N-MFP/A LIVE N 2014-07-31 0000356173 S000004821 6 N N 002-74808 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 37 67 36140355301.59 356513459.93 263222184.02 36233646577.50 0.0020 1.0004 2014-07-31 1.0004 2014-07-31 C000013040 1000000.00 6984165166.39 1.00 -11145429.09 3571980446.95 3583125876.04 0.0001 1.0004 2014-07-31 1.0004 2014-07-31 C000013085 1000000.00 787740455.52 1.00 -271580335.39 214188973.77 485769309.16 0.0001 1.0004 2014-07-31 1.0004 2014-07-31 C000056570 10000000.00 26628389850.84 1.00 -1296977732.33 35369477585.45 36666455317.78 0.0006 1.0004 2014-07-31 1.0004 2014-07-31 C000056569 1000000.00 95530273.24 1.00 -2816902.82 19577940.10 22394842.92 0.0001 1.0004 2014-07-31 1.0004 2014-07-31 C000013084 1000000.00 1198315675.89 1.00 -2491712.88 453382144.44 455873857.32 0.0001 1.0002 2014-07-31 1.0002 2014-07-31 C000013083 1000000.00 539505155.62 1.00 90547866.94 300110412.31 209562545.37 0.0001 1.0004 2014-07-31 1.0004 2014-07-31 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.10% 06366BQ60 Certificate of Deposit First Tier Security 2014-08-01 2014-08-01 N N N 460000000.00 460000000.00 0.0127 N 460000000.00 460000000.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.24% 06366LDW5 Certificate of Deposit First Tier Security 2014-08-18 2015-04-13 N N N 352000000.00 352000000.00 0.0097 N 352001760.00 352001760.00 Bank of Nova Scotia Bank of Nova Scotia, 0.21% 06417HJJ6 Certificate of Deposit First Tier Security 2014-08-11 2015-03-06 N N N 145000000.00 145000000.00 0.0040 N 144932285.00 144932285.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HLC8 Certificate of Deposit First Tier Security 2014-08-15 2015-05-15 N N N 350000000.00 350000000.00 0.0097 N 349945050.00 349945050.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HDY9 Certificate of Deposit First Tier Security 2014-08-26 2015-04-17 N N N 275000000.00 275000000.00 0.0076 N 275209275.00 275209275.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HEN2 Certificate of Deposit First Tier Security 2014-08-04 2015-03-30 N N N 141000000.00 141000000.00 0.0039 N 141070218.00 141070218.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HHT6 Certificate of Deposit First Tier Security 2014-08-29 2015-03-31 N N N 151000000.00 151000000.00 0.0042 N 150979766.00 150979766.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417HCY0 Certificate of Deposit First Tier Security 2014-10-03 2014-10-03 N N N 365000000.00 365000000.00 0.0101 N 365097199.50 365097199.50 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417E5W9 Certificate of Deposit First Tier Security 2014-08-11 2015-01-07 N N N 176000000.00 176000000.00 0.0049 N 176004224.00 176004224.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HFN5 Certificate of Deposit First Tier Security 2014-09-09 2014-09-09 N N N 154000000.00 154000000.00 0.0043 N 154010241.00 154010241.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGE4 Certificate of Deposit First Tier Security 2014-09-18 2014-09-18 N N N 432000000.00 432000000.00 0.0119 N 432035208.00 432035208.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGP9 Certificate of Deposit First Tier Security 2014-09-19 2014-09-19 N N N 349000000.00 349000000.00 0.0096 N 349029036.80 349029036.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HKF6 Certificate of Deposit First Tier Security 2014-12-01 2014-12-01 N N N 381000000.00 381000000.00 0.0105 N 381038900.10 381038900.10 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HKT6 Certificate of Deposit First Tier Security 2014-12-03 2014-12-03 N N N 430000000.00 430000000.00 0.0119 N 430044634.00 430044634.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HLT5 Certificate of Deposit First Tier Security 2014-12-09 2014-12-09 N N N 160000000.00 160000000.00 0.0044 N 160017408.00 160017408.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.26% 05574REZ4 Certificate of Deposit First Tier Security 2014-09-12 2014-09-12 N N N 287000000.00 287000000.00 0.0079 N 287027379.80 287027379.80 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13606YZK5 Certificate of Deposit First Tier Security 2014-08-18 2015-04-10 N N N 509000000.00 509000000.00 0.0140 N 509022396.00 509022396.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YPQ3 Certificate of Deposit First Tier Security 2014-08-04 2014-12-30 N N N 193000000.00 193000000.00 0.0053 N 192975103.00 192975103.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YRX6 Certificate of Deposit First Tier Security 2014-08-05 2014-12-31 N N N 193000000.00 193000000.00 0.0053 N 193000000.00 193000000.00 Credit Agricole CIB Credit Agricole CIB, 0.24% 22533MHG9 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 447000000.00 447000000.00 0.0123 N 447032765.10 447032765.10 Credit Agricole CIB Credit Agricole CIB, 0.24% 22533MKY6 Certificate of Deposit First Tier Security 2014-09-03 2014-09-03 N N N 400000000.00 400000000.00 0.0110 N 400030200.00 400030200.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536G4N8 Certificate of Deposit First Tier Security 2014-08-05 2014-08-05 N N N 144000000.00 144000000.00 0.0040 N 143999596.80 143999596.80 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536G4P3 Certificate of Deposit First Tier Security 2014-08-06 2014-08-06 N N N 286000000.00 286000000.00 0.0079 N 285999056.20 285999056.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536G4R9 Certificate of Deposit First Tier Security 2014-08-07 2014-08-07 N N N 269000000.00 269000000.00 0.0074 N 269000000.00 269000000.00 Credit Suisse AG Credit Suisse AG, 0.25% 22549TM54 Certificate of Deposit First Tier Security 2014-09-08 2014-09-08 N N N 219000000.00 219000000.00 0.0060 N 219009460.80 219009460.80 Credit Suisse AG Credit Suisse AG, 0.25% 22549TM62 Certificate of Deposit First Tier Security 2014-09-10 2014-09-10 N N N 219000000.00 219000000.00 0.0060 N 219009964.50 219009964.50 Credit Suisse AG Credit Suisse AG, 0.31% 22549TRX8 Certificate of Deposit First Tier Security 2014-08-11 2014-08-11 N N N 144000000.00 144000000.00 0.0040 N 144005702.40 144005702.40 Credit Suisse AG Credit Suisse AG, 0.31% 22549TUP1 Certificate of Deposit First Tier Security 2014-09-08 2014-09-08 N N N 75000000.00 75000000.00 0.0021 N 75008100.00 75008100.00 KBC Bank NV KBC Bank NV, 0.14% 4823T0D63 Certificate of Deposit First Tier Security 2014-08-01 2014-08-01 N N N 630000000.00 630000000.00 0.0174 N 629999622.00 629999622.00 KBC Bank NV KBC Bank NV, 0.14% 4823T0E47 Certificate of Deposit First Tier Security 2014-08-07 2014-08-07 N N N 280000000.00 280000000.00 0.0077 N 280000000.00 280000000.