0000278001-14-000070.txt : 20141229 0000278001-14-000070.hdr.sgml : 20141225 20141107113439 ACCESSION NUMBER: 0000278001-14-000070 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20141031 FILED AS OF DATE: 20141107 DATE AS OF CHANGE: 20141107 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: 141203341 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 2014-10-31 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 46 82 114944853475.49 564912094.74 21158350.81 115488607219.42 0.0025 1.0004 2014-10-31 1.0004 2014-10-31 C000019553 2500.00 115488607219.42 1.00 -120715623.22 27542263632.89 27662979256.11 0.0001 1.0004 2014-10-31 1.0004 2014-10-31 Bank of Montreal Bank of Montreal, 0.23% 06366CES3 Certificate of Deposit First Tier Security 2014-11-14 2015-07-14 N N N 387000000.00 387000000.00 0.0034 N 386999226.00 386999226.00 Bank of Montreal Bank of Montreal, 0.24% 06366CFU7 Certificate of Deposit First Tier Security 2014-11-20 2015-07-20 N N N 224000000.00 224000000.00 0.0019 N 223968640.00 223968640.00 Bank of Montreal Bank of Montreal, 0.24% 06366CFW3 Certificate of Deposit First Tier Security 2014-11-21 2015-07-21 N N N 225000000.00 225000000.00 0.0019 N 224967375.00 224967375.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366BG95 Certificate of Deposit First Tier Security 2014-11-10 2015-04-10 N N N 200000000.00 200000000.00 0.0017 N 199984800.00 199984800.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.24% 06366LDW5 Certificate of Deposit First Tier Security 2014-11-17 2015-07-14 N N N 912000000.00 912000000.00 0.0079 N 912004560.00 912004560.00 Bank of Nova Scotia Bank of Nova Scotia, 0.21% 06417HJJ6 Certificate of Deposit First Tier Security 2014-11-10 2015-06-05 N N N 433000000.00 433000000.00 0.0037 N 432819439.00 432819439.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HEN2 Certificate of Deposit First Tier Security 2014-11-03 2015-06-30 N N N 433000000.00 433000000.00 0.0037 N 433193984.00 433193984.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HLC8 Certificate of Deposit First Tier Security 2014-11-17 2015-05-15 N N N 760000000.00 760000000.00 0.0066 N 759918680.00 759918680.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HHT6 Certificate of Deposit First Tier Security 2014-11-28 2015-03-31 N N N 445000000.00 445000000.00 0.0039 N 444962620.00 444962620.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417HDY9 Certificate of Deposit First Tier Security 2014-11-24 2015-07-20 N N N 869000000.00 869000000.00 0.0075 N 869595265.00 869595265.00 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 1189155521.20 1189155521.20 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417E5W9 Certificate of Deposit First Tier Security 2014-11-12 2015-04-09 N N N 406000000.00 406000000.00 0.0035 N 406009744.00 406009744.00 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 995044078.50 995044078.50 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 1250077500.00 1250077500.00 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 515054126.50 515054126.50 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 295037907.50 295037907.50 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 797095321.20 797095321.20 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 600072240.00 600072240.00 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 328039786.40 328039786.40 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 418051037.80 418051037.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HZ60 Certificate of Deposit First Tier Security 2015-05-01 2015-05-01 N N N 241000000.00 241000000.00 0.0021 N 240999975.90 240999975.90 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.22% 13606Y6S0 Certificate of Deposit First Tier Security 2014-11-17 2015-06-17 N N N 177000000.00 177001542.91 0.0015 N 176978052.00 176978052.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13606YZK5 Certificate of Deposit First Tier Security 2014-11-17 2015-07-13 N N N 1249000000.00 1249000000.00 0.0108 N 1249054956.00 1249054956.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YRX6 Certificate of Deposit First Tier Security 2014-11-05 2015-04-02 N N N 403000000.00 403000000.00 0.0035 N 403000000.00 403000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.31% 13606YPQ3 Certificate of Deposit First Tier Security 2014-11-03 2015-04-01 N N N 405000000.00 405000000.00 0.0035 N 405000000.00 405000000.00 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 750135150.00 750135150.00 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 450049455.00 450049455.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536TAV5 Certificate of Deposit First Tier Security 2014-11-05 2014-11-05 N N N 1766000000.00 1766000000.00 0.0153 N 1765992582.80 1765992582.80 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536TAX1 Certificate of Deposit First Tier Security 2014-11-06 2014-11-06 N N N 408000000.00 408000000.00 0.0035 N 407997960.00 407997960.00 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 879017052.60 879017052.60 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 669067635.90 669067635.90 Credit Suisse AG Credit Suisse AG, 0.29% 22549T6D5 Certificate of Deposit First Tier Security 2015-02-06 2015-02-06 N N N 500000000.00 500000000.00 0.0043 N 500013500.00 500013500.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51489KFV5 Certificate of Deposit First Tier Security 2014-11-04 2014-11-04 N N N 1580000000.00 1580000000.00 0.0137 N 1579991152.00 1579991152.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51489KFX1 Certificate of Deposit First Tier Security 2014-11-05 2014-11-05 N N N 1615000000.00 1615000000.00 0.0140 N 1614988856.50 1614988856.50 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.25% 51489KFS2 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 409000000.00 409000000.00 0.0035 N 409010920.30 409010920.30 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.28% 60682AQZ2 Certificate of Deposit First Tier Security 2015-04-14 2015-04-14 N N N 144000000.00 144000000.00 0.0012 N 144006566.40 144006566.40 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 506009816.40 506009816.40 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 725026752.50 725026752.50 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 735029988.00 735029988.00 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 443027510.30 443027510.30 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 440047828.00 440047828.00 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 500026150.00 500026150.00 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 220012782.00 220012782.