0000278001-15-000054.txt : 20150401 0000278001-15-000054.hdr.sgml : 20150401 20150206112049 ACCESSION NUMBER: 0000278001-15-000054 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150131 FILED AS OF DATE: 20150206 DATE AS OF CHANGE: 20150206 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: 15582929 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 2015-01-31 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) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 51 107 112031969263.35 49127057.92 19052870.15 112062043451.12 0.0027 1.0004 2015-01-30 1.0004 2015-01-30 C000019553 2500.00 112062043451.12 1.00 -1885048948.21 25269777168.60 27154826116.81 0.0001 1.0004 2015-01-30 1.0004 2015-01-30 Bank of Montreal Bank of Montreal, 0.25% 06366CES3 Certificate of Deposit First Tier Security 2015-02-17 2015-07-14 N N N 387000000.00 387000000.00 0.0035 N 386997678.00 386997678.00 Bank of Montreal Bank of Montreal, 0.25% 06366CKC1 Certificate of Deposit First Tier Security 2015-02-18 2015-08-18 N N N 440000000.00 440000000.00 0.0039 N 439949400.00 439949400.00 Bank of Montreal Bank of Montreal, 0.25% 06366CFU7 Certificate of Deposit First Tier Security 2015-02-20 2015-07-20 N N N 224000000.00 224000000.00 0.0020 N 223978272.00 223978272.00 Bank of Montreal Bank of Montreal, 0.25% 06366CFW3 Certificate of Deposit First Tier Security 2015-02-23 2015-07-21 N N N 225000000.00 225000000.00 0.0020 N 224977050.00 224977050.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.27% 06366CSL3 Certificate of Deposit First Tier Security 2015-07-09 2015-07-09 N N N 217500000.00 217500000.00 0.0019 N 217519270.50 217519270.50 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.30% 06366LEQ7 Certificate of Deposit First Tier Security 2015-02-17 2015-09-11 N N N 912000000.00 912000000.00 0.0081 N 911941632.00 911941632.00 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417HLC8 Certificate of Deposit First Tier Security 2015-02-17 2015-05-15 N N N 760000000.00 760000000.00 0.0068 N 759952880.00 759952880.00 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417HHT6 Certificate of Deposit First Tier Security 2015-02-27 2015-03-31 N N N 445000000.00 445000000.00 0.0040 N 444980420.00 444980420.00 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 0.0106 N 1189287262.40 1189287262.40 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417HJJ6 Certificate of Deposit First Tier Security 2015-02-10 2015-09-04 N N N 433000000.00 433000000.00 0.0039 N 432839790.00 432839790.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417HEN2 Certificate of Deposit First Tier Security 2015-02-03 2015-09-30 N N N 433000000.00 433000000.00 0.0039 N 433172767.00 433172767.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417HVE3 Certificate of Deposit First Tier Security 2015-02-23 2015-05-20 N N N 869000000.00 869000000.00 0.0078 N 868940039.00 868940039.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417HZL3 Certificate of Deposit First Tier Security 2015-08-17 2015-08-17 N N N 500000000.00 500000000.00 0.0045 N 500055100.00 500055100.00 Bank of Nova Scotia Bank of Nova Scotia, 0.35% 06417E5W9 Certificate of Deposit First Tier Security 2015-02-11 2015-07-10 N N N 406000000.00 406000000.00 0.0036 N 406010150.00 406010150.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.14% 06538JGF7 Certificate of Deposit First Tier Security 2015-02-03 2015-02-03 N N N 1261000000.00 1261000000.00 0.0113 N 1260993947.20 1260993947.20 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 0.0046 N 515004017.00 515004017.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HYD6 Certificate of Deposit First Tier Security 2015-02-24 2015-02-24 N N N 295000000.00 295000000.00 0.0026 N 295014307.50 295014307.50 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 0.0071 N 797046704.20 797046704.20 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 0.0054 N 600035820.00 600035820.00 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 328019942.40 328019942.40 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 0.0037 N 418025874.20 418025874.20 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 0.0022 N 240993806.30 240993806.30 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 0.0089 N 1000062100.00 1000062100.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.27% 05574RPW9 Certificate of Deposit First Tier Security 2015-03-23 2015-03-23 N N N 500000000.00 500000000.00 0.0045 N 500064950.00 500064950.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13606Y6S0 Certificate of Deposit First Tier Security 2015-02-17 2015-06-17 N N N 177000000.00 177000920.33 0.0016 N 176985840.00 176985840.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YZR0 Certificate of Deposit First Tier Security 2015-02-17 2015-09-11 N N N 1249000000.00 1249000000.00 0.0111 N 1248920064.00 1248920064.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.33% 13606YPQ3 Certificate of Deposit First Tier Security 2015-02-03 2015-07-02 N N N 405000000.00 405000000.00 0.0036 N 405000000.00 405000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.33% 13606YRX6 Certificate of Deposit First Tier Security 2015-02-05 2015-07-02 N N N 403000000.00 403000000.00 0.0036 N 403047957.00 403047957.00 Credit Agricole CIB Credit Agricole CIB, 0.25% 22533MVM0 Certificate of Deposit First Tier Security 2015-03-03 2015-03-03 N N N 500000000.00 500000000.00 0.0045 N 500035550.00 500035550.00 Credit Agricole CIB Credit Agricole CIB, 0.28% 22533MVK4 Certificate of Deposit First Tier Security 2015-04-01 2015-04-01 N N N 450000000.00 450000000.00 0.0040 N 450030465.00 450030465.00 Credit Agricole CIB Credit Agricole CIB, 0.29% 22533MXM8 Certificate of Deposit First Tier Security 2015-05-04 2015-05-04 N N N 560000000.00 560000000.00 0.0050 N 560000000.00 560000000.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.14% 22536TFS7 Certificate of Deposit First Tier Security 2015-02-06 2015-02-06 N N N 2131000000.00 2131000000.00 0.0190 N 2131000000.00 2131000000.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536TFM0 Certificate of Deposit First Tier Security 2015-02-04 2015-02-04 N N N 435000000.00 435000000.00 0.0039 N 434998173.00 434998173.00 Credit Suisse Credit Suisse, 0.32% 22549VCS0 Certificate of Deposit First Tier Security 2015-02-04 2015-04-02 N N N 669000000.00 669000000.00 0.0060 N 668978592.00 668978592.00 Credit Suisse Credit Suisse, 0.32% 22549VGE7 Certificate of Deposit First Tier Security 2015-02-13 2015-04-13 N N N 991000000.00 991000000.00 0.0088 N 990957387.00 990957387.00 Credit Suisse Credit Suisse, 0.35% 22549VNN9 Certificate of Deposit First Tier Security 2015-02-11 2015-06-11 N N N 669000000.00 669000000.00 0.0060 N 668951832.00 668951832.00 Credit Suisse Credit Suisse, 0.35% 22549VTE3 Certificate of Deposit First Tier Security 2015-07-06 2015-07-06 N N N 752000000.00 752000000.00 0.0067 N 752032486.40 752032486.40 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.16% 51489KHR2 Certificate of Deposit First Tier Security 2015-02-03 2015-02-03 N N N 942000000.00 942000000.00 0.0084 N 941993688.60 941993688.60 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.16% 51489KHV3 Certificate of Deposit First Tier Security 2015-02-06 2015-02-06 N N N 1114000000.00 1114000000.00 0.0099 N 1114000000.00 1114000000.