N-MFP LIVE N 2015-12-31 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 43 76 4613147143.88 40612228.16 1349621.10 4652409750.94 0.0040 1.0004 2015-12-31 1.0004 2015-12-31 C000020486 1.00 4652409750.94 1.00 366044862.41 1234722595.54 868677733.13 0.0024 1.0004 2015-12-31 1.0004 2015-12-31 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 49986500.00 0.0107 N 49991425.00 49991425.00 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 0.0086 N 39988960.00 39988960.00 Bank of Nova Scotia Bank of Nova Scotia, 0.49% 06417LBB2 Financial Company Commercial Paper First Tier Security 2016-01-04 2016-06-02 N N N 40000000.00 40000000.00 0.0086 N 39996720.00 39996720.00 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 39911333.34 0.0086 N 39905752.00 39905752.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.22% 09659BA42 Financial Company Commercial Paper First Tier Security 2016-01-04 2016-01-04 N N N 85000000.00 84998441.70 0.0183 N 85000000.00 85000000.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.45% 09659BB17 Financial Company Commercial Paper First Tier Security 2016-02-01 2016-02-01 N N N 35000000.00 34986437.50 0.0075 N 34986185.50 34986185.50 BNP Paribas New York Branch BNP Paribas New York Branch, 0.65% 09659BCB4 Financial Company Commercial Paper First Tier Security 2016-03-11 2016-03-11 N N N 40000000.00 39949444.43 0.0086 N 39957636.00 39957636.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.41% 20272AMV5 Financial Company Commercial Paper First Tier Security 2016-01-04 2016-02-01 N N N 10000000.00 10000000.00 0.0021 N 9999860.00 9999860.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.41% 20272AMW3 Financial Company Commercial Paper First Tier Security 2016-01-04 2016-02-03 N N N 10000000.00 10000000.00 0.0021 N 9999850.00 9999850.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.44% 20272AMX1 Financial Company Commercial Paper First Tier Security 2016-01-06 2016-02-05 N N N 10000000.00 10000000.00 0.0021 N 9999840.00 9999840.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.51% 20272ANB8 Financial Company Commercial Paper First Tier Security 2016-01-19 2016-02-22 N N N 70000000.00 70000000.00 0.0150 N 69991740.00 69991740.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.59% 20272AND4 Financial Company Commercial Paper First Tier Security 2016-01-25 2016-02-23 N N N 20000000.00 20000000.00 0.0043 N 19997400.00 19997400.00 Credit Agricole CIB Credit Agricole CIB, 0.29% 22533TA48 Financial Company Commercial Paper First Tier Security 2016-01-04 2016-01-04 N N N 181000000.00 180995625.88 0.0389 N 181000000.00 181000000.00 Credit Agricole CIB Credit Agricole CIB, 0.45% 22533TB13 Financial Company Commercial Paper First Tier Security 2016-02-01 2016-02-01 N N N 50000000.00 49980625.00 0.0107 N 49981555.00 49981555.00 Credit Suisse AG Credit Suisse AG, 0.41% 2254EAA45 Financial Company Commercial Paper First Tier Security 2016-01-04 2016-01-04 N N N 62000000.00 61997881.66 0.0133 N 61998239.20 61998239.20 Credit Suisse AG Credit Suisse AG, 0.45% 2254EAC35 Financial Company Commercial Paper First Tier Security 2016-03-03 2016-03-03 N N N 40000000.00 39969000.00 0.0086 N 39968780.00 39968780.00 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 39944644.45 0.0086 N 39942052.00 39942052.00 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 39944644.45 0.0086 N 39942052.00 39942052.00 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 39929722.21 0.0086 N 39920476.00 39920476.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.49% 46640ECC0 Financial Company Commercial Paper First Tier Security 2016-01-07 2016-03-07 N N N 10000000.00 10000000.00 0.0021 N 9999660.00 9999660.00 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 0.0064 N 29989350.00 29989350.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.60% 46640CBW1 Financial Company Commercial Paper First Tier Security 2016-01-29 2016-01-29 N N N 40000000.00 40000000.00 0.0086 N 39993440.00 39993440.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.75% 46590DD80 Financial Company Commercial Paper First Tier Security 2016-04-08 2016-04-08 N N N 40000000.00 39918333.32 0.0086 N 39948520.00 39948520.00 Lloyds Bank PLC Lloyds Bank PLC, 0.64% 53943RCN7 Financial Company Commercial Paper First Tier Security 2016-03-22 2016-03-22 N N N 50000000.00 49927999.99 0.0107 N 49968795.00 49968795.00 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 39994222.22 0.0086 N 39993808.00 39993808.00 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 19989777.78 0.0043 N 19987884.00 19987884.00 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 49982347.22 0.0107 N 49980710.00 49980710.00 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 39972666.66 0.0086 N 39966516.00 39966516.00 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 39958600.00 0.0086 N 39947336.00 39947336.