Prime Money Market 10.29.10 - J.P. Morgan Asset ManagementAsset Backed Commercial Paper LIBERTY...

UNAUDITED FUND HOLDINGS As of Date: 08/31/2016

Investment Cateogry Issuer CUSIP Effective Maturity Final Legal MaturityCoupon or Yield (%) Principal Amount ($) Market Value ($) Fixed/Variable Parent Name

% of Total Value

S and P Rating

Moodys Rating

Fitch Rating Country Sponsor

Asset Backed Commercial Paper RIDGEFIELD FNDG ZERO 09/1 76582BJ85 09/08/2016 09/08/2016 0.55 75,000,000.00 74,991,979.17 Fixed BNP Paribas 0.10 A-1 P-1 NR FRANCE Guggenheim Treasury Services LLCAsset Backed Commercial Paper BEDFORD ROW FUNDING CORP. 07644FAJ2 09/10/2016 09/19/2016 0.86 100,000,000.00 100,000,000.00 Variable Royal Bank of Canada 0.10 A-1+ P-1 NR CANADA Royal Bank of CanadaAsset Backed Commercial Paper ANTALIS SA 03664AJC3 09/12/2016 09/12/2016 0.55 98,000,000.00 97,983,530.56 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL S.A. 06945LJ25 09/02/2016 09/02/2016 0.55 105,000,000.00 104,998,395.80 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 13738JJ68 09/06/2016 09/06/2016 0.55 147,000,000.00 146,988,770.80 Fixed Lloyds Banking Group PLC 0.20 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper CEDAR SPRINGS CAPITAL COMPANY LLC 15060XJ86 09/08/2016 09/08/2016 0.68 25,043,000.00 25,039,688.76 Fixed UBS AG 0.00 A-1 P-1 NR SWITZERLAND Guggenheim Treasury Services LLCAsset Backed Commercial Paper CONCORD MINUTEMEN SERIES A COMMERCIAL P 2063C0J60 09/06/2016 09/06/2016 0.54 125,000,000.00 124,990,625.00 Fixed Concord Minutemen Capital Company LLC 0.20 A-1 P-1 NR UNITED STATES Guggenheim Treasury Services LLCAsset Backed Commercial Paper CROWN POINT CAPITAL COMPANY LLC 22845AAV2 09/29/2016 10/28/2016 1.02 200,000,000.00 200,000,000.00 Variable Crown Point Capital Company LLC 0.30 A-1 P-1 NR UNITED STATES Guggenheim Treasury Services LLCAsset Backed Commercial Paper GOTHAM FUNDING CORPORATION 38346LJ64 09/06/2016 09/06/2016 0.55 175,000,000.00 174,986,632.00 Fixed MITSUBISHI UFJ FINANCIAL GROUP 0.20 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper GOTHAM FUNDING CORPORATION 38346LJ72 09/07/2016 09/07/2016 0.57 75,000,000.00 74,992,875.00 Fixed MITSUBISHI UFJ FINANCIAL GROUP 0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper GOTHAM FUNDING CORPORATION 38346LJ80 09/08/2016 09/08/2016 0.57 147,013,000.00 146,996,706.10 Fixed MITSUBISHI UFJ FINANCIAL GROUP 0.20 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper KELLS FUNDING LLC 48802WH50 09/27/2016 09/27/2016 0.53 60,000,000.00 59,977,033.34 Fixed Germany (Federal Republic of) 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTAsset Backed Commercial Paper LIBERTY STREET FUNDING LLC 53127TJU8 09/28/2016 09/28/2016 0.60 137,000,000.00 136,938,350.00 Fixed Bank of Nova Scotia - (ScotiaBank) 0.20 A-1 P-1 NR CANADA BANK OF NOVA SCOTIAAsset Backed Commercial Paper REGENCY MARKETS NO 1 LLC 7588R0JE8 09/14/2016 09/14/2016 0.55 99,494,000.00 99,474,239.38 Fixed HSBC Holdings PLC 0.10 A-1 P-1 NR UNITED KINGDOM HSBC Bank PLCAsset Backed Commercial Paper REGENCY MARKETS NO 1 LLC 7588R0JU2 09/28/2016 09/28/2016 0.55 91,784,000.00 91,746,139.10 Fixed HSBC Holdings PLC 0.10 A-1 P-1 NR UNITED KINGDOM HSBC Bank PLCAsset Backed Commercial Paper VICTORY RECEIVABLES CORPORATION 92646KJ29 09/02/2016 09/02/2016 0.56 50,000,000.00 49,999,222.22 Fixed MITSUBISHI UFJ FINANCIAL GROUP 0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper VICTORY RECEIVABLES CORPORATION 92646KJ60 09/06/2016 09/06/2016 0.57 34,581,000.00 34,578,262.34 Fixed MITSUBISHI UFJ FINANCIAL GROUP 0.00 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper VICTORY RECEIVABLES CORPORATION 92646KJE3 09/14/2016 09/14/2016 0.58 200,000,000.00 199,958,111.10 Fixed MITSUBISHI UFJ FINANCIAL GROUP 0.30 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper WORKING CAPITAL MANAGEMENT CO LP 98137RJ76 09/07/2016 09/07/2016 0.54 67,000,000.00 66,993,970.00 Fixed Mizuho Financial Group 0.10 A-1 P-1 F1 JAPAN MIZUHO CORPORATE BANK LTDCertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW16891URM5 09/26/2016 09/26/2016 0.85 325,000,000.00 325,000,000.00 Fixed CHINA CONSTRUCTION BANK CORPORATION 0.40 A-1 P-1 F1 CHINA NACertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW16891URR4 09/29/2016 09/29/2016 0.85 300,000,000.00 300,000,000.00 Fixed CHINA CONSTRUCTION BANK CORPORATION 0.40 A-1 P-1 F1 CHINA NACertificate of Deposit COOPERATIEVE RABOBANK U.A XS1383985287 09/19/2016 09/19/2016 0.90 250,000,000.00 249,888,020.70 Fixed Co?peratieve Rabobank U.A 0.30 A-1 P-1 F1+ NETHERLANDS NACertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMEN22534HNQ0 09/08/2016 09/08/2016 0.49 420,000,000.00 420,000,000.00 Fixed CREDIT AGRICOLE SA 0.60 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 22536TS46 11/10/2016 11/10/2016 0.90 115,000,000.00 115,000,000.00 Fixed Credit Mutuel-CIC 0.20 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT SUISSE AG - NEW YORK BRANCH 22549VSY0 09/06/2016 09/06/2016 0.95 150,000,000.00 150,000,000.00 Variable Credit Suisse Group 0.20 A-1 P-1 F1 SWITZERLAND NACertificate of Deposit DNB BANK ASA XS1476652703 09/09/2016 09/09/2016 0.48 450,000,000.00 449,952,018.40 Fixed DNB ASA 0.60 A-1 P-1 NR NORWAY NACertificate of Deposit DNB BANK ASA-NEW YORK 23340QPE7 09/01/2016 09/01/2016 0.42 500,000,000.00 500,000,000.00 Fixed DNB ASA 0.70 A-1 P-1 NR NORWAY NACertificate of Deposit DNB BANK ASA-NEW YORK 23340QQP1 09/01/2016 09/01/2016 0.40 999,530,000.00 999,530,000.00 Fixed DNB ASA 1.40 A-1 P-1 NR NORWAY NACertificate of Deposit DZ BANK AG - NEW YORK 23328ANZ3 09/07/2016 09/07/2016 0.75 99,000,000.00 99,000,000.00 Fixed DZ BANK AG 0.10 A-1+ P-1 F1+ GERMANY NACertificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA NY 45580DES9 09/16/2016 09/16/2016 0.92 248,600,000.00 248,600,000.00 Fixed INDUSTRIAL AND COMMERCIAL BANK OF CHINA 0.30 A-1 P-1 F1 CHINA NACertificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA NY 45580DEW0 09/16/2016 09/16/2016 0.92 150,000,000.00 150,000,000.00 Fixed INDUSTRIAL AND COMMERCIAL BANK OF CHINA 0.20 A-1 P-1 F1 CHINA NACertificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA NY 45580DFJ8 09/26/2016 09/26/2016 0.85 590,000,000.00 590,000,000.00 Fixed INDUSTRIAL AND COMMERCIAL BANK OF CHINA 0.80 A-1 P-1 F1 CHINA NACertificate of Deposit INDUSTRIAL AND COMMERCIAL BANK OF CHINA XS1468492456 09/02/2016 09/02/2016 0.85 50,000,000.00 49,998,820.28 Fixed INDUSTRIAL AND COMMERCIAL BANK OF CHINA 0.10 A-1 P-1 F1 CHINA NACertificate of Deposit ING BANK NV 0ING01H76 11/25/2016 11/25/2016 0.96 20,000,000.00 20,000,000.00 Fixed ING Groep NV 0.00 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit KBC BANK NV 4823TACZ8 09/06/2016 09/06/2016 0.42 59,530,000.00 59,530,000.00 Fixed KBC GROUPE NV 0.10 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6287618787 09/12/2016 09/12/2016 0.70 450,000,000.00 449,903,355.90 Fixed KBC GROUPE NV 0.60 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6288294752 09/19/2016 09/19/2016 0.75 50,000,000.00 49,981,274.57 Fixed KBC GROUPE NV 0.10 A-1 P-1 F1 BELGIUM NACertificate of Deposit LANDESBANK HESSEN-THUERINGEN GIROZENTRAXS1469594409 09/06/2016 09/06/2016 0.58 580,000,000.00 579,953,303.00 Fixed STATE OF HESSEN 0.80 A-1 P-1 F1+ GERMANY NACertificate of Deposit LANDESBANK HESSEN-THUERINGEN GIROZENTRAXS1476703548 09/09/2016 09/09/2016 0.56 225,000,000.00 224,972,011.90 Fixed STATE OF HESSEN 0.30 A-1 P-1 F1+ GERMANY NACertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LOND XS1434175144 09/13/2016 09/13/2016 0.72 35,000,000.00 34,991,615.43 Fixed MITSUBISHI UFJ FINANCIAL GROUP 0.00 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LOND XS1434175573 12/13/2016 12/13/2016 0.99 25,000,000.00 24,929,542.09 Fixed MITSUBISHI UFJ FINANCIAL GROUP 0.00 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMITED-LONDON XS1453550011 09/02/2016 09/02/2016 0.61 250,000,000.00 249,995,749.80 Fixed Mizuho Financial Group 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMITED-LONDON XS1475336753 09/12/2016 09/12/2016 0.61 456,000,000.00 455,915,052.50 Fixed Mizuho Financial Group 0.60 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMITED-LONDON XS1476747750 09/12/2016 09/12/2016 0.60 190,000,000.00 189,965,184.70 Fixed Mizuho Financial Group 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit NATIXIS - NEW YORK BRANCH 63873FC63 10/31/2016 10/31/2016 0.93 171,968,000.00 171,968,000.00 Fixed GROUP BPCE 0.20 A-1 P-1 F1 FRANCE NACertificate of Deposit STATE STREET BANK & TRUST CO. (BOSTON) 8574P1HP4 09/14/2016 10/14/2016 0.88 200,000,000.00 200,000,000.00 Variable State Street Corp. 0.30 A-1+ P-1 F1+ UNITED STATES NACertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 86563Q7F1 09/02/2016 09/02/2016 0.55 250,000,000.00 250,000,000.00 Fixed SUMITOMO MITSUI FINANCIAL GROUP INCORPOR0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION-BRUBE6288656497 09/09/2016 09/09/2016 0.56 260,000,000.00 259,967,658.20 Fixed SUMITOMO MITSUI FINANCIAL GROUP INCORPOR0.40 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW 86564ECB0 10/14/2016 10/14/2016 0.75 25,000,000.00 25,000,000.00 Fixed SUMITOMO MITSUI TRUST HOLDINGS INC 0.00 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW 86564EEP7 09/07/2016 09/07/2016 0.50 250,000,000.00 250,000,000.00 Fixed SUMITOMO MITSUI TRUST HOLDINGS INC 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW 86564EFM3 09/08/2016 09/08/2016 0.47 300,000,000.00 300,000,000.00 Fixed SUMITOMO MITSUI TRUST HOLDINGS INC 0.40 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW 86564EFU5 09/01/2016 09/01/2016 0.42 970,000,000.00 970,000,000.00 Fixed SUMITOMO MITSUI TRUST HOLDINGS INC 1.30 A-1 P-1 F1 JAPAN NACertificate of Deposit THE BANK OF TOKYO-MITSUBISHI UFJ LTD. 06538M7M5 09/06/2016 09/06/2016 0.42 499,530,000.00 499,530,000.00 Fixed MITSUBISHI UFJ FINANCIAL GROUP 0.70 A-1 P-1 F1 JAPAN NACertificate of Deposit TORONTO DOMINION BANK LONDON BRANCH XS1472660908 09/09/2016 09/09/2016 0.49 500,000,000.00 499,945,578.10 Fixed The Toronto Dominion Bank 0.70 A-1+ P-1 F1+ CANADA NACertificate of Deposit UBS AG STAMFORD BRANCH 90267R7H6 11/07/2016 11/07/2016 0.91 50,000,000.00 50,000,000.00 Fixed UBS AG 0.10 A-1 P-1 F1 SWITZERLAND NACertificate of Deposit WELLS FARGO BANK NATIONAL ASSOCIATION 94988ESF6 09/10/2016 03/10/2017 1.03 128,700,000.00 128,700,000.00 Variable Wells Fargo & Co. 0.20 A-1+ P-1 F1+ UNITED STATES NACertificate of Deposit AGRICULTURAL BANK OF CHINA LIMITED - NEW 00850RQ53 09/14/2016 09/14/2016 0.85 175,000,000.00 175,000,000.00 Fixed AGRICULTURAL BANK OF CHINA LIMITED 0.20 A-1 P-1 F1 CHINA NACertificate of Deposit AGRICULTURAL BANK OF CHINA LIMITED - NEW 00850RQ95 09/26/2016 09/26/2016 0.85 100,000,000.00 100,000,000.00 Fixed AGRICULTURAL BANK OF CHINA LIMITED 0.10 A-1 P-1 F1 CHINA NACertificate of Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-L0PY001CW3 09/01/2016 09/01/2016 0.70 305,000,000.00 305,000,000.00 Fixed Australia and New Zealand Banking Group 0.40 A-1+ P-1 F1+ AUSTRALIA NACertificate of Deposit BANCO DEL ESTADO DE CHILE NEW YORK BRANC05969YQM8 09/02/2016 09/02/2016 0.42 100,000,000.00 100,000,000.00 Fixed BANCO DEL ESTADO DE CHILE 0.10 A-1+ P-1 F1+ CHILE NACertificate of Deposit BANCO DEL ESTADO DE CHILE NEW YORK BRANC05969YQZ9 09/02/2016 09/02/2016 0.41 100,000,000.00 100,000,000.00 Fixed BANCO DEL ESTADO DE CHILE 0.10 A-1+ P-1 F1+ CHILE NACertificate of Deposit BANCO DEL ESTADO DE CHILE NEW YORK BRANC05969YRD7 09/07/2016 09/07/2016 0.41 100,000,000.00 100,000,000.00 Fixed BANCO DEL ESTADO DE CHILE 0.10 A-1+ P-1 F1+ CHILE NACertificate of Deposit BANK OF CHINA-NEW YORK 06119PLZ0 09/26/2016 09/26/2016 0.85 300,000,000.00 300,000,000.00 Fixed BANK OF CHINA LIMITED 0.40 A-1 P-1 F1 CHINA NACertificate of Deposit BANK OF MONTREAL-CHICAGO 06427EWH0 09/08/2016 09/08/2016 0.85 255,000,000.00 254,999,961.20 Variable Bank of Montreal 0.30 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF MONTREAL-CHICAGO 06427EXF3 09/11/2016 10/11/2016 0.90 110,000,000.00 110,000,000.00 Variable Bank of Montreal 0.10 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF MONTREAL-CHICAGO 06427K4X2 09/14/2016 09/14/2016 0.47 160,000,000.00 160,000,000.00 Fixed Bank of Montreal 0.20 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF MONTREAL-CHICAGO 06427K5S2 09/01/2016 09/01/2016 0.40 203,390,000.00 203,390,000.00 Fixed Bank of Montreal 0.30 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF MONTREAL-CHICAGO 06427K5Z6 09/02/2016 09/02/2016 0.40 300,000,000.00 300,000,000.00 Fixed Bank of Montreal 0.40 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRA 06538M6S3 09/01/2016 09/01/2016 0.42 350,000,000.00 350,000,000.00 Fixed MITSUBISHI UFJ FINANCIAL GROUP 0.50 A-1 P-1 F1 JAPAN NACertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRA 06538MWN5 10/07/2016 10/07/2016 0.89 50,000,000.00 50,000,000.00 Fixed MITSUBISHI UFJ FINANCIAL GROUP 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL XS1407899761 09/06/2016 09/06/2016 0.74 250,000,000.00 249,974,371.40 Fixed Credit Mutuel-CIC 0.30 A-1 P-1 F1 FRANCE NACertificate of Deposit BNP PARIBAS NY BRANCH 05574R3B9 10/12/2016 10/12/2016 0.88 100,000,000.00 100,000,000.00 Fixed BNP Paribas 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit BNP PARIBAS SA FR0123686034 09/01/2016 09/01/2016 0.77 250,000,000.00 250,000,000.00 Fixed BNP Paribas 0.30 A-1 P-1 F1 FRANCE NACertificate of Deposit BNP PARIBAS SA FR0123686976 09/09/2016 09/09/2016 0.50 500,000,000.00 499,944,468.40 Fixed BNP Paribas 0.70 A-1 P-1 F1 FRANCE NACertificate of Deposit BNP PARIBAS SA FR0123847842 09/06/2016 09/06/2016 0.49 500,000,000.00 499,965,986.70 Fixed BNP Paribas 0.70 A-1 P-1 F1 FRANCE NACertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION LONXS1465343413 09/01/2016 09/01/2016 0.80 175,000,000.00 175,000,000.00 Fixed CHINA CONSTRUCTION BANK CORPORATION 0.20 A-1 P-1 F1 CHINA NACertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW16891UQV6 09/01/2016 09/01/2016 0.85 300,000,000.00 300,000,000.00 Fixed CHINA CONSTRUCTION BANK CORPORATION 0.40 A-1 P-1 F1 CHINA NACertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW16891URA1 09/09/2016 09/09/2016 0.85 247,700,000.00 247,700,000.00 Fixed CHINA CONSTRUCTION BANK CORPORATION 0.30 A-1 P-1 F1 CHINA NACertificate of Deposit BANCO DEL ESTADO DE CHILE NEW YORK BRANC05969YJG9 09/01/2016 09/01/2016 0.84 60,000,000.00 60,000,000.00 Variable BANCO DEL ESTADO DE CHILE 0.10 A-1+ P-1 F1+ CHILE NACertificate of Deposit BANK OF CHINA-NEW YORK 06119PLY3 09/16/2016 09/16/2016 0.85 648,000,000.00 648,000,000.00 Fixed BANK OF CHINA LIMITED 0.90 A-1 P-1 F1 CHINA NACertificate of Deposit BANK OF MONTREAL-CHICAGO 06427K4H7 09/12/2016 09/12/2016 0.47 500,000,000.00 500,000,000.00 Fixed Bank of Montreal 0.70 A-1 P-1 F1+ CANADA NACertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW16891URG8 09/15/2016 09/15/2016 0.85 200,000,000.00 200,000,000.00 Fixed CHINA CONSTRUCTION BANK CORPORATION 0.30 A-1 P-1 F1 CHINA NACertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMEN22534HGJ4 10/05/2016 10/05/2016 0.90 100,000,000.00 100,000,000.00 Fixed CREDIT AGRICOLE SA 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT SUISSE AG - NEW YORK BRANCH 22549VWY5 09/01/2016 09/01/2016 0.94 150,000,000.00 150,000,000.00 Variable Credit Suisse Group 0.20 A-1 P-1 F1 SWITZERLAND NACertificate of Deposit DZ BANK AG - LONDON BRANCH XS1476748303 09/12/2016 09/12/2016 0.49 400,000,000.00 399,940,135.90 Fixed DZ BANK AG 0.50 A-1+ P-1 F1+ GERMANY NACertificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA NY 45580DEX8 09/08/2016 09/08/2016 0.85 207,000,000.00 207,000,000.00 Fixed INDUSTRIAL AND COMMERCIAL BANK OF CHINA 0.30 A-1 P-1 F1 CHINA NACertificate of Deposit OVERSEA-CHINESE BANKING CORPORATION NY A69033LKH1 09/14/2016 09/14/2016 0.54 200,000,000.00 200,000,000.00 Fixed OVERSEA-CHINESE BANKING CORPORATION LIM 0.30 A-1+ P-1 F1+ SINGAPORE NACertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW 86563K5G4 10/14/2016 10/14/2016 0.90 100,000,000.00 100,000,000.00 Fixed SUMITOMO MITSUI TRUST HOLDINGS INC 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW XS1412708346 11/16/2016 11/16/2016 0.92 150,000,000.00 149,710,059.80 Fixed SUMITOMO MITSUI TRUST HOLDINGS INC 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit UBS AG STAMFORD BRANCH 90267R7G8 09/05/2016 11/07/2016 0.90 10,000,000.00 10,000,000.00 Variable UBS AG 0.00 A-1 P-1 F1 SWITZERLAND NAFinancial Company Commercial Paper AGRICULTURAL BANK OF CHINA LIMITED - NEW 00850UJ88 09/08/2016 09/08/2016 0.85 285,000,000.00 284,952,895.80 Fixed AGRICULTURAL BANK OF CHINA LIMITED 0.40 A-1 P-1 F1 CHINA NAFinancial Company Commercial Paper AGRICULTURAL BANK OF CHINA LIMITED - NEW 00850UJS4 09/26/2016 09/26/2016 0.85 690,000,000.00 689,592,708.30 Fixed AGRICULTURAL BANK OF CHINA LIMITED 0.90 A-1 P-1 F1 CHINA NAFinancial Company Commercial Paper BNP PARIBAS DUBLIN BRANCH 09658YJ10 09/01/2016 09/01/2016 0.42 250,000,000.00 250,000,000.00 Fixed BNP Paribas 0.30 A-1 P-1 F1 FRANCE NA

