N-MFP LIVE N 2015-10-31 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 40 85 4066483007.82 734646.69 41509243.26 4025708411.25 0.0026 1.0006 2015-10-30 1.0006 2015-10-30 C000020486 1.00 4025708411.25 1.00 -16797194.93 746217348.09 763014543.02 0.0008 1.0006 2015-10-30 1.0006 2015-10-30 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 4999956.94 0.0012 N 4999937.50 4999937.50 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.34% 00084CZ96 Financial Company Commercial Paper First Tier Security 2015-12-09 2015-12-09 N N N 50000000.00 49982055.56 0.0124 N 49989280.00 49989280.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.30% 05253MEW0 Financial Company Commercial Paper First Tier Security 2015-11-18 2015-12-18 N N N 50000000.00 50000000.00 0.0124 N 49999150.00 49999150.00 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 49990416.67 0.0124 N 49992190.00 49992190.00 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 49952187.50 0.0124 N 49976680.00 49976680.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.35% 09659CZN1 Financial Company Commercial Paper First Tier Security 2015-12-22 2015-12-22 N N N 35000000.00 34982645.83 0.0087 N 34989283.00 34989283.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272AKT2 Financial Company Commercial Paper First Tier Security 2015-11-25 2015-11-25 N N N 50000000.00 50000313.64 0.0124 N 49999700.00 49999700.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AMW3 Financial Company Commercial Paper First Tier Security 2015-11-02 2016-02-03 N N N 10000000.00 10000000.00 0.0025 N 9999510.00 9999510.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AMV5 Financial Company Commercial Paper First Tier Security 2015-11-02 2016-02-01 N N N 10000000.00 10000000.00 0.0025 N 9999520.00 9999520.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AMX1 Financial Company Commercial Paper First Tier Security 2015-11-06 2016-02-05 N N N 10000000.00 10000000.00 0.0025 N 9999490.00 9999490.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AND4 Financial Company Commercial Paper First Tier Security 2015-11-23 2016-02-23 N N N 20000000.00 20000000.00 0.0050 N 19999260.00 19999260.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.37% 20272ANB8 Financial Company Commercial Paper First Tier Security 2015-11-18 2016-02-22 N N N 70000000.00 70000000.00 0.0174 N 69995730.00 69995730.00 Credit Agricole CIB Credit Agricole CIB, 0.09% 22533UY23 Financial Company Commercial Paper First Tier Security 2015-11-02 2015-11-02 N N N 77000000.00 76999807.50 0.0191 N 77000000.00 77000000.00 Credit Agricole CIB Credit Agricole CIB, 0.30% 22533UY23 Financial Company Commercial Paper First Tier Security 2015-11-02 2015-11-02 N N N 60000000.00 59999500.00 0.0149 N 59999286.00 59999286.00 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 12996208.33 0.0032 N 12998139.70 12998139.70 Credit Agricole CIB Credit Agricole CIB, 0.35% 22533UZ71 Financial Company Commercial Paper First Tier Security 2015-12-07 2015-12-07 N N N 50000000.00 49982499.99 0.0124 N 49991290.00 49991290.00 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 59991216.67 0.0149 N 59995122.00 59995122.00 Credit Suisse AG Credit Suisse AG, 0.53% 2254EAD42 Financial Company Commercial Paper First Tier Security 2016-04-04 2016-04-04 N N N 40000000.00 39908722.24 0.0099 N 39912604.00 39912604.00 Credit Suisse AG Credit Suisse AG, 0.53% 2254EAD42 Financial Company Commercial Paper First Tier Security 2016-04-04 2016-04-04 N N N 40000000.00 39908722.23 0.0099 N 39912604.00 39912604.00 Credit Suisse AG Credit Suisse AG, 0.55% 2254EADR1 Financial Company Commercial Paper First Tier Security 2016-04-25 2016-04-25 N N N 40000000.00 39892444.43 0.0099 N 39888452.00 39888452.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.37% 46640CBW1 Financial Company Commercial Paper First Tier Security 2015-11-30 2016-01-29 N N N 40000000.00 40000000.00 0.0099 N 39998040.00 39998040.