N-MFP LIVE N 2015-08-31 0000702149 S000007506 1 N N 002-77169 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 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 36 85 3617370257.99 12149449.05 10733951.64 3618785755.40 0.0025 1.0007 2015-08-31 1.0007 2015-08-31 C000020486 1.00 3618785755.40 1.00 179701730.48 1022755120.21 843053389.73 0.0007 1.0007 2015-08-31 1.0007 2015-08-31 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.28% 00084CWU2 Financial Company Commercial Paper First Tier Security 2015-09-28 2015-09-28 N N N 12000000.00 11997480.00 0.0033 N 11998450.80 11998450.80 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.29% 00084CWA6 Financial Company Commercial Paper First Tier Security 2015-09-10 2015-09-10 N N N 9000000.00 8999347.50 0.0025 N 8999649.90 8999649.90 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.29% 00084CX15 Financial Company Commercial Paper First Tier Security 2015-10-01 2015-10-01 N N N 11000000.00 10997341.67 0.0030 N 10998380.80 10998380.80 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.29% 00084CX23 Financial Company Commercial Paper First Tier Security 2015-10-02 2015-10-02 N N N 30000000.00 29992508.33 0.0083 N 29995440.00 29995440.00 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.30% 00084CXL1 Financial Company Commercial Paper First Tier Security 2015-10-20 2015-10-20 N N N 40000000.00 39983666.67 0.0110 N 39989612.00 39989612.00 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.31% 00084CY22 Financial Company Commercial Paper First Tier Security 2015-11-02 2015-11-02 N N N 5000000.00 4997330.56 0.0014 N 4998215.00 4998215.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.30% 05253MEW0 Financial Company Commercial Paper First Tier Security 2015-09-18 2015-12-18 N N N 50000000.00 50000000.00 0.0138 N 49998150.00 49998150.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.30% 05253CYQ3 Financial Company Commercial Paper First Tier Security 2015-11-24 2015-11-24 N N N 50000000.00 49965000.00 0.0138 N 49981585.00 49981585.00 Bank of Nova Scotia Bank of Nova Scotia, 0.41% 06417JAR3 Financial Company Commercial Paper First Tier Security 2016-01-25 2016-01-25 N N N 50000000.00 49917875.00 0.0138 N 49922215.00 49922215.00 BNP Paribas Fortis BNP Paribas Fortis, 0.13% 09659KW22 Financial Company Commercial Paper First Tier Security 2015-09-02 2015-09-02 N N N 6000000.00 5999978.33 0.0017 N 5999965.20 5999965.20 BNP Paribas Fortis BNP Paribas Fortis, 0.14% 09659KW14 Financial Company Commercial Paper First Tier Security 2015-09-01 2015-09-01 N N N 12000000.00 12000000.00 0.0033 N 11999966.40 11999966.40 BNP Paribas New York Branch BNP Paribas New York Branch, 0.14% 09659CW12 Financial Company Commercial Paper First Tier Security 2015-09-01 2015-09-01 N N N 29000000.00 29000000.00 0.0080 N 28999918.80 28999918.80 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272AKT2 Financial Company Commercial Paper First Tier Security 2015-09-04 2015-11-25 N N N 50000000.00 50001110.80 0.0138 N 49998800.00 49998800.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AMV5 Financial Company Commercial Paper First Tier Security 2015-09-02 2016-02-01 N N N 10000000.00 10000000.00 0.0028 N 9999180.00 9999180.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AMW3 Financial Company Commercial Paper First Tier Security 2015-09-02 2016-02-03 N N N 10000000.00 10000000.00 0.0028 N 9999170.00 9999170.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AMX1 Financial Company Commercial Paper First Tier Security 2015-09-08 2016-02-05 N N N 10000000.00 10000000.00 0.0028 N 9999140.00 9999140.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.37% 20272ANB8 Financial Company Commercial Paper First Tier Security 2015-09-17 2016-02-22 N N N 70000000.00 70000000.00 0.0193 N 69993140.00 69993140.