N-MFP1 0000356173 XXXXXXXX 2016-07-31 0000356173 549300OFWVVLQMKDY256 S000004822 5 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 25 66 6920240334.86 4780319275.54 5075096254.90 4673471183.61 4618042809.51 13434908565.34 13168664627.33 11622043252.02 10546896955.59 9624383130.75 0.3100 0.2200 0.2400 0.2200 0.2300 0.6100 0.6000 0.5500 0.5100 0.4800 40.89 19852066036.39 19850443816.74 11176521.00 12939529.09 19848680849.54 19829002117.06 1.0000 0.0066 1.0010 1.0010 1.0011 1.0010 1.0011 C000013041 1000000.00 8012188379.15 8004226005.08 1.0010 1.0010 1.0011 1.0010 1.0011 226815161.71 3720314733.26 73296882.40 215478201.78 205319940.48 489515977.31 164770351.95 83047610.91 98761679.85 311587859.15 588562778.60 1130291991.69 0.0049 Y Fidelity Investments, Reimbursement Fees, -187128.64; C000013086 1000000.00 42332101.81 42295711.57 1.0009 1.0009 1.0009 1.0009 1.0009 7596462.97 8533140.86 5904498.16 5841676.03 1758840.09 2191978.73 3222127.68 18199775.48 2028101.26 6499388.98 13394139.19 38640680.62 0.0034 Y Fidelity Investments, Reimbursement Fees, -1235.25; C000013087 1000000.00 157021542.70 156958924.87 1.0004 1.0004 1.0005 1.0004 1.0005 7326971.04 17680657.20 9993978.38 21314164.29 1933193.27 14186951.84 17814674.75 184152058.70 1621569.72 59537875.45 32209559.43 280277808.37 0.0024 Y Fidelity Investments, Reimbursement Fees, -5054.65; C000013088 1000000.00 10668469.05 10659048.48 1.0009 1.0009 1.0010 1.0009 1.0010 2822.74 7467756.48 103.19 2155.15 0.00 0.00 92.04 5893.99 0.00 0.00 3017.97 8049.44 0.0044 Y Fidelity Investments, Reimbursement Fees, -334.03; C000056571 10000000.00 11626470356.83 11614862427.07 1.0010 1.0010 1.0011 1.0010 1.0011 250882335.24 359325775.41 269717699.57 181187068.21 233651754.01 846655296.03 253365598.82 286443127.32 238457871.66 769455190.51 1072383032.26 2135852663.32 0.0053 Y Fidelity Investments, Reimbursement Fees, -402685.96; Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.69% 06427E4N8 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit N/A N/A 2016-10-05 2016-10-05 2016-10-05 N N N 0.0069 150042375.00 150042375.00 0.0076 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.82% 06427EQ53 NQQ6HPCNCCU6TUTQYE16 US06427EQ536 0000927971 Certificate of Deposit N/A N/A 2016-08-10 2016-11-10 2016-11-10 N N N 0.0082 88025520.00 88025520.00 0.0044 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 1.04% 06427K2F3 NQQ6HPCNCCU6TUTQYE16 US06427K2F34 0000927971 Certificate of Deposit N/A N/A 2016-09-01 2017-02-01 2017-02-01 N N N 0.0104 119994000.00 119994000.00 0.0060 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.88% 06417GKL1 L3I9ZG2KFGXZ61BMYR72 US06417GKL13 Certificate of Deposit N/A N/A 2016-08-03 2017-01-03 2017-01-03 N N N 0.0088 99984700.00 99984700.00 0.0050 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.90% 06417GJA7 L3I9ZG2KFGXZ61BMYR72 US06417GJA76 Certificate of Deposit N/A N/A 2016-08-22 2016-11-21 2016-11-21 N N N 0.0090 155060140.00 155060140.00 0.0078 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.98% 06417GLJ5 L3I9ZG2KFGXZ61BMYR72 US06417GLJ57 Certificate of Deposit N/A N/A 2016-08-18 2017-02-17 2017-02-17 N N N 0.0098 149938050.00 149938050.00 0.0076 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.65% 06538MF38 C3GTMMZIHMY46P4OIX74 AFE676000 Certificate of Deposit N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0065 150018675.00 150018675.00 0.0076 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 150038175.00 150038175.00 0.0076 N N N N Bayerische Landesbank Bayerische Landesbank, 0.75% 0727M6V72 VDYMYTQGZZ6DU0912C88 AHH410000 Certificate of Deposit N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0075 149996625.00 149996625.00 0.0076 N N N N BNP Paribas New York Branch BNP Paribas New York Branch, 0.65% 05574R5J0 R0MUWSFPU8MPRO8K5P83 0001146028 Certificate of Deposit N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0065 150029280.00 150029280.00 0.0076 N N N N BNP Paribas New York Branch BNP Paribas New York Branch, 0.92% 05582WAK0 R0MUWSFPU8MPRO8K5P83 0001146028 Certificate of Deposit N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0092 102044910.60 102044910.60 0.0051 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.87% 13606AZK7 2IGI19DL77OX0HC3ZE78 US13606AZK77 Certificate of Deposit N/A N/A 2016-08-03 2017-01-03 2017-01-03 N N N 0.0087 149970450.00 149970450.00 0.0076 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.87% 13606AWT1 2IGI19DL77OX0HC3ZE78 US13606AWT14 Certificate of Deposit N/A N/A 2016-08-11 2016-12-12 2016-12-12 N N N 0.0087 150023100.00 150023100.00 0.0076 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.93% 13606AXW3 2IGI19DL77OX0HC3ZE78 US13606AXW34 Certificate of Deposit N/A N/A 2016-08-22 2017-01-20 2017-01-20 N N N 0.0093 149934300.00 149934300.00 0.0076 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.94% 13606AH84 2IGI19DL77OX0HC3ZE78 US13606AH848 Certificate of Deposit N/A N/A 2016-08-15 2017-01-23 2017-01-23 N N N 0.0094 149929500.00 149929500.00 0.0076 N N N N Credit Industriel et Commercial Credit Industriel et Commercial, 0.63% 22536TV91 N4JDFKKH2FTD8RKFXO39 0001274419 Certificate of Deposit N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0063 150021495.00 150021495.00 0.0076 N N N N Credit Industriel et Commercial Credit Industriel et Commercial, 0.66% 22536TX32 N4JDFKKH2FTD8RKFXO39 0001274419 Certificate of Deposit N/A N/A 2016-09-12 2016-09-12 2016-09-12 N N N 0.0066 150025185.00 150025185.00 0.0076 N N N N Credit Suisse AG Credit Suisse AG, 0.83% 22549V5Y5 ANGGYXNX0JLX3X63JN86 AFH427000 Certificate of Deposit N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0083 150055785.00 150055785.00 0.0076 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.43% 51489KN61 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0043 255327987.09 255327987.09 0.0129 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.44% 51489KN95 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0044 334994204.50 334994204.50 