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.25% 51489KHK7 Certificate of Deposit First Tier Security 2015-02-17 2015-02-17 N N N 1500000000.00 1500000000.00 0.0134 N 1500022500.00 1500022500.00 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 144005846.40 144005846.40 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 437000000.00 437000000.00 0.0039 N 437008696.30 437008696.30 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 0.0080 N 895024791.50 895024791.50 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 442016884.40 442016884.40 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 0.0066 N 743033880.80 743033880.80 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 0.0058 N 646030039.00 646030039.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688L3Y0 Certificate of Deposit First Tier Security 2015-05-04 2015-05-04 N N N 435000000.00 435000000.00 0.0039 N 435033973.50 435033973.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688L3Z7 Certificate of Deposit First Tier Security 2015-05-05 2015-05-05 N N N 435000000.00 435000000.00 0.0039 N 435034365.00 435034365.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688L4H6 Certificate of Deposit First Tier Security 2015-05-13 2015-05-13 N N N 541000000.00 541000000.00 0.0048 N 541046309.60 541046309.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688L4N3 Certificate of Deposit First Tier Security 2015-05-15 2015-05-15 N N N 209000000.00 209000000.00 0.0019 N 209018245.70 209018245.70 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873FKX5 Certificate of Deposit First Tier Security 2015-02-03 2015-02-03 N N N 884000000.00 884000000.00 0.0079 N 883996110.40 883996110.40 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 0.0163 N 1824080803.20 1824080803.20 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.27% 63873FFM5 Certificate of Deposit First Tier Security 2015-02-23 2015-04-06 Y NATIXIS NY BRH N/A N/A N N 669000000.00 669000000.00 0.0060 N 668896974.00 668896974.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.29% 63873FJJ8 Certificate of Deposit First Tier Security 2015-03-31 2015-03-31 N N N 1000000000.00 1000000000.00 0.0089 N 1000133200.00 1000133200.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873FKL1 Certificate of Deposit First Tier Security 2015-05-04 2015-05-04 N N N 1250000000.00 1250000000.00 0.0112 N 1250097750.00 1250097750.00 National Bank of Canada National Bank of Canada, 0.35% 63307UEA5 Certificate of Deposit First Tier Security 2015-02-10 2015-04-10 N N N 201000000.00 201000000.00 0.0018 N 201003015.00 201003015.00 National Bank of Canada National Bank of Canada, 0.35% 63307UDX6 Certificate of Deposit First Tier Security 2015-02-23 2015-04-22 N N N 1610000000.00 1610000000.00 0.0144 N 1610099820.00 1610099820.00 National Bank of Canada National Bank of Canada, 0.38% 63307UBK6 Certificate of Deposit First Tier Security 2015-02-20 2015-07-17 N N N 1201000000.00 1200886093.35 0.0107 N 1201052844.00 1201052844.00 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 0.0027 N 299989470.00 299989470.00 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 199992940.00 199992940.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.25% 21684BVT8 Certificate of Deposit First Tier Security 2015-06-08 2015-06-08 N N N 500000000.00 500000000.00 0.0045 N 499981950.00 499981950.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NRN8 Certificate of Deposit First Tier Security 2015-02-26 2015-06-26 N N N 530000000.00 530000000.00 0.0047 N 529972440.00 529972440.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NRB4 Certificate of Deposit First Tier Security 2015-02-09 2015-04-09 N N N 435000000.00 435000000.00 0.0039 N 434991735.00 434991735.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NRC2 Certificate of Deposit First Tier Security 2015-02-17 2015-04-15 N N N 65000000.00 65000000.00 0.0006 N 64998310.00 64998310.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NRQ1 Certificate of Deposit First Tier Security 2015-02-23 2015-07-23 N N N 407000000.00 407000000.00 0.0036 N 406957672.00 406957672.00 Royal Bank of Canada Royal Bank of Canada, 0.26% 78009NSG2 Certificate of Deposit First Tier Security 2015-02-10 2015-11-10 N N N 238000000.00 238000000.00 0.0021 N 237962872.00 237962872.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.14% 86562Y6V1 Certificate of Deposit First Tier Security 2015-02-02 2015-02-02 N N N 195000000.00 195000000.00 0.0017 N 194999356.50 194999356.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.14% 86562Y7L2 Certificate of Deposit First Tier Security 2015-02-05 2015-02-05 N N N 475000000.00 475000000.00 0.0042 N 474996817.50 474996817.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562JAE7 Certificate of Deposit First Tier Security 2015-02-19 2015-03-19 N N N 206000000.00 206000000.00 0.0018 N 206000824.00 206000824.00 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 0.0045 N 500020800.00 500020800.00 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 305015890.50 305015890.50 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 0.0031 N 346019929.60 346019929.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YP40 Certificate of Deposit First Tier Security 2015-04-02 2015-04-02 N N N 361000000.00 361000000.00 0.0032 N 360993718.60 360993718.60 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 212001420.40 212001420.40 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 0.0043 N 483006423.90 483006423.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86562Y2S2 Certificate of Deposit First Tier Security 2015-05-04 2015-05-04 N N N 110000000.00 110000000.00 0.0010 N 109999978.00 109999978.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86562Y2Z6 Certificate of Deposit First Tier Security 2015-05-05 2015-05-05 N N N 427000000.00 427000000.00 0.0038 N 426999957.30 426999957.30 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86562Y3Q5 Certificate of Deposit First Tier Security 2015-05-07 2015-05-07 N N N 468000000.00 468000000.00 0.0042 N 467999953.20 467999953.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86562Y5V2 Certificate of Deposit First Tier Security 2015-05-20 2015-05-20 N N N 272000000.00 272000000.00 0.0024 N 271999972.80 271999972.