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.37% 20272AND4 Financial Company Commercial Paper First Tier Security 2015-09-23 2016-02-23 N N N 20000000.00 20000000.00 0.0055 N 19998860.00 19998860.00 Credit Agricole CIB Credit Agricole CIB, 0.09% 22533UW17 Financial Company Commercial Paper First Tier Security 2015-09-01 2015-09-01 N N N 81000000.00 81000000.00 0.0224 N 81000000.00 81000000.00 Credit Agricole CIB Credit Agricole CIB, 0.15% 22533UW41 Financial Company Commercial Paper First Tier Security 2015-09-04 2015-09-04 N N N 10000000.00 9999875.00 0.0028 N 9999810.00 9999810.00 Credit Agricole CIB Credit Agricole CIB, 0.30% 22533UW17 Financial Company Commercial Paper First Tier Security 2015-09-01 2015-09-01 N N N 75000000.00 75000000.00 0.0207 N 74999647.50 74999647.50 Credit Agricole CIB Credit Agricole CIB, 0.35% 22533UZ14 Financial Company Commercial Paper First Tier Security 2015-12-01 2015-12-01 N N N 13000000.00 12988498.61 0.0036 N 12989934.10 12989934.10 Credit Suisse AG Credit Suisse AG, 0.31% 2254EBYJ4 Financial Company Commercial Paper First Tier Security 2015-11-18 2015-11-18 N N N 60000000.00 59959700.02 0.0166 N 59959446.00 59959446.00 DNB Bank ASA DNB Bank ASA, 0.29% 2332K1WF3 Financial Company Commercial Paper First Tier Security 2015-09-15 2015-09-15 N N N 40000000.00 39995566.67 0.0111 N 39997668.00 39997668.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.38% 46640CBW1 Financial Company Commercial Paper First Tier Security 2015-09-29 2016-01-29 N N N 40000000.00 40000000.00 0.0111 N 39996520.00 39996520.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.39% 46640CBP6 Financial Company Commercial Paper First Tier Security 2015-09-04 2015-12-04 N N N 75000000.00 75000000.00 0.0207 N 74998050.00 74998050.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.39% 46640CBR2 Financial Company Commercial Paper First Tier Security 2015-09-11 2015-12-11 N N N 35000000.00 35000000.00 0.0097 N 34997970.00 34997970.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.42% 46640ECC0 Financial Company Commercial Paper First Tier Security 2015-10-07 2016-03-07 N N N 10000000.00 10000000.00 0.0028 N 10000000.00 10000000.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.15% 51489HW19 Financial Company Commercial Paper First Tier Security 2015-09-01 2015-09-01 N N N 74000000.00 74000000.00 0.0204 N 73999711.40 73999711.40 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.15% 51489HW27 Financial Company Commercial Paper First Tier Security 2015-09-02 2015-09-02 N N N 32000000.00 31999866.67 0.0088 N 31999747.20 31999747.20 Lloyds Bank PLC Lloyds Bank PLC, 0.25% 53943SXG7 Financial Company Commercial Paper First Tier Security 2015-10-16 2015-10-16 N N N 35000000.00 34989062.51 0.0097 N 34990518.50 34990518.50 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.27% 60682XW10 Financial Company Commercial Paper First Tier Security 2015-09-01 2015-09-01 N N N 94000000.00 94000000.00 0.0260 N 93999577.00 93999577.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.27% 60682XWP7 Financial Company Commercial Paper First Tier Security 2015-09-23 2015-09-23 N N N 35000000.00 34994225.00 0.0097 N 34995730.00 34995730.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 60682XX76 Financial Company Commercial Paper First Tier Security 2015-10-07 2015-10-07 N N N 35000000.00 34989150.01 0.0097 N 34992482.00 34992482.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.32% 60682XXE1 Financial Company Commercial Paper First Tier Security 2015-10-14 2015-10-14 N N N 15000000.00 14994266.67 0.0041 N 14995984.50 14995984.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873KW11 Financial Company Commercial Paper First Tier Security 2015-09-01 2015-09-01 N N N 12000000.00 12000000.00 0.0033 N 11999962.80 11999962.80 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.34% 63873KY43 Financial Company Commercial Paper First Tier Security 2015-11-04 2015-11-04 N N N 40000000.00 39975822.21 0.0110 N 39985412.00 39985412.