0000278001-14-000074.txt : 20150129 0000278001-14-000074.hdr.sgml : 20150129 20141205161055 ACCESSION NUMBER: 0000278001-14-000074 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20141130 FILED AS OF DATE: 20141205 DATE AS OF CHANGE: 20141205 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: 141269751 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 2014-11-30 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC. 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 47 99 113480614289.57 875585577.20 216473581.79 114139726284.98 0.0026 1.0004 2014-11-28 1.0004 2014-11-28 C000019553 2500.00 114139726284.98 1.00 -1349045868.41 21954310621.28 23303356489.69 0.0001 1.0004 2014-11-28 1.0004 2014-11-28 Bank of Montreal Bank of Montreal, 0.23% 06366CES3 Certificate of Deposit First Tier Security 2014-12-15 2015-07-14 N N N 387000000.00 387000000.00 0.0034 N 386999226.00 386999226.00 Bank of Montreal Bank of Montreal, 0.23% 06366CKC1 Certificate of Deposit First Tier Security 2014-12-18 2015-08-18 N N N 440000000.00 440000000.00 0.0039 N 439936640.00 439936640.00 Bank of Montreal Bank of Montreal, 0.24% 06366CFU7 Certificate of Deposit First Tier Security 2014-12-22 2015-07-20 N N N 224000000.00 224000000.00 0.0020 N 223972224.00 223972224.00 Bank of Montreal Bank of Montreal, 0.24% 06366CFW3 Certificate of Deposit First Tier Security 2014-12-22 2015-07-21 N N N 225000000.00 225000000.00 0.0020 N 224970975.00 224970975.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.10% 06366CLZ9 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 414000000.00 414000000.00 0.0036 N 414000000.00 414000000.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.21% 06366BG95 Certificate of Deposit First Tier Security 2014-12-10 2015-04-10 N N N 200000000.00 200000000.00 0.0018 N 199988800.00 199988800.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.24% 06366LDW5 Certificate of Deposit First Tier Security 2014-12-17 2015-08-13 N N N 912000000.00 912000000.00 0.0080 N 912005472.00 912005472.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HJJ6 Certificate of Deposit First Tier Security 2014-12-10 2015-07-07 N N N 433000000.00 433000000.00 0.0038 N 432825934.00 432825934.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HLC8 Certificate of Deposit First Tier Security 2014-12-15 2015-05-15 N N N 760000000.00 760000000.00 0.0067 N 759930080.00 759930080.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HHT6 Certificate of Deposit First Tier Security 2014-12-31 2015-03-31 N N N 445000000.00 445000000.00 0.0039 N 444969295.00 444969295.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417HPU4 Certificate of Deposit First Tier Security 2015-04-07 2015-04-07 N N N 1189000000.00 1189000000.00 0.0104 N 1189342550.90 1189342550.90 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417HEN2 Certificate of Deposit First Tier Security 2014-12-03 2015-07-30 N N N 433000000.00 433000000.00 0.0038 N 433187056.00 433187056.00 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417HDY9 Certificate of Deposit First Tier Security 2014-12-23 2015-08-19 N N N 869000000.00 869000000.00 0.0076 N 869577885.00 869577885.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417E5W9 Certificate of Deposit First Tier Security 2014-12-11 2015-05-08 N N N 406000000.00 406000000.00 0.0036 N 406012992.00 406012992.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.11% 06538H6E5 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 831000000.00 831000000.00 0.0073 N 830994432.30 830994432.30 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HKQ2 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 1250000000.00 1250000000.00 0.0110 N 1250011125.00 1250011125.00 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 515047740.50 515047740.50 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 295035931.00 295035931.00 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 0.0070 N 797102414.50 797102414.50 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 0.0053 N 600077760.00 600077760.00 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 0.0029 N 328042869.60 328042869.60 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 0.0037 N 418055092.40 418055092.40 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 241020533.20 241020533.20 BNP Paribas New York Branch BNP Paribas New York Branch, 0.25% 05574RPE9 Certificate of Deposit First Tier Security 2015-03-03 2015-03-03 N N N 1000000000.00 1000000000.00 0.0088 N 1000000000.00 1000000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.22% 13606Y6S0 Certificate of Deposit First Tier Security 2014-12-17 2015-06-17 N N N 177000000.00 177001339.89 0.0016 N 176980884.00 176980884.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YZK5 Certificate of Deposit First Tier Security 2014-12-16 2015-08-12 N N N 1249000000.00 1249000000.00 0.0109 N 1249062450.00 1249062450.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YRX6 Certificate of Deposit First Tier Security 2014-12-05 2015-05-01 N N N 403000000.00 403000000.00 0.0035 N 403002015.00 403002015.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.32% 13606YPQ3 Certificate of Deposit First Tier Security 2014-12-03 2015-05-01 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 0.0066 N 750077475.00 750077475.00 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 450056970.00 450056970.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536TCJ0 Certificate of Deposit First Tier Security 2014-12-01 2014-12-01 N N N 99000000.00 99000000.00 0.0009 N 99000000.00 99000000.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536TCL5 Certificate of Deposit First Tier Security 2014-12-03 2014-12-03 N N N 1735000000.00 1735000000.00 0.0152 N 1734992713.00 1734992713.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536TCP6 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 402000000.00 402000000.00 0.0035 N 402000000.00 402000000.00 Credit Suisse Credit Suisse, 0.30% 22549VGE7 Certificate of Deposit First Tier Security 2014-12-15 2015-04-13 N N N 991000000.00 991000000.00 0.0087 N 990926666.00 990926666.00 Credit Suisse Credit Suisse, 0.31% 22549VCS0 Certificate of Deposit First Tier Security 2014-12-04 2015-04-02 N N N 669000000.00 669000000.00 0.0059 N 668955846.00 668955846.00 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 0.0059 N 669083491.20 669083491.20 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 0.0044 N 500048500.00 500048500.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.10% 23290QQL0 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 1741000000.00 1741000000.00 0.0153 N 1741000000.00 1741000000.00 KBC Bank NV KBC Bank NV, 0.12% 4823T0N70 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 224000000.00 224000000.00 0.0020 N 224000000.00 224000000.