N-MFP1 0000356173 XXXXXXXX 2016-04-30 0000356173 549300OFWVVLQMKDY256 S000004822 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 Y 15 27 22212109378.84 21108250808.52 18697480557.16 20539026094.83 21105423549.40 28695568831.63 28979220475.12 27969439357.08 27463554059.26 27315263493.33 0.4900 0.4700 0.4300 0.4700 0.5000 0.6300 0.6400 0.6400 0.6300 0.6500 177.60 41913006116.92 41910192938.07 16256910.80 20564620.34 41905885406.13 41886244653.89 1.0000 0.0051 1.0005 1.0005 1.0005 1.0005 1.0005 C000013041 1000000.00 18101361713.82 18092288821.04 1.0005 1.0005 1.0006 1.0006 1.0006 912224430.55 1033752822.52 837763781.45 1563884253.92 317025983.02 1175562819.78 614362236.47 732626494.82 596298074.58 910641554.66 2669928923.06 4729860365.25 0.0033 Y Fidelity Investments, Reimbursement, -452723.02; C000013086 1000000.00 77264494.92 77236127.74 1.0004 1.0004 1.0004 1.0004 1.0004 1084927.07 12260200.94 4117838.41 4945010.15 3952003.23 1397382.07 6337006.56 5034700.24 730569.52 2188525.50 15366581.42 14087396.60 0.0018 Y Fidelity Investments, Reimbursement, -1821.76; C000013087 1000000.00 1341720713.12 1341848050.29 0.9999 0.9999 1.0000 1.0000 1.0000 161638848.74 291653821.86 178202491.17 34987887.48 77266724.27 40937863.42 135329242.19 72750319.68 52275655.89 52337293.20 448255814.11 235565679.53 0.0008 Y Fidelity Investments, Reimbursement, -35101.04; C000013088 1000000.00 246975204.62 246879081.35 1.0004 1.0004 1.0004 1.0004 1.0005 13517417.54 10532160.30 26763391.88 15203277.67 9123500.72 30700189.17 40648550.37 9265246.19 13767274.73 15787858.60 96023424.68 72881571.94 0.0028 Y Fidelity Investments, Reimbursement, -5839.89; C000056571 10000000.00 19934066624.87 19923958669.52 1.0005 1.0005 1.0006 1.0006 1.0006 2588716052.88 3554528261.51 2104688627.28 1782902525.49 1854420696.06 2608941003.99 2044722505.80 2207488540.07 1620438045.21 2375433201.76 8316640584.61 9801083556.86 0.0037 Y Fidelity Investments, Reimbursement, -668181.81; C000077337 1.00 2204496654.78 2204033903.95 1.0002 1.0002 1.0003 1.0003 1.0003 253852561.92 5482487.98 3026811.72 8751019.94 2416166.78 27749117.16 108155786.53 2161314.95 2753513.29 177340102.35 367187802.35 219566478.44 0.0037 Y Fidelity Investments, Reimbursement, -15779.37; Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.60% 06427EKM2 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit N/A N/A 2016-05-13 2016-05-13 2016-05-13 N N N 0.0060 255017238.00 255017238.00 255017238.00 0.0061 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.61% 06366LEZ7 NQQ6HPCNCCU6TUTQYE16 US06366LEZ76 Certificate of Deposit N/A N/A 2016-05-17 2016-06-10 2016-06-10 N N N 0.0061 522088218.00 522088218.00 522088218.00 0.0125 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.60% 06417GAW8 L3I9ZG2KFGXZ61BMYR72 35N99SDH1 Certificate of Deposit N/A N/A 2016-05-13 2016-05-13 2016-05-13 N N N 0.0060 187014604.70 187014604.70 187014604.70 0.0045 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.79% 06417GDA3 L3I9ZG2KFGXZ61BMYR72 US06417GDA31 Certificate of Deposit N/A N/A 2016-05-06 2016-07-06 2016-07-06 N N N 0.0079 150072750.00 150072750.00 150072750.00 0.0036 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.83% 06417GDL9 L3I9ZG2KFGXZ61BMYR72 ABD292000 Certificate of Deposit N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0083 200124400.00 200124400.00 200124400.00 0.0048 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.85% 06417GJA7 L3I9ZG2KFGXZ61BMYR72 US06417GJA76 Certificate of Deposit N/A N/A 2016-05-23 2016-11-21 2016-11-21 N N N 0.0085 155006200.00 155006200.00 155006200.00 0.0037 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.40% 06538MYP8 C3GTMMZIHMY46P4OIX74 AEG081000 Certificate of Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0040 218000261.60 218000261.60 218000261.60 0.0052 N Y Y N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538MUJ6 C3GTMMZIHMY46P4OIX74 ADD874000 Certificate of Deposit N/A N/A 2016-05-18 2016-05-18 2016-05-18 N N N 0.0050 220009482.00 220009482.00 220009482.00 0.0053 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.72% 06538MPJ2 C3GTMMZIHMY46P4OIX74 ABI618000 Certificate of Deposit N/A N/A 2016-06-15 2016-06-15 2016-06-15 N N N 0.0072 220070378.00 220070378.00 220070378.00 0.0053 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.77% 06538MXV6 C3GTMMZIHMY46P4OIX74 AEE174000 Certificate of Deposit N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0077 150021915.00 150021915.00 150021915.00 0.0036 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.77% 13606AQA9 2IGI19DL77OX0HC3ZE78 US13606AQA96 Certificate of Deposit N/A N/A 2016-05-16 2016-07-22 2016-07-22 N N N 0.0077 149952600.00 149952600.00 149952600.00 0.0036 N N N N Credit Agricole CIB Credit Agricole CIB, 0.38% 22534HHS3 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit N/A N/A 2016-05-06 2016-05-06 2016-05-06 N N N 0.0038 909000000.00 909000000.00 909000000.00 0.0217 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.63% 22534HEX5 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit N/A N/A 2016-05-09 2016-05-09 2016-05-09 N N N 0.0063 500033650.00 500033650.00 500033650.00 0.0119 N N N N Credit Agricole CIB Credit Agricole CIB, 0.71% 22534HEG2 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit N/A N/A 2016-05-05 2016-05-05 2016-05-05 N N N 0.0071 100005490.00 100005490.00 100005490.00 0.0024 N N Y N Credit Industriel et Commercial Credit Industriel et Commercial, 0.40% 22536TP72 N4JDFKKH2FTD8RKFXO39 0001274419 Certificate of Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0040 398002427.80 398002427.80 398002427.80 0.0095 N Y Y N Credit Industriel et Commercial Credit Industriel et Commercial, 0.40% 22536TP98 N4JDFKKH2FTD8RKFXO39 0001274419 Certificate of Deposit N/A N/A 2016-05-03 2016-05-03 2016-05-03 N N N 0.0040 759005996.10 759005996.10 759005996.10 0.0181 N N Y N Credit Suisse Credit Suisse, 0.74% 22549VKL6 ANGGYXNX0JLX3X63JN86 US22549VKL61 Certificate of Deposit N/A N/A 2016-05-17 2016-05-17 2016-05-17 N N N 0.0074 200033800.00 200033800.00 200033800.00 0.0048 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.50% 60682AK39 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit N/A N/A 2016-05-19 2016-05-19 2016-05-19 N N N 0.0050 81010910.70 81010910.70 81010910.70 0.0019 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.52% 60682AN51 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit N/A N/A 2016-05-20 2016-05-20 2016-05-20 N N N 0.0052 500035200.00 500035200.00 500035200.00 0.0119 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.52% 60682AK70 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit N/A N/A 2016-05-26 2016-05-26 2016-05-26 N N N 0.0052 100015720.00 100015720.00 100015720.00 0.0024 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.50% 