N-MFP LIVE N 2015-08-31 0000704207 S000007503 2 N N 002-78458 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 54 103 16572111454.24 6044512.30 428492941.48 16149663025.06 0.0025 1.0003 2015-08-31 1.0003 2015-08-31 C000020478 1000.00 7105486225.27 1.00 92449645.01 1826935112.40 1734485467.39 0.0001 1.0003 2015-08-31 1.0003 2015-08-31 C000020477 1000.00 9044176799.79 1.00 -4655145.35 2688663878.67 2693319024.02 0.0001 1.0003 2015-08-31 1.0003 2015-08-31 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.27% 06366C7A0 Certificate of Deposit First Tier Security 2015-10-22 2015-10-22 N N N 41000000.00 41000000.00 0.0025 N 41006096.70 41006096.70 Bank of Nova Scotia Bank of Nova Scotia, 0.32% 06417HC46 Certificate of Deposit First Tier Security 2015-09-01 2015-09-01 N N N 71000000.00 71000000.00 0.0044 N 70998935.00 70998935.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.28% 06538JP34 Certificate of Deposit First Tier Security 2015-10-07 2015-10-07 N N N 124000000.00 124000000.00 0.0077 N 124009039.60 124009039.60 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.29% 06538JX68 Certificate of Deposit First Tier Security 2015-10-30 2015-10-30 N N N 120000000.00 120000000.00 0.0074 N 120009984.00 120009984.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.27% 05574RB46 Certificate of Deposit First Tier Security 2015-11-03 2015-11-03 N N N 64000000.00 64000000.00 0.0040 N 64002387.20 64002387.20 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.37% 13606YPQ3 Certificate of Deposit First Tier Security 2015-09-03 2015-10-05 N N N 62000000.00 62000000.00 0.0038 N 61998946.00 61998946.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.37% 13606JXV6 Certificate of Deposit First Tier Security 2015-09-08 2015-10-02 N N N 63000000.00 63000000.00 0.0039 N 62999433.00 62999433.00 Credit Agricole CIB Credit Agricole CIB, 0.30% 22533MM40 Certificate of Deposit First Tier Security 2015-09-02 2015-09-02 N N N 320000000.00 320000000.00 0.0198 N 320002304.00 320002304.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.16% 22536TRK1 Certificate of Deposit First Tier Security 2015-09-02 2015-09-02 N N N 345000000.00 345000000.00 0.0214 N 345000483.00 345000483.00 Credit Suisse AG Credit Suisse AG, 0.28% 22549VZX4 Certificate of Deposit First Tier Security 2015-10-05 2015-10-05 N N N 75000000.00 75000000.00 0.0046 N 75005670.00 75005670.00 Credit Suisse AG Credit Suisse AG, 0.29% 22549VU76 Certificate of Deposit First Tier Security 2015-11-03 2015-11-03 N N N 79000000.00 79000000.00 0.0049 N 79002520.10 79002520.10 Credit Suisse AG Credit Suisse AG, 0.35% 22549VKB8 Certificate of Deposit First Tier Security 2015-09-09 2015-10-09 N N N 49000000.00 49000000.00 0.0030 N 48999265.00 48999265.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.26% 23290QL27 Certificate of Deposit First Tier Security 2015-10-30 2015-10-30 N N N 125000000.00 125000000.00 0.0077 N 125018737.50 125018737.50 KBC Bank NV KBC Bank NV, 0.15% 4823T03Q0 Certificate of Deposit First Tier Security 2015-09-08 2015-09-08 N N N 59000000.00 59000000.00 0.0037 N 59000000.00 59000000.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60689DDF7 Certificate of Deposit First Tier Security 2015-09-04 2015-09-04 N N N 13000000.00 13000000.00 0.0008 N 13000162.50 13000162.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60689DDP5 Certificate of Deposit First Tier Security 2015-09-08 2015-09-08 N N N 61000000.00 61000000.00 0.0038 N 61001445.70 61001445.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60689DDY6 Certificate of Deposit First Tier Security 2015-09-17 2015-09-17 N N N 17000000.00 17000000.00 0.0011 N 17000737.80 17000737.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60689DEJ8 Certificate of Deposit First Tier Security 2015-09-18 2015-09-18 N N N 12000000.00 12000000.00 0.0007 N 12000538.80 12000538.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.34% 60689DFZ1 Certificate of Deposit First Tier Security 2015-10-19 2015-10-19 N N N 62000000.00 62000000.00 0.0038 N 62007409.00 62007409.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.35% 60689DGH0 Certificate of Deposit First Tier Security 2015-10-26 2015-10-26 N N N 71000000.00 71000000.00 0.0044 N 71009585.00 71009585.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873FVE5 Certificate of Deposit First Tier Security 2015-09-08 2015-09-08 N N N 300000000.00 300000000.00 0.0186 N 300000000.00 300000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.30% 63873FFM5 Certificate of Deposit First Tier Security 2015-09-23 2015-10-23 Y NATIXIS NY BRH N/A N/A N N 102000000.00 102000000.00 0.0063 N 101994492.00 101994492.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873FRC4 Certificate of Deposit First Tier Security 2015-09-01 2015-09-01 N N N 142000000.00 142000000.00 0.0088 N 142000781.00 142000781.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.34% 63873FTL2 Certificate of Deposit First Tier Security 2015-11-04 2015-11-04 N N N 227000000.00 227000000.00 0.0141 N 227056500.30 227056500.30 Royal Bank of Canada Royal Bank of Canada, 0.28% 78009NSG2 Certificate of Deposit First Tier Security 2015-09-10 2015-11-10 N N N 100000000.00 100000000.00 0.0062 N 99995300.00 99995300.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.27% 83051H3R5 Certificate of Deposit First Tier Security 2015-10-23 2015-10-23 N N N 157000000.00 157000000.00 0.0097 N 157026328.90 157026328.90 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.33% 83051H3H7 Certificate of Deposit First Tier Security 2015-10-15 2015-10-15 N N N 64000000.00 64000000.00 0.0040 N 64015187.20 64015187.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.29% 86563RQF8 Certificate of Deposit First Tier Security 2015-09-03 2015-09-03 N N N 2000000.00 2000000.00 0.0001 N 2000021.00 2000021.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.29% 86563RQM3 Certificate of Deposit First Tier Security 2015-09-15 2015-09-15 N N N 35300000.00 35300000.00 0.0022 N 35301616.74 35301616.74 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86563RTX6 Certificate of Deposit First Tier Security 2015-09-25 2015-09-25 N N N 110000000.00 110000000.00 0.0068 N 110008162.00 110008162.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86563RZT8 Certificate of Deposit First Tier Security 2015-10-15 2015-10-15 N N N 69000000.00 69000000.00 0.0043 N 69007734.90 69007734.