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.39% 46640CBP6 Financial Company Commercial Paper First Tier Security 2015-11-04 2015-12-04 N N N 75000000.00 75000000.00 0.0186 N 74999400.00 74999400.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.40% 46640CBR2 Financial Company Commercial Paper First Tier Security 2015-11-12 2015-12-11 N N N 35000000.00 35000000.00 0.0087 N 34999195.00 34999195.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.41% 46640ECC0 Financial Company Commercial Paper First Tier Security 2015-11-09 2016-03-07 N N N 10000000.00 10000000.00 0.0025 N 9999320.00 9999320.00 Lloyds Bank PLC Lloyds Bank PLC, 0.27% 53943SZP5 Financial Company Commercial Paper First Tier Security 2015-12-23 2015-12-23 N N N 30000000.00 29988300.00 0.0074 N 29990640.00 29990640.00 Lloyds Bank PLC Lloyds Bank PLC, 0.29% 53943SZJ9 Financial Company Commercial Paper First Tier Security 2015-12-18 2015-12-18 N N N 50000000.00 49981069.43 0.0124 N 49986525.00 49986525.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.40% 60682WAE8 Financial Company Commercial Paper First Tier Security 2016-01-14 2016-01-14 N N N 40000000.00 39967111.11 0.0099 N 39977032.00 39977032.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.40% 60682WBG2 Financial Company Commercial Paper First Tier Security 2016-02-16 2016-02-16 N N N 20000000.00 19976222.22 0.0050 N 19978746.00 19978746.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.41% 60682WB15 Financial Company Commercial Paper First Tier Security 2016-02-01 2016-02-01 N N N 50000000.00 49947611.11 0.0124 N 49959395.00 49959395.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.41% 60682WC14 Financial Company Commercial Paper First Tier Security 2016-03-01 2016-03-01 N N N 40000000.00 39944877.77 0.0099 N 39947248.00 39947248.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.13% 63873KY43 Financial Company Commercial Paper First Tier Security 2015-11-04 2015-11-04 N N N 15000000.00 14999837.50 0.0037 N 14999904.00 14999904.00 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 39998866.67 0.0099 N 39999744.00 39999744.00 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 34985591.67 0.0087 N 34993343.00 34993343.00 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 39983533.33 0.0099 N 39992392.00 39992392.00 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 39980577.78 0.0099 N 39989868.00 39989868.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.35% 63254GAX3 Financial Company Commercial Paper First Tier Security 2015-11-13 2016-01-29 N N N 50000000.00 50000000.00 0.0124 N 49997500.00 49997500.00 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 4999333.33 0.0012 N 4999708.50 4999708.50 Nationwide Building Society Nationwide Building Society, 0.40% 6385E0A78 Financial Company Commercial Paper First Tier Security 2016-01-07 2016-01-07 N N N 34750000.00 34724130.55 0.0086 N 34734546.68 34734546.68 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.29% 83050UZM3 Financial Company Commercial Paper First Tier Security 2015-12-21 2015-12-21 N N N 50000000.00 49979861.12 0.0124 N 49989240.00 49989240.00 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 15991200.00 0.0040 N 15995891.20 15995891.20 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 39971500.00 0.0099 N 39985644.00 39985644.00 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 49989000.00 0.0124 N 49994400.00 49994400.00 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 28981633.33 0.0072 N 28988687.10 28988687.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562KAK0 Financial Company Commercial Paper First Tier Security 2016-01-19 2016-01-19 N N N 25000000.00 24978055.55 0.0062 N 24983745.00 24983745.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.42% 86562KA46 Financial Company Commercial Paper First Tier Security 2016-01-04 2016-01-04 N N N 40000000.00 39970133.34 0.0099 N 39981372.00 39981372.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.43% 86562KBK9 Financial Company Commercial Paper First Tier Security 2016-02-19 2016-02-19 N N N 40000000.00 39947444.44 0.0099 N 39952336.00 39952336.