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LSH0 Certificate of Deposit First Tier Security 2014-08-22 2014-08-22 N N N 146000000.00 146000000.00 0.0040 N 146006234.20 146006234.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LTV8 Certificate of Deposit First Tier Security 2014-09-05 2014-09-05 N N N 74000000.00 74000000.00 0.0020 N 74003692.60 74003692.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LWX0 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 147000000.00 147000000.00 0.0041 N 147011568.90 147011568.90 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LXA9 Certificate of Deposit First Tier Security 2014-10-14 2014-10-14 N N N 146000000.00 146000000.00 0.0040 N 146012132.60 146012132.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LXP6 Certificate of Deposit First Tier Security 2014-10-21 2014-10-21 N N N 148000000.00 148000000.00 0.0041 N 148013453.20 148013453.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LC20 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 139000000.00 139000000.00 0.0038 N 139004781.60 139004781.60 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.12% 63873FAU2 Certificate of Deposit First Tier Security 2014-08-06 2014-08-06 N N N 285000000.00 285000000.00 0.0079 N 284998090.50 284998090.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873E3U3 Certificate of Deposit First Tier Security 2014-08-01 2014-08-01 N N N 400000000.00 400000000.00 0.0110 N 400001240.00 400001240.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873E4A6 Certificate of Deposit First Tier Security 2014-08-04 2014-08-04 N N N 400000000.00 400000000.00 0.0110 N 400004880.00 400004880.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FAR9 Certificate of Deposit First Tier Security 2014-10-31 2014-10-31 N N N 405000000.00 405000000.00 0.0112 N 405031023.00 405031023.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FAT5 Certificate of Deposit First Tier Security 2014-11-03 2014-11-03 N N N 400000000.00 400000000.00 0.0110 N 400000000.00 400000000.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.21% 21684BSW5 Certificate of Deposit First Tier Security 2014-08-04 2015-01-05 N N N 155000000.00 155000000.00 0.0043 N 154987135.00 154987135.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRB4 Certificate of Deposit First Tier Security 2014-08-11 2015-04-09 N N N 143000000.00 143000000.00 0.0039 N 142990276.00 142990276.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2014-08-19 2014-10-20 N N N 88000000.00 88000000.00 0.0024 N 88001496.00 88001496.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UR46 Certificate of Deposit First Tier Security 2014-08-25 2014-08-25 N N N 145000000.00 145000000.00 0.0040 N 145007032.50 145007032.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UW81 Certificate of Deposit First Tier Security 2014-09-03 2014-09-03 N N N 192000000.00 192000000.00 0.0053 N 192010867.20 192010867.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U2L5 Certificate of Deposit First Tier Security 2014-09-12 2014-09-12 N N N 80000000.00 80000000.00 0.0022 N 80005720.00 80005720.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U2Q4 Certificate of Deposit First Tier Security 2014-09-15 2014-09-15 N N N 213000000.00 213000000.00 0.0059 N 213016294.50 213016294.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U2Z4 Certificate of Deposit First Tier Security 2014-09-16 2014-09-16 N N N 44000000.00 44000000.00 0.0012 N 44003440.80 44003440.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U5Y4 Certificate of Deposit First Tier Security 2014-09-29 2014-09-29 N N N 96000000.00 96000000.00 0.0026 N 96009580.80 96009580.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YJB1 Certificate of Deposit First Tier Security 2014-11-28 2014-11-28 N N N 332000000.00 332000000.00 0.0092 N 332000000.00 332000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YJE5 Certificate of Deposit First Tier Security 2014-12-01 2014-12-01 N N N 171000000.00 171000000.00 0.0047 N 170994168.90 170994168.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YJU9 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 114000000.00 114000000.00 0.0031 N 114000000.00 114000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2014-08-15 2015-01-15 N N N 373000000.00 373000000.00 0.0103 N 373013428.00 373013428.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KPE7 Certificate of Deposit First Tier Security 2014-10-24 2014-10-24 N N N 146000000.00 146000000.00 0.0040 N 146006876.60 146006876.60 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KLS0 Certificate of Deposit First Tier Security 2014-08-27 2014-08-27 N N N 290000000.00 290000000.00 0.0080 N 290018444.00 290018444.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.21% 89112UDF5 Certificate of Deposit First Tier Security 2014-08-18 2015-05-18 N N N 135000000.00 135000000.00 0.0037 N 134978535.00 134978535.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.23% 89112UGM7 Certificate of Deposit First Tier Security 2014-08-06 2015-06-08 N N N 132000000.00 132000000.00 0.0036 N 131977824.00 131977824.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112UCG4 Certificate of Deposit First Tier Security 2015-02-10 2015-02-10 N N N 86000000.00 86000000.00 0.0024 N 86013837.40 86013837.