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86563RZU5 Certificate of Deposit First Tier Security 2015-10-16 2015-10-16 N N N 42000000.00 42000000.00 0.0026 N 42004762.80 42004762.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86563RJ74 Certificate of Deposit First Tier Security 2015-10-23 2015-10-23 N N N 90000000.00 90000000.00 0.0056 N 90010458.00 90010458.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.33% 86563RWY0 Certificate of Deposit First Tier Security 2015-10-15 2015-10-15 N N N 164000000.00 164000000.00 0.0102 N 164022517.20 164022517.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.35% 86563RYK8 Certificate of Deposit First Tier Security 2015-10-27 2015-10-27 N N N 69000000.00 69000000.00 0.0043 N 69012433.80 69012433.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562JCD7 Certificate of Deposit First Tier Security 2015-09-15 2015-10-15 N N N 144000000.00 144000000.00 0.0089 N 143997408.00 143997408.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.29% 86563KD26 Certificate of Deposit First Tier Security 2015-10-08 2015-10-08 N N N 152000000.00 152000000.00 0.0094 N 152012661.60 152012661.60 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.33% 86563KB85 Certificate of Deposit First Tier Security 2015-10-19 2015-10-19 N N N 154000000.00 154000000.00 0.0095 N 154021975.80 154021975.80 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.23% 86958DWN8 Certificate of Deposit First Tier Security 2015-10-02 2015-10-02 N N N 56000000.00 56000240.97 0.0035 N 56002531.20 56002531.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.24% 86958DWM0 Certificate of Deposit First Tier Security 2015-10-09 2015-10-09 N N N 56000000.00 56000295.37 0.0035 N 56002968.00 56002968.00 Swedbank AB Swedbank AB, 0.26% 87019TZ96 Certificate of Deposit First Tier Security 2015-10-16 2015-10-16 N N N 56000000.00 56000000.00 0.0035 N 56007795.20 56007795.20 Swedbank AB Swedbank AB, 0.26% 87019T2A9 Certificate of Deposit First Tier Security 2015-10-23 2015-10-23 N N N 56000000.00 56000000.00 0.0035 N 56008652.00 56008652.00 Swedbank AB Swedbank AB, 0.26% 87019T2D3 Certificate of Deposit First Tier Security 2015-10-30 2015-10-30 N N N 57000000.00 57000000.00 0.0035 N 57009484.80 57009484.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.28% 89112UYQ8 Certificate of Deposit First Tier Security 2015-09-08 2015-10-06 N N N 109000000.00 109000000.00 0.0067 N 108997602.00 108997602.00 UBS AG UBS AG, 0.29% 90267RU49 Certificate of Deposit First Tier Security 2015-10-15 2015-10-15 N N N 79000000.00 79000000.00 0.0049 N 79006391.10 79006391.10 UBS AG UBS AG, 0.30% 90267RU80 Certificate of Deposit First Tier Security 2015-10-30 2015-10-30 N N N 89000000.00 89000000.00 0.0055 N 89007395.90 89007395.90 UBS AG UBS AG, 0.32% 90267RR43 Certificate of Deposit First Tier Security 2015-09-09 2015-10-09 N N N 118000000.00 118000000.00 0.0073 N 117997286.00 117997286.00 HSBC Bank PLC HSBC Bank PLC, 0.29% 35X99QBM5 0001140465 Certificate of Deposit First Tier Security 2015-09-17 2015-09-17 N N N 55000000.00 55000000.00 0.0034 N 55001474.00 55001474.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 18G993FQ8 0001462160 Certificate of Deposit First Tier Security 2015-10-09 2015-10-09 N N N 22000000.00 22000000.00 0.0014 N 22002329.80 22002329.80 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 18G993FS4 0001462160 Certificate of Deposit First Tier Security 2015-10-13 2015-10-13 N N N 13000000.00 12995302.03 0.0008 N 12996631.70 12996631.70 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 18G993FU9 0001462160 Certificate of Deposit First Tier Security 2015-10-15 2015-10-15 N N N 38000000.00 37985613.79 0.0024 N 37989553.80 37989553.80 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 18G993FV7 0001462160 Certificate of Deposit First Tier Security 2015-10-16 2015-10-16 N N N 24000000.00 23990707.30 0.0015 N 23993224.80 23993224.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 39K99HJN1 0000833029 Certificate of Deposit First Tier Security 2015-09-25 2015-09-25 N N N 15000000.00 15000000.00 0.0009 N 15001248.00 15001248.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 39K99HJP6 0000833029 Certificate of Deposit First Tier Security 2015-09-30 2015-09-30 N N N 38000000.00 38000000.00 0.0024 N 38003792.40 38003792.40 Rabobank Nederland Rabobank Nederland, 0.25% 75299YGD3 0001098062 Certificate of Deposit First Tier Security 2015-11-05 2015-11-05 N N N 146000000.00 146000000.00 0.0090 N 145996204.00 145996204.00 Rabobank Nederland Rabobank Nederland, 0.25% 75299YGC5 0001098062 Certificate of Deposit First Tier Security 2015-11-06 2015-11-06 N N N 316000000.00 316000000.00 0.0196 N 315990456.80 315990456.80 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.27% 865997LD0 0001046017 Certificate of Deposit First Tier Security 2015-10-27 2015-10-27 N N N 22000000.00 22000000.00 0.0014 N 22001177.00 22001177.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.27% 865997LE8 0001046017 Certificate of Deposit First Tier Security 2015-11-05 2015-11-05 N N N 22000000.00 22000000.00 0.0014 N 22000393.80 22000393.80 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 865997KM1 0001046017 Certificate of Deposit First Tier Security 2015-10-06 2015-10-06 N N N 22000000.00 22000000.00 0.0014 N 22002017.40 22002017.40 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.31% 865997KB5 0001046017 Certificate of Deposit First Tier Security 2015-09-21 2015-09-21 N N N 13000000.00 13000000.00 0.0008 N 13000923.00 13000923.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.34% 865997KJ8 0001046017 Certificate of Deposit First Tier Security 2015-10-19 2015-10-19 N N N 12000000.00 12000000.00 0.0007 N 12001873.20 12001873.20 Wells Fargo Bank NA Wells Fargo Bank NA, 0.28% 94988EED6 Certificate of Deposit First Tier Security 2015-09-01 2015-09-01 N N N 175000000.00 175000000.00 0.0108 N 175000000.00 175000000.00 Fannie Mae Fannie Mae, 0.21% 3135G0B44 Government Agency Debt First Tier Security 2015-09-26 2017-01-26 N N N 90000000.00 89987110.92 0.0056 N 90081540.00 90081540.00 Fannie Mae Fannie Mae, 0.24% 313588SF3 Government Agency Debt First Tier Security 2016-01-25 2016-01-25 N N N 159000000.00 158845239.96 0.0098 N 158860716.00 158860716.00 Fannie Mae Fannie Mae, 0.25% 313588SN6 Government Agency Debt First Tier Security 2016-02-01 2016-02-01 N N N 162000000.00 161827875.00 0.0100 N 161820342.00 161820342.00 Fannie Mae Fannie Mae, 0.28% 313588TM7 Government Agency Debt First Tier Security 2016-02-24 2016-02-24 N N N 18579000.00 18553567.41 0.0011 N 18555293.20 18555293.20 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EE2V1 Government Agency Debt First Tier Security 2015-09-06 2016-07-06 N N N 15000000.00 14999382.00 0.0009 N 15000990.00 15000990.