JPMorgan Prime Money Market Fund - C

Financial Company Commercial Paper BNP PARIBAS DUBLIN BRANCH 09658YJ69 09/06/2016 09/06/2016 0.42 850,000,000.00 849,950,416.70 Fixed BNP Paribas 1.20 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 09659BJ19 09/01/2016 09/01/2016 0.30 182,812,000.00 182,812,000.00 Fixed BNP Paribas 0.20 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BPCE SA 05571BJ12 09/01/2016 09/01/2016 0.76 440,000,000.00 440,000,000.00 Fixed GROUP BPCE 0.60 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BPCE SA 05571BJC8 09/12/2016 09/12/2016 0.45 500,000,000.00 499,931,250.00 Fixed GROUP BPCE 0.70 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BPCE SA 05571BK36 10/03/2016 10/03/2016 0.89 45,000,000.00 44,964,400.00 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper CAISSE CENTRALE DESJARDINS 1280C2J18 09/01/2016 09/01/2016 0.42 168,000,000.00 168,000,000.00 Fixed CAISSE CENTRALE DESJARDINS 0.20 A-1 P-1 F1+ CANADA NAFinancial Company Commercial Paper CAISSE CENTRALE DESJARDINS 1280C2J26 09/02/2016 09/02/2016 0.44 249,600,000.00 249,596,949.30 Fixed CAISSE CENTRALE DESJARDINS 0.30 A-1 P-1 F1+ CANADA NAFinancial Company Commercial Paper CAISSE CENTRALE DESJARDINS 1280C2J75 09/07/2016 09/07/2016 0.42 150,000,000.00 149,989,500.00 Fixed CAISSE CENTRALE DESJARDINS 0.20 A-1 P-1 F1+ CANADA NAFinancial Company Commercial Paper CHINA CONSTRUCTION BANK CORPORATION NEW16891MJ18 09/01/2016 09/01/2016 0.45 190,240,000.00 190,240,000.00 Fixed CHINA CONSTRUCTION BANK CORPORATION 0.30 A-1 P-1 F1 CHINA NAFinancial Company Commercial Paper CREDIT AGRICOLE CORPORATE AND INVESTMEN22533TJ15 09/01/2016 09/01/2016 0.32 138,467,000.00 138,467,000.00 Fixed CREDIT AGRICOLE SA 0.20 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper CREDIT AGRICOLE CORPORATE AND INVESTMEN22533TJ64 09/06/2016 09/06/2016 0.50 600,000,000.00 599,958,333.30 Fixed CREDIT AGRICOLE SA 0.80 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper DEXIA CREDIT LOCAL NY BRANCH (SOVEREIGN 25214W3L0 09/13/2016 09/13/2016 0.90 111,000,000.00 110,966,700.00 Fixed Dexia Group 0.20 A-1+ P-1 F1+ BELGIUM NAFinancial Company Commercial Paper ING (US) FUNDING LLC 4497W0K31 10/03/2016 10/03/2016 0.90 75,000,000.00 74,940,333.33 Fixed ING Groep NV 0.10 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper NATIXIS - NEW YORK BRANCH 63873JJ19 09/01/2016 09/01/2016 0.30 178,558,000.00 178,558,000.00 Fixed GROUP BPCE 0.20 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper SKANDINAVISKA ENSKILDA BANKEN AB 83050TJN2 09/22/2016 09/22/2016 0.83 378,000,000.00 377,816,985.00 Fixed Skandinaviska Enskilda Banken 0.50 A-1 P-1 F1+ SWEDEN NAFinancial Company Commercial Paper SKANDINAVISKA ENSKILDA BANKEN AB 83050TKQ3 10/24/2016 10/24/2016 0.85 50,000,000.00 49,937,430.56 Fixed Skandinaviska Enskilda Banken 0.10 A-1 P-1 F1+ SWEDEN NAFinancial Company Commercial Paper TORONTO-DOMINION HOLDINGS USA INC. 89116EKB8 10/11/2016 10/11/2016 0.66 145,000,000.00 144,893,666.70 Fixed The Toronto Dominion Bank 0.20 A-1+ P-1 NR CANADA NAFinancial Company Commercial Paper WESTPAC BANKING CORPORATION 9612C4TB7 09/13/2016 11/14/2016 0.88 100,000,000.00 100,000,000.00 Variable Westpac Banking Corp. 0.10 A-1+ P-1 F1+ AUSTRALIA NAFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 23305DJF3 09/15/2016 09/15/2016 0.54 66,000,000.00 65,986,140.00 Fixed DBS GROUP HOLDINGS LIMITED 0.10 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper NATIXIS - NEW YORK BRANCH 63873JKX7 10/31/2016 10/31/2016 0.93 128,000,000.00 127,801,600.00 Fixed GROUP BPCE 0.20 A-1 P-1 F1 FRANCE NANon-Financial Company Commercial Paper KREDITANSTALT FUR WIEDERAUFBAU (KFW) 48246TJC4 09/12/2016 09/12/2016 0.42 250,000,000.00 249,967,916.70 Fixed Germany (Federal Republic of) 0.30 A-1+ P-1 F1+ GERMANY NANon-Negotiable Time Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0ABN01FG3 09/01/2016 09/01/2016 0.44 1,500,000,000.00 1,500,000,000.00 Fixed ABN AMRO GROUP N.V. 2.00 A-1 P-1 F1 NETHERLANDS NANon-Negotiable Time Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0ABN01FK4 09/01/2016 09/01/2016 0.35 320,000,000.00 320,000,000.00 Fixed ABN AMRO GROUP N.V. 0.40 A-1 P-1 F1 NETHERLANDS NANon-Negotiable Time Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-G0QQ001AF9 09/01/2016 09/01/2016 0.31 600,000,000.00 600,000,000.00 Fixed Australia and New Zealand Banking Group 0.80 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time Deposit CANADIAN IMPERIAL BANK OF COMMERCE 0CBC01IY1 09/01/2016 09/01/2016 0.30 494,910,000.00 494,910,000.00 Fixed Canadian Imperial Bank of Commerce 0.70 A-1 P-1 F1+ CANADA NANon-Negotiable Time Deposit CANADIAN IMPERIAL BANK OF COMMERCE 0CBC01J12 09/01/2016 09/01/2016 0.30 118,854,000.00 118,854,000.00 Fixed Canadian Imperial Bank of Commerce 0.20 A-1 P-1 F1+ CANADA NANon-Negotiable Time Deposit CANADIAN IMPERIAL BANK OF COMMERCE 0CBC01J20 09/01/2016 09/01/2016 0.22 50,000,000.00 50,000,000.00 Fixed Canadian Imperial Bank of Commerce 0.10 A-1 P-1 F1+ CANADA NANon-Negotiable Time Deposit CHINA CONSTRUCTION BANK CORPORATION NEW0RW002HQ7 09/01/2016 09/01/2016 0.45 450,000,000.00 450,000,000.00 Fixed CHINA CONSTRUCTION BANK CORPORATION 0.60 A-1 P-1 F1 CHINA NANon-Negotiable Time Deposit CITIBANK NA-PUERTO RICO 0CPR01HT5 09/07/2016 09/07/2016 0.41 200,000,000.00 200,000,000.00 Fixed Citigroup 0.30 A-1 P-1 F1 UNITED STATES NANon-Negotiable Time Deposit COOPERATIEVE RABOBANK U.A 0RAB02G54 09/06/2016 09/06/2016 0.43 1,419,530,000.00 1,419,530,000.00 Fixed Co?peratieve Rabobank U.A 1.90 A-1 P-1 F1+ NETHERLANDS NANon-Negotiable Time Deposit CREDIT AGRICOLE CORPORATE AND INVESTMEN0BC001R36 09/01/2016 09/01/2016 0.32 897,928,000.00 897,928,000.00 Fixed CREDIT AGRICOLE SA 1.20 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit CREDIT AGRICOLE CORPORATE AND INVESTMEN0BC001R44 09/01/2016 09/01/2016 0.32 1,145,000,000.00 1,145,000,000.00 Fixed CREDIT AGRICOLE SA 1.60 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit CREDIT AGRICOLE CORPORATE AND INVESTMEN0BC001R51 09/01/2016 09/01/2016 0.32 389,436,000.00 389,436,000.00 Fixed CREDIT AGRICOLE SA 0.50 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0CIE01L91 09/01/2016 09/01/2016 0.31 1,000,000,000.00 1,000,000,000.00 Fixed Credit Mutuel-CIC 1.40 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0CIE01LA8 09/01/2016 09/01/2016 0.31 1,184,000,000.00 1,184,000,000.00 Fixed Credit Mutuel-CIC 1.60 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0CIE01LB6 09/01/2016 09/01/2016 0.31 1,095,000,000.00 1,095,000,000.00 Fixed Credit Mutuel-CIC 1.50 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit DNB BANK ASA 0DEN01RE6 09/01/2016 09/01/2016 0.30 100,000,000.00 100,000,000.00 Fixed DNB ASA 0.10 A-1 P-1 NR NORWAY NANon-Negotiable Time Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0SF001GE4 09/06/2016 09/06/2016 0.48 599,530,000.00 599,530,000.00 Fixed INDUSTRIAL AND COMMERCIAL BANK OF CHINA 0.80 A-1 P-1 F1 CHINA NANon-Negotiable Time Deposit KBC BANK NV 0KBC01QO6 09/01/2016 09/01/2016 0.32 2,155,000,000.00 2,155,000,000.00 Fixed KBC GROUPE NV 2.90 A-1 P-1 F1 BELGIUM NANon-Negotiable Time Deposit NATIXIS S.A. - GRAND CAYMAN 0NGC02WA6 09/01/2016 09/01/2016 0.31 1,959,978,000.00 1,959,978,000.00 Fixed GROUP BPCE 2.70 A-1 P-1 F1+ FRANCE NANon-Negotiable Time Deposit NATIXIS S.A. - GRAND CAYMAN 0NGC02WC2 09/01/2016 09/01/2016 0.30 275,000,000.00 275,000,000.00 Fixed GROUP BPCE 0.40 A-1 P-1 F1+ FRANCE NANon-Negotiable Time Deposit NORDEA BANK FINLAND PLC 0MBK01DZ3 09/06/2016 09/06/2016 0.40 1,999,530,000.00 1,999,530,000.00 Fixed Nordea Bank AB 2.70 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit NORDEA BANK FINLAND PLC 0MBK01E25 09/01/2016 09/01/2016 0.30 500,000,000.00 500,000,000.00 Fixed Nordea Bank AB 0.70 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit NORDEA BANK FINLAND PLC 0MBK01E33 09/01/2016 09/01/2016 0.30 100,000,000.00 100,000,000.00 Fixed Nordea Bank AB 0.10 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit NORDEA BANK FINLAND PLC 0MBK01E41 09/01/2016 09/01/2016 0.30 100,000,000.00 100,000,000.00 Fixed Nordea Bank AB 0.10 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit ROYAL BANK OF CANADA 0ROY01HA9 09/01/2016 09/01/2016 0.30 1,000,000,000.00 1,000,000,000.00 Fixed Royal Bank of Canada 1.40 A-1+ P-1 F1+ CANADA NANon-Negotiable Time Deposit ROYAL BANK OF CANADA 0ROY01HB7 09/01/2016 09/01/2016 0.35 830,296,000.00 830,296,000.00 Fixed Royal Bank of Canada 1.10 A-1+ P-1 F1+ CANADA NANon-Negotiable Time Deposit SKANDINAVISKA ENSKILDA BANKEN AB 0EN001JS2 09/01/2016 09/01/2016 0.30 1,271,836,000.00 1,271,836,000.00 Fixed Skandinaviska Enskilda Banken 1.70 A-1 P-1 F1+ SWEDEN NANon-Negotiable Time Deposit SKANDINAVISKA ENSKILDA BANKEN AB 0EN001JU7 09/01/2016 09/01/2016 0.30 1,000,000,000.00 1,000,000,000.00 Fixed Skandinaviska Enskilda Banken 1.40 A-1 P-1 F1+ SWEDEN NANon-Negotiable Time Deposit STANDARD CHARTERED BANK PLC-NEW YORK 0QF001B94 09/01/2016 09/01/2016 0.42 799,530,000.00 799,530,000.00 Fixed Standard Chartered PLC 1.10 A-1 P-1 F1 UNITED KINGDOM NANon-Negotiable Time Deposit STANDARD CHARTERED BANK PLC-NEW YORK 0QF001BA1 09/06/2016 09/06/2016 0.42 300,000,000.00 300,000,000.00 Fixed Standard Chartered PLC 0.40 A-1 P-1 F1 UNITED KINGDOM NANon-Negotiable Time Deposit SVENSKA HANDELSBANKEN AB 0SVE01D09 09/01/2016 09/01/2016 0.30 1,000,000,000.00 1,000,000,000.00 Fixed Svenska Handelsbanken 1.40 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit SWEDBANK AB 0SWB02LL7 09/06/2016 09/06/2016 0.41 1,999,530,000.00 1,999,530,000.00 Fixed Swedbank AB 2.70 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit SWEDBANK AB 0SWB02LM5 09/01/2016 09/01/2016 0.30 1,660,000,000.00 1,660,000,000.00 Fixed Swedbank AB 2.20 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit THE BANK OF TOKYO-MITSUBISHI UFJ LTD. 0AY001EF1 09/01/2016 09/01/2016 0.30 1,000,000,000.00 1,000,000,000.00 Fixed MITSUBISHI UFJ FINANCIAL GROUP 1.40 A-1 P-1 F1 JAPAN NANon-Negotiable Time Deposit THE BANK OF TOKYO-MITSUBISHI UFJ LTD. 0AY001EG9 09/01/2016 09/01/2016 0.30 1,000,000,000.00 1,000,000,000.00 Fixed MITSUBISHI UFJ FINANCIAL GROUP 1.40 A-1 P-1 F1 JAPAN NANon-Negotiable Time Deposit THE CHIBA BANK LTD-NEW YORK 0GN001BC0 09/01/2016 09/01/2016 0.43 200,000,000.00 200,000,000.00 Fixed THE CHIBA BANK LTD 0.30 A-1 P-1 NR JAPAN NANon-Negotiable Time Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-L0PY001EH4 09/01/2016 09/01/2016 0.43 1,000,000,000.00 1,000,000,000.00 Fixed Australia and New Zealand Banking Group 1.40 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time Deposit DNB BANK ASA 0DEN01RC0 09/01/2016 09/01/2016 0.30 1,600,000,000.00 1,600,000,000.00 Fixed DNB ASA 2.20 A-1 P-1 NR NORWAY NANon-Negotiable Time Deposit NATIONAL AUSTRALIA BANK LIMITED 0NAB01CZ3 09/01/2016 09/01/2016 0.30 270,604,000.00 270,604,000.00 Fixed National Australia Bank Ltd. 0.40 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time Deposit NORDEA BANK FINLAND PLC 0MBK01E17 09/01/2016 09/01/2016 0.30 1,000,000,000.00 1,000,000,000.00 Fixed Nordea Bank AB 1.40 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit ROYAL BANK OF CANADA 0ROY01H92 09/01/2016 09/01/2016 0.30 1,634,530,000.00 1,634,530,000.00 Fixed Royal Bank of Canada 2.20 A-1+ P-1 F1+ CANADA NANon-Negotiable Time Deposit SKANDINAVISKA ENSKILDA BANKEN AB 0EN001JT0 09/01/2016 09/01/2016 0.30 996,766,000.00 996,766,000.00 Fixed Skandinaviska Enskilda Banken 1.40 A-1 P-1 F1+ SWEDEN NANon-Negotiable Time Deposit SVENSKA HANDELSBANKEN AB 0SVE01CY6 09/06/2016 09/06/2016 0.40 2,619,530,000.00 2,619,530,000.00 Fixed Svenska Handelsbanken 3.50 A-1+ P-1 F1+ SWEDEN NAOther Repurchase Agreement BNP PARIBAS (NON-TRADITIONAL REPO) 0QM001AI7 10/11/2016 10/11/2016 1.05 50,000,000.00 50,000,000.00 Variable BNP Paribas 0.10 A-1 P-1 F1 FRANCE NAOther Repurchase Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADI 0CGM01EC6 09/01/2016 09/01/2016 1.17 175,000,000.00 175,000,000.00 Variable Citigroup 0.20 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADI 0CGM01ED4 09/01/2016 09/01/2016 1.17 175,000,000.00 175,000,000.00 Variable Citigroup 0.20 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement CREDIT SUISSE SECURITIES (USA) LLC (NON- 0CSN01FZ9 09/29/2016 12/13/2016 1.01 300,000,000.00 300,000,000.00 Variable Credit Suisse Group 0.40 A-1 NR NR SWITZERLAND NAOther Repurchase Agreement CREDIT SUISSE SECURITIES (USA) LLC (NON- 0CSN01G13 09/07/2016 09/07/2016 0.55 400,000,000.00 400,000,000.00 Fixed Credit Suisse Group 0.50 A-1 NR NR SWITZERLAND NAOther Repurchase Agreement HSBC SECURITIES (USA) INC (NON-TRADITION 0HSN19ON7 09/01/2016 09/01/2016 0.40 230,000,000.00 230,000,000.00 Fixed HSBC Holdings PLC 0.30 A-1+ NR NR UNITED KINGDOM NAOther Repurchase Agreement HSBC SECURITIES (USA) INC (NON-TRADITION 0HSN19OO5 09/01/2016 09/01/2016 0.55 120,000,000.00 120,000,000.00 Fixed HSBC Holdings PLC 0.20 A-1+ NR NR UNITED KINGDOM NAOther Repurchase Agreement HSBC SECURITIES (USA) INC (NON-TRADITION 0HSN19OP2 09/01/2016 09/01/2016 0.40 100,000,000.00 100,000,000.00 Fixed HSBC Holdings PLC 0.10 A-1+ NR NR UNITED KINGDOM NAOther Repurchase Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL 0MLP02NB1 09/01/2016 10/05/2016 1.10 375,000,000.00 375,000,000.00 Variable Bank of America Corporation 0.50 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL 0MLP02NC9 09/01/2016 10/05/2016 1.10 475,000,000.00 475,000,000.00 Variable Bank of America Corporation 0.60 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement SOCIETE GENERALE (NON-TRADITIONAL REPO) 0QI001DZ1 09/07/2016 09/07/2016 0.54 800,000,000.00 800,000,000.00 Fixed Societe Generale 1.10 A-1 P-1 F1 FRANCE NAOther Repurchase Agreement SOCIETE GENERALE (NON-TRADITIONAL REPO) 0QI001E15 09/01/2016 09/01/2016 0.50 250,000,000.00 250,000,000.00 Fixed Societe Generale 0.30 A-1 P-1 F1 FRANCE NAOther Repurchase Agreement WELLS FARGO SECURITIES LLC (NON-TRADITI 0QB001K31 09/06/2016 09/06/2016 0.60 175,000,000.00 175,000,000.00 Fixed Wells Fargo & Co. 0.20 A-1+ NR NR UNITED STATES NAOther Repurchase Agreement WELLS FARGO SECURITIES LLC (NON-TRADITI 0QB001K49 09/06/2016 09/06/2016 0.60 200,000,000.00 200,000,000.00 Fixed Wells Fargo & Co. 0.30 A-1+ NR NR UNITED STATES NAOther Repurchase Agreement WELLS FARGO SECURITIES LLC (NON-TRADITI 0QB001K64 09/01/2016 09/01/2016 0.40 375,000,000.00 375,000,000.00 Fixed Wells Fargo & Co. 0.50 A-1+ NR NR UNITED STATES NAOther Repurchase Agreement WELLS FARGO SECURITIES LLC (NON-TRADITI 0QB001K72 09/01/2016 09/01/2016 0.45 100,000,000.00 100,000,000.00 Fixed Wells Fargo & Co. 0.10 A-1+ NR NR UNITED STATES NAOther Repurchase Agreement WELLS FARGO SECURITIES LLC (NON-TRADITI 0QB001K80 09/07/2016 09/07/2016 0.60 175,000,000.00 175,000,000.00 Fixed Wells Fargo & Co. 0.20 A-1+ NR NR UNITED STATES NAOther Repurchase Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL 0MLP02N96 10/19/2016 10/19/2016 1.10 625,000,000.00 625,000,000.00 Variable Bank of America Corporation 0.80 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement SOCIETE GENERALE (NON-TRADITIONAL REPO) 0QI001E07 09/01/2016 09/01/2016 0.40 500,000,000.00 500,000,000.00 Fixed Societe Generale 0.70 A-1 P-1 F1 FRANCE NAOther Repurchase Agreement WELLS FARGO SECURITIES LLC (NON-TRADITI 0QB001K56 09/01/2016 09/01/2016 0.40 100,000,000.00 100,000,000.00 Fixed Wells Fargo & Co. 0.10 A-1+ NR NR UNITED STATES NAU.S. Government Agency Debt FEDERAL HOME LOAN MORTGAGE CORP. 3137EADS5 10/14/2016 10/14/2016 0.88 10,000,000.00 10,006,465.54 Fixed Federal Home Loan Mortgage Corp. 0.00 A-1+ P-1 F1+ UNITED STATES NAU.S. Treasury Debt US TREASURY 912828FY1 11/15/2016 11/15/2016 4.63 517,733,000.00 521,953,345.10 Fixed US Government 0.70 A-1+ P-1 F1+ UNITED STATES NAU.S. Treasury Debt US TREASURY 912828MA5 11/30/2016 11/30/2016 2.75 102,000,000.00 102,543,721.30 Fixed US Government 0.10 A-1+ P-1 F1+ UNITED STATES NAU.S. Treasury Debt US TREASURY 912828RU6 11/30/2016 11/30/2016 0.88 700,000,000.00 700,422,796.90 Fixed US Government 0.90 A-1+ P-1 F1+ UNITED STATES NAU.S. Treasury Debt US TREASURY 912828WF3 11/15/2016 11/15/2016 0.63 350,000,000.00 350,002,785.30 Fixed US Government 0.50 A-1+ P-1 F1+ UNITED STATES NAVariable Rate Demand Note JETS STADIUM DEVELOPMENT LLC 477181AJ0 09/07/2016 09/07/2016 0.59 67,745,000.00 67,745,000.00 Variable SUMITOMO MITSUI FINANCIAL GROUP INCORPOR0.10 NR NR NR JAPAN NAVariable Rate Demand Note JETS STADIUM FINANCE ISSUER 2015 LLC 477182AA7 09/07/2016 09/07/2016 0.59 49,515,000.00 49,515,000.00 Variable SUMITOMO MITSUI FINANCIAL GROUP INCORPOR0.10 NR NR NR JAPAN NAGrand Total 73,817,308,039.47 99.40

Weighted Average Maturity 8Weighted Average Life 9

Must be preceded or accompanied by a prospectus.

