N-MFP LIVE N 2016-03-31 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 72 5024738963.58 309421652.75 82207817.54 5251952798.79 0.0055 1.0006 2016-03-31 1.0006 2016-03-31 C000020486 1.00 5251952798.79 1.00 184643305.93 1050178916.40 865535610.47 0.0037 1.0006 2016-03-31 1.0006 2016-03-31 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 49967277.78 0.0095 N 49978010.00 49978010.00 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.62% 00084BFG4 Financial Company Commercial Paper First Tier Security 2016-06-16 2016-06-16 N N N 50000000.00 49934555.57 0.0095 N 49951020.00 49951020.00 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 19993244.44 0.0038 N 19995700.00 19995700.00 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 2998720.00 0.0006 N 2999179.20 2999179.20 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 39972000.00 0.0076 N 39980460.00 39980460.00 Bank of Nova Scotia Bank of Nova Scotia, 0.69% 06417LBB2 Financial Company Commercial Paper First Tier Security 2016-04-04 2016-06-02 N N N 40000000.00 40000000.00 0.0076 N 40013520.00 40013520.00 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 0.0076 N 40009920.00 40009920.00 BNP Paribas Fortis BNP Paribas Fortis, 0.25% 09659JD18 Financial Company Commercial Paper First Tier Security 2016-04-01 2016-04-01 N N N 18449000.00 18449000.00 0.0035 N 18449000.00 18449000.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.25% 09659BD15 Financial Company Commercial Paper First Tier Security 2016-04-01 2016-04-01 N N N 100000000.00 100000000.00 0.0190 N 100000000.00 100000000.00 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 39955222.22 0.0076 N 39965632.00 39965632.00 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 49943236.12 0.0095 N 49958065.00 49958065.00 BPCE SA BPCE SA, 0.67% 05571BF65 Financial Company Commercial Paper First Tier Security 2016-06-06 2016-06-06 N N N 50000000.00 49938583.34 0.0095 N 49955520.00 49955520.00 BPCE SA BPCE SA, 0.67% 05571BG15 Financial Company Commercial Paper First Tier Security 2016-07-01 2016-07-01 N N N 34000000.00 33942417.23 0.0065 N 33949605.20 33949605.20 BPCE SA BPCE SA, 0.72% 05571BE25 Financial Company Commercial Paper First Tier Security 2016-05-02 2016-05-02 N N N 26000000.00 25983880.00 0.0049 N 25990338.40 25990338.40 BPCE SA BPCE SA, 0.78% 05571BH14 Financial Company Commercial Paper First Tier Security 2016-08-01 2016-08-01 N N N 50000000.00 49867833.33 0.0095 N 49867833.50 49867833.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DH11 Financial Company Commercial Paper First Tier Security 2016-08-01 2016-08-01 N N N 50000000.00 49894944.45 0.0095 N 49896305.00 49896305.00 Credit Agricole CIB Credit Agricole CIB, 0.30% 22533TD11 Financial Company Commercial Paper First Tier Security 2016-04-01 2016-04-01 N N N 146000000.00 146000000.00 0.0278 N 146000000.00 146000000.00 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 49966472.22 0.0095 N 49978855.00 49978855.00 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 49969000.00 0.0095 N 49980800.00 49980800.00 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 39998233.33 0.0076 N 39998492.00 39998492.00 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 39998233.33 0.0076 N 39998492.00 39998492.00 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 39985333.33 0.0076 N 39988528.00 39988528.00 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 49940694.44 0.0095 N 49953330.00 49953330.00 DNB Bank ASA DNB Bank ASA, 0.60% 2332K0FT4 Financial Company Commercial Paper First Tier Security 2016-06-27 2016-06-27 N N N 50000000.00 49927500.01 0.0095 N 49938280.00 49938280.00 ING U.S. Funding LLC ING U.S. Funding LLC, 0.40% 4497W0DB1 Financial Company Commercial Paper First Tier Security 2016-04-11 2016-04-11 N Y ING BANK NV N/A N/A N 101000000.00 100988777.81 0.0192 N 100987405.30 100987405.30 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 49946611.12 0.0095 N 49952050.00 49952050.00 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 39994166.67 0.0076 N 39996864.00 39996864.00 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 0.0057 N 30011730.00 30011730.00 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 49863055.56 0.0095 N 49910300.00 49910300.00 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 26000000.00 25970425.00 0.0049 N 25976009.80 25976009.80 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 49943125.00 0.0095 N 49953865.00 49953865.00 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 49932916.66 0.0095 N 49945665.00 49945665.