0000278001-15-000107.txt : 20151030 0000278001-15-000107.hdr.sgml : 20151030 20150908094927 ACCESSION NUMBER: 0000278001-15-000107 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150831 FILED AS OF DATE: 20150908 DATE AS OF CHANGE: 20150908 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: 151095619 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 2015-08-31 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 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 43 91 117610148777.05 43101093.93 3004687841.68 114648562029.30 0.0027 1.0004 2015-08-31 1.0004 2015-08-31 C000019553 2500.00 114648562029.30 1.00 3160132622.69 28731449477.51 25571316854.82 0.0001 1.0004 2015-08-31 1.0004 2015-08-31 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.27% 06366C7A0 Certificate of Deposit First Tier Security 2015-10-22 2015-10-22 N N N 287000000.00 287000000.00 0.0025 N 287042676.90 287042676.90 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.33% 06366LEQ7 Certificate of Deposit First Tier Security 2015-09-11 2015-09-11 N N N 912000000.00 912000000.00 0.0080 N 911989968.00 911989968.00 Bank of Nova Scotia Bank of Nova Scotia, 0.32% 06417HC46 Certificate of Deposit First Tier Security 2015-09-01 2015-09-01 N N N 433000000.00 433000000.00 0.0038 N 432993505.00 432993505.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538JWU6 Certificate of Deposit First Tier Security 2015-09-01 2015-09-01 N N N 244000000.00 244000000.00 0.0021 N 244000732.00 244000732.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.28% 06538JP34 Certificate of Deposit First Tier Security 2015-10-07 2015-10-07 N N N 870000000.00 870000000.00 0.0076 N 870063423.00 870063423.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.28% 06538JV29 Certificate of Deposit First Tier Security 2015-10-26 2015-10-26 N N N 1000000000.00 1000000000.00 0.0087 N 1000069900.00 1000069900.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.28% 06538JV78 Certificate of Deposit First Tier Security 2015-10-27 2015-10-27 N N N 500000000.00 500000000.00 0.0044 N 500034750.00 500034750.00 BNP Paribas Fortis BNP Paribas Fortis, 0.22% 34959TCM6 Certificate of Deposit First Tier Security 2015-10-06 2015-10-06 N N N 250000000.00 250000000.00 0.0022 N 250009000.00 250009000.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.22% 05574RZG3 Certificate of Deposit First Tier Security 2015-10-05 2015-10-05 N N N 600000000.00 600000000.00 0.0052 N 600022140.00 600022140.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.22% 05574RZJ7 Certificate of Deposit First Tier Security 2015-10-06 2015-10-06 N N N 250000000.00 250000000.00 0.0022 N 250009000.00 250009000.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.27% 05574RB46 Certificate of Deposit First Tier Security 2015-11-03 2015-11-03 N N N 456000000.00 456000000.00 0.0040 N 456017008.80 456017008.80 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.27% 13606J4G1 Certificate of Deposit First Tier Security 2015-10-27 2015-10-27 N N N 750000000.00 750000000.00 0.0065 N 750077100.00 750077100.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.37% 13606YPQ3 Certificate of Deposit First Tier Security 2015-09-03 2015-10-05 N N N 405000000.00 405000000.00 0.0035 N 404993115.00 404993115.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.37% 13606JXV6 Certificate of Deposit First Tier Security 2015-09-08 2015-10-02 N N N 403000000.00 403000000.00 0.0035 N 402996373.00 402996373.00 Credit Agricole CIB Credit Agricole CIB, 0.30% 22533MM32 Certificate of Deposit First Tier Security 2015-09-01 2015-09-01 N N N 950000000.00 950000000.00 0.0083 N 950003420.00 950003420.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.16% 22536TRK1 Certificate of Deposit First Tier Security 2015-09-02 2015-09-02 N N N 2435000000.00 2435000000.00 0.0212 N 2435003409.00 2435003409.00 Credit Suisse AG Credit Suisse AG, 0.28% 22549VZX4 Certificate of Deposit First Tier Security 2015-10-05 2015-10-05 N N N 1000000000.00 1000000000.00 0.0087 N 1000075600.00 1000075600.00 Credit Suisse AG Credit Suisse AG, 0.29% 22549VU76 Certificate of Deposit First Tier Security 2015-11-03 2015-11-03 N N N 550000000.00 550000000.00 0.0048 N 550017545.00 550017545.00 Credit Suisse AG Credit Suisse AG, 0.32% 22549VSK0 Certificate of Deposit First Tier Security 2015-09-10 2015-10-07 N N N 400000000.00 400000000.00 0.0035 N 399991200.00 399991200.00 Credit Suisse AG Credit Suisse AG, 0.35% 22549VKB8 Certificate of Deposit First Tier Security 2015-09-09 2015-10-09 N N N 842000000.00 842000000.00 0.0073 N 841987370.00 841987370.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.26% 23290QL27 Certificate of Deposit First Tier Security 2015-10-30 2015-10-30 N N N 875000000.00 875000000.00 0.0076 N 875131162.50 875131162.50 KBC Bank NV KBC Bank NV, 0.15% 4823T03Q0 Certificate of Deposit First Tier Security 2015-09-08 2015-09-08 N N N 416000000.00 416000000.00 0.0036 N 416000000.00 416000000.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.18% 51489KPY8 Certificate of Deposit First Tier Security 2015-09-01 2015-09-01 N N N 393000000.00 393000000.00 0.0034 N 393000196.50 393000196.50 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.27% 51489KPE2 Certificate of Deposit First Tier Security 2015-09-03 2015-09-03 N N N 821000000.00 821000000.00 0.0072 N 821007224.80 821007224.80 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.27% 51489KPM4 Certificate of Deposit First Tier Security 2015-09-10 2015-09-10 N N N 363000000.00 363000000.00 0.0032 N 363009365.40 363009365.40 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.27% 51489KPP7 Certificate of Deposit First Tier Security 2015-09-16 2015-09-16 N N N 1115000000.00 1115000000.00 0.0097 N 1115041143.50 1115041143.50 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.28% 51489KQA9 Certificate of Deposit First Tier Security 2015-09-18 2015-09-18 N N N 553000000.00 553000000.00 0.0048 N 553024885.00 553024885.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.30% 51489KQC5 Certificate of Deposit First Tier Security 2015-10-01 2015-10-01 N N N 744000000.00 744000000.00 0.0065 N 744056395.20 744056395.20 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60682AYB6 Certificate of Deposit First Tier Security 2015-10-07 2015-10-07 N N N 100000000.00 100000000.00 0.0009 N 100009340.00 100009340.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60689DDF7 Certificate of Deposit First Tier Security 2015-09-04 2015-09-04 N N N 484000000.00 484000000.00 0.0042 N 484006050.00 484006050.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60689DDP5 Certificate of Deposit First Tier Security 2015-09-08 2015-09-08 N N N 50000000.00 50000000.00 0.0004 N 50001185.00 50001185.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60689DDY6 Certificate of Deposit First Tier Security 2015-09-17 2015-09-17 N N N 550000000.00 550000000.00 0.0048 N 550023870.00 550023870.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60689DEJ8 Certificate of Deposit First Tier Security 2015-09-18 2015-09-18 N N N 243000000.00 243000000.00 0.0021 N 243010910.70 243010910.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.34% 60689DFZ1 Certificate of Deposit First Tier Security 2015-10-19 2015-10-19 N N N 428000000.00 428000000.00 0.0037 N 428051146.00 428051146.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.35% 60689DGH0 Certificate of Deposit First Tier Security 2015-10-26 2015-10-26 N N N 493000000.00 493000000.00 0.0043 N 493066555.00 493066555.