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LS64 Certificate of Deposit First Tier Security 2015-02-17 2015-02-17 N N N 447000000.00 447000000.00 0.0039 N 447026998.80 447026998.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LU46 Certificate of Deposit First Tier Security 2015-02-24 2015-02-24 N N N 895000000.00 895000000.00 0.0077 N 895057548.50 895057548.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.25% 63873FFM5 Certificate of Deposit First Tier Security 2014-11-24 2015-01-05 Y NATIXIS NY BRH N/A N/A N N 669000000.00 669000000.00 0.0058 N 668868876.00 668868876.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.25% 63873FFZ6 Certificate of Deposit First Tier Security 2015-02-02 2015-02-02 N N N 756000000.00 756000000.00 0.0065 N 755980268.40 755980268.40 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 1100066220.00 1100066220.00 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 804049928.40 804049928.40 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 600032940.00 600032940.00 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 1350074115.00 1350074115.00 National Bank of Canada National Bank of Canada, 0.32% 63307UEA5 Certificate of Deposit First Tier Security 2014-11-10 2015-01-08 N N N 201000000.00 201000000.00 0.0017 N 201002814.00 201002814.00 National Bank of Canada National Bank of Canada, 0.33% 63307UDX6 Certificate of Deposit First Tier Security 2014-11-24 2015-01-20 N N N 1610000000.00 1610000000.00 0.0139 N 1610103040.00 1610103040.00 National Bank of Canada National Bank of Canada, 0.37% 63307UBK6 Certificate of Deposit First Tier Security 2014-11-20 2015-04-17 N N N 1201000000.00 1200873138.97 0.0104 N 1201056447.00 1201056447.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.20% 21684BSW5 Certificate of Deposit First Tier Security 2014-11-03 2015-01-05 N N N 469000000.00 469000000.00 0.0041 N 468984523.00 468984523.00 Royal Bank of Canada Royal Bank of Canada, 0.22% 78009NRN8 Certificate of Deposit First Tier Security 2014-11-26 2015-06-26 N N N 530000000.00 530000000.00 0.0046 N 529963960.00 529963960.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRB4 Certificate of Deposit First Tier Security 2014-11-10 2015-04-09 N N N 435000000.00 435000000.00 0.0038 N 434981295.00 434981295.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRC2 Certificate of Deposit First Tier Security 2014-11-17 2015-04-15 N N N 65000000.00 65000000.00 0.0006 N 64997010.00 64997010.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRQ1 Certificate of Deposit First Tier Security 2014-11-24 2015-07-23 N N N 407000000.00 407000000.00 0.0035 N 406940578.00 406940578.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86562JAE7 Certificate of Deposit First Tier Security 2014-11-19 2015-01-20 N N N 206000000.00 206000000.00 0.0018 N 206001854.00 206001854.00 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 384007449.60 384007449.60 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 360014688.00 360014688.00 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 484023474.00 484023474.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YJB1 Certificate of Deposit First Tier Security 2014-11-28 2014-11-28 N N N 81000000.00 81000000.00 0.0007 N 81004406.40 81004406.40 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 343017698.80 343017698.80 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 50004660.00 50004660.00 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 408014892.00 408014892.00 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 412017551.20 412017551.20 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 291013065.90 291013065.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YYK4 Certificate of Deposit First Tier Security 2015-02-24 2015-02-24 N N N 500000000.00 500000000.00 0.0043 N 499999950.00 499999950.00 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 198019087.20 198019087.20 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 482048055.40 482048055.40 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 212011002.80 212011002.80 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 483025888.80 483025888.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.33% 86562JAD9 Certificate of Deposit First Tier Security 2014-11-17 2015-04-15 N N N 890000000.00 890000000.00 0.0077 N 890030260.00 890030260.00 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 505012726.00 505012726.00 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 513013953.60 513013953.60 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 1083052525.50 1083052525.50 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 627021819.60 627021819.60 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 436017614.40 436017614.40 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 442020287.80 442020287.80 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KSV6 Certificate of Deposit First Tier Security 2015-02-20 2015-02-20 N N N 1200000000.00 1200000000.00 0.0104 N 1199999880.00 1199999880.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KTJ2 Certificate of Deposit First Tier Security 2015-03-10 2015-03-10 N N N 445000000.00 445000000.00 0.0039 N 444983935.50 444983935.50 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 108014806.80 108014806.80 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 0.0043 N 500073950.00 500073950.00 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 500075750.00 500075750.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.21% 89112UDF5 Certificate of Deposit First Tier Security 2014-11-17 2015-05-18 N N N 393000000.00 393000000.00 0.0034 N 392957163.00 392957163.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.22% 89112UGM7 Certificate of Deposit First Tier Security 2014-11-06 2015-06-08 N N N 391000000.00 391000000.00 0.0034 N 390953862.00 390953862.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112UYU9 Certificate of Deposit First Tier Security 2014-11-03 2015-10-05 N N N 700000000.00 700000000.00 0.0061 N 699871900.00 699871900.