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A5HW2 Government Agency Debt First Tier Security 2015-09-02 2016-03-02 N N N 75000000.00 75000000.00 0.0046 N 75003675.00 75003675.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5HD4 Government Agency Debt First Tier Security 2015-09-01 2016-06-01 N N N 125000000.00 125000000.00 0.0077 N 125018500.00 125018500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5VQ9 Government Agency Debt First Tier Security 2015-09-08 2016-07-08 N N N 83000000.00 83000000.00 0.0051 N 83008881.00 83008881.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A6AZ0 Government Agency Debt First Tier Security 2015-09-17 2016-08-17 N N N 28000000.00 28000000.00 0.0017 N 27993420.00 27993420.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5R50 Government Agency Debt First Tier Security 2015-10-02 2016-07-01 N N N 34000000.00 33997168.22 0.0021 N 33996770.00 33996770.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5VX4 Government Agency Debt First Tier Security 2015-10-17 2016-10-17 N N N 41000000.00 40995320.77 0.0025 N 40984748.00 40984748.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5VY2 Government Agency Debt First Tier Security 2015-09-15 2016-07-15 N N N 41000000.00 41000000.00 0.0025 N 41002419.00 41002419.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5X79 Government Agency Debt First Tier Security 2015-09-17 2017-01-17 N N N 48000000.00 47989960.76 0.0030 N 48001200.00 48001200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A6CH8 Government Agency Debt First Tier Security 2015-09-18 2016-05-18 N N N 134000000.00 133980626.65 0.0083 N 134010318.00 134010318.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A6BJ5 Government Agency Debt First Tier Security 2015-09-19 2016-08-19 N N N 157000000.00 157000000.00 0.0097 N 157007850.00 157007850.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5RG6 Government Agency Debt First Tier Security 2015-09-24 2016-06-24 N N N 30000000.00 30000000.00 0.0019 N 30003000.00 30003000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A5W62 Government Agency Debt First Tier Security 2015-10-23 2017-01-23 N N N 82000000.00 81982645.46 0.0051 N 81979664.00 81979664.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A5J34 Government Agency Debt First Tier Security 2015-09-03 2016-12-02 N N N 24000000.00 24000000.00 0.0015 N 24008928.00 24008928.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A5Q85 Government Agency Debt First Tier Security 2015-09-20 2016-06-20 N N N 28000000.00 28000000.00 0.0017 N 28004004.00 28004004.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A5W39 Government Agency Debt First Tier Security 2015-09-24 2017-01-24 N N N 42000000.00 41994062.83 0.0026 N 42003864.00 42003864.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A6DD6 Government Agency Debt First Tier Security 2015-09-26 2016-05-26 N N N 262000000.00 262000000.00 0.0162 N 262048732.00 262048732.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A0EP1 Government Agency Debt First Tier Security 2015-09-11 2015-12-11 N N N 100000000.00 99997178.50 0.0062 N 100016900.00 100016900.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5YX1 Government Agency Debt First Tier Security 2015-11-09 2017-02-09 N N N 377000000.00 376924797.10 0.0233 N 376892178.00 376892178.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% to 0.19% 313384QJ1 Government Agency Debt First Tier Security 2015-12-11 2015-12-11 N N N 122000000.00 121936936.73 0.0076 N 121941806.00 121941806.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5WU9 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 22000000.00 21998050.48 0.0014 N 21988890.00 21988890.00 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 47000000.00 46995831.30 0.0029 N 46976265.00 46976265.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5WG0 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 28000000.00 27997518.80 0.0017 N 27985860.00 27985860.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5Y94 Government Agency Debt First Tier Security 2016-01-21 2016-01-21 N N N 56000000.00 55995259.91 0.0035 N 55968528.00 55968528.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5YR4 Government Agency Debt First Tier Security 2016-01-22 2016-01-22 N N N 66000000.00 65993588.31 0.0041 N 65962248.00 65962248.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A3T53 Government Agency Debt First Tier Security 2015-09-23 2016-12-23 N N N 95000000.00 94984269.33 0.0059 N 95039425.00 95039425.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A5NZ8 Government Agency Debt First Tier Security 2015-12-17 2015-12-17 N N N 156000000.00 155989444.82 0.0097 N 155981748.00 155981748.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% to 0.20% 3130A5ZR3 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 167000000.00 166974491.12 0.0103 N 166895959.00 166895959.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384QF9 Government Agency Debt First Tier Security 2015-12-08 2015-12-08 N N N 107000000.00 106945905.50 0.0066 N 106950459.00 106950459.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5J67 Government Agency Debt First Tier Security 2016-01-11 2016-01-11 N N N 100000000.00 99984275.58 0.0062 N 99953200.00 99953200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5JA8 Government Agency Debt First Tier Security 2016-01-13 2016-01-13 N N N 159000000.00 158974643.92 0.0098 N 158922567.00 158922567.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5JP5 Government Agency Debt First Tier Security 2016-01-14 2016-01-14 N N N 59000000.00 58990520.92 0.0037 N 58970736.00 58970736.