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873FVE5 Certificate of Deposit First Tier Security 2015-09-08 2015-09-08 N N N 1704000000.00 1704000000.00 0.0149 N 1704000000.00 1704000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.15% 63873FUV8 Certificate of Deposit First Tier Security 2015-09-01 2015-09-01 N N N 2521000000.00 2521000000.00 0.0220 N 2521002773.10 2521002773.10 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.30% 63873FFM5 Certificate of Deposit First Tier Security 2015-09-23 2015-10-23 Y NATIXIS NY BRH N/A N/A N N 669000000.00 669000000.00 0.0058 N 668963874.00 668963874.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873FRF7 Certificate of Deposit First Tier Security 2015-09-01 2015-09-01 N N N 854000000.00 854000000.00 0.0074 N 854004697.00 854004697.00 Royal Bank of Canada Royal Bank of Canada, 0.28% 78009NSG2 Certificate of Deposit First Tier Security 2015-09-10 2015-11-10 N N N 238000000.00 238000000.00 0.0021 N 237988814.00 237988814.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.27% 83051H3R5 Certificate of Deposit First Tier Security 2015-10-23 2015-10-23 N N N 1101000000.00 1101000000.00 0.0096 N 1101184637.70 1101184637.70 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.33% 83051H3H7 Certificate of Deposit First Tier Security 2015-10-15 2015-10-15 N N N 400000000.00 400000000.00 0.0035 N 400094920.00 400094920.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.15% 86563RX37 Certificate of Deposit First Tier Security 2015-09-01 2015-09-01 N N N 457600000.00 457600000.00 0.0040 N 457599862.72 457599862.72 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.29% 86563RQF8 Certificate of Deposit First Tier Security 2015-09-03 2015-09-03 N N N 64000000.00 64000000.00 0.0006 N 64000672.00 64000672.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.29% 86563RQM3 Certificate of Deposit First Tier Security 2015-09-15 2015-09-15 N N N 432300000.00 432300000.00 0.0038 N 432319799.34 432319799.34 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.29% 86563RTG3 Certificate of Deposit First Tier Security 2015-09-18 2015-09-18 N N N 319000000.00 319000000.00 0.0028 N 319016875.10 319016875.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.29% 86563RRG5 Certificate of Deposit First Tier Security 2015-09-21 2015-09-21 N N N 474000000.00 474000000.00 0.0041 N 474028155.60 474028155.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86563RTX6 Certificate of Deposit First Tier Security 2015-09-25 2015-09-25 N N N 358000000.00 358000000.00 0.0031 N 358026563.60 358026563.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86563RUY2 Certificate of Deposit First Tier Security 2015-10-02 2015-10-02 N N N 396000000.00 396000000.00 0.0035 N 396037620.00 396037620.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86563RZT8 Certificate of Deposit First Tier Security 2015-10-15 2015-10-15 N N N 275000000.00 275000000.00 0.0024 N 275030827.50 275030827.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86563RZU5 Certificate of Deposit First Tier Security 2015-10-16 2015-10-16 N N N 295000000.00 295000000.00 0.0026 N 295033453.00 295033453.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86563RJ74 Certificate of Deposit First Tier Security 2015-10-23 2015-10-23 N N N 750000000.00 750000000.00 0.0065 N 750087150.00 750087150.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.33% 86563RWY0 Certificate of Deposit First Tier Security 2015-10-15 2015-10-15 N N N 400000000.00 400000000.00 0.0035 N 400054920.00 400054920.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.35% 86563RYJ1 Certificate of Deposit First Tier Security 2015-10-26 2015-10-26 N N N 500000000.00 500000000.00 0.0044 N 500089300.00 500089300.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562JCD7 Certificate of Deposit First Tier Security 2015-09-15 2015-10-15 N N N 890000000.00 890000000.00 0.0078 N 889983980.00 889983980.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.29% 86563KYU1 Certificate of Deposit First Tier Security 2015-09-11 2015-09-11 N N N 1244000000.00 1244000000.00 0.0109 N 1244043664.40 1244043664.40 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.31% 86563KA78 Certificate of Deposit First Tier Security 2015-10-05 2015-10-05 N N N 711000000.00 711000000.00 0.0062 N 711071100.00 711071100.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.23% 86958DWN8 Certificate of Deposit First Tier Security 2015-10-02 2015-10-02 N N N 393000000.00 393001691.08 0.0034 N 393017763.60 393017763.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.24% 86958DWM0 Certificate of Deposit First Tier Security 2015-10-09 2015-10-09 N N N 393000000.00 393002072.84 0.0034 N 393020829.00 393020829.00 Swedbank AB Swedbank AB, 0.26% 87019TZ96 Certificate of Deposit First Tier Security 2015-10-16 2015-10-16 N N N 393000000.00 393000000.00 0.0034 N 393054705.60 393054705.60 Swedbank AB Swedbank AB, 0.26% 87019T2A9 Certificate of Deposit First Tier Security 2015-10-23 2015-10-23 N N N 393000000.00 393000000.00 0.0034 N 393060718.50 393060718.50 Swedbank AB Swedbank AB, 0.26% 87019T2D3 Certificate of Deposit First Tier Security 2015-10-30 2015-10-30 N N N 401000000.00 401000000.00 0.0035 N 401066726.40 401066726.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.28% 89112UYU9 Certificate of Deposit First Tier Security 2015-09-03 2015-10-05 N N N 700000000.00 700000000.00 0.0061 N 699987400.00 699987400.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.28% 89112UYQ8 Certificate of Deposit First Tier Security 2015-09-08 2015-10-06 N N N 9000000.00 9000000.00 0.0001 N 8999802.00 8999802.00 UBS AG UBS AG, 0.29% 90267RU49 Certificate of Deposit First Tier Security 2015-10-15 2015-10-15 N N N 553000000.00 553000000.00 0.0048 N 553044737.70 553044737.70 UBS AG UBS AG, 0.32% 90267RR43 Certificate of Deposit First Tier Security 2015-09-09 2015-10-09 N N N 400000000.00 400000000.00 0.0035 N 399990800.00 399990800.00 HSBC Bank PLC HSBC Bank PLC, 0.29% 35X99QBL7 0001140465 Certificate of Deposit First Tier Security 2015-09-17 2015-09-17 N N N 250000000.00 250000000.00 0.0022 N 250006700.00 250006700.00 HSBC Bank PLC HSBC Bank PLC, 0.29% 35X99QBM5 0001140465 Certificate of Deposit First Tier Security 2015-09-17 2015-09-17 N N N 125000000.00 125000000.00 0.0011 N 125003350.00 125003350.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 18G993FQ8 0001462160 Certificate of Deposit First Tier Security 2015-10-09 2015-10-09 N N N 157000000.00 157000000.00 0.0014 N 157016626.30 157016626.30 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 18G993FS4 0001462160 Certificate of Deposit First Tier Security 2015-10-13 2015-10-13 N N N 137000000.00 136950490.58 0.0012 N 136964503.30 136964503.30 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 18G993FT2 0001462160 Certificate of Deposit First Tier Security 2015-10-14 2015-10-14 N N N 150000000.00 149944502.95 0.0013 N 149959860.00 149959860.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 18G993FU9 0001462160 Certificate of Deposit First Tier Security 2015-10-15 2015-10-15 N N N 262000000.00 261900810.86 0.0023 N 261927976.20 261927976.20 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 18G993FV7 0001462160 Certificate of Deposit First Tier Security 2015-10-16 2015-10-16 N N N 168000000.00 167934951.13 0.0015 N 167952573.60 167952573.60 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 18G993FX3 0001462160 Certificate of Deposit First Tier Security 2015-10-29 2015-10-29 N N N 152000000.00 151924143.65 0.0013 N 151940492.00 151940492.