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112UYQ8 Certificate of Deposit First Tier Security 2014-11-06 2015-10-06 N N N 9000000.00 9000000.00 0.0001 N 8998344.00 8998344.00 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 257065380.80 257065380.80 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 232087904.80 232087904.80 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 256086425.60 256086425.60 UBS AG UBS AG, 0.26% 90267RZM4 Certificate of Deposit First Tier Security 2014-11-05 2015-03-05 N N N 1127000000.00 1127000000.00 0.0098 N 1126924491.00 1126924491.00 UBS AG UBS AG, 0.26% 90267RYB9 Certificate of Deposit First Tier Security 2014-11-24 2014-12-23 N N N 702000000.00 702000000.00 0.0061 N 701979642.00 701979642.00 UBS AG UBS AG, 0.26% 90267RYU7 Certificate of Deposit First Tier Security 2014-11-28 2015-01-27 N N N 1354000000.00 1354000000.00 0.0117 N 1353933654.00 1353933654.00 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 185033540.50 185033540.50 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 115021033.50 115021033.50 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 352062937.60 352062937.60 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 885161689.50 885161689.50 Citibank NA Citibank NA, 0.23% 17304UB58 Certificate of Deposit First Tier Security 2015-02-06 2015-02-06 N N N 510000000.00 510000000.00 0.0044 N 510097104.00 510097104.00 Citibank NA Citibank NA, 0.23% 17304UF21 Certificate of Deposit First Tier Security 2015-03-03 2015-03-03 N N N 354000000.00 354000000.00 0.0031 N 354036249.60 354036249.60 Citibank NA Citibank NA, 0.23% 17304UF96 Certificate of Deposit First Tier Security 2015-03-06 2015-03-06 N N N 310000000.00 310000000.00 0.0027 N 310032519.00 310032519.00 RBS Citizens NA RBS Citizens NA, 0.30% 17411TAP8 Certificate of Deposit Second Tier Security 2014-12-02 2014-12-02 N N N 578000000.00 578000000.00 0.0050 N 578107912.60 578107912.60 State Street Bank & Trust Co. State Street Bank & Trust Co., 0.23% 8574P1DR4 Certificate of Deposit First Tier Security 2014-12-08 2015-06-08 N N N 445000000.00 445000000.00 0.0039 N 444945710.00 444945710.00 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 300027990.00 300027990.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3S5 Certificate of Deposit First Tier Security 2014-11-03 2015-03-09 N N N 288000000.00 288000000.00 0.0025 N 287980128.00 287980128.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3Z9 Certificate of Deposit First Tier Security 2014-11-06 2015-03-16 N N N 308000000.00 308000000.00 0.0027 N 307977516.00 307977516.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2Q0 Certificate of Deposit First Tier Security 2014-11-10 2015-02-09 N N N 500000000.00 500000000.00 0.0043 N 499971000.00 499971000.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2S6 Certificate of Deposit First Tier Security 2014-11-12 2015-02-12 N N N 500000000.00 500000000.00 0.0043 N 500040000.00 500040000.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3J5 Certificate of Deposit First Tier Security 2014-11-28 2015-03-02 N N N 813000000.00 813000000.00 0.0070 N 812943903.00 812943903.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3P1 Certificate of Deposit First Tier Security 2014-11-28 2015-03-04 N N N 320000000.00 320000000.00 0.0028 N 319977600.00 319977600.00 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 255004258.50 255004258.50 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3B2 Certificate of Deposit First Tier Security 2014-11-20 2015-02-20 N N N 278000000.00 278000000.00 0.0024 N 277983042.00 277983042.00 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 219037930.80 219037930.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.21% XS1075907730 0000833029 Certificate of Deposit First Tier Security 2014-11-05 2015-01-05 N N N 1000000000.00 1000000000.00 0.0087 N 999967000.00 999967000.00 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 0.0152 N 1750441700.00 1750441700.00 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 06417KSN0 Financial Company Commercial Paper First Tier Security 2015-05-22 2015-05-22 N N N 510000000.00 509198733.19 0.0044 N 509502495.00 509502495.00 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 149949083.37 0.0013 N 150021195.00 150021195.00 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 349893055.47 0.0030 N 349934375.00 349934375.00 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 999694444.40 0.0087 N 999812500.00 999812500.00 BAT International Finance PLC BAT International Finance PLC, 0.29% 05531NL79 Financial Company Commercial Paper Second Tier Security 2014-11-07 2014-11-07 N N N 28000000.00 27998646.67 0.0002 N 27998646.76 27998646.76 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272AJC1 Financial Company Commercial Paper First Tier Security 2014-11-24 2015-02-23 N N N 150000000.00 150000000.00 0.0013 N 149997000.00 149997000.00 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 215794499.94 0.0019 N 215832751.20 215832751.20 JPMorgan Securities LLC JPMorgan Securities LLC, 0.22% 46640CAM4 Financial Company Commercial Paper First Tier Security 2014-11-07 2014-11-07 N N N 950000000.00 950000000.00 0.0082 N 949999050.00 949999050.00 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 499923333.30 0.0043 N 499939600.00 499939600.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.25% 46640EAV0 Financial Company Commercial Paper First Tier Security 2014-11-27 2015-04-27 N N N 629000000.00 629000000.00 0.0054 N 628937729.00 628937729.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.26% 46640EAT5 Financial Company Commercial Paper First Tier Security 2014-11-24 2015-04-22 N N N 505000000.00 505000000.00 0.0044 N 504951520.00 504951520.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1L68 Financial Company Commercial Paper First Tier Security 2014-11-06 2014-11-06 N N N 1385000000.00 1384971145.46 0.0120 N 1384967729.50 1384967729.50 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1L76 Financial Company Commercial Paper First Tier Security 2014-11-07 2014-11-07 N N N 796000000.00 795980099.84 0.0069 N 795980100.00 795980100.00 Lloyds Bank PLC Lloyds Bank PLC, 0.10% 53943SL54 Financial Company Commercial Paper First Tier Security 2014-11-05 2014-11-05 N N N 1090000000.00 1089987889.23 0.0094 N 1089989427.00 1089989427.00 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 125954570.00 0.0011 N 125972695.80 125972695.80 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 499816666.70 0.0043 N 499888150.00 499888150.00 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 77961000.00 0.0007 N 77978908.80 77978908.80 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 199894444.44 0.0017 N 199941540.00 199941540.00 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 124929687.52 0.0011 N 124959475.00 124959475.00 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 199884722.24 0.0017 N 199932800.00 199932800.00 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 99939583.32 0.0009 N 99963740.00 99963740.00 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 199875000.00 0.0017 N 199924160.00 199924160.00 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 41957999.99 0.0004 N 41977164.60 41977164.60 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 324672743.07 0.0028 N 324820730.00 324820730.00 AT&T, Inc. AT&T, Inc., 0.26% 0020A3LE8 Other Commercial Paper Second Tier Security 2014-11-14 2014-11-14 