The “UNAUDITED UNCERTIFIED MUTUAL FUND HOLDINGS” LIST (“the list”) IS TO BE USED FOR REPORTING PURPOSES ONLY.

The list is submitted for the general information of the Fund. The list has been created from the books and records of the Fund without examination by independent auditors.

The uncertified holdings list is available on a one business day lag. The figures shown in the “Value” column, represent the values of the Fund’s investments using the

amortized cost method of valuation pursuant to Rule 2a-7 of the Investment Company Act of 1940. The list is subject to change without notice. The Value

represents the Gross Assets of the Fund and may include forward settling trades.

This list is for informational purposes only and not intended as an offer or solicitation with respect to the purchase or sale of any security.

Each business day, each Fund will make available upon request an uncertified complete schedule of its portfolio holdings as of the prior business day.

Shareholders may request portfolio holdings schedules for a particular day or on an ongoing basis at no charge by calling 1-800-480-4111.

Unless otherwise noted, the dollar-weighted average maturity and the dollar-weighted average life listed for the Fund is the same for each of the Fund's share classes

Dollar-weighted average maturity: The average maturity of the Fund is the average amount of time until the organizations that issued the debt securities in the Fund's

portfolio must pay off the principal amount of the debt. "Dollar-weighted" means the larger the dollar value of debt security in the Fund, the more weight it gets in

calculating this average. To calculate the dollar-weighted average maturity, the Fund may treat a variable or floating rate security as having a maturity equal to the time

remaining to the security's next interest rate reset date rather than the security's actual maturity date.

Dollar-weighted average life: The dollar weighted average portfolio maturity without reference to the exceptions used for variable or floating rate securities regarding

the use of the date of interest rate resets in lieu of the security's actual maturity date.

Final Legal Maturity Date: The final legal maturity date is the date on which the organization that issued the debt security must pay off the principal amount of the debt.

J. P. Morgan Asset Management is the marketing name for the asset management business of JPMorganChase & Co.

J.P. Morgan Funds are distributed by JPMorgan Distribution Services, Inc., which is an affiliate of JPMorganChase & Co. Affiliates of JPMorganChase & Co.

Affiliates of JPMorganChase & Co. receive fees for providing various services to the funds.

JPMorganChase & Co. 2016.

You could lose money by investing in the Fund. Although the Fund seeks to preserve the value of your investment at $1.00 per share, it cannot guarantee it will do so.

The Fund may impose a fee upon the sale of your shares or may temporarily suspend your ability to sell shares if the Fund’s liquidity falls below required minimums because

of market conditions or other factors. An investment in the Fund is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency.

The Fund’s sponsor has no legal obligation to provide financial support to the Fund, and you should not expect that the sponsor will provide financial support to the Fund at any time.

UNAUDITED FU As of Date: 07/31/2016

Investment Cateogry Issuer CUSIP

Effective Maturity

Final Legal Maturity

Coupon or Yield (%)

Principal Amount ($) Market Value ($) Fixed/Variable Parent Name % of Total Value S and P Rating Moodys Rating Fitch Rating Country Sponsor

Asset Backed Comme ALBION CAPITAL L01329WHR5 08/25/2016 08/25/2016 0.57 55,000,000.00 54,979,100.00 Fixed MITSUBISHI UFJ FIN0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHAsset Backed Comme ATLANTIC ASSET S04821QDF5 08/26/2016 11/22/2016 0.71 100,000,000.00 100,000,000.00 Variable CREDIT AGRICOLE0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AAsset Backed Comme ALBION CAPITAL L01329WHG9 08/16/2016 08/16/2016 0.57 82,823,000.00 82,803,329.54 Fixed MITSUBISHI UFJ FIN0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHAsset Backed Comme ALBION CAPITAL L01329WHN4 08/22/2016 08/22/2016 0.57 176,623,000.00 176,564,272.90 Fixed MITSUBISHI UFJ FIN0.20 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHAsset Backed Comme ANTALIS SA 03664AHC5 08/12/2016 08/12/2016 0.55 86,800,000.00 86,785,412.78 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Comme ANTALIS SA 03664AHK7 08/19/2016 08/19/2016 0.55 80,440,000.00 80,417,879.00 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Comme ANTALIS SA 03664AHX9 08/31/2016 08/31/2016 0.53 66,850,000.00 66,820,474.58 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Comme ATLANTIC ASSET S04821QDG3 08/26/2016 11/22/2016 0.71 100,000,000.00 100,000,000.00 Variable CREDIT AGRICOLE0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AAsset Backed Comme ATLANTIC ASSET S04821TH24 08/02/2016 08/02/2016 0.60 150,000,000.00 149,997,500.00 Fixed CREDIT AGRICOLE0.20 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AAsset Backed Comme ATLANTIC ASSET S04821TH57 08/05/2016 08/05/2016 0.60 50,000,000.00 49,996,666.67 Fixed CREDIT AGRICOLE0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AAsset Backed Comme ATLANTIC ASSET S04821THF5 08/15/2016 08/15/2016 0.55 165,000,000.00 164,964,708.30 Fixed CREDIT AGRICOLE0.20 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AAsset Backed Comme BARTON CAPITAL 06945LH27 08/02/2016 08/02/2016 0.61 50,000,000.00 49,999,152.78 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Comme BARTON CAPITAL 06945LHB7 08/11/2016 08/11/2016 0.61 25,000,000.00 24,995,763.89 Fixed Societe Generale 0.00 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Comme BARTON CAPITAL 06945LHF8 08/15/2016 08/15/2016 0.62 25,000,000.00 24,993,972.22 Fixed Societe Generale 0.00 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Comme BARTON CAPITAL 06945LHJ0 08/18/2016 08/18/2016 0.62 75,000,000.00 74,978,041.67 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Comme BARTON CAPITAL 06945LJ25 09/02/2016 09/02/2016 0.55 105,000,000.00 104,948,666.70 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Comme BEDFORD ROW FU 07644FAJ2 08/10/2016 09/19/2016 0.83 100,000,000.00 100,000,000.00 Variable Royal Bank of Canada0.10 A-1+ P-1 NR CANADA Royal Bank of CanadaAsset Backed Comme CAFCO LLC 12476EHN2 08/22/2016 08/22/2016 0.79 15,000,000.00 14,993,087.50 Fixed Citigroup 0.00 A-1 P-1 F1 UNITED STATES CITIBANK NAAsset Backed Comme CANCARA ASSET S13738JH11 08/01/2016 08/01/2016 0.60 115,750,000.00 115,750,000.00 Fixed Lloyds Banking Group0.10 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Comme CANCARA ASSET S13738JH37 08/03/2016 08/03/2016 0.60 150,000,000.00 149,995,000.00 Fixed Lloyds Banking Group0.20 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Comme CANCARA ASSET S13738JH45 08/04/2016 08/04/2016 0.60 165,000,000.00 164,991,750.00 Fixed Lloyds Banking Group0.20 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Comme CANCARA ASSET S13738JHQ6 08/24/2016 08/24/2016 0.55 50,000,000.00 49,982,430.55 Fixed Lloyds Banking Group0.10 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Comme CROWN POINT CAP22845AAV2 08/29/2016 10/28/2016 0.99 200,000,000.00 200,000,000.00 Variable Crown Point Capital C0.20 A-1 P-1 NR UNITED STATES Guggenheim Treasury Services LLCAsset Backed Comme KELLS FUNDING LL48802TH24 08/02/2016 08/02/2016 0.62 125,000,000.00 124,997,864.60 Fixed Germany (Federal Rep0.20 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTAAsset Backed Comme CANCARA ASSET S13738JHJ2 08/18/2016 08/18/2016 0.54 150,000,000.00 149,961,750.00 Fixed Lloyds Banking Group0.20 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Comme CANCARA ASSET S13738JHK9 08/19/2016 08/19/2016 0.55 60,000,000.00 59,983,500.00 Fixed Lloyds Banking Group0.10 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Comme CEDAR SPRINGS CA15060XJ86 09/08/2016 09/08/2016 0.68 25,043,000.00 25,025,024.69 Fixed UBS AG 0.00 A-1 P-1 NR SWITZERLAND Guggenheim Treasury Services LLCAsset Backed Comme CHARTA LLC 16115UHQ7 08/24/2016 08/24/2016 0.60 23,000,000.00 22,991,183.33 Fixed Citigroup 0.00 A-1 P-1 F1 UNITED STATES CITIBANK NAAsset Backed Comme CRC FUNDING LLC12622UH41 08/04/2016 08/04/2016 0.57 50,000,000.00 49,997,625.00 Fixed Citigroup 0.10 A-1 P-1 F1 UNITED STATES CITIBANK NAAsset Backed Comme GOTHAM FUNDING38346LH41 08/04/2016 08/04/2016 0.58 83,200,000.00 83,195,978.67 Fixed MITSUBISHI UFJ FIN0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHAsset Backed Comme GOTHAM FUNDING38346LHJ8 08/18/2016 08/18/2016 0.55 50,000,000.00 49,987,013.89 Fixed MITSUBISHI UFJ FIN0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHAsset Backed Comme GOTHAM FUNDING38346LHK5 08/19/2016 08/19/2016 0.55 200,000,000.00 199,945,000.00 Fixed MITSUBISHI UFJ FIN0.20 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHAsset Backed Comme GOTHAM FUNDING38346LJ64 09/06/2016 09/06/2016 0.55 175,000,000.00 174,903,750.00 Fixed MITSUBISHI UFJ FIN0.20 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHAsset Backed Comme KELLS FUNDING LL48802TUL7 08/03/2016 08/03/2016 0.59 120,000,000.00 119,996,066.70 Fixed Germany (Federal Rep0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTAAsset Backed Comme KELLS FUNDING LL48802TUM5 08/05/2016 08/05/2016 0.59 49,650,000.00 49,646,745.17 Fixed Germany (Federal Rep0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTAAsset Backed Comme KELLS FUNDING LL48802WF86 08/11/2016 08/11/2016 0.59 133,000,000.00 132,978,202.80 Fixed Germany (Federal Rep0.20 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTAAsset Backed Comme LMA AMERICAS LL53944QH29 08/02/2016 08/02/2016 0.61 75,000,000.00 74,998,729.17 Fixed CREDIT AGRICOLE0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AAsset Backed Comme LMA AMERICAS LL53944QH37 08/03/2016 08/03/2016 0.62 30,000,000.00 29,998,966.67 Fixed CREDIT AGRICOLE0.00 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AAsset Backed Comme LMA AMERICAS LL53944QHC7 08/12/2016 08/12/2016 0.54 40,000,000.00 39,993,400.00 Fixed CREDIT AGRICOLE0.00 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AAsset Backed Comme MONT BLANC CAP 6117P4H52 08/05/2016 08/05/2016 0.61 40,217,000.00 40,214,274.18 Fixed ING Groep NV 0.00 A-1 P-1 NR NETHERLANDS ING Bank NVAsset Backed Comme NIEUW AMSTERDA65409RH37 08/03/2016 08/03/2016 0.57 100,000,000.00 99,996,833.33 Fixed Co?peratieve Raboban0.10 A-1 P-1 NR NETHERLANDS Rabobank Nederland NVAsset Backed Comme NIEUW AMSTERDA65409RHG8 08/16/2016 08/16/2016 0.60 121,988,000.00 121,957,503.00 Fixed Co?peratieve Raboban0.10 A-1 P-1 NR NETHERLANDS Rabobank Nederland NVAsset Backed Comme REGENCY MARKET7588R0HF7 08/15/2016 08/15/2016 0.55 21,403,000.00 21,398,422.14 Fixed HSBC Holdings PLC 0.00 A-1 P-1 NR UNITED KINGDOM HSBC Bank PLCAsset Backed Comme RIDGEFIELD FUND 76582JHF4 08/15/2016 08/15/2016 0.71 25,000,000.00 24,993,097.22 Fixed BNP Paribas 0.00 A-1 P-1 NR FRANCE Guggenheim Treasury Services LLCAsset Backed Comme VICTORY RECEIVA92646KHB1 08/11/2016 08/11/2016 0.53 75,000,000.00 74,988,958.33 Fixed MITSUBISHI UFJ FIN0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHCertificate of Deposit COOPERATIEVE RAXS1373283487 08/25/2016 08/25/2016 0.85 75,000,000.00 74,957,929.75 Fixed Co?peratieve Raboban0.10 A-1 P-1 F1+ NETHERLANDS NACertificate of Deposit COOPERATIEVE RAXS1383985287 09/19/2016 09/19/2016 0.90 250,000,000.00 249,695,167.30 Fixed Co?peratieve Raboban0.30 A-1 P-1 F1+ NETHERLANDS NACertificate of Deposit COOPERATIEVE RAXS1421538668 08/15/2016 08/15/2016 0.61 500,000,000.00 499,881,555.80 Fixed Co?peratieve Raboban0.60 A-1 P-1 F1+ NETHERLANDS NACertificate of Deposit CREDIT AGRICOLE22532XDQ8 08/09/2016 08/09/2016 0.88 330,000,000.00 330,000,000.00 Variable CREDIT AGRICOLE0.40 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT AGRICOLE22534HGJ4 10/05/2016 10/05/2016 0.90 100,000,000.00 100,000,000.00 Fixed CREDIT AGRICOLE0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT INDUSTRIE22536TS46 11/10/2016 11/10/2016 0.90 115,000,000.00 115,000,000.00 Fixed Credit Mutuel-CIC 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT INDUSTRIEFR0123748057 08/05/2016 08/05/2016 0.63 500,000,000.00 500,000,000.00 Fixed Credit Mutuel-CIC 0.60 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT INDUSTRIEXS1410321274 08/09/2016 08/09/2016 0.64 140,000,000.00 139,980,121.10 Fixed Credit Mutuel-CIC 0.20 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT SUISSE AG 22549VSY0 08/07/2016 09/06/2016 0.92 150,000,000.00 150,000,000.00 Variable Credit Suisse Group 0.20 A-1 P-1 F1 SWITZERLAND NACertificate of Deposit CREDIT SUISSE AG 22549VWL3 08/24/2016 08/24/2016 0.92 150,000,000.00 150,000,000.00 Variable Credit Suisse Group 0.20 A-1 P-1 F1 SWITZERLAND NACertificate of Deposit CREDIT SUISSE AG 22549VWY5 08/04/2016 09/01/2016 0.92 150,000,000.00 150,000,000.00 Variable Credit Suisse Group 0.20 A-1 P-1 F1 SWITZERLAND NA