0.0169 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.44% 51489KP28 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0044 196100000.00 196100000.00 0.0099 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.65% 60682AW28 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit N/A N/A 2016-09-20 2016-09-20 2016-09-20 N N N 0.0065 150010125.00 150010125.00 0.0076 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.67% 60682AT30 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0067 100011870.00 100011870.00 0.0050 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.69% 60682AS98 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit N/A N/A 2016-08-29 2016-08-29 2016-08-29 N N N 0.0069 150021345.00 150021345.00 0.0076 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.70% 60682AV52 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit N/A N/A 2016-09-27 2016-09-27 2016-09-27 N N N 0.0070 150017430.00 150017430.00 0.0076 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.50% 60689DYQ0 RB0PEZSDGCO3JS6CEU02 AHB727000 Certificate of Deposit N/A N/A 2016-08-08 2016-08-08 2016-08-08 N N N 0.0050 150004155.00 150004155.00 0.0076 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.75% 60689DYM9 RB0PEZSDGCO3JS6CEU02 AHA565000 Certificate of Deposit N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0075 150024060.00 150024060.00 0.0076 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.85% 60689DZA4 RB0PEZSDGCO3JS6CEU02 AHD836000 Certificate of Deposit N/A N/A 2016-10-13 2016-10-13 2016-10-13 N N N 0.0085 150026790.00 150026790.00 0.0076 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.43% 63873FK80 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0043 35000675.50 35000675.50 0.0018 N N Y N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.63% 63873FE61 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0063 100019020.00 100019020.00 0.0050 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.65% 63873FD88 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0065 150031980.00 150031980.00 0.0076 N N N N Royal Bank of Canada Royal Bank of Canada, 0.84% 78009NB47 ES7IP3U3RHIGC71XBU11 US78009NB470 Certificate of Deposit N/A N/A 2016-08-08 2016-11-07 2016-11-07 N N N 0.0084 100036600.00 100036600.00 0.0050 N N N N Royal Bank of Canada Royal Bank of Canada, 1.04% 78009NF84 ES7IP3U3RHIGC71XBU11 US78009NF844 Certificate of Deposit N/A N/A 2016-08-29 2017-01-23 2017-01-23 N N N 0.0104 100002600.00 100002600.00 0.0050 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.43% 86563YAK9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0043 161000000.00 161000000.00 0.0081 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.65% 86563QS84 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-08-16 2016-08-16 2016-08-16 N N N 0.0065 151015658.70 151015658.70 0.0076 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.67% 86563QU73 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-08-22 2016-08-22 2016-08-22 N N N 0.0067 150020340.00 150020340.00 0.0076 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.70% 86563QW71 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0070 100018400.00 100018400.00 0.0050 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.75% 86563QT67 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0075 150036165.00 150036165.00 0.0076 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.75% 86563Q5K2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0075 149999895.00 149999895.00 0.0076 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.85% 86563Q6A3 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-10-24 2016-10-24 2016-10-24 N N N 0.0085 130990423.90 130990423.90 0.0066 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.42% 86564EDW3 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0042 543000000.00 543000000.00 0.0274 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.65% 86564EDA1 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit N/A N/A 2016-09-19 2016-09-19 2016-09-19 N N N 0.0065 150015570.00 150015570.00 0.0076 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.75% 86563K7B3 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit N/A N/A 2016-09-12 2016-09-12 2016-09-12 N N N 0.0075 150037305.00 150037305.00 0.0076 N N N N Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.92% 89113WAX4 PT3QB789TSUIDF371261 US89113WAX48 Certificate of Deposit N/A N/A 2016-08-01 2017-02-01 2017-02-01 N N N 0.0092 149914500.00 149914500.00 0.0076 N N N N UBS AG UBS AG, 0.86% 90267R6C8 BFM8T61CT2L1QCEMIK50 US90267R6C84 Certificate of Deposit N/A N/A 2016-08-09 2016-09-09 2016-09-09 N N N 0.0086 140059920.00 140059920.00 0.0071 N N N N UBS AG UBS AG, 0.87% 90275DAL4 BFM8T61CT2L1QCEMIK50 US90275DAL47 0001114446 Certificate of Deposit N/A N/A 2016-08-09 2016-12-09 2016-12-09 N N N 0.0087 150028200.00 150028200.00 0.0076 N N N N UBS AG UBS AG, 0.88% 90267R7J2 BFM8T61CT2L1QCEMIK50 AFA979000 Certificate of Deposit N/A N/A 2016-11-07 2016-11-07 2016-11-07 N N N 0.0088 150032895.00 150032895.00 0.0076 N N N N UBS AG UBS AG, 1.05% 90275DBH2 BFM8T61CT2L1QCEMIK50 AHD283000 Certificate of Deposit N/A N/A 2017-01-10 2017-01-10 2017-01-10 N N N 0.0105 149992800.00 149992800.00 0.0076 N N N N Citibank NA Citibank NA, 0.68% 17305TAK8 E57ODZWZ7FF32TWEFA76 AFI650000 Certificate of Deposit N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0068 100019000.00 100019000.00 0.0050 N N N N State Street Bank & Trust Co. State Street Bank & Trust Co., 0.91% 8574P1JA5 571474TGEMMWANRLN572 AEJ199000 Certificate of Deposit N/A N/A 2016-11-28 2016-11-28 2016-11-28 N N N 0.0091 114058311.00 114058311.00 0.0057 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.65% 94988EW20 KB1H1DSPRFMYMCUFXT09 AFG918000 Certificate of Deposit N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0065 149973540.00 149973540.00 0.0076 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.82% 94988ETF5 KB1H1DSPRFMYMCUFXT09 