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.70% 60682WGE2 Financial Company Commercial Paper First Tier Security 2016-07-14 2016-07-14 N N N 53000000.00 52892822.23 0.0101 N 52895658.90 52895658.90 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 39968444.44 0.0076 N 39979228.00 39979228.00 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 49965555.55 0.0095 N 49976825.00 49976825.00 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 49955222.22 0.0095 N 49969010.00 49969010.00 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 28974028.88 0.0055 N 28982025.80 28982025.80 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 N N 46000000.00 45904856.67 0.0087 N 45925641.00 45925641.00 PSP Capital, Inc. PSP Capital, Inc., 0.35% 69370AD76 Financial Company Commercial Paper First Tier Security 2016-04-07 2016-04-07 N N Y OBLIGOR PUBLIC SECTOR PENSION INV BRD N/A N/A 100000000.00 99994166.62 0.0190 N 99993780.00 99993780.00 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 49935416.67 0.0095 N 49963250.00 49963250.00 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 49870625.00 0.0095 N 49903815.00 49903815.00 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 29916633.32 0.0057 N 29936451.00 29936451.00 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 44895212.49 0.0085 N 44929876.50 44929876.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562KD19 Financial Company Commercial Paper First Tier Security 2016-04-01 2016-04-01 N N N 46000000.00 46000000.00 0.0088 N 45999563.00 45999563.00 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 24991500.00 0.0048 N 24994932.50 24994932.50 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 45997316.67 0.0088 N 45998215.20 45998215.20 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 49989305.56 0.0095 N 49993865.00 49993865.00 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 24962000.00 0.0048 N 24970110.00 24970110.00 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 19965200.00 0.0038 N 19970128.00 19970128.00 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 45912791.68 0.0087 N 45926409.20 45926409.20 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.65% 86563GFW7 Financial Company Commercial Paper First Tier Security 2016-06-30 2016-06-30 N N N 51700000.00 51615987.51 0.0098 N 51618582.84 51618582.84 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 39986800.00 0.0076 N 39991892.00 39991892.00 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 49997208.33 0.0095 N 49998060.00 49998060.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.65% 86960JGB5 Financial Company Commercial Paper First Tier Security 2016-07-11 2016-07-11 N N N 50000000.00 49908819.44 0.0095 N 49915565.00 49915565.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.68% 86960JH32 Financial Company Commercial Paper First Tier Security 2016-08-03 2016-08-03 N N N 50000000.00 49882888.90 0.0095 N 49884550.00 49884550.00 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 49870625.00 0.0095 N 49897210.00 49897210.00 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 47859600.00 0.0091 N 47880700.80 47880700.80 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 49995833.33 0.0095 N 49996570.00 49996570.00 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 39969066.67 0.0076 N 39976100.00 39976100.00 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 9998000.00 0.0019 N 9998682.00 9998682.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.60% 89233AJR1 Financial Company Commercial Paper First Tier Security 2016-04-01 2016-04-01 N N N 40000000.00 40000000.00 0.0076 N 40000280.00 40000280.