit First Tier Security 2014-10-06 2015-03-03 N N N 403000000.00 403000000.00 0.0035 N 403002015.00 403002015.00 Credit Agricole CIB Credit Agricole CIB, 0.24% 22533MQL8 Certificate of Deposit First Tier Security 2014-12-29 2014-12-29 N N N 750000000.00 750000000.00 0.0065 N 750018675.00 750018675.00 Credit Agricole CIB Credit Agricole CIB, 0.25% 22533MRE3 Certificate of Deposit First Tier Security 2015-01-05 2015-01-05 N N N 450000000.00 450000000.00 0.0039 N 449987895.00 449987895.00 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 0.0076 N 879059947.80 879059947.80 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 0.0013 N 155011609.50 155011609.50 Credit Suisse AG Credit Suisse AG, 0.29% 22549T4Z8 Certificate of Deposit First Tier Security 2015-01-12 2015-01-12 N N N 669000000.00 669000000.00 0.0058 N 669019200.30 669019200.30 Credit Suisse AG Credit Suisse AG, 0.31% 22549TXS2 Certificate of Deposit First Tier Security 2014-10-03 2014-11-03 N N N 779000000.00 779000000.00 0.0067 N 778986757.00 778986757.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51489KES3 Certificate of Deposit First Tier Security 2014-10-01 2014-10-01 N N N 1628000000.00 1628000000.00 0.0141 N 1627998697.60 1627998697.60 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51489KEX2 Certificate of Deposit First Tier Security 2014-10-07 2014-10-07 N N N 1631000000.00 1631000000.00 0.0141 N 1631000000.00 1631000000.00 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 217006618.50 217006618.50 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 437008477.80 437008477.80 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 436011859.20 436011859.20 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 436017788.80 436017788.80 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 506040277.60 506040277.60 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 725070397.50 725070397.50 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 735074235.00 735074235.00 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 0.0038 N 443030921.40 443030921.40 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 440042460.00 440042460.00 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 0.0043 N 500026050.00 500026050.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LK62 Certificate of Deposit First Tier Security 2015-01-09 2015-01-09 N N N 220000000.00 220000000.00 0.0019 N 220012320.00 220012320.00 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 0.0043 N 500033000.00 500033000.00 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 0.0116 N 1338088308.00 1338088308.00 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 0.0095 N 1100056650.00 1100056650.00 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 804042129.60 804042129.60 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FES3 Certificate of Deposit First Tier Security 2015-01-05 2015-01-05 N N N 600000000.00 600000000.00 0.0052 N 600000000.00 600000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FED6 Certificate of Deposit First Tier Security 2015-01-05 2015-01-05 N N N 1350000000.00 1350000000.00 0.0117 N 1350000000.00 1350000000.00 National Bank of Canada National Bank of Canada, 0.32% 63307UEA5 Certificate of Deposit First Tier Security 2014-10-10 2014-12-08 N N N 201000000.00 201000000.00 0.0017 N 201004221.00 201004221.00 National Bank of Canada National Bank of Canada, 0.32% 63307UDX6 Certificate of Deposit First Tier Security 2014-10-22 2014-12-19 N N N 1610000000.00 1610000000.00 0.0139 N 1610120750.00 1610120750.00 National Bank of Canada National Bank of Canada, 0.36% 63307UBK6 Certificate of Deposit First Tier Security 2014-10-20 2015-03-18 N N N 1201000000.00 1200867710.27 0.0104 N 1201067256.00 1201067256.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.21% 21684BSW5 Certificate of Deposit First Tier Security 2014-10-03 2015-01-05 N N N 469000000.00 469000000.00 0.0041 N 468976081.00 468976081.00 Royal Bank of Canada Royal Bank of Canada, 0.22% 78009NRN8 Certificate of Deposit First Tier Security 2014-10-27 2015-06-26 N N N 530000000.00 530000000.00 0.0046 N 529960780.00 529960780.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRB4 Certificate of Deposit First Tier Security 2014-10-09 2015-04-09 N N N 435000000.00 435000000.00 0.0038 N 434977815.00 434977815.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRC2 Certificate of Deposit First Tier Security 2014-10-15 2015-04-15 N N N 65000000.00 65000000.00 0.0006 N 64996490.00 64996490.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRQ1 Certificate of Deposit First Tier Security 2014-10-23 2015-07-23 N N N 407000000.00 407000000.00 0.0035 N 406934066.00 406934066.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2014-10-20 2014-12-19 N N N 206000000.00 206000000.00 0.0018 N 206004326.00 206004326.00 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 448008691.20 448008691.20 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 384026188.80 384026188.80 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 360031140.00 360031140.00 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 484045108.80 484045108.80 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 81007954.20 81007954.20 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 343011764.90 343011764.90 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 50002410.00 50002410.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YQJ6 Certificate of Deposit First Tier Security 2015-01-05 2015-01-05 N N N 408000000.00 408000000.00 0.0035 N 407999959.20 407999959.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YSK1 Certificate of Deposit First Tier Security 2015-01-16 2015-01-16 N N N 412000000.00 412000000.00 0.0036 N 411999958.80 411999958.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YUW2 Certificate of Deposit First Tier Security 2015-01-20 2015-01-20 N N N 291000000.00 291000000.00 0.0025 N 291000000.00 291000000.00 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 198012929.40 198012929.40 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 482032294.00 482032294.