JPMorgan Prime Money Market Fund - Capital

Certificate of Deposit DANSKE BANK A/S FR0123749154 08/11/2016 08/11/2016 0.60 300,000,000.00 299,950,076.40 Fixed Danske Bank A/S 0.40 A-1 P-1 F1 DENMARK NACertificate of Deposit DNB BANK ASA-NE23340QNN9 08/04/2016 08/04/2016 0.37 1,678,530,000.00 1,678,530,000.00 Fixed DNB ASA 2.00 A-1 P-1 NR NORWAY NACertificate of Deposit DZ BANK AG - NEW23328ANZ3 09/07/2016 09/07/2016 0.75 99,000,000.00 99,000,000.00 Fixed DZ BANK AG 0.10 A-1+ P-1 F1+ GERMANY NACertificate of Deposit DZ BANK AG - NEW23328APG3 08/12/2016 08/12/2016 0.64 155,000,000.00 155,000,000.00 Fixed DZ BANK AG 0.20 A-1+ P-1 F1+ GERMANY NACertificate of Deposit INDUSTRIAL & COM45580DEC4 08/05/2016 08/05/2016 0.85 100,000,000.00 100,000,000.00 Fixed INDUSTRIAL AND C0.10 A-1 P-1 F1 CHINA NACertificate of Deposit INDUSTRIAL & COM45580DEE0 08/08/2016 08/08/2016 0.85 300,000,000.00 300,000,000.00 Fixed INDUSTRIAL AND C0.40 A-1 P-1 F1 CHINA NACertificate of Deposit ING BANK NV 0ING01E46 08/08/2016 08/08/2016 0.72 200,000,000.00 200,000,000.00 Fixed ING Groep NV 0.20 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ING BANK NV 0ING01EL8 08/15/2016 08/15/2016 0.72 400,000,000.00 400,000,000.00 Fixed ING Groep NV 0.50 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ING BANK NV 0ING01H43 08/15/2016 08/15/2016 0.62 250,000,000.00 250,000,000.00 Fixed ING Groep NV 0.30 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ING BANK NV 0ING01H76 11/25/2016 11/25/2016 0.96 20,000,000.00 20,000,000.00 Fixed ING Groep NV 0.00 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ING BANK NV XS1366337167 08/16/2016 08/16/2016 0.89 250,000,000.00 250,000,000.00 Variable ING Groep NV 0.30 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit KBC BANK NV 4823TACC9 08/02/2016 08/02/2016 0.41 99,530,000.00 99,530,000.00 Fixed KBC GROUPE NV 0.10 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6286630601 08/05/2016 08/05/2016 0.74 500,000,000.00 499,958,966.50 Fixed KBC GROUPE NV 0.60 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6286676091 08/08/2016 08/08/2016 0.74 25,000,000.00 24,996,409.50 Fixed KBC GROUPE NV 0.00 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6287613739 08/10/2016 08/10/2016 0.72 155,000,000.00 154,972,134.10 Fixed KBC GROUPE NV 0.20 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6287618787 09/12/2016 09/12/2016 0.75 30,000,000.00 29,973,784.40 Fixed KBC GROUPE NV 0.00 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6288294752 09/19/2016 09/19/2016 0.75 50,000,000.00 49,949,025.22 Fixed KBC GROUPE NV 0.10 A-1 P-1 F1 BELGIUM NACertificate of Deposit LANDESBANK HESXS1456455499 08/22/2016 08/22/2016 0.65 250,000,000.00 249,905,264.60 Fixed STATE OF HESSEN 0.30 A-1 P-1 F1+ GERMANY NACertificate of Deposit MITSUBISHI UFJ TRXS1400288947 08/22/2016 08/22/2016 0.77 100,000,000.00 99,955,202.09 Fixed MITSUBISHI UFJ FIN0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TRXS1403609701 08/30/2016 08/30/2016 0.76 125,000,000.00 124,924,171.20 Fixed MITSUBISHI UFJ FIN0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TRXS1415312047 08/15/2016 08/15/2016 0.68 200,000,000.00 199,947,201.90 Fixed MITSUBISHI UFJ FIN0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TRXS1434175573 12/13/2016 12/13/2016 0.99 25,000,000.00 24,908,336.31 Fixed MITSUBISHI UFJ FIN0.00 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR60682AR24 08/29/2016 08/29/2016 0.77 255,000,000.00 255,000,000.00 Fixed MITSUBISHI UFJ FIN0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR60682AS23 08/10/2016 08/10/2016 0.64 325,000,000.00 325,000,000.00 Fixed MITSUBISHI UFJ FIN0.40 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR60682AS80 08/05/2016 08/05/2016 0.61 400,000,000.00 400,000,000.00 Fixed MITSUBISHI UFJ FIN0.50 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1401307704 08/22/2016 08/22/2016 0.80 200,000,000.00 199,906,919.10 Fixed Mizuho Financial Grou0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1401975138 08/31/2016 08/31/2016 0.81 250,000,000.00 249,832,770.50 Fixed Mizuho Financial Grou0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1405944742 08/02/2016 08/02/2016 0.72 115,000,000.00 114,997,704.20 Fixed Mizuho Financial Grou0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1453549864 08/15/2016 08/15/2016 0.56 200,000,000.00 199,956,463.00 Fixed Mizuho Financial Grou0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1453550011 09/02/2016 09/02/2016 0.61 250,000,000.00 249,863,994.80 Fixed Mizuho Financial Grou0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1425959829 08/26/2016 08/26/2016 0.76 50,000,000.00 49,973,661.68 Fixed Mizuho Financial Grou0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit NATIXIS - NEW YOR63873FB72 08/31/2016 08/31/2016 0.90 234,795,000.00 234,795,000.00 Fixed GROUP BPCE 0.30 A-1 P-1 F1 FRANCE NACertificate of Deposit NATIXIS - NEW YOR63873FC63 10/31/2016 10/31/2016 0.93 171,968,000.00 171,968,000.00 Fixed GROUP BPCE 0.20 A-1 P-1 F1 FRANCE NACertificate of Deposit NATIXIS - NEW YOR63873FG51 08/18/2016 08/18/2016 0.68 500,000,000.00 500,000,000.00 Fixed GROUP BPCE 0.60 A-1 P-1 F1 FRANCE NACertificate of Deposit NORINCHUKIN BAN65602T3F6 08/22/2016 08/22/2016 0.70 600,000,000.00 600,000,000.00 Fixed NORINCHUKIN BAN0.70 A-1 P-1 NR JAPAN NACertificate of Deposit NORINCHUKIN BAN65602T4L2 08/25/2016 08/25/2016 0.70 200,000,000.00 200,000,000.00 Fixed NORINCHUKIN BAN0.20 A-1 P-1 NR JAPAN NACertificate of Deposit NORINCHUKIN BAN65602T5A5 08/18/2016 08/18/2016 0.62 150,000,000.00 150,000,000.00 Fixed NORINCHUKIN BAN0.20 A-1 P-1 NR JAPAN NACertificate of Deposit NORINCHUKIN BAN65602T5V9 08/03/2016 08/03/2016 0.55 200,000,000.00 200,000,000.00 Fixed NORINCHUKIN BAN0.20 A-1 P-1 NR JAPAN NACertificate of Deposit OP CORPORATE BAXS1412493980 08/12/2016 08/12/2016 0.68 80,000,000.00 79,983,406.64 Fixed OP Cooperative 0.10 A-1+ P-1 NR FINLAND NACertificate of Deposit OP CORPORATE BAXS1419701518 08/22/2016 08/22/2016 0.68 55,000,000.00 54,978,221.98 Fixed OP Cooperative 0.10 A-1+ P-1 NR FINLAND NACertificate of Deposit OVERSEA-CHINESE69033LFC8 08/04/2016 08/04/2016 0.56 200,000,000.00 199,999,916.80 Fixed OVERSEA-CHINESE0.20 A-1+ P-1 F1+ SINGAPORE NACertificate of Deposit RABOBANK NEDER21684BJ39 08/23/2016 08/23/2016 0.83 140,000,000.00 140,000,000.00 Fixed Co?peratieve Raboban0.20 A-1 P-1 F1+ NETHERLANDS NACertificate of Deposit SHIZUOKA BANK N82487AX44 08/10/2016 08/10/2016 0.61 84,750,000.00 84,750,000.00 Fixed SHIZUOKA BANK 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SHIZUOKA BANK N82487AX51 08/08/2016 08/08/2016 0.61 50,000,000.00 50,000,000.00 Fixed SHIZUOKA BANK 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SHIZUOKA BANK N82487AY27 08/31/2016 08/31/2016 0.63 100,000,000.00 100,000,000.00 Fixed SHIZUOKA BANK 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit STANDARD CHART85325TJP1 08/15/2016 08/15/2016 0.63 130,000,000.00 130,000,000.00 Fixed Standard Chartered PL0.20 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHART85325TLF0 08/15/2016 08/15/2016 0.53 200,000,000.00 200,000,000.00 Fixed Standard Chartered PL0.20 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHART85325TLH6 08/15/2016 08/15/2016 0.53 50,000,000.00 50,000,000.00 Fixed Standard Chartered PL0.10 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STATE STREET BAN8574P1HP4 08/14/2016 10/14/2016 0.85 200,000,000.00 200,000,000.00 Variable State Street Corp. 0.20 A-1+ P-1 F1+ UNITED STATES NACertificate of Deposit SUMITOMO MITSU 86563Q7F1 09/02/2016 09/02/2016 0.55 250,000,000.00 250,000,000.00 Fixed SUMITOMO MITSU 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QA91 08/25/2016 08/25/2016 0.75 149,700,000.00 149,700,000.00 Fixed SUMITOMO MITSU 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QJ92 08/10/2016 08/10/2016 0.65 450,000,000.00 450,000,000.00 Fixed SUMITOMO MITSU 0.50 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QM23 08/15/2016 08/15/2016 0.65 500,000,000.00 500,000,000.00 Fixed SUMITOMO MITSU 0.60 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU BE6286474018 08/05/2016 08/05/2016 0.65 240,000,000.00 239,982,695.40 Fixed SUMITOMO MITSU 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563K5K5 08/16/2016 08/16/2016 0.73 299,100,000.00 299,100,000.00 Fixed SUMITOMO MITSU 0.40 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563K5R0 08/10/2016 08/10/2016 0.72 275,000,000.00 275,000,000.00 Fixed SUMITOMO MITSU 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86564ECB0 10/14/2016 10/14/2016 0.75 25,000,000.00 25,000,000.00 Fixed SUMITOMO MITSU 0.00 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86564EDM5 08/01/2016 08/01/2016 0.42 170,000,000.00 170,000,000.00 Fixed SUMITOMO MITSU 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU XS1412708346 11/16/2016 11/16/2016 0.92 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147,997,410.00 Fixed ABN AMRO GROUP0.20 A-1 P-1 F1 NETHERLANDS NAFinancial Company CoANZ NEW ZEALAND0018A2H41 08/04/2016 08/04/2016 0.57 200,000,000.00 199,990,500.00 Fixed Australia and New Zea0.20 A-1+ P-1 F1+ AUSTRALIA NANon-Financial Compa ERSTE ABWICKLUN29604CHS4 08/26/2016 08/26/2016 0.66 140,000,000.00 139,935,833.30 Fixed FEDERAL STATE O 0.20 A-1+ P-1 F1+ GERMANY NANon-Financial Compa NRW.BANK 62939LH44 08/04/2016 08/04/2016 0.56 450,000,000.00 449,979,187.50 Fixed FEDERAL STATE O 0.50 A-1+ P-1 F1+ GERMANY NANon-Financial Compa TOYOTA CREDIT C89232CH82 08/08/2016 08/08/2016 0.62 50,000,000.00 49,993,972.22 Fixed Toyota Motor Corp. 0.10 A-1+ P-1 F1 JAPAN NANon-Negotiable Time CREDIT AGRICOLE0BC001OI6 08/01/2016 08/01/2016 0.31 414,906,000.00 414,906,000.00 Fixed CREDIT AGRICOLE0.50 A-1 P-1 F1 FRANCE NANon-Negotiable Time CREDIT INDUSTRIE0CIE01J52 08/01/2016 08/01/2016 0.30 240,555,000.00 240,555,000.00 Fixed Credit Mutuel-CIC 0.30 A-1 P-1 F1 FRANCE NANon-Negotiable Time LANDESBANK HES0LHT03B96 08/01/2016 08/01/2016 0.31 200,000,000.00 200,000,000.00 Fixed STATE OF HESSEN 0.20 A-1 P-1 F1+ GERMANY NANon-Negotiable Time NORDEA BANK FIN0MBK01CC5 08/02/2016 08/02/2016 0.41 1,249,530,000.00 1,249,530,000.00 Fixed Nordea Bank AB 1.50 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time SKANDINAVISKA E0EN001GZ9 08/01/2016 08/01/2016 0.30 987,595,000.00 987,595,000.00 Fixed Skandinaviska Enskild1.20 A-1 P-1 F1+ SWEDEN NANon-Negotiable Time ABN-AMRO BANK N0ABN01F32 08/04/2016 08/04/2016 0.42 350,000,000.00 350,000,000.00 Fixed ABN AMRO GROUP0.40 A-1 P-1 F1 NETHERLANDS NANon-Negotiable Time ABN-AMRO BANK N0ABN01F65 08/01/2016 08/01/2016 0.33 500,000,000.00 500,000,000.00 Fixed ABN AMRO GROUP0.60 A-1 P-1 F1 NETHERLANDS NANon-Negotiable Time AUSTRALIA & NEWOPZ001AU2 08/02/2016 08/02/2016 0.42 750,000,000.00 750,000,000.00 Fixed Australia and New Zea0.90 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time AUSTRALIA & NEW0PY001E35 08/03/2016 08/03/2016 0.42 1,400,000,000.00 1,400,000,000.00 Fixed Australia and New Zea1.70 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time AUSTRALIA & NEW0PY001E43 08/04/2016 08/04/2016 0.42 1,000,000,000.00 1,000,000,000.00 Fixed Australia and New Zea1.20 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time BANK OF MONTRE 0BKM01ID7 08/02/2016 08/02/2016 0.41 400,000,000.00 400,000,000.00 Fixed Bank of Montreal 0.50 A-1 P-1 F1+ CANADA NANon-Negotiable Time BNP PARIBAS GRAN0BNP05OV1 08/01/2016 08/01/2016 0.40 253,922,000.00 253,922,000.00 Fixed BNP Paribas 0.30 A-1 P-1 F1 FRANCE NANon-Negotiable Time CHINA CONSTRUC 0RW002FI7 08/01/2016 08/01/2016 0.45 500,000,000.00 500,000,000.00 Fixed CHINA CONSTRUC 0.60 A-1 P-1 F1 CHINA NANon-Negotiable Time CITIBANK NA-PUER0CPR01HO6 08/03/2016 08/03/2016 0.41 250,000,000.00 250,000,000.00 Fixed Citigroup 0.30 A-1 P-1 F1 UNITED STATES NANon-Negotiable Time COOPERATIEVE RA0RAB02FD8 08/03/2016 08/03/2016 0.43 1,394,530,000.00 1,394,530,000.00 Fixed Co?peratieve Raboban1.70 A-1 P-1 F1+ NETHERLANDS NANon-Negotiable Time CREDIT AGRICOLE0BC001OK1 08/01/2016 08/01/2016 0.31 453,000,000.00 453,000,000.00 Fixed CREDIT AGRICOLE0.50 A-1 P-1 F1 FRANCE NANon-Negotiable Time CREDIT AGRICOLE0BC001OL9 08/01/2016 08/01/2016 0.31 352,338,000.00 352,338,000.00 Fixed CREDIT AGRICOLE0.40 A-1 P-1 F1 FRANCE NANon-Negotiable Time CREDIT INDUSTRIE0CIE01J45 08/01/2016 08/01/2016 0.30 999,530,000.00 999,530,000.00 Fixed Credit Mutuel-CIC 1.20 A-1 P-1 F1 FRANCE NANon-Negotiable Time DNB BANK ASA 0DEN01Q98 08/01/2016 08/01/2016 0.30 2,300,000,000.00 2,300,000,000.00 Fixed DNB ASA 2.80 A-1 P-1 NR NORWAY NANon-Negotiable Time INDUSTRIAL & COM0SF001FV7 08/04/2016 08/04/2016 0.48 391,030,000.00 391,030,000.00 Fixed INDUSTRIAL AND C0.50 A-1 P-1 F1 CHINA NANon-Negotiable Time KBC BANK NV 0KBC01PX7 08/01/2016 08/01/2016 0.32 2,325,000,000.00 2,325,000,000.00 Fixed KBC GROUPE NV 2.80 A-1 P-1 F1 BELGIUM NANon-Negotiable Time NATIONAL AUSTRA0NAB01CC4 08/01/2016 08/01/2016 0.30 535,830,000.00 535,830,000.00 Fixed National Australia Ban0.60 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time NATIXIS S.A. - GRAN0NGC02V74 08/01/2016 08/01/2016 0.31 1,116,471,000.00 1,116,471,000.00 Fixed GROUP BPCE 1.30 A-1 P-1 F1+ FRANCE NANon-Negotiable Time NATIXIS S.A. - GRAN0NGC02VA7 08/01/2016 08/01/2016 0.30 477,772,000.00 477,772,000.00 Fixed GROUP BPCE 0.60 A-1 P-1 F1+ FRANCE NANon-Negotiable Time NORDEA BANK FIN0MBK01CJ0 08/01/2016 08/01/2016 0.30 1,380,000,000.00 1,380,000,000.00 Fixed Nordea Bank AB 1.70 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time ROYAL BANK OF C0ROY01GI3 08/01/2016 08/01/2016 0.30 400,000,000.00 400,000,000.00 Fixed Royal Bank of Canada0.50 A-1+ P-1 F1+ CANADA NANon-Negotiable Time ROYAL BANK OF C0ROY01GJ1 08/01/2016 08/01/2016 0.31 1,000,000,000.00 1,000,000,000.00 Fixed Royal Bank of Canada1.20 A-1+ P-1 F1+ CANADA NANon-Negotiable Time SKANDINAVISKA E0EN001H05 08/01/2016 08/01/2016 0.30 382,904,000.00 382,904,000.00 Fixed Skandinaviska Enskild0.50 A-1 P-1 F1+ SWEDEN NANon-Negotiable Time STANDARD CHART0SCB01SX8 08/04/2016 08/04/2016 0.41 634,530,000.00 634,530,000.00 Fixed Standard Chartered PL0.80 A-1 P-1 F1 UNITED KINGDOM NANon-Negotiable Time SVENSKA HANDEL0SVE01C34 08/03/2016 08/03/2016 0.37 2,424,530,000.00 2,424,530,000.00 Fixed Svenska Handelsbanke2.90 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time SVENSKA HANDEL0SVE01C59 08/01/2016 08/01/2016 0.30 1,135,926,000.00 1,135,926,000.00 Fixed Svenska Handelsbanke1.40 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time SWEDBANK AB 0SWB02KR5 08/02/2016 08/02/2016 0.40 1,949,530,000.00 1,949,530,000.00 Fixed Swedbank AB 2.40 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time SWEDBANK AB 0SWB02KU8 08/01/2016 08/01/2016 0.31 1,870,000,000.00 1,870,000,000.00 Fixed Swedbank AB 2.30 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time THE BANK OF TOK0AY001DR6 08/01/2016 08/01/2016 0.30 1,289,994,000.00 1,289,994,000.00 Fixed MITSUBISHI UFJ FIN1.60 A-1 P-1 F1 JAPAN NANon-Negotiable Time THE CHIBA BANK L0GN001AM9 08/01/2016 08/01/2016 0.43 200,000,000.00 200,000,000.00 Fixed THE CHIBA BANK L0.20 A-1 P-1 NR JAPAN NAOther Investment (CorROYAL BANK OF C78008FBF0 08/10/2016 08/10/2016 0.63 790,000,000.00 790,000,000.00 Variable Royal Bank of Canada1.00 A-1+ P-1 F1+ CANADA NAOther Investment (MeWELLS FARGO BAN94985H3T9 08/12/2016 08/12/2016 0.82 785,000,000.00 785,000,000.00 Variable Wells Fargo & Co. 0.90 A-1+ P-1 F1+ UNITED STATES NAOther Repurchase AgrMERRILL LYNCH P0MLP02MY2 08/01/2016 09/04/2016 1.08 475,000,000.00 475,000,000.00 Variable Bank of America Corp0.60 A-1 NR F1 UNITED STATES NAOther Repurchase AgrWELLS FARGO SEC0QB001I59 08/02/2016 08/02/2016 0.60 125,000,000.00 125,000,000.00 Fixed Wells Fargo & Co. 0.20 A-1+ NR NR UNITED STATES NAOther Repurchase AgrWELLS FARGO SEC0QB001IB6 08/01/2016 08/01/2016 0.40 250,000,000.00 250,000,000.00 Fixed Wells Fargo & Co. 0.30 A-1+ NR NR UNITED STATES NAOther Repurchase AgrBNP PARIBAS (NON0QM001AH9 08/01/2016 09/04/2016 0.95 100,000,000.00 100,000,000.00 Variable BNP Paribas 0.10 A-1 P-1 F1 FRANCE NAOther Repurchase AgrCITIGROUP GLOBA0CGM01EC6 08/01/2016 09/19/2016 1.15 175,000,000.00 175,000,000.00 Variable Citigroup 0.20 A-1 NR F1 UNITED STATES NAOther Repurchase AgrCITIGROUP GLOBA0CGM01ED4 08/01/2016 09/19/2016 1.15 175,000,000.00 175,000,000.00 Variable Citigroup 0.20 A-1 NR F1 UNITED STATES NAOther Repurchase AgrCREDIT SUISSE SEC0CSN01FJ5 09/16/2016 11/03/2016 0.94 1,122,000,000.00 1,122,000,000.00 Variable Credit Suisse Group 1.40 A-1 NR NR SWITZERLAND NA

Other Repurchase AgrHSBC SECURITIES 0HSN19MQ2 08/01/2016 08/01/2016 0.40 230,000,000.00 230,000,000.00 Fixed HSBC Holdings PLC 0.30 A-1+ NR NR UNITED KINGDOM NAOther Repurchase AgrMERRILL LYNCH P0MLP02MQ9 08/01/2016 09/04/2016 1.08 375,000,000.00 375,000,000.00 Variable Bank of America Corp0.50 A-1 NR F1 UNITED STATES NAOther Repurchase AgrMERRILL LYNCH P0MLP02N96 10/19/2016 10/19/2016 1.10 625,000,000.00 625,000,000.00 Variable Bank of America Corp0.80 A-1 NR F1 UNITED STATES NAOther Repurchase AgrSOCIETE GENERAL0QI001CJ8 08/01/2016 08/01/2016 0.40 1,000,000,000.00 1,000,000,000.00 Fixed Societe Generale 1.20 A-1 P-1 F1 FRANCE NAOther Repurchase AgrSOCIETE GENERAL0QI001CK5 08/01/2016 08/01/2016 0.50 250,000,000.00 250,000,000.00 Fixed Societe Generale 0.30 A-1 P-1 F1 FRANCE NAOther Repurchase AgrWELLS FARGO SEC0QB001I67 08/02/2016 08/02/2016 0.60 200,000,000.00 200,000,000.00 Fixed Wells Fargo & Co. 0.20 A-1+ NR NR UNITED STATES NAOther Repurchase AgrWELLS FARGO SEC0QB001I83 08/03/2016 08/03/2016 0.60 175,000,000.00 175,000,000.00 Fixed Wells Fargo & Co. 0.20 A-1+ NR NR UNITED STATES NAOther Repurchase AgrWELLS FARGO SEC0QB001I91 08/03/2016 08/03/2016 0.55 100,000,000.00 100,000,000.00 Fixed Wells Fargo & Co. 0.10 A-1+ NR NR UNITED STATES NAOther Repurchase AgrWELLS FARGO SEC0QB001IC4 08/05/2016 08/05/2016 0.45 250,000,000.00 250,000,000.00 Fixed Wells Fargo & Co. 0.30 A-1+ NR NR UNITED STATES NAOther Repurchase AgrWELLS FARGO SEC0QB001ID2 08/01/2016 08/01/2016 0.45 100,000,000.00 100,000,000.00 Fixed Wells Fargo & Co. 0.10 A-1+ NR NR UNITED STATES NAU.S. Government AgeSOCIETE GENERAL0SON05CD1 08/01/2016 08/01/2016 0.35 132,573,550.80 132,573,550.80 Fixed Societe Generale (Rep 0.20 A-1 P-1 F1 FRANCE NAU.S. Government AgeBNP PARIBAS (REP 0QK001CM8 08/01/2016 08/01/2016 0.36 331,433,877.40 331,433,877.40 Fixed BNP Paribas (Repo) 0.40 A-1 P-1 F1 FRANCE NAU.S. Government AgeRBC CAPITAL MAR0PO002FD1 08/07/2016 08/07/2016 0.40 200,000,000.00 200,000,000.00 Fixed Royal Bank of Canada0.20 A-1+ P-1 NR CANADA NAU.S. Government AgeWELLS FARGO BAN0WFC01W19 08/01/2016 08/01/2016 0.36 309,338,285.60 309,338,285.60 Fixed Wells Fargo & Co. (Re0.40 A-1+ P-1 F1+ UNITED STATES NAU.S. Government AgeWELLS FARGO SECOQB002K09 08/01/2016 08/01/2016 0.36 1,392,022,286.00 1,392,022,286.00 Fixed Wells Fargo & Co. (Re1.70 A-1+ NR NR UNITED STATES NAU.S. Treasury Debt US TREASURY 912828FY1 11/15/2016 11/15/2016 4.63 517,733,000.00 523,697,754.40 Fixed US Government 0.60 A-1+ P-1 F1+ UNITED STATES NAU.S. Treasury Debt US TREASURY 912828MA5 11/30/2016 11/30/2016 2.75 102,000,000.00 102,731,003.10 Fixed US Government 0.10 A-1+ P-1 F1+ UNITED STATES NAU.S. Treasury Debt US TREASURY 912828RU6 11/30/2016 11/30/2016 0.88 700,000,000.00 700,568,427.00 Fixed US Government 0.80 A-1+ P-1 F1+ UNITED STATES NAU.S. Treasury Debt US TREASURY 912828WF3 11/15/2016 11/15/2016 0.63 350,000,000.00 350,003,937.50 Fixed US Government 0.40 A-1+ P-1 F1+ UNITED STATES NAVariable Rate DemandJETS STADIUM DEV477181AJ0 08/07/2016 08/07/2016 0.47 67,745,000.00 67,745,000.00 Variable SUMITOMO MITSU 0.10 NR NR NR JAPAN NAVariable Rate DemandJETS STADIUM FIN 477182AA7 08/07/2016 08/07/2016 0.47 49,515,000.00 49,515,000.00 Variable SUMITOMO MITSU 0.10 NR NR NR JAPAN NAGrand Total 82,752,541,765.62 99.30

Weighted Average Life 16


























HI UFJ LTD.AND INVESTMENT BANKHI UFJ LTD.HI UFJ LTD.

AND INVESTMENT BANKAND INVESTMENT BANKAND INVESTMENT BANKAND INVESTMENT BANK

ALT DES OEFFENTLICHEN RECHTS

HI UFJ LTD.HI UFJ LTD.HI UFJ LTD.HI UFJ LTD.ALT DES OEFFENTLICHEN RECHTSALT DES OEFFENTLICHEN RECHTSALT DES OEFFENTLICHEN RECHTSAND INVESTMENT BANKAND INVESTMENT BANKAND INVESTMENT BANK

HI UFJ LTD.