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 18G993FY1 0001462160 Certificate of Deposit First Tier Security 2015-10-30 2015-10-30 N N N 152000000.00 151922836.21 0.0013 N 151939230.40 151939230.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 39K99HJL5 0000833029 Certificate of Deposit First Tier Security 2015-09-23 2015-09-23 N N N 279000000.00 279000000.00 0.0024 N 279021343.50 279021343.50 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 39K99HJN1 0000833029 Certificate of Deposit First Tier Security 2015-09-25 2015-09-25 N N N 94000000.00 94000000.00 0.0008 N 94007820.80 94007820.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 39K99HJP6 0000833029 Certificate of Deposit First Tier Security 2015-09-30 2015-09-30 N N N 235000000.00 235000000.00 0.0020 N 235023453.00 235023453.00 Rabobank Nederland Rabobank Nederland, 0.25% 75299YGD3 0001098062 Certificate of Deposit First Tier Security 2015-11-05 2015-11-05 N N N 1021000000.00 1021000000.00 0.0089 N 1020973454.00 1020973454.00 Rabobank Nederland Rabobank Nederland, 0.25% 75299YGC5 0001098062 Certificate of Deposit First Tier Security 2015-11-06 2015-11-06 N N N 1000000000.00 1000000000.00 0.0087 N 999969800.00 999969800.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.27% 865997LD0 0001046017 Certificate of Deposit First Tier Security 2015-10-27 2015-10-27 N N N 158000000.00 158000000.00 0.0014 N 158008453.00 158008453.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.27% 865997LE8 0001046017 Certificate of Deposit First Tier Security 2015-11-05 2015-11-05 N N N 158000000.00 158000000.00 0.0014 N 158002828.20 158002828.20 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 865997KM1 0001046017 Certificate of Deposit First Tier Security 2015-10-06 2015-10-06 N N N 158000000.00 158000000.00 0.0014 N 158014488.60 158014488.60 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.31% 865997KB5 0001046017 Certificate of Deposit First Tier Security 2015-09-21 2015-09-21 N N N 86000000.00 86000000.00 0.0008 N 86006106.00 86006106.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.34% 865997KJ8 0001046017 Certificate of Deposit First Tier Security 2015-10-19 2015-10-19 N N N 85000000.00 85000000.00 0.0007 N 85013268.50 85013268.50 Wells Fargo Bank NA Wells Fargo Bank NA, 0.28% 94988EEE4 Certificate of Deposit First Tier Security 2015-09-02 2015-09-02 N N N 1000000000.00 1000000000.00 0.0087 N 1000000000.00 1000000000.00 Fannie Mae Fannie Mae, 0.21% 3135G0B44 Government Agency Debt First Tier Security 2015-09-26 2017-01-26 N N N 500000000.00 499928394.00 0.0044 N 500453000.00 500453000.00 Fannie Mae Fannie Mae, 0.24% 313588SF3 Government Agency Debt First Tier Security 2016-01-25 2016-01-25 N N N 1112000000.00 1110917642.05 0.0097 N 1111025888.00 1111025888.00 Fannie Mae Fannie Mae, 0.25% 313588SN6 Government Agency Debt First Tier Security 2016-02-01 2016-02-01 N N N 450000000.00 449521875.09 0.0039 N 449500950.00 449500950.00 Fannie Mae Fannie Mae, 0.26% 313588SV8 Government Agency Debt First Tier Security 2016-02-08 2016-02-08 N N N 500000000.00 499422222.10 0.0044 N 499422220.00 499422220.00 Fannie Mae Fannie Mae, 0.28% 313588TM7 Government Agency Debt First Tier Security 2016-02-24 2016-02-24 N N N 260778000.00 260421023.91 0.0023 N 260445247.27 260445247.27 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EE2V1 Government Agency Debt First Tier Security 2015-09-06 2016-07-06 N N N 105000000.00 104995674.00 0.0009 N 105006930.00 105006930.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.16% 3133EEM80 Government Agency Debt First Tier Security 2015-09-20 2016-06-20 N N N 200000000.00 199997397.68 0.0017 N 200028400.00 200028400.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133EDUG5 Government Agency Debt First Tier Security 2015-09-15 2016-09-15 N N N 370000000.00 369951746.60 0.0032 N 370146890.00 370146890.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.21% 3133EDFH0 Government Agency Debt First Tier Security 2015-09-18 2016-07-18 N N N 78365000.00 78400331.00 0.0007 N 78413037.75 78413037.75 Federal Home Loan Bank Federal Home Loan Bank, 0.00% 3130A6EX1 Government Agency Debt First Tier Security 2015-09-01 2016-09-01 N N N 250000000.00 250000000.00 0.0022 N 250086750.00 250086750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.00% 3130A6EY9 Government Agency Debt First Tier Security 2015-09-08 2016-09-08 N N N 250000000.00 250000000.00 0.0022 N 250087500.00 250087500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A5HW2 Government Agency Debt First Tier Security 2015-09-02 2016-03-02 N N N 663000000.00 663000000.00 0.0058 N 663032487.00 663032487.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A6BQ9 Government Agency Debt First Tier Security 2015-09-18 2016-02-18 N N N 170000000.00 169977837.82 0.0015 N 170000000.00 170000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5HD4 Government Agency Debt First Tier Security 2015-09-01 2016-06-01 N N N 855000000.00 855000000.00 0.0075 N 855126540.00 855126540.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5AC3 Government Agency Debt First Tier Security 2015-09-04 2016-05-04 N N N 350000000.00 349981490.88 0.0031 N 349882750.00 349882750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5VQ9 Government Agency Debt First Tier Security 2015-09-08 2016-07-08 N N N 582000000.00 582000000.00 0.0051 N 582062274.00 582062274.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A6BK2 Government Agency Debt First Tier Security 2015-09-13 2016-08-11 N N N 291000000.00 291000000.00 0.0025 N 291016005.00 291016005.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A6AZ0 Government Agency Debt First Tier Security 2015-09-17 2016-08-17 N N N 196000000.00 196000000.00 0.0017 N 195953940.00 195953940.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A6BH9 Government Agency Debt First Tier Security 2015-09-17 2016-08-17 N N N 500000000.00 500000000.00 0.0044 N 499883000.00 499883000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5R50 Government Agency Debt First Tier Security 2015-10-02 2016-07-01 N N N 235000000.00 234980427.41 0.0020 N 234977675.00 234977675.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5VX4 Government Agency Debt First Tier Security 2015-10-17 2016-10-17 N N N 291000000.00 290966788.87 0.0025 N 290891748.00 290891748.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5VY2 Government Agency Debt First Tier Security 2015-09-15 2016-07-15 N N N 291000000.00 291000000.00 0.0025 N 291017169.00 291017169.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5X79 Government Agency Debt First Tier Security 2015-09-17 2017-01-17 N N N 331000000.00 330930771.08 0.0029 N 331008275.00 331008275.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5W21 Government Agency Debt First Tier Security 2015-09-17 2017-01-17 N N N 250000000.00 249965143.80 0.0022 N 250024500.00 250024500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A6BJ5 Government Agency Debt First Tier Security 2015-09-19 2016-08-19 N N N 163000000.00 163000000.00 0.0014 N 163008150.00 163008150.