N-MFP1 0000356173 XXXXXXXX 2016-08-31 0000356173 549300L6Y0PMNIGY0428 S000054090 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 N 12 12 206118693.71 185806998.89 228292714.35 146509891.26 336325860.65 294805481.11 368376324.47 310666862.37 0.4700 0.4800 0.5000 0.3600 0.7700 0.7700 0.8100 0.7800 0.00 476194621.86 476173532.47 12408385.48 20731901.88 467850016.07 467849991.84 1.0000 0.0057 1.0000 1.0000 1.0000 1.0000 C000170006 1000000.00 68763959.67 68764019.67 1.0000 1.0000 1.0000 1.0000 5069105.39 529762.39 26250414.55 43176.15 9486748.51 5012060.75 10677735.21 738032.52 56885024.61 7446029.76 0.0039 Y Fidelity Investments, Reimbursement Fees, -4218.84; C000170007 1000000.00 1000431.03 1000432.88 1.0000 1.0000 1.0000 1.0000 134.97 0.00 0.00 0.00 0.00 0.00 0.00 0.00 134.97 0.00 0.0024 Y Fidelity Investments, Reimbursement Fees, -103.87; C000170008 1000000.00 1000185.12 1000186.92 1.0000 1.0000 1.0000 1.0000 50.38 0.00 0.00 0.00 0.00 0.00 0.00 0.00 50.38 0.00 0.0014 Y Fidelity Investments, Reimbursement Fees, -102.44; C000170009 1000000.00 1000677.55 1000679.22 1.0000 1.0000 1.0000 1.0000 219.93 0.00 0.00 0.00 0.00 0.00 0.00 0.00 219.93 0.00 0.0034 Y Fidelity Investments, Reimbursement Fees, -105.61; C000170010 10000000.00 396084762.70 396084673.20 1.0000 1.0000 1.0000 1.0001 32808681.62 48781604.70 19700768.60 96515104.28 200334451.60 138245337.12 695.67 63173828.10 323057347.98 349467562.04 0.0043 Y Fidelity Investments, Reimbursement Fees, -43630.66; ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.80% 00084BL36 AIA771000 Financial Company Commercial Paper N/A N/A 2016-11-03 2016-11-03 2016-11-03 N N N 0.0080 4995635.50 4995635.50 0.0107 N N N N ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.89% 00084BM27 AJA121000 Financial Company Commercial Paper N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0089 4988627.80 4988627.80 0.0107 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.60% 06417JJM5 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper N/A N/A 2016-09-21 2016-09-21 2016-09-21 N N N 0.0060 4998772.00 4998772.00 0.0107 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.60% G5GSEF7VJP5I7OUK5573 AII958000 Financial Company Commercial Paper N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0060 999947.80 999947.80 0.0021 N N Y N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.60% 06742QA85 G5GSEF7VJP5I7OUK5573 AJA129000 Financial Company Commercial Paper N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0060 999883.33 999883.33 0.0021 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.47% 07274LJ16 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0047 2999943.90 2999943.90 0.0064 N Y Y N Bayerische Landesbank Bayerische Landesbank, 0.47% 07274LJ24 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0047 2999886.90 2999886.90 0.0064 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.47% 07274LJ65 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0047 7999074.40 7999074.40 0.0171 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.47% 07274LJ73 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0047 2999592.90 2999592.90 0.0064 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.47% 07274LJ81 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0047 5999451.66 5999451.66 0.0128 N N Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.43% 09658YJ10 R0MUWSFPU8MPRO8K5P83 AIH659000 Financial Company Commercial Paper N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0043 4099965.56 4099965.56 0.0088 N Y Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.43% 09658YJ28 R0MUWSFPU8MPRO8K5P83 AIH941000 Financial Company Commercial Paper N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0043 4999914.50 4999914.50 0.0107 N N Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.43% 09658YJ77 R0MUWSFPU8MPRO8K5P83 AIJ582000 Financial Company Commercial Paper N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0043 999935.80 999935.80 0.0021 N N Y N BNP Paribas Fortis BNP Paribas Fortis, 0.43% 09659JJ79 KGCEPHLVVKVRZYO1T647 AIJ521000 Financial Company Commercial Paper N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0043 1999871.60 1999871.60 0.0043 N N Y N BPCE SA BPCE SA, 0.91% 05571BKX0 9695005MSX1OYEMGDF46 AHI661000 Financial Company Commercial Paper