60689DUX9 RB0PEZSDGCO3JS6CEU02 ADI897000 Certificate of Deposit N/A N/A 2016-05-13 2016-05-13 2016-05-13 N N N 0.0050 333013186.80 333013186.80 333013186.80 0.0079 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.65% 60689DTB9 RB0PEZSDGCO3JS6CEU02 ACF732000 Certificate of Deposit N/A N/A 2016-05-23 2016-05-23 2016-05-23 N N N 0.0065 500077150.00 500077150.00 500077150.00 0.0119 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.65% 60689DVG5 RB0PEZSDGCO3JS6CEU02 AEB482000 Certificate of Deposit N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0065 150032760.00 150032760.00 150032760.00 0.0036 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.65% 60689DVL4 RB0PEZSDGCO3JS6CEU02 AEC367000 Certificate of Deposit N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0065 150031170.00 150031170.00 150031170.00 0.0036 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.63% 63873FYY8 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0063 282008149.80 282008149.80 282008149.80 0.0067 N Y Y N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.64% 63873FZS0 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit N/A N/A 2016-05-25 2016-05-25 2016-05-25 N N N 0.0064 500091150.00 500091150.00 500091150.00 0.0119 N N N N Royal Bank of Canada Royal Bank of Canada, 0.81% 78009NB47 ES7IP3U3RHIGC71XBU11 US78009NB470 Certificate of Deposit N/A N/A 2016-05-09 2016-11-07 2016-11-07 N N N 0.0081 99991400.00 99991400.00 99991400.00 0.0024 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86563QJ68 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-05-03 2016-05-03 2016-05-03 N N N 0.0040 208001185.60 208001185.60 208001185.60 0.0050 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86563QK25 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-05-04 2016-05-04 2016-05-04 N N N 0.0040 572003832.40 572003832.40 572003832.40 0.0136 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.48% 86563QB58 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-05-16 2016-05-16 2016-05-16 N N N 0.0048 461021759.20 461021759.20 461021759.20 0.0110 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86563QA67 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-05-13 2016-05-13 2016-05-13 N N N 0.0050 200009860.00 200009860.00 200009860.00 0.0048 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.65% 86563QTJ9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-05-20 2016-05-20 2016-05-20 N N N 0.0065 250037975.00 250037975.00 250037975.00 0.0060 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.65% 86563QVM9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-05-26 2016-05-26 2016-05-26 N N N 0.0065 300055470.00 300055470.00 300055470.00 0.0072 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.65% 86563QE55 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0065 150031170.00 150031170.00 150031170.00 0.0036 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.50% 86563K2U6 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit N/A N/A 2016-05-18 2016-05-18 2016-05-18 N N N 0.0050 280037744.00 280037744.00 280037744.00 0.0067 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.51% 86563K3B7 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit N/A N/A 2016-05-23 2016-05-23 2016-05-23 N N N 0.0051 95014782.00 95014782.00 95014782.00 0.0023 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 0.50% 89113E5C6 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit N/A N/A 2016-05-19 2016-05-19 2016-05-19 N N N 0.0050 500023550.00 500023550.00 500023550.00 0.0119 N N N N UBS AG UBS AG, 0.60% 90267R4K2 BFM8T61CT2L1QCEMIK50 ACH113000 Certificate of Deposit N/A N/A 2016-05-31 2016-05-31 2016-05-31 N N N 0.0060 150032565.00 150032565.00 150032565.00 0.0036 N N N N UBS AG UBS AG, 0.83% 90267R6C8 BFM8T61CT2L1QCEMIK50 US90267R6C84 Certificate of Deposit N/A N/A 2016-05-09 2016-09-09 2016-09-09 N N N 0.0083 139871200.00 139871200.00 139871200.00 0.0033 N N N N Mitsubishi Ufj Trust&Bank Ldn Mitsubishi Ufj Trust&Bank Ldn, 0.70% JBONEPAGQXF4QP29B387 AEC337000 Certificate of Deposit N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0070 75019837.50 75019837.50 75019837.50 0.0018 N N N N Mitsubishi Ufj Trust&Bank Ldn Mitsubishi Ufj Trust&Bank Ldn, 0.70% JBONEPAGQXF4QP29B387 AEC338000 Certificate of Deposit N/A N/A 2016-07-18 2016-07-18 2016-07-18 N N N 0.0070 75018112.50 75018112.50 75018112.50 0.0018 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 0.69% RB0PEZSDGCO3JS6CEU02 XS1383630743 Certificate of Deposit N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N N 0.0069 99940240.00 99940240.00 99940240.00 0.0024 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 0.70% RB0PEZSDGCO3JS6CEU02 XS1385358350 Certificate of Deposit N/A N/A 2016-06-20 2016-06-20 2016-06-20 N N N 0.0070 119922636.00 119922636.00 119922636.00 0.0029 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 0.70% RB0PEZSDGCO3JS6CEU02 XS1400357262 Certificate of Deposit N/A N/A 2016-07-20 2016-07-20 2016-07-20 N N N 0.0070 58925258.80 58925258.80 58925258.80 0.0014 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 0.74% RB0PEZSDGCO3JS6CEU02 XS1390327994 Certificate of Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0074 149874600.00 149874600.00 149874600.00 0.0036 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.70% 5493006GGLR4BTEL8O61 XS1366170527 0001046017 Certificate of Deposit N/A N/A 2016-05-16 2016-05-16 2016-05-16 N N N 0.0070 150018585.00 150018585.00 150018585.00 0.0036 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.70% 5493006GGLR4BTEL8O61 XS1366336946 0001046017 Certificate of Deposit N/A N/A 2016-05-17 2016-05-17 2016-05-17 N N N 0.0070 250033000.00 250033000.00 250033000.00 0.0060 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.81% 5493006GGLR4BTEL8O61 XS1346805473 0001046017 Certificate of Deposit N/A N/A 2016-05-16 2016-05-16 2016-05-16 N N N 0.0081 235039151.00 235039151.00 235039151.00 0.0056 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.81% 5493006GGLR4BTEL8O61 XS1363161339 0001046017 Certificate of Deposit N/A N/A 2016-06-09 2016-06-09 2016-06-09 N N N 0.0081 99954000.00 99954000.00 99954000.00 0.0024 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.83% 5493006GGLR4BTEL8O61 XS1353179341 0001046017 Certificate of Deposit N/A N/A 2016-05-20 2016-05-20 2016-05-20 N N N 0.0083 77016724.40 77016724.40 77016724.40 0.0018 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.83% 5493006GGLR4BTEL8O61 XS1353179424 0001046017 Certificate of Deposit N/A N/A 2016-05-25 2016-05-25 2016-05-25 N N N 0.0083 51013764.90 51013764.90 51013764.90 0.0012 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.79% 94988ETF5 KB1H1DSPRFMYMCUFXT09 US94988ETF50 Certificate of Deposit N/A N/A 