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5RP6 Government Agency Debt First Tier Security 2015-09-23 2016-06-23 N N N 210000000.00 210000000.00 0.0018 N 210021210.00 210021210.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5W70 Government Agency Debt First Tier Security 2015-10-20 2017-01-20 N N N 500000000.00 499894802.10 0.0044 N 499879500.00 499879500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5W62 Government Agency Debt First Tier Security 2015-10-23 2017-01-23 N N N 82000000.00 81982645.46 0.0007 N 81979664.00 81979664.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A6DV6 Government Agency Debt First Tier Security 2015-09-02 2016-06-02 N N N 250000000.00 250000000.00 0.0022 N 250046500.00 250046500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A5J34 Government Agency Debt First Tier Security 2015-09-03 2016-12-02 N N N 166000000.00 166000000.00 0.0014 N 166061752.00 166061752.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A3GT5 Government Agency Debt First Tier Security 2015-09-07 2016-06-07 N N N 200000000.00 199978979.64 0.0017 N 199968000.00 199968000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A4Z39 Government Agency Debt First Tier Security 2015-09-20 2016-04-20 N N N 221750000.00 221743477.04 0.0019 N 221750665.25 221750665.25 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A5Q85 Government Agency Debt First Tier Security 2015-09-20 2016-06-20 N N N 196000000.00 196000000.00 0.0017 N 196028028.00 196028028.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A5W39 Government Agency Debt First Tier Security 2015-09-24 2017-01-24 N N N 40000000.00 39994345.55 0.0003 N 40003680.00 40003680.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A6DW4 Government Agency Debt First Tier Security 2015-09-25 2016-05-25 N N N 250000000.00 250000000.00 0.0022 N 250044750.00 250044750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A6E45 Government Agency Debt First Tier Security 2015-09-26 2016-05-26 N N N 375000000.00 375000000.00 0.0033 N 375083250.00 375083250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A6DD6 Government Agency Debt First Tier Security 2015-09-26 2016-05-26 N N N 985000000.00 985000000.00 0.0086 N 985183210.00 985183210.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A6E52 Government Agency Debt First Tier Security 2015-10-01 2016-06-01 N N N 225000000.00 225000000.00 0.0020 N 225050175.00 225050175.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384PZ6 Government Agency Debt First Tier Security 2015-12-02 2015-12-02 N N N 250000000.00 249897776.35 0.0022 N 249891500.00 249891500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313384QG7 Government Agency Debt First Tier Security 2015-12-09 2015-12-09 N N N 210000000.00 209902100.02 0.0018 N 209901720.00 209901720.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313384RJ0 Government Agency Debt First Tier Security 2016-01-04 2016-01-04 N N N 68000000.00 67959861.14 0.0006 N 67949000.00 67949000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A2CJ3 Government Agency Debt First Tier Security 2015-09-09 2016-06-09 N N N 250000000.00 249975053.05 0.0022 N 250065750.00 250065750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A56Y0 Government Agency Debt First Tier Security 2015-10-27 2016-10-27 N N N 564000000.00 563899637.78 0.0049 N 564002820.00 564002820.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5LJ6 Government Agency Debt First Tier Security 2015-12-11 2015-12-11 N N N 500000000.00 499964790.70 0.0044 N 499970000.00 499970000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313384QJ1 Government Agency Debt First Tier Security 2015-12-11 2015-12-11 N N N 250000000.00 249873750.00 0.0022 N 249880750.00 249880750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5WU9 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 157000000.00 156986087.54 0.0014 N 156920715.00 156920715.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5WG0 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 196000000.00 195982631.58 0.0017 N 195901020.00 195901020.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5XH7 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 325000000.00 324971173.93 0.0028 N 324835875.00 324835875.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5Y94 Government Agency Debt First Tier Security 2016-01-21 2016-01-21 N N N 393000000.00 392966734.75 0.0034 N 392779134.00 392779134.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5ZC6 Government Agency Debt First Tier Security 2016-01-22 2016-01-22 N N N 103000000.00 102988392.91 0.0009 N 102940569.00 102940569.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5YR4 Government Agency Debt First Tier Security 2016-01-22 2016-01-22 N N N 458000000.00 457955506.77 0.0040 N 457738024.00 457738024.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A3T53 Government Agency Debt First Tier Security 2015-09-23 2016-12-23 N N N 545000000.00 544909755.63 0.0048 N 545226175.00 545226175.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A3FR0 Government Agency Debt First Tier Security 2015-11-06 2016-05-06 N N N 354000000.00 353974702.45 0.0031 N 353952210.00 353952210.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A5NZ8 Government Agency Debt First Tier Security 2015-12-17 2015-12-17 N N N 250000000.00 249983084.65 0.0022 N 249970750.00 249970750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A5QC6 Government Agency Debt First Tier Security 2015-12-18 2015-12-18 N N N 250000000.00 249990296.25 0.0022 N 249974500.00 249974500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A5J26 Government Agency Debt First Tier Security 2015-12-21 2015-12-21 N N N 293000000.00 292966382.00 0.0026 N 292929973.00 292929973.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A5ZL6 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 360000000.00 359950498.85 0.0031 N 359775720.00 359775720.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% to 0.20% 3130A5ZR3 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 834000000.00 833867501.42 0.0073 N 833480418.00 833480418.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A3G99 Government Agency Debt First Tier Security 2015-11-10 2016-05-10 N N N 352000000.00 351962111.85 0.0031 N 351895808.00 351895808.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A3GR9 Government Agency Debt First Tier Security 2015-11-12 2016-05-12 N N N 200000000.00 199978301.80 0.0017 N 199962400.00 199962400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384QF9 Government Agency Debt First Tier Security 2015-12-08 2015-12-08 N N N 762000000.00 761614766.33 0.0066 N 761647194.00 761647194.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5GH6 Government Agency Debt First Tier Security 2016-01-04 2016-01-04 N N N 250000000.00 249974997.15 0.0022 N 249906500.00 249906500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5GP8 Government Agency Debt First Tier Security 2016-01-04 2016-01-04 N N N 250000000.00 249971260.15 0.0022 N 249906500.00 249906500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5J67 Government Agency Debt First Tier Security 2016-01-11 2016-01-11 N N N 136000000.00 135978614.79 0.0012 N 135936352.00 135936352.