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384SC4 Government Agency Debt First Tier Security 2016-01-22 2016-01-22 N N N 105000000.00 104918668.79 0.0065 N 104909910.00 104909910.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A63Y1 Government Agency Debt First Tier Security 2016-01-29 2016-01-29 N N N 64000000.00 63991023.48 0.0040 N 63951296.00 63951296.00 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 158000000.00 157857097.81 0.0098 N 157859696.00 157859696.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313384SQ3 Government Agency Debt First Tier Security 2016-02-03 2016-02-03 N N N 59000000.00 58944367.89 0.0036 N 58933684.00 58933684.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A5HE2 Government Agency Debt First Tier Security 2016-02-29 2016-02-29 N N N 30000000.00 29994088.86 0.0019 N 29975850.00 29975850.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313384SX8 Government Agency Debt First Tier Security 2016-02-10 2016-02-10 N N N 83000000.00 82908351.40 0.0051 N 82902558.00 82902558.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384TM1 Government Agency Debt First Tier Security 2016-02-24 2016-02-24 N N N 105000000.00 104848566.65 0.0065 N 104866020.00 104866020.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384UB3 Government Agency Debt First Tier Security 2016-03-09 2016-03-09 N N N 65000000.00 64897081.21 0.0040 N 64906660.00 64906660.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5LE7 Government Agency Debt First Tier Security 2016-07-06 2016-07-06 N N N 126000000.00 125983129.61 0.0078 N 125938638.00 125938638.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5MZ9 Government Agency Debt First Tier Security 2016-07-08 2016-07-08 N N N 130000000.00 129982460.24 0.0080 N 129934480.00 129934480.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5N21 Government Agency Debt First Tier Security 2016-07-08 2016-07-08 N N N 130000000.00 129982460.24 0.0080 N 129934480.00 129934480.00 Freddie Mac Freddie Mac, 0.14% 3134G7SG7 Government Agency Debt First Tier Security 2015-09-17 2016-08-17 N N N 94000000.00 94000000.00 0.0058 N 93978474.00 93978474.00 Freddie Mac Freddie Mac, 0.16% 3134G7TF8 Government Agency Debt First Tier Security 2015-09-24 2016-08-24 N N N 157000000.00 157000000.00 0.0097 N 157023707.00 157023707.00 Freddie Mac Freddie Mac, 0.28% 313396TK9 Government Agency Debt First Tier Security 2016-02-22 2016-02-22 N N N 39000000.00 38947220.01 0.0024 N 38950782.00 38950782.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796EX3 Treasury Debt First Tier Security 2015-09-17 2015-09-17 N N N 144000000.00 143990719.96 0.0089 N 143999856.00 143999856.00 U.S. Treasury Bills U.S. Treasury Bills, 0.27% 912796FZ7 Treasury Debt First Tier Security 2016-03-03 2016-03-03 N N N 209000000.00 208714715.00 0.0129 N 208717641.00 208717641.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% 912828WK2 Treasury Debt First Tier Security 2015-09-01 2016-01-31 N N N 256000000.00 256003238.09 0.0159 N 256035072.00 256035072.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828PS3 Treasury Debt First Tier Security 2016-01-31 2016-01-31 N N N 47000000.00 47353243.67 0.0029 N 47334123.00 47334123.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828TP5 Treasury Debt First Tier Security 2015-09-15 2015-09-15 N N N 48000000.00 48000855.81 0.0030 N 47997168.00 47997168.00 U.S. Treasury Notes U.S. Treasury Notes, 0.27% 912828EW6 Treasury Debt First Tier Security 2016-02-15 2016-02-15 N N N 56000000.00 57069277.83 0.0035 N 57054368.00 57054368.00 U.S. Treasury Notes U.S. Treasury Notes, 0.31% 912828KR0 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 26000000.00 26395554.19 0.0016 N 26394056.00 26394056.00 U.S. Treasury Notes U.S. Treasury Notes, 0.35% 912828KW9 Treasury Debt First Tier Security 2016-05-31 2016-05-31 N N N 130000000.00 132792295.04 0.0082 N 132777710.00 132777710.00 U.S. Treasury Notes U.S. Treasury Notes, 0.41% 912828VL1 Treasury Debt First Tier Security 2016-07-15 2016-07-15 N N N 177000000.00 177318420.43 0.0110 N 177320370.00 177320370.00 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.29% 00084CWA6 Financial Company Commercial Paper First Tier Security 2015-09-10 2015-09-10 N N N 39000000.00 38997172.50 0.0024 N 38998482.90 38998482.90 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.31% 00084CY22 Financial Company Commercial Paper First Tier Security 2015-11-02 2015-11-02 N N N 22000000.00 21988254.45 0.0014 N 21992146.00 21992146.00 BNP Paribas Fortis BNP Paribas Fortis, 0.14% 09659KW14 Financial Company Commercial Paper First Tier Security 2015-09-01 2015-09-01 N N N 55000000.00 55000000.00 0.0034 N 54999846.00 54999846.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.14% 09659CW12 Financial Company Commercial Paper First Tier Security 2015-09-01 2015-09-01 N N N 131000000.00 131000000.00 0.0081 N 130999633.20 130999633.20 Credit Agricole CIB Credit Agricole CIB, 0.15% 22533UW41 Financial Company Commercial Paper First Tier Security 2015-09-04 2015-09-04 N N N 44000000.00 43999449.99 0.0027 N 43999164.00 43999164.00 Lloyds Bank PLC Lloyds Bank PLC, 0.25% 53943SXK8 Financial Company Commercial Paper First Tier Security 2015-10-19 2015-10-19 N N N 300000000.00 299899999.92 0.0186 N 299910990.00 299910990.00 Mitsubishi UFJ Trust & Banking Corp. 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Danaher Corp., 0.35% 23585MXK7 Other Commercial Paper First Tier Security 2015-10-19 2015-10-19 N N N 23000000.00 22989266.66 0.0014 N 22994208.60 22994208.60 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.37% 86959JJQ2 Other Note First Tier Security 2015-09-15 2015-10-15 N N N 33000000.00 33000000.00 0.0020 N 32999406.00 32999406.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.39% 86959JJL3 Other Note First Tier Security 2015-09-25 2015-09-25 N N N 133000000.00 133000000.00 0.0082 N 132996941.00 132996941.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.19% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2015-09-08 2015-09-08 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 33000000.00 33000000.00 0.0020 N 33000000.00 33000000.