N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0091 4994933.50 4994933.50 0.0107 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 0.60% 1280C2J83 8TFTWWNRV3KXDI3TJE74 AHH472000 Financial Company Commercial Paper N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0060 3499709.85 3499709.85 0.0075 N N Y N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.45% 12802VJ72 AIJ609000 Financial Company Commercial Paper N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0045 2999708.40 2999708.40 0.0064 N N Y N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.44% 5148X0J63 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0044 5999659.80 5999659.80 0.0128 N N Y N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.43% 63873JJ84 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0043 8999247.51 8999247.51 0.0192 N N Y N Nationwide Building Society Nationwide Building Society, 0.50% 6385E0J61 549300XFX12G42QIKN82 AIJ617000 Financial Company Commercial Paper N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0050 6999046.60 6999046.60 0.0150 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.85% 86562KKJ2 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper N/A N/A 2016-10-18 2016-10-18 2016-10-18 N N N 0.0085 4996413.50 4996413.50 0.0107 N N N N Westpac Banking Corp. Westpac Banking Corp., 0.43% 9612C0J18 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0043 18999829.00 18999829.00 0.0406 N Y Y N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.44% 04821TJ14 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper N/A N/A 2016-09-01 2016-09-01 2016-09-01 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A 1.0000 N 0.0044 999988.10 999988.10 0.0021 N Y Y N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.58% 04821TJ71 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper N/A N/A 2016-09-07 2016-09-07 2016-09-07 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A 1.0000 N 0.0058 2499776.50 2499776.50 0.0053 N N Y N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.60% 04821TJS5 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper N/A N/A 2016-09-26 2016-09-26 2016-09-26 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A 1.0000 N 0.0060 4997916.65 4997916.65 0.0107 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.72% 04821TKB0 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper N/A N/A 2016-10-11 2016-10-11 2016-10-11 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A 1.0000 N 0.0072 4996418.00 4996418.00 0.0107 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.90% 04821TL11 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper N/A N/A 2016-11-01 2016-11-01 2016-11-01 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A 1.0000 N 0.0090 4993774.00 4993774.00 0.0107 N N N N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.41% 0527M0J16 AJA235000 Asset Backed Commercial Paper N/A N/A 2016-09-01 2016-09-01 2016-09-01 N Y DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 1.0000 N 0.0041 9187000.00 9187000.00 0.0196 N Y Y N Gotham Funding Corp. Gotham Funding Corp., 0.58% 38346LJK3 549300Z2ZR7VTUMRPR17 AJA139000 Asset Backed Commercial Paper N/A N/A 2016-09-19 2016-09-19 2016-09-19 N Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 1.0000 N 0.0058 7997680.00 7997680.00 0.0171 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.60% 38346LJP2 549300Z2ZR7VTUMRPR17 AIJ628000 Asset Backed Commercial Paper N/A N/A 2016-09-23 2016-09-23 2016-09-23 N Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 1.0000 N 0.0060 4998278.00 4998278.00 0.0107 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 0.60% 53127TJU8 549300F33VRHM10B9391 AJA225000 Asset Backed Commercial Paper N/A N/A 2016-09-28 2016-09-28 2016-09-28 N Y BANK OF NOVA SCOTIA N/A N/A 1.0000 N 0.0060 4997750.00 4997750.00 0.0107 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.90% 56274LKL7 549300S0NSJYSOB32S63 AHG014000 Asset Backed Commercial Paper N/A N/A 2016-10-20 2016-10-20 2016-10-20 N Y SUMITOMO MITSUI BKG CORP N/A N/A 1.0000 N 0.0090 4995347.00 4995347.00 0.0107 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.57% 82124LJ60 549300MYF6MOTU9T3G29 AII058000 Asset Backed Commercial Paper N/A N/A 2016-09-06 2016-09-06 2016-09-06 N Y BARCLAYS BANK PLC N/A N/A 1.0000 N 0.0057 2699811.00 