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112TUW2 Certificate of Deposit First Tier Security 2014-09-10 2014-09-10 N N N 146000000.00 146000000.00 0.0040 N 146019082.20 146019082.20 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112TZA5 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 37000000.00 37000000.00 0.0010 N 37008010.50 37008010.50 UBS AG UBS AG, 0.26% 90267RWK1 Certificate of Deposit First Tier Security 2014-08-04 2014-10-03 N N N 250000000.00 250000000.00 0.0069 N 249992000.00 249992000.00 UBS AG UBS AG, 0.26% 90267RYB9 Certificate of Deposit First Tier Security 2014-08-26 2014-12-23 N N N 239000000.00 239000000.00 0.0066 N 238981119.00 238981119.00 UBS AG UBS AG, 0.26% 90267RYU7 Certificate of Deposit First Tier Security 2014-08-28 2015-01-27 N N N 449000000.00 449000000.00 0.0124 N 448955549.00 448955549.00 Citibank NA Citibank NA, 0.21% 17304UUZ1 Certificate of Deposit First Tier Security 2014-09-23 2014-09-23 N N N 140000000.00 140000000.00 0.0039 N 140025186.00 140025186.00 Citibank NA Citibank NA, 0.21% 17304UTU4 Certificate of Deposit First Tier Security 2014-09-25 2014-09-25 N N N 77000000.00 77000000.00 0.0021 N 77014368.20 77014368.20 Citibank NA Citibank NA, 0.21% 17304UTX8 Certificate of Deposit First Tier Security 2014-09-29 2014-09-29 N N N 73000000.00 73000000.00 0.0020 N 73014592.70 73014592.70 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 9497P65P9 Certificate of Deposit First Tier Security 2014-08-06 2014-12-05 N N N 235000000.00 235000000.00 0.0065 N 234984255.00 234984255.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% XS1075907730 0000833029 Certificate of Deposit First Tier Security 2014-08-05 2015-01-05 N N N 200000000.00 200000000.00 0.0055 N 199983400.00 199983400.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.17% 05253CJG2 Financial Company Commercial Paper First Tier Security 2014-09-16 2014-09-16 N N N 93550000.00 93529678.88 0.0026 N 93532253.57 93532253.57 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.23% 06741GYJ8 Financial Company Commercial Paper First Tier Security 2014-09-10 2014-09-10 N N N 40000000.00 39989777.77 0.0011 N 39994520.00 39994520.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1H48 Financial Company Commercial Paper First Tier Security 2014-08-04 2014-08-04 N N N 579000000.00 578993727.46 0.0160 N 578993573.10 578993573.10 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1H63 Financial Company Commercial Paper First Tier Security 2014-08-06 2014-08-06 N N N 141000000.00 140997454.13 0.0039 N 140997645.30 140997645.30 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272AJC1 Financial Company Commercial Paper First Tier Security 2014-08-26 2015-02-23 N N N 50000000.00 50000000.00 0.0014 N 49998400.00 49998400.00 General Electric Capital Corp. General Electric Capital Corp., 0.20% 36959JLA9 Financial Company Commercial Paper First Tier Security 2014-11-10 2014-11-10 N N N 171000000.00 170904050.02 0.0047 N 170942834.70 170942834.70 JPMorgan Securities LLC JPMorgan Securities LLC, 0.27% 46640QJ36 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 148000000.00 147963370.00 0.0041 N 147974884.40 147974884.40 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SH42 Financial Company Commercial Paper First Tier Security 2014-08-04 2014-08-04 N N N 1010000000.00 1009990741.53 0.0279 N 1009991011.00 1009991011.00 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SH59 Financial Company Commercial Paper First Tier Security 2014-08-05 2014-08-05 N N N 232000000.00 231997164.45 0.0064 N 231997424.80 231997424.80 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SH67 Financial Company Commercial Paper First Tier Security 2014-08-06 2014-08-06 N N N 426000000.00 425993491.66 0.0118 N 425994334.20 425994334.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UH19 Financial Company Commercial Paper First Tier Security 2014-08-01 2014-08-01 N N N 307000000.00 307000000.00 0.0085 N 306999570.20 306999570.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHB7 Financial Company Commercial Paper First Tier Security 2014-08-11 2014-08-11 N N N 38000000.00 37997519.45 0.0010 N 37999418.60 37999418.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHD3 Financial Company Commercial Paper First Tier Security 2014-08-13 2014-08-13 N N N 144000000.00 143988719.99 0.0040 N 143997379.20 143997379.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHE1 Financial Company Commercial Paper First Tier Security 2014-08-14 2014-08-14 N N N 72000000.00 71993890.00 0.0020 N 71998596.00 71998596.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHF8 Financial Company Commercial Paper First Tier Security 2014-08-15 2014-08-15 N N N 73000000.00 72993328.62 0.0020 N 72998481.60 72998481.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958GJN6 Financial Company Commercial Paper First Tier Security 2014-09-22 2014-09-22 N N N 205000000.00 204934855.52 0.0057 N 204954428.50 204954428.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958GJR7 Financial Company Commercial Paper First Tier Security 2014-09-25 2014-09-25 N N N 400000000.00 399865555.60 0.0110 N 399903560.00 399903560.00 Swedbank AB Swedbank AB, 0.25% 87019SNC4 Financial Company Commercial Paper First Tier Security 2015-01-12 2015-01-12 N N N 90000000.00 89897500.00 0.0025 N 89903061.00 89903061.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.25% 89116FK33 Financial Company Commercial Paper First Tier Security 2014-10-03 2014-10-03 N N N 151000000.00 150933937.50 0.0042 N 150961963.10 150961963.10 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ACC1 Financial Company Commercial Paper First Tier Security 2014-08-18 2014-09-11 N N N 188000000.00 188000000.00 0.0052 N 188000376.00 188000376.00 United Overseas Bank Ltd. United Overseas Bank Ltd., 0.21% 91127QHS1 Financial Company Commercial Paper First Tier Security 2014-08-26 2014-08-26 N N N 40264000.00 40258128.17 0.0011 N 40261209.70 40261209.70 United Overseas Bank Ltd. United Overseas Bank Ltd., 0.22% 91127QHJ1 Financial Company Commercial Paper First Tier Security 2014-08-18 2014-08-18 N N N 63500000.00 63493403.06 0.0018 N 63497301.25 63497301.25 United Overseas Bank Ltd. United Overseas Bank Ltd., 0.22% 91127QJ42 Financial Company Commercial Paper First Tier Security 2014-09-04 2014-09-04 N N N 100000000.00 99979222.22 0.0028 N 99989600.00 99989600.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796DQ9 Treasury Debt First Tier Security 2014-08-14 2014-08-14 N N N 574950000.00 574927161.72 0.0159 N 574947700.20 574947700.20 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796EJ4 Treasury Debt First Tier Security 2015-06-25 2015-06-25 N N N 196030000.00 195833534.77 0.0054 N 195855925.36 195855925.36 U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.13% 912796DP1 Treasury Debt First Tier Security 2015-03-05 2015-03-05 N N N 160000000.00 159881425.06 0.0044 N 159940000.00 159940000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.17% 912828DC1 Treasury Debt First Tier Security 2014-11-15 2014-11-15 N N N 445000000.00 450311642.38 0.0124 N 450353795.00 450353795.