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.64% 89233AKY4 Financial Company Commercial Paper First Tier Security 2016-04-01 2016-05-31 N N N 50000000.00 50000000.00 0.0095 N 49997300.00 49997300.00 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 0.0076 N 40011280.00 40011280.00 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 39980366.67 0.0076 N 39984532.00 39984532.00 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 44941725.01 0.0086 N 44958721.50 44958721.50 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 39905066.67 0.0076 N 39935440.00 39935440.00 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 44937100.00 0.0086 N 44959464.00 44959464.00 Gotham Funding Corp. Gotham Funding Corp., 0.48% 38346LDT0 Asset Backed Commercial Paper First Tier Security 2016-04-27 2016-04-27 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 24865000.00 24856380.14 0.0047 N 24856851.74 24856851.74 Gotham Funding Corp. Gotham Funding Corp., 0.48% 38346LE51 Asset Backed Commercial Paper First Tier Security 2016-05-05 2016-05-05 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 13787000.00 13780749.89 0.0026 N 13780749.94 13780749.94 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.43% 56274LD84 Asset Backed Commercial Paper First Tier Security 2016-04-08 2016-04-08 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 4000000.00 3999665.55 0.0008 N 3999625.60 3999625.60 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.45% 56274LDK7 Asset Backed Commercial Paper First Tier Security 2016-04-19 2016-04-19 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 47000000.00 46989425.00 0.0089 N 46989335.70 46989335.70 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.51% 56274LEP5 Asset Backed Commercial Paper First Tier Security 2016-05-23 2016-05-23 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 50000000.00 49963166.65 0.0095 N 49963490.00 49963490.00 Archer Daniels Midland Co. Archer Daniels Midland Co., 0.33% 03948GD18 Other Commercial Paper First Tier Security 2016-04-01 2016-04-01 N N N 44000000.00 44000000.00 0.0084 N 44000000.00 44000000.00 Archer Daniels Midland Co. Archer Daniels Midland Co., 0.33% 03948GD18 Other Commercial Paper First Tier Security 2016-04-01 2016-04-01 N N N 17702000.00 17702000.00 0.0034 N 17702000.00 17702000.00 Archer Daniels Midland Co. Archer Daniels Midland Co., 0.38% 03948GD67 Other Commercial Paper First Tier Security 2016-04-06 2016-04-06 N N N 28322000.00 28320505.24 0.0054 N 28320357.32 28320357.32 Bank of Nova Scotia Bank of Nova Scotia, 0.62% 06417LAW7 Other Commercial Paper First Tier Security 2016-04-06 2016-04-06 N N N 30000000.00 30000000.00 0.0057 N 30001260.00 30001260.00 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 44970250.00 0.0086 N 44980920.00 44980920.00 Caisse centrale Desjardins Caisse centrale Desjardins, 0.60% 1280C2F79 Other Commercial Paper First Tier Security 2016-06-07 2016-06-07 N N N 22418000.00 22392966.57 0.0043 N 22399240.62 22399240.62 Danaher Corp. Danaher Corp., 0.35% 23585LD62 Other Commercial Paper First Tier Security 2016-04-06 2016-04-06 N N N 44000000.00 43997861.13 0.0084 N 43997861.16 43997861.16 Federal Farm Credit Bank Federal Farm Credit Bank, 0.42% 3133EDV90 Government Agency Debt First Tier Security 2016-04-19 2016-09-19 N N N 20000000.00 19999526.35 0.0038 N 19996420.00 19996420.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.50% 3133EFY27 Government Agency Debt First Tier Security 2016-05-06 2017-03-06 N N N 30000000.00 29999305.20 0.0057 N 29997240.00 29997240.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% 313384WZ8 Government Agency Debt First Tier Security 2016-05-18 2016-05-18 N N N 100000000.00 99960180.60 0.0190 N 99966100.00 99966100.00 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 49990083.32 0.0095 N 49993850.00 49993850.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6BJ5 Government Agency Debt First Tier Security 2016-04-19 2016-08-19 N N N 28000000.00 28000000.00 0.0053 N 27992244.00 27992244.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5VQ9 Government Agency Debt First Tier Security 2016-04-08 2016-07-08 N N N 18000000.00 18000000.00 0.0034 N 17997318.00 17997318.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5VY2 Government Agency Debt First Tier Security 2016-04-15 2016-07-15 N N N 9000000.00 9000000.00 0.0017 N 8998488.00 8998488.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5X79 Government Agency Debt First Tier Security 2016-04-17 2017-01-17 N N N 10000000.00 9998792.40 0.0019 N 9991000.00 9991000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5W39 Government Agency Debt First Tier Security 2016-04-24 2017-01-24 N N N 8000000.00 7999340.50 0.0015 N 7992776.00 7992776.