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.40% 63873JAK6 Financial Company Commercial Paper First Tier Security 2016-01-19 2016-01-19 N N N 1450000.00 1449710.00 0.0003 N 1449744.37 1449744.37 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.60% 63873JC81 Financial Company Commercial Paper First Tier Security 2016-03-08 2016-03-08 N N N 50000000.00 49944166.67 0.0107 N 49955140.00 49955140.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.47% 63254GAX3 Financial Company Commercial Paper First Tier Security 2016-01-13 2016-01-29 N N N 50000000.00 50000000.00 0.0107 N 49996950.00 49996950.00 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 34747683.33 0.0075 N 34747974.08 34747974.08 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 16493766.67 0.0035 N 16493855.40 16493855.40 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 39978588.88 0.0086 N 39978880.00 39978880.00 Societe Generale Societe Generale, 0.49% 83369BB13 Financial Company Commercial Paper First Tier Security 2016-02-01 2016-02-01 N N N 50000000.00 49978902.79 0.0107 N 49982400.00 49982400.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562KA53 Financial Company Commercial Paper First Tier Security 2016-01-05 2016-01-05 N N N 71000000.00 70996844.45 0.0153 N 70996506.80 70996506.80 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 24995000.00 0.0054 N 24994840.00 24994840.00 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 39998600.00 0.0086 N 39998440.00 39998440.00 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 39976588.89 0.0086 N 39973724.00 39973724.00 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 9993311.11 0.0021 N 9992210.00 9992210.00 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 39952044.45 0.0086 N 39940640.00 39940640.00 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 49998416.67 0.0107 N 49998050.00 49998050.00 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 39992000.00 0.0086 N 39991744.00 39991744.00 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 39970000.00 0.0086 N 39965704.00 39965704.00 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 34963055.55 0.0075 N 34955382.00 34955382.00 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 40956152.79 0.0088 N 40946523.70 40946523.70 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 49957222.21 0.0107 N 49945615.00 49945615.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.47% 86960JCV5 Financial Company Commercial Paper First Tier Security 2016-03-29 2016-03-29 N N N 50000000.00 49942555.56 0.0107 N 49934735.00 49934735.00 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 39966222.23 0.0086 N 39965436.00 39965436.00 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 49982347.22 0.0107 N 49988220.00 49988220.00 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 49932638.88 0.0107 N 49922960.00 49922960.00 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 16992368.89 0.0037 N 16994124.80 16994124.80 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 39910422.24 0.0086 N 39895776.00 39895776.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.60% 89116EDD2 Financial Company Commercial Paper First Tier Security 2016-04-13 2016-04-13 N N N 10000000.00 9982833.34 0.0021 N 9983302.00 9983302.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.40% 89233AJR1 Financial Company Commercial Paper First Tier Security 2016-01-04 2016-04-01 N N N 40000000.00 40000000.00 0.0086 N 39998120.00 39998120.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.44% 89233AKY4 Financial Company Commercial Paper First Tier Security 2016-01-04 2016-05-31 N N N 50000000.00 50000000.00 0.0107 N 49996000.00 49996000.00 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 0.0086 N 39986880.00 39986880.00 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 39922733.34 0.0086 N 39946564.00 39946564.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.65% 04821TC86 Asset Backed Commercial Paper First Tier Security 2016-03-08 2016-03-08 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 40000000.00 39951611.12 0.0086 N 39953988.00 39953988.00 Gotham Funding Corp. Gotham Funding Corp., 0.37% 38346LA55 Asset Backed Commercial Paper First Tier Security 2016-01-05 2016-01-05 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 6000000.00 5999753.33 0.0013 N 5999669.40 5999669.40 Gotham Funding Corp. Gotham Funding Corp., 0.43% 38346LAM8 Asset Backed Commercial Paper First Tier Security 2016-01-21 2016-01-21 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 75000000.00 74982083.35 0.0161 N 74979877.50 74979877.50 Liberty Street Funding LLC Liberty Street Funding LLC, 0.38% 53127TAF0 Asset Backed Commercial Paper First Tier Security 2016-01-15 2016-01-15 N N Y LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 75000000.00 74988916.68 0.0161 N 74985622.50 74985622.50 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 LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 40000000.00 39975733.33 0.0086 N 39967200.00 39967200.