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828LZ1 Treasury Debt First Tier Security 2014-11-30 2014-11-30 N N N 498000000.00 501370927.04 0.0138 N 501384906.00 501384906.00 U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.11% 912828TL4 Treasury Debt First Tier Security 2014-08-31 2014-08-31 N N N 725000000.00 725091506.04 0.0200 N 725113100.00 725113100.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.16% 912828LK4 Treasury Debt First Tier Security 2014-08-31 2014-08-31 N N N 356000000.00 356654788.37 0.0098 N 356653616.00 356653616.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% 912828LQ1 Treasury Debt First Tier Security 2014-09-30 2014-09-30 N N N 55000000.00 55201178.28 0.0015 N 55208395.00 55208395.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828LS7 Treasury Debt First Tier Security 2014-10-31 2014-10-31 N N N 109850000.00 110454120.23 0.0030 N 110476474.55 110476474.55 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828SK7 Treasury Debt First Tier Security 2015-03-15 2015-03-15 N N N 125000000.00 125162914.60 0.0035 N 125214875.00 125214875.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828RG7 Treasury Debt First Tier Security 2014-09-15 2014-09-15 N N N 131000000.00 131012480.95 0.0036 N 131030654.00 131030654.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385B96 Government Agency Debt First Tier Security 2014-08-15 2014-08-15 N N N 500000000.00 499985416.70 0.0138 N 499994500.00 499994500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385C61 Government Agency Debt First Tier Security 2014-08-20 2014-08-20 N N N 405000000.00 404983755.05 0.0112 N 404993925.00 404993925.00 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 255000000.00 255000000.00 0.0070 N 254953335.00 254953335.00 Freddie Mac Freddie Mac, 0.14% 3134G4DT2 Government Agency Debt First Tier Security 2014-08-16 2015-07-16 N N N 113500000.00 113489005.78 0.0031 N 113534731.00 113534731.00 Freddie Mac Freddie Mac, 0.14% 3134G4DU9 Government Agency Debt First Tier Security 2014-08-17 2015-07-17 N N N 237500000.00 237476928.58 0.0066 N 237571012.50 237571012.50 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2014-08-15 2015-01-15 N N N 83000000.00 83000000.00 0.0023 N 83000083.00 83000083.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JCX4 Other Note First Tier Security 2014-08-27 2015-01-27 N N N 349000000.00 349000000.00 0.0096 N 348966496.00 348966496.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.15% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2014-08-07 2014-08-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 37000000.00 37000000.00 0.0010 N 37000000.00 37000000.00 Florida Timber Fin. 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Australia & New Zealand Banking Group Ltd., 0.10% 45D991CF5 Other Instrument Time Deposits First Tier Security 2014-08-01 2014-08-01 N N N 306000000.00 306000000.00 0.0084 N 306000000.00 306000000.00 Credit Agricole CIB Credit Agricole CIB, 0.09% 44T99HRT0 Other Instrument Time Deposits First Tier Security 2014-08-01 2014-08-01 N N N 346000000.00 346000000.00 0.0095 N 346000000.00 346000000.00 DNB Bank ASA DNB Bank ASA, 0.07% 44V99BSW2 Other Instrument Time Deposits First Tier Security 2014-08-01 2014-08-01 N N N 1840000000.00 1840000000.00 0.0508 N 1840000000.00 1840000000.00 ING Bank NV ING Bank NV, 0.11% 48X99QFK8 0001017255 Other Instrument Time Deposits First Tier Security 2014-08-05 2014-08-05 N N N 144000000.00 144000000.00 0.0040 N 144000000.00 144000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.09%, dated 7/31/2014 due 08/01/2014 48Y99MHM0_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2038-12-15 2.51 - 5.5 Government Agency Debt 730194417.27 580622898.25 FEDERAL NATIONAL MORTGAGE ASSOC 2038-11-25 2041-07-25 5 - 6 Government Agency Debt 689524923.18 191781781.08 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2042-11-20 0.342 - 5.25 Government Agency Debt 782873008.88 336949219.61 Unrated Security 2014-08-01 2014-08-01 N N N 1077213887.00 1077213886.82 0.0297 N 1077213886.82 1077213886.82 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.09%, dated 7/31/2014 due 08/01/2014 48Y99MHM0_07629 Government Agency Repurchase Agreement Y US TREASURY 2015-04-15 2015-04-15 0.5 - 0.5 Treasury Debt 41224962.36 45749648.28 FEDERAL FARM CREDIT 2016-06-20 2016-11-14 0.162 - 5.125 Government Agency Debt 165833347.55 169264508.16 FEDERAL HOME LOAN BANK 2015-01-16 2017-05-24 0.25 - 4.75 Government Agency Debt 19975249.61 20041214.85 FEDERAL HOME LOAN MORTGAGE CORP 2014-08-20 2044-07-01 0 - 7.305 Government Agency Debt 239809136.90 225438204.58 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-15 2044-07-01 0 - 7.5 Government Agency Debt 464159006.17 418763364.16 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-20 2044-07-20 3 - 4.5 Government Agency Debt 54835885.08 57786898.32 TENNESEE VALLEY AUTHORITY 2042-12-15 2042-12-15 3.5 - 3.5 Government Agency Debt 6544.43 6066.90 Unrated Security 2014-08-01 2014-08-01 N N N 916220803.00 916220802.88 0.0253 N 916220802.88 916220802.88 Citibank NA In a joint trading account with Citibank NA at 0.08%, dated 7/31/2014 due 08/01/2014 48Y99MHQ1_26602 Government Agency Repurchase Agreement Y US TREASURY 2014-08-15 2023-11-15 0.125 - 4.75 Treasury Debt 10651716.49 10889655.94 FEDERAL HOME LOAN MORTGAGE CORP 2014-09-01 2048-05-01 1.914 - 12.5 Government Agency Debt 37897557.09 6806333.63 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-01 2047-11-01 1.695 - 11.5 Government Agency Debt 41682665.38 10545340.