Investment Cateogry Issuer CUSIPEffective Maturity


Coupon or Yield (%)


Asset Backed Commercial Paper CHARTA LLC 16115UHQ7 08/24/2016 08/24/2016 0.60 23,000,000.00 22,979,300.00 Fixed Citigroup 0.00 A-1 P-1 F1 UNITED STATES CITIBANK NAAsset Backed Commercial Paper GOTHAM FUNDING 38346LGC4 07/12/2016 07/12/2016 0.50 70,000,000.00 69,989,305.56 Fixed MITSUBISHI UFJ FIN 0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper KELLS FUNDING LL48802TUC7 07/14/2016 07/14/2016 0.65 239,000,000.00 238,943,901.40 Fixed Germany (Federal Rep 0.30 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48802WE87 07/25/2016 07/25/2016 0.59 150,000,000.00 149,941,000.00 Fixed Germany (Federal Rep 0.20 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper CEDAR SPRINGS CA 15060XJ86 09/08/2016 09/08/2016 0.68 25,043,000.00 25,010,360.62 Fixed UBS AG 0.00 A-1 P-1 NR SWITZERLAND Guggenheim Treasury Services LLCAsset Backed Commercial Paper CRC FUNDING LLC 12622UH41 08/04/2016 08/04/2016 0.57 50,000,000.00 49,973,083.33 Fixed Citigroup 0.10 A-1 P-1 F1 UNITED STATES CITIBANK NAAsset Backed Commercial Paper CROWN POINT CAP 22845AAV2 07/29/2016 10/28/2016 0.95 200,000,000.00 200,000,000.00 Variable Crown Point Capital C 0.20 A-1 P-1 NR UNITED STATES Guggenheim Treasury Services LLCAsset Backed Commercial Paper FAIRWAY FINANCE 30601VGJ4 07/18/2016 07/18/2016 0.47 35,000,000.00 34,992,231.94 Fixed Bank of Montreal 0.00 A-1 P-1 NR CANADA Bank of MontrealAsset Backed Commercial Paper GOTHAM FUNDING 38346LGB6 07/11/2016 07/11/2016 0.55 180,000,000.00 179,972,638.90 Fixed MITSUBISHI UFJ FIN 0.20 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper GOTHAM FUNDING 38346LGE0 07/14/2016 07/14/2016 0.45 51,990,000.00 51,981,551.63 Fixed MITSUBISHI UFJ FIN 0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper GOTHAM FUNDING 38346LH41 08/04/2016 08/04/2016 0.58 83,200,000.00 83,154,424.89 Fixed MITSUBISHI UFJ FIN 0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper KELLS FUNDING LL48802TH24 08/02/2016 08/02/2016 0.62 125,000,000.00 124,931,666.70 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48802TUD5 07/12/2016 07/12/2016 0.59 25,000,000.00 24,995,493.06 Fixed Germany (Federal Rep 0.00 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48802TUH6 07/28/2016 07/28/2016 0.60 97,000,000.00 96,956,350.00 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48802TUL7 08/03/2016 08/03/2016 0.59 120,000,000.00 119,935,100.00 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48802TUM5 08/05/2016 08/05/2016 0.59 49,650,000.00 49,621,520.21 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48802WF86 08/11/2016 08/11/2016 0.59 133,000,000.00 132,910,631.40 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48803MAL3 07/08/2016 07/08/2016 0.64 110,000,000.00 109,986,311.10 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48803TBB9 07/13/2016 07/13/2016 0.59 100,000,000.00 99,980,333.33 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper LEXINGTON PARKE 52952LGB2 07/11/2016 07/11/2016 0.43 225,000,000.00 224,973,125.00 Fixed Lexington Parker Capi 0.20 A-1 P-1 NR UNITED STATES Guggenheim Treasury Services LLCAsset Backed Commercial Paper LMA AMERICAS LL 53944QG53 07/05/2016 07/05/2016 0.50 30,000,000.00 29,998,333.33 Fixed CREDIT AGRICOLE 0.00 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper LMA AMERICAS LL 53944QGL8 07/20/2016 07/20/2016 0.60 40,000,000.00 39,987,333.33 Fixed CREDIT AGRICOLE 0.00 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper LMA AMERICAS LL 53944QH29 08/02/2016 08/02/2016 0.61 75,000,000.00 74,959,333.33 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper LMA AMERICAS LL 53944QH37 08/03/2016 08/03/2016 0.62 30,000,000.00 29,982,950.00 Fixed CREDIT AGRICOLE 0.00 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper LMA AMERICAS LL 53944QHC7 08/12/2016 08/12/2016 0.54 40,000,000.00 39,974,800.00 Fixed CREDIT AGRICOLE 0.00 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper METLIFE SHORT TE 59157TGV9 07/29/2016 07/29/2016 0.60 90,000,000.00 89,958,000.00 Fixed MetLife Inc. 0.10 A-1+ P-1 F1+ UNITED STATES Metropolitan Life Insurance Co.Asset Backed Commercial Paper MONT BLANC CAPI 6117P4H52 08/05/2016 08/05/2016 0.61 40,217,000.00 40,193,149.08 Fixed ING Groep NV 0.00 A-1 P-1 NR NETHERLANDS ING Bank NVAsset Backed Commercial Paper NIEUW AMSTERDA 65409RH37 08/03/2016 08/03/2016 0.57 100,000,000.00 99,947,750.00 Fixed Co?peratieve Raboban 0.10 A-1 P-1 NR NETHERLANDS Rabobank Nederland NVAsset Backed Commercial Paper VERSAILLES COMM 92512LG62 07/06/2016 07/06/2016 0.67 125,000,000.00 124,988,368.10 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NATIXISAsset Backed Commercial Paper NIEUW AMSTERDA 65409RGE4 07/14/2016 07/14/2016 0.43 50,000,000.00 49,992,236.11 Fixed Co?peratieve Raboban 0.10 A-1 P-1 NR NETHERLANDS Rabobank Nederland NVAsset Backed Commercial Paper NIEUW AMSTERDA 65409RGS3 07/26/2016 07/26/2016 0.49 100,000,000.00 99,965,972.22 Fixed Co?peratieve Raboban 0.10 A-1 P-1 NR NETHERLANDS Rabobank Nederland NVAsset Backed Commercial Paper NIEUW AMSTERDA 65409RHG8 08/16/2016 08/16/2016 0.60 121,988,000.00 121,894,475.90 Fixed Co?peratieve Raboban 0.10 A-1 P-1 NR NETHERLANDS Rabobank Nederland NVAsset Backed Commercial Paper RIDGEFIELD FUNDI 76582JHF4 08/15/2016 08/15/2016 0.71 25,000,000.00 24,977,812.50 Fixed BNP Paribas 0.00 A-1 P-1 NR FRANCE Guggenheim Treasury Services LLCAsset Backed Commercial Paper VERSAILLES COMM 92512LG13 07/01/2016 07/01/2016 0.67 98,000,000.00 98,000,000.00 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NATIXISAsset Backed Commercial Paper VICTORY RECEIVA 92646KG55 07/05/2016 07/05/2016 0.61 105,000,000.00 104,992,883.30 Fixed MITSUBISHI UFJ FIN 0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper VICTORY RECEIVA 92646KGB2 07/11/2016 07/11/2016 0.59 190,000,000.00 189,968,861.10 Fixed MITSUBISHI UFJ FIN 0.20 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper VICTORY RECEIVA 92646KGR7 07/25/2016 07/25/2016 0.58 150,000,000.00 149,942,000.00 Fixed MITSUBISHI UFJ FIN 0.20 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper ANTALIS SA 03664AG77 07/07/2016 07/07/2016 0.68 22,260,000.00 22,257,477.20 Fixed Societe Generale 0.00 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper ATLANTIC ASSET S 04821QDF5 07/26/2016 11/22/2016 0.67 100,000,000.00 100,000,000.00 Variable CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper ATLANTIC ASSET S 04821QDG3 07/26/2016 11/22/2016 0.67 100,000,000.00 100,000,000.00 Variable CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper ATLANTIC ASSET S 04821TGS8 07/26/2016 07/26/2016 0.55 150,000,000.00 149,943,055.60 Fixed CREDIT AGRICOLE 0.20 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper ATLANTIC ASSET S 04821TH24 08/02/2016 08/02/2016 0.60 150,000,000.00 149,920,000.00 Fixed CREDIT AGRICOLE 0.20 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper ATLANTIC ASSET S 04821TH57 08/05/2016 08/05/2016 0.60 50,000,000.00 49,970,833.33 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper BARTON CAPITAL 06945LG51 07/05/2016 07/05/2016 0.62 100,000,000.00 99,993,111.11 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL 06945LG77 07/07/2016 07/07/2016 0.62 100,000,000.00 99,989,666.67 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL 06945LGL6 07/20/2016 07/20/2016 0.55 25,000,000.00 24,992,743.06 Fixed Societe Generale 0.00 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL 06945LH27 08/02/2016 08/02/2016 0.61 50,000,000.00 49,972,888.89 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL 06945LHB7 08/11/2016 08/11/2016 0.61 25,000,000.00 24,982,631.95 Fixed Societe Generale 0.00 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL 06945LHF8 08/15/2016 08/15/2016 0.62 25,000,000.00 24,980,625.00 Fixed Societe Generale 0.00 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL 06945LHJ0 08/18/2016 08/18/2016 0.62 75,000,000.00 74,938,000.00 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BEDFORD ROW FUN 07644FAJ2 07/10/2016 09/19/2016 0.80 100,000,000.00 100,000,000.00 Variable Royal Bank of Canada 0.10 A-1+ P-1 NR CANADA Royal Bank of CanadaAsset Backed Commercial Paper CAFCO LLC 12476EHN2 08/22/2016 08/22/2016 0.79 15,000,000.00 14,982,883.33 Fixed Citigroup 0.00 A-1 P-1 F1 UNITED STATES CITIBANK NAAsset Backed Commercial Paper CANCARA ASSET S 13738JG53 07/05/2016 07/05/2016 0.60 15,000,000.00 14,999,000.00 Fixed Lloyds Banking Group 0.00 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper CANCARA ASSET S 13738JG61 07/06/2016 07/06/2016 0.60 480,000,000.00 479,960,000.00 Fixed Lloyds Banking Group 0.50 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper CANCARA ASSET S 13738JG79 07/07/2016 07/07/2016 0.60 50,000,000.00 49,995,000.00 Fixed Lloyds Banking Group 0.10 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper CANCARA ASSET S 13738JGJ3 07/18/2016 07/18/2016 0.60 37,000,000.00 36,989,516.67 Fixed Lloyds Banking Group 0.00 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLC

JPMorgan Prime Money Market Fund

Asset Backed Commercial Paper CANCARA ASSET S 13738JH11 08/01/2016 08/01/2016 0.60 115,750,000.00 115,690,195.80 Fixed Lloyds Banking Group 0.10 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper CANCARA ASSET S 13738JH37 08/03/2016 08/03/2016 0.60 150,000,000.00 149,917,500.00 Fixed Lloyds Banking Group 0.20 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper CANCARA ASSET S 13738JH45 08/04/2016 08/04/2016 0.60 165,000,000.00 164,906,500.00 Fixed Lloyds Banking Group 0.20 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper ATLANTIC ASSET S 04821TG58 07/05/2016 07/05/2016 0.60 100,000,000.00 99,993,333.33 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper BARTON CAPITAL 06945JEU3 07/05/2016 08/23/2016 0.66 175,000,000.00 175,000,000.00 Variable Societe Generale 0.20 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL 06945LGU6 07/28/2016 07/28/2016 0.62 45,000,000.00 44,979,075.00 Fixed Societe Generale 0.00 A-1 P-1 F1 FRANCE Societe GeneraleCertificate of Deposit MITSUBISHI UFJ TR XS1403728469 07/28/2016 07/28/2016 0.68 175,000,000.00 174,910,903.10 Fixed MITSUBISHI UFJ FIN 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR 60682AR24 08/29/2016 08/29/2016 0.77 255,000,000.00 255,000,000.00 Fixed MITSUBISHI UFJ FIN 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1374540687 07/07/2016 07/07/2016 0.77 175,000,000.00 174,977,603.50 Fixed Mizuho Financial Grou0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1405944742 08/02/2016 08/02/2016 0.72 115,000,000.00 114,926,535.20 Fixed Mizuho Financial Grou0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIM 60689DVM2 07/21/2016 07/21/2016 0.62 100,000,000.00 100,000,000.00 Fixed Mizuho Financial Grou0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit NATIXIS - NEW YOR 63873FC63 10/31/2016 10/31/2016 0.93 171,968,000.00 171,968,000.00 Fixed GROUP BPCE 0.20 A-1 P-1 F1 FRANCE NACertificate of Deposit OVERSEA-CHINESE 69033LEW5 07/27/2016 07/27/2016 0.57 150,000,000.00 150,000,000.00 Fixed OVERSEA-CHINESE 0.20 A-1+ P-1 F1+ SINGAPORE NACertificate of Deposit RABOBANK NEDER 21684BJ39 08/23/2016 08/23/2016 0.83 140,000,000.00 140,000,000.00 Fixed Co?peratieve Raboban 0.10 A-1 P-1 F1+ NETHERLANDS NACertificate of Deposit SHIZUOKA BANK N 82487AY27 08/31/2016 08/31/2016 0.63 100,000,000.00 100,000,000.00 Fixed SHIZUOKA BANK 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit STANDARD CHART 85325THN8 07/13/2016 07/13/2016 0.64 270,000,000.00 270,000,000.00 Fixed Standard Chartered PL0.30 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STATE STREET BAN 8574P1HP4 07/14/2016 10/14/2016 0.82 200,000,000.00 200,000,000.00 Variable State Street Corp. 0.20 A-1+ P-1 F1+ UNITED STATES NACertificate of Deposit SUMITOMO MITSU 86563K5G4 10/14/2016 10/14/2016 0.90 100,000,000.00 100,000,000.00 Fixed SUMITOMO MITSUI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86564EBQ8 07/05/2016 07/05/2016 0.41 534,530,000.00 534,530,000.00 Fixed SUMITOMO MITSUI 0.60 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563K5K5 08/16/2016 08/16/2016 0.73 299,100,000.00 299,100,000.00 Fixed SUMITOMO MITSUI 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563K5R0 08/10/2016 08/10/2016 0.72 275,000,000.00 275,000,000.00 Fixed SUMITOMO MITSUI 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QE22 07/12/2016 07/12/2016 0.60 170,000,000.00 170,007,772.20 Fixed SUMITOMO MITSUI 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU XS1412708346 11/16/2016 11/16/2016 0.92 150,000,000.00 149,473,529.60 Fixed SUMITOMO MITSUI 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU XS1380778537 07/14/2016 07/14/2016 0.82 199,000,000.00 198,941,237.10 Fixed SUMITOMO MITSUI 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU XS1394230970 08/08/2016 08/08/2016 0.73 124,000,000.00 123,905,340.10 Fixed SUMITOMO MITSUI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU XS1402346057 08/26/2016 08/26/2016 0.73 200,000,000.00 199,773,449.70 Fixed SUMITOMO MITSUI 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU XS1421964765 07/25/2016 07/25/2016 0.53 151,000,000.00 150,946,695.10 Fixed SUMITOMO MITSUI 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit THE CHIBA BANK L 16706BWU8 07/22/2016 07/22/2016 0.64 111,000,000.00 111,000,000.00 Fixed THE CHIBA BANK L0.10 A-1 P-1 NR JAPAN NACertificate of Deposit THE NORINCHUKIN XS1392832363 08/19/2016 08/19/2016 0.75 175,000,000.00 174,821,855.30 Fixed NORINCHUKIN BAN 0.20 A-1 P-1 NR JAPAN NACertificate of Deposit THE NORINCHUKIN XS1403615344 07/28/2016 07/28/2016 0.64 100,000,000.00 99,952,077.67 Fixed NORINCHUKIN BAN 0.10 A-1 P-1 NR JAPAN NACertificate of Deposit THE NORINCHUKIN XS1410577156 08/10/2016 08/10/2016 0.64 200,000,000.00 199,858,010.40 Fixed NORINCHUKIN BAN 0.20 A-1 P-1 NR JAPAN NACertificate of Deposit THE NORINCHUKIN XS1425413199 07/27/2016 07/27/2016 0.55 500,000,000.00 499,801,573.10 Fixed NORINCHUKIN BAN 0.50 A-1 P-1 NR JAPAN NACertificate of Deposit TORONTO DOMINI XS1415119475 07/20/2016 07/20/2016 0.47 250,000,000.00 249,938,038.80 Fixed The Toronto Dominion 0.30 A-1+ P-1 F1+ CANADA NACertificate of Deposit TORONTO DOMINI XS1416560743 07/20/2016 07/20/2016 0.47 470,000,000.00 469,883,510.90 Fixed The Toronto Dominion 0.50 A-1+ P-1 F1+ CANADA NACertificate of Deposit TORONTO DOMINI XS1434176548 07/13/2016 07/13/2016 0.43 610,000,000.00 609,912,599.20 Fixed The Toronto Dominion 0.60 A-1+ P-1 F1+ CANADA NACertificate of Deposit TORONTO DOMINI XS1435161481 07/15/2016 07/15/2016 0.43 200,000,000.00 199,966,568.00 Fixed The Toronto Dominion 0.20 A-1+ P-1 F1+ CANADA NACertificate of Deposit TORONTO DOMINI XS1435358517 07/19/2016 07/19/2016 0.43 500,000,000.00 499,892,542.70 Fixed The Toronto Dominion 0.50 A-1+ P-1 F1+ CANADA NACertificate of Deposit UBS AG STAMFORD 90267R5L9 07/08/2016 08/08/2016 0.83 174,000,000.00 174,000,000.00 Variable UBS AG 0.20 A-1 P-1 F1 SWITZERLAND NACertificate of Deposit UBS AG STAMFORD 90267R7G8 07/05/2016 11/07/2016 0.86 10,000,000.00 10,000,000.00 Variable UBS AG 0.00 A-1 P-1 F1 SWITZERLAND NACertificate of Deposit UBS AG STAMFORD 90267R7H6 11/07/2016 11/07/2016 0.91 50,000,000.00 50,000,000.00 Fixed UBS AG 0.10 A-1 P-1 F1 SWITZERLAND NACertificate of Deposit WELLS FARGO BAN 94988EPC6 07/21/2016 07/21/2016 0.80 225,000,000.00 225,022,840.50 Variable Wells Fargo & Co. 0.20 A-1+ P-1 F1+ UNITED STATES NACertificate of Deposit WELLS FARGO BAN 94988ESF6 09/10/2016 03/10/2017 1.03 128,700,000.00 128,700,000.00 Variable Wells Fargo & Co. 0.10 A-1+ P-1 F1+ UNITED STATES NACertificate of Deposit ABN-AMRO BANK N XS1381817318 07/14/2016 07/14/2016 0.70 521,750,000.00 521,618,732.60 Fixed ABN AMRO GROUP 0.60 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ABN-AMRO BANK N XS1422843919 08/25/2016 08/25/2016 0.65 50,000,000.00 49,950,429.46 Fixed ABN AMRO GROUP 0.10 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ABN-AMRO BANK N XS1389952752 07/29/2016 07/29/2016 0.72 120,000,000.00 119,932,961.00 Fixed ABN AMRO GROUP 0.10 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ABN-AMRO BANK N XS1394914912 07/08/2016 07/08/2016 0.63 135,000,000.00 134,983,488.80 Fixed ABN AMRO GROUP 0.10 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ABN-AMRO BANK N XS1413597466 08/15/2016 08/15/2016 0.64 200,000,000.00 199,840,267.20 Fixed ABN AMRO GROUP 0.20 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit AGRICULTURAL BA 00850RM99 07/06/2016 07/06/2016 0.75 310,000,000.00 310,000,000.00 Fixed AGRICULTURAL BA 0.30 A-1 P-1 F1 CHINA NACertificate of Deposit AUSTRALIA & NEW 0PY001CW3 09/01/2016 09/01/2016 0.70 305,000,000.00 305,000,000.00 Fixed Australia and New Zea 0.30 A-1+ P-1 F1+ AUSTRALIA NACertificate of Deposit BANCO DEL ESTAD 05969YJG9 07/25/2016 09/01/2016 0.81 60,000,000.00 60,000,000.00 Variable BANCO DEL ESTAD 0.10 A-1+ P-1 F1 CHILE NACertificate of Deposit BANCO DEL ESTAD 05969YMC4 08/15/2016 08/15/2016 0.60 100,000,000.00 100,000,000.00 Fixed BANCO DEL ESTAD 0.10 A-1+ P-1 F1 CHILE NACertificate of Deposit BANK OF CHINA - LXS1429813519 07/05/2016 07/05/2016 0.75 205,000,000.00 204,982,928.10 Fixed BANK OF CHINA LIM0.20 A-1 P-1 F1 CHINA NACertificate of Deposit BANK OF CHINA LTFR0123775670 07/05/2016 07/05/2016 0.75 140,000,000.00 139,988,341.30 Fixed BANK OF CHINA LIM0.10 A-1 P-1 F1 CHINA NACertificate of Deposit BANK OF CHINA LTFR0123812721 07/13/2016 07/13/2016 0.70 180,000,000.00 179,958,024.70 Fixed BANK OF CHINA LIM0.20 A-1 P-1 F1 CHINA NACertificate of Deposit BANK OF CHINA-NE 06119PLU1 07/08/2016 07/08/2016 0.75 300,000,000.00 300,000,000.00 Fixed BANK OF CHINA LIM0.30 A-1 P-1 F1 CHINA NACertificate of Deposit BANK OF CHINA-SINXS1434257462 07/11/2016 07/11/2016 0.73 394,000,000.00 393,920,150.30 Fixed BANK OF CHINA LIM0.40 A-1 P-1 F1 CHINA NACertificate of Deposit BANK OF MONTRE XS1434136831 07/13/2016 07/13/2016 0.43 250,000,000.00 249,964,180.00 Fixed Bank of Montreal 0.30 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF MONTRE 06427EH20 07/18/2016 07/18/2016 0.57 250,000,000.00 250,000,000.00 Fixed Bank of Montreal 0.30 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF MONTRE 06427EJ93 07/21/2016 07/21/2016 0.57 250,000,000.00 250,000,000.00 Fixed Bank of Montreal 0.30 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF MONTRE 06427EP47 08/08/2016 08/08/2016 0.57 200,000,000.00 200,000,000.00 Fixed Bank of Montreal 0.20 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF MONTRE 06427EWH0 07/08/2016 09/08/2016 0.80 255,000,000.00 254,999,617.50 Variable Bank of Montreal 0.30 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF TOKYO M 06538MU23 07/05/2016 07/05/2016 0.42 300,000,000.00 300,000,000.00 Fixed MITSUBISHI UFJ FIN 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit BANQUE FEDERAT XS1415538369 07/05/2016 07/05/2016 0.47 200,000,000.00 199,989,562.40 Fixed Credit Mutuel-CIC 0.20 A-1 P-1 F1 FRANCE NACertificate of Deposit BNP PARIBAS SA FR0123194955 08/15/2016 08/15/2016 0.71 200,000,000.00 199,822,925.70 Fixed BNP Paribas 0.20 A-1 P-1 F1 FRANCE NACertificate of Deposit CANADIAN IMPERI 13606AVT2 08/01/2016 08/01/2016 0.56 325,000,000.00 325,000,000.00 Fixed Canadian Imperial Ban 0.30 A-1 P-1 F1+ CANADA NACertificate of Deposit COMMONWEALTH 0CWA01AJ3 08/25/2016 08/25/2016 0.83 100,000,000.00 100,000,000.00 Fixed Commonwealth Bank 0.10 A-1+ P-1 F1+ AUSTRALIA NACertificate of Deposit CREDIT INDUSTRIE XS1426857527 08/02/2016 08/02/2016 0.66 615,000,000.00 614,642,338.20 Fixed Credit Mutuel-CIC 0.60 A-1 P-1 F1 FRANCE NACertificate of Deposit DANSKE BANK A/S FR0123720940 07/11/2016 07/11/2016 0.60 673,000,000.00 672,888,003.20 Fixed Danske Bank A/S 0.70 A-1 P-1 F1 DENMARK NA

