N-MFP LIVE N 2016-02-29 0000356173 S000004821 6 N N 002-74808 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 DELOITTE & TOUCHE LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 29 42 59513988886.23 373748617.48 527592615.85 59360144887.86 0.0055 1.0003 2016-02-29 1.0003 2016-02-29 C000013040 1000000.00 13384314714.02 1.00 2398004206.00 15489317091.20 13091312885.20 0.0037 1.0003 2016-02-29 1.0003 2016-02-29 C000013085 1000000.00 1668568726.92 1.00 386915642.39 975519847.51 588604205.12 0.0032 1.0003 2016-02-29 1.0003 2016-02-29 C000056570 10000000.00 43016517576.40 1.00 -1973831524.92 40045748039.67 42019579564.59 0.0041 1.0003 2016-02-29 1.0003 2016-02-29 C000056569 1000000.00 180655884.28 1.00 -10010950.75 11683834.25 21694785.00 0.0001 1.0003 2016-02-29 1.0003 2016-02-29 C000013084 1000000.00 845792130.45 1.00 9584596.50 332134212.95 322549616.45 0.0012 1.0001 2016-02-29 1.0001 2016-02-29 C000013083 1000000.00 264295855.79 1.00 10251497.69 101756964.64 91505466.95 0.0022 1.0004 2016-02-29 1.0004 2016-02-29 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.60% 06366LEZ7 Certificate of Deposit First Tier Security 2016-03-17 2016-06-10 N N N 352000000.00 352000000.00 0.0059 N 351947200.00 351947200.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.60% 06427EKM2 Certificate of Deposit First Tier Security 2016-05-13 2016-05-13 N N N 178000000.00 178000000.00 0.0030 N 178058935.80 178058935.80 Bank of Nova Scotia Bank of Nova Scotia, 0.60% 06417GAW8 Certificate of Deposit First Tier Security 2016-05-13 2016-05-13 N N N 297000000.00 297000000.00 0.0050 N 297089783.10 297089783.10 Bank of Nova Scotia Bank of Nova Scotia, 0.65% 06417GBT4 Certificate of Deposit First Tier Security 2016-04-18 2016-04-18 N N N 500000000.00 500000000.00 0.0084 N 500185300.00 500185300.00 Bank of Nova Scotia Bank of Nova Scotia, 0.68% 06417GBL1 Certificate of Deposit First Tier Security 2016-03-02 2016-06-02 N N N 450000000.00 450000000.00 0.0076 N 449977950.00 449977950.00 Bank of Nova Scotia Bank of Nova Scotia, 0.70% 06417GAM0 Certificate of Deposit First Tier Security 2016-05-03 2016-05-03 N N N 466000000.00 466000000.00 0.0079 N 465747894.00 465747894.00 Bank of Nova Scotia Bank of Nova Scotia, 0.78% 06417GDA3 Certificate of Deposit First Tier Security 2016-03-07 2016-07-06 N N N 350000000.00 350000000.00 0.0059 N 349975500.00 349975500.00 Bank of Nova Scotia Bank of Nova Scotia, 0.83% 06417GDL9 Certificate of Deposit First Tier Security 2016-07-25 2016-07-25 N N N 436000000.00 436000000.00 0.0073 N 436249348.40 436249348.40 Bank of Nova Scotia Bank of Nova Scotia, 0.85% 06417GEM6 Certificate of Deposit First Tier Security 2016-08-17 2016-08-17 N N N 300000000.00 300000000.00 0.0051 N 300108390.00 300108390.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.40% 06538MRM3 Certificate of Deposit First Tier Security 2016-03-01 2016-03-01 N N N 509000000.00 509000000.00 0.0086 N 509000254.50 509000254.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.40% 06538MRX9 Certificate of Deposit First Tier Security 2016-03-03 2016-03-03 N N N 521000000.00 521000000.00 0.0088 N 521000677.30 521000677.30 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.40% 06538MSC4 Certificate of Deposit First Tier Security 2016-03-04 2016-03-04 N N N 231000000.00 231000000.00 0.0039 N 231000369.60 231000369.60 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.72% 06538MPJ2 Certificate of Deposit First Tier Security 2016-06-15 2016-06-15 N N N 200000000.00 200000000.00 0.0034 N 200044300.00 200044300.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.64% 05574RP66 Certificate of Deposit First Tier Security 2016-04-01 2016-04-01 N N N 500000000.00 500000000.00 0.0084 N 500099700.00 500099700.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.65% 05574RQ40 Certificate of Deposit First Tier Security 2016-03-11 2016-03-11 N N N 402000000.00 402000000.00 0.0068 N 402034813.20 402034813.20 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.60% 13606YZK5 Certificate of Deposit First Tier Security 2016-03-16 2016-05-16 N N N 509000000.00 509000000.00 0.0086 N 508949609.00 508949609.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.64% 13606J3J6 Certificate of Deposit First Tier Security 2016-03-21 2016-04-20 N N N 371000000.00 371000000.00 0.0062 N 370946947.00 370946947.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.71% 13606AHG6 Certificate of Deposit First Tier Security 2016-05-10 2016-05-10 N N N 450000000.00 450000000.00 0.0076 N 449752950.00 449752950.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.76% 13606AQA9 Certificate of Deposit First Tier Security 2016-03-16 2016-07-22 N N N 588000000.00 588000000.00 0.0099 N 587952960.00 587952960.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.78% 13606AQR2 Certificate of Deposit First Tier Security 2016-07-25 2016-07-25 N N N 500000000.00 500000000.00 0.0084 N 500020150.00 500020150.00 Credit Agricole CIB Credit Agricole CIB, 0.63% 22534HEX5 Certificate of Deposit First Tier Security 2016-05-09 2016-05-09 N N N 500000000.00 500000000.00 0.0084 N 500142600.00 500142600.00 Credit Agricole CIB Credit Agricole CIB, 0.71% 22534HEG2 Certificate of Deposit First Tier Security 2016-05-05 2016-05-05 N N N 375000000.00 375000000.00 0.0063 N 375167400.00 375167400.