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6DD6 Government Agency Debt First Tier Security 2016-04-26 2016-05-26 N N N 35000000.00 35000000.00 0.0067 N 34998075.00 34998075.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5J34 Government Agency Debt First Tier Security 2016-04-03 2016-12-02 N N N 6000000.00 6000000.00 0.0011 N 5997168.00 5997168.00 Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A6G43 Government Agency Debt First Tier Security 2016-04-17 2017-03-17 N N N 40000000.00 39998057.40 0.0076 N 39961560.00 39961560.00 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 8999503.88 0.0017 N 9000054.00 9000054.00 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 17997781.51 0.0034 N 17995536.00 17995536.00 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 19999649.75 0.0038 N 20002200.00 20002200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A3GT5 Government Agency Debt First Tier Security 2016-06-07 2016-06-07 N N N 20000000.00 19999497.01 0.0038 N 20003240.00 20003240.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7L78 Government Agency Debt First Tier Security 2016-04-10 2017-01-10 N N N 11000000.00 11000000.00 0.0021 N 11001232.00 11001232.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MC6 Government Agency Debt First Tier Security 2016-07-04 2017-01-04 N N N 6000000.00 6000000.00 0.0011 N 6000762.00 6000762.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MP7 Government Agency Debt First Tier Security 2016-09-28 2016-09-28 N N N 11000000.00 10997697.17 0.0021 N 11000957.00 11000957.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7L45 Government Agency Debt First Tier Security 2016-04-03 2017-01-03 N N N 11000000.00 11000000.00 0.0021 N 11001419.00 11001419.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LC7 Government Agency Debt First Tier Security 2016-04-05 2017-01-05 N N N 11000000.00 11000000.00 0.0021 N 11001364.00 11001364.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LB9 Government Agency Debt First Tier Security 2016-04-06 2017-01-06 N N N 11000000.00 11000000.00 0.0021 N 11001331.00 11001331.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LG8 Government Agency Debt First Tier Security 2016-04-09 2017-01-09 N N N 9000000.00 9000000.00 0.0017 N 9001035.00 9001035.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LD5 Government Agency Debt First Tier Security 2016-04-09 2017-01-09 N N N 5000000.00 5000000.00 0.0010 N 5000575.00 5000575.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LK9 Government Agency Debt First Tier Security 2016-04-13 2017-01-13 N N N 6000000.00 6000000.00 0.0011 N 6000624.00 6000624.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LJ2 Government Agency Debt First Tier Security 2016-04-13 2017-01-13 N N N 12000000.00 12000000.00 0.0023 N 12001248.00 12001248.00 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 0.0042 N 22005214.00 22005214.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7G82 Government Agency Debt First Tier Security 2016-06-02 2016-12-02 N N N 16000000.00 16000000.00 0.0030 N 16003632.00 16003632.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7L52 Government Agency Debt First Tier Security 2016-07-05 2017-01-05 N N N 5000000.00 5000000.00 0.0010 N 5000615.00 5000615.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7GF6 Government Agency Debt First Tier Security 2016-06-07 2016-12-07 N N N 11000000.00 11000000.00 0.0021 N 11002409.00 11002409.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7FW0 Government Agency Debt First Tier Security 2016-06-09 2016-12-09 N N N 8000000.00 8000000.00 0.0015 N 8001728.00 8001728.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7LP8 Government Agency Debt First Tier Security 2016-06-21 2017-03-21 N N N 3000000.00 3000000.00 0.0006 N 3000243.00 3000243.00 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 0.0027 N 14003682.00 14003682.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7MK8 Government Agency Debt First Tier Security 2016-06-23 2017-03-23 N N N 11000000.00 11000000.00 0.0021 N 11000814.00 11000814.