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.43% 86562KBS2 Financial Company Commercial Paper First Tier Security 2016-02-26 2016-02-26 N N N 10000000.00 9986025.00 0.0025 N 9986546.00 9986546.00 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 49966222.23 0.0124 N 49976715.00 49976715.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.40% 86563GAK8 Financial Company Commercial Paper First Tier Security 2016-01-19 2016-01-19 N N N 40000000.00 39964888.90 0.0099 N 39973992.00 39973992.00 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 24995000.00 0.0062 N 24997057.50 24997057.50 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 34996500.00 0.0087 N 34998379.50 34998379.50 Swedbank AB Swedbank AB, 0.41% 87019RB13 Financial Company Commercial Paper First Tier Security 2016-02-01 2016-02-01 N N N 50000000.00 49947611.10 0.0124 N 49970105.00 49970105.00 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 49989666.67 0.0124 N 49995810.00 49995810.00 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 49987083.33 0.0124 N 49994580.00 49994580.00 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 16977822.08 0.0042 N 16990400.10 16990400.10 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233AJR1 Financial Company Commercial Paper First Tier Security 2015-11-02 2016-04-01 N N N 40000000.00 40000000.00 0.0099 N 39996720.00 39996720.00 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 34981527.78 0.0087 N 34991708.50 34991708.50 Bank of Nova Scotia Bank of Nova Scotia, 0.37% 06417LAW7 Other Commercial Paper First Tier Security 2015-11-06 2016-04-06 N N N 30000000.00 30000000.00 0.0075 Y 29997450.00 29997450.00 BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.13% 09659HY50 Other Commercial Paper First Tier Security 2015-11-05 2015-11-05 N N N 9000000.00 8999870.00 0.0022 N 8999804.70 8999804.70 BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.32% 09659HZN0 Other Commercial Paper First Tier Security 2015-12-22 2015-12-22 N N N 40000000.00 39981866.67 0.0099 N 39987752.00 39987752.00 Caisse centrale Desjardins Caisse centrale Desjardins, 0.10% 1280C3Y68 Other Commercial Paper First Tier Security 2015-11-06 2015-11-06 N N N 49388000.00 49387314.07 0.0123 N 49387451.30 49387451.30 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 49990763.89 0.0124 N 49996355.00 49996355.00 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 19991766.67 0.0050 N 19996402.00 19996402.00 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 14993666.67 0.0037 N 14997199.50 14997199.50 Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133EDV90 Government Agency Debt First Tier Security 2015-11-19 2016-09-19 N N N 20000000.00 19999105.32 0.0050 N 19998280.00 19998280.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313384QR3 Government Agency Debt First Tier Security 2015-12-18 2015-12-18 N N N 45943000.00 45938201.51 0.0114 N 45940656.91 45940656.91 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5VQ9 Government Agency Debt First Tier Security 2015-11-08 2016-07-08 N N N 18000000.00 18000000.00 0.0045 N 17994636.00 17994636.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A6BJ5 Government Agency Debt First Tier Security 2015-11-19 2016-08-19 N N N 28000000.00 28000000.00 0.0070 N 27988660.00 27988660.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5VY2 Government Agency Debt First Tier Security 2015-11-15 2016-07-15 N N N 9000000.00 9000000.00 0.0022 N 8996832.00 8996832.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5X79 Government Agency Debt First Tier Security 2015-11-17 2017-01-17 N N N 10000000.00 9998161.63 0.0025 N 9992900.00 9992900.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5W39 Government Agency Debt First Tier Security 2015-11-24 2017-01-24 N N N 8000000.00 7999004.11 0.0020 N 7994664.00 7994664.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A6DD6 Government Agency Debt First Tier Security 2015-11-26 2016-05-26 N N N 35000000.00 35000000.00 0.0087 N 34993980.00 34993980.