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YQG2 Certificate of Deposit First Tier Security 2015-02-02 2015-02-02 N N N 212000000.00 212000000.00 0.0018 N 212007314.00 212007314.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YQW7 Certificate of Deposit First Tier Security 2015-02-05 2015-02-05 N N N 483000000.00 483000000.00 0.0042 N 483017098.20 483017098.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.33% 86562JAD9 Certificate of Deposit First Tier Security 2014-10-15 2015-03-16 N N N 890000000.00 890000000.00 0.0077 N 890105910.00 890105910.00 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 434020224.40 434020224.40 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 505036966.00 505036966.00 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 0.0044 N 513038423.70 513038423.70 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 0.0094 N 1083100935.60 1083100935.60 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 0.0054 N 626999937.30 626999937.30 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KRM7 Certificate of Deposit First Tier Security 2015-01-12 2015-01-12 N N N 436000000.00 436000000.00 0.0038 N 435999956.40 435999956.40 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KRW5 Certificate of Deposit First Tier Security 2015-01-22 2015-01-22 N N N 442000000.00 442000000.00 0.0038 N 441999955.80 441999955.80 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 108018608.40 108018608.40 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 0.0043 N 500089900.00 500089900.00 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 0.0043 N 500091150.00 500091150.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.21% 89112UDF5 Certificate of Deposit First Tier Security 2014-10-16 2015-05-18 N N N 393000000.00 393000000.00 0.0034 N 392950482.00 392950482.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.23% 89112UGM7 Certificate of Deposit First Tier Security 2014-10-06 2015-06-08 N N N 391000000.00 391000000.00 0.0034 N 390946824.00 390946824.00 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 257066254.60 257066254.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112TYZ1 Certificate of Deposit First Tier Security 2014-10-09 2014-10-09 N N N 685000000.00 685000000.00 0.0059 N 685027400.00 685027400.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112UVP3 Certificate of Deposit First Tier Security 2015-06-16 2015-06-16 N N N 232000000.00 232000000.00 0.0020 N 232033268.80 232033268.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.31% 89112UWD9 Certificate of Deposit First Tier Security 2015-07-02 2015-07-02 N N N 256000000.00 256000000.00 0.0022 N 255999948.80 255999948.80 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 407037932.40 407037932.40 UBS AG UBS AG, 0.26% 90267RYB9 Certificate of Deposit First Tier Security 2014-10-23 2014-12-23 N N N 702000000.00 702000000.00 0.0061 N 701968410.00 701968410.00 UBS AG UBS AG, 0.26% 90267RYU7 Certificate of Deposit First Tier Security 2014-10-28 2015-01-27 N N N 1354000000.00 1354000000.00 0.0117 N 1353911990.00 1353911990.00 UBS AG UBS AG, 0.27% 90267RZM4 Certificate of Deposit First Tier Security 2014-10-06 2015-03-05 N N N 1127000000.00 1127000000.00 0.0097 N 1126905332.00 1126905332.00 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 185035890.00 185035890.00 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 115022471.00 115022471.00 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 714008925.00 714008925.00 Citibank NA Citibank NA, 0.21% 17304UWG1 Certificate of Deposit First Tier Security 2014-10-27 2014-10-27 N N N 835000000.00 835000000.00 0.0072 N 835097361.00 835097361.00 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 0.0048 N 554069250.00 554069250.00 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 0.0030 N 352075222.40 352075222.40 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 885191602.50 885191602.50 RBS Citizens NA RBS Citizens NA, 0.30% 17411TAN3 Certificate of Deposit Second Tier Security 2014-10-29 2014-10-29 N N N 576000000.00 576000000.00 0.0050 N 576111340.80 576111340.80 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 300054960.00 300054960.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2Q0 Certificate of Deposit First Tier Security 2014-10-09 2015-02-09 N N N 500000000.00 500000000.00 0.0043 N 499960500.00 499960500.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2R8 Certificate of Deposit First Tier Security 2014-10-14 2015-02-10 N N N 54000000.00 54000000.00 0.0005 N 54005670.00 54005670.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2S6 Certificate of Deposit First Tier Security 2014-10-14 2015-02-12 N N N 500000000.00 500000000.00 0.0043 N 500053500.00 500053500.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 9497P66D5 Certificate of Deposit First Tier Security 2014-10-17 2014-12-12 N N N 250000000.00 250000000.00 0.0022 N 249991250.00 249991250.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3B2 Certificate of Deposit First Tier Security 2014-10-20 2015-02-20 N N N 278000000.00 278000000.00 0.0024 N 277978594.00 277978594.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3J5 Certificate of Deposit First Tier Security 2014-10-28 2015-03-02 N N N 813000000.00 813000000.00 0.0070 N 812931708.00 812931708.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3P1 Certificate of Deposit First Tier Security 2014-10-28 2015-03-04 N N N 320000000.00 320000000.00 0.0028 N 319972800.00 319972800.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3Z9 Certificate of Deposit First Tier Security 2014-10-06 2015-03-16 N N N 308000000.00 308000000.00 0.0027 N 307971972.00 307971972.00 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 255029733.00 255029733.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.23% 94988E3S5 Certificate of Deposit First Tier Security 2014-10-03 2015-03-09 N N N 288000000.00 288000000.00 0.0025 N 287974944.00 287974944.00 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 219030265.80 219030265.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS1062134454 0000833029 Certificate of Deposit First Tier Security 2014-10-24 2014-10-24 N N N 1509000000.00 1509000000.00 0.0131 N 1508980383.00 1508980383.