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51489KGF9 Certificate of Deposit First Tier Security 2014-12-01 2014-12-01 N N N 1525000000.00 1525000000.00 0.0134 N 1524993595.00 1524993595.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51489KGH5 Certificate of Deposit First Tier Security 2014-12-03 2014-12-03 N N N 1590000000.00 1590000000.00 0.0139 N 1589989029.00 1589989029.00 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 0.0036 N 409002249.50 409002249.50 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 0.0013 N 144016372.80 144016372.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LC20 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 443000000.00 443000000.00 0.0039 N 443003455.40 443003455.40 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 0.0039 N 440023892.00 440023892.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LJ56 Certificate of Deposit First Tier Security 2015-01-02 2015-01-02 N N N 500000000.00 500000000.00 0.0044 N 500024250.00 500024250.00 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 220012804.00 220012804.00 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 447030083.10 447030083.10 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 0.0078 N 895065514.00 895065514.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LY34 Certificate of Deposit First Tier Security 2015-03-17 2015-03-17 N N N 442000000.00 442000000.00 0.0039 N 442013348.40 442013348.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688L2B1 Certificate of Deposit First Tier Security 2015-03-26 2015-03-26 N N N 743000000.00 743000000.00 0.0065 N 743024296.10 743024296.10 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688L2D7 Certificate of Deposit First Tier Security 2015-03-27 2015-03-27 N N N 646000000.00 646000000.00 0.0057 N 646021318.00 646021318.00 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 0.0066 N 756027669.60 756027669.60 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FFM5 Certificate of Deposit First Tier Security 2014-12-23 2015-02-02 Y NATIXIS NY BRH N/A N/A N N 669000000.00 669000000.00 0.0059 N 668879580.00 668879580.00 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 0.0053 N 600044280.00 600044280.00 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 0.0118 N 1350099630.00 1350099630.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FGZ5 Certificate of Deposit First Tier Security 2015-03-03 2015-03-03 N N N 1824000000.00 1824000000.00 0.0160 N 1824000000.00 1824000000.00 National Bank of Canada National Bank of Canada, 0.33% 63307UEA5 Certificate of Deposit First Tier Security 2014-12-10 2015-02-06 N N N 201000000.00 201000000.00 0.0018 N 201004020.00 201004020.00 National Bank of Canada National Bank of Canada, 0.34% 63307UDX6 Certificate of Deposit First Tier Security 2014-12-22 2015-02-19 N N N 1610000000.00 1610000000.00 0.0141 N 1610117530.00 1610117530.00 National Bank of Canada National Bank of Canada, 0.37% 63307UBK6 Certificate of Deposit First Tier Security 2014-12-22 2015-05-18 N N N 1201000000.00 1200876869.94 0.0105 N 1201064854.00 1201064854.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.21% 21684BSW5 Certificate of Deposit First Tier Security 2014-12-03 2015-01-05 N N N 469000000.00 469000000.00 0.0041 N 468991558.00 468991558.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.25% 21684BUX0 Certificate of Deposit First Tier Security 2015-06-04 2015-06-04 N N N 300000000.00 300000000.00 0.0026 N 299984340.00 299984340.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.25% 21684BUT9 Certificate of Deposit First Tier Security 2015-06-05 2015-06-05 N N N 200000000.00 200000000.00 0.0018 N 199989520.00 199989520.00 Royal Bank of Canada Royal Bank of Canada, 0.22% 78009NRN8 Certificate of Deposit First Tier Security 2014-12-29 2015-06-26 N N N 530000000.00 530000000.00 0.0046 N 529968200.00 529968200.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRC2 Certificate of Deposit First Tier Security 2014-12-15 2015-04-15 N N N 65000000.00 65000000.00 0.0006 N 64997530.00 64997530.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NRB4 Certificate of Deposit First Tier Security 2014-12-09 2015-04-09 N N N 435000000.00 435000000.00 0.0038 N 434984775.00 434984775.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NRQ1 Certificate of Deposit First Tier Security 2014-12-23 2015-07-23 N N N 407000000.00 407000000.00 0.0036 N 406947090.00 406947090.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NSG2 Certificate of Deposit First Tier Security 2014-12-10 2015-11-10 N N N 238000000.00 238000000.00 0.0021 N 237955256.00 237955256.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.12% 86562YM84 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 480000000.00 480000000.00 0.0042 N 479997312.00 479997312.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.12% 86562YN67 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 82000000.00 82000000.00 0.0007 N 82000000.00 82000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2014-12-19 2015-02-19 N N N 206000000.00 206000000.00 0.0018 N 206002266.00 206002266.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YJE5 Certificate of Deposit First Tier Security 2014-12-01 2014-12-01 N N N 343000000.00 343000000.00 0.0030 N 343001989.40 343001989.40 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 50002720.00 50002720.00 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 0.0036 N 408025785.60 408025785.60 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 412033578.00 412033578.00 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 291025666.20 291025666.20 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 0.0044 N 500024350.00 500024350.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YH56 Certificate of Deposit First Tier Security 2015-03-18 2015-03-18 N N N 305000000.00 305000000.00 0.0027 N 305000000.00 305000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YL85 Certificate of Deposit First Tier Security 2015-03-23 2015-03-23 N N N 346000000.00 346000000.00 0.0030 N 346000000.00 346000000.00 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 198025918.20 198025918.20 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 482066275.00 482066275.00 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 0.0019 N 212015497.20 212015497.20 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 483036901.20 483036901.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.33% 86562JAD9 Certificate of Deposit First Tier Security 2014-12-15 2015-05-15 N N N 890000000.00 890000000.00 0.0078 N 890038270.00 890038270.