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5J59 Government Agency Debt First Tier Security 2016-01-11 2016-01-11 N N N 250000000.00 249960676.75 0.0022 N 249882750.00 249882750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5J42 Government Agency Debt First Tier Security 2016-01-11 2016-01-11 N N N 100000000.00 99984275.58 0.0009 N 99953200.00 99953200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384SA8 Government Agency Debt First Tier Security 2016-01-20 2016-01-20 N N N 86313000.00 86247078.43 0.0008 N 86239979.20 86239979.20 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384SC4 Government Agency Debt First Tier Security 2016-01-22 2016-01-22 N N N 484000000.00 483625104.00 0.0042 N 483584728.00 483584728.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A63Y1 Government Agency Debt First Tier Security 2016-01-29 2016-01-29 N N N 442000000.00 441938005.88 0.0039 N 441663638.00 441663638.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A5QD4 Government Agency Debt First Tier Security 2016-01-20 2016-01-20 N N N 280000000.00 279973995.34 0.0024 N 279884640.00 279884640.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313384SH3 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 648000000.00 647413921.93 0.0056 N 647424576.00 647424576.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313384SQ3 Government Agency Debt First Tier Security 2016-02-03 2016-02-03 N N N 404000000.00 403619061.54 0.0035 N 403545904.00 403545904.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A5HE2 Government Agency Debt First Tier Security 2016-02-29 2016-02-29 N N N 213000000.00 212958030.91 0.0019 N 212828535.00 212828535.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313384SX8 Government Agency Debt First Tier Security 2016-02-10 2016-02-10 N N N 591000000.00 590347417.80 0.0051 N 590306166.00 590306166.00 Federal Home Loan Bank Federal Home Loan Bank, 0.28% 313384SZ3 Government Agency Debt First Tier Security 2016-02-12 2016-02-12 N N N 1000000.00 998724.44 0.0000 N 998811.00 998811.00 Federal Home Loan Bank Federal Home Loan Bank, 0.28% to 0.30% 313384TM1 Government Agency Debt First Tier Security 2016-02-24 2016-02-24 N N N 521000000.00 520263928.86 0.0045 N 520335204.00 520335204.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384TE9 Government Agency Debt First Tier Security 2016-02-17 2016-02-17 N N N 440000000.00 439382399.87 0.0038 N 439461000.00 439461000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384UC1 Government Agency Debt First Tier Security 2016-03-10 2016-03-10 N N N 100000000.00 99840833.30 0.0009 N 99855700.00 99855700.00 Freddie Mac Freddie Mac, 0.14% 3134G7SG7 Government Agency Debt First Tier Security 2015-09-17 2016-08-17 N N N 350000000.00 350000000.00 0.0031 N 349919850.00 349919850.00 Freddie Mac Freddie Mac, 0.16% 3134G7TF8 Government Agency Debt First Tier Security 2015-09-24 2016-08-24 N N N 510000000.00 510000000.00 0.0044 N 510077010.00 510077010.00 Freddie Mac Freddie Mac, 0.18% 3134G5UB9 Government Agency Debt First Tier Security 2015-09-12 2016-12-12 N N N 250000000.00 249951116.10 0.0022 N 250138750.00 250138750.00 Freddie Mac Freddie Mac, 0.20% 3134G5Z24 Government Agency Debt First Tier Security 2015-09-12 2017-01-12 N N N 500000000.00 499930351.60 0.0044 N 499927500.00 499927500.00 Freddie Mac Freddie Mac, 0.20% 3134G6AE3 Government Agency Debt First Tier Security 2015-09-21 2016-07-21 N N N 500000000.00 499954557.10 0.0044 N 500286000.00 500286000.00 Freddie Mac Freddie Mac, 0.20% 3134G5PN9 Government Agency Debt First Tier Security 2015-11-14 2016-11-14 N N N 2000000000.00 1999627474.80 0.0174 N 1999988000.00 1999988000.00 Freddie Mac Freddie Mac, 0.26% 313396SX2 Government Agency Debt First Tier Security 2016-02-10 2016-02-10 N N N 102322000.00 102202283.24 0.0009 N 102201873.97 102201873.97 Freddie Mac Freddie Mac, 0.28% 313396TK9 Government Agency Debt First Tier Security 2016-02-22 2016-02-22 N N N 149316000.00 149113925.76 0.0013 N 149127563.21 149127563.21 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.31% 00084CY22 Financial Company Commercial Paper First Tier Security 2015-11-02 2015-11-02 N N N 154000000.00 153917781.13 0.0013 N 153945022.00 153945022.00 Credit Agricole CIB Credit Agricole CIB, 0.15% 22533UW41 Financial Company Commercial Paper First Tier Security 2015-09-04 2015-09-04 N N N 307000000.00 306996162.44 0.0027 N 306994167.00 306994167.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.28% 5148X1WE9 Financial Company Commercial Paper First Tier Security 2015-09-14 2015-09-14 N N N 700000000.00 699929222.16 0.0061 N 699950160.00 699950160.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.30% 5148X1WQ2 Financial Company Commercial Paper First Tier Security 2015-09-24 2015-09-24 N N N 1000000000.00 999808333.20 0.0087 N 999866700.00 999866700.00 Lloyds Bank PLC Lloyds Bank PLC, 0.25% 53943SXG7 Financial Company Commercial Paper First Tier Security 2015-10-16 2015-10-16 N N N 600000000.00 599812500.12 0.0052 N 599837460.00 599837460.00 Nationwide Building Society Nationwide Building Society, 0.40% 6385E1YD7 Financial Company Commercial Paper First Tier Security 2015-11-13 2015-11-13 N N N 173000000.00 172859677.80 0.0015 N 172922115.40 172922115.40 Nationwide Building Society Nationwide Building Society, 0.44% 6385E1W31 Financial Company Commercial Paper First Tier Security 2015-09-03 2015-09-03 N N N 200000000.00 199995111.12 0.0017 N 199997660.00 199997660.00 Nationwide Building Society Nationwide Building Society, 0.44% 6385E1W49 Financial Company Commercial Paper First Tier Security 2015-09-04 2015-09-04 N N N 46000000.00 45998313.33 0.0004 N 45999282.40 45999282.40 Nationwide Building Society Nationwide Building Society, 0.44% 6385E1W80 Financial Company Commercial Paper First Tier Security 2015-09-08 2015-09-08 N N N 95000000.00 94991872.22 0.0008 N 94997045.50 94997045.50 Nationwide Building Society Nationwide Building Society, 0.44% 6385E1W98 Financial Company Commercial Paper First Tier Security 2015-09-09 2015-09-09 N N N 150000000.00 149985333.33 0.0013 N 149994750.00 149994750.00 Nationwide Building Society Nationwide Building Society, 0.44% 6385E1WB3 Financial Company Commercial Paper First Tier Security 2015-09-11 2015-09-11 N N N 81000000.00 80990100.00 0.0007 N 80996533.20 80996533.20 Nationwide Building Society Nationwide Building Society, 0.44% 6385E1WE7 Financial Company Commercial Paper First Tier Security 2015-09-14 2015-09-14 N N N 81000000.00 80987129.99 0.0007 N 80995593.60 80995593.60 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.23% 86960KX23 Financial Company Commercial Paper First Tier Security 2015-10-02 2015-10-02 N N N 384000000.00 383923946.65 0.0033 N 383937177.60 383937177.60 Gotham Funding Corp. Gotham Funding Corp., 0.21% 38346MW83 Asset Backed Commercial Paper First Tier Security 2015-09-08 2015-09-08 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 100000000.00 99995916.68 0.0009 N 99996220.00 99996220.00 Gotham Funding Corp. Gotham Funding Corp., 0.21% 38346MWH3 Asset Backed Commercial Paper First Tier Security 2015-09-17 2015-09-17 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 79000000.00 78992626.68 0.0007 N 78993545.70 78993545.70 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.32% 82124MXD7 Asset Backed Commercial Paper First Tier Security 2015-10-13 2015-10-13 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 192000000.00 191928320.03 0.0017 N 191939232.00 191939232.00 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.32% 82124MXE5 Asset Backed Commercial Paper First Tier Security 2015-10-14 2015-10-14 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 