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% XS1075907730 0000833029 Certificate of Deposit First Tier Security 2014-10-06 2015-01-05 N N N 1000000000.00 1000000000.00 0.0086 N 999949000.00 999949000.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HHP8 0000833029 Certificate of Deposit First Tier Security 2015-03-10 2015-03-10 N N N 1750000000.00 1750000000.00 0.0151 N 1749999650.00 1749999650.00 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 509075766.47 0.0044 N 509310480.00 509310480.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.26% 06742Q2T8 Financial Company Commercial Paper First Tier Security 2014-12-18 2014-12-18 N N N 150000000.00 149915500.05 0.0013 N 150025335.00 150025335.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737JMF9 Financial Company Commercial Paper First Tier Security 2014-12-15 2014-12-15 N N N 350000000.00 349817708.17 0.0030 N 349866265.00 349866265.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737JMF9 Financial Company Commercial Paper First Tier Security 2014-12-15 2014-12-15 N N N 1000000000.00 999479166.60 0.0086 N 999617900.00 999617900.00 BAT International Finance PLC BAT International Finance PLC, 0.29% 05531NK70 Financial Company Commercial Paper Second Tier Security 2014-10-07 2014-10-07 N N N 31000000.00 30998501.66 0.0003 N 30998794.10 30998794.10 BAT International Finance PLC BAT International Finance PLC, 0.29% 05531NKW5 Financial Company Commercial Paper Second Tier Security 2014-10-30 2014-10-30 N N N 50000000.00 49988319.46 0.0004 N 49990415.00 49990415.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272AJC1 Financial Company Commercial Paper First Tier Security 2014-10-23 2015-02-23 N N N 150000000.00 150000000.00 0.0013 N 149996550.00 149996550.00 DNB Bank ASA DNB Bank ASA, 0.25% 2332K1QJ2 Financial Company Commercial Paper First Tier Security 2015-03-18 2015-03-18 N N N 216000000.00 215747999.93 0.0019 N 215764408.80 215764408.80 JPMorgan Securities LLC JPMorgan Securities LLC, 0.23% 46640CAM4 Financial Company Commercial Paper First Tier Security 2014-10-07 2014-11-07 N N N 950000000.00 950000000.00 0.0082 N 949981950.00 949981950.00 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 499824305.50 0.0043 N 499859750.00 499859750.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.25% 46640EAT5 Financial Company Commercial Paper First Tier Security 2014-10-22 2015-04-22 N N N 505000000.00 505000000.00 0.0044 N 504943440.00 504943440.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.25% 46640EAV0 Financial Company Commercial Paper First Tier Security 2014-10-27 2015-04-27 N N N 629000000.00 629000000.00 0.0054 N 628927665.00 628927665.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1K28 Financial Company Commercial Paper First Tier Security 2014-10-02 2014-10-02 N N N 817000000.00 816996595.73 0.0071 N 816993218.90 816993218.90 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1K36 Financial Company Commercial Paper First Tier Security 2014-10-03 2014-10-03 N N N 816000000.00 815993199.95 0.0071 N 815989800.00 815989800.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.25% 5148X1K85 Financial Company Commercial Paper First Tier Security 2014-10-08 2014-10-08 N N N 408000000.00 407980166.71 0.0035 N 407986291.20 407986291.20 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 125930700.00 0.0011 N 125942455.80 125942455.80 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 499721944.40 0.0043 N 499767000.00 499767000.00 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 77944208.33 0.0007 N 77962817.40 77962817.40 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 199851388.88 0.0017 N 199900400.00 199900400.00 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 124902777.80 0.0011 N 124934087.50 124934087.50 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 199841666.68 0.0017 N 199892660.00 199892660.00 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 99918055.54 0.0009 N 99943810.00 99943810.00 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 199831944.44 0.0017 N 199882960.00 199882960.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233HQR8 Financial Company Commercial Paper First Tier Security 2015-03-25 2015-03-25 N N N 42000000.00 41948958.32 0.0004 N 41962015.20 41962015.20 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233HQS6 Financial Company Commercial Paper First Tier Security 2015-03-26 2015-03-26 N N N 325000000.00 324602777.79 0.0028 N 324702787.50 324702787.50 Dominion Resources, Inc. Dominion Resources, Inc., 0.25% 2574P1K76 Other Commercial Paper Second Tier Security 2014-10-07 2014-10-07 N N N 45000000.00 44998125.00 0.0004 N 44998249.50 44998249.50 Dominion Resources, Inc. Dominion Resources, Inc., 0.25% 2574P1K84 Other Commercial Paper Second Tier Security 2014-10-08 2014-10-08 N N N 10000000.00 9999513.89 0.0001 N 9999553.00 9999553.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.27% 2574P1L34 Other Commercial Paper Second Tier Security 2014-11-03 2014-11-03 N N N 32000000.00 31992080.00 0.0003 N 31992080.00 31992080.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.29% 42823KKT8 Other Commercial Paper Second Tier Security 2014-10-27 2014-10-27 N N N 60000000.00 59987433.35 0.0005 N 59996400.00 59996400.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.30% 42823KKT8 Other Commercial Paper Second Tier Security 2014-10-27 2014-10-27 N N N 26000000.00 25994366.67 0.0002 N 25998440.00 25998440.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.30% 42823KKT8 Other Commercial Paper Second Tier Security 2014-10-27 2014-10-27 N N N 40000000.00 39991333.34 0.0003 N 39997600.00 39997600.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.30% 42823KKU5 Other Commercial Paper Second Tier Security 2014-10-28 2014-10-28 N N N 125000000.00 124971874.96 0.0011 N 124992225.00 124992225.