N-MFP LIVE N 2015-11-30 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 46 83 4300730204.02 5540292.38 19989002.60 4286281493.80 0.0030 1.0005 2015-11-30 1.0005 2015-11-30 C000020486 1.00 4286281493.80 1.00 260570130.65 1019658978.87 759088848.22 0.0011 1.0005 2015-11-30 1.0005 2015-11-30 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 49996222.22 0.0117 N 49998125.00 49998125.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.30% 05253MEW0 Financial Company Commercial Paper First Tier Security 2015-12-18 2015-12-18 N N N 50000000.00 50000000.00 0.0117 N 49998600.00 49998600.00 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 49969062.50 0.0117 N 49983280.00 49983280.00 Bank of Nova Scotia Bank of Nova Scotia, 0.41% 06417LBA4 Financial Company Commercial Paper First Tier Security 2016-02-03 2016-05-03 N N N 40000000.00 40000000.00 0.0093 N 39991200.00 39991200.00 Bank of Nova Scotia Bank of Nova Scotia, 0.60% 06417JED0 Financial Company Commercial Paper First Tier Security 2016-05-13 2016-05-13 N N N 40000000.00 39890666.68 0.0093 N 39895500.00 39895500.00 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 34992854.17 0.0082 N 34996279.50 34996279.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AMW3 Financial Company Commercial Paper First Tier Security 2015-12-02 2016-02-03 N N N 10000000.00 10000000.00 0.0023 N 9999670.00 9999670.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AMV5 Financial Company Commercial Paper First Tier Security 2015-12-02 2016-02-01 N N N 10000000.00 10000000.00 0.0023 N 9999680.00 9999680.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.36% 20272AMX1 Financial Company Commercial Paper First Tier Security 2015-12-07 2016-02-05 N N N 10000000.00 10000000.00 0.0023 N 9999630.00 9999630.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.37% 20272ANB8 Financial Company Commercial Paper First Tier Security 2015-12-16 2016-02-22 N N N 70000000.00 70000000.00 0.0163 N 69995310.00 69995310.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.38% 20272AND4 Financial Company Commercial Paper First Tier Security 2015-12-23 2016-02-23 N N N 20000000.00 20000000.00 0.0047 N 19998900.00 19998900.00 Credit Agricole CIB Credit Agricole CIB, 0.14% 22533UZ14 Financial Company Commercial Paper First Tier Security 2015-12-01 2015-12-01 N N N 151000000.00 151000000.00 0.0352 N 151000000.00 151000000.00 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 13000000.00 0.0030 N 12999945.40 12999945.40 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 49997083.33 0.0117 N 49998340.00 49998340.00 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 39926388.90 0.0093 N 39942740.00 39942740.00 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 39926388.90 0.0093 N 39942740.00 39942740.00 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 39910777.76 0.0093 N 39922252.00 39922252.00 DNB Bank ASA DNB Bank ASA, 0.10% 2332K1Z37 Financial Company Commercial Paper First Tier Security 2015-12-03 2015-12-03 N N N 10000000.00 9999944.44 0.0023 N 9999944.40 9999944.40 JPMorgan Securities LLC JPMorgan Securities LLC, 0.39% 46640CBP6 Financial Company Commercial Paper First Tier Security 2015-12-04 2015-12-04 N N N 75000000.00 75000000.00 0.0175 N 75000000.00 75000000.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.40% 46640CBR2 Financial Company Commercial Paper First Tier Security 2015-12-11 2015-12-11 N N N 35000000.00 35000000.00 0.0082 N 34999440.00 34999440.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.41% 46640ECC0 Financial Company Commercial Paper First Tier Security 2015-12-07 2016-03-07 N N N 10000000.00 10000000.00 0.0023 N 9999480.00 9999480.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.41% 46640CBW1 Financial Company Commercial Paper First Tier Security 2015-12-29 2016-01-29 N N N 40000000.00 40000000.00 0.0093 N 39997320.00 39997320.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.50% 46640CCH3 Financial Company Commercial Paper First Tier Security 2016-02-17 2016-05-17 N N N 30000000.00 30000000.00 0.0070 N 29994570.00 29994570.00 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 49993152.77 0.0117 N 49996350.00 49996350.00 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 39980444.44 0.0093 N 39986252.00 39986252.00 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 19982888.89 0.0047 N 19983274.00 19983274.00 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 49964694.44 0.0117 N 49971040.00 49971040.00 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 39958544.44 0.0093 N 39955736.00 39955736.