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2020-03-20 2054-12-15 1.625 - 7 Government Agency Debt 4883592.43 797762.33 Unrated Security 2014-08-01 2014-08-01 N N N 28469633.00 28469632.59 0.0008 N 28469632.59 28469632.59 Citibank NA In a joint trading account with Citibank NA at 0.09%, dated 7/31/2014 due 08/01/2014 48Y99MHM0_26602 Government Agency Repurchase Agreement Y US TREASURY 2014-08-15 2023-11-15 0.125 - 4.75 Treasury Debt 107124277.58 109517233.76 FEDERAL HOME LOAN MORTGAGE CORP 2014-09-01 2048-05-01 1.914 - 12.5 Government Agency Debt 381135606.42 68451274.83 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-01 2047-11-01 1.695 - 11.5 Government Agency Debt 419202427.95 106054451.57 GOVERNMENT NATIONAL MORTAGE ASSOC 2020-03-20 2054-12-15 1.625 - 7 Government Agency Debt 49114272.97 8023093.08 Unrated Security 2014-08-01 2014-08-01 N N N 286319001.00 286319000.90 0.0079 N 286319000.90 286319000.90 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.09%, dated 7/31/2014 due 08/01/2014 48Y99MHM0_04361 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-05-01 2044-05-01 1.987 - 4 Government Agency Debt 49593592.28 45225644.80 FEDERAL NATIONAL MORTGAGE ASSOC 2038-06-01 2044-07-01 0 - 5.5 Government Agency Debt 170502669.23 121657847.36 Unrated Security 2014-08-01 2014-08-01 N N N 163610858.00 163610857.66 0.0045 N 163610857.66 163610857.66 Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.09%, dated 7/31/2014 due 08/01/2014 48Y99MHM0_26252 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2020-04-15 2044-07-15 3.5 - 9.25 Government Agency Debt 55904746.96 35090830.91 FEDERAL NATIONAL MORTGAGE ASSOC 2034-03-25 2044-04-25 3 - 8 Government Agency Debt 49590054.04 49169485.12 Unrated Security 2014-08-01 2014-08-01 N N N 81805429.00 81805428.83 0.0023 N 81805428.83 81805428.83 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.09%, dated 7/31/2014 due 08/01/2014 48Y99MHM0_06399 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2019-02-25 2052-11-25 1.965 - 7 Government Agency Debt 356246803.65 269471478.17 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-05-20 2047-04-16 1.35 - 7 Government Agency Debt 209843384.43 189239140.62 Unrated Security 2014-08-01 2014-08-01 N N N 445348755.00 445348754.54 0.0123 N 445348754.54 445348754.54 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.09%, dated 7/31/2014 due 08/01/2014 48Y99MHM0_39304 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2032-05-01 2043-11-01 3 - 4.5 Government Agency Debt 189739157.57 166884313.99 Unrated Security 2014-08-01 2014-08-01 N N N 163610858.00 163610857.66 0.0045 N 163610857.66 163610857.66 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.09%, dated 7/31/2014 due 08/01/2014 48Y99MHM0_40488 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2046-08-01 1.323 - 6.638 Government Agency Debt 14440035.06 4722132.51 Unrated Security 2014-08-01 2014-08-01 N N N 4629533.00 4629532.83 0.0001 N 4629532.83 4629532.83 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.09%, dated 7/31/2014 due 08/01/2014 48Y99MHM0_55502 Government Agency Repurchase Agreement Y US TREASURY 2014-09-15 2044-02-15 0 - 11.25 Treasury Debt 157084485.79 162239550.67 FEDERAL NATIONAL MORTGAGE ASSOC 2014-12-01 2054-02-01 1.323 - 12.5 Government Agency Debt 673613883.00 319371510.48 Unrated Security 2014-08-01 2014-08-01 N N N 472072298.00 472072297.59 0.0130 N 472072297.59 472072297.59 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.08%, dated 7/31/2014 due 08/01/2014 48Y99MHQ1_53651 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2028-10-20 2044-05-20 3 - 4.5 Government Agency Debt 13723534.46 13551573.92 Unrated Security 2014-08-01 2014-08-01 N N N 13285829.00 13285828.54 0.0004 N 13285828.54 13285828.54 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.09%, dated 7/31/2014 due 08/01/2014 48Y99MHM0_53651 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2028-10-20 2044-05-20 3 - 4.5 Government Agency Debt 72430816.72 71523234.01 Unrated Security 2014-08-01 2014-08-01 N N N 70120669.00 70120668.60 0.0019 N 70120668.60 70120668.60 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.09%, dated 7/31/2014 due 08/01/2014 48Y99MHM0_55501 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-01-19 2017-11-17 4.75 - 5.125 Government Agency Debt 1483623.26 1664645.07 FEDERAL NATIONAL MORTGAGE ASSOC 2016-07-15 2030-11-15 5.25 - 7.25 Government Agency Debt 37858657.84 48400402.70 Unrated Security 2014-08-01 2014-08-01 N N N 49083257.00 49083257.30 0.0014 N 49083257.30 49083257.30 Societe Generale In a joint trading account with Societe Generale at 0.09%, dated 7/31/2014 due 08/01/2014 48Y99MHM0_74037 Government Agency Repurchase Agreement Y US TREASURY 2021-07-31 2021-07-31 2.25 - 2.25 Treasury Debt 78746878.11 78845311.70 FEDERAL FARM CREDIT 2016-08-23 2016-08-23 0.5 - 0.5 Government Agency Debt 28047575.60 28004787.46 FEDERAL HOME LOAN MORTGAGE CORP 2019-09-26 2043-08-01 1.55 - 6.75 Government Agency Debt 97189032.74 69047142.53 FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-24 2044-06-01 1.865 - 5.5 Government Agency Debt 235136458.21 188444059.54 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-20 2062-10-20 3 - 4.806 Government Agency Debt 145436851.77 136309425.11 Unrated Security 2014-08-01 2014-08-01 N N N 490832573.00 490832572.97 0.0135 N 490832572.97 490832572.97 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.08%, dated 7/31/2014 due 08/01/2014 48Y99MHQ1_08395 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2044-08-01 0.502 - 6.25 Government Agency Debt 5932949.39 5955350.35 FEDERAL NATIONAL MORTGAGE ASSOC 2022-09-25 2044-07-01 0 - 6 Government Agency Debt 30219232.25 24153983.60 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-05-16 2044-07-20 3 - 5 Government Agency Debt 5247418.33 4817725.88 Unrated Security 2014-08-01 2014-08-01 N N N 34182539.00 34182538.87 0.0009 N 34182538.87 34182538.87 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.09%, dated 7/31/2014 due 08/01/2014 48Y99MHM0_08395 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2044-08-01 0.502 - 6.25 Government Agency Debt 62460062.55 62695892.20 FEDERAL NATIONAL MORTGAGE ASSOC 2022-09-25 2044-07-01 0 - 6 Government Agency Debt 318137744.46 254284880.