Certificate of Deposit DZ BANK AG - NEW 23328ANZ3 09/07/2016 09/07/2016 0.75 99,000,000.00 99,000,000.00 Fixed DZ BANK AG 0.10 A-1+ P-1 F1+ GERMANY NACertificate of Deposit INDUSTRIAL & COM 45580DDJ0 07/05/2016 07/05/2016 0.75 430,000,000.00 430,000,000.00 Fixed INDUSTRIAL AND C 0.50 A-1 P-1 F1 CHINA NACertificate of Deposit ING BANK NV 0ING01EL8 08/15/2016 08/15/2016 0.72 400,000,000.00 400,000,000.00 Fixed ING Groep NV 0.40 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit KBC BANK NV BE6285791941 07/06/2016 07/06/2016 0.72 200,000,000.00 199,980,174.70 Fixed KBC GROUPE NV 0.20 A-1 P-1 F1 BELGIUM NACertificate of Deposit BANK OF MONTRE 06427EXF3 07/11/2016 10/11/2016 0.84 110,000,000.00 110,000,000.00 Variable Bank of Montreal 0.10 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF TOKYO M 06538MQ51 07/21/2016 07/21/2016 0.46 300,000,000.00 300,000,000.00 Fixed MITSUBISHI UFJ FIN 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit BANK OF TOKYO M 06538MWN5 10/07/2016 10/07/2016 0.89 50,000,000.00 50,000,000.00 Fixed MITSUBISHI UFJ FIN 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit BANQUE FEDERAT XS1407899761 09/06/2016 09/06/2016 0.74 250,000,000.00 249,656,576.80 Fixed Credit Mutuel-CIC 0.30 A-1 P-1 F1 FRANCE NACertificate of Deposit BANQUE FEDERAT XS1412711720 08/12/2016 08/12/2016 0.63 400,000,000.00 399,706,473.00 Fixed Credit Mutuel-CIC 0.40 A-1 P-1 F1 FRANCE NACertificate of Deposit BNP PARIBAS NY B 05574R3B9 10/12/2016 10/12/2016 0.88 100,000,000.00 100,000,000.00 Fixed BNP Paribas 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit BNP PARIBAS NY B 05574R3V5 08/04/2016 08/04/2016 0.59 1,000,000,000.00 1,000,000,000.00 Fixed BNP Paribas 1.10 A-1 P-1 F1 FRANCE NACertificate of Deposit BNP PARIBAS NY B 05574RZ32 07/12/2016 07/12/2016 0.69 366,000,000.00 366,000,000.00 Fixed BNP Paribas 0.40 A-1 P-1 F1 FRANCE NACertificate of Deposit BNP PARIBAS SA FR0123686034 09/01/2016 09/01/2016 0.77 250,000,000.00 249,669,455.30 Fixed BNP Paribas 0.30 A-1 P-1 F1 FRANCE NACertificate of Deposit CAISSE DES DEPOT FR0123646400 08/25/2016 08/25/2016 0.63 100,000,000.00 99,903,904.84 Fixed Caisse des Depots et C 0.10 A-1+ P-1 F1+ FRANCE NACertificate of Deposit CANADIAN IMPERI 13606AQZ4 08/24/2016 08/24/2016 0.85 125,000,000.00 125,000,000.00 Fixed Canadian Imperial Ban 0.10 A-1 P-1 F1+ CANADA NACertificate of Deposit CHINA CONSTRUC XS1427110280 07/01/2016 07/01/2016 0.75 300,000,000.00 300,000,000.00 Fixed CHINA CONSTRUCT 0.30 A-1 P-1 F1 CHINA NACertificate of Deposit CHINA CONSTRUC XS1440210455 08/01/2016 08/01/2016 0.00 100,000,000.00 99,925,999.00 Fixed CHINA CONSTRUCT 0.10 A-1 P-1 F1 CHINA NACertificate of Deposit CHINA CONSTRUC 16891UPH8 07/06/2016 07/06/2016 0.75 500,000,000.00 500,000,000.00 Fixed CHINA CONSTRUCT 0.50 A-1 P-1 F1 CHINA NACertificate of Deposit COMMONWEALTH 0CWA01AK0 07/05/2016 07/05/2016 0.65 300,000,000.00 300,000,000.00 Fixed Commonwealth Bank 0.30 A-1+ P-1 F1+ AUSTRALIA NACertificate of Deposit COOPERATIEVE RA XS1363106318 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BANK NV 0ING01H43 08/15/2016 08/15/2016 0.62 250,000,000.00 250,000,000.00 Fixed ING Groep NV 0.30 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ING BANK NV 0ING01H76 11/25/2016 11/25/2016 0.96 20,000,000.00 20,000,000.00 Fixed ING Groep NV 0.00 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ING BANK NV XS1366337167 07/16/2016 08/16/2016 0.85 250,000,000.00 250,000,000.00 Variable ING Groep NV 0.30 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit KBC BANK NV BE6285889950 07/07/2016 07/07/2016 0.72 200,000,000.00 199,976,043.70 Fixed KBC GROUPE NV 0.20 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6286349707 07/28/2016 07/28/2016 0.75 375,000,000.00 374,789,461.20 Fixed KBC GROUPE NV 0.40 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6286630601 08/05/2016 08/05/2016 0.74 500,000,000.00 499,640,957.10 Fixed KBC GROUPE NV 0.50 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6286675085 07/11/2016 07/11/2016 0.65 200,000,000.00 199,963,929.80 Fixed KBC GROUPE NV 0.20 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6286676091 08/08/2016 08/08/2016 0.74 25,000,000.00 24,980,508.71 Fixed KBC GROUPE NV 0.00 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6287613739 08/10/2016 08/10/2016 0.72 155,000,000.00 154,876,151.40 Fixed KBC GROUPE NV 0.20 A-1 P-1 F1 BELGIUM NACertificate of Deposit LANDESBANK HES 51489NPQ9 07/05/2016 07/05/2016 0.60 200,000,000.00 200,000,000.00 Fixed STATE OF HESSEN 0.20 A-1 P-1 F1+ GERMANY NACertificate of Deposit LANDESBANK HES 51489NPU0 07/19/2016 07/19/2016 0.58 100,000,000.00 100,000,000.00 Fixed STATE OF HESSEN 0.10 A-1 P-1 F1+ GERMANY NACertificate of Deposit LANDESBANK HES XS1410576778 08/09/2016 08/09/2016 0.60 470,000,000.00 469,697,500.60 Fixed STATE OF HESSEN 0.50 A-1 P-1 F1+ GERMANY NACertificate of Deposit MITSUBISHI UFJ TR XS1400288947 08/22/2016 08/22/2016 0.77 100,000,000.00 99,889,071.84 Fixed MITSUBISHI UFJ FIN 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR XS1403609701 08/30/2016 08/30/2016 0.76 125,000,000.00 124,843,112.80 Fixed MITSUBISHI UFJ FIN 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR XS1434175144 09/13/2016 09/13/2016 0.72 35,000,000.00 34,948,295.15 Fixed MITSUBISHI UFJ FIN 0.00 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR XS1434175573 12/13/2016 12/13/2016 0.99 25,000,000.00 24,887,130.53 Fixed MITSUBISHI UFJ FIN 0.00 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR 60682AS23 08/10/2016 08/10/2016 0.64 325,000,000.00 325,000,000.00 Fixed MITSUBISHI UFJ FIN 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR 60682AS64 08/15/2016 08/15/2016 0.64 200,000,000.00 200,000,000.00 Fixed MITSUBISHI UFJ FIN 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR 60682AS80 08/05/2016 08/05/2016 0.61 400,000,000.00 400,000,000.00 Fixed MITSUBISHI UFJ FIN 0.40 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1401307704 08/22/2016 08/22/2016 0.80 200,000,000.00 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Certificate of Deposit MIZUHO BANK LIM 60689DVC4 07/11/2016 07/11/2016 0.61 250,000,000.00 250,000,000.00 Fixed Mizuho Financial Grou0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIM 60689DVP5 07/22/2016 07/22/2016 0.62 350,000,000.00 350,000,871.80 Fixed Mizuho Financial Grou0.40 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1425959829 08/26/2016 08/26/2016 0.76 50,000,000.00 49,941,002.15 Fixed Mizuho Financial Grou0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit NATIXIS - NEW YOR 63873FB72 08/31/2016 08/31/2016 0.90 234,795,000.00 234,795,000.00 Fixed GROUP BPCE 0.20 A-1 P-1 F1 FRANCE NACertificate of Deposit NATIXIS - NEW YOR 63873FG51 08/18/2016 08/18/2016 0.68 500,000,000.00 500,000,000.00 Fixed GROUP BPCE 0.50 A-1 P-1 F1 FRANCE NACertificate of Deposit NATIXIS - NEW YOR 63873FH43 07/05/2016 07/05/2016 0.43 650,676,000.00 650,676,000.00 Fixed GROUP BPCE 0.70 A-1 P-1 F1 FRANCE NACertificate of Deposit NORINCHUKIN BAN 65602T3F6 08/22/2016 08/22/2016 0.70 600,000,000.00 600,000,000.00 Fixed NORINCHUKIN BAN 0.60 A-1 P-1 NR JAPAN NACertificate of Deposit NORINCHUKIN BAN 65602T3H2 07/20/2016 07/20/2016 0.61 100,000,000.00 100,000,000.00 Fixed NORINCHUKIN BAN 0.10 A-1 P-1 NR JAPAN NACertificate of Deposit NORINCHUKIN BAN 65602T3T6 07/26/2016 07/26/2016 0.61 158,000,000.00 157,999,997.60 Fixed NORINCHUKIN BAN 0.20 A-1 P-1 NR JAPAN NACertificate of Deposit NORINCHUKIN BAN 65602T3U3 07/28/2016 07/28/2016 0.61 200,000,000.00 200,000,000.00 Fixed NORINCHUKIN BAN 0.20 A-1 P-1 NR JAPAN NACertificate of Deposit NORINCHUKIN BAN 65602T3V1 07/29/2016 07/29/2016 0.61 300,000,000.00 300,000,000.00 Fixed NORINCHUKIN BAN 0.30 A-1 P-1 NR JAPAN NACertificate of Deposit NORINCHUKIN BAN 65602T4L2 08/25/2016 08/25/2016 0.70 200,000,000.00 200,000,000.00 Fixed NORINCHUKIN BAN 0.20 A-1 P-1 NR JAPAN NACertificate of Deposit NORINCHUKIN BAN 65602T5A5 08/18/2016 08/18/2016 0.62 150,000,000.00 150,000,000.00 Fixed NORINCHUKIN BAN 0.20 A-1 P-1 NR JAPAN NACertificate 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54,946,073.48 Fixed OP Cooperative 0.10 A-1+ P-1 NR FINLAND NACertificate of Deposit OVERSEA-CHINESE 69033LEZ8 07/05/2016 07/05/2016 0.47 200,000,000.00 200,000,000.00 Fixed OVERSEA-CHINESE 0.20 A-1+ P-1 F1+ SINGAPORE NACertificate of Deposit OVERSEA-CHINESE 69033LFC8 08/04/2016 08/04/2016 0.56 200,000,000.00 199,999,056.80 Fixed OVERSEA-CHINESE 0.20 A-1+ P-1 F1+ SINGAPORE NACertificate of Deposit OVERSEA-CHINESE XS1435081457 07/15/2016 07/15/2016 0.44 125,000,000.00 124,978,619.10 Fixed OVERSEA-CHINESE 0.10 A-1+ P-1 F1+ SINGAPORE NACertificate of Deposit RABOBANK/AUSTRXS1409377543 08/08/2016 08/08/2016 0.59 150,000,000.00 149,906,726.80 Fixed Co?peratieve Raboban 0.20 A-1 P-1 F1+ NETHERLANDS NACertificate of Deposit SHIZUOKA BANK N 82487AX44 08/10/2016 08/10/2016 0.61 84,750,000.00 84,750,000.00 Fixed SHIZUOKA BANK 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SHIZUOKA BANK N 82487AX51 08/08/2016 08/08/2016 0.61 50,000,000.00 50,000,000.00 Fixed SHIZUOKA BANK 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit STANDARD CHART XS1397878387 07/15/2016 07/15/2016 0.67 725,000,000.00 724,812,821.70 Fixed Standard Chartered PL0.80 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHART XS1400288780 07/20/2016 07/20/2016 0.67 424,000,000.00 423,851,437.60 Fixed Standard Chartered PL0.40 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHART XS1404927953 07/29/2016 07/29/2016 0.68 275,000,000.00 274,855,871.20 Fixed Standard Chartered PL0.30 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHART 85325TJD8 08/08/2016 08/08/2016 0.64 100,000,000.00 100,000,000.00 Fixed Standard Chartered PL0.10 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHART 85325TJP1 08/15/2016 08/15/2016 0.63 130,000,000.00 130,000,000.00 Fixed Standard Chartered PL0.10 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHART XS1396256171 07/12/2016 07/12/2016 0.70 180,000,000.00 179,961,567.30 Fixed Standard Chartered PL0.20 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit SUMITOMO MITSU 86563QA91 08/25/2016 08/25/2016 0.75 149,700,000.00 149,700,000.00 Fixed SUMITOMO MITSUI 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QE63 07/21/2016 07/21/2016 0.62 110,000,000.00 110,000,000.00 Fixed SUMITOMO MITSUI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QG79 08/22/2016 08/22/2016 0.71 300,000,000.00 300,000,000.00 Fixed SUMITOMO MITSUI 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QJ92 08/10/2016 08/10/2016 0.65 450,000,000.00 450,000,000.00 Fixed SUMITOMO MITSUI 0.50 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QM23 08/15/2016 08/15/2016 0.65 500,000,000.00 500,000,000.00 Fixed SUMITOMO MITSUI 0.50 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QWW6 07/07/2016 07/07/2016 0.68 125,000,000.00 125,000,000.00 Fixed SUMITOMO MITSUI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QWX4 07/11/2016 07/11/2016 0.68 150,000,000.00 150,000,000.00 Fixed SUMITOMO MITSUI 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU XS1390064373 07/01/2016 07/01/2016 0.65 190,000,000.00 190,000,000.00 Fixed SUMITOMO MITSUI 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU BE6285088702 07/18/2016 07/18/2016 0.70 110,000,000.00 109,963,725.70 Fixed SUMITOMO MITSUI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU BE6285833396 07/25/2016 07/25/2016 0.65 400,000,000.00 399,826,951.00 Fixed SUMITOMO MITSUI 0.40 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU BE6286474018 08/05/2016 08/05/2016 0.65 240,000,000.00 239,848,584.50 Fixed SUMITOMO MITSUI 0.30 A-1 P-1 F1 JAPAN NAFinancial Company Commercial Paper ABN AMRO FUNDIN 00084BG57 07/05/2016 07/05/2016 0.62 90,000,000.00 89,993,800.00 Fixed ABN AMRO GROUP 0.10 A-1 P-1 F1 NETHERLANDS NAFinancial Company Commercial Paper ABN AMRO FUNDIN 00084BGB4 07/11/2016 07/11/2016 0.61 52,000,000.00 51,991,188.89 Fixed ABN AMRO GROUP 0.10 A-1 P-1 F1 NETHERLANDS NAFinancial Company Commercial Paper ING (US) FUNDING 4497W0H92 08/09/2016 08/09/2016 0.84 100,000,000.00 99,909,000.00 Fixed ING Groep NV 0.10 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper ING (US) FUNDING 4497W0K31 10/03/2016 10/03/2016 0.90 75,000,000.00 74,824,729.17 Fixed ING Groep NV 0.10 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper NATIONAL BANK O 63307NAR8 07/23/2016 09/23/2016 0.82 175,000,000.00 175,000,000.00 Variable National Bank of Cana0.20 A-1 P-1 F1 CANADA NAFinancial Company Commercial Paper SKANDINAVISKA E 83050TG62 07/06/2016 07/06/2016 0.65 440,000,000.00 439,960,277.80 Fixed Skandinaviska Enskild 0.50 A-1 P-1 F1+ SWEDEN NAFinancial Company Commercial Paper SOCIETE GENERAL 83369BGJ9 07/18/2016 07/18/2016 0.58 1,225,000,000.00 1,224,667,378.00 Fixed Societe Generale 1.30 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper ABN AMRO FUNDIN 00084BH56 08/05/2016 08/05/2016 0.59 50,000,000.00 49,971,319.45 Fixed ABN AMRO GROUP 0.10 A-1 P-1 F1 NETHERLANDS NAFinancial Company Commercial Paper ABN AMRO FUNDIN 00084BH98 08/09/2016 08/09/2016 0.68 68,000,000.00 67,949,906.67 Fixed ABN AMRO GROUP 0.10 A-1 P-1 F1 NETHERLANDS NAFinancial Company Commercial Paper ABN AMRO FUNDIN 00084BHB3 08/11/2016 08/11/2016 0.68 15,000,000.00 14,988,383.33 Fixed ABN AMRO GROUP 0.00 A-1 P-1 F1 NETHERLANDS NAFinancial Company Commercial Paper AGRICULTURAL BA 00850UG65 07/06/2016 07/06/2016 0.75 435,000,000.00 434,954,687.50 Fixed AGRICULTURAL BA 0.50 A-1 P-1 F1 CHINA NAFinancial Company Commercial Paper ANZ NEW ZEALAND 0018A2H58 08/05/2016 08/05/2016 0.63 31,895,000.00 31,875,464.31 Fixed Australia and New Zea 0.00 A-1+ P-1 F1+ AUSTRALIA NAFinancial Company Commercial Paper AUSTRALIA AND N 05253AH94 08/09/2016 08/09/2016 0.55 200,000,000.00 199,880,833.30 Fixed Australia and New Zea 0.20 A-1+ P-1 F1+ AUSTRALIA NAFinancial Company Commercial Paper BANK NEDERLAND 62944GHX4 08/31/2016 08/31/2016 0.69 190,000,000.00 189,777,858.30 Fixed Bank Nederlandse Gem 0.20 A-1+ P-1 F1+ NETHERLANDS NAFinancial Company Commercial Paper BANK OF NOVA SC 06417LBG1 07/12/2016 08/12/2016 0.80 190,000,000.00 190,000,000.00 Variable Bank of Nova Scotia - 0.20 A-1 P-1 F1+ CANADA NAFinancial Company Commercial Paper BNP PARIBAS DUBL 09658YG54 07/05/2016 07/05/2016 0.42 300,000,000.00 299,986,000.00 Fixed BNP Paribas 0.30 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BNP PARIBAS DUBL 09658YG62 07/06/2016 07/06/2016 0.42 100,000,000.00 99,994,166.66 Fixed BNP Paribas 0.10 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BNP PARIBAS NY B 09659BGB0 07/11/2016 07/11/2016 0.70 308,000,000.00 307,940,111.10 Fixed BNP Paribas 0.30 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BNP PARIBAS NY B 09659BGC8 07/12/2016 07/12/2016 0.69 50,000,000.00 49,989,458.33 Fixed BNP Paribas 0.10 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BPCE SA 05571BG15 07/01/2016 07/01/2016 0.67 300,000,000.00 300,000,000.00 Fixed GROUP BPCE 0.30 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BPCE SA 05571BJ12 09/01/2016 09/01/2016 0.76 440,000,000.00 439,427,877.80 Fixed GROUP BPCE 0.50 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BPCE SA 05571BK36 10/03/2016 10/03/2016 0.89 45,000,000.00 44,895,425.00 Fixed GROUP BPCE 0.00 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper CAISSE CENTRALE 1280C2G52 07/05/2016 07/05/2016 0.50 49,000,000.00 48,997,277.78 Fixed CAISSE CENTRALE 0.10 A-1 P-1 F1+ CANADA NAFinancial Company Commercial Paper CAISSE CENTRALE 1280C2HN2 08/22/2016 08/22/2016 0.63 100,000,000.00 99,909,000.00 Fixed CAISSE CENTRALE 0.10 A-1 P-1 F1+ CANADA NAFinancial Company Commercial Paper CANADIAN IMPERI 13607EGB9 07/11/2016 07/11/2016 0.40 300,000,000.00 299,966,666.70 Fixed Canadian Imperial Ban 0.30 A-1 P-1 F1+ CANADA NA