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86562Y6N9 Certificate of Deposit First Tier Security 2015-05-26 2015-05-26 N N N 375000000.00 375000000.00 0.0033 N 375000000.00 375000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.35% 86562JAD9 Certificate of Deposit First Tier Security 2015-02-17 2015-07-15 N N N 890000000.00 890000000.00 0.0079 N 890029370.00 890029370.00 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 0.0107 N 1200041880.00 1200041880.00 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 0.0040 N 445019224.00 445019224.00 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 439992476.00 439992476.00 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 0.0075 N 838985149.70 838985149.70 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.29% 86563KVX8 Certificate of Deposit First Tier Security 2015-06-05 2015-06-05 N N N 500000000.00 500000000.00 0.0045 N 499982500.00 499982500.00 Swedbank AB Swedbank AB, 0.26% 87019TYB2 Certificate of Deposit First Tier Security 2015-04-16 2015-04-16 N N N 1000000000.00 1000000000.00 0.0089 N 1000189800.00 1000189800.00 Swedbank AB Swedbank AB, 0.26% 87019TYA4 Certificate of Deposit First Tier Security 2015-04-17 2015-04-17 N N N 57000000.00 57000000.00 0.0005 N 57010961.10 57010961.10 Toronto-Dominion Bank Toronto-Dominion Bank, 0.23% 89112UDF5 Certificate of Deposit First Tier Security 2015-02-17 2015-05-18 N N N 393000000.00 393000000.00 0.0035 N 392974848.00 392974848.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112UGM7 Certificate of Deposit First Tier Security 2015-02-06 2015-06-08 N N N 391000000.00 391000000.00 0.0035 N 390972630.00 390972630.00 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 257008609.50 257008609.50 Toronto-Dominion Bank Toronto-Dominion Bank, 0.26% 89112UYU9 Certificate of Deposit First Tier Security 2015-02-03 2015-10-05 N N N 700000000.00 700000000.00 0.0062 N 699906200.00 699906200.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.26% 89112UYQ8 Certificate of Deposit First Tier Security 2015-02-06 2015-10-06 N N N 9000000.00 9000000.00 0.0001 N 8998785.00 8998785.00 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 0.0021 N 232096860.00 232096860.00 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 0.0023 N 256064896.00 256064896.00 UBS AG UBS AG, 0.28% 90267RZM4 Certificate of Deposit First Tier Security 2015-02-05 2015-03-05 N N N 1127000000.00 1127000000.00 0.0101 N 1126979714.00 1126979714.00 UBS AG UBS AG, 0.34% 90267RD48 Certificate of Deposit First Tier Security 2015-06-09 2015-06-09 N N N 1355000000.00 1355000000.00 0.0121 N 1355243764.50 1355243764.50 UBS AG UBS AG, 0.34% 90267RF79 Certificate of Deposit First Tier Security 2015-07-27 2015-07-27 N N N 840000000.00 840000000.00 0.0075 N 840082908.00 840082908.00 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 0.0017 N 185010156.50 185010156.50 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 115006670.00 115006670.00 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 0.0032 N 354015682.20 354015682.20 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 0.0028 N 310015035.00 310015035.00 RBS Citizens NA RBS Citizens NA, 0.37% 17411TAV5 Certificate of Deposit Second Tier Security 2015-02-05 2015-02-05 N N N 571500000.00 571500000.00 0.0051 N 571527603.45 571527603.45 State Street Bank & Trust Co. State Street Bank & Trust Co., 0.24% 8574P1DR4 Certificate of Deposit First Tier Security 2015-03-08 2015-06-08 N N N 445000000.00 445000000.00 0.0040 N 444950160.00 444950160.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.22% 94988E3S5 Certificate of Deposit First Tier Security 2015-02-03 2015-03-09 N N N 107000000.00 107000000.00 0.0010 N 106997967.00 106997967.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.22% 94988E3Z9 Certificate of Deposit First Tier Security 2015-02-06 2015-03-16 N N N 308000000.00 308000000.00 0.0027 N 307992608.00 307992608.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.22% 94988E3J5 Certificate of Deposit First Tier Security 2015-03-02 2015-03-02 N N N 269500000.00 269500000.00 0.0024 N 269491915.00 269491915.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.22% 94988E3P1 Certificate of Deposit First Tier Security 2015-03-04 2015-03-04 N N N 320000000.00 320000000.00 0.0029 N 319990080.00 319990080.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.25% 94988EAR9 Certificate of Deposit First Tier Security 2015-02-04 2015-08-03 N N N 278000000.00 278000000.00 0.0025 N 277972478.00 277972478.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.25% 94988EAT5 Certificate of Deposit First Tier Security 2015-02-06 2015-08-04 N N N 145000000.00 145000000.00 0.0013 N 144985500.00 144985500.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.25% 94988EAX6 Certificate of Deposit First Tier Security 2015-02-18 2015-08-18 N N N 140000000.00 140000000.00 0.0012 N 139983900.00 139983900.00 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 0.0156 N 1750227150.00 1750227150.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% XS1165575173 0000833029 Certificate of Deposit First Tier Security 2015-07-07 2015-07-07 N N N 1090000000.00 1090000000.00 0.0097 N 1090286452.00 1090286452.00 Fannie Mae Fannie Mae, 0.18% 3135G0B44 Government Agency Debt First Tier Security 2015-02-26 2017-01-26 N N N 500000000.00 499898802.50 0.0045 N 500244000.00 500244000.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133EDUG5 Government Agency Debt First Tier Security 2015-02-15 2016-09-15 N N N 370000000.00 369924826.29 0.0033 N 369984090.00 369984090.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313384CA5 Government Agency Debt First Tier Security 2015-02-18 2015-02-18 N N N 725000000.00 724964394.38 0.0065 N 724993475.00 724993475.00 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 353953077.09 0.0032 N 353950794.00 353950794.00 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 351930237.75 0.0031 N 351931360.00 351931360.00 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 199960191.52 0.0018 N 199954200.00 199954200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3GT5 Government Agency Debt First Tier Security 2015-03-07 2016-06-07 N N N 200000000.00 199963064.24 0.0018 N 199947200.00 199947200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384CH0 Government Agency Debt First Tier Security 2015-02-25 2015-02-25 N N N 481000000.00 480957672.00 0.0043 N 480993747.00 480993747.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A2CJ3 Government Agency Debt First Tier Security 2015-03-09 2016-06-09 N N N 250000000.00 249956298.55 0.0022 N 249986000.00 249986000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384CC1 Government Agency Debt First Tier Security 2015-02-20 2015-02-20 N N N 633000000.00 632950221.63 0.0056 N 632993670.00 632993670.