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.40% 22536TD26 Certificate of Deposit First Tier Security 2016-03-01 2016-03-01 N N N 1058000000.00 1058000000.00 0.0178 N 1058002539.20 1058002539.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.40% 22536TD67 Certificate of Deposit First Tier Security 2016-03-02 2016-03-02 N N N 1028000000.00 1028000000.00 0.0173 N 1028004728.80 1028004728.80 Credit Industriel et Commercial Credit Industriel et Commercial, 0.40% 22536TD75 Certificate of Deposit First Tier Security 2016-03-03 2016-03-03 N N N 556000000.00 556000000.00 0.0094 N 556003725.20 556003725.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.65% 22536TE25 Certificate of Deposit First Tier Security 2016-06-01 2016-06-01 N N N 288000000.00 288000000.00 0.0049 N 288000000.00 288000000.00 Credit Suisse Credit Suisse, 0.73% 22549VKL6 Certificate of Deposit First Tier Security 2016-03-17 2016-05-17 N N N 200000000.00 200000000.00 0.0034 N 199971600.00 199971600.00 Credit Suisse AG Credit Suisse AG, 0.68% 22549VUK7 Certificate of Deposit First Tier Security 2016-03-02 2016-03-02 N N N 384000000.00 384000000.00 0.0065 N 384000000.00 384000000.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.52% 60682AD94 Certificate of Deposit First Tier Security 2016-03-23 2016-03-23 N N N 350000000.00 350000000.00 0.0059 N 350025340.00 350025340.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.53% 60682AE51 Certificate of Deposit First Tier Security 2016-04-01 2016-04-01 N N N 500000000.00 500000000.00 0.0084 N 500046850.00 500046850.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.40% 60689DTE3 Certificate of Deposit First Tier Security 2016-03-02 2016-03-02 N N N 135000000.00 135000000.00 0.0023 N 135000189.00 135000189.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.55% 60689DNU3 Certificate of Deposit First Tier Security 2016-03-24 2016-03-24 N N N 308000000.00 308000000.00 0.0052 N 308023685.20 308023685.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.65% 60689DPK3 Certificate of Deposit First Tier Security 2016-03-14 2016-03-14 N N N 450000000.00 450000000.00 0.0076 N 450042435.00 450042435.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.70% 60689DPV9 Certificate of Deposit First Tier Security 2016-04-04 2016-04-04 N N N 500000000.00 500000000.00 0.0084 N 500114900.00 500114900.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.70% 60689DQC0 Certificate of Deposit First Tier Security 2016-04-11 2016-04-11 N N N 350000000.00 350000000.00 0.0059 N 350088760.00 350088760.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.70% 60689DQK2 Certificate of Deposit First Tier Security 2016-04-18 2016-04-18 N N N 385000000.00 385000000.00 0.0065 N 385103950.00 385103950.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.75% 60689DTA1 Certificate of Deposit First Tier Security 2016-07-01 2016-07-01 N N N 341500000.00 341500000.00 0.0058 N 341561572.45 341561572.45 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.60% 63873FYE2 Certificate of Deposit First Tier Security 2016-03-08 2016-03-08 N N N 637000000.00 637000000.00 0.0107 N 637033187.70 637033187.70 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.63% 63873FYY8 Certificate of Deposit First Tier Security 2016-05-02 2016-05-02 N N N 283000000.00 283043668.14 0.0048 N 283149282.50 283149282.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.64% 63873FZS0 Certificate of Deposit First Tier Security 2016-05-25 2016-05-25 N N N 500000000.00 500000000.00 0.0084 N 500099950.00 500099950.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.68% 63873FYM4 Certificate of Deposit First Tier Security 2016-03-21 2016-03-21 N N N 208000000.00 208000000.00 0.0035 N 208037065.60 208037065.60 Royal Bank of Canada Royal Bank of Canada, 0.62% 78009NTU0 Certificate of Deposit First Tier Security 2016-03-23 2016-03-23 N N N 561000000.00 561000000.00 0.0095 N 560883312.00 560883312.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86563QGA2 Certificate of Deposit First Tier Security 2016-03-17 2016-03-17 N N N 344000000.00 344000000.00 0.0058 N 344019401.60 344019401.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.65% 86562JAD9 Certificate of Deposit First Tier Security 2016-03-15 2016-03-15 N N N 373000000.00 373000000.00 0.0063 N 372967176.00 372967176.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.65% 86563QTJ9 Certificate of Deposit First Tier Security 2016-05-20 2016-05-20 N N N 150000000.00 150000000.00 0.0025 N 150024210.00 150024210.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.70% 86563QKP4 Certificate of Deposit First Tier Security 2016-03-18 2016-03-18 N N N 171000000.00 171000000.00 0.0029 N 171027137.70 171027137.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.70% 86563QLG3 Certificate of Deposit First Tier Security 2016-03-23 2016-03-23 N N N 250000000.00 250000000.00 0.0042 N 250048775.00 250048775.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.70% 86563QMN7 Certificate of Deposit First Tier Security 2016-04-04 2016-04-04 N N N 350000000.00 350000000.00 0.0059 N 350094395.00 350094395.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.70% 86563QPF1 Certificate of Deposit First Tier Security 2016-04-12 2016-04-12 N N N 392000000.00 392000000.00 0.0066 N 392121480.80 392121480.