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.38% 63873KZA8 Financial Company Commercial Paper First Tier Security 2015-12-10 2015-12-10 N N N 40000000.00 39957777.77 0.0110 N 39967120.00 39967120.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.38% 63873KZA8 Financial Company Commercial Paper First Tier Security 2015-12-10 2015-12-10 N N N 35000000.00 34963055.56 0.0097 N 34971230.00 34971230.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.38% 63873KZH3 Financial Company Commercial Paper First Tier Security 2015-12-17 2015-12-17 N N N 40000000.00 39954822.22 0.0110 N 39962320.00 39962320.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.34% 63254GAX3 Financial Company Commercial Paper First Tier Security 2015-09-14 2016-01-29 N N N 50000000.00 50000000.00 0.0138 N 49995700.00 49995700.00 Nationwide Building Society Nationwide Building Society, 0.40% 6385E1YD7 Financial Company Commercial Paper First Tier Security 2015-11-13 2015-11-13 N N N 5000000.00 4995944.45 0.0014 N 4997749.00 4997749.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.27% 83050UWJ3 Financial Company Commercial Paper First Tier Security 2015-09-18 2015-09-18 N N N 25000000.00 24996812.50 0.0069 N 24998700.00 24998700.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.27% 83050UWN4 Financial Company Commercial Paper First Tier Security 2015-09-22 2015-09-22 N N N 50000000.00 49992125.00 0.0138 N 49996670.00 49996670.00 State Street Corp. State Street Corp., 0.45% 85747KZF4 Financial Company Commercial Paper First Tier Security 2015-12-15 2015-12-15 N N N 16000000.00 15979000.00 0.0044 N 15987420.80 15987420.80 State Street Corp. State Street Corp., 0.45% 85747KZU1 Financial Company Commercial Paper First Tier Security 2015-12-28 2015-12-28 N N N 40000000.00 39941000.00 0.0110 N 39961920.00 39961920.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.29% 86562LW40 Financial Company Commercial Paper First Tier Security 2015-09-04 2015-09-04 N N N 15000000.00 14999637.50 0.0041 N 14999725.50 14999725.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.29% 86562LW40 Financial Company Commercial Paper First Tier Security 2015-09-04 2015-09-04 N N N 40000000.00 39999033.33 0.0111 N 39999268.00 39999268.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.32% 86562LXD9 Financial Company Commercial Paper First Tier Security 2015-10-13 2015-10-13 N N N 40000000.00 39985066.67 0.0110 N 39989632.00 39989632.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.36% 86562LYP1 Financial Company Commercial Paper First Tier Security 2015-11-23 2015-11-23 N N N 50000000.00 49958500.00 0.0138 N 49962665.00 49962665.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562LZU9 Financial Company Commercial Paper First Tier Security 2015-12-28 2015-12-28 N N N 29000000.00 28961977.78 0.0080 N 28963668.80 28963668.80 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.38% 86563GA44 Financial Company Commercial Paper First Tier Security 2016-01-04 2016-01-04 N N N 50000000.00 49934027.79 0.0138 N 49931750.00 49931750.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86960KWM0 Financial Company Commercial Paper First Tier Security 2015-09-21 2015-09-21 N N N 60000000.00 59990333.34 0.0166 N 59994258.00 59994258.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86960KX80 Financial Company Commercial Paper First Tier Security 2015-10-08 2015-10-08 N N N 30000000.00 29991058.33 0.0083 N 29993826.00 29993826.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.30% 86960KYR7 Financial Company Commercial Paper First Tier Security 2015-11-25 2015-11-25 N N N 25000000.00 24982291.67 0.0069 N 24982082.50 24982082.50 Swedbank AB Swedbank AB, 0.30% 87019SYD0 Financial Company Commercial Paper First Tier Security 2015-11-13 2015-11-13 N N N 35000000.00 34978708.34 0.0097 N 34984099.50 34984099.50 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.30% 89116FWB2 Financial Company Commercial Paper First Tier Security 2015-09-11 2015-09-11 N N N 33000000.00 32997250.00 0.0091 N 32998416.00 32998416.