N-MFP LIVE N 2016-01-31 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 45 72 4962953980.38 39667207.33 1720161.79 5000901025.92 0.0049 1.0005 2016-01-29 1.0005 2016-01-29 C000020486 1.00 5000901025.92 1.00 348536873.23 1187300301.22 838763427.99 0.0031 1.0005 2016-01-29 1.0005 2016-01-29 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.64% 00084BDL5 Financial Company Commercial Paper First Tier Security 2016-04-20 2016-04-20 N N N 20000000.00 19971911.11 0.0040 N 19978726.00 19978726.00 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.64% 00084BDR2 Financial Company Commercial Paper First Tier Security 2016-04-25 2016-04-25 N N N 3000000.00 2995520.00 0.0006 N 2996556.30 2996556.30 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 0.0080 N 39998040.00 39998040.00 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 39932000.01 0.0080 N 39935716.00 39935716.00 Bank of Nova Scotia Bank of Nova Scotia, 0.68% 06417LBB2 Financial Company Commercial Paper First Tier Security 2016-02-02 2016-06-02 N N N 40000000.00 40000000.00 0.0080 N 39997360.00 39997360.00 BNP Paribas Fortis BNP Paribas Fortis, 0.40% 09659JB10 Financial Company Commercial Paper First Tier Security 2016-02-01 2016-02-01 N N N 70000000.00 70000000.00 0.0140 N 69997984.00 69997984.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.27% 09659BB17 Financial Company Commercial Paper First Tier Security 2016-02-01 2016-02-01 N N N 22000000.00 22000000.00 0.0044 N 22000000.00 22000000.00 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 35000000.00 0.0070 N 34998992.00 34998992.00 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 39971833.33 0.0080 N 39980212.00 39980212.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.59% 20272AMX1 Financial Company Commercial Paper First Tier Security 2016-02-05 2016-02-05 N N N 10000000.00 10000000.00 0.0020 N 9999930.00 9999930.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.60% 20272AMV5 Financial Company Commercial Paper First Tier Security 2016-02-01 2016-02-01 N N N 10000000.00 10000000.00 0.0020 N 10000000.00 10000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.60% 20272AMW3 Financial Company Commercial Paper First Tier Security 2016-02-03 2016-02-03 N N N 10000000.00 10000000.00 0.0020 N 10000000.00 10000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.60% 20272ANB8 Financial Company Commercial Paper First Tier Security 2016-02-22 2016-02-22 N N N 70000000.00 70000000.00 0.0140 N 69991950.00 69991950.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.60% 20272AND4 Financial Company Commercial Paper First Tier Security 2016-02-23 2016-02-23 N N N 20000000.00 20000000.00 0.0040 N 19997300.00 19997300.00 Credit Agricole CIB Credit Agricole CIB, 0.30% 22533TB13 Financial Company Commercial Paper First Tier Security 2016-02-01 2016-02-01 N N N 102000000.00 102000000.00 0.0204 N 102000000.00 102000000.00 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 50000000.00 0.0100 N 49998505.00 49998505.00 Credit Agricole CIB Credit Agricole CIB, 0.71% 22533TE51 Financial Company Commercial Paper First Tier Security 2016-05-05 2016-05-05 N N N 50000000.00 49907305.56 0.0100 N 49907580.00 49907580.00 Credit Agricole CIB Credit Agricole CIB, 0.72% 22533TE28 Financial Company Commercial Paper First Tier Security 2016-05-02 2016-05-02 N N N 50000000.00 49909000.00 0.0100 N 49911355.00 49911355.00 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 39984500.00 0.0080 N 39982888.00 39982888.00 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 39962900.01 0.0080 N 39959448.00 39959448.00 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 39962900.00 0.0080 N 39959448.00 39959448.00 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 39948666.66 0.0080 N 39940164.00 39940164.00 Credit Suisse AG Credit Suisse AG, 0.68% 22533HBB7 Financial Company Commercial Paper First Tier Security 2016-02-02 2016-03-01 N N N 39000000.00 39005267.23 0.0078 N 38999376.00 38999376.00 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 0.0060 N 29995410.00 29995410.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.64% 46640ECC0 Financial Company Commercial Paper First Tier Security 2016-02-08 2016-03-07 N N N 10000000.00 10000000.00 0.0020 N 9999820.00 9999820.00 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 39944166.66 0.0080 N 39965232.00 39965232.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.85% 46590DGS3 Financial Company Commercial Paper First Tier Security 2016-07-26 2016-07-26 N N N 50000000.00 49792222.23 0.0100 N 49826470.00 49826470.00 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 49955555.55 0.0100 N 49967170.00 49967170.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.38% 60682WB56 Financial Company Commercial Paper First Tier Security 2016-02-05 2016-02-05 N N N 62400000.00 62397365.34 0.0125 N 62397365.47 62397365.47 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 19996666.67 0.0040 N 19996340.00 19996340.00 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 50000000.00 0.0100 N 49998705.00 49998705.00 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 39986788.89 0.0080 N 39985172.00 39985172.00 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 39974444.44 0.0080 N 39970908.00 39970908.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.71% 60682WEB0 Financial Company Commercial Paper First Tier Security 2016-05-11 2016-05-11 N N N 40000000.00 39921111.11 0.0080 N 39924468.00 39924468.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873JB17 Financial Company Commercial Paper First Tier Security 2016-02-01 2016-02-01 N N N 176000000.00 176000000.00 0.0352 N 176000000.00 176000000.00 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 49970000.00 0.0100 N 49979365.00 49979365.00 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 16499450.00 0.0033 N 16499076.00 16499076.00 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 39992711.11 0.0080 N 39991916.00 39991916.00 Royal Bank of Canada Royal Bank of Canada, 0.75% 78009AF25 Financial Company Commercial Paper First Tier Security 2016-06-02 2016-06-02 N N N 50000000.00 49872916.67 0.0100 N 49891145.00 49891145.00 Royal Bank of Canada Royal Bank of Canada, 0.81% 78009AGR9 Financial Company Commercial Paper First Tier Security 2016-07-25 2016-07-25 N N N 50000000.00 49803125.00 0.0100 N 49799010.00 49799010.00 Royal Bank of Canada Royal Bank of Canada, 0.83% 78009AGB4 Financial Company Commercial Paper First Tier Security 2016-07-11 2016-07-11 N N N 45000000.00 44832962.48 0.0090 N 44843994.00 44843994.00 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 50000000.00 0.0100 N 49999425.00 49999425.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562KB37 Financial Company Commercial Paper First Tier Security 2016-02-03 2016-02-03 N N N 41000000.00 40999088.89 0.0082 N 40998003.30 40998003.30 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 39991400.00 0.0080 N 39990924.00 39990924.00 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 9997013.89 0.0020 N 9996850.00 9996850.00 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 39969955.56 0.0080 N 39971400.00 39971400.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.68% 86562KDK7 Financial Company Commercial Paper First Tier Security 2016-04-19 2016-04-19 N N N 25000000.00 24963166.67 0.0050 N 24967882.50 24967882.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.70% 86562KD43 Financial Company Commercial Paper First Tier Security 2016-04-04 2016-04-04 N N N 46000000.00 45943650.02 0.0092 N 45957325.80 45957325.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.70% 86562KDC5 Financial Company Commercial Paper First Tier Security 2016-04-12 2016-04-12 N N N 50000000.00 49930972.24 0.0100 N 49944395.00 49944395.00 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 39985500.00 0.0080 N 39985244.00 39985244.00 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 34978125.00 0.0070 N 34978905.50 34978905.50 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 40973805.56 0.0082 N 40974666.10 40974666.10 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.66% 86563GDK5 Financial Company Commercial Paper First Tier Security 2016-04-19 2016-04-19 N N N 40000000.00 39942800.01 0.0080 N 39948612.00 39948612.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.67% 86563GD41 Financial Company Commercial Paper First Tier Security 2016-04-04 2016-04-04 N N N 50000000.00 49941375.00 0.0100 N 49953615.00 49953615.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.30% 86960JB12 Financial Company Commercial Paper First Tier Security 2016-02-01 2016-02-01 N N N 8500000.00 8500000.00 0.0017 N 8500000.00 8500000.00 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 49974444.44 0.0100 N 49970260.00 49970260.00 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 49962791.67 0.0100 N 49960835.00 49960835.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.81% 86960JGR0 Financial Company Commercial Paper First Tier Security 2016-07-25 2016-07-25 N N N 50000000.00 49803125.00 0.0100 N 49798515.00 49798515.00 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 39980000.01 0.0080 N 39978772.00 39978772.00 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 50000000.00 0.0100 N 49998530.00 49998530.00 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 49954166.66 0.0100 N 49958215.00 49958215.00 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 16999761.53 0.0034 N 16999479.80 16999479.80 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 39930400.01 0.0080 N 39933400.00 39933400.00 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 9988000.00 0.0020 N 9990604.00 9990604.00 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 0.0080 N 39995280.00 39995280.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.59% 89233AJR1 Financial Company Commercial Paper First Tier Security 2016-02-02 2016-04-01 N N N 40000000.00 40000000.00 0.0080 N 39998720.00 39998720.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.63% 89233AKY4 Financial Company Commercial Paper First Tier Security 2016-02-01 2016-05-31 N N N 50000000.00 50000000.00 0.0100 N 49996750.00 49996750.00 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 39942366.67 0.0080 N 39941616.00 39941616.00 UBS Finance, Inc. UBS Finance, Inc., 0.74% 90262CF36 Financial Company Commercial Paper First Tier Security 2016-06-03 2016-06-03 N N N 45000000.00 44886225.02 0.0090 N 44898255.00 44898255.00 UBS Finance, Inc. UBS Finance, Inc., 0.89% 90262CG68 Financial Company Commercial Paper First Tier Security 2016-07-06 2016-07-06 N N N 40000000.00 39845733.34 0.0080 N 39876864.00 39876864.00 Westpac Banking Corp. Westpac Banking Corp., 0.74% 9612C0F87 Financial Company Commercial Paper First Tier Security 2016-06-08 2016-06-08 N N N 45000000.00 44881600.01 0.0090 N 44894052.00 44894052.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.35% 04821TB12 Asset Backed Commercial Paper First Tier Security 2016-02-01 2016-02-01 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 51000000.00 51000000.00 0.0102 N 51000000.00 51000000.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.40% 04821TB12 Asset Backed Commercial Paper First Tier Security 2016-02-01 2016-02-01 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 95723000.00 95723000.00 0.0191 N 95719850.71 95719850.71 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.40% 04821TB53 Asset Backed Commercial Paper First Tier Security 2016-02-05 2016-02-05 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 35000000.00 34998444.44 0.0070 N 34998444.60 34998444.60 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 39974000.00 0.0080 N 39978680.00 39978680.00 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 LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 40000000.00 39990200.00 0.0080 N 39988000.00 39988000.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.45% 53127TBG7 Asset Backed Commercial Paper First Tier Security 2016-02-16 2016-02-16 N N Y LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 75000000.00 74985937.50 0.0150 N 74983312.50 74983312.50 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 41475000.00 0.0083 N 41473635.47 41473635.47 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.45% 56274LC10 Asset Backed Commercial Paper First Tier Security 2016-03-01 2016-03-01 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 35000000.00 34987312.50 0.0070 N 34987312.50 34987312.50 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.49% 56274LBJ2 Asset Backed Commercial Paper First Tier Security 2016-02-18 2016-02-18 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 45000000.00 44989587.50 0.0090 N 44988799.50 44988799.50 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 44959199.99 0.0090 Y 44966385.00 44966385.00 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 44960187.49 0.0090 Y 44967888.00 44967888.00 Bank of Nova Scotia Bank of Nova Scotia, 0.60% 06417LAW7 Other Commercial Paper First Tier Security 2016-02-08 2016-04-06 N N N 30000000.00 30000000.00 0.0060 N 29998560.00 29998560.00 BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.40% 09658YB18 Other Commercial Paper First Tier Security 2016-02-01 2016-02-01 N N N 40000000.00 40000000.00 0.0080 N 39998848.00 39998848.00 BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.68% 09658YE64 Other Commercial Paper First Tier Security 2016-05-06 2016-05-06 N N N 45000000.00 44919249.99 0.0090 N 44926375.50 44926375.50 BPCE SA BPCE SA, 0.72% 05571BE25 Other Commercial Paper First Tier Security 2016-05-02 2016-05-02 N N N 26000000.00 25952680.00 0.0052 N 25961166.40 25961166.40 Danaher Corp. Danaher Corp., 0.38% 23585LB56 Other Commercial Paper First Tier Security 2016-02-05 2016-02-05 N N N 118103000.00 118098013.43 0.0236 N 118098013.69 118098013.69 Federal Farm Credit Bank Federal Farm Credit Bank, 0.42% 3133EDV90 Government Agency Debt First Tier Security 2016-02-19 2016-09-19 N N N 20000000.00 19999360.15 0.0040 N 19990960.00 19990960.00 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 19999137.20 0.0040 N 20000480.00 20000480.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313384SN0 Government Agency Debt First Tier Security 2016-02-01 2016-02-01 N N N 100000000.00 100000000.00 0.0200 N 100000000.00 100000000.00 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 32995600.00 0.0066 N 32996172.00 32996172.00 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 19999046.58 0.0040 N 20001920.00 20001920.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130A5VQ9 Government Agency Debt First Tier Security 2016-02-08 2016-07-08 N N N 18000000.00 18000000.00 0.0036 N 17993808.00 17993808.00 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 40995364.72 0.0082 N 40996761.00 40996761.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130A6BJ5 Government Agency Debt First Tier Security 2016-02-19 2016-08-19 N N N 28000000.00 28000000.00 0.0056 N 27983536.00 27983536.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5VY2 Government Agency Debt First Tier Security 2016-02-15 2016-07-15 N N N 9000000.00 9000000.00 0.0018 N 8995914.00 8995914.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5X79 Government Agency Debt First Tier Security 2016-02-17 2017-01-17 N N N 10000000.00 9998543.41 0.0020 N 9987050.00 9987050.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5W39 Government Agency Debt First Tier Security 2016-02-24 2017-01-24 N N N 8000000.00 7999207.71 0.0016 N 7987792.00 7987792.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6DD6 Government Agency Debt First Tier Security 2016-02-26 2016-05-26 N N N 35000000.00 35000000.00 0.0070 N 34989465.00 34989465.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A5J34 Government Agency Debt First Tier Security 2016-02-03 2016-12-02 N N N 6000000.00 6000000.00 0.0012 N 5994090.00 5994090.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6G43 Government Agency Debt First Tier Security 2016-02-17 2017-03-17 N N N 40000000.00 39997724.39 0.0080 N 39954160.00 39954160.00 Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A5VX4 Government Agency Debt First Tier Security 2016-04-17 2016-10-17 N N N 9000000.00 8999354.29 0.0018 N 8989974.00 8989974.00 Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A5W62 Government Agency Debt First Tier Security 2016-04-23 2017-01-23 N N N 18000000.00 17997333.33 0.0036 N 17975736.00 17975736.00 Federal Home Loan Bank Federal Home Loan Bank, 0.59% 313384ZF9 Government Agency Debt First Tier Security 2016-07-11 2016-07-11 N N N 49650000.00 49520103.19 0.0099 N 49554523.05 49554523.05 Freddie Mac Freddie Mac, 0.25% 3134G5PN9 Government Agency Debt First Tier Security 2016-02-14 2016-11-14 N N N 100000000.00 99987850.60 0.0200 N 99989800.00 99989800.00 Freddie Mac Freddie Mac, 0.38% 3134G7TF8 Government Agency Debt First Tier Security 2016-02-24 2016-08-24 N N N 40000000.00 40000000.00 0.0080 N 39976800.00 39976800.00 Freddie Mac Freddie Mac, 0.42% 3134G6AE3 Government Agency Debt First Tier Security 2016-02-21 2016-07-21 N N N 40000000.00 39998081.30 0.0080 N 39990680.00 39990680.00 Freddie Mac Freddie Mac, 0.43% 3134G72G5 Government Agency Debt First Tier Security 2016-02-20 2017-04-20 N N N 40000000.00 39992558.30 0.0080 N 39946640.00 39946640.00 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 20989850.00 0.0042 N 20984166.00 20984166.00 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 89961650.13 0.0180 N 89956350.00 89956350.00 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 40008664.52 0.0080 N 39992560.00 39992560.00 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 37996101.63 0.0076 N 37976592.00 37976592.00 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 40189185.00 0.0080 N 40171080.00 40171080.00 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 35167256.33 0.0070 N 35147315.00 35147315.00 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 40023437.50 0.0080 N 40000360.00 40000360.00 Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.33%, dated 1/29/2016 due 02/01/2016 ABH212000_04240 Treasury Repurchase Agreement Y US TREASURY 2016-05-15 2043-08-15 0.25 - 6.375 Treasury Debt 1946660.67 2040626.65 Unrated Security 2016-02-01 2016-02-01 N N N 2000000.00 2000000.00 0.0004 N 2000000.00 2000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.33%, dated 1/29/2016 due 02/01/2016 ABH212000_07629 Treasury Repurchase Agreement Y US TREASURY 2016-04-30 2045-11-15 0.374 - 8 Treasury Debt 47436716.66 50128958.55 Unrated Security 2016-02-01 2016-02-01 N N N 49000000.00 49000000.00 0.0098 N 49000000.00 49000000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.33%, dated 1/29/2016 due 02/01/2016 ABH212000_39304 Treasury Repurchase Agreement Y US TREASURY 2016-02-15 2045-11-15 0.25 - 8.125 Treasury Debt 86754505.42 92065827.33 U.S. TREASURY 2016-01-31 2017-10-31 0.045 - 0.473 Treasury Debt 2301441.64 2302466.42 Unrated Security 2016-02-01 2016-02-01 N N N 92369000.00 92369000.00 0.0185 N 92369000.00 92369000.00 Societe Generale In a joint trading account with Societe Generale at 0.33%, dated 1/29/2016 due 02/01/2016 ABH212000_74037 Treasury Repurchase Agreement Y US TREASURY 2016-02-29 2039-08-15 0.382 - 7.25 Treasury Debt 111406579.20 114243393.04 Unrated Security 2016-02-01 2016-02-01 N N N 112000000.00 112000000.00 0.0224 N 112000000.00 112000000.00