N N N 36560000.00 36556567.42 0.0003 N 36558011.14 36558011.14 AT&T, Inc. AT&T, Inc., 0.26% 0020A3LH1 Other Commercial Paper Second Tier Security 2014-11-17 2014-11-17 N N N 61000000.00 60992951.11 0.0005 N 60995766.60 60995766.60 BPCE SA BPCE SA, 0.25% 05571CP21 Other Commercial Paper First Tier Security 2015-02-02 2015-02-02 N N N 494000000.00 493680958.20 0.0043 N 493663339.00 493663339.00 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 31999520.00 0.0003 N 31999494.40 31999494.40 Dominion Resources, Inc. Dominion Resources, Inc., 0.27% 2574P1M17 Other Commercial Paper Second Tier Security 2014-12-01 2014-12-01 N N N 42000000.00 41990550.00 0.0004 N 41991646.20 41991646.20 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.26% 63946ELE2 Other Commercial Paper Second Tier Security 2014-11-14 2014-11-14 N N N 54000000.00 53994929.99 0.0005 N 53995631.40 53995631.40 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.27% 63946EL77 Other Commercial Paper Second Tier Security 2014-11-07 2014-11-07 N N N 32675000.00 32673529.63 0.0003 N 32673794.29 32673794.29 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.27% 63946ELE2 Other Commercial Paper Second Tier Security 2014-11-14 2014-11-14 N N N 115000000.00 114988787.50 0.0010 N 114990696.50 114990696.50 Northeast Utilities Northeast Utilities, 0.26% 66439UL78 Other Commercial Paper Second Tier Security 2014-11-07 2014-11-07 N N N 79000000.00 78996576.67 0.0007 N 78997084.90 78997084.90 Northeast Utilities Northeast Utilities, 0.26% 66439ULC7 Other Commercial Paper Second Tier Security 2014-11-12 2014-11-12 N N N 75000000.00 74994041.69 0.0006 N 74994922.50 74994922.50 Northeast Utilities Northeast Utilities, 0.26% 66439ULD5 Other Commercial Paper Second Tier Security 2014-11-13 2014-11-13 N N N 67000000.00 66994193.34 0.0006 N 66995042.00 66995042.00 Northeast Utilities Northeast Utilities, 0.26% 66439ULE3 Other Commercial Paper Second Tier Security 2014-11-14 2014-11-14 N N N 50000000.00 49995305.56 0.0004 N 49995305.50 49995305.50 Sempra Global Sempra Global, 0.32% 81685MM34 Other Commercial Paper Second Tier Security 2014-12-03 2014-12-03 N N N 41000000.00 40988337.79 0.0004 N 40988337.96 40988337.96 Viacom, Inc. Viacom, Inc., 0.30% 9255M3L73 Other Commercial Paper Second Tier Security 2014-11-07 2014-11-07 N N N 24000000.00 23998800.00 0.0002 N 23999114.40 23999114.40 Viacom, Inc. Viacom, Inc., 0.30% 9255M3LA6 Other Commercial Paper Second Tier Security 2014-11-10 2014-11-10 N N N 33000000.00 32997525.00 0.0003 N 32998185.00 32998185.00 Viacom, Inc. Viacom, Inc., 0.30% 9255M3LC2 Other Commercial Paper Second Tier Security 2014-11-12 2014-11-12 N N N 32000000.00 31997066.66 0.0003 N 31997833.60 31997833.60 Viacom, Inc. Viacom, Inc., 0.30% 9255M3LC2 Other Commercial Paper Second Tier Security 2014-11-12 2014-11-12 N N N 56000000.00 55994866.68 0.0005 N 55996208.80 55996208.80 Viacom, Inc. Viacom, Inc., 0.30% 9255M3LD0 Other Commercial Paper Second Tier Security 2014-11-13 2014-11-13 N N N 40000000.00 39996000.00 0.0003 N 39997040.00 39997040.00 Viacom, Inc. Viacom, Inc., 0.30% 9255M3LD0 Other Commercial Paper Second Tier Security 2014-11-13 2014-11-13 N N N 55000000.00 54994500.00 0.0005 N 54995930.00 54995930.00 Viacom, Inc. Viacom, Inc., 0.30% 9255M3LE8 Other Commercial Paper Second Tier Security 2014-11-14 2014-11-14 N N N 13000000.00 12998591.67 0.0001 N 12998948.30 12998948.30 Viacom, Inc. Viacom, Inc., 0.30% 9255M3LE8 Other Commercial Paper Second Tier Security 2014-11-14 2014-11-14 N N N 21000000.00 20997725.00 0.0002 N 20998301.10 20998301.10 Viacom, Inc. Viacom, Inc., 0.30% 9255M3LE8 Other Commercial Paper Second Tier Security 2014-11-14 2014-11-14 N N N 60000000.00 59993500.00 0.0005 N 59995146.00 59995146.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.26% 92780KL30 Other Commercial Paper Second Tier Security 2014-11-03 2014-11-03 N N N 32000000.00 31999537.78 0.0003 N 31999574.40 31999574.40 Xerox Corp. Xerox Corp., 0.29% 98412FLH3 Other Commercial Paper Second Tier Security 2014-11-17 2014-11-17 N N N 83000000.00 82989302.23 0.0007 N 82984595.20 82984595.20 Xerox Corp. Xerox Corp., 0.29% 98412FLH3 Other Commercial Paper Second Tier Security 2014-11-17 2014-11-17 N N N 130000000.00 129983244.45 0.0011 N 129975872.00 129975872.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133EDUG5 Government Agency Debt First Tier Security 2014-11-15 2016-09-15 N N N 370000000.00 369913143.91 0.0032 N 369948200.00 369948200.00 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 249948159.85 0.0022 N 249958750.00 249958750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A2PH3 Government Agency Debt First Tier Security 2015-08-18 2015-08-18 N N N 227000000.00 227022988.25 0.0020 N 227008172.00 227008172.00 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 249926250.00 249926250.00 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 499851500.00 499851500.00 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 175974463.67 0.0015 N 175984864.00 175984864.00 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 185049765.00 185049765.00 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 440115280.00 440115280.00 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 390161850.00 390161850.00 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 1044645218.47 0.0090 N 1044385104.00 1044385104.00 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 831346513.48 0.0072 N 831231720.00 831231720.00 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 404545830.56 0.0035 N 404687600.00 404687600.00 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 505872429.30 0.0044 N 506094000.00 506094000.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.36% 25746UBV0 Other Note Second Tier Security 2014-11-21 2014-11-21 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 327000000.00 327000000.00 0.0028 N 326981688.00 326981688.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2014-11-17 2015-04-15 N N N 208000000.00 208000000.00 0.0018 N 208000208.00 208000208.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.30% 86959JCX4 Other Note First Tier Security 2014-11-27 2015-04-27 N N N 816000000.00 816000000.00 0.0071 N 815702976.00 815702976.00 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 2014-11-07 2014-11-07 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., 0.16% (Motiva Enterprises LLC Proj.) Series 2010 B VRDN 735220AU9 Variable Rate Demand Note Second Tier Security 2014-11-03 2014-11-03 Y MOTIVA ENTERPRISES LLC N/A N/A N N 28400000.00 28400000.00 0.0002 N 28400000.00 28400000.00 Australia & New Zealand Banking Group Ltd. 