Financial Company Commercial Paper DANSKE CORPORA2363F6GJ3 07/18/2016 07/18/2016 0.58 71,000,000.00 70,980,721.53 Fixed Danske Bank A/S 0.10 A-1 P-1 F1 DENMARK NAFinancial Company Commercial Paper DANSKE CORPORA2363F6HF0 08/15/2016 08/15/2016 0.60 130,000,000.00 129,903,312.50 Fixed Danske Bank A/S 0.10 A-1 P-1 F1 DENMARK NAFinancial Company Commercial Paper DBS BANK LIMITED 23305DG58 07/05/2016 07/05/2016 0.50 75,000,000.00 74,995,833.33 Fixed DBS GROUP HOLDI 0.10 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DBS BANK LIMITED 23305DG66 07/06/2016 07/06/2016 0.51 200,000,000.00 199,985,972.20 Fixed DBS GROUP HOLDI 0.20 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DBS BANK LIMITED 23305DGE9 07/14/2016 07/14/2016 0.59 80,000,000.00 79,982,955.54 Fixed DBS GROUP HOLDI 0.10 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DBS BANK LIMITED 23305DGN9 07/22/2016 07/22/2016 0.53 75,000,000.00 74,976,812.50 Fixed DBS GROUP HOLDI 0.10 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DEXIA CREDIT LOC 25214W3L0 09/13/2016 09/13/2016 0.90 111,000,000.00 110,794,650.00 Fixed Dexia Group 0.10 A-1+ P-1 F1+ BELGIUM NAFinancial Company Commercial Paper HSBC BANK PLC 40433FGL7 07/12/2016 08/12/2016 0.83 235,000,000.00 235,000,000.00 Variable HSBC Holdings PLC 0.20 A-1+ P-1 F1+ UNITED KINGDOM NAFinancial Company Commercial Paper ING (US) FUNDING 4497W0H35 08/03/2016 08/03/2016 0.70 81,000,000.00 80,948,025.00 Fixed ING Groep NV 0.10 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper ING (US) FUNDING 4497W0HB7 08/11/2016 08/11/2016 0.70 125,000,000.00 124,900,347.20 Fixed ING Groep NV 0.10 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper ING (US) FUNDING 4497W0HH4 08/17/2016 08/17/2016 0.85 38,700,000.00 38,657,053.75 Fixed ING Groep NV 0.00 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper ING (US) FUNDING 4497W0HR2 08/25/2016 08/25/2016 0.71 516,000,000.00 515,440,283.30 Fixed ING Groep NV 0.50 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper INTERCONTINENTA 45856WG11 07/01/2016 07/01/2016 0.55 69,000,000.00 69,000,000.00 Fixed INTERCONTINENTA 0.10 A-1 P-1 NR UNITED STATES NAFinancial Company Commercial Paper LANDESBANK HES 51489GH18 08/01/2016 08/01/2016 0.60 200,000,000.00 199,896,666.70 Fixed STATE OF HESSEN 0.20 A-1 P-1 F1+ GERMANY NAFinancial Company Commercial Paper MITSUBISHI UFJ TR 60682YHC1 08/12/2016 08/12/2016 0.66 100,000,000.00 99,923,000.00 Fixed MITSUBISHI UFJ FIN 0.10 A-1 P-1 F1 JAPAN NAFinancial Company Commercial Paper NATIONWIDE BUIL 6385E0HR7 08/25/2016 08/25/2016 0.65 10,000,000.00 9,990,069.45 Fixed Nationwide Building S0.00 A-1 P-1 F1 UNITED KINGDOM NAFinancial Company Commercial Paper NATIXIS - NEW YOR 63873JKX7 10/31/2016 10/31/2016 0.93 128,000,000.00 127,596,586.70 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper RABOBANK-NEW Y21687AGJ6 07/18/2016 07/18/2016 0.66 78,050,000.00 78,025,858.70 Fixed Co?peratieve Raboban 0.10 A-1 P-1 F1+ NETHERLANDS NAFinancial Company Commercial Paper SKANDINAVISKA E 83050TGB1 07/11/2016 07/11/2016 0.66 61,650,000.00 61,638,697.50 Fixed Skandinaviska Enskild 0.10 A-1 P-1 F1+ SWEDEN NAFinancial Company Commercial Paper SKANDINAVISKA E 83050TJN2 09/22/2016 09/22/2016 0.83 378,000,000.00 377,276,655.00 Fixed Skandinaviska Enskild 0.40 A-1 P-1 F1+ SWEDEN NAFinancial Company Commercial Paper SKANDINAVISKA E 83050TKQ3 10/24/2016 10/24/2016 0.85 50,000,000.00 49,864,236.11 Fixed Skandinaviska Enskild 0.10 A-1 P-1 F1+ SWEDEN NAFinancial Company Commercial Paper SUMITOMO MITSU 86562KHV9 08/29/2016 08/29/2016 0.72 250,000,000.00 249,705,000.00 Fixed SUMITOMO MITSUI 0.30 A-1 P-1 F1 JAPAN NAFinancial Company Commercial Paper SVENSKA HANDEL 86960JG58 07/05/2016 07/05/2016 0.65 203,950,000.00 203,935,270.30 Fixed Svenska Handelsbanke0.20 A-1+ P-1 F1+ SWEDEN NAFinancial Company Commercial Paper TORONTO-DOMINI 89116EKB8 10/11/2016 10/11/2016 0.66 145,000,000.00 144,728,850.00 Fixed The Toronto Dominion 0.20 A-1+ P-1 NR CANADA NAFinancial Company Commercial Paper WESTPAC BANKING 9612C4TB7 07/13/2016 11/14/2016 0.82 100,000,000.00 100,000,000.00 Variable Westpac Banking Corp0.10 A-1+ P-1 F1+ AUSTRALIA NAFinancial Company Commercial Paper ABN AMRO FUNDIN 00084BH23 08/02/2016 08/02/2016 0.63 148,000,000.00 147,917,120.00 Fixed ABN AMRO GROUP 0.20 A-1 P-1 F1 NETHERLANDS NAFinancial Company Commercial Paper ANZ NEW ZEALAND 0018A2H41 08/04/2016 08/04/2016 0.57 200,000,000.00 199,892,333.30 Fixed Australia and New Zea 0.20 A-1+ P-1 F1+ AUSTRALIA NAFinancial Company Commercial Paper BANK OF NOVA SC 06417LBF3 07/09/2016 08/11/2016 0.80 400,000,000.00 400,000,000.00 Variable Bank of Nova Scotia - 0.40 A-1 P-1 F1+ CANADA NAFinancial Company Commercial Paper BNP PARIBAS DUBL 09658YGD7 07/13/2016 07/13/2016 0.41 500,000,000.00 499,931,666.70 Fixed BNP Paribas 0.50 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BPCE SA 05571BG72 07/07/2016 07/07/2016 0.67 100,000,000.00 99,988,833.33 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NANon-Financial Company Commercial Paper CHEVRON CORP 16677JGJ9 07/18/2016 07/18/2016 0.55 150,000,000.00 149,961,041.70 Fixed Chevron Corp 0.20 A-1+ P-1 NR UNITED STATES NANon-Financial Company Commercial Paper CHEVRON CORP 16677JGK6 07/19/2016 07/19/2016 0.55 300,000,000.00 299,917,500.00 Fixed Chevron Corp 0.30 A-1+ P-1 NR UNITED STATES NANon-Financial Company Commercial Paper ERSTE ABWICKLUN29604CHS4 08/26/2016 08/26/2016 0.66 140,000,000.00 139,856,266.70 Fixed FEDERAL STATE OF 0.10 A-1+ P-1 F1+ GERMANY NANon-Financial Company Commercial Paper EXXON MOBIL COR30229AG60 07/06/2016 07/06/2016 0.39 130,000,000.00 129,992,958.30 Fixed Exxon Mobil Corp. 0.10 A-1+ P-1 NR UNITED STATES NANon-Financial Company Commercial Paper NRW.BANK 62939LGE3 07/14/2016 07/14/2016 0.40 350,000,000.00 349,950,076.40 Fixed FEDERAL STATE OF 0.40 A-1+ P-1 F1+ GERMANY NANon-Financial Company Commercial Paper NRW.BANK 62939LGF0 07/15/2016 07/15/2016 0.46 500,000,000.00 499,911,527.80 Fixed FEDERAL STATE OF 0.50 A-1+ P-1 F1+ GERMANY NANon-Financial Company Commercial Paper NRW.BANK 62939LH44 08/04/2016 08/04/2016 0.56 450,000,000.00 449,764,125.00 Fixed FEDERAL STATE OF 0.50 A-1+ P-1 F1+ GERMANY NANon-Financial Company Commercial Paper TOYOTA CREDIT C 89232CH82 08/08/2016 08/08/2016 0.62 50,000,000.00 49,967,277.78 Fixed Toyota Motor Corp. 0.10 A-1+ P-1 F1 JAPAN NANon-Negotiable Time Deposit BNP PARIBAS GRAN 0BNP05O82 07/01/2016 07/01/2016 0.28 319,500,000.00 319,500,000.00 Fixed BNP Paribas 0.30 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit COOPERATIEVE RA 0RAB02EQ0 07/01/2016 07/01/2016 0.41 600,000,000.00 600,000,000.00 Fixed Co?peratieve Raboban 0.60 A-1 P-1 F1+ NETHERLANDS NANon-Negotiable Time Deposit INDUSTRIAL & COM 0SF001FB1 07/01/2016 07/01/2016 0.45 500,000,000.00 500,000,000.00 Fixed INDUSTRIAL AND C 0.50 A-1 P-1 F1 CHINA NANon-Negotiable Time Deposit ROYAL BANK OF C 0ROY01FQ6 07/01/2016 07/01/2016 0.30 350,000,000.00 350,000,000.00 Fixed Royal Bank of Canada 0.40 A-1+ P-1 F1+ CANADA NANon-Negotiable Time Deposit SWEDBANK AB 0SWB02K20 07/05/2016 07/05/2016 0.41 1,649,530,000.00 1,649,530,000.00 Fixed Swedbank AB 1.70 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit AUSTRALIA & NEW 0PY001DO0 07/01/2016 07/01/2016 0.42 500,000,000.00 500,000,000.00 Fixed Australia and New Zea 0.50 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time Deposit AUSTRALIA & NEW 0PY001DR3 07/07/2016 07/07/2016 0.41 1,150,000,000.00 1,150,000,000.00 Fixed Australia and New Zea 1.20 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time Deposit CHINA CONSTRUC 0RW002EY3 07/01/2016 07/01/2016 0.45 765,000,000.00 765,000,000.00 Fixed CHINA CONSTRUCT 0.80 A-1 P-1 F1 CHINA NANon-Negotiable Time Deposit CITIBANK NA-PUER 0CPR01HK4 07/06/2016 07/06/2016 0.41 150,000,000.00 150,000,000.00 Fixed Citigroup 0.20 A-1 P-1 F1 UNITED STATES NANon-Negotiable Time Deposit COOPERATIEVE RA 0RAB02EN7 07/06/2016 07/06/2016 0.43 1,624,530,000.00 1,624,530,000.00 Fixed Co?peratieve Raboban 1.70 A-1 P-1 F1+ NETHERLANDS NANon-Negotiable Time Deposit CREDIT AGRICOLE 0BC001M80 07/01/2016 07/01/2016 0.31 447,745,000.00 447,745,000.00 Fixed CREDIT AGRICOLE 0.50 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit CREDIT AGRICOLE 0BC001M98 07/01/2016 07/01/2016 0.31 409,194,000.00 409,194,000.00 Fixed CREDIT AGRICOLE 0.40 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit CREDIT AGRICOLE 0BC001MA5 07/01/2016 07/01/2016 0.31 147,000,000.00 147,000,000.00 Fixed CREDIT AGRICOLE 0.20 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit NATIXIS S.A. - GRAN 0NGC02UH3 07/01/2016 07/01/2016 0.26 246,857,000.00 246,857,000.00 Fixed GROUP BPCE 0.30 A-1 P-1 F1+ FRANCE NANon-Negotiable Time Deposit NORDEA BANK FIN 0MBK01BF9 07/01/2016 07/01/2016 0.41 899,530,000.00 899,530,000.00 Fixed Nordea Bank AB 0.90 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit ROYAL BANK OF C 0ROY01FP8 07/01/2016 07/01/2016 0.30 3,189,530,000.00 3,189,530,000.00 Fixed Royal Bank of Canada 3.40 A-1+ P-1 F1+ CANADA NANon-Negotiable Time Deposit SVENSKA HANDEL 0SVE01BN1 07/01/2016 07/01/2016 0.30 2,092,930,000.00 2,092,930,000.00 Fixed Svenska Handelsbanke2.20 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit SVENSKA HANDEL 0SVE01BO9 07/01/2016 07/01/2016 0.30 1,750,000,000.00 1,750,000,000.00 Fixed Svenska Handelsbanke1.80 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit SWEDBANK AB 0SWB02K46 07/01/2016 07/01/2016 0.30 1,750,000,000.00 1,750,000,000.00 Fixed Swedbank AB 1.80 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit THE BANK OF TOK 0AY001D54 07/01/2016 07/01/2016 0.30 992,400,000.00 992,400,000.00 Fixed MITSUBISHI UFJ FIN 1.00 A-1 P-1 F1 JAPAN NANon-Negotiable Time Deposit UBS AG 0FL001CD1 07/06/2016 07/06/2016 0.40 600,000,000.00 600,000,000.00 Fixed UBS AG 0.60 A-1 P-1 F1 SWITZERLAND NANon-Negotiable Time Deposit UBS AG 0FL001CF6 07/07/2016 07/07/2016 0.40 1,500,000,000.00 1,500,000,000.00 Fixed UBS AG 1.60 A-1 P-1 F1 SWITZERLAND NAOther Investment (Corporate Note) ROYAL BANK OF C 78008FBF0 08/10/2016 08/10/2016 0.75 790,000,000.00 790,000,000.00 Variable Royal Bank of Canada 0.80 A-1+ P-1 F1+ CANADA NAOther Investment (Medium Term Note) WELLS FARGO BAN 94985H3T9 08/12/2016 08/12/2016 0.82 785,000,000.00 785,000,000.00 Variable Wells Fargo & Co. 0.80 A-1+ P-1 F1+ UNITED STATES NAOther Repurchase Agreement MERRILL LYNCH P 0MLP02MY2 07/01/2016 08/04/2016 1.09 475,000,000.00 475,000,000.00 Variable Bank of America Corp 0.50 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement WELLS FARGO SEC 0QB001GN2 07/05/2016 07/05/2016 0.61 125,000,000.00 125,000,000.00 Fixed Wells Fargo & Co. 0.10 A-1+ NR NR UNITED STATES NAOther Repurchase Agreement WELLS FARGO SEC 0QB001GT9 07/01/2016 07/01/2016 0.38 100,000,000.00 100,000,000.00 Fixed Wells Fargo & Co. 0.10 A-1+ NR NR UNITED STATES NAOther Repurchase Agreement BNP PARIBAS (NON 0QM001AA4 07/01/2016 07/01/2016 0.58 100,000,000.00 100,000,000.00 Fixed BNP Paribas 0.10 A-1 P-1 F1 FRANCE NAOther Repurchase Agreement CITIGROUP GLOBA 0CGM01EC6 07/01/2016 08/19/2016 1.12 175,000,000.00 175,000,000.00 Variable Citigroup 0.20 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement CITIGROUP GLOBA 0CGM01ED4 07/01/2016 08/19/2016 1.12 175,000,000.00 175,000,000.00 Variable Citigroup 0.20 A-1 NR F1 UNITED STATES NA

Other Repurchase Agreement CREDIT SUISSE SEC 0CSN01FJ5 09/16/2016 10/03/2016 0.94 1,122,000,000.00 1,122,000,000.00 Variable Credit Suisse Group 1.20 A-1 NR NR SWITZERLAND NAOther Repurchase Agreement HSBC SECURITIES 0HSN19KY7 07/01/2016 07/01/2016 0.38 230,000,000.00 230,000,000.00 Fixed HSBC Holdings PLC 0.20 A-1+ NR NR UNITED KINGDOM NAOther Repurchase Agreement HSBC SECURITIES 0HSN19L00 07/01/2016 07/01/2016 0.38 100,000,000.00 100,000,000.00 Fixed HSBC Holdings PLC 0.10 A-1+ NR NR UNITED KINGDOM NAOther Repurchase Agreement MERRILL LYNCH P 0MLP02M63 07/01/2016 08/04/2016 1.09 625,000,000.00 625,000,000.00 Variable Bank of America Corp 0.70 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement MERRILL LYNCH P 0MLP02MQ9 07/01/2016 08/04/2016 1.09 375,000,000.00 375,000,000.00 Variable Bank of America Corp 0.40 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement MERRILL LYNCH P 0MLP02N70 07/01/2016 07/01/2016 0.91 545,000,000.00 545,000,000.00 Fixed Bank of America Corp 0.60 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement SOCIETE GENERAL 0QI001BL4 07/01/2016 07/01/2016 0.38 800,000,000.00 800,000,000.00 Fixed Societe Generale 0.80 A-1 P-1 F1 FRANCE NAOther Repurchase Agreement WELLS FARGO SEC 0QB001GJ1 07/01/2016 07/01/2016 0.57 250,000,000.00 250,000,000.00 Fixed Wells Fargo & Co. 0.30 A-1+ NR NR UNITED STATES NAOther Repurchase Agreement WELLS FARGO SEC 0QB001GO0 07/05/2016 07/05/2016 0.61 200,000,000.00 200,000,000.00 Fixed Wells Fargo & Co. 0.20 A-1+ NR NR UNITED STATES NAOther Repurchase Agreement WELLS FARGO SEC 0QB001GR3 07/06/2016 07/06/2016 0.61 175,000,000.00 175,000,000.00 Fixed Wells Fargo & Co. 0.20 A-1+ NR NR UNITED STATES NAOther Repurchase Agreement WELLS FARGO SEC 0QB001GS1 07/01/2016 07/01/2016 0.38 250,000,000.00 250,000,000.00 Fixed Wells Fargo & Co. 0.30 A-1+ NR NR UNITED STATES NAU.S. Government Agency Repurchase Agreem RBC CAPITAL MAR 0PO002FD1 07/07/2016 07/07/2016 0.40 200,000,000.00 200,000,000.00 Fixed Royal Bank of Canada 0.20 A-1+ P-1 NR CANADA NAU.S. Government Agency Repurchase Agreem WELLS FARGO BAN 0WFC01UW3 07/01/2016 07/01/2016 0.43 133,019,764.70 133,019,764.70 Fixed Wells Fargo & Co. (Re0.10 A-1+ P-1 F1+ UNITED STATES NAU.S. Government Agency Repurchase Agreem WELLS FARGO SEC OQB002HF0 07/01/2016 07/01/2016 0.43 674,600,235.30 674,600,235.30 Fixed Wells Fargo & Co. (Re0.70 A-1+ NR NR UNITED STATES NAU.S. Treasury Debt US TREASURY 912828FY1 11/15/2016 11/15/2016 4.63 517,733,000.00 525,442,163.80 Fixed US Government 0.60 A-1+ P-1 F1+ UNITED STATES NAU.S. Treasury Debt US TREASURY 912828MA5 11/30/2016 11/30/2016 2.75 102,000,000.00 102,918,284.90 Fixed US Government 0.10 A-1+ P-1 F1+ UNITED STATES NAU.S. Treasury Debt US TREASURY 912828RU6 11/30/2016 11/30/2016 0.88 700,000,000.00 700,714,057.00 Fixed US Government 0.70 A-1+ P-1 F1+ UNITED STATES NAU.S. Treasury Debt US TREASURY 912828WF3 11/15/2016 11/15/2016 0.63 350,000,000.00 350,005,090.20 Fixed US Government 0.40 A-1+ P-1 F1+ UNITED STATES NAU.S. Treasury Repurchase Agreement BANK OF NOVA SC 0PP002O08 07/01/2016 07/01/2016 0.40 190,610,604.00 190,610,604.00 Fixed Bank of Nova Scotia (R0.20 A-1 P-1 F1+ CANADA NAU.S. Treasury Repurchase Agreement CITIBANK N.A. (REP0CAN04E83 07/01/2016 07/01/2016 0.42 190,610,604.00 190,610,604.00 Fixed Citigroup (Repo) 0.20 A-1 P-1 F1+ UNITED STATES NAU.S. Treasury Repurchase Agreement FEDERAL RESERVE 0FRT06OD8 07/01/2016 07/01/2016 0.25 2,300,000,000.00 2,300,000,000.00 Fixed Federal Reserve Bank 2.40 A-1+ NR NR UNITED STATES NAU.S. Treasury Repurchase Agreement SOCIETE GENERAL 0SON04Z64 07/01/2016 07/01/2016 0.40 190,610,604.00 190,610,604.00 Fixed Societe Generale (Rep 0.20 A-1 P-1 F1 FRANCE NAU.S. Treasury Repurchase Agreement WELLS FARGO BAN 0WFC01UX1 07/01/2016 07/01/2016 0.41 466,995,979.90 466,995,979.90 Fixed Wells Fargo & Co. (Re0.50 A-1+ P-1 F1+ UNITED STATES NAU.S. Treasury Repurchase Agreement WELLS FARGO SEC OQB002HH6 07/01/2016 07/01/2016 0.41 381,221,208.00 381,221,208.00 Fixed Wells Fargo & Co. (Re0.40 A-1+ NR NR UNITED STATES NAVariable Rate Demand Note JETS STADIUM DEV 477181AJ0 07/07/2016 07/07/2016 0.45 67,745,000.00 67,745,000.00 Variable SUMITOMO MITSUI 0.10 NR NR NR JAPAN NAVariable Rate Demand Note JETS STADIUM FINA 477182AA7 07/07/2016 07/07/2016 0.45 49,515,000.00 49,515,000.00 Variable SUMITOMO MITSUI 0.10 NR NR NR JAPAN NAGrand Total 94,725,729,427.98 99.70




























Investment Cateogry Issuer CUSIPEffective Maturity


Coupon or Yield (%)