2016-05-09 2016-10-04 2016-10-04 N N N 0.0079 100019600.00 100019600.00 100019600.00 0.0024 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.91% 94988EUC0 KB1H1DSPRFMYMCUFXT09 AEF607000 Certificate of Deposit N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0091 150021480.00 150021480.00 150021480.00 0.0036 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.30% JHE42UYNWWTJB8YTTU19 AEI485000 Non-Negotiable Time Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 214000000.00 214000000.00 214000000.00 0.0051 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.37% JHE42UYNWWTJB8YTTU19 AEH924000 Non-Negotiable Time Deposit N/A N/A 2016-05-05 2016-05-05 2016-05-05 N N N 0.0037 213000000.00 213000000.00 213000000.00 0.0051 N N Y N Bank of New York Mellon (TD) Bank of New York Mellon (TD), 0.29% HPFHU0OQ28E4N0NFVK49 AEI491000 Non-Negotiable Time Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0029 516000000.00 516000000.00 516000000.00 0.0123 N Y Y N DNB Bank ASA DNB Bank ASA, 0.33% 549300GKFG0RYRRQ1414 AEG675000 Non-Negotiable Time Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0033 2155000000.00 2155000000.00 2155000000.00 0.0514 N Y Y N Lloyds Bank PLC Ldn (TD) Lloyds Bank PLC Ldn (TD), 0.32% H7FNTJ4851HG0EXQ1Z70 AEI451000 Non-Negotiable Time Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0032 641000000.00 641000000.00 641000000.00 0.0153 N Y Y N National Australia Bank Ltd. (TD) National Australia Bank Ltd. (TD), 0.30% F8SB4JFBSYQFRQEH3Z21 AEI362000 Non-Negotiable Time Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 641000000.00 641000000.00 641000000.00 0.0153 N Y Y N Natixis SA Natixis SA, 0.31% KX1WK48MPD4Y2NCUIZ63 AEI360000 Non-Negotiable Time Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0031 1049000000.00 1049000000.00 1049000000.00 0.0250 N Y Y N Nordea Bank AB Nordea Bank AB, 0.33% 6SCPQ280AIY8EP3XFW53 AEG676000 Non-Negotiable Time Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0033 1301000000.00 1301000000.00 1301000000.00 0.0310 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% F3JS33DEI6XQ4ZBPTN86 AEI479000 Non-Negotiable Time Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 320000000.00 320000000.00 320000000.00 0.0076 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% F3JS33DEI6XQ4ZBPTN86 AEI541000 Non-Negotiable Time Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 427000000.00 427000000.00 427000000.00 0.0102 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% F3JS33DEI6XQ4ZBPTN86 AEG175000 Non-Negotiable Time Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0037 1296000000.00 1296000000.00 1296000000.00 0.0309 N Y Y N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.30% NHBDILHZTYCNBV5UYZ31 AEI367000 Non-Negotiable Time Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 855000000.00 855000000.00 855000000.00 0.0204 N Y Y N Swedbank AB Swedbank AB, 0.30% M312WZV08Y7LYUC71685 AEI361000 Non-Negotiable Time Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 1068000000.00 1068000000.00 1068000000.00 0.0255 N Y Y N Swedbank AB Swedbank AB, 0.33% M312WZV08Y7LYUC71685 AEH394000 Non-Negotiable Time Deposit N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0033 1030000000.00 1030000000.00 1030000000.00 0.0246 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 0.3%, dated 4/29/2016 due 05/02/2016 B4TYDEB6GKMZO031MB27 AEI527000_04197 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 983184176.41 964324373.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-10-25 3 - 5.8 1143448212.57 473648811.87 Agency Collateralized Mortgage Obligation N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 1396054406.37 1396054406.37 1396054406.37 0.0333 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.29%, dated 4/29/2016 due 05/02/2016 L3I9ZG2KFGXZ61BMYR72 49R993TD5_04240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-04-30 2045-02-15 0 - 8.875 18461076.03 19464790.93 U.S. Treasuries (including strips) N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0029 19079133.10 19079133.10 19079133.10 0.0005 N Y Y N Bnp Paribas, Paris (C) In a joint trading account with Bnp Paribas, Paris (C) at 0.3%, dated 4/29/2016 due 05/02/2016 R0MUWSFPU8MPRO8K5P83 AEI527000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-05-15 2046-02-15 0 - 8.75 256079811.12 249242468.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2036-07-15 2036-07-15 5.5 - 5.5 206008.90 285183.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-05-01 2048-05-01 1.5 - 8.5 595501318.38 270108876.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2023-04-15 2058-07-20 1.112 - 6.5 140402255.50 92167012.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2016-11-01 2054-07-25 2.227 - 8.5 556025297.55 302735647.29 Agency Debentures and Agency Strips N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 895177325.45 895177325.45 895177325.45 0.0214 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.29%, dated 4/29/2016 due 05/02/2016 E57ODZWZ7FF32TWEFA76 49R993TD5_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2028-10-15 0 - 0 215738.78 162778.21 Agency Debentures and Agency Strips US TREASURY 2016-06-30 2045-11-15 0 - 9.125 26225125.71 28424317.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 256.04 256.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2044-04-01 2.5 - 6 616372.16 442225.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 2118639.18 1149779.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-05-11 2051-04-01 1.875 - 7.95 1035063.19 395707.68 Agency Debentures and Agency Strips N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0029 29871261.37 29871261.37 29871261.37 0.0007 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.3%, dated 4/29/2016 due 05/02/2016 E57ODZWZ7FF32TWEFA76 AEI527000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2028-10-15 0 - 0 1293537.12 975993.54 Agency Debentures and Agency Strips US TREASURY 2016-06-30 2045-11-15 0 - 9.125 157241887.32 170427907.17 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 1535.17 1538.94 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2044-04-01 2.5 - 6 3695674.24 2651517.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 12703040.11 6893906.