2699811.00 0.0058 N N Y N BAT International Finance PLC BAT International Finance PLC, 0.81% 05531MJG4 21380041YBGOQDFAC823 AIE894000 Non-Financial Company Commercial Paper N/A N/A 2016-09-16 2016-09-16 2016-09-16 N N N 0.0081 999670.22 999670.22 0.0021 N N N N BAT International Finance PLC BAT International Finance PLC, 0.81% 05531MJG4 21380041YBGOQDFAC823 AIF290000 Non-Financial Company Commercial Paper N/A N/A 2016-09-16 2016-09-16 2016-09-16 N N N 0.0081 2999010.60 2999010.60 0.0064 N N N N Sempra Global Sempra Global, 0.87% 81685LJU0 AIH263000 Non-Financial Company Commercial Paper N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0087 1798938.72 1798938.72 0.0038 N N N 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 999454.00 999454.00 0.0021 N N N N Sempra Global Sempra Global, 1.00% 81685LJT3 AHJ029000 Non-Financial Company Commercial Paper N/A N/A 2016-09-27 2016-09-27 2016-09-27 N N N 0.0100 999432.30 999432.30 0.0021 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.54% 91058TJ15 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0054 7400000.00 7400000.00 0.0158 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.61% 91058TJ23 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0061 999966.20 999966.20 0.0021 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.61% 91058TJ64 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0061 1999794.00 1999794.00 0.0043 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.61% 91058TJ64 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0061 1999794.00 1999794.00 0.0043 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.61% 91058TJ64 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0061 999897.00 999897.00 0.0021 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.61% 91058TJ64 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0061 1999794.00 1999794.00 0.0043 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.61% 91058TJ64 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0061 1999794.00 1999794.00 0.0043 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.63% 91058TJ98 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0063 5899174.00 5899174.00 0.0126 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., 0.60% Series 2008 B1, (Liquidity Facility Sumitomo Mitsui Banking Corp.) VRDN 64972GBH6 US64972GBH65 Variable Rate Demand Note N/A N/A 2016-09-07 2016-09-07 2024-06-15 Y SUMITOMO MITSUI BKG CORP NY BR N/A N/A 1.0000 7 Y N N 0.0060 1000000.00 1000000.00 0.0021 N N Y N New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev. New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev., 0.60% Series 2008 BB3, (Liquidity Facility Royal Bank of Canada) VRDN 64972FPM2 US64972FPM22 Variable Rate Demand Note N/A N/A 2016-09-07 2016-09-07 2034-06-15 Y ROYAL BANK OF CANADA N/A N/A 1.0000 7 Y N N 0.0060 4000000.00 4000000.00 0.0085 N N Y N New York City Transitional Fin. Auth. Rev. New York City Transitional Fin. Auth. Rev., 0.65% Series 2001 A, (Liquidity Facility JPMorgan Chase Bank) VRDN 649716WE3 US649716WE31 Variable Rate Demand Note N/A N/A 2016-09-07 2016-09-07 2030-02-15 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 Y N N 0.0065 2200000.00 2200000.00 0.0047 N N Y N New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.61% (350 West 43rd Street Hsg. Proj.) Series 2002 A, LOC Landesbank Hessen-Thuringen VRDN 64986MKH7 Variable Rate Demand Note N/A N/A 2016-09-01 2016-09-01 2034-11-01 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A 1.0000 1 N Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A 1.0000 N 0.0061 2500000.00 2500000.00 0.0053 N Y Y N New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.65% Series 2014 A, LOC Manufacturers & Traders Trust Co. VRDN 64986U4D6 US64986U4D60 Variable Rate Demand Note N/A N/A 2016-09-07 2016-09-07 2049-11-01 Y MANUFACTURERS & TRADERS TR CO N/A N/A 1.0000 7 N Y MANUFACTURERS & TRADERS TR CO N/A N/A 1.0000 N 0.0065 1950000.00 1950000.00 0.0042 N N Y N New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.65% Series 2010 A, LOC Landesbank Hessen-Thuringen VRDN 64986U2U0 US64986U2U04 Variable Rate Demand Note N/A N/A 2016-09-07 2016-09-07 2044-11-01 Y LANDESBK HESS-THRN(UNGTD)NY BR N/A N/A 1.0000 7 N Y LANDESBK HESS-THRN(UNGTD)NY BR N/A N/A 1.0000 N 0.0065 3000000.00 3000000.00 