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.72% 86563QTC4 Certificate of Deposit First Tier Security 2016-06-20 2016-06-20 N N N 283000000.00 283000000.00 0.0048 N 283048959.00 283048959.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.72% 86563QVL1 Certificate of Deposit First Tier Security 2016-06-27 2016-06-27 N N N 550000000.00 550000000.00 0.0093 N 550074635.00 550074635.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.52% 86563KR54 Certificate of Deposit First Tier Security 2016-03-21 2016-03-21 N N N 422000000.00 422000000.00 0.0071 N 422032114.20 422032114.20 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.60% 86563KT94 Certificate of Deposit First Tier Security 2016-03-08 2016-03-08 N N N 477000000.00 477000000.00 0.0080 N 477025471.80 477025471.80 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.65% 86563KU35 Certificate of Deposit First Tier Security 2016-03-11 2016-03-11 N N N 475000000.00 475000000.00 0.0080 N 475041135.00 475041135.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.72% 86563KV75 Certificate of Deposit First Tier Security 2016-03-29 2016-03-29 N N N 500000000.00 500000000.00 0.0084 N 500125400.00 500125400.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.72% 86563KX65 Certificate of Deposit First Tier Security 2016-04-04 2016-04-04 N N N 500000000.00 500000000.00 0.0084 N 500144550.00 500144550.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.72% 86563KX81 Certificate of Deposit First Tier Security 2016-04-05 2016-04-05 N N N 385000000.00 385000000.00 0.0065 N 385113729.00 385113729.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.58% 89113ESH0 Certificate of Deposit First Tier Security 2016-03-14 2016-03-14 N N N 372000000.00 372000000.00 0.0063 N 371974704.00 371974704.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.60% 89113ETN6 Certificate of Deposit First Tier Security 2016-03-01 2016-04-11 N N N 366000000.00 366000000.00 0.0062 N 365992314.00 365992314.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.61% 89113ETZ9 Certificate of Deposit First Tier Security 2016-03-14 2016-04-12 N N N 197000000.00 197000000.00 0.0033 N 196987195.00 196987195.00 UBS AG UBS AG, 0.57% 90267RZ44 Certificate of Deposit First Tier Security 2016-03-04 2016-03-04 N N N 171000000.00 171000000.00 0.0029 N 171004326.30 171004326.30 UBS AG UBS AG, 0.60% 90267R4K2 Certificate of Deposit First Tier Security 2016-05-31 2016-05-31 N N N 165000000.00 165033195.79 0.0028 N 165044088.00 165044088.00 UBS AG UBS AG, 0.68% 90267RZ51 Certificate of Deposit First Tier Security 2016-03-04 2016-03-04 N N N 171000000.00 171000000.00 0.0029 N 170998803.00 170998803.00 UBS AG UBS AG, 0.68% 90267R2Z1 Certificate of Deposit First Tier Security 2016-03-22 2016-04-22 N N N 478000000.00 478000000.00 0.0081 N 477926866.00 477926866.00 UBS AG UBS AG, 0.89% 90267R3Z0 Certificate of Deposit First Tier Security 2016-07-06 2016-07-06 N N N 523000000.00 523000000.00 0.0088 N 523389791.90 523389791.90 Wells Fargo Bank NA Wells Fargo Bank NA, 0.58% 94988EGY8 Certificate of Deposit First Tier Security 2016-03-01 2016-03-01 N N N 207000000.00 207000000.00 0.0035 N 207000000.00 207000000.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.58% 94988EH35 Certificate of Deposit First Tier Security 2016-03-02 2016-03-02 N N N 394000000.00 394000000.00 0.0066 N 394000000.00 394000000.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.64% 94988EJJ8 Certificate of Deposit First Tier Security 2016-03-02 2016-04-06 N N N 533000000.00 533000000.00 0.0090 N 532990406.00 532990406.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.77% 94988EMR6 Certificate of Deposit First Tier Security 2016-03-18 2016-06-17 N N N 69000000.00 69000000.00 0.0012 N 68995653.00 68995653.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.79% 94988ERT7 Certificate of Deposit First Tier Security 2016-07-20 2016-07-20 N N N 500000000.00 500000000.00 0.0084 N 500000000.00 500000000.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.85% 94988EPN2 Certificate of Deposit First Tier Security 2016-07-21 2016-07-21 N N N 445000000.00 445000000.00 0.0075 N 445125668.00 445125668.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.70% XS1353892000 0001462160 Certificate of Deposit First Tier Security 2016-04-26 2016-04-26 N N N 153000000.00 152833694.18 0.0026 N 152885265.30 152885265.30 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.70% XS1353892349 0001462160 Certificate of Deposit First Tier Security 2016-04-28 2016-04-28 N N N 153000000.00 152827761.39 0.0026 N 152880231.60 152880231.60 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.77% ABG396000 0001462160 Certificate of Deposit First Tier Security 2016-06-01 2016-06-01 N N N 161000000.00 161000000.00 0.0027 N 161050972.60 161050972.60 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.77% XS1358016407 0001462160 Certificate of Deposit First Tier Security 2016-06-02 2016-06-02 N N N 125000000.00 124752001.59 0.0021 N 124788862.50 124788862.50 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.70% XS1366170527 0001046017 Certificate of Deposit First Tier Security 2016-05-16 2016-05-16 N N N 100000000.00 100000000.00 0.0017 N 100029880.00 100029880.