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.46% 60682WCN6 Financial Company Commercial Paper First Tier Security 2016-03-22 2016-03-22 N N N 40000000.00 39942755.56 0.0093 N 39941240.00 39941240.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.06% 63873KZ18 Financial Company Commercial Paper First Tier Security 2015-12-01 2015-12-01 N N N 98000000.00 98000000.00 0.0229 N 98000000.00 98000000.00 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 39996200.00 0.0093 N 39999000.00 39999000.00 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 34996675.00 0.0082 N 34999125.00 34999125.00 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 39993244.44 0.0093 N 39998036.00 39998036.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.35% 63254GAX3 Financial Company Commercial Paper First Tier Security 2015-12-14 2016-01-29 N N N 50000000.00 50000000.00 0.0117 N 49997700.00 49997700.00 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 34735713.88 0.0081 N 34742626.05 34742626.05 Nationwide Building Society Nationwide Building Society, 0.40% 6385E0B44 Financial Company Commercial Paper First Tier Security 2016-02-04 2016-02-04 N N N 16500000.00 16488083.33 0.0038 N 16492134.45 16492134.45 Nationwide Building Society Nationwide Building Society, 0.41% 6385E0BH5 Financial Company Commercial Paper First Tier Security 2016-02-17 2016-02-17 N N N 40000000.00 39964466.66 0.0093 N 39975248.00 39975248.00 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 49991944.45 0.0117 N 49997290.00 49997290.00 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 15997200.00 0.0037 N 15999000.00 15999000.00 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 39986500.00 0.0093 N 39994308.00 39994308.00 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 28991300.00 0.0068 N 28995420.90 28995420.90 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 24986388.89 0.0058 N 24990172.50 24990172.50 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 39984133.34 0.0093 N 39991132.00 39991132.00 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 39961777.78 0.0093 N 39962380.00 39962380.00 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 9989608.33 0.0023 N 9988976.00 9988976.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.52% 86562KCQ5 Financial Company Commercial Paper First Tier Security 2016-03-24 2016-03-24 N N N 40000000.00 39934133.34 0.0093 N 39935856.00 39935856.00 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 49982055.56 0.0117 N 49988915.00 49988915.00 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 39978222.23 0.0093 N 39984276.00 39984276.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.45% 86563GC18 Financial Company Commercial Paper First Tier Security 2016-03-01 2016-03-01 N N N 40000000.00 39954500.00 0.0093 N 39954500.00 39954500.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.50% 86563GCH3 Financial Company Commercial Paper First Tier Security 2016-03-17 2016-03-17 N N N 35000000.00 34947986.10 0.0082 N 34948550.00 34948550.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.50% 86563GCJ9 Financial Company Commercial Paper First Tier Security 2016-03-18 2016-03-18 N N N 41000000.00 40938500.01 0.0096 N 40938922.30 40938922.30 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.40% 86960JCJ2 Financial Company Commercial Paper First Tier Security 2016-03-18 2016-03-18 N N N 50000000.00 49939999.98 0.0117 N 49934600.00 49934600.00 Swedbank AB Swedbank AB, 0.40% 87019RCH7 Financial Company Commercial Paper First Tier Security 2016-03-17 2016-03-17 N N N 40000000.00 39952444.46 0.0093 N 39947920.00 39947920.00 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 49964694.43 0.0117 N 49974625.00 49974625.00 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 50000000.00 0.0117 N 49999815.00 49999815.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.50% 89116ED75 Financial Company Commercial Paper First Tier Security 2016-04-07 2016-04-07 N N N 50000000.00 49911111.09 0.0116 N 49911111.00 49911111.00 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 16984976.25 0.0040 N 16992565.90 16992565.90 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.58% 89116EEK5 Financial Company Commercial Paper First Tier Security 2016-05-19 2016-05-19 N N N 40000000.00 39890444.46 0.0093 N 39882960.00 39882960.