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.07% 45D991FR6 Other Instrument Time Deposits First Tier Security 2015-09-01 2015-09-01 N N N 119000000.00 119000000.00 0.0074 N 119000000.00 119000000.00 Bank of New York Mellon (TD) Bank of New York Mellon (TD), 0.07% 71C99YDC6 Other Instrument Time Deposits First Tier Security 2015-09-01 2015-09-01 N N N 545000000.00 545000000.00 0.0337 N 545000000.00 545000000.00 Credit Agricole CIB Credit Agricole CIB, 0.09% 44T99H8L8 Other Instrument Time Deposits First Tier Security 2015-09-01 2015-09-01 N N N 425000000.00 425000000.00 0.0263 N 425000000.00 425000000.00 Lloyds Bank PLC(TD) Lloyds Bank PLC(TD), 0.10% 44U998BB4 Other Instrument Time Deposits First Tier Security 2015-09-01 2015-09-01 N N N 59000000.00 59000000.00 0.0037 N 59000000.00 59000000.00 National Bank of Canada (TD) National Bank of Canada (TD), 0.07% 62K999CC2 Other Instrument Time Deposits First Tier Security 2015-09-01 2015-09-01 N N N 65000000.00 65000000.00 0.0040 N 65000000.00 65000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.13% 62C99UNK4 Other Instrument Time Deposits First Tier Security 2015-09-01 2015-09-01 N N N 354000000.00 354000000.00 0.0219 N 354000000.00 354000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.07% 44U997WA5 Other Instrument Time Deposits First Tier Security 2015-09-01 2015-09-01 N N N 157000000.00 157000000.00 0.0097 N 157000000.00 157000000.00 Swedbank AB Swedbank AB, 0.13% 44U996VM2 Other Instrument Time Deposits First Tier Security 2015-09-01 2015-09-01 N N N 614000000.00 614000000.00 0.0380 N 614000000.00 614000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HDX8_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 Government Agency Debt 5563908.27 5488203.64 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2040-03-20 3 - 3 Government Agency Debt 8806467.37 2649211.25 Unrated Security 2015-09-01 2015-09-01 N N N 7900370.00 7900369.89 0.0005 N 7900369.89 7900369.89 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HDX8_07629 Government Agency Repurchase Agreement Y US TREASURY 2015-09-10 2044-11-15 0 - 9.25 Treasury Debt 22282088.97 22617397.97 FEDERAL FARM CREDIT 2023-08-17 2023-08-17 2.87 - 2.87 Government Agency Debt 53.49 53.44 FEDERAL HOME LOAN BANK 2016-06-13 2016-06-13 5.625 - 5.625 Government Agency Debt 403.27 424.14 FEDERAL HOME LOAN MORTGAGE CORP 2017-08-01 2048-04-25 0 - 8 Government Agency Debt 43402077.01 18278381.68 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-01 2048-03-01 0.49 - 7.5 Government Agency Debt 110182484.79 36065007.74 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-03-20 2045-07-20 0.603 - 7 Government Agency Debt 70868001.81 16641493.03 GINNIE MAE 2041-08-20 2041-10-20 3 - 3.5 Government Agency Debt 249098.87 136537.91 Unrated Security 2015-09-01 2015-09-01 N N N 91700722.00 91700721.93 0.0057 N 91700721.93 91700721.93 Citibank NA In a joint trading account with Citibank NA at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HDX8_26602 Government Agency Repurchase Agreement Y US TREASURY 2015-11-15 2043-08-15 0.125 - 9.875 Treasury Debt 33414810.94 33661604.33 FEDERAL FARM CREDIT 2017-03-27 2017-11-13 0.211 - 0.275 Government Agency Debt 2094215.24 2095285.85 FEDERAL HOME LOAN BANK 2017-03-10 2017-03-10 0.875 - 0.875 Government Agency Debt 1102.17 1109.93 FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2044-07-01 1 - 6.2 Government Agency Debt 53832217.13 6503184.46 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-15 2044-09-01 0.5 - 5 Government Agency Debt 8850117.62 1618638.07 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-06-15 2045-07-15 3 - 6 Government Agency Debt 5389.93 972.42 RESOLUTION FUNDING CORP 2021-01-15 2030-04-15 0 - 0 Government Agency Debt 1530961.19 1102408.17 Unrated Security 2015-09-01 2015-09-01 N N N 44086886.00 44086885.54 0.0027 N 44086885.54 44086885.54 Citibank NA In a joint trading account with Citibank NA at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HEA7_26602 Government Agency Repurchase Agreement Y US TREASURY 2015-11-15 2043-08-15 0.125 - 9.875 Treasury Debt 5428938.70 5469035.47 FEDERAL FARM CREDIT 2017-03-27 2017-11-13 0.211 - 0.275 Government Agency Debt 340249.30 340423.25 FEDERAL HOME LOAN BANK 2017-03-10 2017-03-10 0.875 - 0.875 Government Agency Debt 179.07 180.33 FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2044-07-01 1 - 6.2 Government Agency Debt 8746175.67 1056579.07 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-15 2044-09-01 0.5 - 5 Government Agency Debt 1437887.71 262981.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-06-15 2045-07-15 3 - 6 Government Agency Debt 875.71 157.99 RESOLUTION FUNDING CORP 2021-01-15 2030-04-15 0 - 0 Government Agency Debt 248736.84 179109.39 Unrated Security 2015-09-01 2015-09-01 N N N 7162842.00 7162841.63 0.0004 N 7162841.63 7162841.63 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HDX8_04361 Government Agency Repurchase Agreement Y US TREASURY 2015-09-03 2045-05-15 0 - 8.125 Treasury Debt 30950669.59 32225537.88 FEDERAL HOME LOAN MORTGAGE CORP 2018-11-01 2043-09-01 2.123 - 6 Government Agency Debt 8242123.38 6130572.63 FEDERAL NATIONAL MORTGAGE ASSOC 2026-07-01 2042-06-01 3.5 - 7 Government Agency Debt 23985429.66 17282936.86 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-01-15 2045-05-20 2.5 - 8 Government Agency Debt 12084034.61 9120482.59 Unrated Security 2015-09-01 2015-09-01 N N N 63485115.00 63485115.18 0.0039 N 63485115.18 63485115.18 Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HDX8_26252 Government Agency Repurchase Agreement Y US TREASURY 2015-09-15 2045-08-15 0.25 - 9.125 Treasury Debt 68327368.10 71401269.24 U.S. TREASURY 2016-07-31 2016-10-31 0.073 - 0.09 Treasury Debt 613660.88 613774.34 Unrated Security 2015-09-01 2015-09-01 N N N 70539017.00 70539016.87 0.0044 N 70539016.87 70539016.87 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HDX8_39304 Government Agency Repurchase Agreement Y US TREASURY 2015-10-15 2044-02-15 0.25 - 9.875 Treasury Debt 64220685.82 68002658.50 FEDERAL HOME LOAN MORTGAGE CORP 2017-04-01 2045-06-01 3 - 7 Government Agency Debt 90399173.58 34550526.16 U.S. TREASURY 2016-01-31 2017-01-31 0 - 0.134 Treasury Debt 1112922.23 1113083.15 Unrated Security 2015-09-01 2015-09-01 N N N 101613147.00 101613146.74 0.0063 N 101613146.74 101613146.74 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HDX8_40488 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2044-11-01 