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.36% 56274LAB0 Asset Backed Commercial Paper First Tier Security 2016-01-11 2016-01-11 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 6000000.00 5999400.00 0.0013 N 5999202.60 5999202.60 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.37% 56274LA87 Asset Backed Commercial Paper First Tier Security 2016-01-08 2016-01-08 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 9000000.00 8999352.50 0.0019 N 8999168.40 8999168.40 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.45% 56274LB11 Asset Backed Commercial Paper First Tier Security 2016-02-01 2016-02-01 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 41475000.00 41458928.44 0.0089 N 41460483.75 41460483.75 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.47% 56274LAU8 Asset Backed Commercial Paper First Tier Security 2016-01-28 2016-01-28 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 36964000.00 36950970.18 0.0079 N 36950774.28 36950774.28 Australia & New Zealand Banking Group Ltd. Hong Kong Branch Australia & New Zealand Banking Group Ltd. Hong Kong Branch, 0.64% 05253PCP0 Other Commercial Paper First Tier Security 2016-03-23 2016-03-23 N N N 45000000.00 44934399.99 0.0097 Y 44937126.00 44937126.00 Australia & New Zealand Banking Group Ltd. Singapore Branch Australia & New Zealand Banking Group Ltd. Singapore Branch, 0.65% 05253WCM2 Other Commercial Paper First Tier Security 2016-03-21 2016-03-21 N N N 45000000.00 44934999.98 0.0097 Y 44939047.50 44939047.50 Bank of Nova Scotia Bank of Nova Scotia, 0.45% 06417LAW7 Other Commercial Paper First Tier Security 2016-01-06 2016-04-06 N N N 30000000.00 30000000.00 0.0064 N 29998500.00 29998500.00 BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.37% 09658YA43 Other Commercial Paper First Tier Security 2016-01-04 2016-01-04 N N N 71000000.00 70997810.83 0.0153 N 70996939.90 70996939.90 Caisse centrale Desjardins Caisse centrale Desjardins, 0.35% 1280C2A58 Other Commercial Paper First Tier Security 2016-01-05 2016-01-05 N N N 90250000.00 90246490.25 0.0194 N 90246390.00 90246390.00 Danaher Corp. Danaher Corp., 0.43% 23585LA40 Other Commercial Paper First Tier Security 2016-01-04 2016-01-04 N N N 109000000.00 108996094.18 0.0234 N 108996599.20 108996599.20 Home Depot, Inc. Home Depot, Inc., 0.10% 43707LA41 Other Commercial Paper First Tier Security 2016-01-04 2016-01-04 N N N 109735000.00 109734085.55 0.0236 N 109735000.00 109735000.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.40% 46640PAF0 Other Commercial Paper First Tier Security 2016-01-15 2016-01-15 N N N 1525000.00 1524762.78 0.0003 N 1524777.66 1524777.66 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 20986233.34 0.0045 N 20982402.00 20982402.00 U.S. Treasury Bills U.S. Treasury Bills, 0.24% 912796FP9 Treasury Debt First Tier Security 2016-01-07 2016-01-07 N N N 80000000.00 79996866.63 0.0172 N 79999680.00 79999680.00 U.S. Treasury Bills U.S. Treasury Bills, 0.26% 912796GD5 Treasury Debt First Tier Security 2016-03-31 2016-03-31 N N N 90000000.00 89941500.20 0.0193 N 89962020.00 89962020.00 U.S. Treasury Bills U.S. Treasury Bills, 0.56% to 0.57% 912796HY8 Treasury Debt First Tier Security 2016-06-30 2016-06-30 N N N 45000000.00 44872445.24 0.0096 N 44892225.00 44892225.00 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 40011682.50 0.0086 N 39995160.00 39995160.00 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 37994939.62 0.0082 N 37972488.00 37972488.00 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 40238057.79 0.0086 N 40213440.00 40213440.00 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 35201822.64 0.0076 N 35164955.00 35164955.00 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 40028281.25 0.0086 N 39990440.00 39990440.00 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes, 0.30% to 0.33% 912828ET3 Treasury Debt First Tier Security 2016-01-15 2016-01-15 N N N 258834960.00 258816616.04 0.0556 N 258831514.80 258831514.80 Federal Farm Credit Bank Federal Farm Credit Bank, 0.39% 3133EDV90 Government Agency Debt First Tier Security 2016-01-19 2016-09-19 N N N 20000000.00 19999274.29 0.0043 N 19988520.00 19988520.00 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 9999908.70 0.0021 N 10000130.00 10000130.00 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 8999277.01 0.0019 N 8994519.00 8994519.00 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 17997101.77 0.0039 N 17983512.00 17983512.00 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 13999560.83 0.0030 N 14000140.00 14000140.