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KRD7 Certificate of Deposit First Tier Security 2015-01-02 2015-01-02 N N N 627000000.00 627000000.00 0.0055 N 627036491.40 627036491.40 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 436032656.40 436032656.40 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 0.0039 N 442040443.00 442040443.00 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 0.0105 N 1200055800.00 1200055800.00 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 444999955.50 444999955.50 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KTS2 Certificate of Deposit First Tier Security 2015-04-01 2015-04-01 N N N 440000000.00 440000000.00 0.0039 N 439984820.00 439984820.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KTU7 Certificate of Deposit First Tier Security 2015-04-03 2015-04-03 N N N 839000000.00 839000000.00 0.0074 N 838970635.00 838970635.00 Swedbank AB Swedbank AB, 0.25% 87019TRG9 Certificate of Deposit First Tier Security 2014-12-08 2014-12-08 N N N 108000000.00 108000000.00 0.0009 N 108004492.80 108004492.80 Swedbank AB Swedbank AB, 0.25% 87019TRJ3 Certificate of Deposit First Tier Security 2014-12-11 2014-12-11 N N N 500000000.00 500000000.00 0.0044 N 500027050.00 500027050.00 Swedbank AB Swedbank AB, 0.25% 87019TRK0 Certificate of Deposit First Tier Security 2014-12-12 2014-12-12 N N N 500000000.00 500000000.00 0.0044 N 500029150.00 500029150.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.10% 89112UT27 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 327000000.00 327000000.00 0.0029 N 327000000.00 327000000.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.21% 89112UDF5 Certificate of Deposit First Tier Security 2014-12-16 2015-05-18 N N N 393000000.00 393000000.00 0.0034 N 392963451.00 392963451.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.23% 89112UGM7 Certificate of Deposit First Tier Security 2014-12-08 2015-06-08 N N N 391000000.00 391000000.00 0.0034 N 390959727.00 390959727.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112UCG4 Certificate of Deposit First Tier Security 2015-02-10 2015-02-10 N N N 257000000.00 257000000.00 0.0023 N 257047416.50 257047416.50 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112UYU9 Certificate of Deposit First Tier Security 2014-12-03 2015-10-05 N N N 700000000.00 700000000.00 0.0061 N 699882400.00 699882400.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112UYQ8 Certificate of Deposit First Tier Security 2014-12-08 2015-10-06 N N N 9000000.00 9000000.00 0.0001 N 8998479.00 8998479.00 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 232115698.40 232115698.40 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 256122496.00 256122496.00 UBS AG UBS AG, 0.27% 90267RZM4 Certificate of Deposit First Tier Security 2014-12-05 2015-03-05 N N N 1127000000.00 1127000000.00 0.0099 N 1126942523.00 1126942523.00 UBS AG UBS AG, 0.27% 90267RYU7 Certificate of Deposit First Tier Security 2014-12-29 2015-01-27 N N N 1354000000.00 1354000000.00 0.0119 N 1353955318.00 1353955318.00 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 185041569.50 185041569.50 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 115026162.50 115026162.50 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 0.0031 N 352012284.80 352012284.80 Citibank NA Citibank NA, 0.23% 17304UXZ8 Certificate of Deposit First Tier Security 2014-12-17 2014-12-17 N N N 285000000.00 285000000.00 0.0025 N 285010516.50 285010516.50 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 0.0045 N 510049521.00 510049521.00 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 354018620.40 354018620.40 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 310016833.00 310016833.00 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 0.0051 N 578015432.60 578015432.60 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 444951940.00 444951940.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2S6 Certificate of Deposit First Tier Security 2014-12-12 2015-02-12 N N N 420000000.00 420000000.00 0.0037 N 420023520.00 420023520.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3S5 Certificate of Deposit First Tier Security 2014-12-03 2015-03-09 N N N 288000000.00 288000000.00 0.0025 N 287984736.00 287984736.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3Z9 Certificate of Deposit First Tier Security 2014-12-08 2015-03-16 N N N 308000000.00 308000000.00 0.0027 N 307982136.00 307982136.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E2Q0 Certificate of Deposit First Tier Security 2014-12-09 2015-02-09 N N N 500000000.00 500000000.00 0.0044 N 499977000.00 499977000.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3J5 Certificate of Deposit First Tier Security 2014-12-29 2015-03-02 N N N 813000000.00 813000000.00 0.0071 N 812956911.00 812956911.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3P1 Certificate of Deposit First Tier Security 2014-12-29 2015-03-04 N N N 320000000.00 320000000.00 0.0028 N 319982720.00 319982720.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.23% 94988EAX6 Certificate of Deposit First Tier Security 2014-12-18 2015-08-18 N N N 140000000.00 140000000.00 0.0012 N 139979840.00 139979840.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.24% 94988EAR9 Certificate of Deposit First Tier Security 2014-12-04 2015-08-03 N N N 278000000.00 278000000.00 0.0024 N 277963026.00 277963026.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.24% 94988EAT5 Certificate of Deposit First Tier Security 2014-12-08 2015-08-04 N N N 145000000.00 145000000.00 0.0013 N 144980570.00 144980570.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% XS1075907730 0000833029 Certificate of Deposit First Tier Security 2014-12-05 2015-01-05 N N N 1000000000.00 1000000000.00 0.0088 N 999982000.00 999982000.00 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 0.0153 N 1750445550.00 1750445550.00 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 509317733.22 0.0045 N 509536410.00 509536410.00 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 149981583.36 0.0013 N 150011835.00 150011835.00 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 349965972.23 0.0031 N 349980785.00 349980785.00 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 999902777.80 0.0088 N 999945100.00 999945100.00 BAT International Finance PLC BAT International Finance PLC, 0.29% 05531NM29 Financial Company Commercial Paper Second Tier Security 2014-12-02 2014-12-02 N N N 20000000.00 19999838.89 0.0002 N 19999578.00 19999578.00 BAT International Finance PLC BAT International Finance PLC, 0.29% 05531NM37 Financial Company Commercial Paper Second Tier Security 2014-12-03 2014-12-03 N N N 20000000.00 19999677.78 0.0002 N 19999472.00 19999472.00 BAT International Finance PLC BAT International Finance PLC, 0.29% 05531NM37 Financial Company Commercial Paper Second Tier Security 2014-12-03 2014-12-03 N N N 20000000.00 19999677.78 0.0002 N 19999472.00 19999472.00 BAT International Finance PLC BAT International Finance PLC, 0.30% 05531NMA1 Financial Company Commercial Paper Second Tier Security 2014-12-10 2014-12-10 N N N 20000000.00 19998500.00 0.0002 N 19998646.00 19998646.00 BAT International Finance PLC BAT International Finance PLC, 0.33% 05531NM37 Financial Company Commercial Paper Second Tier Security 2014-12-03 2014-12-03 N N N 40000000.00 39999266.66 0.0004 N 39998944.00 39998944.00 BAT International Finance PLC BAT International Finance PLC, 0.33% 05531NM37 Financial Company Commercial Paper Second Tier Security 2014-12-03 2014-12-03 N N N 20000000.00 19999633.33 0.0002 N 19999472.00 19999472.