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.83% XS1353179341 0001046017 Certificate of Deposit First Tier Security 2016-05-20 2016-05-20 N N N 73000000.00 73000000.00 0.0012 N 73040296.00 73040296.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.83% XS1353179424 0001046017 Certificate of Deposit First Tier Security 2016-05-25 2016-05-25 N N N 49000000.00 49000000.00 0.0008 N 49026028.80 49026028.80 BNP Paribas New York Branch BNP Paribas New York Branch, 0.65% 09659BF21 Financial Company Commercial Paper First Tier Security 2016-06-02 2016-06-02 N N N 481000000.00 480192320.77 0.0081 N 480232612.60 480232612.60 Credit Suisse AG Credit Suisse AG, 1.01% 2254EAH22 Financial Company Commercial Paper First Tier Security 2016-08-02 2016-08-02 N N N 338500000.00 337051972.08 0.0057 N 337312203.50 337312203.50 JPMorgan Securities LLC JPMorgan Securities LLC, 0.65% 46640ECC0 Financial Company Commercial Paper First Tier Security 2016-03-07 2016-03-07 N N N 366000000.00 366000000.00 0.0062 N 365999268.00 365999268.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.75% 46590DD80 Financial Company Commercial Paper First Tier Security 2016-04-08 2016-04-08 N N N 69000000.00 68945374.99 0.0012 N 68969653.80 68969653.80 Nationwide Building Society Nationwide Building Society, 0.62% 6385E0EC3 Financial Company Commercial Paper First Tier Security 2016-05-12 2016-05-12 N N N 100000000.00 99876000.00 0.0017 N 99908340.00 99908340.00 Nationwide Building Society Nationwide Building Society, 0.62% 6385E0EG4 Financial Company Commercial Paper First Tier Security 2016-05-16 2016-05-16 N N N 76000000.00 75900524.45 0.0013 N 75925550.40 75925550.40 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.60% 89116EDD2 Financial Company Commercial Paper First Tier Security 2016-04-13 2016-04-13 N N N 123000000.00 122911850.01 0.0021 N 122934600.90 122934600.90 BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.40% 09658YC17 Other Commercial Paper First Tier Security 2016-03-01 2016-03-01 N N N 601000000.00 601000000.00 0.0101 N 600994290.50 600994290.50 BPCE SA BPCE SA, 0.72% 05571BE25 Other Commercial Paper First Tier Security 2016-05-02 2016-05-02 N N N 488000000.00 487394880.00 0.0082 N 487644736.00 487644736.00 Caisse centrale Desjardins Caisse centrale Desjardins, 0.35% 1280C2C15 Other Commercial Paper First Tier Security 2016-03-01 2016-03-01 N N N 104000000.00 104000000.00 0.0018 N 104000000.00 104000000.00 Caisse centrale Desjardins Caisse centrale Desjardins, 0.38% 1280C2C49 Other Commercial Paper First Tier Security 2016-03-04 2016-03-04 N N N 131000000.00 130995851.70 0.0022 N 130995851.23 130995851.23 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6MN4 Government Agency Debt First Tier Security 2016-03-15 2016-07-15 N N N 500000000.00 500000000.00 0.0084 N 499948500.00 499948500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6UD7 Government Agency Debt First Tier Security 2016-03-02 2016-06-02 N N N 500000000.00 500000000.00 0.0084 N 499993000.00 499993000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A5WR6 Government Agency Debt First Tier Security 2016-05-03 2017-02-03 N N N 370000000.00 369837904.70 0.0062 N 369860880.00 369860880.00 Freddie Mac Freddie Mac, 0.44% 3134G72G5 Government Agency Debt First Tier Security 2016-03-20 2017-04-20 N N N 242000000.00 241957918.38 0.0041 N 241721700.00 241721700.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 912796GH6 Treasury Debt First Tier Security 2016-04-28 2016-04-28 N N N 211000000.00 210932011.12 0.0036 N 210906738.00 210906738.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828QP8 Treasury Debt First Tier Security 2016-05-31 2016-05-31 N N N 373000000.00 374337805.16 0.0063 N 374252907.00 374252907.00 U.S. Treasury Notes U.S. Treasury Notes, 0.33% 912828WM8 Treasury Debt First Tier Security 2016-05-31 2016-05-31 N N N 95000000.00 95008040.34 0.0016 N 95000000.00 95000000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.35% 912828WQ9 Treasury Debt First Tier Security 2016-06-30 2016-06-30 N N N 250000000.00 250118164.05 0.0042 N 250029250.00 250029250.00 U.S. Treasury Notes U.S. Treasury Notes, 0.44% 912828KZ2 Treasury Debt First Tier Security 2016-06-30 2016-06-30 N N N 200000000.00 201848162.40 0.0034 N 201859400.00 201859400.00 U.S. Treasury Notes U.S. Treasury Notes, 0.47% 912828RF9 Treasury Debt First Tier Security 2016-08-31 2016-08-31 N N N 190000000.00 190488655.25 0.0032 N 190418190.00 190418190.00 U.S. Treasury Notes U.S. Treasury Notes, 0.49% 912828M23 Treasury Debt First Tier Security 2016-03-01 2017-10-31 N N N 210000000.00 209830129.74 0.0035 N 209896260.00 209896260.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.43% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2016-03-07 2016-03-07 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 0.0006 N 37000000.00 37000000.00 Florida Timber Fin. 