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233AJR1 Financial Company Commercial Paper First Tier Security 2015-12-02 2016-04-01 N N N 40000000.00 40000000.00 0.0093 N 39997400.00 39997400.00 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 34992611.11 0.0082 N 34996059.00 34996059.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.44% 89233AKK4 Financial Company Commercial Paper First Tier Security 2016-02-12 2016-05-10 N N N 40000000.00 40000000.00 0.0093 N 39992360.00 39992360.00 UBS Finance, Inc. UBS Finance, Inc., 0.57% 90262CE29 Financial Company Commercial Paper First Tier Security 2016-05-02 2016-05-02 N N N 40000000.00 39903100.01 0.0093 N 39912564.00 39912564.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.10% 04821UZ13 Asset Backed Commercial Paper First Tier Security 2015-12-01 2015-12-01 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 88369000.00 88369000.00 0.0206 N 88369000.00 88369000.00 Gotham Funding Corp. Gotham Funding Corp., 0.10% 38346MZ15 Asset Backed Commercial Paper First Tier Security 2015-12-01 2015-12-01 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 22258000.00 22258000.00 0.0052 N 22258000.00 22258000.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.42% 53127TBN2 Asset Backed Commercial Paper First Tier Security 2016-02-22 2016-02-22 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 40000000.00 39961266.67 0.0093 N 39960800.00 39960800.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.15% 56274MZ70 Asset Backed Commercial Paper First Tier Security 2015-12-07 2015-12-07 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 10000000.00 9999750.00 0.0023 N 9999750.00 9999750.00 Bank of Nova Scotia Bank of Nova Scotia, 0.37% 06417LAW7 Other Commercial Paper First Tier Security 2015-12-07 2016-04-06 N N N 30000000.00 30000000.00 0.0070 N 29997870.00 29997870.00 BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.14% 09659HZ26 Other Commercial Paper First Tier Security 2015-12-02 2015-12-02 N N N 30000000.00 29999883.33 0.0070 N 29999778.00 29999778.00 BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.14% 09659HZ42 Other Commercial Paper First Tier Security 2015-12-04 2015-12-04 N N N 28000000.00 27999673.33 0.0065 N 27999571.60 27999571.60 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 39992533.33 0.0093 N 39995748.00 39995748.00 Caisse centrale Desjardins Caisse centrale Desjardins, 0.14% 1280C3Z42 Other Commercial Paper First Tier Security 2015-12-04 2015-12-04 N N N 45000000.00 44999475.00 0.0105 N 44999248.50 44999248.50 Danaher Corp. Danaher Corp., 0.15% 23585MZ17 Other Commercial Paper First Tier Security 2015-12-01 2015-12-01 N N N 10000000.00 10000000.00 0.0023 N 9999958.00 9999958.00 Danaher Corp. Danaher Corp., 0.15% 23585MZ74 Other Commercial Paper First Tier Security 2015-12-07 2015-12-07 N N N 50000000.00 49998749.99 0.0117 N 49998750.00 49998750.00 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 19998100.00 0.0047 N 19998428.00 19998428.00 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 14998416.67 0.0035 N 14998693.50 14998693.50 Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133EDV90 Government Agency Debt First Tier Security 2015-12-19 2016-09-19 N N N 20000000.00 19999188.42 0.0047 N 19993780.00 19993780.00 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 45941264.38 0.0107 N 45941254.17 45941254.17 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384QW2 Government Agency Debt First Tier Security 2015-12-23 2015-12-23 N N N 150000000.00 149989916.64 0.0350 N 149992650.00 149992650.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5VQ9 Government Agency Debt First Tier Security 2015-12-08 2016-07-08 N N N 18000000.00 18000000.00 0.0042 N 17993628.00 17993628.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5VY2 Government Agency Debt First Tier Security 2015-12-15 2016-07-15 N N N 9000000.00 9000000.00 0.0021 N 8996157.00 8996157.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5X79 Government Agency Debt First Tier Security 2015-12-17 2017-01-17 N N N 10000000.00 9998286.13 0.0023 N 9988520.00 9988520.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A6BJ5 Government Agency Debt First Tier Security 2015-12-19 2016-08-19 N N N 28000000.00 28000000.00 0.0065 N 27984992.00 27984992.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A5J34 Government Agency Debt First Tier Security 2015-12-03 2016-12-02 N N N 6000000.00 6000000.00 0.0014 N 5996094.00 5996094.