US94988ETF50 Certificate of Deposit N/A N/A 2016-08-08 2016-10-04 2016-10-04 N N N 0.0082 100042900.00 100042900.00 0.0050 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.87% 94988EV39 KB1H1DSPRFMYMCUFXT09 AFB015000 Certificate of Deposit N/A N/A 2016-11-04 2016-11-04 2016-11-04 N N N 0.0087 149990715.00 149990715.00 0.0076 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 150008220.00 150008220.00 0.0076 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.93% 94988EKG2 KB1H1DSPRFMYMCUFXT09 US94988EKG25 Certificate of Deposit N/A N/A 2016-10-13 2016-10-13 2016-10-13 N N N 0.0093 79047479.00 79047479.00 0.0040 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.80% JBONEPAGQXF4QP29B387 AHF676000 Certificate of Deposit N/A N/A 2016-09-29 2016-09-29 2016-09-29 N N N 0.0080 145036975.00 145036975.00 0.0073 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 0.82% RB0PEZSDGCO3JS6CEU02 XS1449957320 Certificate of Deposit N/A N/A 2016-10-13 2016-10-13 2016-10-13 N N N 0.0082 150015225.00 150015225.00 0.0076 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 0.77% 5493006GGLR4BTEL8O61 AHE660000 Certificate of Deposit N/A N/A 2016-09-26 2016-09-26 2016-09-26 N N N 0.0077 150039885.00 150039885.00 0.0076 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.88% 06417LBQ9 L3I9ZG2KFGXZ61BMYR72 US06417LBQ95 0000009631 Financial Company Commercial Paper N/A N/A 2016-08-05 2016-12-05 2016-12-05 N N N 0.0088 150039900.00 150039900.00 0.0076 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.60% 06742Q6N7 G5GSEF7VJP5I7OUK5573 AHH400000 Financial Company Commercial Paper N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0060 65998343.40 65998343.40 0.0033 N Y Y N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.60% 06742Q5V0 G5GSEF7VJP5I7OUK5573 AHI342000 Financial Company Commercial Paper N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0060 65997168.60 65997168.60 0.0033 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.47% 07274LH26 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0047 213983286.60 213983286.60 0.0108 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.47% 07274LH34 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0047 202980085.70 202980085.70 0.0102 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.47% 07274LH42 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0047 186977877.90 186977877.90 0.0094 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.47% 07274LH59 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0047 239287503.75 239287503.75 0.0121 N N Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.43% 09658YH20 R0MUWSFPU8MPRO8K5P83 AHH792000 Financial Company Commercial Paper N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0043 93996691.20 93996691.20 0.0047 N N Y N BPCE SA BPCE SA, 0.70% 05571BK36 9695005MSX1OYEMGDF46 AHC531000 Financial Company Commercial Paper N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0070 149836380.00 149836380.00 0.0075 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 116995706.10 116995706.10 0.0059 N Y Y N BPCE SA BPCE SA, 0.85% 05571BKX0 9695005MSX1OYEMGDF46 AHE286000 Financial Company Commercial Paper N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0085 149658465.00 149658465.00 0.0075 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 0.43% 1280C2H28 8TFTWWNRV3KXDI3TJE74 AHH682000 Financial Company Commercial Paper N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0043 204670751.44 204670751.44 0.0103 N N Y N Caisse centrale Desjardins Caisse centrale Desjardins, 0.43% 1280C2H51 8TFTWWNRV3KXDI3TJE74 AHJ100000 Financial Company Commercial Paper N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0043 113994553.08 113994553.08 0.0057 N N Y N Caisse centrale Desjardins Caisse centrale Desjardins, 0.64% 1280C2J91 8TFTWWNRV3KXDI3TJE74 AGJ696000 Financial Company Commercial Paper N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0064 149925450.00 149925450.00 0.0076 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.92% 20272ASL1 MSFSBD3QN1GSN7Q6C537 US20272ASL16 0000008565 Financial Company Commercial Paper N/A N/A 2016-08-08 2017-02-08 2017-02-08 N N N 0.0092 199875000.00 199875000.00 0.0101 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 149994210.00 149994210.00 0.0076 N N Y N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.43% 5148X0H16 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0043 206494156.05 206494156.05 0.0104 N Y Y N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.43% 63873JH45 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0043 292984676.10 292984676.10 0.0148 N N Y N Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.59% 89116EJT1 AGD573000 Financial Company Commercial Paper N/A N/A 2016-09-27 2016-09-27 2016-09-27 N N N 0.0059 99905000.00 99905000.00 0.0050 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.83% 89233AMZ9 Z2VZBHUMB7PWWJ63I008 US89233AMZ92 Financial Company Commercial Paper N/A N/A 2016-08-15 2016-11-08 2016-11-08 N N N 0.0083 50015150.00 50015150.00 0.0025 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.83% 89233ANA3 Z2VZBHUMB7PWWJ63I008 US89233ANA33 Financial Company Commercial Paper N/A N/A 2016-08-15 2016-11-09 2016-11-09 N N N 0.0083 100029500.00 100029500.00 0.0050 N N N N Motiva Enterprises LLC Motiva Enterprises LLC, 1.10% 61979JH26 UQZ4EDMHL4ZESPZY3752 AHI188000 Non-Financial Company Commercial Paper N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0110 29997957.00 29997957.00 0.0015 N N Y N Sempra Global Sempra Global, 1.00% 81685LJS5 AHI679000 Non-Financial Company Commercial Paper N/A N/A 2016-09-26 2016-09-26 2016-09-26 N N N 0.0100 23161289.15 23161289.15 0.0012 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.54% 91058TH17 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0054 85300000.00 85300000.00 0.0043 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.54% 91058TH17 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0054 150000000.00 