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A3T53 Government Agency Debt First Tier Security 2015-03-23 2016-12-23 N N N 545000000.00 544869814.54 0.0049 N 544926970.00 544926970.00 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 250021250.00 250021250.00 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 0.0045 N 499908500.00 499908500.00 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 175982321.01 0.0016 N 175979584.00 175979584.00 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 0.0017 N 185013505.00 185013505.00 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 440044440.00 440044440.00 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 0.0035 N 390048360.00 390048360.00 Freddie Mac Freddie Mac, 0.12% 3134G5PN9 Government Agency Debt First Tier Security 2015-02-14 2016-11-14 N N N 2000000000.00 1999447985.20 0.0178 N 1999070000.00 1999070000.00 Freddie Mac Freddie Mac, 0.16% 3134G5UB9 Government Agency Debt First Tier Security 2015-02-12 2016-12-12 N N N 250000000.00 249928972.10 0.0022 N 250011750.00 250011750.00 Freddie Mac Freddie Mac, 0.16% 3134G6AE3 Government Agency Debt First Tier Security 2015-02-21 2016-07-21 N N N 500000000.00 499924822.80 0.0045 N 500191000.00 500191000.00 Freddie Mac Freddie Mac, 0.17% 3134G5Z24 Government Agency Debt First Tier Security 2015-02-12 2017-01-12 N N N 500000000.00 499900761.50 0.0045 N 499902500.00 499902500.00 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 509563666.64 0.0045 N 509763564.00 509763564.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272AJC1 Financial Company Commercial Paper First Tier Security 2015-02-23 2015-02-23 N N N 150000000.00 150000000.00 0.0013 N 149997600.00 149997600.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272AKV7 Financial Company Commercial Paper First Tier Security 2015-02-17 2015-07-16 N N N 300000000.00 300000000.00 0.0027 N 299987700.00 299987700.00 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 215932500.00 0.0019 N 215962869.60 215962869.60 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 515570000.07 0.0046 N 515612948.40 515612948.40 JPMorgan Securities LLC JPMorgan Securities LLC, 0.27% 46640EAT5 Financial Company Commercial Paper First Tier Security 2015-02-23 2015-04-22 N N N 505000000.00 505000000.00 0.0045 N 504973235.00 504973235.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.27% 46640EAV0 Financial Company Commercial Paper First Tier Security 2015-02-27 2015-04-27 N N N 629000000.00 629000000.00 0.0056 N 628963518.00 628963518.00 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 999049999.80 0.0089 N 999326600.00 999326600.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.16% 5148X1P64 Financial Company Commercial Paper First Tier Security 2015-02-06 2015-02-06 N N N 246000000.00 245994533.34 0.0022 N 245993439.18 245993439.18 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.16% 5148X1P64 Financial Company Commercial Paper First Tier Security 2015-02-06 2015-02-06 N N N 807000000.00 806982066.68 0.0072 N 806978477.31 806978477.31 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.16% 5148X1P64 Financial Company Commercial Paper First Tier Security 2015-02-06 2015-02-06 N N N 574000000.00 573987244.46 0.0051 N 573984691.42 573984691.42 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.16% 5148X1P64 Financial Company Commercial Paper First Tier Security 2015-02-06 2015-02-06 N N N 409000000.00 408990911.12 0.0036 N 408989091.97 408989091.97 PNC Bank NA PNC Bank NA, 0.35% 69349KV72 Financial Company Commercial Paper First Tier Security 2015-08-07 2015-08-07 N N N 428000000.00 427221872.29 0.0038 N 427260758.40 427260758.40 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 41984833.33 0.0004 N 41990424.00 41990424.00 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 324880381.93 0.0029 N 324924047.50 324924047.50 Dominion Resources, Inc. Dominion Resources, Inc., 0.40% 2574P1P97 Other Commercial Paper Second Tier Security 2015-02-09 2015-02-09 N N N 60000000.00 59994666.67 0.0005 N 59996166.00 59996166.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.40% 2574P1Q21 Other Commercial Paper Second Tier Security 2015-03-02 2015-03-02 N N N 20500000.00 20493394.45 0.0002 N 20495569.95 20495569.95 Motiva Enterprises LLC Motiva Enterprises LLC, 0.44% 61979KQ56 Other Commercial Paper Second Tier Security 2015-03-05 2015-03-05 N N N 20000000.00 19992177.78 0.0002 N 19991834.00 19991834.00 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.37% 63946EPB4 Other Commercial Paper Second Tier Security 2015-02-11 2015-02-11 N N N 54000000.00 53994450.01 0.0005 N 53995858.20 53995858.20 Northeast Utilities Northeast Utilities, 0.35% 66439UP90 Other Commercial Paper Second Tier Security 2015-02-09 2015-02-09 N N N 53000000.00 52995877.77 0.0005 N 52996613.30 52996613.30 Sempra Global Sempra Global, 0.44% 81685MPP2 Other Commercial Paper Second Tier Security 2015-02-23 2015-02-23 N N N 22500000.00 22493950.00 0.0002 N 22497054.75 22497054.75 Sempra Global Sempra Global, 0.47% 81685MPJ6 Other Commercial Paper Second Tier Security 2015-02-18 2015-02-18 N N N 50000000.00 49988902.78 0.0004 N 49995065.00 49995065.00 Sempra Global Sempra Global, 0.47% 81685MPJ6 Other Commercial Paper Second Tier Security 2015-02-18 2015-02-18 N N N 50000000.00 49988902.78 0.0004 N 49995065.00 49995065.00 Sempra Global Sempra Global, 0.47% 81685MPR8 Other Commercial Paper Second Tier Security 2015-02-25 2015-02-25 N N N 50000000.00 49984333.32 0.0004 N 49992720.00 49992720.00 Sempra Global Sempra Global, 0.47% 81685MPR8 Other Commercial Paper Second Tier Security 2015-02-25 2015-02-25 N N N 35000000.00 34989033.33 0.0003 N 34994904.00 34994904.00 Sempra Global Sempra Global, 0.48% 81685MPP2 Other Commercial Paper Second Tier Security 2015-02-23 2015-02-23 N N N 38000000.00 37988853.33 0.0003 N 37995025.80 37995025.80 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780KPB8 Other Commercial Paper Second Tier Security 2015-02-11 2015-02-11 N N N 20000000.00 19997777.78 0.0002 N 19998666.00 19998666.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780KPR3 Other Commercial Paper Second Tier Security 2015-02-25 2015-02-25 N N N 32000000.00 31991466.66 0.0003 N 31995008.00 31995008.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780KPS1 Other Commercial Paper Second Tier Security 2015-02-26 2015-02-26 N N N 50000000.00 49986111.10 0.0004 N 49991865.00 49991865.00 Xerox Corp. Xerox Corp., 0.40% 98412FPP1 Other Commercial Paper Second Tier Security 2015-02-23 2015-02-23 N N N 19000000.00 18995355.56 0.0002 N 18994642.00 18994642.00 Xerox Corp. Xerox Corp., 0.40% 98412FPP1 Other Commercial Paper Second Tier Security 2015-02-23 2015-02-23 N N N 30000000.00 29992666.67 0.0003 N 29991540.00 29991540.00 Xerox Corp. Xerox Corp., 0.40% 98412FPP1 Other Commercial Paper Second Tier Security 2015-02-23 2015-02-23 N N N 33000000.00 32991933.33 0.0003 N 32990694.00 32990694.00 Xerox Corp. Xerox Corp., 0.40% 98412FQA3 Other Commercial Paper Second Tier Security 2015-03-10 2015-03-10 N N N 29000000.00 28988077.77 0.0003 N 28986114.80 28986114.80 Xerox Corp. Xerox Corp., 0.40% 98412FQA3 Other Commercial Paper Second Tier Security 2015-03-10 2015-03-10 N N N 45000000.00 44981499.99 0.0004 N 44978454.00 44978454.00 U.S. Treasury Bills U.S. Treasury Bills, 0.16% 912796EJ4 Treasury Debt First Tier Security 2015-06-25 2015-06-25 N N N 490000000.00 489696198.24 0.0044 N 489941690.00 489941690.