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HOME EQUI 2037-02-25 2037-02-25 0.332 - 0.332 Other Instrument ASSET BACKED 50000000.00 22101904.45 BANC OF AMERICA COMMERCIAL MOR 2049-04-10 2049-04-10 5.622 - 5.622 Other Instrument ASSET BACKED 300000.00 299794.72 BAYVIEW FINANCIAL REVOLVING AS 2040-02-28 2040-02-28 1.152 - 1.152 Other Instrument ASSET BACKED 73250000.00 33531924.64 BEAR STEARNS MORTGAGE FUNDING 2037-03-25 2037-03-25 2.152 - 2.152 Other Instrument ASSET BACKED 3251000.00 2217157.91 BUSINESS LOAN EXPRESS BUSINESS 2040-10-20 2040-10-20 0.557 - 0.557 Other Instrument ASSET BACKED 13450000.00 2510595.33 CWHEQ REVOLVING HOME EQUITY LO 2035-12-15 2035-12-15 0.393 - 0.393 Other Instrument ASSET BACKED 100000000.00 6170862.54 CWABS ASSET-BACKED CERTIFICATE 2037-04-25 2037-04-25 0.392 - 0.392 Other Instrument ASSET BACKED 8115000.00 1610684.51 CARRINGTON MORTGAGE LOAN TRUST 2036-12-25 2036-12-25 0.412 - 0.412 Other Instrument ASSET BACKED 40000000.00 28246047.50 CITIBANK CREDIT CARD ISSUANCE 2037-10-25 2037-10-25 1.152 - 1.152 Other Instrument ASSET BACKED 600000.00 205741.29 CWABS ASSET-BACKED CERTIFICATE 2036-11-25 2036-11-25 0.502 - 0.502 Other Instrument ASSET BACKED 8248000.00 4646294.18 FREMONT HOME LOAN TRUST 2006-C 2036-10-25 2036-10-25 0.302 - 0.302 Other Instrument ASSET BACKED 50270348.00 20948187.64 GSAA HOME EQUITY TRUST 2007-5 2047-04-25 2047-04-25 0.292 - 0.292 Other Instrument ASSET BACKED 42255000.00 1950580.58 HSI ASSET SECURITIZATION CORPO 2036-07-25 2036-07-25 0.202 - 0.202 Other Instrument ASSET BACKED 63000000.00 3539082.80 HOME EQUITY MORTGAGE LOAN ASSE 2047-04-25 2047-04-25 0.392 - 0.392 Other Instrument ASSET BACKED 75000000.00 43580590.19 MASTR SPECIALIZED LOAN TRUST 2 2046-06-25 2046-06-25 0.412 - 0.412 Other Instrument ASSET BACKED 6300000.00 1592486.34 MERRILL LYNCH MORTGAGE INVESTO 2037-07-25 2037-07-25 0.252 - 0.252 Other Instrument ASSET BACKED 45730000.00 9846083.02 MERRILL LYNCH FIRST FRANKLIN M 2037-06-25 2037-06-25 0.282 - 0.282 Other Instrument ASSET BACKED 34583000.00 9158978.45 MORGAN STANLEY IXIS REAL ESTAT 2036-07-25 2036-07-25 0.302 - 0.302 Other Instrument ASSET BACKED 43000000.00 17562707.01 NOVASTAR MORTGAGE FUNDING TRUS 2036-10-25 2036-10-25 0.312 - 0.312 Other Instrument ASSET BACKED 55800000.00 22039879.76 PEOPLE'S FINANCIAL REALTY MORT 2036-09-25 2036-09-25 0.282 - 0.282 Other Instrument ASSET BACKED 50000000.00 11348352.58 STRUCTURED ASSET INVESTMENT LO 2035-11-25 2035-11-25 0.572 - 0.572 Other Instrument ASSET BACKED 24715000.00 17100887.81 TERWIN CAPITAL, LLC 2036-08-25 2036-08-25 0.432 - 0.432 Other Instrument ASSET BACKED 49666000.00 4577203.83 First Tier Security 2014-11-04 2014-11-04 N N N 245000000.00 245000000.00 0.0021 N 245000000.00 245000000.00 Credit Suisse Securities (U.S.A.) 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Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.73% 45A99N9V9 Other Repurchase Agreement N AKORN INC 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 691000.00 3455119.54 ANNALY MORTGAGE MANAGEMENT 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 4454000.00 4598559.02 AUXILIUMPHARMACEUTICAL 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 10003000.00 13915143.29 BROOKDALE SENIOR LIVING INC. 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 6576000.00 8530972.46 CSG SYSTEMS INTERNATIONAL, INC 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 2500000.00 3065025.00 DENDREON CORPORATION 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 1540000.00 1042372.10 DEVELOPERS DIVERSIFIED REALTH 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 18633000.00 22545352.38 ENDO HEALTH SOLUTIONS INC 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 3128000.00 7114723.58 EXELIXIS, INC. 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 5824000.00 3430172.93 GT ADVANCED TECHNOLOGIES, INC 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 15015000.00 6118612.50 HEARTWARE INTERNATIONAL, INC. 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 1219000.00 1369207.62 HOLOGIC 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 45263000.00 50060696.95 ICONIX BRAND GROUP INC *- 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 2964000.00 3984110.99 KAISER ALUMINUM CORPORATION 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 17050000.00 24746370.00 KAMAN CORP 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 100000.00 134628.60 MASTEC, INC. 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 31400000.00 55827818.40 MICROCHIP TECHNOLOGY INC 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 18517000.00 30783179.28 PDL BIOPHARMA INC C + 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 2095000.00 3039467.90 PHOTRONICS INC. 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 8520000.00 9013342.08 ROVI CORPORATION+ 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 76148000.00 76684234.22 ROYAL GOLD INC 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 1008000.00 1047927.89 SL GREEN OPERATING PARTNERSHIP 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 28913000.00 40950436.03 SALIX PHARMACEUTICALS LTD DEL 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 1636000.00 5092346.12 PFD SUNPOWER CORPONE 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 7900000.00 11103055.00 TAKE-2 INTERACTIVE SOFTWARE 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 4076000.00 5420232.19 THERAVANCE, INC 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 2000000.00 1770114.00 TIBCO SOFTWARE, INC. 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 4500200.00 4528326.25 TIVO, INC. 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 328000.00 421516.41 VECTOR GROUP LTD 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 4956000.00 7067806.12 VERISIGN, INC. 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 11979000.00 21434755.42 First Tier Security 2015-01-29 2015-01-29 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 394000000.00 394000000.00 0.0034 Y 394216700.00 394216700.