150000000.00 0.0076 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.61% 91058TH17 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0061 74996190.00 74996190.00 0.0038 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.61% 91058TH58 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0061 50996543.22 50996543.22 0.0026 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.72% 91058TH58 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0072 74990955.00 74990955.00 0.0038 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.72% 91058TH82 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-08-08 2016-08-08 2016-08-08 N N N 0.0072 124978200.00 124978200.00 0.0063 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.60% 04821THV0 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper N/A N/A 2016-08-29 2016-08-29 2016-08-29 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A 1.0000 N 0.0060 74968035.00 74968035.00 0.0038 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.65% 04821TJT3 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper N/A N/A 2016-09-27 2016-09-27 2016-09-27 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A 1.0000 N 0.0065 149842500.00 149842500.00 0.0075 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.69% 38346LJL1 549300Z2ZR7VTUMRPR17 AHG973000 Asset Backed Commercial Paper N/A N/A 2016-09-20 2016-09-20 2016-09-20 N Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 1.0000 N 0.0069 149868165.00 149868165.00 0.0076 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.57% 82124LH13 549300MYF6MOTU9T3G29 AHH421000 Asset Backed Commercial Paper N/A N/A 2016-08-01 2016-08-01 2016-08-01 N Y BARCLAYS BANK PLC N/A N/A 1.0000 N 0.0057 65997742.80 65997742.80 0.0033 N Y Y N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.57% 82124LH21 549300MYF6MOTU9T3G29 AHH764000 Asset Backed Commercial Paper N/A N/A 2016-08-02 2016-08-02 2016-08-02 N Y BARCLAYS BANK PLC N/A N/A 1.0000 N 0.0057 65996970.60 65996970.60 0.0033 N N Y N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.57% 82124LH47 549300MYF6MOTU9T3G29 AHI692000 Asset Backed Commercial Paper N/A N/A 2016-08-04 2016-08-04 2016-08-04 N Y BARCLAYS BANK PLC N/A N/A 1.0000 N 0.0057 93993420.00 93993420.00 0.0047 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.45% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CURRSH AUS DOLLR TR 2049-01-01 2049-01-01 N/A 67100.00 5038941.60 Equities VANECK RUSSIA ETF 549300FPRVRCCMKQFC88 2049-01-01 2049-01-01 N/A 125836.00 2251206.04 Equities FT RVRFRNT DNM EMRG 2049-01-01 2049-01-01 N/A 63777.00 3510286.08 Equities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0045 10000000.00 10000000.00 0.0005 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.62% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HIGHLAND PARK CDO 549300EPZBP5YZALJQ09 2051-11-25 2051-11-25 1.062 - 1.062 17647082.00 14034489.51 Asset-Backed Securities COUNTRYWIDE HOME EQUITY LOAN TRUST 2034-09-25 2034-09-25 0.728 - 0.728 22175704.00 16736891.58 Asset-Backed Securities DUKE FUNDING 549300M17UZKOC3PVP17 2039-04-08 2039-04-08 2.861 - 2.861 33000000.00 18675054.46 Asset-Backed Securities STRUCTURED ASSET INVESTMENT LOAN TRUST 2035-07-25 2035-07-25 1.238 - 1.238 10411341.00 7863006.00 Asset-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A 1.0000 34 N N N 0.0162 52998940.00 52998940.00 0.0027 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.62% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NEWPORT WAVES CDO 213800RAMNTF1HTCRA26 2017-06-20 2017-06-20 N/A 25000000.00 21668633.32 Asset-Backed Securities COUNTRYWIDE HOME EQUITY LOAN TRUST 2037-06-15 2037-06-15 0.592 - 0.592 41617049.00 5364122.09 Asset-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A 1.0000 34 N N N 0.0162 24998750.00 24998750.00 0.0013 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.64% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NEW RESIDENTIAL MTG LN TR 2014-3 2054-11-25 2054-11-25 N/A 10838000.00 199496.91 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL MTG LN TR 2016-2 2035-11-25 2035-11-25 N/A 565000.00 575504.14 Private Label Collateralized Mortgage Obligations INDYMAC INDX MORTGAGE LOAN TRUST 2037-08-25 2037-08-25 0.728 - 0.728 29454000.00 8234588.80 Private Label Collateralized Mortgage Obligations CSMC MORTGAGE-BACKED TRUST 2036-11-25 2036-11-25 6.062 - 6.062 54000000.00 3580594.84 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2015-P1 2048-09-17 2048-09-17 N/A 4799000.00 3649390.75 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2014-1 549300EQ60CWY6DQ4351 2044-07-25 2044-07-25 N/A 1472000.00 1369571.22 Private Label Collateralized Mortgage Obligations VIBRANT CLO 2026-04-20 2026-04-20 4.284 - 4.284 2000000.00 1780752.80 Asset-Backed Securities CITIGROUP COML MTG TR 2015-GC35 2048-11-13 2048-11-13 N/A 9041000.00 8722612.14 Private Label Collateralized Mortgage Obligations ACACIA CDO 2047-03-15 2047-03-15 0.953 - 0.953 99282389.00 5529843.62 Asset-Backed Securities LB-UBS COMMERCIAL MORTGAGE TRUST 2040-07-15 2040-07-15 6.348 - 6.348 11100000.00 7945682.54 Private Label Collateralized Mortgage Obligations BAYVIEW COMMERCIAL ASSET TRUST 5493003DOWFR7J1QCW02 2037-12-25 2037-12-25 1.988 - 1.988 5766000.00 3412594.86 Private Label Collateralized Mortgage Obligations BANC OF AMERICA COMMERCIAL MORTGAGE 2045-10-10 2045-10-10 5.584 - 5.584 6500000.00 4835323.49 Private Label Collateralized Mortgage Obligations COMM 2015-CCRE27 MTG TR 2048-10-10 2048-10-10 N/A 3000000.00 2212894.44 Private Label Collateralized Mortgage Obligations LEHMAN XS TRUST 2036-02-25 2036-02-25 0.988 - 0.988 13518000.00 3255424.25 Private Label Collateralized Mortgage Obligations VENTURE CLO 2022-11-14 2022-11-14 4.576 - 4.576 2000000.00 1884154.17 Asset-Backed Securities ING INVESTMENT MANAGEMENT CLO 2022-10-15 2022-10-15 4.63 - 4.63 3000000.00 2851171.78 Asset-Backed Securities INVITATION HOMES 2015-SFR1 TR 2032-03-18 2032-03-18 N/A 3000000.00 3008234.05 