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.30% 42823KKU5 Other Commercial Paper Second Tier Security 2014-10-28 2014-10-28 N N N 83000000.00 82981324.98 0.0007 N 82994837.40 82994837.40 Hewlett-Packard Co. Hewlett-Packard Co., 0.30% 42823KKU5 Other Commercial Paper Second Tier Security 2014-10-28 2014-10-28 N N N 59000000.00 58986724.98 0.0005 N 58996330.20 58996330.20 Hewlett-Packard Co. Hewlett-Packard Co., 0.30% 42823KKV3 Other Commercial Paper Second Tier Security 2014-10-29 2014-10-29 N N N 83000000.00 82980633.33 0.0007 N 82994654.80 82994654.80 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 80999302.50 0.0007 N 80999684.10 80999684.10 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.25% 63946EKH6 Other Commercial Paper Second Tier Security 2014-10-17 2014-10-17 N N N 82000000.00 81990888.90 0.0007 N 81991750.80 81991750.80 Northeast Utilities Northeast Utilities, 0.22% 66439UK12 Other Commercial Paper Second Tier Security 2014-10-01 2014-10-01 N N N 33500000.00 33500000.00 0.0003 N 33500000.00 33500000.00 Northeast Utilities Northeast Utilities, 0.23% 66439UK12 Other Commercial Paper Second Tier Security 2014-10-01 2014-10-01 N N N 83000000.00 83000000.00 0.0007 N 82999535.20 82999535.20 Northeast Utilities Northeast Utilities, 0.23% 66439UK20 Other Commercial Paper Second Tier Security 2014-10-02 2014-10-02 N N N 33000000.00 32999789.17 0.0003 N 32999633.70 32999633.70 Northeast Utilities Northeast Utilities, 0.24% 66439UK61 Other Commercial Paper Second Tier Security 2014-10-06 2014-10-06 N N N 40000000.00 39998666.67 0.0003 N 39998668.00 39998668.00 Northeast Utilities Northeast Utilities, 0.24% 66439UKA2 Other Commercial Paper Second Tier Security 2014-10-10 2014-10-10 N N N 21000000.00 20998740.01 0.0002 N 20998809.30 20998809.30 Sempra Global Sempra Global, 0.27% 81685MK77 Other Commercial Paper Second Tier Security 2014-10-07 2014-10-07 N N N 37300000.00 37298321.50 0.0003 N 37298321.50 37298321.50 Sempra Global Sempra Global, 0.30% 81685MKN2 Other Commercial Paper Second Tier Security 2014-10-22 2014-10-22 N N N 30000000.00 29994750.00 0.0003 N 29996844.00 29996844.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133EDUG5 Government Agency Debt First Tier Security 2014-10-15 2016-09-15 N N N 370000000.00 369909207.47 0.0032 N 369933400.00 369933400.00 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 1788944342.06 0.0155 N 1788991055.00 1788991055.00 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 449998049.97 0.0039 N 449999550.00 449999550.00 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 249960967.15 0.0022 N 250010500.00 250010500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A2CJ3 Government Agency Debt First Tier Security 2014-12-09 2016-06-09 N N N 250000000.00 249945417.45 0.0022 N 249947000.00 249947000.00 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 250009750.00 250009750.00 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 0.0043 N 500033500.00 500033500.00 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 175971816.10 0.0015 N 175974128.00 175974128.00 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 185045695.00 185045695.00 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 440096360.00 440096360.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XR2 Government Agency Debt First Tier Security 2015-10-02 2015-10-02 N N N 390000000.00 390000000.00 0.0034 N 390173550.00 390173550.00 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 1048288202.10 0.0091 N 1048337031.00 1048337031.00 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 832785890.18 0.0072 N 832820340.00 832820340.00 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 405130564.00 0.0035 N 405343600.00 405343600.00 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 951723810.02 0.0082 N 951781250.00 951781250.00 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 506541713.50 0.0044 N 506836000.00 506836000.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.35% 25746UBV0 Other Note Second Tier Security 2014-10-21 2014-11-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 327000000.00 327000000.00 0.0028 N 326971878.00 326971878.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2014-10-15 2015-03-13 N N N 208000000.00 208000000.00 0.0018 N 208000624.00 208000624.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.30% 86959JCX4 Other Note First Tier Security 2014-10-27 2015-03-27 N N N 816000000.00 816000000.00 0.0071 N 815948592.00 815948592.00 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 2014-10-07 2014-10-07 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., 0.17% (Motiva Enterprises LLC Proj.) Series 2010 B VRDN 735220AU9 Variable Rate Demand Note Second Tier Security 2014-10-01 2014-10-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 28400000.00 28400000.00 0.0002 N 28400000.00 28400000.00 Credit Agricole CIB Credit Agricole CIB, 0.06% 44T99HTS0 Other Instrument Time Deposits First Tier Security 2014-10-01 2014-10-01 N N N 1415000000.00 1415000000.00 0.0122 N 1415000000.00 1415000000.00 ING Bank NV ING Bank NV, 0.11% 48X99QLX3 0001017255 Other Instrument Time Deposits First Tier Security 2014-10-07 2014-10-07 N N N 332000000.00 332000000.00 0.0029 N 332000000.00 332000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.06% 62C99UCN0 Other Instrument Time Deposits First Tier Security 2014-10-01 2014-10-01 N N N 2305000000.00 2305000000.00 0.0199 N 2305000000.00 2305000000.00 Swedbank AB Swedbank AB, 0.01% 44U996KQ5 Other Instrument Time Deposits First Tier Security 2014-10-01 2014-10-01 N N N 147000000.00 147000000.00 0.0013 N 147000000.00 147000000.00 International Bank Reconstruction & Development International Bank Reconstruction & Development, 0.30% 45905U7C2 Other Instrument Corporate Bonds First Tier Security 2015-10-28 2015-10-28 N N N 412000000.00 412000000.00 0.0036 N 412000000.00 412000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2024-07-25 0 - 3.531 Government Agency Debt 585057918.32 597542366.16 FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-25 2041-07-25 5.8 - 6 Government Agency Debt 344876022.83 97340737.31 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-02-20 2040-04-16 3 - 5.25 Government Agency Debt 312675453.11 137281762.22 Unrated Security 2014-10-01 2014-10-01 N N N 807926829.00 807926829.00 0.0070 N 807926829.00 807926829.