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-05-11 2051-04-01 1.875 - 7.95 6206082.33 2372603.43 Agency Debentures and Agency Strips N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 179103565.30 179103565.30 179103565.30 0.0043 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.3%, dated 4/29/2016 due 05/02/2016 1VUV7VQFKUOQSJ21A208 AEI527000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-08-31 2044-02-15 0.625 - 3.625 494611587.42 516496937.45 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2035-05-01 2046-05-01 3 - 4 72526365.13 73798999.06 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 578511325.96 578511325.96 578511325.96 0.0138 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.29%, dated 4/29/2016 due 05/02/2016 1V8Y6QCX6YMJ2OELII46 49R993TD5_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-04-30 2045-08-15 0.25 - 9.125 2231737.39 2351641.12 U.S. Treasuries (including strips) U.S. TREASURY 2017-07-31 2017-07-31 0.077 - 0.077 7400.40 7405.34 U.S. Treasuries (including strips) N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0029 2310044.21 2310044.21 2310044.21 0.0001 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.3%, dated 4/29/2016 due 05/02/2016 1V8Y6QCX6YMJ2OELII46 AEI527000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-04-30 2045-08-15 0.25 - 9.125 1051983051.70 1108502557.10 U.S. Treasuries (including strips) U.S. TREASURY 2017-07-31 2017-07-31 0.077 - 0.077 3488354.09 3490685.73 U.S. Treasuries (including strips) N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 1088894856.38 1088894856.38 1088894856.38 0.0260 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.29%, dated 4/29/2016 due 05/02/2016 CYYGQCGNHMHPSMRL3R97 49R993TD5_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-05-31 2042-05-15 0.375 - 8.75 34198273.38 37024170.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2045-03-01 3 - 6.5 58231333.77 23025003.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-07-20 2045-09-20 4 - 4 1475010.01 1430777.79 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0029 60239341.57 60239341.57 60239341.57 0.0014 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.3%, dated 4/29/2016 due 05/02/2016 CYYGQCGNHMHPSMRL3R97 AEI527000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-05-31 2042-05-15 0.375 - 8.75 46973046.08 50854557.50 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2045-03-01 3 - 6.5 79983661.59 31625998.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-07-20 2045-09-20 4 - 4 2026000.33 1965245.15 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 82741761.16 82741761.16 82741761.16 0.0020 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.3%, dated 4/29/2016 due 05/02/2016 KBVRJ5K57JZ3E2AVWX40 AEI527000_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-12-01 3.5 - 4.5 60380871.78 27743959.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2031-01-01 2031-01-01 4 - 4 18069949.38 5945355.78 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 33028604.25 33028604.25 33028604.25 0.0008 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.29%, dated 4/29/2016 due 05/02/2016 ZBUT11V806EZRVTWT807 49R993TD5_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-04-30 2045-08-15 0.5 - 8.75 7318889.69 7886873.95 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-03-01 2040-12-01 2.072 - 3.331 26922741.18 551521.15 Agency Mortgage-Backed Securities U.S. TREASURY 2016-04-30 2018-01-31 0.053 - 0.577 61907.92 62031.75 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2048-04-01 0.992 - 8.042 113778255.40 32132542.94 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0029 39828348.50 39828348.50 39828348.50 0.0010 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.3%, dated 4/29/2016 due 05/02/2016 ZBUT11V806EZRVTWT807 AEI527000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-04-30 2045-08-15 0.5 - 8.75 20523207.38 22115916.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-03-01 2040-12-01 2.072 - 3.331 75495194.49 1546543.72 Agency Mortgage-Backed Securities U.S. TREASURY 2016-04-30 2018-01-31 0.053 - 0.577 173598.60 173945.85 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2048-04-01 0.992 - 8.042 319050406.61 90104219.42 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 111684352.51 111684352.51 111684352.51 0.0027 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.29%, dated 4/29/2016 due 05/02/2016 8NAV47T0Y26Q87Y0QP81 49R993TD5_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-12-31 2022-12-31 2.125 - 2.125 13658152.34 14219058.44 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2035-06-01 2046-01-01 3 - 4 13921797.05 14219040.37 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0029 27879843.95 27879843.95 27879843.95 0.0007 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.3%, dated 4/29/2016 due 05/02/2016 7TK5RJIZDFROZCA6XF66 AEI527000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-05-15 2020-03-31 0.25 - 1.125 116576673.28 116760210.00 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-10-27 2031-05-21 0 - 4.75 19350017.73 19504791.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2035-08-01 3 - 4 18214226.51 19193797.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2016-06-30 2026-03-13 0.45 - 2.375 22197342.93 22276467.60 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-12-03 2019-04-29 1.08 - 1.3 330354.47 340250.61 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2031-02-01 2046-03-01 3.5 - 4 61694693.20 65048979.69 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 238350752.31 238350752.31 238350752.31 0.0057 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.3%, dated 4/29/2016 due 05/02/2016 O2RNE8IBXP4R0TD8PU41 AEI527000_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-04-30 2045-08-15 0 - 8.75 605782345.91 624574916.65 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2032-05-01 2045-10-01 2.726 - 3.5 80796296.61 43083270.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2046-01-20 1.75 - 4.5 896410341.04 56615167.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2045-09-01 0.879 - 4.5 233692129.36 100462068.80 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 808009050.32 808009050.32 808009050.32 0.0193 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.29%, dated 4/29/2016 due 05/02/2016 VYVVCKR63DVZZN70PB21 49R993TD5_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-04-30 2046-02-15 0 - 6.25 26607158.24 27368553.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2046-05-01 3.5 - 5.5 10785330.74 11528564.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2016-08-15 2054-05-16 0.789 - 10.329 37479577.01 27011894.