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.15% 48W99WVQ5 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2034-08-01 2044-10-01 1.991 - 5.924 Government Agency Debt 6264000.00 2982240.95 FEDERAL NATIONAL MORTGAGE ASSOC 2017-09-01 2044-10-01 0 - 8 Government Agency Debt 139492385.00 56859434.14 BASIN ELECTRIC PWR COP 2014-11-06 2015-01-20 N/A Other Commercial Paper 10500000.00 10495715.60 CMMNWLTH BNK OF AUS 2015-10-23 2015-10-23 0.243 - 0.243 Other Commercial Paper 49900000.00 49892040.85 NRW. BANK 2014-11-26 2014-11-26 N/A Other Commercial Paper 750000.00 749942.82 NATIXIS NY 2015-02-02 2015-02-02 N/A Other Commercial Paper 46350000.00 46325323.78 First Tier Security 2014-11-03 2014-11-03 N N N 163000000.00 163000000.00 0.0014 N 163000000.00 163000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.20% 48W99WVJ1 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2032-03-15 2044-05-15 0.525 - 13.272 Government Agency Debt 390144792.00 133537816.26 FEDERAL NATIONAL MORTGAGE ASSOC 2044-08-25 2044-08-25 0.504 - 0.504 Government Agency Debt 61249202.00 55894410.60 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-11-20 2044-09-20 3 - 7.28 Government Agency Debt 63269785.00 39235437.50 First Tier Security 2014-11-05 2014-11-05 N N N 222000000.00 222000000.00 0.0019 N 222000177.60 222000177.60 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.59% 48W99WEB7 0001287279 Other Repurchase Agreement N ABBVIE INC 2042-11-06 2042-11-06 4.4 - 4.4 Other Instrument CORPORATE 2285000.00 2291532.53 B.A.T. INTL FINANCE PL 2014-11-06 2014-11-06 N/A Other Commercial Paper 28.00 28.00 ST OF CA DEPT WTR RES 2014-11-12 2014-11-12 0.04 - 0.04 Other Commercial Paper 1001000.00 1000989.98 EMORY UNIVERSITY 2014-11-18 2014-11-18 0.13 - 0.13 Other Commercial Paper 130000.00 130001.30 GLENCORE FUNDING LLC 2014-12-18 2014-12-18 N/A Other Commercial Paper 4900000.00 4898115.03 PNC BANK NA 2015-05-01 2015-05-01 0.31 - 0.31 Other Commercial Paper 5650000.00 5651083.71 PRIVATE COL UNSTY AUT 2014-12-03 2014-12-03 0.1 - 0.1 Other Commercial Paper 1417000.00 1417028.38 ROMULUS FUNDING CORP. 2014-11-25 2014-11-25 N/A Other Commercial Paper 6000.00 5999.25 PUBLIC UTIL COMM (WTR) 2015-02-11 2015-02-11 0.14 - 0.14 Other Commercial Paper 2920000.00 2918221.60 SANTA CLARA VALLEY WTR 2014-11-25 2014-11-25 0.14 - 0.14 Other Commercial Paper 6330000.00 6330063.39 SOCIETE GENERALE 2017-10-12 2017-10-12 2.75 - 2.75 Other Instrument CORPORATE 11860000.00 12234241.56 VODAFONE GROUP PLC 2015-04-10 2015-06-02 N/A Other Commercial Paper 32645270.00 32582337.11 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 67018090.00 67018090.00 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 16339340.11 CHASE FLEX TRUST 2006-2 2036-09-25 2036-09-25 5.402 - 5.402 Other Instrument GOVERNMENT AGENCY 1115000.00 917094.93 FIRST HORIZON MORTGAGE PASS-TH 2036-11-25 2036-11-25 6.25 - 6.25 Other Instrument GOVERNMENT AGENCY 130000.00 89156.76 GS MORTGAGE SECURITIES TRUST 2 2045-08-10 2045-08-10 5.797 - 5.797 Other Instrument GOVERNMENT AGENCY 107333172.00 76282149.73 MERRILL LYNCH MORTGAGE INVESTO 2036-03-25 2036-03-25 2.833 - 2.833 Other Instrument GOVERNMENT AGENCY 142931000.00 35955156.19 MERRILL LYNCH MORTGAGE INVESTO 2036-05-25 2036-05-25 2.698 - 2.698 Other Instrument GOVERNMENT AGENCY 39880000.00 11108177.00 STRUCTURED ADJUSTABLE RATE MOR 2035-11-25 2035-11-25 5.016 - 5.016 Other Instrument GOVERNMENT AGENCY 87577000.00 21625917.41 First Tier Security 2014-11-07 2014-11-07 N N N 150000000.00 150000000.00 0.0013 N 150003000.00 150003000.00 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 4246332743.00 601898735.29 First Tier Security 2015-01-29 2015-01-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 556000000.00 556000000.00 0.0048 Y 556100080.00 556100080.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WJL0 0001287279 Other Repurchase Agreement N CWALT INC., 2006-14CB 2036-06-25 2036-06-25 0.852 - 0.852 Other Instrument GOVERNMENT AGENCY 3480000.00 1289122.82 ALTERNATIVE LOAN TRUST 2006-39 2037-01-25 2037-01-25 0.752 - 0.752 Other Instrument GOVERNMENT AGENCY 18000000.00 4884636.28 ALTERNATIVE LOAN TRUST 2007-OH 2047-09-25 2047-09-25 0.442 - 0.442 Other Instrument GOVERNMENT AGENCY 18684000.00 7827605.40 ALTERNATIVE LOAN TRUST 2007-16 2037-08-25 2037-08-25 0.552 - 0.552 Other Instrument GOVERNMENT AGENCY 42724800.00 10884918.38 AMERICAN HOME MORTGAGE ASSETS 2047-06-25 2047-06-25 0.342 - 0.342 Other Instrument GOVERNMENT AGENCY 22000000.00 8937736.69 BANC OF AMERICA MORTGAGE SECUR 2035-05-25 2035-05-25 2.645 - 2.645 Other Instrument GOVERNMENT AGENCY 17816000.00 13042523.53 BEAR STEARNS ASSET BACKED SECU 2035-07-25 2035-07-25 4.848 - 4.848 Other Instrument GOVERNMENT AGENCY 22685000.00 831175.77 BEAR STEARNS MORTGAGE FUNDING 2037-01-25 2037-01-25 0.312 - 0.312 Other Instrument GOVERNMENT AGENCY 12130000.00 4995929.63 CWALT, INC., 2005-13CB 2035-09-25 2035-09-25 0.492 - 0.492 Other Instrument GOVERNMENT AGENCY 17695000.00 2765962.79 COMMERCIAL MORTGAGE LAON TRUST 2049-12-10 2049-12-10 6.04 - 6.04 Other Instrument GOVERNMENT AGENCY 22562000.00 16832069.46 DEUTSCHE ALT-A SECURITIES MORT 2047-02-25 2047-02-25 0.352 - 0.352 Other Instrument GOVERNMENT AGENCY 19000000.00 7345201.58 FIRST HORIZON ALTERNATIVE MORT 2036-07-25 2036-07-25 0.622 - 0.622 Other Instrument GOVERNMENT AGENCY 28000000.00 4894426.94 INDYMAC INDX MORTGAGE LOAN TRU 2035-04-25 2035-04-25 2.441 - 2.441 Other Instrument GOVERNMENT AGENCY 27431500.00 957850.74 JPMORGAN MORTGAGE TRUST 2006-S 2037-01-25 2037-01-25 0.532 - 0.532 Other Instrument GOVERNMENT AGENCY 26565458.00 4624566.37 LUMINENT MORTGAGE TRUST 2006-6 2036-09-27 2036-09-27 0.352 - 0.352 Other Instrument GOVERNMENT AGENCY 20950000.00 5077580.21 MASTR ADJUSTABLE RATE MORTGAGE 2037-05-14 2047-05-25 0.352 - 0.362 Other Instrument GOVERNMENT AGENCY 44624000.00 15137183.95 RALI SERIES 2007-QS8 2037-06-25 2037-06-25 0.752 - 0.752 Other Instrument GOVERNMENT AGENCY 20000000.00 7360286.71 RALI SERIES 2007-QO4 TRUST 2047-05-25 2047-05-25 0.342 - 0.342 Other Instrument GOVERNMENT AGENCY 20021000.00 7633725.72 STRUCTURED ASSET MORTGAGE INVE 2036-02-25 2036-02-25 0.382 - 0.382 Other Instrument GOVERNMENT AGENCY 18675000.00 6240469.17 STRUCTURED ASSET MORTGAGE INVE 2036-06-25 2036-06-25 0.342 - 0.342 Other Instrument GOVERNMENT AGENCY 21000000.00 4111507.86 WASHINGTON MUTUAL MORTGAGE PAS 2035-11-25 2035-11-25 0.702 - 0.702 Other Instrument GOVERNMENT AGENCY 25000000.00 4988525.44 First Tier Security 2015-01-29 2015-01-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 130000000.00 130000000.00 0.0011 Y 130037700.00 130037700.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 48W99WVG7 0001287279 Other Repurchase Agreement N AMERICAN ACHIEVEMENT CORPORATI 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 1349000.00 1335284.72 AMKOR TECHNOLOGY, INC. 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 13580000.00 14606987.50 BANK OF AMERICA CORPORATION 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 80614000.00 82717541.72 BI-LO LLC / BI-LO FIN CORP 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 8754000.00 8743495.20 ENERGY PARTNERS,LTD. 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 8684000.00 8589665.71 AI/ REG S ENERGY XXI 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 7088000.00 7291879.23 FREESCALE SEMICONDUCTOR, INC. 