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_07629 Government Agency Repurchase Agreement Y US TREASURY 2015-02-05 2043-11-15 0 - 9.25 Treasury Debt 44175.87 48883.63 FEDERAL FARM CREDIT 2014-11-26 2016-08-26 0.133 - 0.174 Government Agency Debt 396.92 397.17 FEDERAL HOME LOAN BANK 2014-12-12 2017-06-21 0.25 - 4.75 Government Agency Debt 73.71 74.70 FEDERAL HOME LOAN MORTGAGE CORP 2015-11-17 2043-03-15 0.1 - 5.172 Government Agency Debt 13199.10 7456.68 FEDERAL NATIONAL MORTGAGE ASSOC 2015-02-27 2044-03-01 0 - 4.833 Government Agency Debt 29082.99 7113.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2044-07-20 0.683 - 4.5 Government Agency Debt 45592.99 33317.27 TENNESEE VALLEY AUTHORITY 2042-12-15 2042-12-15 3.5 - 3.5 Government Agency Debt 1.26 1.19 Unrated Security 2014-10-01 2014-10-01 N N N 95135.00 95135.26 0.0000 N 95135.26 95135.26 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-10-31 2030-05-15 0 - 7.25 Treasury Debt 977290.73 969920.37 FEDERAL FARM CREDIT 2014-12-29 2022-12-13 0.184 - 6.125 Government Agency Debt 2182327.77 2198411.06 FEDERAL HOME LOAN BANK 2014-12-12 2024-04-29 0.34 - 5.375 Government Agency Debt 25053249.99 25429472.95 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-04 2044-10-01 0 - 7 Government Agency Debt 112980583.48 86037628.51 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-14 2048-04-25 0 - 7.5 Government Agency Debt 101560437.99 68530441.07 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2044-09-20 2.5 - 10 Government Agency Debt 119223526.62 112128893.22 Unrated Security 2014-10-01 2014-10-01 N N N 289164935.00 289164935.22 0.0025 N 289164935.22 289164935.22 Citibank NA In a joint trading account with Citibank NA at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_26602 Government Agency Repurchase Agreement Y US TREASURY 2014-10-31 2024-05-15 0.25 - 5.125 Treasury Debt 32545057.59 33118475.70 FEDERAL HOME LOAN MORTGAGE CORP 2014-10-15 2048-05-01 1.893 - 12.5 Government Agency Debt 98982180.20 17162720.87 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-25 2047-11-01 1.695 - 11.5 Government Agency Debt 113497877.35 26578661.13 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-08-20 2044-06-15 3.5 - 5 Government Agency Debt 959839.76 416594.48 Unrated Security 2014-10-01 2014-10-01 N N N 75761213.00 75761213.03 0.0007 N 75761213.03 75761213.03 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_39304 Government Agency Repurchase Agreement Y US TREASURY 2014-10-15 2043-11-15 0.25 - 11.25 Treasury Debt 92330851.32 96430453.77 FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-01 2044-02-01 2.5 - 5 Government Agency Debt 35939672.68 32665519.91 Unrated Security 2014-10-01 2014-10-01 N N N 128100066.00 128100066.30 0.0011 N 128100066.30 128100066.30 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_40488 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-06-01 2044-10-01 1.318 - 4.945 Government Agency Debt 228382290.26 81111022.36 Unrated Security 2014-10-01 2014-10-01 N N N 79520357.00 79520357.19 0.0007 N 79520357.19 79520357.19 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_55502 Government Agency Repurchase Agreement Y US TREASURY 2015-01-31 2043-02-15 0.25 - 11.25 Treasury Debt 11531590.20 12176827.56 FEDERAL NATIONAL MORTGAGE ASSOC 2015-12-01 2053-05-01 2.5 - 9 Government Agency Debt 33714962.70 24404160.51 Unrated Security 2014-10-01 2014-10-01 N N N 35856452.00 35856451.97 0.0003 N 35856451.97 35856451.97 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.02%, dated 9/30/2014 due 10/01/2014 48Z99QHU2_53651 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2044-09-01 2.09 - 5 Government Agency Debt 27968420.75 10599305.61 FEDERAL NATIONAL MORTGAGE ASSOC 2022-03-01 2043-10-01 1.948 - 4.5 Government Agency Debt 42345237.89 14471297.83 Unrated Security 2014-10-01 2014-10-01 N N N 24579019.00 24579019.00 0.0002 N 24579019.49 24579019.49 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.09% 45G99R8D5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2042-06-01 2.439 - 6.5 Government Agency Debt 111515575.00 40384287.75 FEDERAL NATIONAL MORTGAGE ASSOC 2022-01-01 2044-04-01 2.942 - 6 Government Agency Debt 417936973.00 247068712.01 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-04-20 2044-04-20 4.5 - 4.5 Government Agency Debt 39253490.00 40991106.18 Unrated Security 2014-10-07 2014-10-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 322000000.00 322000000.00 0.0028 N 322000000.00 322000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% 45G99R7Y0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2044-08-01 2.242 - 6.5 Government Agency Debt 225221929.00 59445600.62 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2044-07-01 2.108 - 5.5 Government Agency Debt 777392537.00 219861503.37 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-04-20 2044-04-20 4.5 - 4.5 Government Agency Debt 15562029.00 16544661.35 Unrated Security 2014-10-01 2014-10-01 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 290000000.00 290000000.00 0.0025 N 290000000.00 290000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. 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Morgan Clearing Corp., 0.63% 45A99N9S6 Other Repurchase Agreement N AMAG PHARMACEUTICALS INC 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 5475000.00 6738049.65 APOLLO COMMERCIAL REAL ESTATE 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 157000.00 157587.81 CAL DIVE INTERNATIONAL INC. 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 11920000.00 7903627.52 PFD CEPHEID SER B 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 1840000.00 1818532.72 COLONY FINANCIAL, INC. 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 1037000.00 1028632.45 COWEN GROUP INC CLASS A + 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 980000.00 988656.34 EMERGENT BIOSOLUTIONS INC. 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 1725000.00 1764621.53 MICRON TECHNOLOGY, INC. 