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.31% 89116FYR5 Financial Company Commercial Paper First Tier Security 2015-11-25 2015-11-25 N N N 50000000.00 49963402.78 0.0138 N 49967035.00 49967035.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.31% 89116FZ11 Financial Company Commercial Paper First Tier Security 2015-12-01 2015-12-01 N N N 50000000.00 49960819.44 0.0138 N 49963330.00 49963330.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.51% 89116EB28 Financial Company Commercial Paper First Tier Security 2016-02-02 2016-02-02 N N N 17000000.00 16963275.28 0.0047 N 16973357.60 16973357.60 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.38% 89233HZM9 Financial Company Commercial Paper First Tier Security 2015-12-21 2015-12-21 N N N 35000000.00 34958991.68 0.0097 N 34966354.50 34966354.50 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.15% 04821UW16 Asset Backed Commercial Paper First Tier Security 2015-09-01 2015-09-01 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 19000000.00 19000000.00 0.0053 N 18999910.70 18999910.70 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.15% 04821UW24 Asset Backed Commercial Paper First Tier Security 2015-09-02 2015-09-02 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 19000000.00 18999920.83 0.0053 N 18999821.40 18999821.40 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.15% 04821UW32 Asset Backed Commercial Paper First Tier Security 2015-09-03 2015-09-03 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 1000000.00 999991.67 0.0003 N 999985.80 999985.80 Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.14% 0527M1W19 Asset Backed Commercial Paper First Tier Security 2015-09-01 2015-09-01 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 29000000.00 29000000.00 0.0080 N 29000000.00 29000000.00 Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.14% 0527M1W35 Asset Backed Commercial Paper First Tier Security 2015-09-03 2015-09-03 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 23000000.00 22999821.11 0.0064 N 22999673.40 22999673.40 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.15% 56274MW32 Asset Backed Commercial Paper First Tier Security 2015-09-03 2015-09-03 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 1000000.00 999991.67 0.0003 N 999985.80 999985.80 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.16% 56274MW40 Asset Backed Commercial Paper First Tier Security 2015-09-04 2015-09-04 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 54000000.00 53999280.01 0.0149 N 53998979.40 53998979.40 Danaher Corp. Danaher Corp., 0.19% 23585MW28 Other Commercial Paper First Tier Security 2015-09-02 2015-09-02 N N N 6000000.00 5999968.33 0.0017 N 5999953.20 5999953.20 Danaher Corp. Danaher Corp., 0.19% 23585MW36 Other Commercial Paper First Tier Security 2015-09-03 2015-09-03 N N N 12000000.00 11999873.33 0.0033 N 11999859.60 11999859.60 Danaher Corp. Danaher Corp., 0.35% 23585MXK7 Other Commercial Paper First Tier Security 2015-10-19 2015-10-19 N N N 6000000.00 5997200.00 0.0017 N 5998489.20 5998489.20 Danaher Corp. Danaher Corp., 0.35% 23585MXK7 Other Commercial Paper First Tier Security 2015-10-19 2015-10-19 N N N 5000000.00 4997666.67 0.0014 N 4998741.00 4998741.00 Nordea Bank AB Nordea Bank AB, 0.35% 65558GYL1 Other Commercial Paper First Tier Security 2015-11-20 2015-11-20 N N N 50000000.00 49961111.11 0.0138 N 49967600.00 49967600.00 Nordea Bank AB Nordea Bank AB, 0.38% 65558GZA4 Other Commercial Paper First Tier Security 2015-12-10 2015-12-10 N N N 20000000.00 19978888.89 0.0055 N 19982326.00 19982326.00 Nordea Bank AB Nordea Bank AB, 0.38% 65558GZB2 Other Commercial Paper First Tier Security 2015-12-11 2015-12-11 N N N 15000000.00 14984008.33 0.0041 N 14986570.50 14986570.50 Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133EDV90 Government Agency Debt First Tier Security 2015-09-19 2016-09-19 N N N 20000000.00 19998936.36 0.0055 N 20009780.00 20009780.