Asset-Backed Securities NEWSTAR CLARENDON FUND CLO 2027-07-25 2027-07-25 4.065 - 4.065 1275000.00 1190598.98 Asset-Backed Securities AMERICAN HOME MORTGAGE ASSETS TRUST 2046-09-25 2046-09-25 0.678 - 0.678 26996405.00 5655850.71 Private Label Collateralized Mortgage Obligations WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2051-02-15 2051-02-15 6.156 - 6.156 14000000.00 3719985.98 Private Label Collateralized Mortgage Obligations ADAMS SQUARE FUNDING 549300EKRP1UBDF7YR18 2047-03-10 2047-03-10 4.88 - 4.88 29000000.00 16449730.45 Asset-Backed Securities COBALT CMBS COMMERCIAL MORTGAGE TRUST 2047-04-17 2047-04-17 5.736 - 5.736 5000000.00 3876606.39 Private Label Collateralized Mortgage Obligations SARANAC CLO 5493000RC2FP2JRHW627 2025-02-20 2025-02-20 4.286 - 4.286 1400000.00 1221729.69 Asset-Backed Securities INVITATION HOMES 2031-12-18 2031-12-18 3.482 - 3.482 1228000.00 1235346.76 Asset-Backed Securities COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-09-25 2035-09-25 0.738 - 0.738 25500000.00 16098446.01 Asset-Backed Securities BANC OF AMERICA COMMERCIAL MORTGAGE 2049-04-10 2049-04-10 5.801 - 5.801 24395000.00 13001889.64 Private Label Collateralized Mortgage Obligations BEAR STEARNS ALT-A TRUST 2036-11-25 2036-11-25 3.61 - 3.61 24005000.00 4937376.22 Private Label Collateralized Mortgage Obligations PROGRESS RESIDENTIAL 2015-SFR3 TR 2032-11-12 2032-11-12 N/A 2987000.00 3086811.52 Asset-Backed Securities JP MORGAN ALTERNATIVE LOAN TRUST 2036-03-25 2036-03-25 6.18 - 6.18 7400000.00 4038181.27 Private Label Collateralized Mortgage Obligations GEMSTONE 2045-12-12 2045-12-12 1.336 - 1.336 31900000.00 16402446.87 Asset-Backed Securities E TRADE ABS CDO V LTD 549300LSG1AJYQVQCE38 2046-10-06 2046-10-06 N/A 62268729.00 4861577.88 Asset-Backed Securities COMM 2013 CCRE12 MTG TR 549300MGZ5FI5VFL1177 2046-10-15 2046-10-15 N/A 77000000.00 757889.11 Private Label Collateralized Mortgage Obligations LNR CDO 549300TQCFQE0FHSXI25 2049-12-26 2049-12-26 0.94 - 0.94 33514740.00 15783299.46 Asset-Backed Securities CWALT ALTERNATIVE LOAN TRUST 2047-08-25 2047-08-25 0.768 - 0.768 12375000.00 8205624.96 Private Label Collateralized Mortgage Obligations HOME PARTNERS AMER 2016-1 TR 2033-03-17 2033-03-17 N/A 3120000.00 3153935.20 Asset-Backed Securities AGATE BAY MTG TR 2013-1 549300FEDPP088KAOR45 2043-07-25 2043-07-25 N/A 3473000.00 2268286.90 Private Label Collateralized Mortgage Obligations SYMPHONY CLO 2022-04-18 2022-04-18 4.929 - 4.929 1000000.00 954479.19 Asset-Backed Securities JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2043-06-12 2043-06-12 5.885 - 5.885 13575000.00 4032242.68 Private Label Collateralized Mortgage Obligations ATRIUM CDO 549300UTF8S11AHH4P70 2024-02-28 2024-02-28 4.174 - 4.174 2000000.00 1952813.50 Asset-Backed Securities CITIGROUP MORTGAGE LOAN TRUST 2044-06-25 2044-06-25 3.688 - 3.688 2725000.00 2549436.70 Private Label Collateralized Mortgage Obligations TERWIN MORTGAGE TRUST 2037-08-25 2037-08-25 4.75 - 4.75 228940000.00 28046623.11 Asset-Backed Securities GE COMMERCIAL MORTGAGE CORPORATION 2048-06-10 2048-06-10 4.599 - 4.599 8840597.00 8242508.58 Private Label Collateralized Mortgage Obligations CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2040-09-17 2040-09-17 6.351 - 6.351 13450000.00 4226958.58 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP I TR 2015 XLF2 2026-11-15 2026-11-15 N/A 2000000.00 1995640.20 Private Label Collateralized Mortgage Obligations SYMPHONY CLO 2023-07-23 2023-07-23 3.565 - 3.565 2250000.00 2235288.04 Asset-Backed Securities N/A N/A 2016-08-25 2016-08-25 2016-08-25 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A 1.0000 27 N N N 0.0164 225887000.00 225887000.00 0.0114 N N N Y Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.43% 1V8Y6QCX6YMJ2OELII46 0000318336 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2016-07-31 2016-07-31 N/A 9573243.00 258123062.86 Equities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0043 239000000.00 239000000.00 0.0120 N Y Y N Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.65% 1V8Y6QCX6YMJ2OELII46 0000318336 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2035-06-15 2045-12-15 4 - 6 15700942.00 20726568.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-11-16 2045-10-16 0.05 - 47.823 911620859.00 33868430.54 Agency Collateralized Mortgage Obligation N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0065 53000434.60 53000434.60 0.0027 N N Y N Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 1.25% 1V8Y6QCX6YMJ2OELII46 0000318336 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2025-08-15 2046-04-15 3.519 - 22 1754664454.00 154512596.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2035-04-20 2060-05-20 0.226 - 4.837 2516582361.00 256896626.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2024-12-25 2024-12-25 0.429 - 0.429 39050000.00 1191641.67 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0125 400124000.00 400124000.00 0.0202 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 0.45% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N STATE STREET CAPITAL TRUST IV 2037-06-15 2037-06-15 1.247 - 1.247 11185000.00 9545892.25 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 2018-10-05 2045-10-15 2.85 - 6.35 3560000.00 3745297.46 Corporate Debt Securities USB REALTY CORP. 2049-12-29 2049-12-29 6.09 - 6.09 19000000.00 16289997.52 Corporate Debt Securities DAI-ICHI MUTUAL LIFE INSURANCE 549300ZUFXI7JXZVTZ25 2049-12-31 2049-12-31 4 - 4 21255000.00 21467762.64 Corporate Debt Securities CREDIT AGRICOLE S.A. 969500TJ5KRTCJQWXH05 2025-03-17 2025-03-17 4.375 - 4.375 490000.00 507415.41 Corporate Debt Securities LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 2037-05-15 2037-05-15 7.11 - 7.11 3500000.00 5145385.21 Corporate Debt Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0045 54000000.00 54000000.00 0.0027 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.45% KBVRJ5K57JZ3E2AVWX40 