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 1800000.00 5597251.20 NRG YIELD INC 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 77192000.00 88113355.74 PDL BIOPHARMA INC C + 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 7750000.00 7631944.25 SPECTRUM PHARMACEUTRICALS INC 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 1656000.00 1746313.27 SUNEDISON INC 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 76386000.00 115788413.68 First Tier Security 2014-12-29 2014-12-29 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 220000000.00 220000000.00 0.0019 Y 220052800.00 220052800.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N9J6 Other Repurchase Agreement N ARES COML REAL ESTATE CORP 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 2400000.00 2479466.40 CADENCE DESIGN SYSTEMS, INC. 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 4052000.00 9243625.00 CONCUR TECHNOLOGIES, INC. 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 4054000.00 5282686.32 CORNERSTONE ONDEMAND INC 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 1000000.00 1009020.00 CUBIST PHARMACEUTICALS,INC 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 2296000.00 2484145.72 DENDREON CORPORATION 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 34792000.00 24151527.85 ENDO HEALTH SOLUTIONS INC 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 3058000.00 7184217.50 KAMAN CORP 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 100000.00 128477.80 KILROY REALTY L P 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 7412000.00 12260604.27 MASTEC, INC. 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 5900000.00 11874127.60 MEDIDATA SOLUTIONS, INC.FD INC 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 11865000.00 12937797.71 WTS MEDIVATION INC B 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 2583000.00 5014222.92 MICROCHIP TECHNOLOGY INC 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 23190000.00 43337634.33 MOLINA HEALTHCARE, INC. 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 27800000.00 28176245.20 PETROLEUM DEVELOPMENT CORPORAT 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 2150000.00 2998772.70 SL GREEN OPERATING PARTNERSHIP 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 24619000.00 32576673.23 PFD SUNPOWER CORPONE 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 14414000.00 22514466.20 UTI WORLDWIDE INC 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 24139000.00 25734346.51 VERISIGN, INC. 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 2760000.00 4665512.28 First Tier Security 2014-10-06 2014-10-06 N N N 233000000.00 233000000.00 0.0020 N 233009320.00 233009320.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.13% 48W99WSX4 0001287279 Other Repurchase Agreement N ANTALIS US FDG CORP 2014-11-05 2014-11-05 N/A Other Commercial Paper 460000.00 459922.00 FAIRWAY FINANCE CORPOR 2015-01-20 2015-01-20 N/A Other Commercial Paper 1500000.00 1498986.04 J.P. MORGAN SECURITIES 2015-06-15 2015-06-15 N/A Other Commercial Paper 68000000.00 67894165.04 METLIFE SHORT TERM FDG 2015-01-23 2015-01-23 N/A Other Commercial Paper 300000.00 299809.56 NATIONWIDE BLDG SOC 2014-11-20 2014-11-20 N/A Other Commercial Paper 1900000.00 1899461.73 OESTERREICHISCHE KNOTR 2015-03-31 2015-03-31 N/A Other Commercial Paper 5660000.00 5651942.10 RABOBANK USA FINL CORP 2014-11-12 2014-11-12 N/A Other Commercial Paper 325000.00 324952.73 RECKITT BENCKISER TREA 2015-05-21 2015-05-21 N/A Other Commercial Paper 3000000.00 2996295.15 STANDARD CHARTERED BNK 2015-04-01 2015-04-01 N/A Other Commercial Paper 30000000.00 29956904.05 SYSCO CORPORATION 2014-10-01 2014-10-01 N/A Other Commercial Paper 5350000.00 5349971.94 WHITE PLAINS CAPITAL 2014-10-01 2014-10-01 N/A Other Commercial Paper 23320000.00 23319877.68 WISCONSIN GAS COMPANY 2014-10-07 2014-10-07 N/A Other Commercial Paper 20000000.00 19999260.90 First Tier Security 2014-10-01 2014-10-01 N N N 155000000.00 155000000.00 0.0013 N 155000000.00 155000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.20% 48W99WSF3 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2039-06-15 2041-06-15 0.526 - 2.83 Government Agency Debt 472716260.00 228668157.57 First Tier Security 2014-10-01 2014-10-01 N N N 222000000.00 222000000.00 0.0019 N 222000000.00 222000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.59% 48W99WEB7 0001287279 Other Repurchase Agreement N ABN AMRO BK N.V. 2017-02-02 2017-02-02 4.25 - 4.25 Other Instrument CORPORATE 5000.00 5351.74 AT & T INC 2038-01-15 2038-01-15 6.3 - 6.3 Other Instrument CORPORATE 3710000.00 4473666.37 AMERICAN EXPRESS CENTURION BK 2015-11-13 2015-11-13 0.684 - 0.684 Other Instrument CORPORATE 1807000.00 1815969.29 AMERICAN EXPRESS COMPANY 2019-05-20 2022-12-02 2.65 - 8.125 Other Instrument CORPORATE 16474000.00 16736166.96 BNP PARIBAS/BNP PARIBA 2017-09-14 2017-09-14 2.375 - 2.375 Other Instrument CORPORATE 3791000.00 3861078.71 CALIFORNIA STATE UNIV 2014-12-02 2014-12-02 0.06 - 0.06 Other Commercial Paper 3157000.00 3157000.00 JOHN DEERE CAPITAL CO 2017-06-12 2017-06-12 1.125 - 1.125 Other Instrument CORPORATE 210000.00 209872.95 EMORY UNIVERSITY 2014-11-18 2014-11-18 0.13 - 0.13 Other Commercial Paper 130000.00 130000.00 GOLDMAN SACHS GROUP, INC. (THE 2015-01-15 2015-01-15 5.125 - 5.125 Other Instrument CORPORATE 1000000.00 1022497.06 HEWLETT PACKARD COMPANY 2016-12-09 2016-12-09 3.3 - 3.3 Other Instrument CORPORATE 50000.00 52679.75 THE HOME DEPOT, INC. 2041-04-01 2041-04-01 5.95 - 5.95 Other Instrument CORPORATE 9790000.00 12192759.63 ILL ED FAC AUTH RV NTS 2014-10-01 2014-10-01 0.06 - 0.06 Other Commercial Paper 1000000.00 1000000.00 MORGAN STANLEY NOTES 2021-01-25 2021-01-25 5.75 - 5.75 Other Instrument CORPORATE 15000.00 17177.88 PNC BANK NA 2023-07-25 2023-07-25 3.8 - 3.8 Other Instrument CORPORATE 8255000.00 8545584.86 PRIVATE COL UNSTY AUT 2014-12-03 2014-12-03 0.1 - 0.1 Other Commercial Paper 1417000.00 1417000.00 SANTA CLARA VALLEY WTR 2014-11-25 2014-11-25 0.14 - 0.14 Other Commercial Paper 8290000.00 8290166.03 STARBUCKS CORPORATION 2017-08-15 2017-08-15 6.25 - 6.25 Other Instrument CORPORATE 1000.00 1140.18 VERIZON GLOBAL FUNDING CORP. 2015-09-15 2015-09-15 4.9 - 4.9 Other Instrument CORPORATE 15000.00 15649.97 VIRGINIA ELEC & PWR CO 2018-01-15 2018-01-15 1.2 - 1.2 Other Instrument CORPORATE 3000.00 2967.40 VODAFONE GROUP PLC 2015-05-14 2015-06-02 N/A Other Commercial Paper 7154206.00 7133714.31 First Tier Security 2014-12-19 2014-12-19 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 67000000.00 67000000.00 0.0006 Y 67032160.00 67032160.