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-11-01 2046-05-01 3.5 - 6 6720911.51 7240082.91 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0029 71691027.30 71691027.30 71691027.30 0.0017 N Y Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.40% 09658YE56 R0MUWSFPU8MPRO8K5P83 AEI023000 Financial Company Commercial Paper N/A N/A 2016-05-05 2016-05-05 2016-05-05 N N N 0.0040 592962225.90 592962225.90 592962225.90 0.0141 N N Y N BNP Paribas Fortis BNP Paribas Fortis, 0.50% 09659JEL3 KGCEPHLVVKVRZYO1T647 ADF372000 Financial Company Commercial Paper N/A N/A 2016-05-20 2016-05-20 2016-05-20 N N N 0.0050 599855820.00 599855820.00 599855820.00 0.0143 N N N N BNP Paribas New York Branch BNP Paribas New York Branch, 0.50% 09659BEJ5 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper N/A N/A 2016-05-18 2016-05-18 2016-05-18 N N N 0.0050 399913880.00 399913880.00 399913880.00 0.0095 N N N N BNP Paribas New York Branch BNP Paribas New York Branch, 0.65% 09659BF21 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0065 149937945.00 149937945.00 149937945.00 0.0036 N N N N BPCE SA BPCE SA, 0.67% 05571BF65 9695005MSX1OYEMGDF46 ACG649000 Financial Company Commercial Paper N/A N/A 2016-06-06 2016-06-06 2016-06-06 N N N 0.0067 159933296.00 159933296.00 159933296.00 0.0038 N N N N BPCE SA BPCE SA, 0.71% 05571BH14 9695005MSX1OYEMGDF46 AED856000 Financial Company Commercial Paper N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0071 116853363.90 116853363.90 116853363.90 0.0028 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 0.37% 1280C2E54 8TFTWWNRV3KXDI3TJE74 AEI000000 Financial Company Commercial Paper N/A N/A 2016-05-05 2016-05-05 2016-05-05 N N N 0.0037 137991513.00 137991513.00 137991513.00 0.0033 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.55% 22533TF27 1VUV7VQFKUOQSJ21A208 0001330437 Financial Company Commercial Paper N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0055 598758423.30 598758423.30 598758423.30 0.0143 N N N N Credit Suisse AG Credit Suisse AG, 0.70% 2254EAF16 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0070 299878170.00 299878170.00 299878170.00 0.0072 N N N N Credit Suisse AG Credit Suisse AG, 1.01% 2254EAH22 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0101 149732025.00 149732025.00 149732025.00 0.0036 N N N N Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.65% 86563GFW7 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper N/A N/A 2016-06-30 2016-06-30 2016-06-30 N N N 0.0065 74939895.00 74939895.00 74939895.00 0.0018 N N N N Ascension Health Ascension Health, 0.55% 04351JE35 549300IMOY6ECI21DH68 ACH078000 Non-Financial Company Commercial Paper N/A N/A 2016-05-03 2016-05-03 2016-05-03 N N N 0.0055 65406345.93 65406345.93 65406345.93 0.0016 N N Y N Ascension Health Ascension Health, 0.55% 04351JE50 549300IMOY6ECI21DH68 ACH084000 Non-Financial Company Commercial Paper N/A N/A 2016-05-05 2016-05-05 2016-05-05 N N N 0.0055 74996250.00 74996250.00 74996250.00 0.0018 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.54% 91058TE28 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0054 110000000.00 110000000.00 110000000.00 0.0026 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.54% 91058TE28 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0054 110000000.00 110000000.00 110000000.00 0.0026 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.61% 91058TE28 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0061 149994570.00 149994570.00 149994570.00 0.0036 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.61% 91058TE36 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-05-03 2016-05-03 2016-05-03 N N N 0.0061 174991523.00 174991523.00 174991523.00 0.0042 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.61% 91058TE36 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-05-03 2016-05-03 2016-05-03 N N N 0.0061 149992740.00 149992740.00 149992740.00 0.0036 N N Y N UnitedHealth Group, Inc. 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Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.39% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KFW 2016-05-27 2016-05-27 N/A 15000000.00 14994454.09 Money Market BNZ INTNL FDG LTD 2016-06-14 2016-06-14 N/A 13900000.00 13902641.27 Money Market FEDERAL HOME LOAN MORTGAGE CORP 2018-08-01 2046-04-15 2.5 - 6.5 533961542.00 157175785.82 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2020-06-25 2046-02-25 0.885 - 1007 7706458910.00 328773148.91 Agency Collateralized Mortgage Obligation N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0039 500000000.00 500000000.00 500000000.00 0.0119 N Y Y N J.P. Morgan Securities, LLC J.P. 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Morgan Securities, LLC, 1.28% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIMORTGAGE ALTERNATIVE LOAN 2036-10-25 2036-10-25 0.889 - 0.889 40216000.00 7740019.92 Private Label Collateralized Mortgage Obligations BANC OF AMERICA FUNDING 2007-4 2037-05-25 2037-05-25 0.729 - 0.729 18550000.00 4378815.03 Private Label Collateralized Mortgage Obligations RALI SERIES 2007-QS8 2037-06-25 2037-06-25 1.039 - 1.039 20000000.00 5755908.49 Private Label Collateralized Mortgage Obligations ALTERNATIVE LOAN TRUST 2007-HY 2047-03-25 2047-03-25 2.812 - 2.812 9110000.00 2854082.49 Private Label Collateralized Mortgage Obligations ALTERNATIVE LOAN TRUST 2006-39 2037-01-25 2037-01-25 1.039 - 1.039 8000000.00 1766672.97 Private Label Collateralized Mortgage Obligations MERRILL LYNCH MORTGAGE INVESTO 2036-03-25 2036-03-25 2.953 - 2.953 123036000.00 25199204.03 Private Label Collateralized Mortgage Obligations 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CITIMORTGAGE ALTERNATIVE LOAN 2037-01-25 2037-01-25 1.039 - 1.039 14500000.00 3529331.22 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST 2 2045-08-10 2045-08-10 5.987 - 5.987 1738172.00 722656.97 Private Label Collateralized Mortgage Obligations BANC OF AMERICA FUNDING CORPOR 2035-09-20 2035-09-20 0.749 - 0.749 60000000.00 6186452.96 Private Label Collateralized Mortgage Obligations CREDIT SUISSE FIRST BOSTON 200 2035-09-25 2035-09-25 0.839 - 0.839 9000000.00 1542415.29 Private Label Collateralized Mortgage Obligations HARBORVIEW MORTGAGE LOAN TRUST 2045-08-19 2045-08-19 0.816 - 0.816 31416000.00 3657138.26 Private Label Collateralized Mortgage Obligations OPTEUM MORTGAGE ACCEPTANCE COR 2036-04-25 2036-04-25 0.649 - 0.649 390000.00 73236.32 Private Label Collateralized Mortgage Obligations WASHINGTON MUTUAL MORTGAGE PAS 2035-08-25 2035-11-25 0.989 - 1.889 34100000.00 7476102.64 Private Label Collateralized Mortgage Obligations LEHMAN MORTGAGE TRUST 2006-9 2037-01-25 2037-01-25 0.769 - 0.769 49748000.00 9194796.57 Private Label Collateralized Mortgage Obligations CWALT, INC., 2005-43 2036-01-25 2036-01-25 0.709 - 0.709 14000.00 2000.46 Private Label Collateralized Mortgage Obligations ML-CFC COMMERCIAL MORTGAGE TRU 2051-03-12 2051-03-12 0.705 - 0.705 10950000.00 6416956.12 Private Label Collateralized Mortgage Obligations CHASE MORTGAGE FINANCE TRUST 2 2037-02-25 2037-02-25 1.039 - 1.039 10000000.00 1142955.57 Private Label Collateralized Mortgage Obligations DEUTSCHE ALT-A SECURITIES MORT 2037-06-25 2037-06-25 0.639 - 0.639 45781145.00 9547448.64 Private Label Collateralized Mortgage Obligations MASTR ASSET SECURITIZATION TRU 2036-06-25 2036-06-25 0.939 - 0.939 49013000.00 5454200.32 