AHJ033000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TIME WARNER KNG3XRAA0RHN9H62OK76 2049-01-01 2049-01-01 N/A 230.00 17852.60 Equities ANWORTH MORTG ASSET N2KM5OGWVS7HLNUACF84 2049-01-01 2049-01-01 N/A 22.00 106.26 Equities KOSMOS ENERGY 2049-01-01 2049-01-01 N/A 2.00 10.96 Equities L-3 COMMUNICATIONS 2049-01-01 2049-01-01 N/A 144867.00 21706871.28 Equities JAZZ PHARMACEUTICAL 2049-01-01 2049-01-01 N/A 60213.00 9201750.66 Equities STAPLES XQM2JINI1UL7642TU573 2049-01-01 2049-01-01 N/A 1.00 9.23 Equities EXTEND STAY UTS 549300IESZBC3BJUJW64 2049-01-01 2049-01-01 N/A 1.00 14.32 Equities A.H. BELO-A 2049-01-01 2049-01-01 N/A 41.00 218.53 Equities SPDR S&P500 UTS 549300NZAMSJ8FXPQQ63 2049-01-01 2049-01-01 N/A 413.00 89526.01 Equities BURLINGTON STORES 2049-01-01 2049-01-01 N/A 51526.00 3952044.20 Equities ALEXION PHARM M1YXUUZR0EIMU8T0EM75 2049-01-01 2049-01-01 N/A 817.00 106536.80 Equities FACEBOOK-A BQ4BKCS1HXDV9HN80Z93 2049-01-01 2049-01-01 N/A 215034.00 26879250.00 Equities MASTERCARD-A AR5L2ODV9HN37376R084 2049-01-01 2049-01-01 N/A 135420.00 13001674.20 Equities ENCANA CZ72ZHBVKZXQRV3XFE26 2049-01-01 2049-01-01 N/A 808790.00 6276210.40 Equities YELP-A 2049-01-01 2049-01-01 N/A 1.00 31.87 Equities STARBUCKS OQSJ1DU9TAOC51A47K68 2049-01-01 2049-01-01 N/A 88837.00 5171201.77 Equities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0045 80000000.00 80000000.00 0.0040 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.53% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPRINT CORP 549300ZTTY7CXOLJ6539 2024-06-15 2024-06-15 7.125 - 7.125 1790000.00 1610720.32 Corporate Debt Securities SPRINT NEXTEL 2016-12-01 2016-12-01 6 - 6 7000000.00 7117996.69 Corporate Debt Securities J.C. PENNY 8TDNUQ07MEFMWW1VHP39 2036-10-15 2036-10-15 6.375 - 6.375 4320000.00 3470760.01 Corporate Debt Securities CHESAPEAKE ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 2019-04-15 2020-08-15 3.93 - 6.625 28610000.00 22361925.11 Corporate Debt Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0053 32000000.00 32000000.00 0.0016 N Y Y N J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 549300BRNI54SX6NX725 AHH482000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2016-07-31 2016-07-31 N/A 9643281.00 181537876.93 Equities N/A N/A 2016-08-05 2016-08-05 2016-08-24 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0064 167000000.00 167000000.00 0.0084 N N Y N J.P. Morgan Securities, LLC J.P. 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4.321 258000.00 317263.88 Corporate Debt Securities CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUN 2045-10-23 2045-10-23 6.484 - 6.484 824.00 990.56 Corporate Debt Securities HSBC USA INC NEW 549300LBOHZ4QSIWU288 2020-03-05 2020-03-05 2.35 - 2.35 6753000.00 6857739.03 Corporate Debt Securities LIMITED BRANDS INC NAME CHANGED TO L BRANDS INC GR3KVMWVCR54YWQNXU90 2037-07-15 2037-07-15 7.6 - 7.6 17000000.00 18070244.45 Corporate Debt Securities FRONTIER COMMUNICATIONS CORP 2022-09-15 2022-09-15 10.5 - 10.5 328821.00 367156.05 Corporate Debt Securities EMBARQ CORP 2036-06-01 2036-06-01 7.995 - 7.995 1000.00 1054.13 Corporate Debt Securities LLOYDS TSB BK PLC H7FNTJ4851HG0EXQ1Z70 2049-01-01 2049-01-01 12 - 12 140000.00 192465.47 Corporate Debt Securities ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSON 2024-06-15 2024-06-15 6.625 - 6.625 860.00 924.16 Corporate Debt Securities KB HOME 549300LGUCWQURMWLG09 2017-09-15 2017-09-15 9.1 - 9.1 7000.00 7744.61 Corporate Debt Securities SPRINT CAP CORP 2032-03-15 2032-03-15 8.75 - 8.75 22111000.00 21504483.01 Corporate Debt Securities N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0075 44000484.00 44000484.00 0.0022 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% 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 518006.00 49681955.46 Equities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0045 46000000.00 46000000.00 0.0023 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.50% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ELLINGTON LOAN ACQUISITION TRUST 2037-05-25 2037-05-25 1.438 - 1.438 10800000.00 7541297.28 Asset-Backed Securities HARBOURVIEW CBO 2036-09-15 2036-09-15 2.953 - 2.953 7500000.00 5597494.58 Other Instrument COLLATERALIZED DEBT OBLIGATION RAMP 2036-03-25 2036-03-25 1.088 - 1.088 8750000.00 5749501.43 Asset-Backed Securities COUNTRYWIDE HOME EQUITY LOAN TRUST 2034-12-25 2035-04-25 1.738 - 2.063 2950000.00 2190050.54 Asset-Backed Securities CENTRE SQUARE CDO 2051-11-19 2051-11-19 1.475 - 1.475 3571403.00 1826709.24 Other Instrument COLLATERALIZED DEBT OBLIGATION GREENPOINT HOME EQUITY LOAN TRUST 2030-09-15 2030-09-15 N/A 7156000.00 3888388.46 Asset-Backed Securities BRAVO MORTGAGE ASSET TRUST 2036-07-25 2036-07-25 0.888 - 0.888 875000.00 490412.12 Asset-Backed Securities NEW CENTURY MORTGAGE CORP HOME EQUITY LOAN TRUST 2035-10-25 2035-10-25 0.968 - 0.968 23956204.00 18784865.88 Asset-Backed Securities CWCAPITAL COBALT 2050-04-26 2050-04-26 2.621 - 2.621 2000000.00 1407155.87 Other Instrument COLLATERALIZED DEBT OBLIGATION PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2035-03-25 2035-03-25 1.658 - 1.658 2000000.00 1370108.32 Asset-Backed Securities BEAR STEARNS ASSET BACKED SECURITIES TRUST 2036-10-25 2036-10-25 0.653 - 0.653 100000.00 64418.14 Asset-Backed Securities GRAMERCY REAL ESTATE CDO 549300HRCZGVKFGS8H92 2056-08-15 2056-08-15 6 - 6 7150000.00 5526547.30 Other Instrument COLLATERALIZED DEBT OBLIGATION STONE TOWER CDO 2040-11-17 2040-11-17 3.478 - 3.478 986149.00 645346.06 Other Instrument COLLATERALIZED DEBT OBLIGATION N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0050 51000000.00 51000000.00 0.0026 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% 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 484227.00 46442211.57 Equities N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0055 43000000.00 43000000.00 0.0022 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.60% 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 