0.0064 N N Y N King George County Indl. Dev. Auth. Exempt Facilities Rev. King George County Indl. Dev. Auth. Exempt Facilities Rev., 0.62% (Birchwood Pwr. Partners Proj.) Series 1994 A, LOC Mizuho Corporate Bank Ltd. VRDN 49548WAA3 US49548WAA36 Variable Rate Demand Note N/A N/A 2016-09-01 2016-09-01 2024-10-01 Y MIZUHO BANK LTD NY BRANCH N/A N/A 1.0000 1 N Y MIZUHO BANK LTD NY BRANCH N/A N/A 1.0000 N 0.0062 1300000.00 1300000.00 0.0028 N Y Y N Loudoun County Indl. Dev. Auth. Loudoun County Indl. Dev. Auth., 0.64% (Howard Hughes Med. Institute Proj.) Series 2003 B VRDN 545910AM3 US545910AM31 Variable Rate Demand Note N/A N/A 2016-09-07 2016-09-07 2038-02-15 Y HOWARD HUGHES MED INST N/A N/A 1.0000 7 N N N 0.0064 13230000.00 13230000.00 0.0283 N N Y N Connecticut Health & Edl. Facilities Auth. Rev. Connecticut Health & Edl. Facilities Auth. Rev., 0.64% Series 2014 C, LOC JPMorgan Chase Bank VRDN 20774YQM2 US20774YQM20 Variable Rate Demand Note N/A N/A 2016-09-07 2016-09-07 2025-07-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 N Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 N 0.0064 10500000.00 10500000.00 0.0224 N N Y N Connecticut Hsg. Fin. Auth. Connecticut Hsg. Fin. Auth., 0.60% Series 2013 B6, (Liquidity Facility Bank of Tokyo-Mitsubishi UFJ Ltd.) VRDN 20775BL53 US20775BL537 Variable Rate Demand Note N/A N/A 2016-09-07 2016-09-07 2034-05-15 Y BANK OF TOKYO-MITSUBISHI NY BR N/A N/A 1.0000 7 Y N Y CT GENERAL HOUSING 9/27/72 OBLIGOR N/A N/A 1.0000 0.0060 1700000.00 1700000.00 0.0036 N N Y N Iowa Fin. Auth. Poll. Cont. Facility Rev. Iowa Fin. Auth. Poll. Cont. Facility Rev., 0.67% (MidAmerican Energy Proj.) Series 2008 B VRDN 46246WAC0 US46246WAC01 Variable Rate Demand Note N/A N/A 2016-09-07 2016-09-07 2023-05-01 Y MIDAMERICAN ENERGY CO N/A N/A 1.0000 7 N N N 0.0067 9300000.00 9300000.00 0.0199 N N Y N Gulf Coast Waste Disp. Auth. Envir. Facilities Rev. Gulf Coast Waste Disp. Auth. Envir. Facilities Rev., 0.61% (Exxon Mobil Proj.) Series 2000, (Exxon Mobil Corp. Guaranteed) VRDN 40222PAD4 US40222PAD42 Variable Rate Demand Note N/A N/A 2016-09-01 2016-09-01 2030-06-01 Y EXXON MOBIL CORP N/A N/A 1.0000 1 N Y EXXON MOBIL CORP N/A N/A 1.0000 N 0.0061 5800000.00 5800000.00 0.0124 N Y Y N Tarrant County Cultural Ed. Facilities Fin. Corp. Rev. Tarrant County Cultural Ed. Facilities Fin. Corp. Rev., 0.65% (Christus Health Proj.) Series 2008 C1, LOC Sumitomo Mitsui Banking Corp. VRDN 87638TDC4 US87638TDC45 Variable Rate Demand Note N/A N/A 2016-09-07 2016-09-07 2047-07-01 Y SUMITOMO MITSUI BKG CORP NY BR N/A N/A 1.0000 7 N Y SUMITOMO MITSUI BKG CORP NY BR N/A N/A 1.0000 N 0.0065 1995000.00 1995000.00 0.0043 N N Y N Heard County Dev. Auth. Poll. Cont. Rev. Heard County Dev. Auth. Poll. Cont. Rev., 0.65% Series 2007 VRDN 422230BX9 Variable Rate Demand Note N/A N/A 2016-09-01 2016-09-01 2037-12-01 Y GEORGIA POWER CO N/A N/A 1.0000 1 N N N 0.0065 6900000.00 6900000.00 0.0147 N Y Y N King County Swr. Rev. King County Swr. Rev., 0.65% Series 2001 B, LOC Landesbank Hessen-Thuringen VRDN 495289DR8 US495289DR83 Variable Rate Demand Note N/A N/A 2016-09-07 2016-09-07 2032-01-01 Y LANDESBK HESS-THRN(UNGTD)NY BR N/A N/A 1.0000 7 N Y LANDESBK HESS-THRN(UNGTD)NY BR N/A N/A 1.0000 N 0.0065 6000000.00 6000000.00 0.0128 N N Y N Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 0.59% (Latin School Proj.) Series 2005 A, LOC JPMorgan Chase Bank VRDN 45200BVC9 Variable Rate Demand Note N/A N/A 2016-09-07 2016-09-07 2028-08-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 N Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 N 0.0059 5575000.00 5575000.00 0.0119 N N Y N Allen County Hosp. Facilities Rev. Allen County Hosp. Facilities Rev., 0.65% Series 2012 B VRDN 01757LFA9 US01757LFA98 Variable Rate Demand Note N/A N/A 2016-09-07 2016-09-07 2036-05-01 Y MERCY HEALTH OH N/A N/A 1.0000 7 N N N 0.0065 3800000.00 3800000.00 0.0081 N N Y N Maryland Cmnty. Dev. Administration Dept. of Hsg. & Cmnty. Dev. Maryland Cmnty. Dev. Administration Dept. of Hsg. & Cmnty. Dev., 0.65% (Parlane Apts. Proj.) Series 2001 C, LOC Fannie Mae VRDN 57419NJW5 US57419NJW56 Variable Rate Demand Note N/A N/A 2016-09-07 2016-09-07 2034-02-15 Y FANNIE MAE N/A N/A 1.0000 7 N Y FANNIE MAE N/A N/A 1.0000 N 0.0065 2475000.00 2475000.00 0.0053 N N Y N Louisiana Pub. Facilities