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828VH0 Treasury Debt First Tier Security 2015-06-30 2015-06-30 N N N 163320000.00 163500558.52 0.0015 N 163517780.52 163517780.52 U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828SZ4 Treasury Debt First Tier Security 2015-06-15 2015-06-15 N N N 1255000000.00 1256217667.02 0.0112 N 1256421915.00 1256421915.00 U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828TD2 Treasury Debt First Tier Security 2015-07-15 2015-07-15 N N N 876000000.00 876490284.76 0.0078 N 876684156.00 876684156.00 U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.14% 912828VN7 Treasury Debt First Tier Security 2015-07-31 2015-07-31 N N N 1327000000.00 1327763253.07 0.0118 N 1327829375.00 1327829375.00 U.S. Treasury Notes U.S. Treasury Notes, 0.13% to 0.16% 912828VU1 Treasury Debt First Tier Security 2015-08-31 2015-08-31 N N N 767760000.00 768722350.28 0.0069 N 768929298.48 768929298.48 U.S. Treasury Notes U.S. Treasury Notes, 0.14% to 0.17% 912828NP1 Treasury Debt First Tier Security 2015-07-31 2015-07-31 N N N 920000000.00 927230896.44 0.0083 N 927546760.00 927546760.00 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 402810492.80 0.0036 N 402953200.00 402953200.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828TK6 Treasury Debt First Tier Security 2015-08-15 2015-08-15 N N N 500000000.00 500260644.70 0.0045 N 500410000.00 500410000.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.37% 25746UBZ1 Other Note Second Tier Security 2015-02-20 2015-03-16 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 330000000.00 330000000.00 0.0029 N 329930370.00 329930370.00 International Bank Reconstruction & Development International Bank Reconstruction & Development, 0.30% 45905U7C2 Other Note First Tier Security 2015-10-28 2015-10-28 N N N 412000000.00 412000000.00 0.0037 N 412058504.00 412058504.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.32% 86959JDE5 Other Note First Tier Security 2015-02-16 2015-07-15 N N N 208000000.00 208000000.00 0.0019 N 207995008.00 207995008.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.32% 86959JCX4 Other Note First Tier Security 2015-02-27 2015-07-27 N N N 816000000.00 816000000.00 0.0073 N 815932272.00 815932272.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.16% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2015-02-06 2015-02-06 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 Credit Agricole CIB Credit Agricole CIB, 0.07% 44T99HXT3 Other Instrument Time Deposits First Tier Security 2015-02-02 2015-02-02 N N N 4100000000.00 4100000000.00 0.0366 N 4100000000.00 4100000000.00 DNB Bank ASA DNB Bank ASA, 0.07% 44V99B2J9 Other Instrument Time Deposits First Tier Security 2015-02-02 2015-02-02 N N N 2000000000.00 2000000000.00 0.0178 N 2000000000.00 2000000000.00 ING Bank NV ING Bank NV, 0.14% 48X99Q3J4 0001017255 Other Instrument Time Deposits First Tier Security 2015-02-04 2015-02-04 N N N 217000000.00 217000000.00 0.0019 N 217000000.00 217000000.00 Swedbank AB Swedbank AB, 0.07% 44U996NT6 Other Instrument Time Deposits First Tier Security 2015-02-02 2015-02-02 N N N 2775000000.00 2775000000.00 0.0248 N 2775000000.00 2775000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.08%, dated 1/30/2015 due 02/02/2015 49H99QEV1_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 5.5 Government Agency Debt 12794402.70 13133848.01 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-01 2044-10-25 3 - 7 Government Agency Debt 2508615.29 2233332.09 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2041-09-15 3 - 5.25 Government Agency Debt 8700848.54 3515072.92 Unrated Security 2015-02-02 2015-02-02 N N N 18335212.00 18335211.70 0.0002 N 18335211.70 18335211.70 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.08%, dated 1/30/2015 due 02/02/2015 49H99QEV1_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-02-05 2044-11-15 0 - 8.875 Treasury Debt 9293.40 9597.45 FEDERAL FARM CREDIT 2015-05-01 2041-12-23 0.5 - 4.875 Government Agency Debt 203589.88 209281.06 FEDERAL HOME LOAN BANK 2015-09-11 2028-04-17 0.375 - 5.125 Government Agency Debt 717287.29 717851.73 FEDERAL HOME LOAN MORTGAGE CORP 2015-02-09 2045-01-01 0 - 7 Government Agency Debt 1560697.66 1280323.57 FEDERAL NATIONAL MORTGAGE ASSOC 2015-02-04 2045-01-01 0 - 7.5 Government Agency Debt 1290051.78 1036673.21 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2045-01-20 2 - 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Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.34% 49B99BAG7 Other Repurchase Agreement N ARI NETWORK SERVICES, INC. 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 37799.00 130406.55 BANCO SANTANDER CHILE 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 69613.00 1355365.11 CREDIT SUISSE GROUP ADR 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 498610.00 10620393.00 DIAGEO CAPITAL PLC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 135119.00 16476410.86 INTERVEST BANSHARES CO 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 1042876.00 10407902.48 MERGE HEALTHCARE INC. - 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 528215.00 2102295.70 RADIAN GROUP INCORPORATED < 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 2054663.00 33121167.56 TALISMAN ENERGY INC. 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 6844663.00 50924292.72 TENARIS S.A. 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 113011.00 3105542.28 WHITING PETROLEUM CORPORATION 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 3877732.00 107645840.32 First Tier Security 2015-02-06 2015-02-06 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 217000000.00 217000000.00 0.0019 N 217000000.00 217000000.00 J.P. 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Morgan Clearing Corp., 0.73% 45A99N9V9 Other Repurchase Agreement N AFFYMETRIX, INC. 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 6921000.00 13528014.99 AKORN INC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 2370000.00 11661141.81 AMERICAN RLTY CAP PPTYS INC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 21639000.00 20666326.95 ANNALY MORTGAGE MANAGEMENT 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 9498000.00 9633878.39 ARRAY BIOPHARMA 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 3000000.00 3770370.00 AUXILIUMPHARMACEUTICAL 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 915000.00 1436876.66 BOTTOMLINE TECHNOLOGIES, INC. 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 1048000.00 1088159.36 CIENA CORPORATION 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 4141000.00 4728754.08 DENDREON CORPORATION 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 7004000.00 4579061.11 DEVELOPERS DIVERSIFIED REALTH 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 14630000.00 19617279.22 EXELIXIS, INC. 