300000000.00 299885333.40 0.0026 N 299902110.00 299902110.00 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.33% 82124MXL9 Asset Backed Commercial Paper First Tier Security 2015-10-20 2015-10-20 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 250000000.00 249887708.30 0.0022 N 249901725.00 249901725.00 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.33% 82124MXP0 Asset Backed Commercial Paper First Tier Security 2015-10-23 2015-10-23 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 250000000.00 249880833.30 0.0022 N 249892900.00 249892900.00 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.33% 82124MXS4 Asset Backed Commercial Paper First Tier Security 2015-10-26 2015-10-26 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 222000000.00 221888075.01 0.0019 N 221896747.80 221896747.80 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.33% 82124MXT2 Asset Backed Commercial Paper First Tier Security 2015-10-27 2015-10-27 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 164000000.00 163915813.29 0.0014 N 163921575.20 163921575.20 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.33% 82124MXU9 Asset Backed Commercial Paper First Tier Security 2015-10-28 2015-10-28 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 200000000.00 199895500.04 0.0017 N 199901720.00 199901720.00 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.35% 82124MWA4 Asset Backed Commercial Paper First Tier Security 2015-09-10 2015-09-10 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 206000000.00 205981975.00 0.0018 N 205990276.80 205990276.80 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.35% 82124MWB2 Asset Backed Commercial Paper First Tier Security 2015-09-11 2015-09-11 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 204000000.00 203980166.67 0.0018 N 203989412.40 203989412.40 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.35% 82124MWH9 Asset Backed Commercial Paper First Tier Security 2015-09-17 2015-09-17 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 206000000.00 205967955.55 0.0018 N 205983169.80 205983169.80 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.35% 82124MWJ5 Asset Backed Commercial Paper First Tier Security 2015-09-18 2015-09-18 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 206000000.00 205965952.77 0.0018 N 205981975.00 205981975.00 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.40% 82124MWP1 Asset Backed Commercial Paper First Tier Security 2015-09-23 2015-09-23 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 205000000.00 204949888.90 0.0018 N 204974990.00 204974990.00 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.40% 82124MWQ9 Asset Backed Commercial Paper First Tier Security 2015-09-24 2015-09-24 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 205000000.00 204947611.10 0.0018 N 204973083.50 204973083.50 Caisse centrale Desjardins Caisse centrale Desjardins, 0.23% 1280C3X51 Other Commercial Paper First Tier Security 2015-10-05 2015-10-05 N N N 200000000.00 199956555.56 0.0017 N 199966360.00 199966360.00 Caisse centrale Desjardins Caisse centrale Desjardins, 0.23% 1280C3X93 Other Commercial Paper First Tier Security 2015-10-09 2015-10-09 N N N 43000000.00 42989560.55 0.0004 N 42991799.90 42991799.90 Caisse centrale Desjardins Caisse centrale Desjardins, 0.25% 1280C3Y43 Other Commercial Paper First Tier Security 2015-11-04 2015-11-04 N N N 79000000.00 78964888.89 0.0007 N 78970477.70 78970477.70 Caisse centrale Desjardins Caisse centrale Desjardins, 0.25% 1280C3Y92 Other Commercial Paper First Tier Security 2015-11-09 2015-11-09 N N N 118000000.00 117943458.32 0.0010 N 117951124.40 117951124.40 Danaher Corp. Danaher Corp., 0.35% 23585MXK7 Other Commercial Paper First Tier Security 2015-10-19 2015-10-19 N N N 205000000.00 204904333.31 0.0018 N 204948381.00 204948381.00 Danaher Corp. Danaher Corp., 0.35% 23585MXK7 Other Commercial Paper First Tier Security 2015-10-19 2015-10-19 N N N 164000000.00 163923466.61 0.0014 N 163958704.80 163958704.80 U.S. Treasury Bills U.S. Treasury Bills, 0.27% 912796FZ7 Treasury Debt First Tier Security 2016-03-03 2016-03-03 N N N 500000000.00 499317500.02 0.0044 N 499324500.00 499324500.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828PS3 Treasury Debt First Tier Security 2016-01-31 2016-01-31 N N N 828000000.00 834210028.38 0.0073 N 833886252.00 833886252.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% 912828US7 Treasury Debt First Tier Security 2016-03-15 2016-03-15 N N N 250000000.00 250204166.65 0.0022 N 250074750.00 250074750.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% to 0.27% 912828EW6 Treasury Debt First Tier Security 2016-02-15 2016-02-15 N N N 897000000.00 914211646.26 0.0080 N 913888716.00 913888716.00 U.S. Treasury Notes U.S. Treasury Notes, 0.26% to 0.30% 912828PM6 Treasury Debt First Tier Security 2015-12-31 2015-12-31 N N N 657000000.00 661018351.34 0.0058 N 661012299.00 661012299.00 U.S. Treasury Notes U.S. Treasury Notes, 0.27% 912828C40 Treasury Debt First Tier Security 2016-03-31 2016-03-31 N N N 550000000.00 550319012.85 0.0048 N 550107250.00 550107250.00 U.S. Treasury Notes U.S. Treasury Notes, 0.27% 912828QA1 Treasury Debt First Tier Security 2016-03-31 2016-03-31 N N N 186000000.00 188118586.76 0.0016 N 188056230.00 188056230.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 0.32% 912828KR0 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 259000000.00 262941535.96 0.0023 N 262925404.00 262925404.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828QF0 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 225000000.00 227513076.93 0.0020 N 227425725.00 227425725.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.40% 25746UBZ1 Other Note Second Tier Security 2015-09-21 2015-10-14 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 330000000.00 330000000.00 0.0029 N 329941920.00 329941920.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.37% 86959JJQ2 Other Note First Tier Security 2015-09-15 2015-10-15 N N N 208000000.00 208000000.00 0.0018 N 207996256.00 207996256.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.39% 86959JJL3 Other Note First Tier Security 2015-09-25 2015-09-25 N N N 816000000.00 816000000.00 0.0071 N 815981232.00 815981232.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.19% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 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 Bank of New York Mellon (TD) Bank of New York Mellon (TD), 0.07% 71C99YDC6 Other Instrument Time Deposits First Tier Security 2015-09-01 2015-09-01 N N N 1900000000.00 1900000000.00 0.0166 N 1900000000.00 1900000000.00 Barclays Bank PLC Barclays Bank PLC, 0.16% 44T99LYW6 Other Instrument Time Deposits First Tier Security 2015-09-01 2015-09-01 N N N 3294000000.00 3294000000.00 0.0287 N 3294000000.00 3294000000.00 Credit Agricole CIB Credit Agricole CIB, 0.09% 44T99H8L8 Other Instrument Time Deposits First Tier Security 2015-09-01 2015-09-01 N N N 3320000000.00 3320000000.00 0.0290 N 3320000000.00 3320000000.00 DNB Bank ASA DNB Bank ASA, 0.13% 44V99B8Y0 Other Instrument Time Deposits First Tier Security 2015-09-01 2015-09-01 N N N 3590000000.00 3590000000.00 0.0313 N 3590000000.00 3590000000.00 Lloyds Bank PLC(TD) Lloyds Bank PLC(TD), 0.10% 44U998BB4 Other Instrument Time Deposits First Tier Security 2015-09-01 2015-09-01 N N N 416000000.00 416000000.00 