Auth. Rev. Louisiana Pub. Facilities Auth. Rev., 0.62% (River View Villas Proj.) Series 2006, LOC Freddie Mac VRDN 546398KH0 Variable Rate Demand Note N/A N/A 2016-09-07 2016-09-07 2036-04-01 Y FREDDIE MAC N/A N/A 1.0000 7 N Y FREDDIE MAC N/A N/A 1.0000 N 0.0062 2000000.00 2000000.00 0.0043 N N Y N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.43% 06538M7F0 C3GTMMZIHMY46P4OIX74 AII020000 Certificate of Deposit N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0043 4000006.80 4000006.80 0.0085 N N Y 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 5002958.00 5002958.00 0.0107 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.44% 51489KS66 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0044 3999980.40 3999980.40 0.0085 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.44% 51489KT24 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0044 7999825.60 7999825.60 0.0171 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 5000629.50 5000629.50 0.0107 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.95% 60682AX35 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit N/A N/A 2016-11-10 2016-11-10 2016-11-10 N N N 0.0095 5001648.00 5001648.00 0.0107 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.90% 60689DZM8 RB0PEZSDGCO3JS6CEU02 AHF973000 Certificate of Deposit N/A N/A 2016-10-20 2016-10-20 2016-10-20 N N N 0.0090 5002216.00 5002216.00 0.0107 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.43% 63873FR67 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0043 9000084.60 9000084.60 0.0192 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.43% 86563YDB6 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0043 9600048.96 9600048.96 0.0205 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.43% 86563YDF7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0043 7000095.20 7000095.20 0.0150 N N Y 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 5001269.50 5001269.50 0.0107 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 5001175.00 5001175.00 0.0107 N N N N Barclays Bank PLC Barclays Bank PLC, 0.45% G5GSEF7VJP5I7OUK5573 AJA099000 Non-Negotiable Time Deposit N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0045 21000000.00 21000000.00 0.0449 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.35% 1VUV7VQFKUOQSJ21A208 AJA232000 Non-Negotiable Time Deposit N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0035 23000000.00 23000000.00 0.0492 N Y Y N DNB Bank ASA DNB Bank ASA, 0.30% 549300GKFG0RYRRQ1414 AJA218000 Non-Negotiable Time Deposit N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0030 2000000.00 2000000.00 0.0043 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% F3JS33DEI6XQ4ZBPTN86 AJA213000 Non-Negotiable Time Deposit N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0040 14331000.00 14331000.00 0.0306 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 NOMAD FOODS 5493000ZZ1837DS2SI43 2049-01-01 2049-01-01 N/A 93589.00 1080017.06 Equities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0045 1000000.00 1000000.00 0.0021 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.75% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2036-11-25 2036-11-25 0.834 - 0.834 2113778.00 1080157.61 Asset-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0075 1000000.00 1000000.00 0.0021 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 NATIONAL MORTGAGE ASSOC 2035-05-25 2035-05-25 4.517 - 4.517 76025000.00 1030176.01 Agency Debentures and Agency Strips N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0065 1000000.00 1000000.00 0.0021 N Y Y N 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 AETNA INC 549300QKBENKLBXQ8968 2046-06-15 2046-06-15 4.375 - 4.375 1005000.00 1050369.44 Corporate Debt Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0045 1000000.00 1000000.00 0.0021 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.45% KBVRJ5K57JZ3E2AVWX40 AJA066000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FENIX PARTS 2049-01-01 2049-01-01 N/A 16.00 74.72 Equities ISHS MSCI MX CP 549300SQ92O6OZ19G545 2049-01-01 2049-01-01 N/A 21310.00 1081269.40 Equities ALPHABET-A 5493006MHB84DD0ZWV18 2049-01-01 2049-01-01 N/A 5.00 3959.60 Equities BIOGEN W8J5WZB5IY3K0NDQT671 2049-01-01 2049-01-01 N/A 3477.00 1070429.22 Equities AES 