Private Label Collateralized Mortgage Obligations CWALT, INC., 2005-13CB 2035-05-25 2035-05-25 0.939 - 0.939 50000000.00 5815046.28 Private Label Collateralized Mortgage Obligations INDYMAC INDA MORTGAGE LOAN TRU 2037-08-25 2037-08-25 4.667 - 4.667 45000000.00 9560011.85 Private Label Collateralized Mortgage Obligations JPMORGAN MORTGAGE TRUST 2006-S 2037-01-25 2037-01-25 0.819 - 0.819 25565458.00 3106875.54 Private Label Collateralized Mortgage Obligations CITIMORTGAGE ALTERNATIVE LOAN 2037-07-25 2037-07-25 0.839 - 0.839 10000000.00 2520133.85 Private Label Collateralized Mortgage Obligations IMPAC SECURED ASSETS CORP. 2036-05-25 2036-05-25 0.639 - 0.639 3370000.00 939209.64 Private Label Collateralized Mortgage Obligations LB-UBS COMMERCIAL MORTGAGE TRU 2041-04-15 2041-04-15 6.248 - 6.248 15000000.00 8930823.50 Private Label Collateralized Mortgage Obligations BEAR STEARNS ASSET BACKED SECU 2035-07-25 2035-07-25 4.561 - 4.561 22685000.00 575041.61 Private Label Collateralized Mortgage Obligations RALI SERIES 2003-QS4 TRUST 2035-07-25 2035-07-25 3.071 - 3.071 25000000.00 4885954.41 Private Label Collateralized Mortgage Obligations CWMBS, INC. 2004-21 2035-02-25 2035-02-25 1.159 - 1.159 10000.00 780.87 Private Label Collateralized Mortgage Obligations WACHOVIA BANK COMMERCIAL MORTG 2041-10-15 2041-10-15 6.351 - 6.351 4156000.00 434357.75 Private Label Collateralized Mortgage Obligations STRUCTURED ASSET MORTGAGE INVE 2047-09-25 2047-09-25 0.629 - 0.629 18540.00 6604.10 Private Label Collateralized Mortgage Obligations JPMORGAN CHASE COMMERCIAL MTG 2049-01-15 2049-01-15 5.503 - 5.503 4000000.00 1940971.37 Private Label Collateralized Mortgage Obligations SEQUOIA MORTGAGE TRUST 2004-1 2035-02-20 2035-02-20 1.069 - 1.069 4500000.00 1302407.34 Private Label Collateralized Mortgage Obligations J P MORGAN CHASE COML MORTGAGE 2051-02-12 2051-02-12 6.877 - 6.877 57177000.00 50370308.41 Private Label Collateralized Mortgage Obligations N/A N/A 2016-07-28 2016-07-28 2016-08-15 Y JPMORGAN SECS (NON GOV REPO) N/A N/A 1.0000 90 N N N 0.0128 199986000.00 199986000.00 199986000.00 0.0048 N N N Y Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.52% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2027-05-15 2045-12-15 3 - 6.417 994873769.00 44054968.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-05-20 2066-02-20 0.454 - 6.268 2885505320.00 113151431.89 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2032-04-25 2056-05-25 1.585 - 6.267 1367884826.00 43655203.90 Agency Collateralized Mortgage Obligation N/A N/A 2016-05-05 2016-05-05 2016-05-05 N N N 0.0052 195001872.00 195001872.00 195001872.00 0.0047 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.72% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PPL CAP FDG INC 2016-05-11 2016-05-11 N/A 520550.00 520459.94 Money Market SUMITOMO MITSUI BKG CORP N Y BRH INSTL CTF DEP P 2016-05-27 2016-05-27 N/A 138986039.00 139016615.93 Money Market CSMC TRUST 2044-10-25 2044-10-25 3.5 - 3.5 1.00 0.67 Private Label Collateralized Mortgage Obligations CHINA INTL MARINE CONTAINERS H 2016-05-13 2016-05-13 N/A 115936569.00 115918251.02 Money Market BANC OF AMERICA COMMERCIAL MORTGAGE 2049-04-10 2049-04-10 5.625 - 5.625 437.00 427.56 Private Label Collateralized Mortgage Obligations N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0072 248000000.00 248000000.00 248000000.00 0.0059 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.30% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2016-05-15 2099-12-31 0 - 14.75 93337175.00 171759391.42 Corporate Debt Securities N/A N/A 2016-07-12 2016-07-12 2016-07-12 N N N 0.0130 159106530.00 159106530.00 159106530.00 0.0038 N N N Y Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.35% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N STNLY 16 UTS 549300DJ09SMTO561131 2049-01-01 2049-01-01 N/A 15576.00 1840615.92 Equities STATE STREET DEP-G 549300ZFEEJ2IP5VME73 2049-01-01 2049-01-01 N/A 374422.00 9761181.54 Equities ISH GV CRD BD 2049-01-01 2049-01-01 N/A 188242.00 21687360.82 Equities RBS SP ADR-T 2138005O9XJIJN4JPN90 2049-01-01 2049-01-01 N/A 7290.00 183416.40 Equities GAMCO GLB 5% CP-B SMXWLGD6Z5E8SLAQDA43 2049-01-01 2049-01-01 N/A 146036.00 3468355.00 Equities 7.25 US CELL 64 NTS 2049-01-01 2049-01-01 N/A 13206.00 335432.40 Equities 6 EBAY 56 NTS OML71K8X303XQONU6T67 2049-01-01 2049-01-01 N/A 1200.00 30936.00 Equities CEMIG SP ADR 2049-01-01 2049-01-01 N/A 6983797.00 13967594.00 Equities BLACK HILLS 18 UTS 3MGELCRSTNSAMJ962671 2049-01-01 2049-01-01 N/A 128247.00 8609221.11 Equities O2MICRO SP ADR 2049-01-01 2049-01-01 N/A 521263.00 745406.09 Equities GOLDMAN SCHS DEP-N 784F5XWPLTWKTBV3E584 2049-01-01 2049-01-01 N/A 89364.00 2323464.00 Equities PENN 7.375% CRPP-B 5493001GPBXRIG8WJO70 2049-01-01 2049-01-01 N/A 74.00 1924.74 Equities 6.125 TORCH 56 DEBS 2049-01-01 2049-01-01 N/A 1043.00 26565.21 Equities GAFISA SP ADR 2049-01-01 2049-01-01 N/A 999319.00 1409039.79 Equities CENTRAIS ELC SP ADR 2049-01-01 2049-01-01 N/A 1975053.00 6401647.98 Equities LEGACY RESRV CRPP-A 549300UK2ZYOI65LEZ32 2049-01-01 2049-01-01 N/A 900.00 6048.00 Equities EASTMAN WTS 18 2049-01-01 2049-01-01 N/A 497.00 1036.22 Equities GERDAU SP.ADR PFD 2049-01-01 2049-01-01 N/A 1645844.00 3587939.92 Equities CHARLES SCHW DEP-D 2049-01-01 2049-01-01 N/A 258838.00 6722022.86 Equities CL GUG LTSH 2016 CB 2049-01-01 2049-01-01 N/A 75324.00 1661647.44 Equities EASTERLY ACQ UTS 2049-01-01 2049-01-01 N/A 600000.00 5928000.00 Equities BB&T DEP-H 549300DRQQI75D2JP341 2049-01-01 2049-01-01 N/A 111297.00 2859219.93 Equities 4.7 ENTERGY 63 NTS 2049-01-01 2049-01-01 N/A 6.00 150.30 Equities 6.25 SR HOUS 46 NTS 2049-01-01 2049-01-01 N/A 33024.00 844753.92 Equities 6.375 LEGG 56 NTS OWUNCC6U1ZJXMZKFBJ36 2049-01-01 2049-01-01 N/A 500.00 12875.00 Equities ARMOUR 7.875% CRP-B 549300K0WA0EJUX74V72 2049-01-01 2049-01-01 N/A 5876.00 124865.00 Equities 5.5 ENTERGY 66 BDS 1Q8BAFRNDFTDI3IGJH73 2049-01-01 2049-01-01 N/A 97265.00 2546397.70 Equities ZIONS WTS 20 YYQWUR1Z2BCX32HQS333 2049-01-01 2049-01-01 N/A 172000.00 445480.00 Equities EXELON 17 UTS 3SOUA6IRML7435B56G12 2049-01-01 2049-01-01 N/A 66578.00 3228367.22 Equities MECHEL SP ADR 2049-01-01 2049-01-01 N/A 966732.00 1923796.68 Equities DOMINION 16 UTS ILUL7B6Z54MRYCF6H308 2049-01-01 2049-01-01 N/A 808369.00 43143732.74 Equities YNGL GRN EN SP ADR 2049-01-01 2049-01-01 N/A 75924.00 375823.80 Equities AMTRUST FINL DEP-B 549300SNNS1GRWBTGA28 2049-01-01 2049-01-01 N/A 962.00 24184.68 Equities BANC OF CALIF DEP-E 549300ZKWUJDP6LJ1X87 2049-01-01 2049-01-01 N/A 1000.00 25890.00 Equities PNL FINL SER WTS 18 CFGNEKW0P8842LEUIA51 2049-01-01 2049-01-01 N/A 20000.00 456000.00 Equities 7 QWEST 56 NTS 2049-01-01 2049-01-01 N/A 68296.00 1748377.60 Equities