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WEA9 0001287279 Other Repurchase Agreement N 51-100 2026-02-25 2051-02-15 0 - 7 Other Instrument MORTGAGE 1624901115.00 451261003.03 First Tier Security 2014-12-19 2014-12-19 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 417000000.00 417000000.00 0.0036 Y 417216840.00 417216840.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 48W99WHV0 0001287279 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2007-8C 2037-05-25 2037-05-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 59750000.00 16270849.47 ALTERNATIVE LOAN TRUST 2007-16 2037-08-25 2037-08-25 6 - 6 Other Instrument GOVERNMENT AGENCY 34022000.00 11082071.09 GS MORTGAGE SECURITIES TRUST 2 2045-08-10 2045-08-10 5.991 - 5.991 Other Instrument GOVERNMENT AGENCY 82315000.00 58012418.76 INDYMAC INDX MORTGAGE LOAN TRU 2035-08-25 2035-10-25 4.579 - 5.5 Other Instrument GOVERNMENT AGENCY 87573000.00 23223190.60 MERRILL LYNCH MORTGAGE INVESTO 2036-05-25 2036-05-25 2.724 - 2.724 Other Instrument GOVERNMENT AGENCY 52470000.00 14952703.52 RALI SERIES 2005-QS9 TRUST 2036-02-25 2036-02-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 30840000.00 5257762.14 STRUCTURED ADJUSTABLE RATE MOR 2035-11-25 2035-11-25 5.015 - 5.015 Other Instrument GOVERNMENT AGENCY 87577000.00 22138227.39 WACHOVIA BANK COMMERCIAL MORTG 2045-07-15 2045-07-15 5.865 - 5.865 Other Instrument GOVERNMENT AGENCY 14950000.00 11294943.59 First Tier Security 2014-11-07 2014-11-07 N N N 150000000.00 150000000.00 0.0013 Y 150024000.00 150024000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WJL0 0001287279 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2006-39 2037-01-25 2037-01-25 0.754 - 0.754 Other Instrument GOVERNMENT AGENCY 18000000.00 4956380.55 ALTERNATIVE LOAN TRUST 2007-16 2037-08-25 2037-08-25 0.554 - 0.554 Other Instrument GOVERNMENT AGENCY 42724800.00 11202967.81 AMERICAN HOME MORTGAGE ASSETS 2047-06-25 2047-06-25 0.345 - 0.345 Other Instrument GOVERNMENT AGENCY 22000000.00 9252752.13 BANC OF AMERICA MORTGAGE SECUR 2035-05-25 2035-05-25 2.759 - 2.759 Other Instrument GOVERNMENT AGENCY 17816000.00 13582141.63 BANC OF AMERICA FUNDING 2007-3 2037-04-25 2037-04-25 0.585 - 0.585 Other Instrument GOVERNMENT AGENCY 10531000.00 4023451.49 BEAR STEARNS ARM TRUST 2005-1 2035-06-25 2035-08-25 2.379 - 2.479 Other Instrument GOVERNMENT AGENCY 25511000.00 4620732.30 BEAR STEARNS MORTGAGE FUNDING 2037-01-25 2037-01-25 0.315 - 0.315 Other Instrument GOVERNMENT AGENCY 16480000.00 6908833.52 CITIMORTGAGE ALTERNATIVE LOAN 2037-01-25 2037-01-25 0.754 - 0.754 Other Instrument GOVERNMENT AGENCY 14500000.00 4474589.93 CSMC MORTGAGE BACKED TRUST 200 2037-02-25 2037-02-25 0.235 - 0.235 Other Instrument GOVERNMENT AGENCY 8709000.00 895229.50 CWALT, INC. 2004-2CB 2035-02-25 2035-02-25 0.554 - 0.554 Other Instrument GOVERNMENT AGENCY 10000000.00 1177706.49 CWALT, INC., 2005-13CB 2035-09-25 2035-09-25 0.495 - 0.495 Other Instrument GOVERNMENT AGENCY 17695000.00 2837683.73 COMMERCIAL MORTGAGE LAON TRUST 2049-12-10 2049-12-10 6.241 - 6.241 Other Instrument GOVERNMENT AGENCY 7720000.00 5684249.28 CREDIT SUISSE COMMERCIAL MORTG 2039-03-15 2039-03-15 5.857 - 5.857 Other Instrument GOVERNMENT AGENCY 15000000.00 12082099.02 DEUTSCHE ALT-A SECURITIES MORT 2047-02-25 2047-02-25 0.354 - 0.354 Other Instrument GOVERNMENT AGENCY 19000000.00 7476662.52 INDY MAC BANK 2034-06-25 2034-06-25 0.775 - 0.775 Other Instrument GOVERNMENT AGENCY 11100000.00 216299.45 INDYMAC INDX MORTGAGE LOAN TRU 2046-01-25 2046-01-25 0.854 - 0.854 Other Instrument GOVERNMENT AGENCY 15140000.00 2577704.77 JPMORGAN ALTERNATIVE LOAN TRUS 2036-12-25 2036-12-25 0.315 - 0.315 Other Instrument GOVERNMENT AGENCY 17206000.00 8433248.18 LEHMAN MORTGAGE TRUST 2037-06-25 2037-06-25 0.804 - 0.804 Other Instrument GOVERNMENT AGENCY 9143000.00 1578673.37 LUMINENT MORTGAGE TRUST 2006-5 2036-07-25 2036-07-25 0.345 - 0.345 Other Instrument GOVERNMENT AGENCY 15659000.00 4288871.80 LUMINENT MORTGAGE TRUST 2006-6 2036-09-27 2036-09-27 0.354 - 0.354 Other Instrument GOVERNMENT AGENCY 20950000.00 5110129.90 MASTR ADJUSTABLE RATE MORTGAGE 2037-05-14 2037-05-14 0.364 - 0.364 Other Instrument GOVERNMENT AGENCY 17132000.00 5419934.61 MORGAN STANLEY MORTGAGE RESECU 2038-06-25 2038-06-25 0.644 - 0.644 Other Instrument GOVERNMENT AGENCY 14300000.00 3419640.90 RALI SERIES 2007-QS8 2037-06-25 2037-06-25 0.754 - 0.754 Other Instrument GOVERNMENT AGENCY 20000000.00 7508890.03 RALI SERIES 2007-QO4 TRUST 2047-05-25 2047-05-25 0.345 - 0.345 Other Instrument GOVERNMENT AGENCY 20021000.00 7679798.96 STRUCTURED ASSET MORTGAGE INVE 2036-08-25 2036-08-25 0.364 - 0.364 Other Instrument GOVERNMENT AGENCY 14640500.00 5178164.82 First Tier Security 2014-12-29 2014-12-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 130000000.00 130000000.00 0.0011 Y 130010400.00 130010400.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WMS1 0001287279 Other Repurchase Agreement N AMERICAN ACHIEVEMENT CORPORATI 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 5514000.00 5783888.24 AMERICAN GREETINGS CORPORATION 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 4870000.00 5281919.21 AMKOR TECHNOLOGY, INC. 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 13942000.00 14910676.22 BI-LO LLC / BI-LO FIN CORP 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 9254000.00 9207730.00 BUMBLE BEE ACQUISITION CORP. 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 8032000.00 8646448.00 ENERGY PARTNERS,LTD. 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 6766000.00 6982119.57 AI/ REG S ENERGY XXI 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 7990000.00 8481193.24 FIRST DATA CORPORATION 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 1700000.00 2095935.10 FREESCALE SEMICONDUCTOR, INC. 