2NUNNB7D43COUIRE5295 2049-01-01 2049-01-01 N/A 3.00 36.06 Equities SEL SCT INDUSTRIAL 549300N81BAQ1XPGBT65 2049-01-01 2049-01-01 N/A 45.00 2236.86 Equities SPDR S&P500 UTS 549300NZAMSJ8FXPQQ63 2049-01-01 2049-01-01 N/A 6.00 1308.00 Equities A.H. BELO-A 2049-01-01 2049-01-01 N/A 120.00 718.80 Equities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0045 2000000.00 2000000.00 0.0043 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 NEXTEL 2016-12-01 2016-12-01 6 - 6 1055000.00 1081199.15 Corporate Debt Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0053 1000000.00 1000000.00 0.0021 N Y Y N J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 549300BRNI54SX6NX725 AIH324000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HUNTINGTON INGALLS INDS INC 5TZLZ6WJTBVJ0QWBG121 2016-08-31 2016-08-31 N/A 286.00 47310.12 Equities NTT DOCOMO INC SPONS. ADR 2016-08-31 2016-08-31 N/A 3817.00 98058.73 Equities WALT DISNEY COMPANY SR. NOTES 7260JQNI6SCF9FIV2392 2016-08-31 2016-08-31 N/A 66947.00 6350592.42 Equities MOLSON COORS BREWING COMPANY 54930073LBBH6ZCBE225 2016-08-31 2016-08-31 N/A 259.00 26705.49 Equities N/A N/A 2016-09-07 2016-09-07 2016-09-23 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0064 6000000.00 6000000.00 0.0128 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.40% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2017-06-01 2040-03-01 3 - 9 52439072.00 3060880.67 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0040 3000000.00 3000000.00 0.0064 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.40% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VICTORY RECEIVABLES CP 2016-09-23 2016-09-23 N/A 2095000.00 2094241.53 Money Market FEDERAL NATIONAL MORTGAGE ASSOC 2042-01-01 2042-01-01 4 - 4 1605000.00 987176.90 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0040 3000000.00 3000000.00 0.0064 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.54% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2033-12-01 2033-12-01 4 - 4 2870000.00 2041631.19 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0054 2000000.00 2000000.00 0.0043 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.55% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2039-01-15 2039-01-15 5.369 - 5.369 32000000.00 1078564.01 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2035-09-25 2035-09-25 5.612 - 5.612 58994788.00 981656.30 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0055 2000000.00 2000000.00 0.0043 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.71% K5HU16E3LMSVCCJJJ255 AJA192000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VANECK JUNIOR GOLD 549300P2HS5GYBL1ME59 2049-01-01 2049-01-01 N/A 25235.00 1080058.00 Equities N/A N/A 2016-09-07 2016-09-07 2016-09-14 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0071 1000000.00 1000000.00 0.0021 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.43% 7TK5RJIZDFROZCA6XF66 AJA069000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 2017-02-28 2017-02-28 0.5 - 0.5 3060100.00 3060100.00 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0043 3000000.00 3000000.00 0.0064 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.63% 7TK5RJIZDFROZCA6XF66 AIG226000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ISHS MSCI TH CPINMK 54930063LOS2SG1Q8O13 2049-01-01 2049-01-01 N/A 6972.00 527640.96 Equities VANGUARD REIT ETF 2049-01-01 2049-01-01 N/A 6218.00 552655.84 Equities N/A N/A 2016-09-02 2016-09-02 2016-09-02 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 2 N N N 0.0063 1000000.00 1000000.00 0.0021 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.63% 7TK5RJIZDFROZCA6XF66 AIG902000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ISH MRNG MD-CP GR 2049-01-01 2049-01-01 N/A 694.00 112804.84 Equities ISHS COMSCI INT 5493000KJHTQW5I5L936 2049-01-01 2049-01-01 N/A 16298.00 839835.94 Equities FID MSCI CNSDSCRIDX 5493007BOJJU5J05J835 2049-01-01 2049-01-01 N/A 4025.00 127552.25 Equities N/A N/A 2016-09-06 2016-09-06 2016-09-06 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 6 N N N 0.0063 1000000.00 1000000.00 0.0021 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.63% 7TK5RJIZDFROZCA6XF66 AII799000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ISHS S&P MDCP400 549300QX118GSGGY3M67 2049-01-01 2049-01-01 N/A 5211.00 