2.5 - 7.5 Government Agency Debt 12624205.47 7668952.41 FEDERAL NATIONAL MORTGAGE ASSOC 2042-10-01 2042-10-01 3.5 - 3.5 Government Agency Debt 8464329.33 6721275.08 Unrated Security 2015-09-01 2015-09-01 N N N 14107803.00 14107803.37 0.0009 N 14107803.37 14107803.37 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HDX8_55502 Government Agency Repurchase Agreement Y US TREASURY 2015-11-30 2045-05-15 0.25 - 9.25 Treasury Debt 96413410.97 100963839.61 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2048-06-01 1.179 - 9 Government Agency Debt 212513992.09 73969110.65 U.S. TREASURY 2016-01-31 2017-07-31 0 - 0.134 Treasury Debt 8740577.92 8739764.59 Unrated Security 2015-09-01 2015-09-01 N N N 179952791.00 179952791.33 0.0111 N 179952791.33 179952791.33 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HEA7_55502 Government Agency Repurchase Agreement Y US TREASURY 2015-11-30 2045-05-15 0.25 - 9.25 Treasury Debt 5116853.06 5358353.44 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2048-06-01 1.179 - 9 Government Agency Debt 11278543.73 3925689.04 U.S. TREASURY 2016-01-31 2017-07-31 0 - 0.134 Treasury Debt 463880.00 463836.83 Unrated Security 2015-09-01 2015-09-01 N N N 9550456.00 9550455.51 0.0006 N 9550455.51 9550455.51 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HEA7_53651 Government Agency Repurchase Agreement Y US TREASURY 2025-05-15 2025-05-15 2.125 - 2.125 Treasury Debt 924680.66 925390.27 FEDERAL HOME LOAN MORTGAGE CORP 2015-10-01 2045-08-01 1.895 - 10.5 Government Agency Debt 5843968.32 357316.35 FEDERAL NATIONAL MORTGAGE ASSOC 2015-09-25 2048-08-01 1.902 - 10.5 Government Agency Debt 7174193.59 617533.92 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-20 2065-08-20 1.216 - 5.555 Government Agency Debt 6093862.47 4918050.80 Unrated Security 2015-09-01 2015-09-01 N N N 6684574.00 6684573.92 0.0004 N 6684573.92 6684573.92 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HDX8_53651 Government Agency Repurchase Agreement Y US TREASURY 2025-05-15 2025-05-15 2.125 - 2.125 Treasury Debt 3084945.52 3087312.95 FEDERAL HOME LOAN MORTGAGE CORP 2015-10-01 2045-08-01 1.895 - 10.5 Government Agency Debt 19496810.93 1192088.81 FEDERAL NATIONAL MORTGAGE ASSOC 2015-09-25 2048-08-01 1.902 - 10.5 Government Agency Debt 23934745.74 2060233.96 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-20 2065-08-20 1.216 - 5.555 Government Agency Debt 20330514.77 16407738.92 Unrated Security 2015-09-01 2015-09-01 N N N 22301263.00 22301262.88 0.0014 N 22301262.88 22301262.88 Societe Generale In a joint trading account with Societe Generale at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HDX8_74037 Government Agency Repurchase Agreement Y US TREASURY 2015-11-15 2045-02-15 0 - 8.75 Treasury Debt 31378526.86 32338003.83 FEDERAL AGRICULTURE MORTGAGE CORP 2016-02-11 2019-02-28 0.35 - 1.7 Government Agency Debt 1370186.98 1391034.35 FEDERAL HOME LOAN MORTGAGE CORP 2016-02-12 2045-07-01 0 - 6 Government Agency Debt 91102717.66 10432657.10 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2045-07-01 0.617 - 6 Government Agency Debt 117695976.83 31155357.99 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-04-20 2045-05-20 1.625 - 6 Government Agency Debt 17138977.63 13835323.46 RESOLUTION FUNDING CORP 2021-01-15 2026-01-15 0 - 0 Government Agency Debt 978206.01 862503.37 Unrated Security 2015-09-01 2015-09-01 N N N 88173771.00 88173771.09 0.0055 N 88173771.09 88173771.09 Societe Generale In a joint trading account with Societe Generale at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HEA7_74037 Government Agency Repurchase Agreement Y US TREASURY 2015-11-15 2045-02-15 0 - 8.75 Treasury Debt 3000090.00 3091825.26 FEDERAL AGRICULTURE MORTGAGE CORP 2016-02-11 2019-02-28 0.35 - 1.7 Government Agency Debt 131003.10 132996.31 FEDERAL HOME LOAN MORTGAGE CORP 2016-02-12 2045-07-01 0 - 6 Government Agency Debt 8710299.04 997462.70 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2045-07-01 0.617 - 6 Government Agency Debt 11252871.27 2978752.90 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-04-20 2045-05-20 1.625 - 6 Government Agency Debt 1638651.67 1322790.45 RESOLUTION FUNDING CORP 2021-01-15 2026-01-15 0 - 0 Government Agency Debt 93525.93 82463.65 Unrated Security 2015-09-01 2015-09-01 N N N 8430263.00 8430263.48 0.0005 N 8430263.48 8430263.48 Wachovia Bank NA In a joint trading account with Wachovia Bank NA at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HDX8_81240 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2045-07-01 2045-07-01 3.5 - 3.5 Government Agency Debt 24280220.18 25182533.96 Unrated Security 2015-09-01 2015-09-01 N N N 24688656.00 24688655.90 0.0015 N 24688655.90 24688655.90 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HEA7_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-06-23 2043-02-15 0 - 4 Treasury Debt 2131715.79 2179253.82 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-15 2045-09-01 0 - 7.5 Government Agency Debt 19140401.58 4413634.01 FEDERAL NATIONAL MORTGAGE ASSOC 2015-12-01 2045-09-01 0.52 - 8 Government Agency Debt 32972685.77 8763578.10 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-07-16 2045-08-20 0.453 - 5.5 Government Agency Debt 4536984.41 3168054.65 Unrated Security 2015-09-01 2015-09-01 N N N 18145865.00 18145865.46 0.0011 N 18145865.46 18145865.46 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.14%, dated 8/31/2015 due 09/01/2015 49Q99HDX8_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-06-23 2043-02-15 0 - 4 Treasury Debt 4557678.72 4659316.59 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-15 2045-09-01 0 - 7.5 Government Agency Debt 40922810.32 9436495.18 FEDERAL NATIONAL MORTGAGE ASSOC 2015-12-01 2045-09-01 0.52 - 8 Government Agency Debt 70496690.46 18736819.23 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-07-16 2045-08-20 0.453 - 5.5 Government Agency Debt 9700222.41 6773405.42 Unrated Security 2015-09-01 2015-09-01 N N N 38796459.00 38796459.28 0.0024 N 38796459.28 38796459.28 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.83% 48Z992WK0 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2036-11-15 2044-10-15 5.752 - 15.21 Government Agency Debt 199757595.00 28937868.78 First Tier Security 2015-09-08 2015-09-08 N N N 28000000.00 28000000.00 0.0017 Y 28001120.00 28001120.