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-05-16 2044-07-20 3 - 5 Government Agency Debt 55243025.95 50719370.81 Unrated Security 2014-08-01 2014-08-01 N N N 359862081.00 359862081.42 0.0099 N 359862081.42 359862081.42 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.19% 48X99FTS0 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2032-11-15 2043-08-15 0 - 5.5 Government Agency Debt 108306766.00 14420484.72 First Tier Security 2014-08-05 2014-08-05 N N N 14000000.00 14000000.00 0.0004 N 14000079.80 14000079.80 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.39% 48X99FUJ8 0000318336 Other Repurchase Agreement N ALPHA NATURAL RESOURCES, INC. 2020-08-01 2020-08-01 7.5 - 7.5 Other Instrument CORPORATE 2000000.00 1889166.71 CINCINNATI BELL INC < 2020-10-15 2020-10-15 8.375 - 8.375 Other Instrument CORPORATE 847000.00 940078.84 CINEMARK USA, INC. 2021-06-15 2021-06-15 7.375 - 7.375 Other Instrument CORPORATE 3245000.00 3607774.99 COLUMBUS INTERNATIONAL, INC. 2021-03-30 2021-03-30 7.375 - 7.375 Other Instrument CORPORATE 750000.00 819062.50 DRILL RIGS HLDGS INC 2017-10-01 2017-10-01 6.5 - 6.5 Other Instrument CORPORATE 3203000.00 3326226.38 ENERGY PARTNERS,LTD. 2018-02-15 2018-02-15 8.25 - 8.25 Other Instrument CORPORATE 18251000.00 19853666.72 GS MORTGAGE SECURITIES CORP GS 2019-06-01 2019-06-01 10.75 - 10.75 Other Instrument CORPORATE 3605000.00 4085716.92 GENON ESCROW CORP 2020-10-15 2020-10-15 9.875 - 9.875 Other Instrument CORPORATE 4281000.00 4578291.55 KODIAK OIL & GAS CORP 2021-01-15 2022-02-01 5.5 - 5.5 Other Instrument CORPORATE 5852000.00 6196455.37 LEGACY RESVS LP / LEGACY RESVS 2020-12-01 2020-12-01 8 - 8 Other Instrument CORPORATE 3456000.00 3715583.72 LEVEL 3 COMMUNICATIONS, INC. 2019-02-01 2019-02-01 11.875 - 11.875 Other Instrument CORPORATE 10381000.00 11825869.08 MEDIACOM LLC MEDIACOM CAPITAL 2019-08-15 2019-08-15 9.125 - 9.125 Other Instrument CORPORATE 1975000.00 2095879.46 NATURAL RESOURCE PARTNERS L P 2018-10-01 2018-10-01 9.125 - 9.125 Other Instrument CORPORATE 4065000.00 4314475.41 NORTEK, INC. 2018-12-01 2018-12-01 10 - 10 Other Instrument CORPORATE 4873000.00 5212756.16 PETR LEOS DE VENEZUELA, S.A. 2022-02-17 2022-02-17 12.75 - 12.75 Other Instrument CORPORATE 75000.00 80642.19 PROSPECT HLDG CO L L C / 2018-10-01 2018-10-01 10.25 - 10.25 Other Instrument CORPORATE 3055000.00 3094990.72 RADIATION THERAPY SVCS 2017-01-15 2017-01-15 8.875 - 8.875 Other Instrument CORPORATE 3923000.00 3979842.90 SANDRIDGE ENERGY, INC. 2023-02-15 2023-02-15 7.5 - 7.5 Other Instrument CORPORATE 5606000.00 5982069.31 SEVENTY SEVEN ENERGY INC 2022-07-15 2022-07-15 6.5 - 6.5 Other Instrument CORPORATE 2335000.00 2372684.36 WCI COMMUNITIES, INC. 2021-08-15 2021-08-15 6.875 - 6.875 Other Instrument CORPORATE 2350000.00 2430740.24 MARFRIG HLDGS EUROPE B V 2019-06-24 2019-06-24 6.875 - 6.875 Other Instrument CORPORATE 3500000.00 3562562.35 First Tier Security 2014-08-01 2014-08-01 N N N 87000000.00 87000000.00 0.0024 N 87000000.00 87000000.00 Credit Suisse Securities (U.S.A.) 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LLC Credit Suisse Securities (U.S.A.) LLC, 0.70% 48R9924E4 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2019-02-25 2044-08-25 0.406 - 0.452 Government Agency Debt 178332775.00 46445562.30 First Tier Security 2014-10-14 2014-10-14 N N N 45000000.00 45000000.00 0.0012 Y 45014400.00 45014400.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.59% 45A99N9N7 Other Repurchase Agreement N COBALT INTL ENERGY INC 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 2000000.00 2024842.00 J2 GLOBAL INC 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 50576000.00 51522378.11 LIBERTY INTERACTIVE LLC 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 9400000.00 13354072.40 NAVISTAR INTERNATIONAL CORPORA 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 6512000.00 7018614.06 PROSPECT ENERGY CORPORATION 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 13700000.00 13770061.80 URS CORPORATION 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 264345.00 15265923.75 VERINT SYSTEMS INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 10035000.00 10178420.22 First Tier Security 2014-10-14 2014-10-14 N N N 104000000.00 104000000.00 0.0029 Y 104041600.00 104041600.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.62% 45A99N9Q0 Other Repurchase Agreement N ILLUMINA INC PFD SRB 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 4917000.00 5009439.60 PFD INSULET CORP SER C 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 21758000.00 23167679.06 NEW MTN FIN CORP 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 8393000.00 8670439.01 RENEWABLE ENERGY GROUP, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 10430000.00 11271502.83 SPECTRANETICS CORPORATION 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 11803000.00 13534842.39 SPIRIT RLTY CAP INC NEW 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 9788000.00 10038044.25 SUNEDISON INC 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 10583000.00 10970380.13 First Tier Security 2014-11-24 2014-11-24 N N N 76000000.00 76000000.00 0.0021 Y 76028120.00 76028120.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.63% 45A99N9P2 Other Repurchase Agreement N VERISIGN, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 48454000.00 81583744.14 First Tier Security 2014-10-29 2014-10-29 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 75000000.00 75000000.00 0.0021 Y 75014250.00 75014250.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N9J6 Other Repurchase Agreement N MICROCHIP TECHNOLOGY INC 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 39507000.00 71172453.11 VERISIGN, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 7540000.00 12695369.44 First Tier Security 2014-10-06 2014-10-06 N N N 77000000.00 77000000.00 0.0021 Y 77034650.00 77034650.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.16% 48W99WLA1 0001287279 Other Repurchase Agreement N UNILEVER NV 2014-08-11 2014-08-11 N/A Other Commercial Paper 29875000.00 29873858.58 First Tier Security 2014-08-01 2014-08-01 N N N 29000000.00 29000000.00 0.0008 N 29000000.00 29000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.20% 48W99WKV6 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2033-10-15 2041-01-15 0.02 - 6.398 Government Agency Debt 611743333.00 11514875.67 FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-25 2044-03-25 0.1 - 41.985 Government Agency Debt 579899513.00 62645760.96 First Tier Security 2014-08-06 2014-08-06 N N N 72000000.00 72000000.00 0.0020 N 72000640.80 72000640.80 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.59% 48W99WEB7 0001287279 Other Repurchase Agreement N CTY & CNTY OF SAN FRAN 2014-11-05 2014-11-05 0.08 - 0.08 Other Commercial Paper 10025000.00 10025301.16 AIRPT COMM OF CTY SAN 2014-10-08 2014-10-08 0.07 - 0.07 Other Commercial Paper 12660000.00 12660253.54 First Tier Security 2014-10-29 2014-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 22000000.00 22000000.00 0.0006 Y 22003960.00 22003960.