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A5J34 Government Agency Debt First Tier Security 2015-11-03 2016-12-02 N N N 6000000.00 6000000.00 0.0015 N 5998146.00 5998146.00 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 9999510.87 0.0025 N 9999450.00 9999450.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5VX4 Government Agency Debt First Tier Security 2016-01-17 2016-10-17 N N N 9000000.00 8999124.93 0.0022 N 8993259.00 8993259.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5W62 Government Agency Debt First Tier Security 2016-01-23 2017-01-23 N N N 18000000.00 17996646.12 0.0045 N 17989398.00 17989398.00 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 19998351.28 0.0050 N 19999620.00 19999620.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A6G43 Government Agency Debt First Tier Security 2015-11-17 2017-03-17 N N N 40000000.00 39997213.76 0.0099 N 39991920.00 39991920.00 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 13998530.46 0.0035 N 13997088.00 13997088.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313384PD5 Government Agency Debt First Tier Security 2015-11-12 2015-11-12 N N N 65000000.00 64995630.56 0.0161 N 64999545.00 64999545.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A3GT5 Government Agency Debt First Tier Security 2015-12-07 2016-06-07 N N N 20000000.00 19998355.91 0.0050 N 19999800.00 19999800.00 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 35980860.00 0.0089 N 35992260.00 35992260.00 Freddie Mac Freddie Mac, 0.15% 3134G7TF8 Government Agency Debt First Tier Security 2015-11-24 2016-08-24 N N N 40000000.00 40000000.00 0.0099 N 39986840.00 39986840.00 Freddie Mac Freddie Mac, 0.19% 3134G6AE3 Government Agency Debt First Tier Security 2015-11-21 2016-07-21 N N N 40000000.00 39997049.01 0.0099 N 40002280.00 40002280.00 Freddie Mac Freddie Mac, 0.20% 3134G5PN9 Government Agency Debt First Tier Security 2015-11-14 2016-11-14 N N N 100000000.00 99983956.01 0.0248 N 99986100.00 99986100.00 Freddie Mac Freddie Mac, 0.20% 3134G72G5 Government Agency Debt First Tier Security 2015-11-20 2017-04-20 N N N 40000000.00 39991016.33 0.0099 N 39991840.00 39991840.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 912796GH6 Treasury Debt First Tier Security 2016-04-28 2016-04-28 N N N 21000000.00 20979116.67 0.0052 N 20975598.00 20975598.00 U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828VC1 Treasury Debt First Tier Security 2016-05-15 2016-05-15 N N N 38000000.00 37992653.08 0.0094 N 37983660.00 37983660.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828QP8 Treasury Debt First Tier Security 2016-05-31 2016-05-31 N N N 40000000.00 40329497.20 0.0100 N 40328640.00 40328640.00 U.S. Treasury Notes U.S. Treasury Notes, 0.33% 912828QR4 Treasury Debt First Tier Security 2016-06-30 2016-06-30 N N N 35000000.00 35269840.22 0.0088 N 35261590.00 35261590.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.09% 49Q996AY3 0001197610 Treasury Repurchase Agreement Y US TREASURY 2015-11-15 2045-08-15 0 - 9.875 Treasury Debt 98330844.00 102049691.14 First Tier Security 2015-11-06 2015-11-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 100000000.00 100000000.00 0.0248 N 100000000.00 100000000.00 Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.09%, dated 10/30/2015 due 11/02/2015 49Q99H8U0_26252 Treasury Repurchase Agreement Y US TREASURY 2015-10-31 2044-11-15 0.25 - 9.125 Treasury Debt 712452865.97 744309231.53 U.S. TREASURY 2016-01-31 2017-04-30 0.045 - 0.084 Treasury Debt 21497659.77 21489948.61 Unrated Security 2015-11-02 2015-11-02 N N N 750000000.00 750000000.00 0.1863 N 750000000.00 750000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.09%, dated 10/30/2015 due 11/02/2015 49Q99H8U0_55502 Treasury Repurchase Agreement Y US TREASURY 2015-11-30 2045-08-15 0.25 - 9.25 Treasury Debt 102194542.48 105444727.81 U.S. TREASURY 2016-01-31 2017-07-31 0.045 - 0.084 Treasury Debt 2768830.09 2767411.67 Unrated Security 2015-11-02 2015-11-02 N N N 106031000.00 106031000.00 0.0263 N 106031000.00 106031000.00