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.83% 48Z992XB9 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2022-04-15 2041-05-15 N/A Government Agency Debt 113872013.00 11069036.24 FEDERAL NATIONAL MORTGAGE ASSOC 2020-03-25 2041-08-25 N/A Government Agency Debt 225684899.00 5492656.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2046-10-16 2052-02-16 0.282 - 0.905 Government Agency Debt 1607745021.00 36142316.52 First Tier Security 2015-09-14 2015-09-14 N N N 51000000.00 51000000.00 0.0032 Y 51003570.00 51003570.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) 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RBC Capital Markets Co., 0.40% 42T99Q9J6 0000050916 Other Repurchase Agreement N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2039-09-16 2039-09-16 6.147 - 6.147 Other Instrument MORTGAGE 2240.00 2300.20 CS FIRST BOSTON MORTGAGE SECURITIES CORP 2035-10-25 2035-10-25 5.5 - 5.5 Other Instrument MORTGAGE 12076.00 5468.08 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2039-09-15 2039-09-15 5.538 - 5.538 Other Instrument MORTGAGE 18461.00 18531.99 DSLA MORTGAGE LOAN TRUST 2045-01-19 2045-01-19 N/A Other Instrument MORTGAGE 3328563.00 9544.31 GE COMMERCIAL MORTGAGE CORPORATION 2049-12-10 2049-12-10 5.677 - 5.677 Other Instrument MORTGAGE 571577.00 499164.81 GREENPOINT MORTGAGE-BACKED PASS-THROUGH CERTIFICATES 2037-06-25 2037-06-25 0.411 - 0.411 Other Instrument MORTGAGE 17061.00 6646.31 HARBORVIEW MORTGAGE LOAN TRUST 2045-10-20 2046-05-19 0.548 - 2.546 Other Instrument MORTGAGE 6428147.00 458786.75 IMPAC SECURED ASSETS CORP 2037-02-25 2037-02-25 0.3 - 0.3 Other Instrument MORTGAGE 37449.00 1958.68 LEHMAN XS TRUST 2046-05-25 2046-05-25 0.351 - 0.351 Other Instrument MORTGAGE 28161.00 6518.45 MASTR ADJUSTABLE RATE MORTGAGES 2047-01-25 2047-01-25 0.908 - 0.908 Other Instrument MORTGAGE 7369298.00 1675410.54 MORGAN STANLEY MORTGAGE LOAN TRUST 2036-06-25 2036-06-25 0.351 - 0.351 Other Instrument MORTGAGE 89119.00 11677.97 MORGAN STANLEY CAPITAL I 2049-11-12 2049-11-12 5.574 - 5.574 Other Instrument MORTGAGE 58335.00 59478.76 RALI 2037-05-25 2037-05-25 0.381 - 0.381 Other Instrument MORTGAGE 37209.00 13818.42 RALI 2037-06-25 2037-06-25 6 - 6 Other Instrument MORTGAGE 61760.00 17969.47 SCG TRUST 2026-11-15 2026-11-15 3.438 - 3.438 Other Instrument MORTGAGE 48963.00 49116.35 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2035-11-25 2035-11-25 4.481 - 4.481 Other Instrument MORTGAGE 1538000.00 1098188.51 TBW MORTGAGE-BACKED TRUST 2037-01-25 2037-01-25 5.66 - 5.66 Other Instrument MORTGAGE 4942705.00 1812125.83 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2036-03-25 2036-03-25 0.741 - 0.741 Other Instrument MORTGAGE 64416.00 9340.97 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES 2045-01-12 2045-01-12 5.771 - 5.771 Other Instrument MORTGAGE 444503.00 411694.65 COMM 2015-CCRE25 MTG TR 2048-08-10 2048-08-10 N/A Other Instrument MORTGAGE 125741.00 101308.12 CWALT ALTERNATIVE LOAN TRUST 2036-05-25 2036-05-25 5.75 - 6 Other Instrument MORTGAGE 67210.00 30534.93 COUNTRYWIDE HOME LOANS 2035-10-25 2035-10-25 5.5 - 5.5 Other Instrument MORTGAGE 109003.00 9890.28 CHASE MORTGAGE FINANCE CORPORATION 2036-10-25 2036-10-25 6 - 6 Other Instrument MORTGAGE 276274.00 140599.74 CITIGROUP COMMERCIAL MORTGAGE TRUST 2049-12-10 2049-12-10 6.349 - 6.349 Other Instrument MORTGAGE 27545.00 26132.04 First Tier Security 2015-09-08 2015-09-08 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 6000000.00 6000000.00 0.0004 N 6000000.00 6000000.00 RBC Capital Markets Co. 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RBC Capital Markets Co., 0.42% 42T99Q9D9 0000050916 Other Repurchase Agreement N AGATE BAY MTG TR 2015-5 2045-07-25 2045-07-25 N/A Other Instrument MORTGAGE 5846.00 5423.98 CWALT ALTERNATIVE LOAN TRUST 2036-07-25 2036-07-25 0.591 - 0.591 Other Instrument MORTGAGE 110661.00 14982.65 CWALT ALTERNATIVE LOAN TRUST 2037-01-25 2037-01-25 5.75 - 5.75 Other Instrument MORTGAGE 271053.00 123158.66 AMERICAN HOME MORTGAGE ASSETS TRUST 2046-11-25 2046-11-25 1.088 - 1.088 Other Instrument MORTGAGE 21333.00 5347.41 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2045-06-25 2045-06-25 2.47 - 2.47 Other Instrument MORTGAGE 489376.00 36309.52 BANC OF AMERICA COMMERCIAL MORTGAGE 2045-10-10 2045-10-10 5.421 - 5.421 Other Instrument MORTGAGE 446.00 456.17 BANC OF AMERICA COMMERCIAL MORTGAGE 2049-04-10 2049-04-10 5.794 - 5.794 Other Instrument MORTGAGE 152725.00 161173.67 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES 2045-01-12 2045-01-12 5.771 - 5.771 Other Instrument MORTGAGE 3035.00 2810.99 CSMC 2037-09-17 2037-09-17 4.373 - 4.373 Other Instrument MORTGAGE 1069.00 910.80 CWALT ALTERNATIVE LOAN TRUST 2035-11-25 2036-01-25 0.551 - 5.5 Other Instrument MORTGAGE 12153582.00 1525872.08 CWALT ALTERNATIVE LOAN TRUST 2036-03-25 2036-05-25 0.591 - 5.75 Other Instrument MORTGAGE 14659915.00 2170247.28 CHASE MORTGAGE FINANCE CORPORATION 2036-10-25 2036-10-25 6 - 6 Other Instrument MORTGAGE 2927.00 1489.59 CITIGROUP COMMERCIAL MORTGAGE TRUST 2049-12-10 2049-12-10 6.349 - 6.349 Other Instrument MORTGAGE 3604.00 3419.13 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2039-09-16 2039-09-16 6.147 - 6.147 Other Instrument MORTGAGE 52878.00 54299.15 CS FIRST BOSTON MORTGAGE SECURITIES CORP 2035-10-25 2035-10-25 5.5 - 5.5 Other Instrument MORTGAGE 609226.00 275860.97 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2039-09-15 2039-09-15 5.538 - 5.538 Other Instrument MORTGAGE 17474.00 17541.19 CS FIRST BOSTON MORTGAGE SECURITIES CORP 2036-01-25 2036-01-25 6.5 - 6.5 Other Instrument MORTGAGE 7562.00 1424.08 ADJUSTABLE RATE MORTGAGE TRUST 2036-03-25 2036-03-25 2.623 - 2.623 Other Instrument MORTGAGE 9955435.00 2168884.59 DSLA MORTGAGE LOAN TRUST 2045-01-19 2045-01-19 N/A Other Instrument MORTGAGE 60840567.00 174453.98 FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2036-04-25 2036-04-25 5.75 - 5.75 Other Instrument MORTGAGE 5867697.00 1368462.74 GE COMMERCIAL MORTGAGE CORPORATION 2049-12-10 2049-12-10 5.677 - 5.677 Other Instrument MORTGAGE 63861.00 55770.55 GSR MORTGAGE LOAN TRUST 2035-06-25 2035-06-25 5.752 - 5.752 Other Instrument MORTGAGE 587282.00 473012.36 GREENPOINT MORTGAGE-BACKED PASS-THROUGH