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WEA9 0001287279 Other Repurchase Agreement N BCAP LLC TRUST 2007-AA3 2047-05-25 2047-05-25 0.305 - 0.305 Other Instrument GOVERNMENT AGENCY 66851000.00 20748568.66 BEAR STEARNS MORTGAGE FUNDING 2036-11-25 2036-11-25 0.355 - 0.355 Other Instrument GOVERNMENT AGENCY 106455000.00 32187397.31 BEAR STEARNS MORTGAGE FUNDING 2046-09-25 2046-09-25 0.385 - 0.385 Other Instrument GOVERNMENT AGENCY 118769000.00 32005306.14 CWALT, INC., 2005-79CB 2036-02-25 2036-02-25 0.355 - 0.355 Other Instrument GOVERNMENT AGENCY 93048000.00 4537290.56 JPMORGAN CHASE COMMERCIAL MTG 2049-01-15 2049-01-15 0.412 - 0.412 Other Instrument GOVERNMENT AGENCY 100000000.00 61867564.92 First Tier Security 2014-10-29 2014-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 140000000.00 140000000.00 0.0039 Y 140028000.00 140028000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WFK6 0001287279 Other Repurchase Agreement N AMERICAN ACHIEVEMENT CORPORATI 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 12671000.00 13520223.09 AMERICAN GREETINGS CORPORATION 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 5000000.00 5321510.00 AMKOR TECHNOLOGY, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 13942000.00 14756742.60 BI-LO LLC / BI-LO FIN CORP 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 8254000.00 8862732.50 BUMBLE BEE ACQUISITION CORP. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 5192000.00 5585813.20 BURLINGTON COAT FACT 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 24530000.00 28143293.53 CDW LLC 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 25000000.00 27630825.00 CNO FINANCIAL GROUP, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 990000.00 1086525.00 CERIDIAN CORPORATION 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 1701000.00 1899156.29 ENERGY PARTNERS,LTD. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 8190000.00 8974700.28 AI/ REG S ENERGY XXI 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 8000000.00 8545272.00 FIRST DATA CORPORATION 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 17494000.00 21419846.03 FREESCALE SEMICONDUCTOR, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 26950000.00 31768660.00 HCA INC 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 5868000.00 6704025.70 PFD INC RESEARCH SER B 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 14000000.00 15786554.00 LOUISIANA PAC CORP 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 9972000.00 11068920.00 PETCO 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 9150000.00 9787755.00 PILGRIMS PRIDE CORP NEW 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 17396000.00 18517398.35 PROSPECT MEDICAL HLDGS 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 6540000.00 7249184.52 REYNOLDS GROUP ISSUER LLC, REY 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 19700000.00 21147370.80 SANMINA CORPORATION 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 3654000.00 3914632.51 UNITED RENTALS (NORTH AMERICA) 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 1856000.00 2025579.86 WIRECO WORLDGROUP, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 8700000.00 9113737.20 First Tier Security 2014-10-29 2014-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 260000000.00 260000000.00 0.0072 Y 260070200.00 260070200.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WBW4 0001287279 Other Repurchase Agreement N BANC OF AMERICA COMMERCIAL MOR 2049-01-15 2049-01-15 5.523 - 5.523 Other Instrument GOVERNMENT AGENCY 28516300.00 21930703.63 BANC OF AMERICA FUNDING 2007-2 2037-03-25 2037-03-25 5.245 - 5.245 Other Instrument GOVERNMENT AGENCY 110000000.00 3519355.17 JP MORGAN CHASE COMMERCIAL MOR 2049-06-15 2049-06-15 5.805 - 5.805 Other Instrument GOVERNMENT AGENCY 90750000.00 63229725.79 First Tier Security 2014-10-29 2014-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 82000000.00 82000000.00 0.0023 Y 82006560.00 82006560.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WFW0 0001287279 Other Repurchase Agreement N CITIGROUP, INC. 2014-07-31 2014-07-31 N/A Other Instrument OTHER NOTE 14832000.00 15229126.80 First Tier Security 2014-10-29 2014-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 14000000.00 14000000.00 0.0004 Y 14002240.00 14002240.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 48W99WHV0 0001287279 Other Repurchase Agreement N BANC OF AMERICA COMMERCIAL MOR 2049-01-15 2049-01-15 5.523 - 5.523 Other Instrument GOVERNMENT AGENCY 57580000.00 44282389.90 COMMERCIAL MORTGAGE TRUST 2007 2039-03-10 2039-03-10 5.505 - 5.505 Other Instrument GOVERNMENT AGENCY 67645684.00 59070408.66 J P MORGAN CHASE COML MORTGAGE 2051-02-12 2051-02-12 6.66 - 6.66 Other Instrument GOVERNMENT AGENCY 2967000.00 2526854.92 First Tier Security 2014-11-07 2014-11-07 N N N 98000000.00 98000000.00 0.0027 Y 98031360.00 98031360.