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Australia & New Zealand Banking Group Ltd., 0.29% ACH580000 Other Instrument Time Deposits First Tier Security 2016-03-01 2016-03-01 N N N 522000000.00 522000000.00 0.0088 N 522000000.00 522000000.00 Bank of New York Mellon (TD) Bank of New York Mellon (TD), 0.27% ACH866000 Other Instrument Time Deposits First Tier Security 2016-03-01 2016-03-01 N N N 1425000000.00 1425000000.00 0.0240 N 1425000000.00 1425000000.00 Credit Agricole CIB Credit Agricole CIB, 0.32% ACH758000 Other Instrument Time Deposits First Tier Security 2016-03-01 2016-03-01 N N N 2055000000.00 2055000000.00 0.0346 N 2055000000.00 2055000000.00 DNB Bank ASA DNB Bank ASA, 0.35% ACH015000 Other Instrument Time Deposits First Tier Security 2016-03-01 2016-03-01 N N N 2903000000.00 2903000000.00 0.0489 N 2903000000.00 2903000000.00 Natixis SA Natixis SA, 0.31% ACH594000 Other Instrument Time Deposits First Tier Security 2016-03-01 2016-03-01 N N N 815000000.00 815000000.00 0.0137 N 815000000.00 815000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% ACG122000 Other Instrument Time Deposits First Tier Security 2016-03-02 2016-03-02 N N N 3055000000.00 3055000000.00 0.0515 N 3055000000.00 3055000000.00 Swedbank AB Swedbank AB, 0.29% ACH576000 Other Instrument Time Deposits First Tier Security 2016-03-01 2016-03-01 N N N 2440000000.00 2440000000.00 0.0411 N 2440000000.00 2440000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 Government Agency Debt 909019533.30 895436695.09 FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-25 2044-10-25 3.5 - 5.8 Government Agency Debt 1037397809.45 434043538.63 Unrated Security 2016-03-01 2016-03-01 N N N 1290745677.00 1290745676.53 0.0217 N 1290745676.53 1290745676.53 Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.32%, dated 2/29/2016 due 03/01/2016 ACH876000_04240 Government Agency Repurchase Agreement Y US TREASURY 2016-03-31 2043-08-15 0 - 8.5 Treasury Debt 161160231.13 185643852.34 Unrated Security 2016-03-01 2016-03-01 N N N 182002256.00 182002255.86 0.0031 N 182002255.86 182002255.86 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_07629 Government Agency Repurchase Agreement Y US TREASURY 2016-05-15 2045-05-15 0 - 7.625 Treasury Debt 9889744.05 8944444.07 FEDERAL FARM CREDIT 2025-08-19 2025-08-19 3.09 - 3.09 Government Agency Debt 243.10 245.60 FEDERAL HOME LOAN BANK 2016-10-19 2016-10-19 5.125 - 5.125 Government Agency Debt 143431.50 150130.75 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-01 2047-02-01 0.543 - 8 Government Agency Debt 333253660.93 175953354.74 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-25 2054-07-25 0 - 9.5 Government Agency Debt 820302650.76 386512487.28 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-06-15 2045-12-20 0.728 - 7.228 Government Agency Debt 39143673.35 17981762.64 TENNESEE VALLEY AUTHORITY 2039-09-15 2039-09-15 5.25 - 5.25 Government Agency Debt 121552.12 157961.44 Unrated Security 2016-03-01 2016-03-01 N N N 577372578.00 577372578.23 0.0097 N 577372578.23 577372578.23 Citibank NA In a joint trading account with Citibank NA at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_26602 Government Agency Repurchase Agreement Y US TREASURY 2016-06-16 2046-02-15 0 - 9.125 Treasury Debt 289359266.47 303826695.60 FEDERAL HOME LOAN BANK 2016-06-13 2020-09-11 1.375 - 5.625 Government Agency Debt 3532.28 3557.38 FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2045-10-01 2.5 - 6 Government Agency Debt 25197183.92 22376882.21 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.875 - 7.95 Government Agency Debt 14263195.41 5540193.23 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 Government Agency Debt 39853057.55 24184104.78 Unrated Security 2016-03-01 2016-03-01 N N N 348501333.00 348501332.66 0.0059 N 348501332.66 348501332.66 Citibank NA In a joint trading account with Citibank NA at 0.32%, dated 2/29/2016 due 03/01/2016 ACH876000_26602 Government Agency Repurchase Agreement Y US TREASURY 2016-06-16 2046-02-15 0 - 9.125 Treasury Debt 226673620.65 238006883.21 FEDERAL HOME LOAN BANK 2016-06-13 2020-09-11 1.375 - 5.625 Government Agency Debt 2767.06 2786.72 FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2045-10-01 2.5 - 6 Government Agency Debt 19738565.76 17529243.04 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.875 - 7.95 Government Agency Debt 11173273.23 4339987.70 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 Government Agency Debt 31219448.95 18944956.07 Unrated Security 2016-03-01 2016-03-01 N N N 273003384.00 273003383.78 0.0046 N 273003383.78 273003383.78 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_04361 Government Agency Repurchase Agreement Y US TREASURY 2017-02-02 2044-08-15 0 - 6.875 Treasury Debt 412248020.44 431894359.68 FEDERAL NATIONAL MORTGAGE ASSOC 2030-12-01 2046-01-01 3 - 4 Government Agency Debt 68999146.24 66320991.35 Unrated Security 2016-03-01 2016-03-01 N N N 487650013.00 487650012.91 0.0082 N 487650012.91 487650012.91 Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_26252 Government Agency Repurchase Agreement Y US TREASURY 2016-03-15 2045-08-15 0.375 - 8.75 Treasury Debt 805287930.36 856028344.56 U.S. TREASURY 2017-01-31 2018-01-31 0.074 - 0.577 Treasury Debt 22523606.55 22535200.81 Unrated Security 2016-03-01 2016-03-01 N N N 859979770.00 859979770.03 0.0145 N 859979770.03 859979770.03 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.32%, dated 2/29/2016 due 03/01/2016 ACH876000_39304 Government Agency Repurchase Agreement Y US TREASURY 2016-03-31 2039-02-15 0.5 - 7.875 Treasury Debt 7990038.80 8434521.75 