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272AJC1 Financial Company Commercial Paper First Tier Security 2014-12-23 2015-02-23 N N N 150000000.00 150000000.00 0.0013 N 149997450.00 149997450.00 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 215839499.95 0.0019 N 215869989.60 215869989.60 DNB Bank ASA DNB Bank ASA, 0.25% 2332K1T18 Financial Company Commercial Paper First Tier Security 2015-06-01 2015-06-01 N N N 516000000.00 515347833.38 0.0045 N 515332657.20 515332657.20 JPMorgan Securities LLC JPMorgan Securities LLC, 0.26% 46640EAT5 Financial Company Commercial Paper First Tier Security 2014-12-22 2015-04-22 N N N 505000000.00 505000000.00 0.0044 N 504959600.00 504959600.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.26% 46640EAV0 Financial Company Commercial Paper First Tier Security 2014-12-29 2015-04-27 N N N 629000000.00 629000000.00 0.0055 N 628947793.00 628947793.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.30% 46640QSS1 Financial Company Commercial Paper First Tier Security 2015-05-26 2015-05-26 N N N 1000000000.00 998533333.00 0.0087 N 998955800.00 998955800.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1M59 Financial Company Commercial Paper First Tier Security 2014-12-05 2014-12-05 N N N 2164000000.00 2163963933.04 0.0190 N 2163945900.00 2163945900.00 Lloyds Bank PLC Lloyds Bank PLC, 0.10% 53943SM12 Financial Company Commercial Paper First Tier Security 2014-12-01 2014-12-01 N N N 132000000.00 132000000.00 0.0012 N 131999266.08 131999266.08 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SM12 Financial Company Commercial Paper First Tier Security 2014-12-01 2014-12-01 N N N 214000000.00 214000000.00 0.0019 N 213998758.80 213998758.80 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SM12 Financial Company Commercial Paper First Tier Security 2014-12-01 2014-12-01 N N N 2140000000.00 2140000000.00 0.0187 N 2139987588.00 2139987588.00 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 77977250.00 0.0007 N 77989275.00 77989275.00 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 199936111.08 0.0018 N 199969420.00 199969420.00 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 124955729.17 0.0011 N 124978250.00 124978250.00 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 199926388.88 0.0018 N 199963400.00 199963400.00 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 99960416.66 0.0009 N 99980000.00 99980000.00 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 199916666.68 0.0018 N 199957300.00 199957300.00 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 41966749.99 0.0004 N 41978433.00 41978433.00 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 324740451.43 0.0028 N 324830967.50 324830967.50 AT&T, Inc. AT&T, Inc., 0.27% 0020A3M15 Other Commercial Paper Second Tier Security 2014-12-01 2014-12-01 N N N 145000000.00 145000000.00 0.0013 N 144998303.50 144998303.50 BPCE SA BPCE SA, 0.25% 05571CP21 Other Commercial Paper First Tier Security 2015-02-02 2015-02-02 N N N 494000000.00 493783874.90 0.0043 N 493793508.00 493793508.00 Caisse centrale Desjardins Caisse centrale Desjardins, 0.11% 1280C3M38 Other Commercial Paper First Tier Security 2014-12-03 2014-12-03 N N N 222000000.00 221998643.31 0.0019 N 221997225.00 221997225.00 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 42000000.00 0.0004 N 41999336.40 41999336.40 Dominion Resources, Inc. Dominion Resources, Inc., 0.28% 2574P1M33 Other Commercial Paper Second Tier Security 2014-12-03 2014-12-03 N N N 22000000.00 21999657.78 0.0002 N 21999419.20 21999419.20 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.28% 63946EM19 Other Commercial Paper Second Tier Security 2014-12-01 2014-12-01 N N N 32550000.00 32550000.00 0.0003 N 32549485.71 32549485.71 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.28% 63946EM43 Other Commercial Paper Second Tier Security 2014-12-04 2014-12-04 N N N 35000000.00 34999183.33 0.0003 N 34998890.50 34998890.50 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.28% 63946EMB7 Other Commercial Paper Second Tier Security 2014-12-11 2014-12-11 N N N 35900000.00 35897207.78 0.0003 N 35897343.40 35897343.40 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.30% 63946EMB7 Other Commercial Paper Second Tier Security 2014-12-11 2014-12-11 N N N 37000000.00 36996916.67 0.0003 N 36997262.00 36997262.00 Northeast Utilities Northeast Utilities, 0.30% 66439UM10 Other Commercial Paper Second Tier Security 2014-12-01 2014-12-01 N N N 53000000.00 53000000.00 0.0005 N 52999162.60 52999162.60 Northeast Utilities Northeast Utilities, 0.30% 66439UM10 Other Commercial Paper Second Tier Security 2014-12-01 2014-12-01 N N N 7000000.00 7000000.00 0.0001 N 6999889.40 6999889.40 Northeast Utilities Northeast Utilities, 0.30% 66439UM28 Other Commercial Paper Second Tier Security 2014-12-02 2014-12-02 N N N 47000000.00 46999608.33 0.0004 N 46999008.30 46999008.30 Northeast Utilities Northeast Utilities, 0.30% 66439UM28 Other Commercial Paper Second Tier Security 2014-12-02 2014-12-02 N N N 30000000.00 29999750.00 0.0003 N 29999367.00 29999367.00 Northeast Utilities Northeast Utilities, 0.30% 66439UM36 Other Commercial Paper Second Tier Security 2014-12-03 2014-12-03 N N N 100000000.00 99998333.32 0.0009 N 99997360.00 99997360.00 Northeast Utilities Northeast Utilities, 0.30% 66439UM51 Other Commercial Paper Second Tier Security 2014-12-05 2014-12-05 N N N 89000000.00 88997033.33 0.0008 N 88996715.90 88996715.90 Sempra Global Sempra Global, 0.32% 81685MM34 Other Commercial Paper Second Tier Security 2014-12-03 2014-12-03 N N N 41000000.00 40999271.11 0.0004 N 40999204.60 40999204.60 Sempra Global Sempra Global, 0.32% 81685MMF7 Other Commercial Paper Second Tier Security 2014-12-15 2014-12-15 N N N 50000000.00 49993777.78 0.0004 N 49996150.00 49996150.00 Sempra Global Sempra Global, 0.32% 81685MMG5 Other Commercial Paper Second Tier Security 2014-12-16 2014-12-16 N N N 25000000.00 24996666.67 0.0002 N 24997937.50 24997937.50 Sempra Global Sempra Global, 0.35% 81685MN58 Other Commercial Paper Second Tier Security 2015-01-05 2015-01-05 N N N 20000000.00 19993194.44 0.0002 N 19995756.00 19995756.00 Sempra Global Sempra Global, 0.35% 81685MN74 Other Commercial Paper Second Tier Security 2015-01-07 2015-01-07 N N N 24250000.00 24241276.73 0.0002 N 24244529.20 24244529.20 Sempra Global Sempra Global, 0.36% 81685MN74 Other