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 21960000.00 24760449.00 GENTIVA HEALTH SERVICES INC 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 1953000.00 2127143.15 GOLDMAN SACHS CAPITAL III 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 5007000.00 3810276.93 HCA INC 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 8000000.00 9057376.00 K. HOVNANIAN ENTERPRISES, INC. 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 24234000.00 25918796.15 IRON MOUNTAIN INCORPORATED 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 7514000.00 7973714.03 LEVEL 3 COMMUNICATIONS, INC. 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 12879000.00 14291671.75 LIN ACQUISITION COMPANY/LIN HO 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 25652000.00 26854360.54 LOUISIANA PAC CORP 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 9946000.00 11052492.50 MUELLER WATER PRODUCTS, INC. 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 752000.00 788268.21 NEW PLAN EXCEL REALTY 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 16500000.00 16816932.00 PETCO 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 8150000.00 8537125.00 PETCO HLDGS INC 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 23478000.00 23742784.88 PROSPECT MEDICAL HLDGS 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 9840000.00 10941342.00 PROVIDENT FUNDING ASSOCIATES, 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 10500000.00 11406937.50 REALOGY CORPORATION 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 10868000.00 11856863.25 REYNOLDS GROUP ISSUER LLC, REY 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 8300000.00 8727450.00 TW TELECOM HOLDINGS INC. 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 360000.00 396712.44 TENNECO AUTOMOTIVE INC< 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 2214000.00 2309534.10 US FOODS INC 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 1780000.00 1936584.82 UNITED RENTALS (NORTH AMERICA) 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 1296000.00 1423188.14 WINDSTREAM CORPORATION 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 14210000.00 15059644.32 First Tier Security 2015-01-29 2015-01-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 334000000.00 334000000.00 0.0029 Y 334183700.00 334183700.00 J.P. Morgan Securities, Inc. J.P. 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Mizuho Securities U.S.A., Inc., 0.52% 48Y998JF4 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2040-04-15 2040-05-15 4.5 - 6.396 Government Agency Debt 225685258.00 8035579.92 FEDERAL NATIONAL MORTGAGE ASSOC 2040-03-25 2040-05-25 5.896 - 6.296 Government Agency Debt 394656926.00 9740430.76 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-03-20 2042-12-20 3.5 - 6.343 Government Agency Debt 199013139.00 13439901.76 HERTZ VEHICLE FINANCING 2016-03-25 2016-03-25 5.93 - 5.93 Other Instrument ASSET BACKED 9440000.00 9541804.11 JGWPT XXVII, SERIES 2012-3 2067-09-15 2067-09-15 6.17 - 6.17 Other Instrument ASSET BACKED 1000000.00 1151276.22 JGWPT XXXI 2065-03-16 2065-03-16 4.94 - 4.94 Other Instrument ASSET BACKED 1500000.00 1592022.83 First Tier Security 2014-11-05 2014-11-05 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 42000000.00 42000000.00 0.0004 N 42000000.00 42000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99L3W2 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-20 2042-12-20 3.5 - 3.5 Government Agency Debt 22486.00 19390.50 CWALT ALTERNATIVE LOAN TRUST 2046-07-20 2046-07-20 0.357 - 0.357 Other Instrument MORTGAGE 91424000.00 19257014.26 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2045-02-25 2045-02-25 0.702 - 0.702 Other Instrument MORTGAGE 15000000.00 4531650.06 CWALT ALTERNATIVE LOAN TRUST 2036-09-25 2036-09-25 6.5 - 6.5 Other Instrument MORTGAGE 2500000.00 462183.93 CHASEFLEX TRUST 2037-07-25 2037-07-25 0.452 - 0.452 Other Instrument MORTGAGE 141678605.00 46045469.86 CHASEFLEX TRUST 2037-05-25 2037-05-25 0.432 - 0.432 Other Instrument MORTGAGE 4145000.00 1296880.67 CWALT ALTERNATIVE LOAN TRUST 2046-10-25 2046-10-25 0.402 - 0.402 Other Instrument MORTGAGE 15000000.00 3677455.06 FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2035-02-25 2035-02-25 2.251 - 2.251 Other Instrument MORTGAGE 26080000.00 6044143.61 GMACM MORTGAGE LOAN TRUST 2035-06-19 2035-06-19 2.807 - 2.807 Other Instrument MORTGAGE 25000000.00 4780787.35 HOMEBANC MORTGAGE TRUST 2035-03-25 2035-03-25 0.402 - 0.402 Other Instrument MORTGAGE 35000000.00 6771362.35 IMPAC SECURED ASSETS CORP 2034-11-25 2034-11-25 1.127 - 1.127 Other Instrument MORTGAGE 5000000.00 1036600.48 INDYMAC INDX MORTGAGE LOAN TRUST 2035-06-25 2036-04-25 2.548 - 2.672 Other Instrument MORTGAGE 96095000.00 20563382.58 MASTR ADJUSTABLE RATE MORTGAGES 2035-02-25 2035-02-25 2.53 - 2.53 Other Instrument MORTGAGE 1910000.00 369929.90 NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST 2035-02-25 2035-02-25 4.84 - 4.84 Other Instrument MORTGAGE 8755000.00 1654009.03 RALI 2037-01-25 2037-01-25 0.515 - 0.515 Other Instrument MORTGAGE 10520000.00 2540736.74 RALI 2037-02-25 2037-02-25 0.285 - 0.285 Other Instrument MORTGAGE 28993033.00 5327464.04 STRUCTURED ASSET INVESTMENT LOAN TRUST 2035-07-25 2035-07-25 0.902 - 0.902 Other Instrument MORTGAGE 10459000.00 3222091.06 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2046-06-25 2046-06-25 1.106 - 1.106 Other Instrument MORTGAGE 13020000.00 2681389.76 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2047-01-25 2047-01-25 0.816 - 0.816 Other Instrument MORTGAGE 10074000.00 2862487.86 First Tier Security 2014-11-03 2014-11-03 N N N 123000000.00 123000000.00 0.0011 N 123000000.00 123000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99L5J9 Other Repurchase Agreement N JP MORGAN MORTGAGE ACQUISITION CORP 2037-05-25 2037-05-25 0.442 - 0.442 Other Instrument ASSET BACKED 4000000.00 1048582.67 LONG BEACH MORTGAGE LOAN TRUST 2036-12-25 2036-12-25 0.252 - 0.252 Other Instrument ASSET BACKED 10500000.00 4448243.12 MASTR ASSET BACKED SECURITIES TRUST 2036-08-25 2036-08-25 0.262 - 0.262 Other Instrument ASSET BACKED 23640000.00 7708270.39 MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-03-25 2037-03-25 0.312 - 0.312 Other Instrument ASSET BACKED 11453000.00 3919659.37 MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST 2037-06-25 2037-06-25 0.282 - 0.282 Other Instrument ASSET BACKED 11333335.00 3015573.77 MORGAN STANLEY ABS 2035-07-25 2035-07-25 0.742 - 0.742 Other Instrument ASSET BACKED 8189000.00 3254125.71 MORGAN STANLEY ABS 2036-07-25 2036-07-25 0.302 - 0.302 Other Instrument ASSET BACKED 2275000.00 792743.06 NEW CENTURY MORTGAGE CORP HOME EQUITY LOAN TRUST 2035-10-25 2035-10-25 0.642 - 0.642 Other Instrument ASSET BACKED 4999000.00 1448640.69 PROVIDENT FUNDING MORTGAGE LOAN TRUST 2034-04-25 2034-04-25 