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A5J34 Government Agency Debt First Tier Security 2016-01-04 2016-12-02 N N N 6000000.00 6000000.00 0.0013 N 5993022.00 5993022.00 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 35994280.00 0.0077 N 35996544.00 35996544.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A5VQ9 Government Agency Debt First Tier Security 2016-01-08 2016-07-08 N N N 18000000.00 18000000.00 0.0039 N 17991432.00 17991432.00 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 19998872.38 0.0043 N 19993560.00 19993560.00 Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130A5VY2 Government Agency Debt First Tier Security 2016-01-15 2016-07-15 N N N 9000000.00 9000000.00 0.0019 N 8994753.00 8994753.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130A5X79 Government Agency Debt First Tier Security 2016-01-17 2017-01-17 N N N 10000000.00 9998414.77 0.0021 N 9983230.00 9983230.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384TE9 Government Agency Debt First Tier Security 2016-02-17 2016-02-17 N N N 33000000.00 32987074.99 0.0071 N 32989902.00 32989902.00 Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130A3GT5 Government Agency Debt First Tier Security 2016-03-07 2016-06-07 N N N 20000000.00 19998813.85 0.0043 N 19994780.00 19994780.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A6G43 Government Agency Debt First Tier Security 2016-01-17 2017-03-17 N N N 40000000.00 39997552.33 0.0086 N 39947120.00 39947120.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A6BJ5 Government Agency Debt First Tier Security 2016-01-19 2016-08-19 N N N 28000000.00 28000000.00 0.0060 N 27979280.00 27979280.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130A5W39 Government Agency Debt First Tier Security 2016-01-24 2017-01-24 N N N 8000000.00 7999139.11 0.0017 N 7986232.00 7986232.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384SZ3 Government Agency Debt First Tier Security 2016-02-12 2016-02-12 N N N 41000000.00 40982301.66 0.0088 N 40988889.00 40988889.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6DD6 Government Agency Debt First Tier Security 2016-01-26 2016-05-26 N N N 35000000.00 35000000.00 0.0075 N 34985755.00 34985755.00 Freddie Mac Freddie Mac, 0.25% 3134G5PN9 Government Agency Debt First Tier Security 2016-02-14 2016-11-14 N N N 100000000.00 99986538.30 0.0215 N 99953400.00 99953400.00 Freddie Mac Freddie Mac, 0.37% 3134G7TF8 Government Agency Debt First Tier Security 2016-01-24 2016-08-24 N N N 40000000.00 40000000.00 0.0086 N 39970960.00 39970960.00 Freddie Mac Freddie Mac, 0.40% 3134G6AE3 Government Agency Debt First Tier Security 2016-01-21 2016-07-21 N N N 40000000.00 39997733.46 0.0086 N 39986920.00 39986920.00 Freddie Mac Freddie Mac, 0.41% 3134G72G5 Government Agency Debt First Tier Security 2016-01-20 2017-04-20 N N N 40000000.00 39992038.72 0.0086 N 39939120.00 39939120.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.28%, dated 12/31/2015 due 01/04/2016 AAH554000_07629 Treasury Repurchase Agreement Y US TREASURY 2016-02-29 2044-08-15 0 - 9 Treasury Debt 6021745.55 6124264.84 Unrated Security 2016-01-04 2016-01-04 N N N 6000000.00 6000000.00 0.0013 N 6000000.00 6000000.00 Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.28%, dated 12/31/2015 due 01/04/2016 AAH554000_69850 Treasury Repurchase Agreement Y US TREASURY 2017-04-30 2022-01-31 0.184 - 3.375 Treasury Debt 1122853.97 1158753.67 Unrated Security 2016-01-04 2016-01-04 N N N 1136000.00 1136000.00 0.0002 N 1136000.00 1136000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.28%, dated 12/31/2015 due 01/04/2016 AAH554000_39304 Treasury Repurchase Agreement Y US TREASURY 2016-03-15 2042-05-15 0.375 - 9.125 Treasury Debt 61851104.75 67747219.16 U.S. TREASURY 2016-01-31 2017-10-31 0.045 - 0.188 Treasury Debt 677249.12 676923.29 Unrated Security 2016-01-04 2016-01-04 N N N 67007000.00 67007000.00 0.0144 N 67007000.00 67007000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.28%, dated 12/31/2015 due 01/04/2016 AAH554000_55502 Treasury Repurchase Agreement Y US TREASURY 2016-01-15 2045-08-15 0.375 - 9.25 Treasury Debt 11844648.01 12107416.28 U.S. TREASURY 2016-01-31 2017-10-31 0.045 - 0.188 Treasury Debt 137947.28 137866.22 Unrated Security 2016-01-04 2016-01-04 N N N 12000000.00 12000000.00 0.0026 N 12000000.00 12000000.00