Commercial Paper Second Tier Security 2015-01-07 2015-01-07 N N N 30000000.00 29988900.00 0.0003 N 29993232.00 29993232.00 Sempra Global Sempra Global, 0.36% 81685MN74 Other Commercial Paper Second Tier Security 2015-01-07 2015-01-07 N N N 11000000.00 10995930.00 0.0001 N 10997518.40 10997518.40 Sempra Global Sempra Global, 0.36% 81685MN74 Other Commercial Paper Second Tier Security 2015-01-07 2015-01-07 N N N 30000000.00 29988900.00 0.0003 N 29993232.00 29993232.00 Viacom, Inc. Viacom, Inc., 0.31% 9255M3M15 Other Commercial Paper Second Tier Security 2014-12-01 2014-12-01 N N N 60000000.00 60000000.00 0.0005 N 59999052.00 59999052.00 Viacom, Inc. Viacom, Inc., 0.31% 9255M3M15 Other Commercial Paper Second Tier Security 2014-12-01 2014-12-01 N N N 40000000.00 40000000.00 0.0004 N 39999368.00 39999368.00 Viacom, Inc. Viacom, Inc., 0.31% 9255M3M23 Other Commercial Paper Second Tier Security 2014-12-02 2014-12-02 N N N 100000000.00 99999138.90 0.0009 N 99997890.00 99997890.00 Viacom, Inc. Viacom, Inc., 0.31% 9255M3M31 Other Commercial Paper Second Tier Security 2014-12-03 2014-12-03 N N N 30000000.00 29999483.33 0.0003 N 29999208.00 29999208.00 Viacom, Inc. Viacom, Inc., 0.31% 9255M3M49 Other Commercial Paper Second Tier Security 2014-12-04 2014-12-04 N N N 65000000.00 64998320.84 0.0006 N 64997939.50 64997939.50 Viacom, Inc. Viacom, Inc., 0.31% 9255M3M80 Other Commercial Paper Second Tier Security 2014-12-08 2014-12-08 N N N 73000000.00 72995599.73 0.0006 N 72995985.00 72995985.00 Viacom, Inc. Viacom, Inc., 0.31% 9255M3M80 Other Commercial Paper Second Tier Security 2014-12-08 2014-12-08 N N N 30000000.00 29998191.67 0.0003 N 29998350.00 29998350.00 Viacom, Inc. Viacom, Inc., 0.31% 9255M3M98 Other Commercial Paper Second Tier Security 2014-12-09 2014-12-09 N N N 7000000.00 6999517.78 0.0001 N 6999572.30 6999572.30 Viacom, Inc. Viacom, Inc., 0.31% 9255M3M98 Other Commercial Paper Second Tier Security 2014-12-09 2014-12-09 N N N 50000000.00 49996555.56 0.0004 N 49996945.00 49996945.00 Viacom, Inc. Viacom, Inc., 0.31% 9255M3M98 Other Commercial Paper Second Tier Security 2014-12-09 2014-12-09 N N N 61000000.00 60995797.78 0.0005 N 60996272.90 60996272.90 Viacom, Inc. Viacom, Inc., 0.31% 9255M3MA5 Other Commercial Paper Second Tier Security 2014-12-10 2014-12-10 N N N 17235000.00 17233664.29 0.0002 N 17233833.19 17233833.19 Viacom, Inc. Viacom, Inc., 0.33% 9255M3MA5 Other Commercial Paper Second Tier Security 2014-12-10 2014-12-10 N N N 32000000.00 31997360.00 0.0003 N 31997833.60 31997833.60 Viacom, Inc. Viacom, Inc., 0.33% 9255M3MB3 Other Commercial Paper Second Tier Security 2014-12-11 2014-12-11 N N N 3000000.00 2999725.00 0.0000 N 2999778.00 2999778.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.28% 92780KM88 Other Commercial Paper Second Tier Security 2014-12-08 2014-12-08 N N N 21000000.00 20998856.67 0.0002 N 20999019.30 20999019.30 Xerox Corp. Xerox Corp., 0.30% 98412FMN9 Other Commercial Paper Second Tier Security 2014-12-22 2014-12-22 N N N 134300000.00 134276497.47 0.0012 N 134263913.59 134263913.59 Xerox Corp. Xerox Corp., 0.30% 98412FMV1 Other Commercial Paper Second Tier Security 2014-12-29 2014-12-29 N N N 76000000.00 75982266.65 0.0007 N 75973103.60 75973103.60 Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133EDUG5 Government Agency Debt First Tier Security 2014-12-15 2016-09-15 N N N 370000000.00 369916953.42 0.0032 N 369960410.00 369960410.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3GT5 Government Agency Debt First Tier Security 2014-12-07 2016-06-07 N N N 200000000.00 199958409.76 0.0018 N 199894600.00 199894600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3FR0 Government Agency Debt First Tier Security 2015-02-06 2016-05-06 N N N 354000000.00 353946752.67 0.0031 N 353859108.00 353859108.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3G99 Government Agency Debt First Tier Security 2015-02-10 2016-05-10 N N N 352000000.00 351920916.09 0.0031 N 351917632.00 351917632.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3GR9 Government Agency Debt First Tier Security 2015-02-12 2016-05-12 N N N 200000000.00 199954895.08 0.0018 N 199902600.00 199902600.00 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 249950813.80 0.0022 N 249967000.00 249967000.00 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 249992750.00 249992750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2P91 Government Agency Debt First Tier Security 2015-08-17 2015-08-17 N N N 500000000.00 500000000.00 0.0044 N 499827000.00 499827000.00 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 175977025.84 0.0015 N 175972896.00 175972896.00 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 185031450.00 185031450.00 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 0.0039 N 440076560.00 440076560.00 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 390131040.00 390131040.00 Freddie Mac Freddie Mac, 0.12% 3134G5PN9 Government Agency Debt First Tier Security 2015-02-14 2016-11-14 N N N 2000000000.00 1999395493.20 0.0175 N 1998842000.00 1998842000.00 Dominion Resources, Inc. 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Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.16% (Motiva Enterprises LLC Proj.) 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Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGM1_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-03-01 2048-06-01 2.5 - 8 Government Agency Debt 228580502.50 173513799.29 FEDERAL NATIONAL MORTGAGE ASSOC 2043-03-01 2044-09-01 3.5 - 4 Government Agency Debt 51796408.80 54275602.53 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-10-15 2064-11-20 1.5 - 8.5 Government Agency Debt 607892813.06 503751872.14 Unrated Security 2014-12-01 2014-12-01 N N N 717197267.00 717197266.81 0.0063 N 717197266.81 717197266.81 Mitsubishi UFJ Securities (U.S.A.), Inc. 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Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.22% 48W99WYF6 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2032-03-15 2044-05-15 0.522 - 13.259 Government Agency Debt 357306647.00 100324476.67 FEDERAL NATIONAL MORTGAGE ASSOC 2044-08-25 2044-08-25 0.502 - 0.502 Government Agency Debt 61249202.00 54667664.42 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-11-20 2053-11-16 0.405 - 7.282 Government Agency Debt 867776854.00 293066142.45 First Tier Security 2014-12-03 2014-12-03 N N N 435000000.00 435000000.00 0.0038 N 434999434.50 434999434.50 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.59% 48W99WEB7 0001287279 Other Repurchase Agreement N AMERICAN UNIVERSITY 2015-03-23 2015-03-23 N/A Other Commercial Paper 10000000.00 9993136.53 AUSTIN INDEP SCH DIST 2014-12-08 2014-12-08 0.06 - 0.06 Other Commercial Paper 10000000.00 9999639.39 ST OF CA DEPT WTR RES 2015-02-04 2015-02-04 0.05 - 0.05 Other Commercial Paper 3615000.00 3615000.00 CITY OF DALLAS, WTRWKS 2014-12-05 2014-12-05 0.06 - 0.06 Other Commercial Paper 1425000.00 1424963.99 EASTMAN CHEMICAL CO. 2015-01-20 2015-01-20 N/A Other Commercial Paper 1025090.00 1024678.19 MASS HLTH & ED UNV RV 2015-01-22 2015-01-22 0.06 - 0.06 Other Commercial Paper 21740000.00 21740000.00 PRIVATE COL UNSTY AUT 2014-12-03 2014-12-03 0.1 - 0.1 Other Commercial Paper 1417000.00 1417000.00 PUBLIC UTIL COMM (WTR) 2015-02-11 2015-02-11 0.14 - 0.14 Other Commercial Paper 20000000.00 20000400.54 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 67006030.00 67006030.00 J.P. 