FEDERAL HOME LOAN MORTGAGE CORP 2022-08-01 2045-12-01 3 - 8 Government Agency Debt 224055805.63 126182895.59 U.S. TREASURY 2016-04-30 2018-01-31 0.053 - 0.577 Treasury Debt 532810.40 532839.51 Unrated Security 2016-03-01 2016-03-01 N N N 132497642.00 132497642.26 0.0022 N 132497642.26 132497642.26 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_40488 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2032-05-01 2043-04-01 3.5 - 6 Government Agency Debt 114061595.85 64223101.95 Unrated Security 2016-03-01 2016-03-01 N N N 62963204.00 62963203.73 0.0011 N 62963203.73 62963203.73 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_55502 Government Agency Repurchase Agreement Y US TREASURY 2016-08-15 2045-08-15 0.375 - 4.75 Treasury Debt 95101378.18 97504111.63 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2048-03-01 1.894 - 7 Government Agency Debt 801928653.25 306678441.44 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-11-20 2042-11-15 3 - 3.5 Government Agency Debt 42344078.24 26901800.51 U.S. TREASURY 2016-04-30 2018-01-31 0.069 - 0.577 Treasury Debt 5311093.98 5312986.31 Unrated Security 2016-03-01 2016-03-01 N N N 427793099.00 427793098.84 0.0072 N 427793098.84 427793098.84 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.32%, dated 2/29/2016 due 03/01/2016 ACH876000_55502 Government Agency Repurchase Agreement Y US TREASURY 2016-08-15 2045-08-15 0.375 - 4.75 Treasury Debt 81099890.56 83148876.84 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2048-03-01 1.894 - 7 Government Agency Debt 683863128.59 261527104.17 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-11-20 2042-11-15 3 - 3.5 Government Agency Debt 36109887.96 22941129.97 U.S. TREASURY 2016-04-30 2018-01-31 0.069 - 0.577 Treasury Debt 4529157.72 4530771.44 Unrated Security 2016-03-01 2016-03-01 N N N 364810418.00 364810417.70 0.0061 N 364810417.70 364810417.70 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.32%, dated 2/29/2016 due 03/01/2016 ACH876000_53651 Government Agency Repurchase Agreement Y US TREASURY 2017-02-28 2017-09-30 0.625 - 3 Treasury Debt 127791864.74 129055155.63 FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2043-02-01 2.16 - 4.5 Government Agency Debt 118360608.30 82086038.83 FEDERAL NATIONAL MORTGAGE ASSOC 2041-02-01 2046-02-01 0 - 3.129 Government Agency Debt 60906219.17 47864619.42 Unrated Security 2016-03-01 2016-03-01 N N N 253925179.00 253925179.32 0.0043 N 253925179.32 253925179.32 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_08126 Government Agency Repurchase Agreement Y US TREASURY 2020-04-30 2022-05-15 1.125 - 1.75 Treasury Debt 234988658.54 238346765.81 FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2046-01-01 2.5 - 4.5 Government Agency Debt 73573185.08 73950968.90 FINANCE CORPORATION 2018-12-27 2018-12-27 0 - 0 Government Agency Debt 381007.80 369067.02 FEDERAL NATIONAL MORTGAGE ASSOC 2022-06-01 2046-02-01 2.47 - 6.883 Government Agency Debt 130737905.89 132428659.16 Unrated Security 2016-03-01 2016-03-01 N N N 436335002.00 436335001.87 0.0074 N 436335001.87 436335001.87 Societe Generale In a joint trading account with Societe Generale at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_74037 Government Agency Repurchase Agreement Y US TREASURY 2016-03-31 2045-11-15 0 - 8 Treasury Debt 327208058.36 352113926.50 FEDERAL HOME LOAN MORTGAGE CORP 2017-05-12 2046-01-01 1.25 - 5.967 Government Agency Debt 188181402.90 15641618.89 FEDERAL NATIONAL MORTGAGE ASSOC 2017-06-01 2046-01-01 0 - 6 Government Agency Debt 168003405.41 44418502.44 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-03-15 2046-01-20 1.75 - 7.5 Government Agency Debt 340689038.88 35069956.54 Unrated Security 2016-03-01 2016-03-01 N N N 437594266.00 437594265.94 0.0074 N 437594265.94 437594265.94 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-04-15 2023-02-28 0 - 1.5 Treasury Debt 33619638.23 33574941.24 FEDERAL AGRICULTURE MORTGAGE CORP 2016-06-01 2021-01-07 0 - 5.125 Government Agency Debt 503386.06 513251.40 FEDERAL FARM CREDIT 2017-01-17 2040-11-02 0.72 - 5.75 Government Agency Debt 3294620.05 3358156.88 FEDERAL HOME LOAN BANK 2016-03-02 2036-07-15 0 - 5.625 Government Agency Debt 22681021.53 22977651.08 FEDERAL HOME LOAN MORTGAGE CORP 2016-05-13 2032-07-15 0 - 8.25 Government Agency Debt 10573930.86 11606987.61 FINANCE CORPORATION 2018-02-08 2018-02-08 9.4 - 9.4 Government Agency Debt 127605.85 149056.81 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-15 2045-12-01 0 - 7.125 Government Agency Debt 15178702.21 15797157.24 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-06-15 2046-02-20 2 - 10 Government Agency Debt 137193752.84 105663046.36 RESOLUTION FUNDING CORP 2016-04-15 2016-04-15 0 - 0 Government Agency Debt 2172.01 2170.69 Unrated Security 2016-03-01 2016-03-01 N N N 189834059.00 189834059.26 0.0032 N 189834059.26 189834059.26 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.32%, dated 2/29/2016 due 03/01/2016 ACH876000_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-04-15 2023-02-28 0 - 1.5 Treasury Debt 116037449.15 115883178.44 FEDERAL AGRICULTURE MORTGAGE CORP 2016-06-01 2021-01-07 0 - 5.125 Government Agency Debt 1737426.02 1771476.04 FEDERAL FARM CREDIT 2017-01-17 2040-11-02 0.72 - 5.75 Government