VNG TTL INRTRL ETF 2049-01-01 2049-01-01 N/A 597812.00 32437279.12 Equities SUNSTNE 6.95% CRP-E 2049-01-01 2049-01-01 N/A 400.00 10904.00 Equities GM WTS 16 54930070NSV60J38I987 2049-01-01 2049-01-01 N/A 12144.00 228876.68 Equities NATIONAL RTL DEP-D 5493008JKH5SOTI0JS97 2049-01-01 2049-01-01 N/A 5961.00 156774.30 Equities CITIGROUP DEP-K 6SHGI4ZSSLCXXQSBB395 2049-01-01 2049-01-01 N/A 187635.00 5088016.60 Equities ALY FNL FFRPP-A 549300JBN1OSM8YNAI90 2049-01-01 2049-01-01 N/A 1.00 24.99 Equities NEXTERA UTS 16 2049-01-01 2049-01-01 N/A 74709.00 4455644.76 Equities SLM FRNCP-B 4K8SLPBF5DXXGPW03H93 2049-01-01 2049-01-01 N/A 197530.00 8555024.30 Equities AVIANCA SP ADS PFD 2049-01-01 2049-01-01 N/A 124.00 742.76 Equities ANTHEM 18 UTS 8MYN82XMYQH89CTMTH67 2049-01-01 2049-01-01 N/A 324383.00 15213562.70 Equities WELLS DEP-A-W PBLD0EJDB5FWOLXP3B76 2049-01-01 2049-01-01 N/A 10011.00 256782.15 Equities ET RVRFRT DNM ETF 549300YQYCX4BMSDXD35 2049-01-01 2049-01-01 N/A 499198.00 26432534.10 Equities BROOKF 7.625%CRP-A 2049-01-01 2049-01-01 N/A 152428.00 3033317.20 Equities N/A N/A 2016-06-16 2016-06-16 2016-06-16 N N N 0.0135 224116480.00 224116480.00 224116480.00 0.0053 N N N Y Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.35% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TOWD PT MTG TR 2015-5 2055-05-25 2055-05-25 N/A 51558891.00 34010462.11 Asset-Backed Securities JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2049-06-15 2049-06-15 5.743 - 5.743 32319031.00 32204354.22 Private Label Collateralized Mortgage Obligations COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-10-25 2035-10-25 0.689 - 0.689 49965666.00 32743577.13 Asset-Backed Securities PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2035-05-25 2035-05-25 1.369 - 1.369 42887671.00 32774246.56 Asset-Backed Securities NATIONAL COLLEGIATE TRUST 2033-03-25 2033-03-25 0.783 - 0.783 51965101.00 33502246.18 Asset-Backed Securities HILTON USA TRUST 2030-11-07 2030-11-07 5.222 - 5.222 33343663.00 33586799.30 Private Label Collateralized Mortgage Obligations CWALT ALTERNATIVE LOAN TRUST 2036-02-25 2036-02-25 6 - 6 141938922.00 28356159.54 Private Label Collateralized Mortgage Obligations ACACIA CDO 2040-05-12 2040-05-12 0.978 - 0.978 199211000.00 32459555.13 Other Instrument COLLATERALIZED DEBT OBLIGATION N/A N/A 2016-06-16 2016-06-16 2016-06-16 N N N 0.0135 240124800.00 240124800.00 240124800.00 0.0057 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. 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Mitsubishi UFJ Securities (U.S.A.), Inc., 0.68% K5HU16E3LMSVCCJJJ255 AEC822000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VECTOR GROUP LTD 549300TUIF4WWN6NDN50 2019-01-15 2020-04-15 0 - 2.5 1448857.00 1651617.17 Equities J2 GLOBAL INC 5493008OJYGLHD7MXA18 2029-06-15 2029-06-15 3.25 - 3.25 941961.00 1044613.29 Equities MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 2020-01-15 2044-08-15 1.125 - 1.625 198000.00 275302.48 Equities COBALT INTL ENERGY INC 2019-12-01 2019-12-01 2.625 - 2.625 2944108.00 1518546.37 Equities TAKE-TWO INTERACTIVE SOFTWARE INC BOMSTHHJK882EWYX3334 2018-07-01 2018-07-01 1 - 1 80797.00 133074.90 Equities TESLA MTRS INC 2019-03-01 2021-03-01 0.25 - 1.25 3261467.00 3049644.03 Equities SALESFORCE COM INC RCGZFPDMRW58VJ54VR07 2018-04-01 2018-04-01 0.25 - 0.25 799885.00 1005011.06 Equities TRANSUNION 549300ZS772LUNUMRB03 2049-01-01 2049-01-01 N/A 13412.00 404103.56 Equities LORAL SPACE & CO 2049-01-01 2049-01-01 N/A 17112.00 637079.76 Equities ALLSCRIPTS-MISYS HEALTHCARE SOLUTIONS INC FORMER Y68YJHVB1GU4TAU3C223 2020-07-01 2020-07-01 1.25 - 1.25 335435.00 348968.87 Equities BIOMARIN PHARMACEUTICAL INC NSLL8ITTRR0J5HEMR848 2018-10-15 2018-10-15 0.75 - 0.75 231548.00 272861.18 Equities CITRIX SYS INC HCTKJGUQOPZ5NBK7NP58 2019-04-15 2019-04-15 0.5 - 0.5 607257.00 687460.13 Equities MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 2025-02-15 2025-02-15 1.625 - 1.625 368421.00 388765.31 Equities SPIRIT RLTY CAP INC NEW 549300LTU6LVPZSHMJ25 2019-05-15 2019-05-15 2.875 - 2.875 2558706.00 2720153.24 Equities SUNPOWER CORP 549300TXO070764WUH65 2018-06-01 2018-06-01 0.75 - 0.75 32666.00 35175.84 Equities YANDEX 549300GGZHJ5Q1B18P93 2049-01-01 2049-01-01 N/A 56088.00 1114468.56 Equities AK STL CORP O05HJM8THRTZG4688Q91 2019-11-15 2019-11-15 5 - 5 522476.00 601321.69 Equities YAHOO INC 549300ZJC0V1K2ZCKG85 2018-12-01 2018-12-01 N/A 1550970.00 1558724.85 Equities FIXED RT CONV SR NT 549300Y8J1BDYK6VXC67 2018-11-01 2018-11-01 4 - 4 2746970.00 2376129.05 Equities DHT HLDGS INC 549300SMD6IVZYT74K40 2019-10-01 2019-10-01 4.5 - 4.5 16.00 15.93 Equities WHITING PETE CORP 2023-04-01 2023-04-01 6.25 - 6.25 491794.00 571642.22 Equities NOVATEL WIRELESS INC 5493002TS0R6QR4BT342 2020-06-15 2020-06-15 5.5 - 5.5 3371419.00 2100300.38 Equities NAVISTAR INTL CORP NEW WNDD3CRVXJGC8I7GX671 2019-04-15 2019-04-15 4.75 - 4.75 13.00 8.77 Equities CEMEX S A B DE C V FORMERLY CEMEX S A 07/03/2006 549300RIG2CXWN6IV731 2020-03-15 2020-03-15 N/A 1998610.00 1948997.84 Equities IMPAX LABORATORIES INC 2022-06-15 2022-06-15 2 - 2 1498000.00 1407108.02 Equities N/A N/A 2016-05-05 2016-05-05 2016-05-05 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A 1.0000 6 N N N 0.0068 24000000.00 24000000.00 24000000.00 0.0006 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.85% K5HU16E3LMSVCCJJJ255 AEA643000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2016-06-15 2049-01-01 1 - 10.5 94222581.00 80534928.71 Corporate Debt Securities N/A N/A 2016-06-06 2016-06-06 2016-06-06 N N N 0.0085 75049500.00 75049500.00 75049500.00 0.0018 N N N Y Mizuho Securities U.S.A., Inc. 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Mizuho Securities U.S.A., Inc., 0.60% 7TK5RJIZDFROZCA6XF66 AED730000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FST TR VL DIV IDX 549300P5LD08LT4J5846 2049-01-01 2049-01-01 N/A 256271.00 6639981.61 Equities POWERSHARES QQQ 2049-01-01 2049-01-01 N/A 69131.00 7347242.68 Equities AMAZON.COM ZXTILKJKG63JELOEG630 2049-01-01 2049-01-01 N/A 48543.00 29222886.00 Equities N/A N/A 2016-05-02 2016-05-02 2016-05-02 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 3 N N N 0.0060 40000000.00 40000000.00 40000000.00 0.0010 N Y Y N Mizuho Securities U.S.A., Inc. 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Mizuho Securities U.S.A., Inc., 1.55% 7TK5RJIZDFROZCA6XF66 AED952000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2041-03-15 2046-03-15 2.75 - 5 21284299.00 23297114.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-08-20 2045-08-20 5.218 - 5.218 107142857.00 21019582.43 Agency Collateralized Mortgage Obligation N/A N/A 2016-07-18 2016-07-18 2016-07-18 N N N 0.0155 43017200.00 43017200.00 43017200.00 0.0010 N N N Y RBC Capital Markets Co. 