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Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 48W99WXF7 0001287279 Other Repurchase Agreement N 51-100 2017-04-15 2051-02-15 0 - 12.367 Other Instrument MORTGAGE 4535300251.00 600602741.96 First Tier Security 2015-02-26 2015-02-26 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 556000000.00 556000000.00 0.0049 Y 556216840.00 556216840.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 48W99WVG7 0001287279 Other Repurchase Agreement N AK STEEL CORPORATION 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 4204000.00 4694455.46 AMERICAN ACHIEVEMENT CORPORATI 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 967000.00 961770.46 BAC CAPITAL TRUST XIV 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 12941000.00 10116989.10 BANK OF AMERICA CORPORATION 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 99078000.00 102235521.10 BI-LO LLC / BI-LO FIN CORP 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 8754000.00 8228760.00 CNO FINANCIAL GROUP, INC. 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 24000000.00 25866504.00 CITIGROUP, INC. 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 15456000.00 15922384.80 AI/ REG S ENERGY XXI 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 2028000.00 1897861.21 FELCOR LODGING LIMITED PARTNER 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 16743000.00 16910430.00 GOLDMAN SACHS CAPITAL III 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 5266000.00 3945977.05 K. HOVNANIAN ENTERPRISES, INC. 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 27324000.00 29104459.16 KINETIC CONCEPTS INC / KCI USA 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 1208000.00 1349869.94 LEVEL 3 COMMUNICATIONS, INC. 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 6014000.00 6453563.26 LIN ACQUISITION COMPANY/LIN HO 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 25652000.00 27004783.87 LOUISIANA PAC CORP 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 9000000.00 10031247.00 NATIONSTAR MORTGAGE LLC 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 19226000.00 19834545.41 NES RENTAL HOLDINGS INC 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 9224000.00 9649457.00 PETCO HLDGS INC 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 18258000.00 18630262.36 PROVIDENT FUNDING ASSOCIATES, 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 10424000.00 11380402.00 REALOGY CORPORATION 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 4018000.00 4594583.00 SPRINT NEXTEL 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 9281000.00 10662068.49 US AWYS GROUP INC 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 6300000.00 6758545.50 WIDEOPENWEST FIN LLC / 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 15000000.00 17045205.00 First Tier Security 2015-02-26 2015-02-26 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 334000000.00 334000000.00 0.0029 Y 334096860.00 334096860.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 48W99WVC6 0001287279 Other Repurchase Agreement N 51-100 2026-02-25 2051-02-15 0 - 7 Other Instrument MORTGAGE 1623281764.00 483103299.45 First Tier Security 2015-02-26 2015-02-26 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 447000000.00 447000000.00 0.0039 Y 447125160.00 447125160.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.25% 49A991CV5 0000728612 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 37875538.00 1080022539.01 First Tier Security 2014-12-01 2014-12-01 N N N 1000000000.00 1000000000.00 0.0088 N 1000000000.00 1000000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.25% 49A991CN3 0000728612 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2022-10-15 2053-04-15 0 - 7 Government Agency Debt 105609054.00 87874120.75 FEDERAL NATIONAL MORTGAGE ASSOC 2021-06-25 2044-03-25 3 - 6.5 Government Agency Debt 330353041.00 338796072.89 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-10-20 2064-11-20 0 - 3 Government Agency Debt 153271327.00 151171844.83 First Tier Security 2014-12-05 2014-12-05 N N N 561000000.00 561000000.00 0.0049 N 561000000.00 561000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.27% 49A991CC7 0000728612 Other Repurchase Agreement N BOARDWALK PIPELINE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3401753.00 57829801.00 EL PASO PIPELN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 933187.00 41153546.70 ENERGY TRANSFER EQ 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 406317.00 26020540.68 GASTAR EXPLORATION 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4310332.00 17112018.04 KKR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1003640.00 22581900.00 KINDER MORGAN LP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3838612.00 391653582.36 ZYNGA-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 18019487.00 47391250.81 First Tier Security 2014-12-03 2014-12-03 N N N 559000000.00 559000000.00 0.0049 N 559000838.50 559000838.50 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.27% 49A991CM5 0000728612 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25357592.00 604813608.97 First Tier Security 2014-12-05 2014-12-05 N N N 560000000.00 560000000.00 0.0049 N 560000000.00 560000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.60% 49A991CU7 0000728612 Other Repurchase Agreement N 101-500 2014-12-02 2099-12-29 0 - 12.443 Other Instrument MORTGAGE 3948972576.00 699629199.59 First Tier Security 2014-12-01 2014-12-01 N N N 650000000.00 650000000.00 0.0057 N 650000000.00 650000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48Y9965D8 0000728612 Other Repurchase Agreement N ALLIANCE DATA SYST 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 97800.00 27811386.00 BERKSHIRE HATH-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 173.00 38477103.00 CEMEX S A B DE C V FORMERLY CEMEX S A 07/03/2006 2016-03-15 2016-03-15 3.25 - 3.25 Other Instrument EQUITY 25000000.00 34125000.00 EMC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1132400.00 34017296.00 EXTERRAN HOLDINGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 826904.00 30024884.24 GENCORP INC 2039-12-31 2039-12-31 4.062 - 4.062 Other Instrument EQUITY 14092000.00 26728287.00 INTEL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 597329.00 22041440.10 MYLAN INC FORMERLY MYLAN LABS INC TO 10/01/2007 2015-09-15 2015-09-15 3.75 - 3.75 Other Instrument EQUITY 615000.00 2710295.26 OMNICARE INC 2014-12-10 2014-12-10 3.75 - 3.75 Other Instrument EQUITY 4000000.00 7062520.00 REGENERON PHARMACEUTICALS INC 2016-10-01 2016-10-01 1.875 - 1.875 Other Instrument EQUITY 289848.00 1429993.73 STARWOOD PPTY TR INC 2017-10-15 2017-10-15 3.75 - 3.75 Other Instrument EQUITY 14999781.00 15385712.86 ACTAVIS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 115900.00 31347473.00 First Tier Security 2015-02-02 2015-02-02 N N N 251000000.00 251000000.00 0.0022 Y 251035140.00 251035140.