Agency Debt 11371309.36 11590605.33 FEDERAL HOME LOAN BANK 2016-03-02 2036-07-15 0 - 5.625 Government Agency Debt 78283051.85 79306862.26 FEDERAL HOME LOAN MORTGAGE CORP 2016-05-13 2032-07-15 0 - 8.25 Government Agency Debt 36495692.08 40061264.95 FINANCE CORPORATION 2018-02-08 2018-02-08 9.4 - 9.4 Government Agency Debt 440428.80 514466.35 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-15 2045-12-01 0 - 7.125 Government Agency Debt 52388960.10 54523544.15 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-06-15 2046-02-20 2 - 10 Government Agency Debt 473521249.94 364693703.24 RESOLUTION FUNDING CORP 2016-04-15 2016-04-15 0 - 0 Government Agency Debt 7496.66 7492.09 Unrated Security 2016-03-01 2016-03-01 N N N 655208121.00 655208121.08 0.0110 N 655208121.08 655208121.08 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.63% ACG026000 0000318336 Other Repurchase Agreement N 51-100 2016-12-01 2049-12-29 0.622 - 11.5 Other Instrument MORTGAGE 650797081.00 261824230.72 First Tier Security 2016-03-02 2016-03-02 N N N 243000000.00 243000000.00 0.0041 N 243001263.60 243001263.60 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.63% ACG515000 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-06-16 2056-12-16 0.226 - 4.397 Government Agency Debt 278139797.00 183354708.62 First Tier Security 2016-03-03 2016-03-03 N N N 178000000.00 178000000.00 0.0030 N 178001797.80 178001797.80 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 1.04% 48Z9926V5 0000318336 Other Repurchase Agreement N 51-100 2019-07-15 2048-10-15 0 - 10.012 Other Instrument MORTGAGE 1618945408.00 397412405.37 First Tier Security 2016-04-19 2016-04-19 Y CREDIT SU SEC USA LLC(NON GOV) N/A N/A N N 369000000.00 369000000.00 0.0062 Y 369033210.00 369033210.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 1.04% ACC692000 0000318336 Other Repurchase Agreement N 101-500 2026-05-15 2047-10-25 0 - 9.23 Other Instrument MORTGAGE 2876868984.00 622676978.51 First Tier Security 2016-04-26 2016-04-26 N N N 571000000.00 571000000.00 0.0096 Y 571057100.00 571057100.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 1.10% ACE577000 Other Repurchase Agreement N 51-100 2016-02-29 2016-02-29 N/A Other Instrument CORPORATE 333021615.00 363176485.25 First Tier Security 2016-05-16 2016-05-16 N N N 334000000.00 334000000.00 0.0056 Y 334086840.00 334086840.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 1.15% AAA692000 Other Repurchase Agreement N ARRAY BIOPHARMA 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 2204000.00 1801770.00 BIOMARIN PHARMACEUTICAL, INC. 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 4385000.00 5021495.91 WTS144 CORENERGY INFASTRUCTURE 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 5185000.00 3556790.75 DEPOMED, INC. 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 1435000.00 1557405.50 FINISAR CORPORATION 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 8867000.00 8113792.69 INTEGRA LIFESCIENCES CORPORATI 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 6707000.00 7952597.21 MEDICINES COMPANY (THE) CONV P 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 3547000.00 4063634.74 MEDIDATA SOLUTIONS, INC.FD INC 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 4791000.00 4715805.26 NRG YIELD INC 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 16146000.00 14394465.77 PFD NUVASIVE INC SR-D1 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 3393000.00 3810959.92 PALO ALTO NETWORKS INC 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 44468000.00 64945069.32 PANDORA MEDIA INC 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 1898000.00 1746513.03 RTI INTERNATIONAL META 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 1958000.00 1929487.60 SPIRIT RLTY CAP INC NEW 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 3054000.00 3015034.01 PFD SUNPOWER CORPONE 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 1982000.00 2201258.75 TWITTER INC 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 7319328.00 6139086.36 VERISIGN, INC. 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 29269000.00 70687678.98 WEBMD HEALTH CORP. 2016-02-29 2016-02-29 N/A Other Instrument OTHER NOTE 2000000.00 2512898.00 First Tier Security 2016-05-31 2016-05-31 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 191000000.00 191000000.00 0.0032 Y 191005730.00 191005730.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.38% ACH600000 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN BANK 2016-03-14 2016-03-14 N/A Government Agency Debt 22900000.00 22897252.36 FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2022-01-13 2.375 - 2.375 Government Agency Debt 163000.00 170700.24 FEDERAL NATIONAL MORTGAGE ASSOC 2037-01-01 2037-01-01 4.5 - 4.5 Government Agency Debt 759979.00 73094.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-10-15 2057-03-15 0.01 - 8.269 Government Agency Debt 7408842116.00 511334404.02 First Tier Security 2016-03-01 2016-03-01 N N N 520000000.00 520000000.00 0.0088 N 520000000.00 520000000.