495515.00 47524843.65 Equities N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0060 44000057.20 44000057.20 0.0022 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.65% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N STARWOOD PPTY TR INC BUGSFQZERKRBFWIG5267 2018-03-01 2018-03-01 4.55 - 4.55 4682566.00 5051109.96 Equities CARDTRONICS INC YMFI60WPVOWROKG67Y03 2020-12-01 2020-12-01 1 - 1 466000.00 499081.86 Equities APOLLO COML REAL ESTATE FIN INC 2019-03-15 2019-03-15 5.5 - 5.5 4487000.00 4677034.42 Equities CORNERSTONE ONDEMAND INC 549300Z402F16H5EGH48 2018-07-01 2018-07-01 1.5 - 1.5 1506000.00 1613177.00 Equities ALBANY MOLECULAR RESH INC CHZJRCSC4ACUSUD2MV11 2018-11-15 2018-11-15 2.25 - 2.25 3000000.00 3223875.00 Equities SYNCHRONOSS TECHNOLOGIES INC 5493007Z5J8Z2TA76376 2019-08-15 2019-08-15 0.75 - 0.75 67000.00 69867.38 Equities VIPSHOP HLDGS LTD 549300I9F52K06HPZX60 2019-03-15 2019-03-15 1.5 - 1.5 1687429.00 1750645.72 Equities ELECTRONICS FOR IMAGING INC 549300PN42C4XYPSEV84 2019-09-01 2019-09-01 0.75 - 0.75 2879000.00 3102016.94 Equities 51JOB INC 2019-04-15 2019-04-15 N/A 2568000.00 2694830.67 Equities N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0065 21000172.20 21000172.20 0.0011 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 0.35%, dated 7/29/2016 due 08/01/2016 B4TYDEB6GKMZO031MB27 AHJ219000_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 4225634.68 4097501.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-10-25 3 - 5.8 6396096.84 2907228.56 Agency Collateralized Mortgage Obligation N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 6800504.89 6800504.89 0.0003 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.34%, dated 7/29/2016 due 08/01/2016 L3I9ZG2KFGXZ61BMYR72 AHJ246000_04240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-03-31 2045-02-15 0.5 - 8.875 28345681.30 28709584.95 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 28145566.32 28145566.32 0.0014 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.34%, dated 7/29/2016 due 08/01/2016 R0MUWSFPU8MPRO8K5P83 AHJ246000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-01-15 2046-05-15 0 - 7.5 122078576.57 128085009.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-05-01 2046-07-01 0 - 7.5 19518583.56 4998866.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 1.002 - 4 542969215.85 13861940.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-25 2046-07-01 1.1 - 7.5 56479793.64 35796751.04 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 178931778.95 178931778.95 0.0090 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.35%, dated 7/29/2016 due 08/01/2016 VJW2DOOHGDT6PR0ZRO63 AHJ219000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-31 2046-05-15 0 - 8.875 4384075.38 4454839.41 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-08-25 2019-09-26 0.65 - 5.125 8444.62 8494.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-08-22 2018-12-14 0.625 - 4.75 1806718.41 1839580.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2046-03-01 0.5 - 8.5 945237.82 834328.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2016-10-15 2046-07-20 2.5 - 9.5 3029549.17 2170865.70 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 2017-02-17 2017-02-17 0 - 0 382050.84 381080.43 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-28 2046-07-01 0.75 - 8.5 2217811.56 2003469.38 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 11461525.10 11461525.10 0.0006 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.35%, dated 7/29/2016 due 08/01/2016 E57ODZWZ7FF32TWEFA76 AHJ219000_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 275949.86 219731.48 Agency Debentures and Agency Strips US TREASURY 2016-11-15 2043-02-15 0.125 - 9 33898261.96 36766475.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 327.47 331.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2044-04-01 0.75 - 6.75 923541.73 751612.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-10-20 2 - 8 2220336.82 1125152.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.375 - 7.95 285853.27 174924.91 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 38205083.66 38205083.66 0.0019 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.35%, dated 7/29/2016 due 08/01/2016 1VUV7VQFKUOQSJ21A208 AHJ219000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-08-31 2046-05-15 0 - 8.75 110705583.67 123999559.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4 - 4 5213394.10 2296416.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-05-20 3.5 - 3.5 3201446.95 2881843.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-11-15 2042-09-01 3 - 6.625 11220705.93 11317661.29 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 137461891.01 137461891.01 0.0069 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.35%, dated 7/29/2016 due 08/01/2016 1V8Y6QCX6YMJ2OELII46 AHJ219000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-11-15 2045-05-15 0.5 - 8.75 65755774.65 69739513.57 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 68234279.42 68234279.42 0.0034 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.34%, dated 7/29/2016 due 08/01/2016 CYYGQCGNHMHPSMRL3R97 AHJ246000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-11-15 2046-02-15 0.5 - 6.125 42918626.33 47755758.