0.0036 N 416000000.00 416000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.15%, dated 8/31/2015 due 09/01/2015 49Q99HDL4_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 Government Agency Debt 1210592867.98 1194121085.25 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2040-03-20 3 - 3 Government Agency Debt 1916107538.92 576414291.47 Unrated Security 2015-09-01 2015-09-01 N N N 1718959223.00 1718959222.71 0.0150 N 1718959222.71 1718959222.71 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.15%, dated 8/31/2015 due 09/01/2015 49Q99HDL4_07629 Government Agency Repurchase Agreement Y US TREASURY 2015-09-10 2044-11-15 0 - 9.25 Treasury Debt 43392302.99 44045286.18 FEDERAL FARM CREDIT 2023-08-17 2023-08-17 2.87 - 2.87 Government Agency Debt 104.17 104.08 FEDERAL HOME LOAN BANK 2016-06-13 2016-06-13 5.625 - 5.625 Government Agency Debt 785.34 825.96 FEDERAL HOME LOAN MORTGAGE CORP 2017-08-01 2048-04-25 0 - 8 Government Agency Debt 84521522.13 35595454.13 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-01 2048-03-01 0.49 - 7.5 Government Agency Debt 214570176.55 70233259.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-03-20 2045-07-20 0.603 - 7 Government Agency Debt 138008864.93 32407765.21 GINNIE MAE 2041-08-20 2041-10-20 3 - 3.5 Government Agency Debt 485096.96 265894.93 Unrated Security 2015-09-01 2015-09-01 N N N 178578656.00 178578656.42 0.0016 N 178578656.42 178578656.42 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.15%, dated 8/31/2015 due 09/01/2015 49Q99HDL4_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-09-03 2044-11-15 0 - 8.875 Treasury Debt 3516194.02 3528493.86 FEDERAL FARM CREDIT 2015-12-16 2039-08-03 0.65 - 5 Government Agency Debt 1082754.66 1104231.22 FEDERAL HOME LOAN BANK 2015-09-04 2035-08-08 0 - 5.375 Government Agency Debt 43728288.15 44182075.10 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-04 2045-05-01 0 - 4 Government Agency Debt 28975692.17 28711236.07 FEDERAL NATIONAL MORTGAGE ASSOC 2015-09-06 2045-09-01 0 - 5.375 Government Agency Debt 7395994.04 7379291.43 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-05-15 2045-08-20 2.5 - 9.5 Government Agency Debt 12467969.00 3032450.56 Unrated Security 2015-09-01 2015-09-01 N N N 86206581.00 86206580.88 0.0008 N 86206580.88 86206580.88 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.15%, dated 8/31/2015 due 09/01/2015 49Q99HDL4_55502 Government Agency Repurchase Agreement Y US TREASURY 2015-11-30 2045-05-15 0.25 - 9.25 Treasury Debt 69024086.89 72281820.22 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2048-06-01 1.179 - 9 Government Agency Debt 152142571.33 52955810.50 U.S. TREASURY 2016-01-31 2017-07-31 0 - 0.134 Treasury Debt 6257536.21 6256953.92 Unrated Security 2015-09-01 2015-09-01 N N N 128831425.00 128831424.79 0.0011 N 128831424.79 128831424.79 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.15%, dated 8/31/2015 due 09/01/2015 49Q99HDL4_53651 Government Agency Repurchase Agreement Y US TREASURY 2025-05-15 2025-05-15 2.125 - 2.125 Treasury Debt 37146381.40 37174888.02 FEDERAL HOME LOAN MORTGAGE CORP 2015-10-01 2045-08-01 1.895 - 10.5 Government Agency Debt 234764591.36 14354154.85 FEDERAL NATIONAL MORTGAGE ASSOC 2015-09-25 2048-08-01 1.902 - 10.5 Government Agency Debt 288202559.02 24807646.00 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-20 2065-08-20 1.216 - 5.555 Government Agency Debt 244803368.64 197568522.18 Unrated Security 2015-09-01 2015-09-01 N N N 268533499.00 268533499.44 0.0023 N 268533499.44 268533499.44 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.25% 49B99G9L7 0000812291 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2030-07-01 2045-08-01 2.336 - 3.945 Government Agency Debt 345625942.00 90228281.25 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2045-08-01 3 - 6.5 Government Agency Debt 261063019.00 268102036.83 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-08-20 2063-09-20 0.918 - 4 Government Agency Debt 11414000.00 10795942.16 First Tier Security 2015-09-08 2015-09-08 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 361000000.00 361000000.00 0.0031 N 361000000.00 361000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.15%, dated 8/31/2015 due 09/01/2015 49Q99HDL4_08126 Government Agency Repurchase Agreement Y US TREASURY 2015-11-12 2045-02-15 0 - 6.875 Treasury Debt 434793595.79 439981666.37 FEDERAL HOME LOAN MORTGAGE CORP 2018-12-25 2047-02-25 0 - 7.5 Government Agency Debt 255513712.20 154800742.35 FEDERAL NATIONAL MORTGAGE ASSOC 2021-08-01 2049-12-25 0 - 8.5 Government Agency Debt 828080670.73 375711216.84 GOVERNMENT NATIONAL MORTAGE ASSOC 2030-02-20 2045-05-20 1.5 - 4.5 Government Agency Debt 21136677.34 19969554.41 Unrated Security 2015-09-01 2015-09-01 N N N 969824035.00 969824034.88 0.0085 N 969824034.88 969824034.88 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 48P99SPS5 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-09-01 2045-08-01 2.229 - 6 Government Agency Debt 200767790.00 110060053.44 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2045-08-01 2.298 - 5.5 Government Agency Debt 199174109.00 139922019.25 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-06-20 2065-05-20 1.625 - 7 Government Agency Debt 142517074.00 81579162.86 First Tier Security 2015-09-08 2015-09-08 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 325000000.00 325000000.00 0.0028 N 325000000.00 325000000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.15%, dated 8/31/2015 due 09/01/2015 49Q99HDL4_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-06-23 2043-02-15 0 - 4 Treasury Debt 10127261.78 10353103.35 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-15 2045-09-01 0 - 7.5 Government Agency Debt 90931379.40 20968098.64 FEDERAL NATIONAL MORTGAGE ASSOC 2015-12-01 2045-09-01 0.52 - 8 Government Agency Debt 156645187.75 41633622.04 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-07-16 2045-08-20 0.453 - 5.5 Government Agency Debt 21554106.32 15050654.95 Unrated Security 2015-09-01 2015-09-01 N N N 86206581.00 86206580.88 0.0008 N 86206580.88 86206580.88 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.22% 48Y99URF6 0000315030 Other Repurchase Agreement N AR CAPITAL ACQ-UTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 158820.00 1572318.00 BROOKF 7.625%CRP-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 809238.00 17803236.00 DOMINION 16 UTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2100.00 118335.00 ENERGY TRANSFER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1530712.00 75862086.72 FRONTIER MCP-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 21738.00 2191190.40 HEALTH 6.5% CCPP-I 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1288.00 78271.76 KKR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 24441.00 486620.31 NEW GOLD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 122974.00 275461.76 NY CMN 6% BONUSES51 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1600.00 78640.00 NEXTERA UTS 15 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 524500.00 33473590.00 SOUTHWESTERN DEP-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 765675.00 28942515.00 SYNTHETIC BIOLOGICS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1200.00 2976.00 VEREIT 6.70% CRP-F 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 559593.00 13558938.39 5.5 ALLER CCP18 -A- 