2.486 - 2.486 Other Instrument MORTGAGE 13807985.00 1225252.80 RAMP 2036-03-25 2036-03-25 0.512 - 0.512 Other Instrument ASSET BACKED 7680000.00 2912258.56 SECURITIZED ASSET BACKED RECEIVABLES TRUST 2036-03-25 2036-03-25 0.432 - 0.432 Other Instrument ASSET BACKED 3461748.00 852795.04 SECURITIZED ASSET BACKED RECEIVABLES TRUST 2036-12-25 2036-12-25 0.372 - 0.372 Other Instrument ASSET BACKED 27595000.00 8537773.73 STRUCTURED ASSET INVESTMENT LOAN TRUST 2035-02-25 2035-02-25 1.292 - 1.292 Other Instrument ASSET BACKED 6800000.00 2802162.13 SASCO MORTGAGE LOAN TRUST 2037-06-25 2037-06-25 0.352 - 0.352 Other Instrument ASSET BACKED 42936000.00 17736160.31 FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2042-09-01 2.323 - 2.323 Government Agency Debt 235461.00 186033.96 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2037-05-25 2037-05-25 0.535 - 0.535 Other Instrument ASSET BACKED 11000000.00 2862108.33 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2035-09-25 2035-09-25 0.665 - 0.665 Other Instrument ASSET BACKED 7500000.00 2688628.76 COUNTRYWIDE HOME EQUITY LOAN TRUST 2036-03-25 2036-03-25 0.622 - 0.622 Other Instrument ASSET BACKED 5800000.00 1907351.67 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-02-25 2035-02-25 5.541 - 5.541 Other Instrument ASSET BACKED 6400000.00 1673719.47 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-09-25 2035-09-25 0.412 - 0.412 Other Instrument ASSET BACKED 999459.00 426038.06 CARRINGTON HOME EQUITY LOAN TRUST 2035-10-25 2035-10-25 0.672 - 0.672 Other Instrument ASSET BACKED 8418000.00 2565562.28 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2035-10-25 2035-10-25 0.692 - 0.692 Other Instrument ASSET BACKED 18602000.00 6217418.05 HOME EQUITY ASSET TRUST 2036-11-25 2036-11-25 0.392 - 0.392 Other Instrument ASSET BACKED 14500000.00 5839373.94 HSI ASSET SECURITIZATION CORPORATION TRUST 2036-12-25 2036-12-25 0.262 - 0.372 Other Instrument ASSET BACKED 9100000.00 3524481.36 JP MORGAN MORTGAGE ACQUISITION CORP 2036-04-25 2036-04-25 0.492 - 0.492 Other Instrument ASSET BACKED 4000000.00 1118089.32 First Tier Security 2014-11-05 2014-11-05 N N N 82000000.00 82000000.00 0.0007 N 82000000.00 82000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998CG9 Other Repurchase Agreement N ADJUSTABLE RATE MORTGAGE TRUST 2035-08-25 2036-01-25 1.152 - 3.748 Other Instrument MORTGAGE 10610065.00 434690.25 CWALT ALTERNATIVE LOAN TRUST 2037-01-25 2037-01-25 0.602 - 0.602 Other Instrument MORTGAGE 53035714.00 6700053.46 CWALT ALTERNATIVE LOAN TRUST 2047-04-25 2047-04-25 0.332 - 0.332 Other Instrument MORTGAGE 53288547.00 6562674.59 CWALT ALTERNATIVE LOAN TRUST 2037-08-25 2037-08-25 5.348 - 5.348 Other Instrument MORTGAGE 121215000.00 4549147.23 AMERICAN HOME MORTGAGE ASSETS TRUST 2046-10-25 2046-10-25 0.412 - 1.286 Other Instrument MORTGAGE 65000000.00 817053.31 BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2035-02-25 2035-02-25 0.902 - 0.902 Other Instrument MORTGAGE 11100000.00 843306.88 BEAR STEARNS ARM TRUST 2035-12-25 2035-12-25 N/A Other Instrument MORTGAGE 3514000.00 481586.23 BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2036-03-25 2036-03-25 0.502 - 0.502 Other Instrument MORTGAGE 43569467.00 3555398.18 CWALT ALTERNATIVE LOAN TRUST 2036-01-25 2036-01-25 0.512 - 0.512 Other Instrument MORTGAGE 59000000.00 7677025.12 COUNTRYWIDE HOME LOANS 2036-03-25 2036-03-25 0.485 - 0.485 Other Instrument MORTGAGE 73949950.00 7580917.35 COUNTRYWIDE HOME LOANS 2035-02-25 2035-05-25 0 - 5.414 Other Instrument MORTGAGE 465055000.00 3843001.88 DSLA MORTGAGE LOAN TRUST 2045-03-19 2045-10-19 0.487 - 0.527 Other Instrument MORTGAGE 106934000.00 7724085.45 DEUTSCHE ALT-A SECURITIES ALTERNATIVE LOAN TRUST 2035-11-25 2036-04-25 0.332 - 5.5 Other Instrument MORTGAGE 54000000.00 8667049.20 GSAA HOME EQUITY TRUST 2036-01-25 2036-01-25 0.242 - 0.242 Other Instrument MORTGAGE 125421000.00 3887402.84 GSAA HOME EQUITY TRUST 2036-08-25 2036-08-25 0.432 - 0.432 Other Instrument MORTGAGE 6712000.00 956885.19 GREENPOINT MORTGAGE-BACKED PASS-THROUGH CERTIFICATES 2036-04-25 2036-04-25 0.382 - 0.382 Other Instrument MORTGAGE 13090000.00 1521457.20 HARBORVIEW MORTGAGE LOAN TRUST 2047-11-25 2047-11-25 1.152 - 1.152 Other Instrument MORTGAGE 34961333.00 125667.22 IMPAC CMB TRUST 2035-03-25 2035-10-25 0.692 - 0.872 Other Instrument MORTGAGE 165179000.00 15299641.10 INDYMAC INDX MORTGAGE LOAN TRUST 2035-03-25 2035-03-25 2.429 - 2.429 Other Instrument MORTGAGE 16500000.00 1460941.15 JP MORGAN MORTGAGE TRUST 2035-06-25 2035-06-25 2.591 - 2.591 Other Instrument MORTGAGE 50298700.00 8921059.34 LEHMAN XS TRUST 2035-12-25 2035-12-25 0.452 - 0.452 Other Instrument MORTGAGE 66940000.00 6707659.03 LUMINENT MORTGAGE TRUST 2046-02-25 2046-02-25 0.432 - 0.432 Other Instrument MORTGAGE 26400000.00 194633.06 MASTR ALTERNATIVE LOAN TRUST 2035-06-25 2035-06-25 6.197 - 6.197 Other Instrument MORTGAGE 10799000.00 1125889.34 MORGAN STANLEY MORTGAGE LOAN TRUST 2036-06-25 2036-06-25 2.149 - 2.149 Other Instrument MORTGAGE 8508000.00 1536771.64 NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST 2035-05-25 2035-05-25 4.777 - 4.777 Other Instrument MORTGAGE 61064000.00 1386636.02 NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST 2036-10-25 2036-10-25 0.552 - 0.552 Other Instrument MORTGAGE 30000000.00 2451406.18 RALI 2037-02-25 2037-02-25 0.285 - 0.285 Other Instrument MORTGAGE 8326967.00 1530078.53 RALI 2036-12-25 2036-12-25 6.496 - 6.496 Other Instrument MORTGAGE 106635250.00 7988459.34 RALI 2035-12-25 2036-03-25 0.359 - 0.555 Other Instrument MORTGAGE 584341378.00 7544632.40 STRUCTURED ASSET SECURITIES CORPORATION 2035-01-25 2035-01-25 1.102 - 1.102 Other Instrument MORTGAGE 6000000.00 399671.12 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2036-02-25 2036-02-25 0.472 - 0.472 Other Instrument MORTGAGE 40000000.00 152431.07 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2036-12-25 2036-12-25 0.252 - 0.252 Other Instrument MORTGAGE 75000000.00 9201910.71 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-04-25 2035-04-25 2.619 - 2.619 Other Instrument MORTGAGE 13050000.00 1121341.30 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-04-25 2035-04-25 0.752 - 0.752 Other Instrument MORTGAGE 1500000.00 97627.02 First Tier Security 2014-12-01 2014-12-01 N N N 123000000.00 123000000.00 0.0011 Y 123027060.00 123027060.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998HU3 Other Repurchase Agreement N 51-100 2015-09-15 2073-12-18 0 - 11.25 Other Instrument MORTGAGE 689381472.00 88584649.27 First Tier Security 2015-01-15 2015-01-15 N N N 82000000.00 82000000.00 0.0007 Y 82028700.00 82028700.00 Mizuho Securities U.S.A., Inc. 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