929798.73 Equities GLB X SUPERDIV US 2049-01-01 2049-01-01 N/A 10966.00 276891.50 Equities FID MSCI TELSVCSIDX 5493002BTS1FZF1TQT97 2049-01-01 2049-01-01 N/A 31552.00 953501.44 Equities N/A N/A 2016-09-07 2016-09-07 2016-09-12 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0063 2000000.00 2000000.00 0.0043 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.63% 7TK5RJIZDFROZCA6XF66 AIH929000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPDR S&P HLCR SERVC 549300JPXFHZOFFNSZ24 2049-01-01 2049-01-01 N/A 8288.00 456585.92 Equities ALPS EQ SCTR WT ETF 2049-01-01 2049-01-01 N/A 10498.00 623581.20 Equities N/A N/A 2016-09-07 2016-09-07 2016-09-09 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0063 1000000.00 1000000.00 0.0021 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.63% 7TK5RJIZDFROZCA6XF66 AIH603000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPDR S&P HLCR SERVC 549300JPXFHZOFFNSZ24 2049-01-01 2049-01-01 N/A 6782.00 373620.38 Equities FID MSCI CNSDSCRIDX 5493007BOJJU5J05J835 2049-01-01 2049-01-01 N/A 22295.00 706528.55 Equities N/A N/A 2016-09-07 2016-09-07 2016-09-08 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0063 1000000.00 1000000.00 0.0021 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.63% 7TK5RJIZDFROZCA6XF66 AIJ486000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ISH MRNG MD-CP GR 2049-01-01 2049-01-01 N/A 4522.00 735019.45 Equities ISHS MSCI TH CPINMK 54930063LOS2SG1Q8O13 2049-01-01 2049-01-01 N/A 4561.00 345176.48 Equities N/A N/A 2016-09-07 2016-09-07 2016-09-13 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0063 1000000.00 1000000.00 0.0021 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.63% 7TK5RJIZDFROZCA6XF66 AIH273000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VANGUARD REIT ETF 2049-01-01 2049-01-01 N/A 4299.00 382095.12 Equities GUGG BULLSHS 21 HY 5493003KR9VNMZRVK368 2049-01-01 2049-01-01 N/A 28230.00 698127.90 Equities N/A N/A 2016-09-07 2016-09-07 2016-09-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0063 1000000.00 1000000.00 0.0021 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.63% 7TK5RJIZDFROZCA6XF66 AJA118000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CAMBRIA SHHLDR YLD 2049-01-01 2049-01-01 N/A 27955.00 835015.85 Equities GUGG BULLSHS 21 HY 5493003KR9VNMZRVK368 2049-01-01 2049-01-01 N/A 9908.00 245024.84 Equities N/A N/A 2016-09-07 2016-09-07 2016-09-14 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0063 1000000.00 1000000.00 0.0021 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.80% 7TK5RJIZDFROZCA6XF66 AIH601000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 2017-02-28 2017-02-28 0.875 - 0.875 1018300.00 1020209.31 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-08 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0080 1000000.00 1000000.00 0.0021 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.65% 7TK5RJIZDFROZCA6XF66 AHJ573000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2042-10-15 2042-10-15 5.669 - 5.669 17869014.00 2062926.97 Agency Collateralized Mortgage Obligation N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0165 2000400.00 2000400.00 0.0043 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.75% 7TK5RJIZDFROZCA6XF66 AIA334000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2042-10-15 2042-10-15 5.669 - 5.669 17321483.00 2063004.28 Agency Collateralized Mortgage Obligation N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0175 2000740.00 2000740.00 0.0043 N N N Y RBC Capital Markets Co. RBC Capital Markets Co., 0.75% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2042-10-15 2042-10-15 4.5 - 4.5 13978854.00 1613118.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-12-20 2044-12-20 5 - 5 134530.00 17782.