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48Y9967E4 0000728612 Other Repurchase Agreement N 51-100 2014-12-10 2049-01-01 0 - 7 Other Instrument CORPORATE 185007747.00 605936778.15 First Tier Security 2015-02-10 2015-02-10 N N N 561000000.00 561000000.00 0.0049 Y 561084150.00 561084150.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48Y9965C0 0000728612 Other Repurchase Agreement N 101-500 2014-12-01 2099-12-31 0 - 38.069 Other Instrument MORTGAGE 3371537037.00 691308034.19 First Tier Security 2015-01-09 2015-01-09 N N N 641000000.00 641000000.00 0.0056 Y 641121790.00 641121790.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.95% 48Y996VB3 0000728612 Other Repurchase Agreement N 101-500 2014-12-01 2052-11-23 0 - 36.569 Other Instrument MORTGAGE 3862021480.00 458266705.02 First Tier Security 2015-02-06 2015-02-06 N N N 424000000.00 424000000.00 0.0037 Y 424195040.00 424195040.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.95% 48Y996WY2 0000728612 Other Repurchase Agreement N ACE SECURITIES CORP HOME EQUITY LOAN TRUST 2036-12-25 2036-12-25 0.315 - 0.315 Other Instrument ASSET BACKED 11833989.00 4882306.17 ACE SECURITIES CORP HOME EQUITY LOAN TRUST 2036-12-25 2036-12-25 0.495 - 0.495 Other Instrument ASSET BACKED 306992.00 35181.01 ALESCO PREFERRED FUNDING 2034-01-30 2034-01-30 1.883 - 1.883 Other Instrument ASSET BACKED 5600000.00 3532481.40 CWALT ALTERNATIVE LOAN TRUST 2046-07-25 2046-07-25 0.345 - 0.345 Other Instrument MORTGAGE 6076783.00 3139202.43 BEAR STEARNS ALT-A TRUST 2034-09-25 2034-09-25 1.07 - 1.07 Other Instrument MORTGAGE 15000000.00 6426674.32 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.655 - 1.655 Other Instrument ASSET BACKED 14426343.00 9791259.42 CWALT ALTERNATIVE LOAN TRUST 2035-08-25 2035-08-25 2.352 - 2.352 Other Instrument MORTGAGE 1520061.00 29075.59 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2033-09-25 2033-09-25 2.78 - 2.78 Other Instrument MORTGAGE 5000000.00 459402.40 GMAC HOME EQUITY LOAN-BACKED NOTES 2036-05-25 2036-05-25 6.471 - 6.471 Other Instrument ASSET BACKED 5940931.00 3476515.82 INDYMAC INDX MORTGAGE LOAN TRUST 2036-11-25 2036-11-25 2.791 - 2.791 Other Instrument MORTGAGE 7664193.00 1369941.20 LEHMAN XS TRUST 2036-05-25 2036-05-25 0.435 - 0.435 Other Instrument MORTGAGE 1542172.00 686089.47 MERRILL LYNCH ALTERNATIVE NOTE ASSET TRUST 2037-02-25 2037-02-25 0.365 - 0.365 Other Instrument MORTGAGE 377944.00 91212.13 N-STAR REAL ESTATE CDO 2041-02-01 2041-02-01 0.517 - 0.517 Other Instrument ASSET BACKED 11450000.00 10261755.32 NATIONSTAR HOME EQUITY LOAN TRUST 2037-04-25 2037-04-25 0.475 - 0.475 Other Instrument ASSET BACKED 11731000.00 7122296.09 OWNIT MORTGAGE LOAN TRUST 2036-06-25 2036-06-25 0.83 - 0.83 Other Instrument ASSET BACKED 5351907.00 1291771.23 PEGASUS 2007-1 LTD 2049-11-25 2049-11-25 N/A Other Instrument ASSET BACKED 17131325.00 11503449.61 RAMP 2032-01-25 2034-02-25 0 - 7.2 Other Instrument ASSET BACKED 20117238.00 772705.53 TRAPEZA CDO 2042-11-09 2042-11-09 1.432 - 1.432 Other Instrument ASSET BACKED 94692.00 19310.87 First Tier Security 2015-02-09 2015-02-09 N N N 60000000.00 60000000.00 0.0005 Y 60028800.00 60028800.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.95% 48Y996WE6 0000728612 Other Repurchase Agreement N 101-500 2020-10-01 2056-08-15 0 - 9.5 Other Instrument MORTGAGE 1067199843.00 153579070.74 First Tier Security 2015-02-09 2015-02-09 N N N 142000000.00 142000000.00 0.0012 Y 142068160.00 142068160.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SKC1 Other Repurchase Agreement N ACCESS MIDSTREAM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9286.00 611947.40 ALLIANT TECHSYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8689.00 993760.93 ALLIANCEBERNSTEIN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 18200.00 495586.00 AMERIGAS PTNS ULP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25855.00 1229922.35 ATLAS ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 432356.00 16688941.60 BOARDWALK PIPELINE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 60257.00 1024369.00 BUCKEYE PARTNER ULP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 37700.00 3038997.00 CRESTWOOD EQTY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11465.00 106509.85 CRESTWD MIDSTR PRN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 108161.00 2288686.76 DCP MIDSTREAM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 78727.00 4062313.20 DOMINION MIDST PART 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 119163.00 3871605.87 ENERGY TRANSFER EQ 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 71581.00 4584047.24 FORTRESS INVEST-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 113631.00 887458.11 GENERAL GROWTH REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 37710.00 1011759.30 6.125 ING PDS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 181390.00 4616375.50 ML CP 6.45%TRUPS 66 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 52525.00 1341488.50 ML CP 6.45%TRUPS 62 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 167892.00 4279567.08 OCI PARTNERS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 45900.00 789939.00 QUIKSILVER INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 106568.00 216333.04 REGIONS FINL DEP-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 148000.00 3760680.00 ROCKWOOD HOLDINGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 73728.00 5837045.76 UNITED CONTL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 35201.00 1992376.60 Unrated Security 2014-12-05 2014-12-05 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 59000000.00 59000000.00 0.0005 N 59000000.00 59000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. 