CERTIFICATES 2037-06-25 2037-06-25 0.411 - 0.411 Other Instrument MORTGAGE 100316.00 39079.26 HARBORVIEW MORTGAGE LOAN TRUST 2046-05-19 2046-05-19 2.546 - 2.546 Other Instrument MORTGAGE 2240935.00 64724.41 IMPAC SECURED ASSETS CORP 2037-02-25 2037-02-25 0.3 - 0.3 Other Instrument MORTGAGE 6259120.00 327367.80 INDYMAC INDB MORTGAGE LOAN TRUST 2036-07-25 2036-07-25 0.261 - 0.261 Other Instrument MORTGAGE 3567040.00 260340.03 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2043-04-15 2043-04-15 5.475 - 5.475 Other Instrument MORTGAGE 306952.00 223100.34 LB COMMERCIAL MORTGAGE TRUST 2044-07-15 2044-07-15 6.097 - 6.097 Other Instrument MORTGAGE 920301.00 961031.14 LB-UBS COMMERCIAL MORTGAGE TRUST 2041-04-15 2041-04-15 6.321 - 6.321 Other Instrument MORTGAGE 522882.00 385479.71 LEHMAN XS TRUST 2046-05-25 2046-05-25 0.351 - 0.351 Other Instrument MORTGAGE 138798.00 32127.69 MASTR ADJUSTABLE RATE MORTGAGES 2047-01-25 2047-01-25 0.908 - 0.908 Other Instrument MORTGAGE 108905.00 24759.56 MERRILL LYNCH MORTGAGE TRUST 2043-08-12 2043-08-12 5.782 - 5.782 Other Instrument MORTGAGE 832744.00 862520.10 MORGAN STANLEY MORTGAGE LOAN TRUST 2036-06-25 2036-06-25 0.351 - 0.351 Other Instrument MORTGAGE 431499.00 56542.73 RALI 2037-05-25 2037-05-25 0.381 - 0.381 Other Instrument MORTGAGE 145190.00 53919.65 RALI 2037-06-25 2037-06-25 6 - 6 Other Instrument MORTGAGE 2357321.00 685877.92 RALI 2033-06-25 2033-06-25 5.75 - 5.75 Other Instrument MORTGAGE 68000.00 23891.84 SCG TRUST 2026-11-15 2026-11-15 3.438 - 3.438 Other Instrument MORTGAGE 152345.00 152822.14 TBW MORTGAGE-BACKED TRUST 2037-01-25 2037-01-25 5.66 - 5.66 Other Instrument MORTGAGE 8301.00 3043.37 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2034-11-25 2034-11-25 N/A Other Instrument MORTGAGE 643740400.00 2499985.98 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2051-02-15 2051-02-15 6.15 - 6.15 Other Instrument MORTGAGE 135623.00 140006.23 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2037-05-25 2037-05-25 4.443 - 4.443 Other Instrument MORTGAGE 1115359.00 282794.48 WAMU COMMERCIAL MORTGAGE SECURITIES TRUST 2045-03-23 2045-03-23 5.882 - 5.882 Other Instrument MORTGAGE 373871.00 387003.99 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2036-03-25 2036-03-25 0.741 - 0.741 Other Instrument MORTGAGE 122535.00 17768.81 First Tier Security 2015-09-08 2015-09-08 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 15000000.00 15000000.00 0.0009 N 15000000.00 15000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.93% 42T99Q9G2 0000050916 Other Repurchase Agreement N AGATE BAY MTG TR 2015-5 2045-07-25 2045-07-25 N/A Other Instrument MORTGAGE 26663.00 24738.20 CWALT ALTERNATIVE LOAN TRUST 2036-07-25 2036-07-25 0.591 - 0.591 Other Instrument MORTGAGE 3670090.00 496901.91 AMERICAN HOME MORTGAGE ASSETS TRUST 2046-11-25 2046-11-25 1.088 - 1.088 Other Instrument MORTGAGE 2265061.00 567769.23 BANC OF AMERICA MORTGAGE SECURITIES 2034-05-25 2034-07-25 5.5 - 6.5 Other Instrument MORTGAGE 22000.00 15343.56 BANC OF AMERICA COMMERCIAL MORTGAGE 2049-04-10 2049-04-10 5.794 - 5.794 Other Instrument MORTGAGE 392357.00 398091.08 BANC OF AMERICA COMMERCIAL MORTGAGE 2051-02-10 2051-02-10 6.002 - 6.002 Other Instrument MORTGAGE 281856.00 291360.76 BANC OF AMERICA FUNDING CORP 2037-06-25 2037-06-25 6 - 6 Other Instrument MORTGAGE 45567.00 20875.75 CSAB MORTGAGE-BACKED TRUST 2036-11-25 2036-11-25 6.11 - 6.11 Other Instrument MORTGAGE 80000.00 26476.87 CSMC 2037-09-17 2037-09-17 4.373 - 4.373 Other Instrument MORTGAGE 4364019.00 3718190.83 COUNTRYWIDE HOME LOANS 2035-10-25 2046-04-25 2.268 - 5.5 Other Instrument MORTGAGE 200495000.00 4428178.61 COUNTRYWIDE HOME LOANS 2035-04-20 2035-04-20 4.806 - 4.806 Other Instrument MORTGAGE 236000.00 13116.64 CHASE MORTGAGE FINANCE CORPORATION 2036-12-25 2036-12-25 6 - 6 Other Instrument MORTGAGE 155000.00 11816.18 CHASE MORTGAGE FINANCE CORPORATION 2036-10-25 2036-10-25 6 - 6 Other Instrument MORTGAGE 6531.00 3323.72 CITIGROUP MORTGAGE LOAN TRUST 2035-10-25 2035-10-25 0.451 - 0.451 Other Instrument MORTGAGE 51275000.00 7496345.47 CITIGROUP COMMERCIAL MORTGAGE TRUST 2049-12-10 2049-12-10 5.9 - 5.9 Other Instrument MORTGAGE 1500000.00 1576346.10 COBALT CMBS COMMERCIAL MORTGAGE TRUST 2047-04-17 2047-04-17 0.457 - 0.457 Other Instrument MORTGAGE 4142000.00 3741190.35 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2039-09-16 2039-09-16 6.147 - 6.147 Other Instrument MORTGAGE 7305.00 7501.33 CS FIRST BOSTON MORTGAGE SECURITIES CORP 2034-11-25 2034-11-25 5.889 - 5.889 Other Instrument MORTGAGE 48000.00 21606.06 DSLA MORTGAGE LOAN TRUST 2045-01-19 2045-01-19 N/A Other Instrument MORTGAGE 35608701.00 102104.23 DEUTSCHE ALT-A SECURITIES ALTERNATIVE LOAN TRUST 2037-05-25 2037-05-25 0.401 - 0.401 Other Instrument MORTGAGE 3017278.00 491113.50 FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2020-03-25 2020-03-25 5 - 5 Other Instrument MORTGAGE 580000.00 46971.26 HARBORVIEW MORTGAGE LOAN TRUST 2045-10-20 2045-10-20 0.548 - 0.548 Other Instrument MORTGAGE 1.00 0.08 IMPAC CMB TRUST 2035-01-25 2035-01-25 1.091 - 1.091 Other Instrument MORTGAGE 105000.00 5331.98 INDYMAC INDB MORTGAGE LOAN TRUST 2036-07-25 2036-07-25 0.261 - 0.261 Other Instrument MORTGAGE 5200083.00 379527.49 LB-UBS COMMERCIAL MORTGAGE TRUST 2040-07-15 2040-07-15 6.324 - 6.324 Other Instrument MORTGAGE 160000.00 165508.28 LB-UBS COMMERCIAL MORTGAGE TRUST 2045-09-15 2045-09-15 6.455 - 6.455 Other Instrument MORTGAGE 11177000.00 9125180.02 MASTR ADJUSTABLE RATE MORTGAGES 2047-01-25 2047-01-25 0.908 - 0.908 Other Instrument MORTGAGE 15308132.00 3480305.13 MASTR ALTERNATIVE LOAN TRUST 2035-04-25 2035-04-25 6 - 6 Other Instrument MORTGAGE 5000.00 1013.61 MORGAN STANLEY CAPITAL I 2042-06-11 2042-06-11 5.821 - 5.821 Other Instrument MORTGAGE 5000000.00 3991371.31 STRUCTURED ASSET MORTGAGE INVESTMENTS 2035-08-25 2046-03-25 0 - 2.318 Other Instrument MORTGAGE 49857852.00 5564572.58 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2045-07-17 2045-07-17 5.865 - 5.865 Other Instrument MORTGAGE 6000000.00 5640628.00 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2036-10-25 2036-10-25 6 - 6 Other Instrument MORTGAGE 60000.00 9731.66 First Tier Security 2015-11-05 2015-11-05 N N N 48000000.00 48000000.00 0.0030 Y 48016800.00 48016800.00