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2043-05-25 2043-05-25 4 - 4 13773897.00 430858.55 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-07 2016-09-07 2016-10-20 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A 1.0000 7 N N N 0.0075 2000000.00 2000000.00 0.0043 N N Y N RBC Capital Markets Co. RBC Capital Markets Co., 0.92% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KING CNTY WASH SWR REV 2037-07-01 2037-07-01 4 - 4 2054581.00 2320046.56 Other Instrument MUNICIPAL DEBT N/A N/A 2016-09-07 2016-09-07 2016-11-02 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A 1.0000 7 N N N 0.0092 2000000.00 2000000.00 0.0043 N N Y N SG Americas Securities, LLC SG Americas Securities, LLC, 0.74% 549300F35UE0BOM1WJ55 AJA138000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WAL MART STORES INC Y87794H0US1R65VBXU25 2041-04-15 2041-04-15 5.625 - 5.625 748000.00 1041290.80 Corporate Debt Securities KROGER CO 6CPEOKI6OYJ13Q6O7870 2042-04-15 2042-04-15 5 - 5 8000.00 9842.31 Corporate Debt Securities N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0074 1000000.00 1000000.00 0.0021 N N Y N SG Americas Securities, LLC SG Americas Securities, LLC, 0.75% 549300F35UE0BOM1WJ55 AIJ522000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PARKER-HANNIFIN CORP MEDIUM TERM NTS BOOK ENTRY 5493002CONDB4N2HKI23 2044-11-21 2044-11-21 4.45 - 4.45 862000.00 1047537.84 Corporate Debt Securities KROGER CO 6CPEOKI6OYJ13Q6O7870 2042-04-15 2042-04-15 5 - 5 3000.00 3690.87 Corporate Debt Securities N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0075 1000027.50 1000027.50 0.0021 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WELLS FARGO COMMERICAL MORTGAGE TRUST 549300FWFHJGIW2B2U59 2049-06-17 2049-06-17 4.089 - 4.089 967773.00 1050012.74 Private Label Collateralized Mortgage Obligations N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0040 1000000.00 1000000.00 0.0021 N Y 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 11386.00 1080075.96 Equities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0045 1000000.00 1000000.00 0.0021 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 INDYMAC INDX MORTGAGE LOAN TRUST 2035-05-25 2035-05-25 0.764 - 0.764 11219449.00 1080015.03 Private Label Collateralized Mortgage Obligations N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0050 1000000.00 1000000.00 0.0021 N Y 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 11386.00 1080075.96 Equities N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0060 1000006.70 1000006.70 0.0021 N N Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.34% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-06-30 2017-06-30 0.75 - 0.75 1017800.00 1020039.76 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 1000000.00 1000000.00 0.0021 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.50% AJA070000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2020-05-31 1.5 - 1.5 6005000.00 6122401.12 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0050 6000000.00 6000000.00 0.0128 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.34% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2017-11-30 2.25 - 2.25 995600.00 1020053.67 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 1000000.00 1000000.00 0.0021 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.35% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2017-11-30 2.25 - 2.25 995600.00 1020053.67 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0035 1000000.00 1000000.00 0.0021 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.33% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 1.75 995000.00 1032541.35 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 1000000.00 1000000.00 0.0021 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 0.33% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-31 2019-05-31 1.5 - 1.5 1000000.00 1020100.59 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 1000000.00 1000000.00 0.0021 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AJA148000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY 2022-04-30 1.75 991000.00 1026292.48 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 1000000.00 1000000.00 0.0021 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.35% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-30 2017-11-30 2.25 - 2.25 995600.00 1020053.67 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0035 1000000.00 1000000.00 0.0021 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.37% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-30 2017-11-30 2.25 - 2.25 995600.00 1020053.67 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0037 1000000.00 1000000.00 0.0021 N Y Y N Fidelity Colchester Street Trust: Prime Reserves Portfolio 2016-09-06 Stephanie Dorsey Stephanie Dorsey President and Treasurer