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 21960000.00 24714157.32 HCA INC 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 7488000.00 8205395.33 KINETIC CONCEPTS INC / KCI USA 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 900000.00 976500.00 LIN ACQUISITION COMPANY/LIN HO 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 25652000.00 27830316.54 PETCO 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 8860000.00 9308759.00 PILGRIMS PRIDE CORP NEW 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 19000000.00 20337182.00 PROVIDENT FUNDING ASSOCIATES, 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 1478000.00 1609819.86 REALOGY CORPORATION 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 7090000.00 7489613.67 SANMINA CORPORATION 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 3654000.00 3942461.38 UNITED RENTALS (NORTH AMERICA) 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 1296000.00 1332333.36 VERTELLUS SPECIALTIES INC. 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 7000000.00 7275625.00 WINDSTREAM CORPORATION 2014-09-30 2014-09-30 N/A Other Instrument OTHER NOTE 14210000.00 14874615.91 First Tier Security 2014-12-29 2014-12-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 174000000.00 174000000.00 0.0015 Y 174038280.00 174038280.00 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 4325141386.00 601574307.61 First Tier Security 2014-12-29 2014-12-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 556000000.00 556000000.00 0.0048 Y 556189040.00 556189040.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.23% 48Y996QR4 0000728612 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2039-02-20 2064-08-20 2 - 6.322 Government Agency Debt 611457915.00 575486277.82 First Tier Security 2014-10-02 2014-10-02 N N N 564000000.00 564000000.00 0.0049 N 564003158.40 564003158.40 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.53% 48Y996TB6 0000728612 Other Repurchase Agreement N 101-500 2014-11-14 2099-12-31 0 - 13.375 Other Instrument MORTGAGE 10763873876.00 1165337156.58 First Tier Security 2014-10-01 2014-10-01 N N N 1079000000.00 1079000000.00 0.0093 N 1079000000.00 1079000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48Y996FN5 0000728612 Other Repurchase Agreement N ISHS MSCI CHILE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5111.00 168265.92 ISHS CO S&PTOT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 557490.00 23174127.40 ISH 1-3 CR BD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 244012.00 22278058.09 ISHSS&P GSCI COM-TU 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4910.00 147889.20 ISHARES IR HDG HYG 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 500.00 48185.00 ISHS CORE DIV GRWTH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1173000.00 29418840.00 MKT VC CHINAAMC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5450.00 124910.50 PWRSH EM SOVDBT POR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 28.00 797.16 PR ULSH 20+Y TR ETF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 757121.00 42148926.07 PROSHS SHRT MSCI EM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4583.00 294676.44 PRSH ULTRA VIX STF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14610.00 438750.80 PROSH ULSHR MSCI EM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2738.00 55490.78 PROSHRS ULTRPRO SHT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 987.00 28874.84 SPDR EUROSTOX50-SBI 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 579.00 26372.04 SPDR S&P METAL MNG 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11887.00 492706.54 SPDR BRCLYS 1-10YR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 208.00 4056.00 UBS E-TRACS 40-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26.00 1179.88 US OIL FUND 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 455501.00 16179395.52 VANGUARD S&P500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 266.00 48183.24 VISA-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 258941.00 54618425.13 WSDMTR EM EQIN-SBI 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 114.00 5607.36 ACTAVIS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 316001.00 77227484.39 VELSHS EM ASIA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5100.00 177429.00 BC IPATH ETN 38-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3091.00 110008.47 CLM GUG S&P GLB WTR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 300.00 8289.00 CS VS 3X LS ETN 31 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5596.00 181320.68 CURRSH BRIT PD STER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 960.00 153302.40 DB GOLD DBLN ETN 38 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 188.00 3555.62 DIREXION DRE BLL 3X 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 76.00 4621.12 DIREX DLY ENRG BEAR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 29764.00 662735.81 ETFS SILVER-TU 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1000.00 17220.00 GLBL X GOLD EXPRS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 67963.00 827737.14 First Tier Security 2014-12-03 2014-12-03 N N N 249000000.00 249000000.00 0.0022 Y 249067230.00 249067230.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48Y996HQ6 0000728612 Other Repurchase Agreement N 51-100 2015-03-15 2049-01-01 0 - 8.25 Other Instrument CORPORATE 255956571.00 407829510.61 First Tier Security 2014-12-09 2014-12-09 N N N 379000000.00 379000000.00 0.0033 Y 379113700.00 379113700.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48Y996JE1 0000728612 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument CORPORATE 23060621.00 223656947.61 First Tier Security 2014-12-09 2014-12-09 N N N 207000000.00 207000000.00 0.0018 Y 207062100.00 207062100.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48Y996DL1 0000728612 Other Repurchase Agreement N 101-500 2014-10-01 2057-09-25 0 - 36.573 Other Instrument MORTGAGE 3761024330.00 694462510.86 First Tier Security 2014-10-31 2014-10-31 N N N 642000000.00 642000000.00 0.0056 Y 642121980.00 642121980.00 Mitsubishi UFJ Securities (U.S.A.), Inc. 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