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2.4 9000000.00 9075270.00 Corporate Debt Securities CREDIT SUISSE GROUP FDG GUERNSEY LTD 549300PXR5FKNXF0OH19 2021-04-16 2021-04-16 N/A 8080709.00 8154357.93 Corporate Debt Securities KKR GROUP FIN CO II LLC 2043-02-01 2043-02-01 5.5 - 5.5 427000.00 436874.14 Corporate Debt Securities BNP PARIBAS TIER I PERP GLBL R0MUWSFPU8MPRO8K5P83 2500-01-01 2500-01-01 N/A 24.00 24.78 Corporate Debt Securities EMERALD EXPOSITIONS HLDG INC 549300YQCBSQUCZ74696 2021-06-15 2021-06-15 9 - 9 10000000.00 10060000.01 Corporate Debt Securities LOUISVILLE GAS & ELEC CO KO3GRIB3RPH1XDX50U72 2045-10-01 2045-10-01 4.375 - 4.375 1615000.00 1805849.04 Corporate Debt Securities HARCOURT GEN INC 2027-08-01 2027-08-01 7.2 - 7.2 155000.00 193726.75 Corporate Debt Securities HOVNANIAN K ENTERPRISES INC 549300JJCQ0KAI7CJG32 2016-05-15 2019-11-01 7.5 - 8 6980000.00 6635153.33 Corporate Debt Securities ICICI BK LTD GLOBAL MEDIUM TERM SR BK NTS BOOK E 2026-03-18 2026-03-18 4 - 4 113234.00 114052.18 Corporate Debt Securities TELEFONICA EUROPE B V 2030-09-15 2030-09-15 8.25 - 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1.421 12000000.00 42947.23 Other Instrument COLLATERALIZED DEBT OBLIGATION BUSINESS LOAN EXPRESS BUSINESS LOAN TRUST 2038-09-25 2038-10-20 0.989 - 1.539 3500000.00 405133.30 Asset-Backed Securities FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2034-08-25 2034-08-25 1.159 - 1.159 322927900.00 12814212.90 Asset-Backed Securities BABCOCK & BROWN AIR FDG I LTD 549300XLMJIIL2KL8T64 2033-11-14 2033-11-14 N/A 75697000.00 14746926.24 Asset-Backed Securities RENAISSANCE HOME EQUITY LOAN TRUST 2034-05-25 2034-05-25 0.819 - 0.819 29670993.00 1776544.33 Asset-Backed Securities RAMP 2034-10-25 2034-10-25 0.659 - 0.659 49000000.00 6412206.19 Asset-Backed Securities IRWIN HOME EQUITY CORPORATION TRUST 2024-12-25 2024-12-25 0.753 - 0.753 49325514.00 986163.65 Asset-Backed Securities FBR SECURITIZATION TRUST 2035-10-25 2035-10-25 N/A 1750000.00 17.50 Asset-Backed Securities CHASE FUNDING LOAN ACQUISITION TRUST 2034-05-25 2034-05-25 1.534 - 1.534 6015000.00 975482.19 Asset-Backed Securities NEW CENTURY MORTGAGE CORP HOME EQUITY LOAN TRUST 2036-05-25 2036-05-25 0.619 - 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5.689 3000000.00 119257.87 Asset-Backed Securities COUNTRYWIDE HOME EQUITY LOAN TRUST 2033-05-25 2033-05-25 4.939 - 4.939 3750000.00 88959.33 Asset-Backed Securities SECURITIZED ASSET BACKED RECEIVABLES TRUST 2036-09-25 2036-09-25 0.679 - 0.679 7181887.00 2533525.39 Asset-Backed Securities MASTR SPECIALIZED LOAN TRUST 2036-02-25 2036-02-25 0.699 - 0.699 4690000.00 712247.46 Asset-Backed Securities DUKE FUNDING 5493005YUVN397SPQS39 2045-03-09 2045-03-09 3.37 - 3.37 1000000.00 8932.26 Other Instrument COLLATERALIZED DEBT OBLIGATION MORGAN STANLEY ABS 2036-07-25 2036-07-25 0.529 - 0.529 30000000.00 3345699.18 Asset-Backed Securities CBRE REALTY FINANCE CDO 2052-04-07 2052-04-07 1.527 - 2.177 22000000.00 6396055.06 Other Instrument COLLATERALIZED DEBT OBLIGATION PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2034-09-25 2034-09-25 2.164 - 2.239 27000000.00 5273282.30 Asset-Backed Securities ARGENT MORTGAGE LOAN TRUST 2034-04-25 2034-04-25 2.404 - 2.404 4058812.00 531021.79 Asset-Backed Securities C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES 2037-07-25 2037-07-25 0.559 - 0.559 1400000.00 92220.16 Asset-Backed Securities STRUCTURED ASSET INVESTMENT LOAN TRUST 2034-07-25 2034-07-25 1.239 - 1.239 69000000.00 10451936.36 Asset-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0049 88000000.00 88000000.00 88000000.00 0.0021 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.57% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WALT DISNEY-DISNEY 7260JQNI6SCF9FIV2392 2049-01-01 2049-01-01 N/A 820239.00 85329463.17 Equities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0057 79000000.00 79000000.00 79000000.00 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.38% 912828VG2 US912828VG29 U.S. Treasury Debt N/A N/A 2016-06-15 2016-06-15 2016-06-15 N N N 0.0038 250080500.00 250080500.00 250080500.00 0.0060 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828M23 US912828M235 U.S. Treasury Debt N/A N/A 2016-05-02 2017-10-31 2017-10-31 N N N 0.0042 210187320.00 210187320.00 210187320.00 0.0050 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.52% 912828N97 US912828N977 U.S. Treasury Debt N/A N/A 2016-05-02 2018-01-31 2018-01-31 N N N 0.0052 150310350.00 150310350.00 150310350.00 0.0036 N Y Y N Fannie Mae Fannie Mae, 0.45% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 0000310522 U.S. Government Agency Debt N/A N/A 2016-05-26 2017-01-26 2017-01-26 N N N 0.0045 210024570.00 210024570.00 210024570.00 0.0050 N N N N Freddie Mac Freddie Mac, 0.44% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-20 2017-04-20 2017-04-20 N N N 0.0044 357863960.00 357863960.00 357863960.00 0.0085 N N N N New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev. New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev., 0.06% Series 1E, CP AEA771000 Other Municipal Security N/A N/A 2016-05-03 2016-05-03 2016-05-03 N N N 0.0006 50000500.00 50000500.00 50000500.00 0.0012 N N Y N Ohio Higher Edl. Facility Commission Rev. Ohio Higher Edl. Facility Commission Rev., 0.12% Bonds (Cleveland Clinic Proj.) Series 2008 B6, tender 06/09/2016, CP Mode 67756AJ37 AEB613000 Other Municipal Security N/A N/A 2016-06-09 2016-06-09 2016-06-09 N N Y CLEVELAND CLINIC FOUNDTN (THE) OBLIGOR N/A N/A 1.0000 0.0012 45300906.00 45300906.00 45300906.00 0.0011 N N N N Sacramento Muni. Util. District Elec. Rev. Sacramento Muni. Util. District Elec. Rev., 0.06% Series K1, LOC State Street Bank & Trust Co., Boston, CP AEA226000 Other Municipal Security N/A N/A 2016-05-03 2016-05-03 2016-05-03 N Y STATE ST BK & TR CO BOSTON N/A N/A 1.0000 N 0.0006 30000900.00 30000900.00 30000900.00 0.0007 N N Y N Univ. of Texas Board of Regents Sys. Rev. Univ. of Texas Board of Regents Sys. Rev., 0.06% Series A, (Liquidity Facility Univ. of Texas Invt. Mgmt. Co.), CP TEHUYFNKZR6XVWLGEU86 AEA774000 Other Municipal Security N/A N/A 2016-05-04 2016-05-04 2016-05-04 N N Y UNIV OF TX INVESTMENT MNGT CO LIQUIDITY N/A N/A 1.0000 0.0006 23505470.10 23505470.10 23505470.10 0.0006 N N Y N LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.43% LOC Wells Fargo Bank NA VRDN 50212RAA7 US50212RAA77 Variable Rate Demand Note N/A N/A 2016-05-06 2016-05-06 2018-02-01 Y WELLS FARGO BK NATL ASSN N/A N/A 1.0000 7 N Y WELLS FARGO BK NATL ASSN N/A N/A 1.0000 N 0.0043 67000000.00 67000000.00 67000000.00 0.0016 N N Y N Fidelity Colchester Street Trust: Money Market Portfolio 2016-05-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer