N-MFP LIVE N 2016-02-29 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 47 69 5049094263.64 35214571.42 17026954.41 5067281880.65 0.0054 1.0006 2016-02-29 1.0006 2016-02-29 C000020486 1.00 5067281880.65 1.00 66375174.45 966675608.12 900300433.67 0.0035 1.0006 2016-02-29 1.0006 2016-02-29 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.62% 00084BE91 Financial Company Commercial Paper First Tier Security 2016-05-09 2016-05-09 N N N 50000000.00 49940583.33 0.0099 N 49956540.00 49956540.00 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 19982222.22 0.0039 N 19988156.00 19988156.00 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 2997066.67 0.0006 N 2998016.70 2998016.70 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 39951333.34 0.0079 N 39962836.00 39962836.00 Bank of Nova Scotia Bank of Nova Scotia, 0.68% 06417LBB2 Financial Company Commercial Paper First Tier Security 2016-03-02 2016-06-02 N N N 40000000.00 40000000.00 0.0079 N 39998040.00 39998040.00 Bank of Nova Scotia Bank of Nova Scotia, 0.70% 06417LBA4 Financial Company Commercial Paper First Tier Security 2016-05-03 2016-05-03 N N N 40000000.00 40000000.00 0.0079 N 39978360.00 39978360.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.28% 09659BC16 Financial Company Commercial Paper First Tier Security 2016-03-01 2016-03-01 N N N 30000000.00 30000000.00 0.0059 N 30000000.00 30000000.00 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 39992777.78 0.0079 N 39995528.00 39995528.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.65% 09659BF21 Financial Company Commercial Paper First Tier Security 2016-06-02 2016-06-02 N N N 40000000.00 39932833.33 0.0079 N 39936184.00 39936184.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.67% 09659BF13 Financial Company Commercial Paper First Tier Security 2016-06-01 2016-06-01 N N N 50000000.00 49914388.91 0.0099 N 49921465.00 49921465.00 Credit Agricole CIB Credit Agricole CIB, 0.32% 22533TC12 Financial Company Commercial Paper First Tier Security 2016-03-01 2016-03-01 N N N 155000000.00 155000000.00 0.0306 N 155000000.00 155000000.00 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 49935902.78 0.0099 N 49957285.00 49957285.00 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 49938000.00 0.0099 N 49960365.00 49960365.00 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 39999000.00 0.0079 N 39998788.00 39998788.00 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 39979977.78 0.0079 N 39981876.00 39981876.00 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 39979977.78 0.0079 N 39981876.00 39981876.00 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 39966388.88 0.0079 N 39966896.00 39966896.00 Credit Suisse AG Credit Suisse AG, 0.68% 22533HBB7 Financial Company Commercial Paper First Tier Security 2016-03-01 2016-03-01 N N N 39000000.00 39000000.00 0.0077 N 39000000.00 39000000.00 Credit Suisse AG Credit Suisse AG, 0.70% 2254EAF16 Financial Company Commercial Paper First Tier Security 2016-06-01 2016-06-01 N N N 50000000.00 49910555.56 0.0098 N 49916300.00 49916300.00 ING U.S. Funding LLC ING U.S. Funding LLC, 0.62% 4497W0F29 Financial Company Commercial Paper First Tier Security 2016-06-02 2016-06-02 N Y ING BANK NV N/A N/A N 50000000.00 49919916.68 0.0099 N 49916575.00 49916575.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.65% 46640ECC0 Financial Company Commercial Paper First Tier Security 2016-03-07 2016-03-07 N N N 10000000.00 10000000.00 0.0020 N 9999980.00 9999980.00 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 39968333.33 0.0079 N 39982408.00 39982408.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.76% 46640CCH3 Financial Company Commercial Paper First Tier Security 2016-05-17 2016-05-17 N N N 30000000.00 30000000.00 0.0059 N 29982450.00 29982450.00 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 49826458.34 0.0098 N 49871530.00 49871530.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 51489GC13 Financial Company Commercial Paper First Tier Security 2016-03-01 2016-03-01 N N N 12000000.00 12000000.00 0.0024 N 11999886.00 11999886.00 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 49981333.33 0.0099 N 49988055.00 49988055.00 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 40000000.00 0.0079 N 39999596.00 39999596.00 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 39989266.67 0.0079 N 39990124.00 39990124.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.65% 60682WF37 Financial Company Commercial Paper First Tier Security 2016-06-03 2016-06-03 N N N 50000000.00 49915138.89 0.0099 N 49914235.00 49914235.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.69% 60682WFA1 Financial Company Commercial Paper First Tier Security 2016-06-10 2016-06-10 N N N 50000000.00 49903208.32 0.0098 N 49905935.00 49905935.00 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 39943988.89 0.0079 N 39956480.00 39956480.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.30% 63873JC16 Financial Company Commercial Paper First Tier Security 2016-03-01 2016-03-01 N N N 130000000.00 130000000.00 0.0257 N 130000000.00 130000000.00 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 49994166.67 0.0099 N 49995935.00 49995935.00 Nationwide Building Society Nationwide Building Society, 0.53% 6385E0CW1 Financial Company Commercial Paper First Tier Security 2016-03-30 2016-03-30 N N N 50000000.00 49978652.78 0.0099 N 49983335.00 49983335.00 Nationwide Building Society Nationwide Building Society, 0.62% 6385E0EB5 Financial Company Commercial Paper First Tier Security 2016-05-11 2016-05-11 N N N 50000000.00 49938861.10 0.0099 N 49955000.00 49955000.00 Nationwide Building Society Nationwide Building Society, 0.62% 6385E0EP4 Financial Company Commercial Paper First Tier Security 2016-05-23 2016-05-23 N N N 50000000.00 49928527.78 0.0099 N 49945165.00 49945165.00 Nationwide Building Society Nationwide Building Society, 0.62% 6385E0EP4 Financial Company Commercial Paper First Tier Security 2016-05-23 2016-05-23 N N N 29000000.00 28958546.10 0.0057 N 28968195.70 28968195.70 Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust, 0.73% 68325KGC8 Financial Company Commercial Paper First Tier Security 2016-07-12 2016-07-12 N Y ONTARIO TEACHERS PENSION PL BD N/A N/A N 46000000.00 45875940.55 0.0091 N 45889903.60 45889903.60 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 49903125.00 0.0098 N 49931720.00 49931720.00 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 49835750.00 0.0098 N 49857085.00 49857085.00 Royal Bank of Canada Royal Bank of Canada, 0.82% 78009AH15 Financial Company Commercial Paper First Tier Security 2016-08-01 2016-08-01 N N N 30000000.00 29895449.99 0.0059 N 29906958.00 29906958.00 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 44863049.99 0.0089 N 44891437.50 44891437.50 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 39986711.11 0.0079 N 39989440.00 39989440.00 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 24976861.11 0.0049 N 24984132.50 24984132.50 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 45969588.90 0.0091 N 45981126.20 45981126.20 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 49959166.68 0.0099 N 49973720.00 49973720.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.72% 86562KFG4 Financial Company Commercial Paper First Tier Security 2016-06-16 2016-06-16 N N N 25000000.00 24946500.00 0.0049 N 24950800.00 24950800.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.72% 86562KFT6 Financial Company Commercial Paper First Tier Security 2016-06-27 2016-06-27 N N N 20000000.00 19952800.00 0.0039 N 19955176.00 19955176.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.75% 86562KG16 Financial Company Commercial Paper First Tier Security 2016-07-01 2016-07-01 N N N 46000000.00 45883083.35 0.0091 N 45891867.80 45891867.80 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 40000000.00 0.0079 N 39999620.00 39999620.00 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 34992222.22 0.0069 N 34993721.00 34993721.00 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 40990319.45 0.0081 N 40992169.00 40992169.00 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 39964066.67 0.0079 N 39974612.00 39974612.00 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 49968361.11 0.0099 N 49979485.00 49979485.00 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 49990555.55 0.0099 N 49990700.00 49990700.00 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 49981722.22 0.0099 N 49983970.00 49983970.00 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 49835750.00 0.0098 N 49850755.00 49850755.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.81% 86960JH99 Financial Company Commercial Paper First Tier Security 2016-08-09 2016-08-09 N N N 48000000.00 47826120.00 0.0094 N 47833248.00 47833248.00 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 39992888.89 0.0079 N 39993332.00 39993332.00 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 49974305.55 0.0099 N 49977835.00 49977835.00 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 39949088.90 0.0079 N 39953512.00 39953512.00 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 9992833.33 0.0020 N 9994683.00 9994683.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.59% 89233AJR1 Financial Company Commercial Paper First Tier Security 2016-03-02 2016-04-01 N N N 40000000.00 40000000.00 0.0079 N 39999360.00 39999360.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.63% 89233AKY4 Financial Company Commercial Paper First Tier Security 2016-03-01 2016-05-31 N N N 50000000.00 50000000.00 0.0099 N 49997600.00 49997600.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.70% 89233AKK4 Financial Company Commercial Paper First Tier Security 2016-05-10 2016-05-10 N N N 40000000.00 40000000.00 0.0079 N 39978040.00 39978040.00 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 39960733.34 0.0079 N 39965140.00 39965140.00 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 44913050.01 0.0089 N 44930767.50 44930767.50 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 39874411.12 0.0079 N 39903432.00 39903432.00 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 44908425.01 0.0089 N 44929624.50 44929624.50 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.30% 04821TC11 Asset Backed Commercial Paper First Tier Security 2016-03-01 2016-03-01 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 65645000.00 65645000.00 0.0130 N 65645000.00 65645000.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.40% 04821TC11 Asset Backed Commercial Paper First Tier Security 2016-03-01 2016-03-01 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 27000000.00 27000000.00 0.0053 N 26999689.50 26999689.50 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 39994944.45 0.0079 N 39996256.00 39996256.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.42% 56274LC93 Asset Backed Commercial Paper First Tier Security 2016-03-09 2016-03-09 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 54000000.00 53994960.00 0.0107 N 53994292.20 53994292.20 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 35000000.00 0.0069 N 34999597.50 34999597.50 Archer Daniels Midland Co. Archer Daniels Midland Co., 0.30% 03948GC19 Other Commercial Paper First Tier Security 2016-03-01 2016-03-01 N N N 33385000.00 33385000.00 0.0066 N 33385000.00 33385000.00 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 44982400.00 0.0089 N 44986977.00 44986977.00 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 44983750.00 0.0089 N 44988187.50 44988187.50 Bank of Nova Scotia Bank of Nova Scotia, 0.61% 06417LAW7 Other Commercial Paper First Tier Security 2016-03-07 2016-04-06 N N N 30000000.00 30000000.00 0.0059 N 29998830.00 29998830.00 BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.40% 09658YC17 Other Commercial Paper First Tier Security 2016-03-01 2016-03-01 N N N 51000000.00 51000000.00 0.0101 N 50999515.50 50999515.50 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 44943899.99 0.0089 N 44957457.00 44957457.00 BPCE SA BPCE SA, 0.67% 05571BF65 Other Commercial Paper First Tier Security 2016-06-06 2016-06-06 N N N 50000000.00 49909736.13 0.0098 N 49918740.00 49918740.00 BPCE SA BPCE SA, 0.72% 05571BE25 Other Commercial Paper First Tier Security 2016-05-02 2016-05-02 N N N 26000000.00 25967760.00 0.0051 N 25981072.00 25981072.00 Caisse centrale Desjardins Caisse centrale Desjardins, 0.38% 1280C2C72 Other Commercial Paper First Tier Security 2016-03-07 2016-03-07 N N N 43000000.00 42997276.66 0.0085 N 42997276.81 42997276.81 Caisse centrale Desjardins Caisse centrale Desjardins, 0.39% 1280C2C72 Other Commercial Paper First Tier Security 2016-03-07 2016-03-07 N N N 213000000.00 212986332.52 0.0420 N 212986331.79 212986331.79 Federal Farm Credit Bank Federal Farm Credit Bank, 0.42% 3133EDV90 Government Agency Debt First Tier Security 2016-03-19 2016-09-19 N N N 20000000.00 19999440.48 0.0039 N 19994980.00 19994980.00 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 19999264.29 0.0039 N 19996000.00 19996000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384VX4 Government Agency Debt First Tier Security 2016-04-22 2016-04-22 N N N 50000000.00 49975444.42 0.0099 N 49976550.00 49976550.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5VQ9 Government Agency Debt First Tier Security 2016-03-08 2016-07-08 N N N 18000000.00 18000000.00 0.0036 N 17995878.00 17995878.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5VY2 Government Agency Debt First Tier Security 2016-03-15 2016-07-15 N N N 9000000.00 9000000.00 0.0018 N 8997750.00 8997750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5X79 Government Agency Debt First Tier Security 2016-03-17 2017-01-17 N N N 10000000.00 9998663.76 0.0020 N 9988690.00 9988690.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6BJ5 Government Agency Debt First Tier Security 2016-03-19 2016-08-19 N N N 28000000.00 28000000.00 0.0055 N 27989304.00 27989304.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5W39 Government Agency Debt First Tier Security 2016-03-24 2017-01-24 N N N 8000000.00 7999271.89 0.0016 N 7989216.00 7989216.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6DD6 Government Agency Debt First Tier Security 2016-03-26 2016-05-26 N N N 35000000.00 35000000.00 0.0069 N 34996185.00 34996185.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A5J34 Government Agency Debt First Tier Security 2016-03-03 2016-12-02 N N N 6000000.00 6000000.00 0.0012 N 5996382.00 5996382.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6G43 Government Agency Debt First Tier Security 2016-03-17 2017-03-17 N N N 40000000.00 39997885.35 0.0079 N 39961040.00 39961040.00 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 8999426.59 0.0018 N 8999091.00 8999091.00 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 17997549.95 0.0036 N 17990820.00 17990820.00 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A3GR9 Government Agency Debt First Tier Security 2016-05-12 2016-05-12 N N N 20000000.00 19999384.93 0.0039 N 20001440.00 20001440.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7EP6 Government Agency Debt First Tier Security 2016-05-25 2016-11-25 N N N 22000000.00 22000000.00 0.0043 N 21999120.00 21999120.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7FW0 Government Agency Debt First Tier Security 2016-03-04 2016-12-09 N N N 8000000.00 8000000.00 0.0016 N 8000000.00 8000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7EU5 Government Agency Debt First Tier Security 2016-06-23 2016-12-23 N N N 14000000.00 14000000.00 0.0028 N 13999664.00 13999664.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7EA9 Government Agency Debt First Tier Security 2016-03-01 2017-03-01 N N N 7000000.00 7000000.00 0.0014 N 6999986.00 6999986.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7EF8 Government Agency Debt First Tier Security 2016-05-24 2017-02-24 N N N 2000000.00 2000000.00 0.0004 N 1999956.00 1999956.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7EB7 Government Agency Debt First Tier Security 2016-05-24 2017-02-24 N N N 12000000.00 12000000.00 0.0024 N 11999736.00 11999736.00 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 49543500.75 0.0098 N 49580837.55 49580837.55 Freddie Mac Freddie Mac, 0.39% 3134G7TF8 Government Agency Debt First Tier Security 2016-03-24 2016-08-24 N N N 40000000.00 40000000.00 0.0079 N 39980520.00 39980520.00 Freddie Mac Freddie Mac, 0.43% 3134G6AE3 Government Agency Debt First Tier Security 2016-03-21 2016-07-21 N N N 40000000.00 39998406.69 0.0079 N 39992160.00 39992160.00 Freddie Mac Freddie Mac, 0.44% 3134G72G5 Government Agency Debt First Tier Security 2016-03-20 2017-04-20 N N N 40000000.00 39993044.36 0.0079 N 39954000.00 39954000.00 Freddie Mac Freddie Mac, 0.51% 3134G5PN9 Government Agency Debt First Tier Security 2016-05-14 2016-11-14 N N N 100000000.00 99989078.23 0.0197 N 100003000.00 100003000.00 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 20993233.33 0.0041 N 20990718.00 20990718.00 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 40005841.25 0.0079 N 40004240.00 40004240.00 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 37997188.68 0.0075 N 37991108.00 37991108.00 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 40143465.29 0.0079 N 40134360.00 40134360.00 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 35134920.11 0.0069 N 35118230.00 35118230.00 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 40018906.25 0.0079 N 40004680.00 40004680.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.29%, dated 2/29/2016 due 03/01/2016 49R993RJ4_07629 Treasury Repurchase Agreement Y US TREASURY 2016-03-03 2046-02-15 0 - 9.125 Treasury Debt 258824761.87 276964371.11 Unrated Security 2016-03-01 2016-03-01 N N N 270796000.00 270796000.00 0.0534 N 270796000.00 270796000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.29%, dated 2/29/2016 due 03/01/2016 49R993RJ4_39304 Treasury Repurchase Agreement Y US TREASURY 2016-03-31 2039-02-15 0.5 - 7.875 Treasury Debt 91716492.31 96818647.46 U.S. TREASURY 2016-04-30 2018-01-31 0.053 - 0.577 Treasury Debt 6116052.95 6116387.15 Unrated Security 2016-03-01 2016-03-01 N N N 100893000.00 100893000.00 0.0199 N 100893000.00 100893000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.29%, dated 2/29/2016 due 03/01/2016 49R993RJ4_08126 Treasury Repurchase Agreement Y US TREASURY 2020-04-30 2022-05-15 1.125 - 1.75 Treasury Debt 13073290.88 13260114.85 Unrated Security 2016-03-01 2016-03-01 N N N 13000000.00 13000000.00 0.0026 N 13000000.00 13000000.00 Societe Generale In a joint trading account with Societe Generale at 0.29%, dated 2/29/2016 due 03/01/2016 49R993RJ4_74037 Treasury Repurchase Agreement Y US TREASURY 2016-03-31 2045-11-15 0 - 8 Treasury Debt 28508209.00 30678148.51 Unrated Security 2016-03-01 2016-03-01 N N N 30000000.00 30000000.00 0.0059 N 30000000.00 30000000.00