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2045-06-01 3 - 6.5 51286969.69 24102731.59 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 70363915.80 70363915.80 0.0035 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.35%, dated 7/29/2016 due 08/01/2016 KBVRJ5K57JZ3E2AVWX40 AHJ219000_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2042-09-01 2045-05-01 3 - 4 4879367.84 3896945.67 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 3820508.37 3820508.37 0.0002 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.35%, dated 7/29/2016 due 08/01/2016 ZBUT11V806EZRVTWT807 AHJ219000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-31 2046-02-15 0.375 - 8.875 82361128.37 88598762.08 U.S. Treasuries (including strips) U.S. TREASURY 2016-07-31 2017-04-30 0.07 - 0.394 419039.84 419542.84 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 87164248.89 87164248.89 0.0044 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.34%, dated 7/29/2016 due 08/01/2016 8NAV47T0Y26Q87Y0QP81 AHJ246000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2043-11-15 1.375 - 3.75 37033450.55 40872306.82 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2045-08-20 2045-09-20 4 - 4 11068069.10 9569245.15 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 49358738.93 49358738.93 0.0025 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.35%, dated 7/29/2016 due 08/01/2016 8NAV47T0Y26Q87Y0QP81 AHJ219000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2043-11-15 1.375 - 3.75 16339024.89 18032714.43 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2045-08-20 2045-09-20 4 - 4 4883192.19 4221916.46 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 21776897.69 21776897.69 0.0011 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.35%, dated 7/29/2016 due 08/01/2016 7TK5RJIZDFROZCA6XF66 AHJ219000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2024-08-15 2046-05-15 1.625 - 7.625 21119566.00 23763481.57 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-02-15 2045-10-01 2.168 - 4.5 11780199.00 8419153.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-01-20 2045-11-20 2 - 4.5 3515331.96 2981658.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-07-25 2045-12-01 2 - 7 13559146.82 12317435.79 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 46457381.73 46457381.73 0.0023 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.35%, dated 7/29/2016 due 08/01/2016 O2RNE8IBXP4R0TD8PU41 AHJ219000_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2021-01-15 2021-01-15 0 - 0 7077147.90 6675024.36 Agency Debentures and Agency Strips US TREASURY 2016-10-13 2045-05-15 0 - 8.75 16305104.48 19607658.61 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2043-02-01 2.152 - 6 50375902.41 789125.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2043-06-01 1.928 - 6 28498997.19 2275321.40 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 28653812.75 28653812.75 0.0014 N Y Y N Wells Fargo Bank, NA In a joint trading account with Wells Fargo Bank, NA at 0.35%, dated 7/29/2016 due 08/01/2016 KB1H1DSPRFMYMCUFXT09 AHJ219000_81240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2043-01-01 2.5 - 3 32213669.95 22407953.80 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 21967923.10 21967923.10 0.0011 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.35%, dated 7/29/2016 due 08/01/2016 VYVVCKR63DVZZN70PB21 AHJ219000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-31 2043-11-15 0 - 8.75 97747022.67 109542870.63 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-20 2040-11-02 0.59 - 5.7 3524877.43 3567231.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-09-01 2022-01-13 0 - 9 6060243.19 6108064.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-08-19 2036-07-15 0 - 5.625 36268888.23 36614823.81 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2016-09-15 2046-07-20 2 - 10 65289374.61 42938108.87 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-12-22 2021-01-07 0.97 - 1.92 112896.02 113323.73 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-07-18 2042-12-15 0 - 5.5 1063935.17 1183883.17 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2016-08-01 2024-09-06 0 - 8.95 6596298.72 6714319.34 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 202486943.40 202486943.40 0.0102 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.45% G5GSEF7VJP5I7OUK5573 AHJ046000 Non-Negotiable Time Deposit N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0045 861000000.00 861000000.00 0.0434 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.49% 912828M23 US912828M235 U.S. Treasury Debt N/A N/A 2016-08-01 2017-10-31 2017-10-31 N N N 0.0049 210220080.00 210220080.00 0.0106 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.51% 912828Q86 US912828Q863 U.S. Treasury Debt N/A N/A 2016-08-01 2018-04-30 2018-04-30 N N N 0.0051 300316800.00 300316800.00 0.0151 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.59% 912828N97 US912828N977 U.S. Treasury Debt N/A N/A 2016-08-01 2018-01-31 2018-01-31 N N N 0.0059 150331200.00 150331200.00 0.0076 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.50% AHJ059000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-25 2020-08-31 0 - 1.375 300070000.00 302943682.68 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0050 297000000.00 297000000.00 0.0150 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.38% OXTKY6Q8X53C9ILVV871 AHJ047000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2023-05-31 1.625 - 1.625 296755000.00 303936471.00 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0038 297000000.00 297000000.00 0.0150 N Y Y N Fannie Mae Fannie Mae, 0.51% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 0000310522 U.S. Government Agency Debt N/A N/A 2016-08-26 2017-01-26 2017-01-26 N N N 0.0051 210048510.00 210048510.00 0.0106 N N N N Freddie Mac Freddie Mac, 0.49% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-20 2017-04-20 2017-04-20 N N N 0.0049 357910500.00 357910500.00 0.0180 N N N N LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.49% LOC Wells Fargo Bank NA VRDN 50212RAA7 US50212RAA77 Variable Rate Demand Note N/A N/A 2016-08-05 2016-08-05 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 0.0049 67000000.00 67000000.00 0.0034 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.79% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument (Master Note) N/A N/A 2016-08-03 2016-08-05 2017-03-08 Y TOYOTA MOTOR CREDIT CORP N/A N/A 1.0000 7 N N N 0.0079 240000000.00 240000000.00 0.0121 N N Y N Fidelity Colchester Street Trust: Money Market Portfolio 2016-08-03 Stephanie Dorsey Stephanie Dorsey President and Treasurer