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 2113000.00 1305637.49 EXTRA SPACE STORAGE LP 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 2489000.00 3030678.58 FORESTAR GROUP INC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 925000.00 860828.13 GT ADVANCED TECHNOLOGIES, INC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 6141000.00 2837142.00 HAWAIIAN HOLDINGS INC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 2666000.00 9106493.47 HEARTWARE INTERNATIONAL, INC. 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 2593000.00 2933647.60 HELIX ENERGY SOLUTIONSGROUP IN 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 6775000.00 7281620.95 HOLOGIC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 29874000.00 34135705.34 IXIA 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 1550000.00 1556018.65 ICONIX BRAND GROUP INC *- 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 1563000.00 1892819.57 KAISER ALUMINUM CORPORATION 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 27050000.00 39748622.50 MENTOR GRAPHICS CORP 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 25000.00 30678.33 MERRIMACK PHARMACEUTICALS INC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 2638000.00 4493305.40 PFD NUVASIVE INC SR-D1 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 1700000.00 2159751.40 PDL BIOPHARMA INC C + 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 2999000.00 3865036.23 PETROLEUM DEVELOPMENT CORPORAT 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 5500000.00 6665235.50 ROVI CORPORATION+ 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 6094000.00 6167761.78 ROYAL GOLD INC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 122000.00 133885.73 SL GREEN OPERATING PARTNERSHIP 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 32416000.00 52070890.53 SALIX PHARMACEUTICALS LTD DEL 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 41417000.00 87720667.58 SOLARCITY CORP 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 6055000.00 6353965.63 PFD SUNPOWER CORPONE 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 1062000.00 1219494.60 TAKE-2 INTERACTIVE SOFTWARE 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 14931000.00 23933153.73 THERAVANCE, INC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 3915000.00 2778647.76 VECTOR GROUP LTD 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 51000.00 73881.71 VOLCANO CORPORATION 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 20400000.00 20352610.80 WEB.COM GROUP INC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 500000.00 447330.50 WEBMD HEALTH CORP. 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 4146000.00 4210884.90 XPO LOGISTICS INC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 4538000.00 11010549.40 First Tier Security 2015-04-30 2015-04-30 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 394000000.00 394000000.00 0.0035 Y 394197000.00 394197000.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.16% 48W99W4B8 0001287279 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2035-02-20 2044-08-20 0.2 - 6.532 Government Agency Debt 829736194.00 55051165.95 CAISSE DES DEPOTS ET 2015-03-30 2015-03-30 N/A Other Commercial Paper 25000000.00 24991863.97 DEXIA CREDIT LOCAL 2015-07-23 2015-07-23 N/A Other Commercial Paper 17315000.00 17290899.47 J.P. MORGAN SECURITIES 2015-04-24 2015-04-24 N/A Other Commercial Paper 110000.00 109947.97 VICTORY RECEIVABLES CP 2015-03-03 2015-03-03 N/A Other Commercial Paper 58095000.00 58086152.72 First Tier Security 2015-02-02 2015-02-02 N N N 151000000.00 151000000.00 0.0013 N 151000000.00 151000000.00 J.P. Morgan Securities, LLC J.P. 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Morgan Securities, LLC, 0.73% 48W99WVG7 0001287279 Other Repurchase Agreement N AK STEEL CORPORATION 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 4500000.00 4850068.50 BAC CAPITAL TRUST XIV 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 11853000.00 9466599.95 BANK OF AMERICA CORPORATION 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 90419000.00 95741424.02 CNO FINANCIAL GROUP, INC. 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 24000000.00 26100000.00 CITIGROUP, INC. 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 65392000.00 65006162.90 EMDEON INC. 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 8000000.00 8793336.00 FELCOR LODGING LIMITED PARTNER 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 17158000.00 17329580.00 GOLDMAN SACHS CAPITAL III 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 5998000.00 4587210.42 K. HOVNANIAN ENTERPRISES, INC. 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 27324000.00 28557596.63 KINETIC CONCEPTS INC / KCI USA 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 342000.00 389876.58 LEVEL 3 COMMUNICATIONS, INC. 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 5939000.00 6302466.80 LOUISIANA PAC CORP 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 8500000.00 9201250.00 M.D.C. HOLDINGS, INC. 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 3000000.00 3264375.00 NATIONSTAR MORTGAGE LLC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 19418000.00 19506392.55 NES RENTAL HOLDINGS INC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 10000000.00 10246880.00 PETCO HLDGS INC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 19018000.00 19756430.90 PROVIDENT FUNDING ASSOCIATES, 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 11000000.00 12132318.00 REALOGY CORPORATION 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 4018000.00 4423416.20 SPRINT NEXTEL 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 10000000.00 11472360.00 US AWYS GROUP INC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 6218000.00 6615690.84 First Tier Security 2015-04-30 2015-04-30 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 334000000.00 334000000.00 0.0030 Y 334167000.00 334167000.00 J.P. Morgan Securities, LLC J.P. 