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WFR1 0001287279 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2006-41 2037-01-25 2037-01-25 6 - 6 Other Instrument GOVERNMENT AGENCY 17000000.00 2298350.50 BANC OF AMERICA ALTERNATIVE LO 2036-10-25 2036-10-25 5.913 - 5.913 Other Instrument GOVERNMENT AGENCY 11500000.00 6618605.20 CWALT, INC., 2005-43 2035-11-25 2035-12-25 5 - 5.5 Other Instrument GOVERNMENT AGENCY 30602000.00 18646005.10 CWALT, INC., 2005-79CB 2036-04-25 2036-04-25 6 - 6 Other Instrument GOVERNMENT AGENCY 13165000.00 2304308.90 CHASE MORTGAGE FINANCE 2007-A1 2037-03-25 2037-03-25 2.647 - 2.647 Other Instrument GOVERNMENT AGENCY 19075000.00 7374548.61 CHASE MORTGAGE FINANCE TRUST 2 2036-09-25 2036-09-25 2.604 - 2.604 Other Instrument GOVERNMENT AGENCY 10800000.00 5607481.96 ALTERNATIVE LOAN TRUST 2006-J7 2036-11-25 2036-11-25 6.25 - 6.25 Other Instrument GOVERNMENT AGENCY 10000000.00 1909290.70 J.P. MORGAN MORTGAGE TRUST 200 2036-04-25 2036-05-25 2.633 - 2.645 Other Instrument GOVERNMENT AGENCY 24649900.00 12067155.00 JPMORGAN MORTGAGE TRUST 2006-A 2036-06-25 2036-06-25 5.135 - 5.135 Other Instrument GOVERNMENT AGENCY 15303200.00 8533739.63 J.P. MORGAN MORTGAGE TRUST 200 2036-08-25 2036-08-25 6 - 6 Other Instrument GOVERNMENT AGENCY 9960000.00 4324964.93 JPMORGAN MORTGAGE TRUST 2006-A 2037-01-25 2037-01-25 2.598 - 2.689 Other Instrument GOVERNMENT AGENCY 33094000.00 14891473.01 JPMORGAN CHASE COMMERCIAL MORT 2047-05-15 2047-05-15 5.411 - 5.411 Other Instrument GOVERNMENT AGENCY 15000000.00 13093157.71 JP MORGAN MORTGAGE TRUST 2007- 2037-04-25 2037-04-25 2.561 - 5.04 Other Instrument GOVERNMENT AGENCY 27199600.00 17399160.45 ML-CFC COMMERCIAL MORTGAGE TRU 2051-03-12 2051-03-12 5.556 - 5.556 Other Instrument GOVERNMENT AGENCY 1495000.00 1149009.13 MORGAN STANLEY MORTGAGE LOAN T 2036-02-25 2036-02-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 16097000.00 5179432.59 MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.722 - 5.722 Other Instrument GOVERNMENT AGENCY 15000000.00 10876338.78 RALI SERIES 2007-QS1 TRUST 2037-01-25 2037-01-25 6 - 6 Other Instrument GOVERNMENT AGENCY 8500000.00 1733508.40 WELLS FARGO MORTGAGE BACKED SE 2036-09-25 2036-09-25 6 - 6 Other Instrument GOVERNMENT AGENCY 10000000.00 15274.06 First Tier Security 2014-10-29 2014-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 124000000.00 124000000.00 0.0034 Y 124022320.00 124022320.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WJL0 0001287279 Other Repurchase Agreement N JPMORGAN CHASE COMMERCIAL MORT 2043-01-12 2043-01-12 5.314 - 5.314 Other Instrument GOVERNMENT AGENCY 1860000.00 1847307.33 JP MORGAN CHASE COMMERICAL MOR 2049-02-12 2049-02-12 5.703 - 5.703 Other Instrument GOVERNMENT AGENCY 29887589.00 27330630.64 PRIME MORTGAGE TRUST 2006-DR1 2035-05-25 2035-05-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 44694000.00 21597530.67 First Tier Security 2014-10-29 2014-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 47000000.00 47000000.00 0.0013 Y 47035720.00 47035720.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.25% 42T99Q3T0 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2020-10-15 2043-03-15 2.5 - 11.862 Government Agency Debt 96488283.00 17639812.10 FEDERAL NATIONAL MORTGAGE ASSOC 2032-10-25 2042-10-01 2.495 - 13.485 Government Agency Debt 211566465.00 11709693.57 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-09-16 2043-07-16 5.928 - 7.207 Government Agency Debt 240558487.00 15967921.32 First Tier Security 2014-08-05 2014-08-05 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 44000000.00 44000000.00 0.0012 N 44000000.00 44000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.29% 42T99Q3K9 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2023-02-15 2044-03-01 0.312 - 11.862 Government Agency Debt 248302955.00 15731438.53 FEDERAL NATIONAL MORTGAGE ASSOC 2024-03-25 2043-10-01 2.495 - 11.595 Government Agency Debt 424153910.00 19684530.71 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-07-20 2043-11-20 2.5 - 8.463 Government Agency Debt 206341683.00 18145951.31 First Tier Security 2014-08-07 2014-08-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 52000000.00 52000000.00 0.0014 N 52000000.00 52000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.38% 42T99Q3S2 0000050916 Other Repurchase Agreement N 51-100 2016-05-01 2099-12-31 0 - 14.75 Other Instrument CORPORATE 48473299.00 47525518.26 First Tier Security 2014-08-04 2014-08-04 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 44000000.00 44000000.00 0.0012 N 44000000.00 44000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99Q3U7 0000050916 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2037-04-25 2037-04-25 6 - 6 Other Instrument MORTGAGE 879122.00 207426.89 CWALT ALTERNATIVE LOAN TRUST 2036-08-25 2036-08-25 6 - 6 Other Instrument MORTGAGE 1747286.00 943091.10 CWALT ALTERNATIVE LOAN TRUST 2037-02-25 2037-02-25 6 - 6 Other Instrument MORTGAGE 8156.00 2718.39 CWALT ALTERNATIVE LOAN TRUST 2037-04-25 2037-04-25 0.605 - 6 Other Instrument MORTGAGE 5764278.00 2817842.75 CWALT ALTERNATIVE LOAN TRUST 2047-06-25 2047-06-25 5.345 - 5.345 Other Instrument MORTGAGE 733179.00 64387.78 CWALT ALTERNATIVE LOAN TRUST 2037-08-25 2037-08-25 6.25 - 6.25 Other Instrument MORTGAGE 247823.00 48695.60 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2045-09-25 2045-09-25 1.829 - 1.829 Other Instrument MORTGAGE 35000.00 3068.30 BCAP TRUST 2037-01-25 2037-01-25 0.325 - 0.325 Other Instrument MORTGAGE 3189.00 793.89 BANC OF AMERICA ALTERNATIVE LOAN TRUST 2035-08-25 2035-08-25 6 - 6 Other Instrument MORTGAGE 3593641.00 916525.74 BANC OF AMERICA FUNDING CORP 2047-04-20 2047-04-20 0.378 - 0.378 Other Instrument MORTGAGE 5551208.00 1499240.20 BEAR STEARNS ALT-A TRUST 2046-06-25 2046-06-25 0.315 - 0.315 Other Instrument MORTGAGE 4371.00 734.65 CWALT ALTERNATIVE LOAN TRUST 2036-05-25 2036-05-25 5.195 - 5.195 Other Instrument MORTGAGE 17379193.00 677530.55 GSAA HOME EQUITY TRUST 2036-10-25 2036-10-25 0.325 - 0.325 Other Instrument MORTGAGE 267071.00 102176.79 INDYMAC INDX MORTGAGE LOAN TRUST 2035-05-25 2035-05-25 2.318 - 2.318 Other Instrument MORTGAGE 400699.00 4033.58 INDYMAC INDX MORTGAGE LOAN TRUST 2036-10-25 2036-10-25 0.355 - 0.355 Other Instrument MORTGAGE 5965932.00 1814883.73 RFMSI 2036-09-25 2036-09-25 6.25 - 6.25 Other Instrument MORTGAGE 632411.00 86822.29 SCG TR 2013-SRP1 2026-11-15 2026-11-15 N/A Other Instrument MORTGAGE 2106385.00 2114193.37 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2036-11-25 2036-11-25 2.02 - 2.02 Other Instrument MORTGAGE 4000000.00 927734.79 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2046-09-25 2046-09-25 1.042 - 1.042 Other Instrument MORTGAGE 4227000.00 1549907.74 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2035-07-25 2035-11-25 5.5 - 5.5 Other Instrument MORTGAGE 1690352.00 1278290.55 First Tier Security 2014-08-07 2014-08-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 14000000.00 14000000.00 0.0004 N 14000000.00 14000000.00