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 46112.00 48092049.28 CENTRAL EURO MEDI-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 859269.00 1838835.66 MAIDEN 7.25% MCP-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 337837.00 17236443.74 6% BD CONVERT 15/01 2049-01-01 2049-01-01 6 - 6 Other Instrument EQUITY 6011425.00 80673323.50 INTELSAT CPA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2377.00 66009.29 7.875 FIAT CH 16CV 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 802700.00 101011768.00 First Tier Security 2015-09-01 2015-09-01 N N N 392000000.00 392000000.00 0.0034 N 392000000.00 392000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.00% 48Y99UNR4 0000315030 Other Repurchase Agreement N ADAMS SQUARE FUNDING 2047-03-10 2047-03-10 7.311 - 7.311 Other Instrument ASSET BACKED 5000000.00 6996468.84 AIRPLANES PASS THRU TR 2019-03-15 2019-03-15 N/A Other Instrument ASSET BACKED 9550000.00 6759922.98 BAYVIEW FINANCIAL ACQUISITION TRUST 2037-08-28 2037-08-28 1.039 - 1.039 Other Instrument ASSET BACKED 25676000.00 8136784.31 CWCAPITAL COBALT 2045-05-25 2045-05-25 0.722 - 0.722 Other Instrument ASSET BACKED 7621978.00 4983979.38 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-12-15 2035-12-15 0.427 - 0.427 Other Instrument ASSET BACKED 90850000.00 8306597.61 GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2039-03-10 2039-03-10 5.554 - 5.554 Other Instrument MORTGAGE 21000000.00 7670036.49 COMMODORE CDO 2040-03-06 2040-03-06 3.279 - 3.279 Other Instrument ASSET BACKED 12250000.00 8304697.01 DAVIS SQUARE FUNDING 2042-02-02 2042-02-02 0.69 - 0.69 Other Instrument ASSET BACKED 15000000.00 8103417.52 DIOGENES CDO 2043-12-15 2043-12-15 N/A Other Instrument ASSET BACKED 245500000.00 7230501.20 DUKE FUNDING HG 2050-07-03 2050-07-03 0.804 - 0.804 Other Instrument ASSET BACKED 15000000.00 7142563.33 E TRADE ABS CDO 2046-10-06 2046-10-06 0.684 - 0.684 Other Instrument ASSET BACKED 15000000.00 7324413.54 GLACIER CDO 2041-11-04 2041-11-04 2.909 - 2.909 Other Instrument ASSET BACKED 12499421.00 7336719.61 GREENPOINT MORTGAGE-BACKED PASS-THROUGH CERTIFICATES 2036-02-25 2036-02-25 0.561 - 0.561 Other Instrument MORTGAGE 146575000.00 7777833.23 HIGHLAND PARK CDO 2051-11-25 2051-11-25 1.132 - 1.132 Other Instrument ASSET BACKED 15000000.00 7749774.57 INDEPENDENCE CDO 2035-12-30 2035-12-30 2.779 - 2.779 Other Instrument ASSET BACKED 10000000.00 6777247.79 ISCHUS CDO 2040-08-06 2040-08-06 3.041 - 3.041 Other Instrument ASSET BACKED 14000000.00 7458925.07 KODIAK CDO 2037-08-07 2037-08-07 0.887 - 0.887 Other Instrument ASSET BACKED 19484655.00 7880775.25 LAKESIDE CDO 2040-01-02 2040-01-02 1.313 - 1.313 Other Instrument ASSET BACKED 17250000.00 8113710.00 LEHMAN MORTGAGE TRUST 2037-01-25 2037-01-25 N/A Other Instrument MORTGAGE 115125000.00 7556452.22 MASTR ADJUSTABLE RATE MORTGAGES 2046-12-25 2046-12-25 2.18 - 2.18 Other Instrument MORTGAGE 28621000.00 7462069.28 MERRILL LYNCH MORTGAGE TRUST 2050-06-12 2050-06-12 6.032 - 6.032 Other Instrument MORTGAGE 17897180.00 7204623.91 MORGAN STANLEY CAPITAL I 2042-06-11 2042-06-11 5.821 - 5.821 Other Instrument MORTGAGE 10380000.00 8286086.84 MORGAN STANLEY CAPITAL I 2049-04-15 2049-04-15 5.902 - 5.902 Other Instrument MORTGAGE 12500000.00 8366152.82 N-STAR REAL ESTATE CDO 2052-08-07 2052-08-07 5.789 - 5.789 Other Instrument ASSET BACKED 11587991.00 7614925.45 SACO I TRUST 2035-09-25 2035-09-25 0.98 - 0.98 Other Instrument ASSET BACKED 30384000.00 7804177.64 SOUNDVIEW HOME LOAN TRUST 2036-06-25 2036-06-25 0.501 - 0.501 Other Instrument ASSET BACKED 17600000.00 8159563.79 TABERNA PREFERRED FUNDING 2035-11-05 2035-11-05 0.954 - 0.954 Other Instrument ASSET BACKED 13779000.00 6623961.91 TABERNA PREFERRED FUNDING 2036-12-05 2036-12-05 1.004 - 1.004 Other Instrument ASSET BACKED 19750000.00 6581112.67 TABERNA PREFERRED FUNDING 2036-08-05 2036-08-05 0.684 - 0.684 Other Instrument ASSET BACKED 15526461.00 8076728.74 TABERNA PREFERRED FUNDING 2038-05-05 2038-05-05 0.954 - 0.954 Other Instrument ASSET BACKED 21854000.00 8365247.53 TABS CDO 2045-08-30 2045-08-30 0.854 - 0.854 Other Instrument ASSET BACKED 13000000.00 6513553.30 CHARLES FORT CDO I LTD CDO I 2047-07-09 2047-07-09 N/A Other Instrument ASSET BACKED 557955.00 59876.47 First Tier Security 2015-11-05 2015-11-05 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A N N 215000000.00 215000000.00 0.0019 Y 215025800.00 215025800.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.83% 48Z992WK0 0000318336 Other Repurchase Agreement N ACCESS GROUP, INC. 2037-06-22 2037-06-22 0.491 - 0.491 Other Instrument ASSET BACKED 9330000.00 8810300.61 ALLY MASTER OWNER TRUST, SERIE 2019-06-17 2019-06-17 0.598 - 0.598 Other Instrument ASSET BACKED 3350000.00 3340516.21 ALLY AUTO RECEIVABLES TR 2017-09-20 2017-09-20 1.03 - 1.03 Other Instrument ASSET BACKED 5278000.00 5263586.59 AMERICREDIT AUTOMOBILE 2017-06-08 2017-06-08 0.67 - 0.67 Other Instrument ASSET BACKED 295000.00 590.64 AMERICREDIT AUTOMOBILE 2018-11-08 2018-11-08 1.69 - 1.69 Other Instrument ASSET BACKED 10373000.00 10419717.16 AMERICREDIT AUTOMOBILE 2019-07-08 2019-07-08 1.27 - 1.27 Other Instrument ASSET BACKED 190000.00 188452.09 APIDOS CLO XI / APIDOS CLO 2023-01-17 2023-01-17 1.571 - 1.571 Other Instrument ASSET BACKED 29500000.00 29391763.81 CAPITAL AUTO RECEIVABLES ASSET 2018-05-21 2018-05-21 1.26 - 1.26 Other Instrument ASSET BACKED 1300000.00 1297823.88 CAPITAL AUTO RECEIVABLES ASSET 2017-12-20 2017-12-20 1.18 - 1.18 Other Instrument ASSET BACKED 6230000.00 6228845.88 CENT CLO 17 LTD / CENT CLO 17 2025-01-30 2025-01-30 1.474 - 1.474 Other Instrument ASSET BACKED 56260000.00 55899779.00 CHASE ISSUANCE TRUST 2024-09-16 2024-09-16 2.16 - 2.16 Other Instrument ASSET BACKED 8132000.00 7970595.67 CITIGROUP COMMERCIAL MORTGAGE 2049-10-15 2049-10-15 5.431 - 5.431 Other Instrument ASSET BACKED 4180000.00 4320342.75 CSCM MORTGAGE TRUST SERIES, SE 2040-02-15 2040-02-15 5.336 - 5.336 Other Instrument ASSET BACKED 200000.00 21943.73 FORD CREDIT FLOORPLAN MASTER O 2019-02-15 2019-02-15 1.2 - 1.2 Other Instrument ASSET BACKED 10995000.00 11002026.70 FORD CR AUTO OWNER TR 2014-A 2018-05-15 2018-05-15 0.79 - 0.79 Other Instrument ASSET BACKED 3000000.00 2816275.48 NAVIENT STUDENT LN TR 2014-1 2039-02-25 2039-02-25 0.949 - 0.949 Other Instrument ASSET BACKED 3000000.00 2801915.65 NELNET STUDENT LOAN TRUST 2008 2024-04-25 2024-04-25 1.775 - 1.775 Other Instrument ASSET BACKED 91000.00 91227.70 SLM STUDENT LOAN TRUST 2007-7 2022-01-25 2022-01-25 0.625 - 0.625 Other Instrument ASSET BACKED 1500000.00 1420780.60 SANTANDER DRIVE AUTO 2017-08-15 2017-08-15 3.82 - 3.82 Other Instrument ASSET BACKED 945000.00 160123.80 SANTANDER DRIVE AUTO 2017-06-15 2017-06-15 0.66 - 0.66 Other Instrument ASSET BACKED 65000.00 457.55 SANTANDER DRIVE AUTO 2019-01-15 2019-01-15 1.15 - 1.15 Other Instrument ASSET BACKED 10000.00 9995.47 TICP CLO I LTD / TICP CLO I 2026-04-26 2026-04-26 1.795 - 1.795 Other Instrument ASSET BACKED 30000000.00 29883660.08 VENTURE XXI CLO LTD / VENTURE 2027-07-15 2027-07-15 N/A Other Instrument ASSET BACKED 1925000.00 1924963.40 WORLD FINANCIAL NETWORK CREDIT 2021-12-15 2021-12-15 1.61 - 1.61 Other Instrument ASSET BACKED 55000.00 55112.96 First Tier Security 2015-09-08 2015-09-08 N N N 174000000.00 174000000.00 0.0015 Y 174006960.00 174006960.00 Credit Suisse Securities (U.S.A.) 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