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Mizuho Securities U.S.A., Inc., 0.52% 48Y998SM9 Other Repurchase Agreement N WORLD BANK 2015-06-30 2015-06-30 N/A Other Instrument OTHER NOTE 7581000.00 7578574.08 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2017-10-16 2017-10-16 0.657 - 0.657 Other Instrument ASSET BACKED 1800000.00 1800078.37 BANC OF AMERICA RE-REMIC TRUST 2049-06-17 2049-06-17 5.587 - 5.587 Other Instrument MORTGAGE 7000000.00 7537947.96 COMM 2047-04-10 2047-04-10 4.278 - 4.278 Other Instrument MORTGAGE 10000000.00 10976086.67 COMM 2047-09-10 2047-09-10 3.838 - 3.838 Other Instrument MORTGAGE 5000000.00 5446066.11 CITIBANK CREDIT CARD ISSUANCE TRUST 2017-03-24 2017-03-24 5.5 - 5.5 Other Instrument ASSET BACKED 970000.00 995766.11 JGWPT XXVII, SERIES 2012-3 2067-09-15 2067-09-15 6.17 - 6.17 Other Instrument ASSET BACKED 1000000.00 1171061.83 JGWPT XXXI 2065-03-16 2065-03-16 4.94 - 4.94 Other Instrument ASSET BACKED 1500000.00 1623498.50 LB COMMERCIAL MORTGAGE TRUST 2044-07-15 2044-07-15 5.913 - 5.913 Other Instrument MORTGAGE 2830000.00 3101206.33 LIBERTY CLO 2017-11-01 2017-11-01 1.132 - 1.132 Other Instrument ASSET BACKED 2500000.00 2432066.58 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2034-07-25 2034-07-25 0.538 - 0.538 Other Instrument MORTGAGE 11725000.00 1291906.23 WF-RBS COMMERCIAL MORTGAGE TRUST 2057-10-15 2057-10-15 3.849 - 3.849 Other Instrument MORTGAGE 2000000.00 2026335.92 First Tier Security 2015-02-06 2015-02-06 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 44000000.00 44000000.00 0.0004 N 44000000.00 44000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998KL9 Other Repurchase Agreement N WORLD BANK 2015-06-30 2015-06-30 N/A Other Instrument OTHER NOTE 8241000.00 8238362.88 CWALT ALTERNATIVE LOAN TRUST 2037-01-25 2037-01-25 0.618 - 0.618 Other Instrument MORTGAGE 42142267.00 4381433.02 CWALT ALTERNATIVE LOAN TRUST 2047-04-25 2047-04-25 0.348 - 0.348 Other Instrument MORTGAGE 53288547.00 6034965.18 CWALT ALTERNATIVE LOAN TRUST 2037-08-25 2037-08-25 5.332 - 5.332 Other Instrument MORTGAGE 121215000.00 4297678.48 AMERICAN HOME MORTGAGE ASSETS TRUST 2046-10-25 2046-10-25 0.428 - 1.284 Other Instrument MORTGAGE 65000000.00 1064347.20 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2045-02-25 2045-02-25 0.718 - 0.718 Other Instrument MORTGAGE 13000000.00 1050553.48 BEAR STEARNS ALT-A TRUST 2036-03-25 2036-03-25 2.444 - 2.444 Other Instrument MORTGAGE 11250000.00 1808908.75 BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2035-01-25 2035-02-25 0.918 - 1.565 Other Instrument MORTGAGE,ASSET BACKED 12493669.00 1328560.93 BEAR STEARNS ARM TRUST 2035-12-25 2035-12-25 N/A Other Instrument MORTGAGE 5514000.00 801409.62 BEAR STEARNS MORTGAGE FUNDING TRUST 2036-07-25 2036-07-25 0.42 - 0.42 Other Instrument MORTGAGE 114618000.00 4548898.86 CWALT ALTERNATIVE LOAN TRUST 2036-01-25 2036-01-25 0.528 - 0.528 Other Instrument MORTGAGE 59000000.00 7539549.60 CWALT ALTERNATIVE LOAN TRUST 2036-09-25 2036-09-25 6.5 - 6.5 Other Instrument MORTGAGE 2500000.00 413913.58 COUNTRYWIDE HOME LOANS 2036-03-25 2036-03-25 0.498 - 0.498 Other Instrument MORTGAGE 75349950.00 7454421.59 COUNTRYWIDE HOME LOANS 2035-02-25 2035-02-25 0.648 - 0.648 Other Instrument MORTGAGE 45000000.00 1119784.16 CHASE MORTGAGE FINANCE CORPORATION 2037-02-25 2037-02-25 6 - 6 Other Instrument MORTGAGE 10000000.00 458655.03 DSLA MORTGAGE LOAN TRUST 2045-03-19 2045-03-19 0.498 - 0.498 Other Instrument MORTGAGE 45216000.00 147153.62 DEUTSCHE ALT-A SECURITIES ALTERNATIVE LOAN TRUST 2035-11-25 2035-11-25 5.5 - 5.5 Other Instrument MORTGAGE 4000000.00 638845.90 GMACM MORTGAGE LOAN TRUST 2035-06-19 2035-06-19 2.797 - 2.797 Other Instrument MORTGAGE 17178517.00 3145618.12 GSAA HOME EQUITY TRUST 2036-01-25 2036-01-25 0.258 - 0.258 Other Instrument MORTGAGE 125421000.00 3777154.03 GSAA HOME EQUITY TRUST 2036-08-25 2036-08-25 0.448 - 0.448 Other Instrument MORTGAGE 6712000.00 938148.40 GSAA HOME EQUITY TRUST 2036-09-25 2036-09-25 0.448 - 0.448 Other Instrument MORTGAGE 10000000.00 1362232.64 GENERAL MTRS CO 2035-04-01 2035-04-01 5 - 5 Other Instrument CORPORATE 996471.00 1076728.99 HARBORVIEW MORTGAGE LOAN TRUST 2047-11-25 2047-11-25 1.168 - 1.168 Other Instrument MORTGAGE 34961333.00 86531.84 IMPAC CMB TRUST 2035-03-25 2035-10-25 0.708 - 0.888 Other Instrument MORTGAGE 165179000.00 14365986.25 INDYMAC INDX MORTGAGE LOAN TRUST 2035-03-25 2035-03-25 2.554 - 2.554 Other Instrument MORTGAGE 16500000.00 1418688.59 JP MORGAN MORTGAGE TRUST 2035-06-25 2035-06-25 2.537 - 2.537 Other Instrument MORTGAGE 50298700.00 8497329.13 LEHMAN XS TRUST 2035-12-25 2035-12-25 0.468 - 0.468 Other Instrument MORTGAGE 66940000.00 6464895.85 LUMINENT MORTGAGE TRUST 2046-02-25 2046-02-25 0.448 - 0.448 Other Instrument MORTGAGE 26400000.00 173118.30 MASTR ALTERNATIVE LOAN TRUST 2035-06-25 2035-06-25 6.202 - 6.202 Other Instrument MORTGAGE 10799000.00 1087835.47 NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST 2035-02-25 2035-05-25 4.777 - 4.84 Other Instrument MORTGAGE 69819000.00 1975864.43 NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST 2036-10-25 2036-10-25 0.568 - 0.568 Other Instrument MORTGAGE 30000000.00 2383059.17 RALI 2037-02-25 2037-02-25 0.3 - 0.3 Other Instrument MORTGAGE 37320000.00 6613483.62 RALI 2036-12-25 2036-12-25 6.481 - 6.481 Other Instrument MORTGAGE 106635250.00 7524297.62 RALI 2035-12-25 2036-03-25 0.356 - 0.57 Other Instrument MORTGAGE 584341378.00 7311144.64 STRUCTURED ASSET SECURITIES CORPORATION 2035-01-25 2035-01-25 1.118 - 1.118 Other Instrument MORTGAGE 6000000.00 359955.10 TBW MORTGAGE-BACKED TRUST 2037-01-25 2037-01-25 5.78 - 5.78 Other Instrument MORTGAGE 7820000.00 1141422.63 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2046-11-25 2046-11-25 2.186 - 2.186 Other Instrument MORTGAGE 11800000.00 1601739.37 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2036-02-25 2036-02-25 0.488 - 0.488 Other Instrument MORTGAGE 40000000.00 151597.71 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2036-12-25 2036-12-25 0.268 - 0.268 Other Instrument MORTGAGE 75000000.00 9605523.57 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-04-25 2035-04-25 2.611 - 2.611 Other Instrument MORTGAGE 13050000.00 1272948.26 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-04-25 2035-04-25 0.768 - 0.768 Other Instrument MORTGAGE 1500000.00 81377.34 First Tier Security 2015-02-02 2015-02-02 N N N 124000000.00 124000000.00 0.0011 N 124000000.00 124000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998LD6 Other Repurchase Agreement N WORLD BANK 2015-06-30 2015-06-30 N/A Other Instrument OTHER NOTE 7425000.00 7422624.00 ADJUSTABLE RATE MORTGAGE TRUST 2035-06-25 2035-06-25 1.518 - 1.518 Other Instrument MORTGAGE 3606979.00 1975046.19 CWALT ALTERNATIVE LOAN TRUST 2037-09-25 2037-09-25 0 - 6.25 Other Instrument MORTGAGE 13300000.00 7188699.18 BANC OF AMERICA MORTGAGE SECURITIES 2035-10-25 2035-10-25 2.669 - 2.669 Other Instrument MORTGAGE 13015000.00 7499626.60 CWALT ALTERNATIVE LOAN TRUST 2034-06-25 2034-06-25 0.668 - 0.668 Other Instrument MORTGAGE 15766000.00 8613375.15 GSAA HOME EQUITY TRUST 2036-03-25 2036-03-25 0.468 - 0.468 Other Instrument MORTGAGE 9983592.00 4650207.16 HARBORVIEW MORTGAGE LOAN TRUST 2036-12-19 2036-12-19 0.408 - 0.408 Other Instrument MORTGAGE 20975000.00 12154330.47 INDYMAC INDX MORTGAGE LOAN TRUST 2034-09-25 2034-09-25 1.318 - 1.318 Other Instrument MORTGAGE 5284000.00 2779622.57 RBSSP RESECURITIZATION TRUST 2036-01-26 2036-01-26 2.348 - 2.348 Other Instrument MORTGAGE 48140398.00 25592376.27 STRUCTURED ASSET SECURITIES CORPORATION 2035-01-25 2035-01-25 0.718 - 0.718 Other Instrument MORTGAGE 4000000.00 2706481.29 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-06-25 2035-06-25 2.621 - 2.621 Other Instrument MORTGAGE 11202385.00 7740831.19 First Tier Security 2015-02-03 2015-02-03 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% 