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A5W39 Government Agency Debt First Tier Security 2015-12-24 2017-01-24 N N N 8000000.00 7999070.50 0.0019 N 7990920.00 7990920.00 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 9999706.52 0.0023 N 9999790.00 9999790.00 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 8999199.72 0.0021 N 8990586.00 8990586.00 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 17996870.21 0.0042 N 17977554.00 17977554.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A6DD6 Government Agency Debt First Tier Security 2015-12-26 2016-05-26 N N N 35000000.00 35000000.00 0.0082 N 34992580.00 34992580.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A6G43 Government Agency Debt First Tier Security 2015-12-17 2017-03-17 N N N 40000000.00 39997380.27 0.0093 N 39966880.00 39966880.00 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 13999037.20 0.0033 N 13998236.00 13998236.00 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 19998581.13 0.0047 N 19987260.00 19987260.00 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 35987460.00 0.0084 N 35993448.00 35993448.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A3GR9 Government Agency Debt First Tier Security 2016-02-12 2016-05-12 N N N 20000000.00 19998607.56 0.0047 N 19987420.00 19987420.00 Freddie Mac Freddie Mac, 0.17% 3134G7TF8 Government Agency Debt First Tier Security 2015-12-24 2016-08-24 N N N 40000000.00 40000000.00 0.0093 N 39980680.00 39980680.00 Freddie Mac Freddie Mac, 0.21% 3134G72G5 Government Agency Debt First Tier Security 2015-12-20 2017-04-20 N N N 40000000.00 39991519.14 0.0093 N 39962760.00 39962760.00 Freddie Mac Freddie Mac, 0.21% 3134G6AE3 Government Agency Debt First Tier Security 2015-12-21 2016-07-21 N N N 40000000.00 39997385.63 0.0093 N 39996760.00 39996760.00 Freddie Mac Freddie Mac, 0.25% 3134G5PN9 Government Agency Debt First Tier Security 2016-02-14 2016-11-14 N N N 100000000.00 99985225.98 0.0233 N 99910100.00 99910100.00 U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796GR4 Treasury Debt First Tier Security 2015-12-03 2015-12-03 N N N 100000000.00 99999722.20 0.0233 N 99999700.00 99999700.00 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 20982616.67 0.0049 N 20976207.00 20976207.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828UC2 Treasury Debt First Tier Security 2015-12-15 2015-12-15 N N N 9000000.00 9000510.21 0.0021 N 9000000.00 9000000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828C81 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 40000000.00 40014700.48 0.0093 N 39996880.00 39996880.00 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 37993777.61 0.0089 N 37970322.00 37970322.00 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 40286930.58 0.0094 N 40259360.00 40259360.00 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 35236388.95 0.0082 N 35206430.00 35206430.00 U.S. Treasury Notes U.S. Treasury Notes, 0.35% 912828WQ9 Treasury Debt First Tier Security 2016-06-30 2016-06-30 N N N 40000000.00 40033125.00 0.0093 N 40004680.00 40004680.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.09% 49Q996AY3 0001197610 Treasury Repurchase Agreement Y US TREASURY 2015-12-17 2044-08-15 0 - 6 Treasury Debt 100275900.00 102325786.04 First Tier Security 2015-12-07 2015-12-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 100000000.00 100000000.00 0.0233 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 11/30/2015 due 12/01/2015 49R993MD2_26252 Treasury Repurchase Agreement Y US TREASURY 2015-12-15 2045-08-15 0.25 - 8.75 Treasury Debt 78440021.93 82612728.52 U.S. TREASURY 2016-07-31 2017-04-30 0.07 - 0.074 Treasury Debt 1148716.37 1148515.62 Unrated Security 2015-12-01 2015-12-01 N N N 82000000.00 82000000.00 0.0191 N 82000000.00 82000000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.09%, dated 11/30/2015 due 12/01/2015 49R993MD2_39304 Treasury Repurchase Agreement Y US TREASURY 2016-01-15 2045-11-15 0.25 - 9.125 Treasury Debt 144416476.52 153400532.86 U.S. TREASURY 2016-01-31 2017-10-31 0.045 - 0.188 Treasury Debt 736731.05 736314.96 Unrated Security 2015-12-01 2015-12-01 N N N 150959000.00 150959000.00 0.0352 N 150959000.00 150959000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.09%, dated 11/30/2015 due 12/01/2015 49R993MD2_55502 Treasury Repurchase Agreement Y US TREASURY 2016-02-15 2045-11-15 0 - 9.25 Treasury Debt 38680966.40 39449629.23 U.S. TREASURY 2016-01-31 2017-10-31 0.045 - 0.188 Treasury Debt 366867.58 366724.35 Unrated Security 2015-12-01 2015-12-01 N N N 39000000.00 39000000.00 0.0091 N 39000000.00 39000000.00