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.52% ACG567000 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2032-11-15 2043-09-15 N/A Government Agency Debt 71143790.00 43114876.82 FEDERAL NATIONAL MORTGAGE ASSOC 2033-01-25 2044-01-25 N/A Government Agency Debt 33774352.00 15346564.49 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-10-16 2057-12-16 0.002 - 1.441 Government Agency Debt 6432723839.00 190814437.09 First Tier Security 2016-03-03 2016-03-03 N N N 242000000.00 242000000.00 0.0041 N 242000968.00 242000968.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.12% 49M99LGX0 0001287279 Other Repurchase Agreement N BANC OF AMERICA COMMERCIAL MOR 2049-01-15 2049-01-15 5.523 - 5.523 Other Instrument GOVERNMENT AGENCY 6300.00 3883.51 BANC OF AMERICA MORTGAGE SECUR 2035-03-25 2035-03-25 2.834 - 2.834 Other Instrument GOVERNMENT AGENCY 500000.00 76520.28 BANC OF AMERICA FUNDING 2007-2 2037-03-25 2037-03-25 5.806 - 5.806 Other Instrument GOVERNMENT AGENCY 13283000.00 256004.54 CWALT, INC., 2005-43 2035-10-25 2035-10-25 6 - 6 Other Instrument GOVERNMENT AGENCY 3066000.00 1666177.31 CWMBS, INC., 2005-19 2036-02-25 2036-02-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 34087000.00 2737607.54 CHASE MORTGAGE FINANCE 2007-A1 2037-03-25 2037-03-25 2.79 - 2.79 Other Instrument GOVERNMENT AGENCY 21645000.00 4780638.07 CHASE MORTGAGE FINANCE TRUST 2 2036-09-25 2036-09-25 2.661 - 2.661 Other Instrument GOVERNMENT AGENCY 10200000.00 4093384.16 CSCM MORTGAGE TRUST SERIES, SE 2040-02-15 2040-02-15 5.457 - 5.457 Other Instrument GOVERNMENT AGENCY 6194.00 3333.58 INDYMAC INDX MORTGAGE LOAN TRU 2035-07-25 2035-07-25 2.531 - 2.531 Other Instrument GOVERNMENT AGENCY 94107000.00 13687296.24 J.P. MORGAN MORTGAGE TRUST 200 2036-04-25 2036-05-25 2.746 - 2.84 Other Instrument GOVERNMENT AGENCY 23149900.00 8523045.20 JPMORGAN MORTGAGE TRUST 2006-A 2036-06-25 2036-06-25 2.493 - 5.384 Other Instrument GOVERNMENT AGENCY 17903200.00 5845852.18 J.P. 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Morgan Securities, LLC J.P. 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RBC Capital Markets Co., 0.56% ACF769000 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2023-09-01 2045-08-15 1.333 - 7.475 Government Agency Debt 685723721.00 50551122.07 FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-03-01 0 - 6.824 Government Agency Debt 310958730.00 66128594.62 GOVERNMENT NATIONAL MORTAGE ASSOC 2029-05-20 2063-09-20 0 - 21.259 Government Agency Debt 243258014.00 32448795.91 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 145000000.00 145000000.00 0.0024 N 145000000.00 145000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.65% ABE552000 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2018-07-01 2045-08-15 0 - 7.475 Government Agency Debt 235413333.00 29060746.98 FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2046-03-01 0 - 7.123 Government Agency Debt 624025250.00 88625012.89 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-12-20 2063-09-20 1.75 - 7.5 Government Agency Debt 443244860.00 42567215.56 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 156000000.00 156000000.00 0.0026 N 156000000.00 156000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.76% ABA019000 0000050916 Other Repurchase Agreement N BEXAR CNTY TEX FOR ISSUES DTD PRIOR TO 08/01/09 SEE 088275 2038-06-15 2038-06-15 5 - 5 Other Municipal Debt 10000000.00 11751377.78 EAST BATON ROUGE LA SEW COMMN REV 2039-02-01 2039-02-01 5 - 5 Other Municipal Debt 456515.00 525000.87 LAS VEGAS VALLEY NEV WTR DIST 2034-06-01 2039-06-01 5 - 5 Other Municipal Debt 25000000.00 29673955.55 LOS ANGELES CALIF DEPT WTR & PWR REV 2044-07-01 2044-07-01 5 - 5 Other Municipal Debt 15000000.00 17617733.33 OMAHA PUB PWR DIST NEB ELEC REV 2031-02-01 2031-02-01 5 - 5 Other Municipal Debt 14805388.00 18043754.07 ORANGE CNTY FLA SCH BRD CTFS PARTN 2031-08-01 2031-08-01 5 - 5 Other Municipal Debt 10000000.00 12059088.89 PALM BEACH CNTY FLA SCH BRD CTFS PARTN 2030-08-01 2030-08-01 5 - 5 Other Municipal Debt 2785530.00 3343663.55 First Tier Security 2016-03-01 2016-03-01 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 88000000.00 88000000.00 0.0015 N 88000000.00 88000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.78% ACH672000 0000050916 Other Repurchase Agreement N US TREASURY 2016-10-13 2020-08-15 0 - 2.625 Treasury Debt 300.00 311.98 FEDERAL HOME LOAN MORTGAGE CORP 2036-01-25 2036-01-25 3.079 - 3.079 Government Agency Debt 1285.00 254.62 FEDERAL NATIONAL MORTGAGE ASSOC 2042-05-25 2042-05-25 7.5 - 7.5 Government Agency Debt 1.00 0.09 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-03-15 2043-04-20 3 - 7 Government Agency Debt 53284.00 5176.47 ABBVIE INC 2018-05-14 2018-05-14 1.8 - 1.8 Other Instrument CORPORATE 860000.00 861410.40 CROWN CASTLE INTL CORP 2022-04-15 2022-04-15 4.875 - 4.875 Other Instrument CORPORATE 2550000.00 2708420.87 EL PASO TEX INDPT SCH DIST FOR ISSUES DTD PRIOR TO 07/02/09 SEE 283767 2032-08-15 2032-08-15 5 - 5 Other Municipal Debt 464174.00 556184.63 FOREST HILLS OHIO LOC SCH DIST 2044-12-01 2044-12-01 5 - 5 Other Municipal Debt 8708090.00 10037486.37 INDIANA ST FIN AUTH WASTEWATER UTIL REV 2040-10-01 2040-10-01 5 - 5 Other Municipal Debt 31309103.00 36403581.10 KINDER MORGAN INC DEL 2034-12-01 2034-12-01 5.3 - 5.3 Other Instrument CORPORATE 1803000.00 1433304.87 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 49000000.00 49000000.00 0.0008 N 49000000.00 49000000.00