48Y998PA8 Other Repurchase Agreement N ACCREDITED MORTGAGE LOAN TRUST 2037-02-25 2037-02-25 0.388 - 0.388 Other Instrument ASSET BACKED 7211000.00 3686284.33 ACE SECURITIES CORP HOME EQUITY LOAN TRUST 2035-10-25 2035-10-25 0.648 - 0.648 Other Instrument ASSET BACKED 7250000.00 3572155.05 BAYVIEW FINANCIAL ACQUISITION TRUST 2040-02-28 2040-02-28 1.17 - 1.17 Other Instrument ASSET BACKED 10625492.00 5091967.22 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2036-07-25 2036-07-25 0.44 - 0.44 Other Instrument ASSET BACKED 7785000.00 3891795.02 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-03-25 2035-09-25 0.873 - 1.218 Other Instrument ASSET BACKED 20500000.00 10249514.94 MASTR ASSET BACKED SECURITIES TRUST 2036-10-25 2036-10-25 0.328 - 0.328 Other Instrument ASSET BACKED 13100000.00 6405198.65 PEOPLE'S CHOICE HOME LOANS SECURITIES TRUST 2035-08-25 2035-08-25 1.218 - 1.218 Other Instrument ASSET BACKED 5000000.00 2450381.88 SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST (SURF) 2037-06-25 2037-06-25 0.318 - 0.318 Other Instrument ASSET BACKED 15101317.00 7794552.62 PETROLEOS DE VENEZU 2017-11-02 2017-11-02 8.5 - 8.5 Other Instrument CORPORATE 214336.00 126946.45 First Tier Security 2015-03-02 2015-03-02 N N N 40000000.00 40000000.00 0.0004 Y 40005600.00 40005600.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998RV0 Other Repurchase Agreement N WORLD BANK 2015-06-30 2015-06-30 N/A Other Instrument OTHER NOTE 9068000.00 9065098.24 ADJUSTABLE RATE MORTGAGE TRUST 2035-11-25 2035-11-25 0.688 - 0.688 Other Instrument MORTGAGE 3301422.00 666686.92 CWALT ALTERNATIVE LOAN TRUST 2046-07-20 2046-07-20 0.368 - 0.368 Other Instrument MORTGAGE 91424000.00 23930367.81 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2045-02-25 2045-02-25 0.718 - 0.718 Other Instrument MORTGAGE 15000000.00 4557597.78 BCAP TRUST 2037-04-25 2037-04-25 0.308 - 0.308 Other Instrument MORTGAGE 16001662.00 4666365.54 BEAR STEARNS ALT-A TRUST 2035-09-25 2035-09-25 2.563 - 2.563 Other Instrument MORTGAGE 4100000.00 964139.21 CHASEFLEX TRUST 2037-07-25 2037-07-25 0.468 - 0.468 Other Instrument MORTGAGE 2277414.00 713838.43 CWALT ALTERNATIVE LOAN TRUST 2046-10-25 2046-10-25 0.418 - 0.418 Other Instrument MORTGAGE 15000000.00 3840666.54 GMACM MORTGAGE LOAN TRUST 2035-06-19 2035-06-19 2.797 - 2.797 Other Instrument MORTGAGE 7821483.00 1432219.01 HOMEBANC MORTGAGE TRUST 2035-03-25 2035-03-25 0.418 - 0.418 Other Instrument MORTGAGE 35000000.00 6396603.56 IMPAC SECURED ASSETS CORP 2034-11-25 2034-11-25 1.143 - 1.143 Other Instrument MORTGAGE 5000000.00 1088699.81 INDYMAC INDX MORTGAGE LOAN TRUST 2035-06-25 2036-04-25 2.59 - 2.652 Other Instrument MORTGAGE 96095000.00 20191043.76 INDYMAC INDX MORTGAGE LOAN TRUST 2037-08-25 2037-08-25 0.408 - 0.408 Other Instrument MORTGAGE 25037200.00 6024283.04 MASTR ADJUSTABLE RATE MORTGAGES 2035-02-25 2035-02-25 2.531 - 2.531 Other Instrument MORTGAGE 1910000.00 358834.46 MORGAN STANLEY MORTGAGE LOAN TRUST 2036-06-25 2036-06-25 2.129 - 2.129 Other Instrument MORTGAGE 8508000.00 1591622.43 RALI 2037-01-25 2037-01-25 0.53 - 0.53 Other Instrument MORTGAGE 9792141.00 2223142.78 RALI 2046-02-25 2046-02-25 0.44 - 0.44 Other Instrument MORTGAGE 10000000.00 2517434.09 First Tier Security 2015-04-15 2015-04-15 N N N 84000000.00 84000000.00 0.0007 Y 84023520.00 84023520.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998SB3 Other Repurchase Agreement N 51-100 2015-09-30 2099-12-31 0 - 9.875 Other Instrument MORTGAGE 507318664.00 84857756.57 First Tier Security 2015-04-20 2015-04-20 N N N 79000000.00 79000000.00 0.0007 Y 79023700.00 79023700.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.03% 48Y998RE8 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2045-01-15 2045-01-15 N/A Government Agency Debt 702064.00 196974.59 ADJUSTABLE RATE MORTGAGE TRUST 2035-06-25 2036-01-25 0.688 - 3.653 Other Instrument MORTGAGE 17783296.00 733285.03 CWALT ALTERNATIVE LOAN TRUST 2037-01-25 2037-01-25 0.618 - 0.618 Other Instrument MORTGAGE 10893447.00 1132566.23 BOMBARDIER INC 2023-01-15 2023-01-15 6.125 - 6.125 Other Instrument CORPORATE 90000.00 84829.69 CHASEFLEX TRUST 2037-07-25 2037-07-25 0.468 - 0.468 Other Instrument MORTGAGE 160095586.00 50180767.10 CMALT (CITIMORTGAGE ALTERNATIVE LOAN TRUST) 2037-10-25 2037-10-25 6 - 6 Other Instrument MORTGAGE 51500000.00 17388791.79 GS MTG SECS TR 2013-GCJ12 2046-06-12 2046-06-12 N/A Other Instrument MORTGAGE 3.00 0.28 GSAA HOME EQUITY TRUST 2036-03-25 2036-03-25 0.468 - 0.468 Other Instrument MORTGAGE 16408.00 7642.60 GSR MORTGAGE LOAN TRUST 2035-04-25 2035-04-25 2.899 - 2.899 Other Instrument MORTGAGE 4889000.00 2094425.19 GENERAL MTRS CO 2035-04-01 2035-04-01 5 - 5 Other Instrument CORPORATE 1003529.00 1084355.46 INDYMAC INDX MORTGAGE LOAN TRUST 2035-12-25 2035-12-25 2.452 - 2.452 Other Instrument MORTGAGE 10825000.00 4523302.82 JBS INVTS GMBH 2020-10-28 2020-10-28 7.75 - 7.75 Other Instrument CORPORATE 500000.00 527777.78 MORGAN STANLEY CAPITAL I 2056-07-15 2056-07-15 4.86 - 4.86 Other Instrument MORTGAGE 1500000.00 1572336.00 ONEMAIN FINL HLDGS INC 2021-12-15 2021-12-15 7.25 - 7.25 Other Instrument CORPORATE 750000.00 784702.08 RALI 2037-03-25 2037-03-25 6 - 6 Other Instrument MORTGAGE 8810865.00 4042653.68 RAMP 2037-05-25 2037-05-25 0.538 - 0.538 Other Instrument MORTGAGE 4299792.00 2294811.04 RAST (RESIDENTIAL ASSET SECURITIZATION TRUST) 2037-01-25 2037-01-25 6.25 - 6.25 Other Instrument MORTGAGE 4545860.00 1822627.10 5.50% NT REDEEM 28/ 2023-02-28 2023-02-28 5.5 - 5.5 Other Instrument CORPORATE 100000.00 104612.22 First Tier Security 2015-05-05 2015-05-05 N N N 82000000.00 82000000.00 0.0007 Y 82054940.00 82054940.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.24% 42T99Q6M2 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2030-08-15 2044-09-15 3.5 - 11.705 Government Agency Debt 1080285833.00 104596350.17 FEDERAL NATIONAL MORTGAGE ASSOC 2021-03-25 2045-01-25 2.5 - 7 Government Agency Debt 19886070.00 18577613.98 GOVERNMENT NATIONAL MORTAGE ASSOC 2031-10-20 2044-07-20 2 - 7.505 Government Agency Debt 137517182.00 11588278.60 First Tier Security 2015-02-04 2015-02-04 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 131000000.00 131000000.00 0.0012 N 131000000.00 131000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.29% 42T99Q6A8 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2018-06-15 2045-01-01 2.194 - 8.969 Government Agency Debt 261657783.00 21576657.41 FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-25 2045-01-01 1.626 - 11.548 Government Agency Debt 486518433.00 68640756.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-07-15 2064-02-20 1.795 - 23.225 Government Agency Debt 1039021498.00 66210111.26 First Tier Security 2015-02-06 2015-02-06 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 152000000.00 152000000.00 0.0014 N 152000000.00 152000000.00 RBC Capital Markets Co. 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