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5VQ9 Government Agency Debt First Tier Security 2015-09-08 2016-07-08 N N N 18000000.00 18000000.00 0.0050 N 18001926.00 18001926.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5VX4 Government Agency Debt First Tier Security 2015-10-17 2016-10-17 N N N 9000000.00 8998972.85 0.0025 N 8996652.00 8996652.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5VY2 Government Agency Debt First Tier Security 2015-09-15 2016-07-15 N N N 9000000.00 9000000.00 0.0025 N 9000531.00 9000531.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5X79 Government Agency Debt First Tier Security 2015-09-17 2017-01-17 N N N 10000000.00 9997908.49 0.0028 N 10000250.00 10000250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A6BJ5 Government Agency Debt First Tier Security 2015-09-19 2016-08-19 N N N 28000000.00 28000000.00 0.0077 N 28001400.00 28001400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5W62 Government Agency Debt First Tier Security 2015-10-23 2017-01-23 N N N 18000000.00 17996190.47 0.0050 N 17995536.00 17995536.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A5J34 Government Agency Debt First Tier Security 2015-09-03 2016-12-02 N N N 6000000.00 6000000.00 0.0017 N 6002232.00 6002232.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A3GT5 Government Agency Debt First Tier Security 2015-09-07 2016-06-07 N N N 20000000.00 19997897.97 0.0055 N 19996800.00 19996800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A5W39 Government Agency Debt First Tier Security 2015-09-24 2017-01-24 N N N 8000000.00 7998869.11 0.0022 N 8000736.00 8000736.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A6DD6 Government Agency Debt First Tier Security 2015-09-26 2016-05-26 N N N 35000000.00 35000000.00 0.0097 N 35006510.00 35006510.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5XH7 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 10000000.00 9999113.04 0.0028 N 9994950.00 9994950.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A3GR9 Government Agency Debt First Tier Security 2015-11-12 2016-05-12 N N N 20000000.00 19997830.18 0.0055 N 19996240.00 19996240.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5ZR3 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 14000000.00 13997500.09 0.0039 N 13991278.00 13991278.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313384SH3 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 36000000.00 35967440.00 0.0099 N 35968032.00 35968032.00 Freddie Mac Freddie Mac, 0.16% 3134G7TF8 Government Agency Debt First Tier Security 2015-09-24 2016-08-24 N N N 40000000.00 40000000.00 0.0111 N 40006040.00 40006040.00 Freddie Mac Freddie Mac, 0.20% 3134G6AE3 Government Agency Debt First Tier Security 2015-09-21 2016-07-21 N N N 40000000.00 39996364.57 0.0111 N 40022880.00 40022880.00 Freddie Mac Freddie Mac, 0.20% 3134G5PN9 Government Agency Debt First Tier Security 2015-11-14 2016-11-14 N N N 100000000.00 99981373.73 0.0276 N 99999400.00 99999400.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796EX3 Treasury Debt First Tier Security 2015-09-17 2015-09-17 N N N 100000000.00 99993555.52 0.0276 N 99999900.00 99999900.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.13%, dated 8/31/2015 due 09/01/2015 49Q99HDN0_07629 Treasury Repurchase Agreement Y US TREASURY 2015-09-10 2044-11-15 0 - 9.25 Treasury Debt 575496095.76 584156370.73 Unrated Security 2015-09-01 2015-09-01 N N N 572388000.00 572388000.00 0.1582 N 572388000.00 572388000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.13%, dated 8/31/2015 due 09/01/2015 49Q99HDN0_55502 Treasury Repurchase Agreement Y US TREASURY 2015-11-30 2045-05-15 0.25 - 9.25 Treasury Debt 89741716.73 93977261.09 U.S. TREASURY 2016-01-31 2017-07-31 0 - 0.134 Treasury Debt 8135740.24 8134983.19 Unrated Security 2015-09-01 2015-09-01 N N N 100000000.00 100000000.00 0.0276 N 100000000.00 100000000.00