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Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SKB3 Other Repurchase Agreement N ABBOTT LABORATORIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 106.00 4690.50 AMERICAN INTL GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 371.00 20260.31 AMERIGAS PTNS ULP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5546.00 263823.22 BLACKBERRY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 389.00 4076.72 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 848.00 45902.24 COVANCE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 20000.00 2025600.00 CRESTWOOD EQTY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4189.00 38915.81 DCP MIDSTREAM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 44700.00 2306520.00 DOMINION MIDST PART 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8067.00 262096.83 GRIFOLS SP ADR-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 106.00 3926.24 HATTERAS FINL REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 440.00 8430.40 6.125 ING PDS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 61448.00 1563785.36 JAMBA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 59640.00 738343.20 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 222.00 10600.50 PMC-SIERRA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 8.29 PERFECT SP ADR-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 18599.00 352265.06 PHILLIPS 66 PARTNER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9771.00 642247.83 REGIONS FINL DEP-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 75000.00 1905750.00 ROCKWOOD HOLDINGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5905.00 467498.85 TWITTER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2300.00 94599.00 UNITED CONTL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26699.00 1511163.40 SIGNET JEWELERS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5349.00 691839.66 Unrated Security 2014-12-05 2014-12-05 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 12000000.00 12000000.00 0.0001 N 12000000.00 12000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. 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Mizuho Securities U.S.A., Inc., 0.52% 48Y998MK9 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2027-06-15 2038-03-15 5.497 - 10.994 Government Agency Debt 227896949.00 7959594.78 FEDERAL NATIONAL MORTGAGE ASSOC 2037-06-25 2044-03-01 4.5 - 6.978 Government Agency Debt 440394282.00 8571904.74 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-10-20 2038-02-20 4 - 6.365 Government Agency Debt 443743575.00 7550419.02 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2017-10-16 2017-10-16 0.645 - 0.645 Other Instrument ASSET BACKED 1800000.00 1799814.25 BLUEMOUNTAIN CLO 2024-11-20 2024-11-20 4.332 - 4.332 Other Instrument ASSET BACKED 6100000.00 6018337.13 HERTZ VEHICLE FINANCING 2016-03-25 2016-03-25 5.93 - 5.93 Other Instrument ASSET BACKED 9440000.00 7924204.75 JGWPT XXVII, SERIES 2012-3 2067-09-15 2067-09-15 6.17 - 6.17 Other Instrument ASSET BACKED 1000000.00 1158792.06 JGWPT XXXI 2065-03-16 2065-03-16 4.94 - 4.94 Other Instrument ASSET BACKED 1500000.00 1591282.33 First Tier Security 2014-12-03 2014-12-03 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 41000000.00 41000000.00 0.0004 N 41000000.00 41000000.00 Mizuho Securities U.S.A., Inc. 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Mizuho Securities U.S.A., Inc., 0.91% 48Y998HU3 Other Repurchase Agreement N 101-500 2015-09-30 2099-12-31 0 - 12.375 Other Instrument MORTGAGE 455114041.00 88305968.51 First Tier Security 2015-01-15 2015-01-15 N N N 82000000.00 82000000.00 0.0007 Y 82013120.00 82013120.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998JD9 Other Repurchase Agreement N US TREASURY 2024-05-15 2024-05-15 2.5 - 2.5 Treasury Debt 8400.00 8642.47 FEDERAL HOME LOAN BANK 2015-04-24 2015-04-24 N/A Government Agency Debt 117000.00 116961.39 ADJUSTABLE RATE MORTGAGE TRUST 2035-06-25 2035-06-25 1.505 - 1.505 Other Instrument MORTGAGE 2001143.00 1059878.14 CHASEFLEX TRUST 2037-07-25 2037-07-25 0.455 - 0.455 Other Instrument MORTGAGE 102205642.00 32936600.78 CMALT (CITIMORTGAGE ALTERNATIVE LOAN TRUST) 2037-10-25 2037-10-25 6 - 6 Other Instrument MORTGAGE 51500000.00 17927964.87 FORE CLO 2019-07-20 2019-07-20 3.231 - 3.231 Other Instrument ASSET BACKED 160692.00 119958.18 INDYMAC INDX MORTGAGE LOAN TRUST 2035-12-25 2035-12-25 2.468 - 2.468 Other Instrument MORTGAGE 10825000.00 4643035.29 INDYMAC INDX MORTGAGE LOAN TRUST 2034-09-25 2034-09-25 1.305 - 1.305 Other Instrument MORTGAGE 5284000.00 2724954.45 RAMP 2036-12-25 2036-12-25 0.445 - 0.445 Other Instrument ASSET BACKED 6600000.00 2930869.32 RBSSP RESECURITIZATION TRUST 2036-01-26 2036-01-26 2.371 - 2.371 Other Instrument MORTGAGE 48140398.00 25375263.93 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-08-25 2045-08-25 0.765 - 0.765 Other Instrument MORTGAGE 10000000.00 5124742.63 First Tier Security 2015-01-20 2015-01-20 N N N 86000000.00 86000000.00 0.0008 Y 86012900.00 86012900.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998KL9 Other Repurchase Agreement N FEDERAL HOME LOAN BANK 2015-04-24 2015-04-24 N/A Government Agency Debt 365000.00 364879.55 CWALT ALTERNATIVE LOAN TRUST 2037-01-25 2037-01-25 0.605 - 0.605 Other Instrument MORTGAGE 50897616.00 6355841.44 CWALT ALTERNATIVE LOAN TRUST 2047-04-25 2047-04-25 0.335 - 0.335 Other Instrument MORTGAGE 53288547.00 6557520.54 CWALT ALTERNATIVE LOAN TRUST 2037-08-25 2037-08-25 5.345 - 5.345 Other Instrument MORTGAGE 121215000.00 4502707.78 AMERICAN HOME MORTGAGE ASSETS TRUST 2046-10-25 2046-10-25 0.415 - 1.285 Other Instrument MORTGAGE 65000000.00 1103868.30 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2045-02-25 2045-02-25 0.705 - 0.705 Other Instrument MORTGAGE 13000000.00 1090960.32 AMERICAN INTL GROUP INC MEDIUM TERM NTS BOOK ENT 2018-01-16 2018-01-16 5.85 - 5.85 Other Instrument CORPORATE 3000.00 3441.51 BANCO BRADESCO S A GRAND CAYMAN BRH GLOBAL MEDIU 2017-01-12 2017-01-12 4.5 - 4.5 Other Instrument CORPORATE 200000.00 212900.00 BANCO SANTANDER S A GLOBAL MEDIUM TERM NTS BOOK 2015-04-06 2017-02-13 4.5 - 4.625 Other Instrument CORPORATE 1350000.00 1400980.71 BANK CHINA LTD MEDIUM TERM NT BOOK ENTRY 144A 2024-11-13 2024-11-13 N/A Other Instrument CORPORATE 50000.00 50580.17 BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2035-02-25 2035-02-25 0.905 - 0.905 Other Instrument MORTGAGE 11100000.00 822177.52 BEAR STEARNS ARM TRUST 2035-12-25 2035-12-25 N/A Other Instrument MORTGAGE 3514000.00 481792.92 BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2036-03-25 2036-03-25 0.505 - 0.505 Other Instrument MORTGAGE 43569467.00 3471026.74 CCO HLDGS LLC / CCO HLDGS CAP CORP 2021-04-30 2021-04-30 6.5 - 6.5 Other Instrument CORPORATE 36000.00 38072.00 CWALT ALTERNATIVE LOAN TRUST 2036-01-25 2036-01-25 0.515 - 0.515 Other Instrument MORTGAGE 59000000.00 7634449.94 COUNTRYWIDE HOME LOANS 2036-03-25 2036-03-25 0.482 - 0.482 Other Instrument MORTGAGE 73949950.00 7728630.01 COUNTRYWIDE HOME LOANS 2035-02-25 2035-05-25 0.635 - 5.414 Other Instrument MORTGAGE 65055000.00 2750098.23 CHASE MORTGAGE FINANCE CORPORATION 2037-02-25 2037-02-25 6 - 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