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7MF9 Government Agency Debt First Tier Security 2016-06-24 2017-03-24 N N N 12000000.00 12000000.00 0.0023 N 12000852.00 12000852.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7MN2 Government Agency Debt First Tier Security 2016-06-28 2017-03-28 N N N 11000000.00 11000000.00 0.0021 N 11000627.00 11000627.00 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 2000584.00 2000584.00 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 0.0023 N 12003504.00 12003504.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7G66 Government Agency Debt First Tier Security 2016-06-03 2017-03-03 N N N 5000000.00 5000000.00 0.0010 N 5001155.00 5001155.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7G74 Government Agency Debt First Tier Security 2016-06-07 2017-03-07 N N N 22000000.00 22000000.00 0.0042 N 22004840.00 22004840.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7GB5 Government Agency Debt First Tier Security 2016-06-09 2017-03-09 N N N 6000000.00 6000000.00 0.0011 N 6001284.00 6001284.00 Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A7EA9 Government Agency Debt First Tier Security 2016-06-01 2017-03-01 N N N 7000000.00 7000000.00 0.0013 N 7001974.00 7001974.00 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 49568511.94 0.0094 N 49599853.50 49599853.50 Freddie Mac Freddie Mac, 0.29% 313396VF7 Government Agency Debt First Tier Security 2016-04-06 2016-04-06 N N N 177280000.00 177272859.62 0.0338 N 177272859.16 177272859.16 Freddie Mac Freddie Mac, 0.39% 3134G7TF8 Government Agency Debt First Tier Security 2016-04-24 2016-08-24 N N N 40000000.00 40000000.00 0.0076 N 39989840.00 39989840.00 Freddie Mac Freddie Mac, 0.43% 3134G6AE3 Government Agency Debt First Tier Security 2016-04-21 2016-07-21 N N N 40000000.00 39998754.53 0.0076 N 39999640.00 39999640.00 Freddie Mac Freddie Mac, 0.44% 3134G72G5 Government Agency Debt First Tier Security 2016-04-20 2017-04-20 N N N 40000000.00 39993563.94 0.0076 N 39960120.00 39960120.00 Freddie Mac Freddie Mac, 0.51% 3134G5PN9 Government Agency Debt First Tier Security 2016-05-14 2016-11-14 N N N 100000000.00 99990390.54 0.0190 N 100006200.00 100006200.00 U.S. Treasury Bills U.S. Treasury Bills, 0.51% 912796HE2 Treasury Debt First Tier Security 2016-09-15 2016-09-15 N N N 50000000.00 49881708.35 0.0095 N 49922350.00 49922350.00 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 40002823.27 0.0076 N 40004000.00 40004000.00 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 37998350.69 0.0072 N 37998138.00 37998138.00 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 40094592.50 0.0076 N 40094880.00 40094880.00 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 35100353.80 0.0067 N 35102550.00 35102550.00 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 40014062.50 0.0076 N 40018720.00 40018720.00 U.S. Treasury Notes U.S. Treasury Notes, 0.35% to 0.37% 912828QD5 Treasury Debt First Tier Security 2016-04-15 2016-04-15 N N N 155624150.00 155706962.15 0.0296 N 155678929.70 155678929.70 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.27%, dated 3/31/2016 due 04/01/2016 ADH693000_07629 Treasury Repurchase Agreement Y US TREASURY 2016-04-30 2045-05-15 0 - 9.125 Treasury Debt 3942790.22 3978780.57 Unrated Security 2016-04-01 2016-04-01 N N N 3900000.00 3900000.00 0.0007 N 3900000.00 3900000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.27%, dated 3/31/2016 due 04/01/2016 ADH693000_39304 Treasury Repurchase Agreement Y U.S. TREASURY 2016-04-15 2045-11-15 0.053 - 8.75 Treasury Debt 52583189.01 56247191.07 Unrated Security 2016-04-01 2016-04-01 N N N 55098000.00 55098000.00 0.0105 N 55098000.00 55098000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.27%, dated 3/31/2016 due 04/01/2016 ADH693000_55502 Treasury Repurchase Agreement Y U.S. TREASURY 2016-04-30 2045-11-15 0.053 - 9 Treasury Debt 2884036.00 3064751.66 Unrated Security 2016-04-01 2016-04-01 N N N 3000000.00 3000000.00 0.0006 N 3000000.00 3000000.00 Societe Generale In a joint trading account with Societe Generale at 0.27%, dated 3/31/2016 due 04/01/2016 ADH693000_74037 Treasury Repurchase Agreement Y US TREASURY 2016-04-28 2044-08-15 0 - 7.875 Treasury Debt 2919668.70 3062424.52 Unrated Security 2016-04-01 2016-04-01 N N N 3000000.00 3000000.00 0.0006 N 3000000.00 3000000.00