Asset Backed Commercial Paper LIBERTY STREET F 53127TF73 06/07/2016 06/07/2016 0.60 50,000,000.00 49,995,000.00 Fixed Bank of Nova Scotia - 0.00 A-1 P-1 NR CANADA BANK OF NOVA SCOTIAAsset Backed Commercial Paper LIBERTY STREET F 53127TF24 06/02/2016 06/02/2016 0.61 11,000,000.00 10,999,813.61 Fixed Bank of Nova Scotia - 0.00 A-1 P-1 NR CANADA BANK OF NOVA SCOTIAAsset Backed Commercial Paper LEXINGTON PARKE 52952LF31 06/03/2016 06/03/2016 0.43 50,000,000.00 49,998,805.56 Fixed Lexington Parker Capi 0.00 A-1 P-1 NR UNITED STATES Guggenheim Treasury Services LLCAsset Backed Commercial Paper MONT BLANC CAP 6117P4H52 08/05/2016 08/05/2016 0.61 40,217,000.00 40,172,705.44 Fixed ING Groep NV 0.00 A-1 P-1 NR NETHERLANDS ING Bank NVAsset Backed Commercial Paper MONT BLANC CAP 6117P4FA3 06/10/2016 06/10/2016 0.61 50,187,000.00 50,179,346.48 Fixed ING Groep NV 0.00 A-1 P-1 NR NETHERLANDS ING Bank NVAsset Backed Commercial Paper METLIFE SHORT TE 59157TGV9 07/29/2016 07/29/2016 0.60 90,000,000.00 89,913,000.00 Fixed MetLife Inc. 0.10 A-1+ P-1 F1+ UNITED STATES Metropolitan Life Insurance Co.Asset Backed Commercial Paper LMA AMERICAS LL53944QH37 08/03/2016 08/03/2016 0.62 30,000,000.00 29,967,450.00 Fixed CREDIT AGRICOLE 0.00 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper LMA AMERICAS LL53944QH29 08/02/2016 08/02/2016 0.61 75,000,000.00 74,921,208.34 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper LMA AMERICAS LL53944QGL8 07/20/2016 07/20/2016 0.60 40,000,000.00 39,967,333.33 Fixed CREDIT AGRICOLE 0.00 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper LMA AMERICAS LL53944QG53 07/05/2016 07/05/2016 0.50 30,000,000.00 29,985,833.33 Fixed CREDIT AGRICOLE 0.00 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper LMA AMERICAS LL53944QFD7 06/13/2016 06/13/2016 0.63 77,000,000.00 76,983,830.00 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper LMA AMERICAS LL53944QF21 06/02/2016 06/02/2016 0.64 77,000,000.00 76,998,631.11 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper NIEUW AMSTERDA 65409RFH8 06/17/2016 06/17/2016 0.51 98,091,000.00 98,068,766.04 Fixed Cooperatieve Raboban 0.10 A-1 P-1 NR NETHERLANDS Rabobank Nederland NVAsset Backed Commercial Paper NIEUW AMSTERDA 65409RF96 06/09/2016 06/09/2016 0.60 195,000,000.00 194,974,000.00 Fixed Cooperatieve Raboban 0.20 A-1 P-1 NR NETHERLANDS Rabobank Nederland NVAsset Backed Commercial Paper LEXINGTON PARKE 52952LF23 06/02/2016 06/02/2016 0.43 30,000,000.00 29,999,641.67 Fixed Lexington Parker Capi 0.00 A-1 P-1 NR UNITED STATES Guggenheim Treasury Services LLCAsset Backed Commercial Paper KELLS FUNDING LL48803TBB9 07/13/2016 07/13/2016 0.59 100,000,000.00 99,931,166.67 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48803MAL3 07/08/2016 07/08/2016 0.64 110,000,000.00 109,927,644.40 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48803MAF6 06/01/2016 06/01/2016 0.61 100,000,000.00 100,000,000.00 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48802WF86 08/11/2016 08/11/2016 0.59 133,000,000.00 132,845,239.70 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48802WE87 07/25/2016 07/25/2016 0.59 150,000,000.00 149,867,250.00 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48802WD62 06/02/2016 06/02/2016 0.61 200,000,000.00 199,996,611.10 Fixed Germany (Federal Rep 0.20 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48802TUM5 08/05/2016 08/05/2016 0.59 49,650,000.00 49,597,108.96 Fixed Germany (Federal Rep 0.00 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48802TUL7 08/03/2016 08/03/2016 0.59 120,000,000.00 119,876,100.00 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper BARTON CAPITAL 06945LG51 07/05/2016 07/05/2016 0.62 100,000,000.00 99,941,444.45 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL 06945LF11 06/01/2016 06/01/2016 0.35 2,425,000.00 2,425,000.00 Fixed Societe Generale 0.00 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL 06945JEU3 06/05/2016 08/23/2016 0.65 175,000,000.00 175,000,000.00 Variable Societe Generale 0.20 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper ATLANTIC ASSET S 04821TH57 08/05/2016 08/05/2016 0.60 50,000,000.00 49,945,833.34 Fixed CREDIT AGRICOLE 0.00 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper ATLANTIC ASSET S 04821TH24 08/02/2016 08/02/2016 0.60 150,000,000.00 149,845,000.00 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper ATLANTIC ASSET S 04821TGS8 07/26/2016 07/26/2016 0.55 150,000,000.00 149,874,722.20 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper ATLANTIC ASSET S 04821TG58 07/05/2016 07/05/2016 0.60 100,000,000.00 99,943,333.33 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper WORKING CAPITAL 98137RF39 06/03/2016 06/03/2016 0.46 57,530,000.00 57,528,529.79 Fixed Mizuho Financial Grou0.10 A-1 P-1 F1 JAPAN MIZUHO CORPORATE BANK LTDAsset Backed Commercial Paper VICTORY RECEIVA 92646KGB2 07/11/2016 07/11/2016 0.59 190,000,000.00 189,875,444.40 Fixed MITSUBISHI UFJ FI 0.20 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper VICTORY RECEIVA 92646KG55 07/05/2016 07/05/2016 0.61 105,000,000.00 104,939,508.30 Fixed MITSUBISHI UFJ FI 0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper VERSAILLES COMM 92512LG62 07/06/2016 07/06/2016 0.67 125,000,000.00 124,918,576.40 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NATIXISAsset Backed Commercial Paper VERSAILLES COMM 92512LG13 07/01/2016 07/01/2016 0.67 98,000,000.00 97,945,283.33 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NATIXISAsset Backed Commercial Paper RIDGEFIELD FUND 76582JHF4 08/15/2016 08/15/2016 0.71 25,000,000.00 24,963,020.83 Fixed BNP Paribas 0.00 A-1 P-1 NR FRANCE Guggenheim Treasury Services LLCAsset Backed Commercial Paper REGENCY MARKET 7588R0FE2 06/14/2016 06/14/2016 0.44 49,557,000.00 49,549,125.94 Fixed HSBC Holdings PLC 0.00 A-1 P-1 NR UNITED KINGDOM HSBC Bank PLCAsset Backed Commercial Paper REGENCY MARKET 7588R0F28 06/02/2016 06/02/2016 0.37 93,080,000.00 93,079,043.34 Fixed HSBC Holdings PLC 0.10 A-1 P-1 NR UNITED KINGDOM HSBC Bank PLCAsset Backed Commercial Paper NIEUW AMSTERDA 65409RH37 08/03/2016 08/03/2016 0.57 100,000,000.00 99,900,250.00 Fixed Cooperatieve Raboban 0.10 A-1 P-1 NR NETHERLANDS Rabobank Nederland NVAsset Backed Commercial Paper ATLANTIC ASSET S 04821TFL4 06/20/2016 06/20/2016 0.44 100,000,000.00 99,976,777.78 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper ATLANTIC ASSET S 04821QDG3 06/26/2016 11/22/2016 0.66 100,000,000.00 100,000,000.00 Variable CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper ATLANTIC ASSET S 04821QDF5 06/26/2016 11/22/2016 0.66 100,000,000.00 100,000,000.00 Variable CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper ANTALIS SA 03664AG77 07/07/2016 07/07/2016 0.68 22,260,000.00 22,244,863.20 Fixed Societe Generale 0.00 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper ANTALIS SA 03664AF78 06/07/2016 06/07/2016 0.40 46,950,000.00 46,946,870.00 Fixed Societe Generale 0.00 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper ALBION CAPITAL L01329WFL0 06/20/2016 06/20/2016 0.50 154,957,000.00 154,916,108.60 Fixed MITSUBISHI UFJ FI 0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper LEXINGTON PARKE 52952LFE7 06/14/2016 06/14/2016 0.42 50,000,000.00 49,992,416.67 Fixed Lexington Parker Capi 0.00 A-1 P-1 NR UNITED STATES Guggenheim Treasury Services LLCAsset Backed Commercial Paper KELLS FUNDING LL48803MAJ8 06/08/2016 06/08/2016 0.61 200,000,000.00 199,976,277.80 Fixed Germany (Federal Rep 0.20 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48802WD39 06/02/2016 06/02/2016 0.61 115,000,000.00 114,998,051.40 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper VICTORY RECEIVA 92646KGR7 07/25/2016 07/25/2016 0.58 150,000,000.00 149,869,500.00 Fixed MITSUBISHI UFJ FI 0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper VERSAILLES COMM 92512LF97 06/09/2016 06/09/2016 0.64 100,000,000.00 99,985,777.78 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NATIXISAsset Backed Commercial Paper NIEUW AMSTERDA 65409RHG8 08/16/2016 08/16/2016 0.60 121,988,000.00 121,833,481.90 Fixed Cooperatieve Raboban 0.10 A-1 P-1 NR NETHERLANDS Rabobank Nederland NVAsset Backed Commercial Paper CANCARA ASSET S 13738JH37 08/03/2016 08/03/2016 0.60 150,000,000.00 149,842,500.00 Fixed Lloyds Banking Group 0.10 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper CANCARA ASSET S 13738JG61 07/06/2016 07/06/2016 0.60 480,000,000.00 479,720,000.00 Fixed Lloyds Banking Group 0.40 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper BARTON CAPITAL 06945LHF8 08/15/2016 08/15/2016 0.62 25,000,000.00 24,967,708.33 Fixed Societe Generale 0.00 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL 06945LGL6 07/20/2016 07/20/2016 0.55 25,000,000.00 24,981,284.72 Fixed Societe Generale 0.00 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper KELLS FUNDING LL48802TUH6 07/28/2016 07/28/2016 0.60 97,000,000.00 96,907,850.00 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48802TUD5 07/12/2016 07/12/2016 0.59 25,000,000.00 24,983,201.39 Fixed Germany (Federal Rep 0.00 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48802TUC7 07/14/2016 07/14/2016 0.65 239,000,000.00 238,814,443.10 Fixed Germany (Federal Rep 0.20 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LL48802TH24 08/02/2016 08/02/2016 0.62 125,000,000.00 124,867,604.20 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper GOTHAM FUNDING 38346LH41 08/04/2016 08/04/2016 0.58 83,200,000.00 83,114,211.56 Fixed MITSUBISHI UFJ FI 0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper GOTHAM FUNDING 38346LGC4 07/12/2016 07/12/2016 0.50 70,000,000.00 69,960,138.89 Fixed MITSUBISHI UFJ FI 0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper GOTHAM FUNDING 38346LGB6 07/11/2016 07/11/2016 0.59 125,000,000.00 124,918,055.60 Fixed MITSUBISHI UFJ FI 0.10 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper FAIRWAY FINANCE 30601VGJ4 07/18/2016 07/18/2016 0.47 35,000,000.00 34,978,523.61 Fixed Bank of Montreal 0.00 A-1 P-1 NR CANADA Bank of MontrealAsset Backed Commercial Paper CROWN POINT CAP 22845AAV2 06/29/2016 10/28/2016 0.95 200,000,000.00 200,000,000.00 Variable Crown Point Capital C 0.20 A-1 P-1 NR UNITED STATES Guggenheim Treasury Services LLCAsset Backed Commercial Paper CRC FUNDING LLC 12622UH41 08/04/2016 08/04/2016 0.57 50,000,000.00 49,949,333.33 Fixed Citigroup 0.00 A-1 P-1 F1 UNITED STATES CITIBANK NAAsset Backed Commercial Paper CHARTA LLC 16115UHQ7 08/24/2016 08/24/2016 0.60 23,000,000.00 22,967,800.00 Fixed Citigroup 0.00 A-1 P-1 F1 UNITED STATES CITIBANK NAAsset Backed Commercial Paper CEDAR SPRINGS CA 15060XF64 06/06/2016 06/06/2016 0.66 50,039,000.00 50,034,413.09 Fixed UBS AG 0.00 A-1 P-1 NR SWITZERLAND Guggenheim Treasury Services LLCAsset Backed Commercial Paper CANCARA ASSET S 13738JH45 08/04/2016 08/04/2016 0.60 165,000,000.00 164,824,000.00 Fixed Lloyds Banking Group 0.20 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper CANCARA ASSET S 13738JH11 08/01/2016 08/01/2016 0.60 115,750,000.00 115,632,320.80 Fixed Lloyds Banking Group 0.10 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper CANCARA ASSET S 13738JGJ3 07/18/2016 07/18/2016 0.60 37,000,000.00 36,971,016.67 Fixed Lloyds Banking Group 0.00 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLC

JPMorgan Prime Money Market Fund

Asset Backed Commercial Paper CANCARA ASSET S 13738JG79 07/07/2016 07/07/2016 0.60 50,000,000.00 49,970,000.00 Fixed Lloyds Banking Group 0.00 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper CANCARA ASSET S 13738JG53 07/05/2016 07/05/2016 0.60 15,000,000.00 14,991,500.00 Fixed Lloyds Banking Group 0.00 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper CAFCO LLC 12476EHN2 08/22/2016 08/22/2016 0.79 15,000,000.00 14,973,008.34 Fixed Citigroup 0.00 A-1 P-1 F1 UNITED STATES CITIBANK NAAsset Backed Commercial Paper BEDFORD ROW FU 07644FAJ2 06/10/2016 09/19/2016 0.79 100,000,000.00 100,000,000.00 Variable Royal Bank of Canada 0.10 A-1+ P-1 NR CANADA Royal Bank of CanadaAsset Backed Commercial Paper BARTON CAPITAL 06945LHJ0 08/18/2016 08/18/2016 0.62 75,000,000.00 74,899,250.00 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL 06945LHB7 08/11/2016 08/11/2016 0.61 25,000,000.00 24,969,923.61 Fixed Societe Generale 0.00 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL 06945LH27 08/02/2016 08/02/2016 0.61 50,000,000.00 49,947,472.22 Fixed Societe Generale 0.00 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL 06945LGU6 07/28/2016 07/28/2016 0.62 45,000,000.00 44,955,825.00 Fixed Societe Generale 0.00 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL 06945LG77 07/07/2016 07/07/2016 0.62 100,000,000.00 99,938,000.00 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleCertificate of Deposit SUMITOMO MITSU XS1402346057 08/26/2016 08/26/2016 0.73 200,000,000.00 199,652,083.50 Fixed SUMITOMO MITSU 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU XS1400944127 08/22/2016 08/22/2016 0.74 200,000,000.00 199,666,005.30 Fixed SUMITOMO MITSU 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU XS1394230970 08/08/2016 08/08/2016 0.73 124,000,000.00 123,830,608.70 Fixed SUMITOMO MITSU 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU XS1380778537 07/14/2016 07/14/2016 0.82 199,000,000.00 198,805,630.60 Fixed SUMITOMO MITSU 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU XS1380343720 06/10/2016 06/10/2016 0.69 168,000,000.00 167,971,279.80 Fixed SUMITOMO MITSU 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU XS1412708346 11/16/2016 11/16/2016 0.92 150,000,000.00 149,359,079.60 Fixed SUMITOMO MITSU 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86564EAJ5 06/01/2016 06/01/2016 0.38 499,530,000.00 499,530,000.00 Fixed SUMITOMO MITSU 0.50 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563K5R0 08/10/2016 08/10/2016 0.72 275,000,000.00 275,000,000.00 Fixed SUMITOMO MITSU 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563K5K5 08/16/2016 08/16/2016 0.73 299,100,000.00 299,100,000.00 Fixed SUMITOMO MITSU 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563K5G4 10/14/2016 10/14/2016 0.90 100,000,000.00 100,000,000.00 Fixed SUMITOMO MITSU 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU BE6286474018 08/05/2016 08/05/2016 0.65 240,000,000.00 239,718,799.80 Fixed SUMITOMO MITSU 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU BE6285833396 07/25/2016 07/25/2016 0.65 400,000,000.00 399,610,639.80 Fixed SUMITOMO MITSU 0.40 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU XS1390064373 07/01/2016 07/01/2016 0.65 190,000,000.00 189,897,253.80 Fixed SUMITOMO MITSU 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU XS1384277064 06/17/2016 06/17/2016 0.65 150,000,000.00 149,956,738.40 Fixed SUMITOMO MITSU 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QWX4 07/11/2016 07/11/2016 0.68 150,000,000.00 150,000,000.00 Fixed SUMITOMO MITSU 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QWW6 07/07/2016 07/07/2016 0.68 125,000,000.00 125,000,000.00 Fixed SUMITOMO MITSU 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QJ92 08/10/2016 08/10/2016 0.65 450,000,000.00 450,000,000.00 Fixed SUMITOMO MITSU 0.40 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QG79 08/22/2016 08/22/2016 0.71 300,000,000.00 300,000,000.00 Fixed SUMITOMO MITSU 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QE63 07/21/2016 07/21/2016 0.62 110,000,000.00 110,000,000.00 Fixed SUMITOMO MITSU 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit STATE STREET BAN 8574P1HP4 06/14/2016 10/14/2016 0.80 200,000,000.00 200,000,000.00 Variable State Street Corp. 0.20 A-1+ P-1 F1+ UNITED STATES NACertificate of Deposit STATE STREET BAN 8574P1HF6 06/11/2016 06/13/2016 0.64 500,000,000.00 500,000,000.00 Variable State Street Corp. 0.50 A-1+ P-1 F1+ UNITED STATES NACertificate of Deposit STANDARD CHART XS1396256171 07/12/2016 07/12/2016 0.70 180,000,000.00 179,856,750.90 Fixed Standard Chartered PL0.20 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHART 85325TJD8 08/08/2016 08/08/2016 0.64 100,000,000.00 100,000,000.00 Fixed Standard Chartered PL0.10 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHART 85325THN8 07/13/2016 07/13/2016 0.64 270,000,000.00 270,000,000.00 Fixed Standard Chartered PL0.20 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHART XS1404927953 07/29/2016 07/29/2016 0.68 275,000,000.00 274,701,447.60 Fixed Standard Chartered PL0.30 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHART XS1400288780 07/20/2016 07/20/2016 0.67 424,000,000.00 423,616,865.50 Fixed Standard Chartered PL0.40 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHART XS1397878387 07/15/2016 07/15/2016 0.67 725,000,000.00 724,411,725.40 Fixed Standard Chartered PL0.70 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit RABOBANK/AUSTRXS1409377543 08/08/2016 08/08/2016 0.59 150,000,000.00 149,833,090.00 Fixed Cooperatieve Raboban 0.10 A-1 P-1 F1+ NETHERLANDS NACertificate of Deposit 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NACertificate of Deposit NORINCHUKIN BAN 65602T3H2 07/20/2016 07/20/2016 0.61 100,000,000.00 100,000,000.00 Fixed NORINCHUKIN BAN 0.10 A-1 P-1 NR JAPAN NACertificate of Deposit NATIXIS - NEW YO 63873FZQ4 06/08/2016 11/08/2016 0.67 500,000,000.00 500,000,000.00 Variable GROUP BPCE 0.50 A-1 P-1 F1 FRANCE NACertificate of Deposit NATIXIS - NEW YO 63873FRE0 06/02/2016 06/02/2016 0.68 420,000,000.00 420,000,000.00 Variable GROUP BPCE 0.40 A-1 P-1 F1 FRANCE NACertificate of Deposit NATIXIS - NEW YO 63873FC63 10/31/2016 10/31/2016 0.93 171,968,000.00 171,968,000.00 Fixed GROUP BPCE 0.20 A-1 P-1 F1 FRANCE NACertificate of Deposit COOPERATIEVE RA XS1396344381 08/15/2016 08/15/2016 0.64 465,000,000.00 464,381,362.50 Fixed Cooperatieve Raboban 0.40 A-1 P-1 F1+ NETHERLANDS NACertificate of Deposit COOPERATIEVE RA XS1383985287 09/19/2016 09/19/2016 0.90 250,000,000.00 249,315,681.70 Fixed Cooperatieve Raboban 0.20 A-1 P-1 F1+ NETHERLANDS NACertificate of Deposit COOPERATIEVE RA XS1373283487 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CONSTRUC 0.30 A-1 P-1 F1 CHINA NACertificate of Deposit CHINA CONSTRUC 16891UPD7 06/01/2016 06/01/2016 0.47 200,000,000.00 200,000,000.00 Fixed CHINA CONSTRUC 0.20 A-1 P-1 F1 CHINA NACertificate of Deposit CHINA CONSTRUC 16891UPC9 06/01/2016 06/01/2016 0.48 315,000,000.00 315,000,000.00 Fixed CHINA CONSTRUC 0.30 A-1 P-1 F1 CHINA NACertificate of Deposit CANADIAN IMPERI 13606AYU6 06/02/2016 06/02/2016 0.37 249,530,000.00 249,530,000.00 Fixed Canadian Imperial Ban 0.20 A-1 P-1 F1+ CANADA NACertificate of Deposit CANADIAN IMPERI 13606AVT2 08/01/2016 08/01/2016 0.56 325,000,000.00 325,000,000.00 Fixed Canadian Imperial Ban 0.30 A-1 P-1 F1+ CANADA NACertificate of Deposit CANADIAN IMPERI 13606AQZ4 08/24/2016 08/24/2016 0.85 125,000,000.00 125,000,000.00 Fixed Canadian Imperial Ban 0.10 A-1 P-1 F1+ CANADA NACertificate of Deposit CAISSE DES DEPOT FR0123646400 08/25/2016 08/25/2016 0.63 100,000,000.00 99,851,489.29 Fixed Caisse des Depots et C 0.10 A-1+ P-1 F1+ FRANCE NACertificate of Deposit BNP PARIBAS SA FR0123194955 08/15/2016 08/15/2016 0.71 200,000,000.00 199,704,876.20 Fixed BNP Paribas 0.20 A-1 P-1 F1 FRANCE NACertificate of Deposit BNP PARIBAS NY B 05574RZ32 07/12/2016 07/12/2016 0.69 366,000,000.00 366,000,000.00 Fixed BNP Paribas 0.30 A-1 P-1 F1 FRANCE NACertificate of Deposit BNP PARIBAS NY B 05574R3V5 08/04/2016 08/04/2016 0.59 1,000,000,000.00 1,000,000,000.00 Fixed BNP Paribas 0.90 A-1 P-1 F1 FRANCE NACertificate of Deposit BANQUE FEDERAT XS1415538369 07/05/2016 07/05/2016 0.47 200,000,000.00 199,911,280.40 Fixed Credit Mutuel-CIC 0.20 A-1 P-1 F1 FRANCE NACertificate of Deposit BANQUE FEDERAT XS1412711720 08/12/2016 08/12/2016 0.63 400,000,000.00 399,496,810.80 Fixed Credit Mutuel-CIC 0.40 A-1 P-1 F1 FRANCE NACertificate of Deposit BANQUE FEDERAT XS1365162723 06/01/2016 06/01/2016 0.70 374,000,000.00 374,000,000.00 Fixed Credit Mutuel-CIC 0.30 A-1 P-1 F1 FRANCE NACertificate of Deposit BANQUE FEDERAT FR0123588008 06/01/2016 06/01/2016 0.70 190,000,000.00 190,000,000.00 Fixed Credit Mutuel-CIC 0.20 A-1 P-1 F1 FRANCE NA

Certificate of Deposit BANK OF TOKYO M 06538MWN5 10/07/2016 10/07/2016 0.89 50,000,000.00 50,000,000.00 Fixed MITSUBISHI UFJ FI 0.00 A-1 P-1 F1 JAPAN NACertificate of Deposit BANK OF MONTRE 06427EXF3 06/11/2016 10/11/2016 0.83 110,000,000.00 110,000,000.00 Variable Bank of Montreal 0.10 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF MONTRE 06427EWH0 06/08/2016 09/08/2016 0.79 255,000,000.00 254,999,451.20 Variable Bank of Montreal 0.20 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF MONTRE 06427EP47 08/08/2016 08/08/2016 0.57 200,000,000.00 200,000,000.00 Fixed Bank of Montreal 0.20 A-1 P-1 F1+ CANADA NACertificate of Deposit THE NORINCHUKIN XS1392832363 08/19/2016 08/19/2016 0.75 175,000,000.00 174,712,787.20 Fixed NORINCHUKIN BAN 0.20 A-1 P-1 NR JAPAN NACertificate of Deposit SVENSKA HANDEL 86958DT77 06/24/2016 06/24/2016 0.66 225,000,000.00 225,000,717.20 Fixed Svenska Handelsbanke0.20 A-1+ P-1 F1+ SWEDEN NACertificate of Deposit WELLS FARGO BAN 94988ESF6 06/10/2016 03/10/2017 1.01 128,700,000.00 128,700,000.00 Variable Wells Fargo & Co. 0.10 A-1+ P-1 F1+ UNITED STATES NACertificate of Deposit UBS AG STAMFORD 90267R5L9 06/08/2016 08/08/2016 0.82 174,000,000.00 174,000,000.00 Variable UBS AG 0.20 A-1 P-1 NR SWITZERLAND NACertificate of Deposit THE NORINCHUKIN XS1425413199 07/27/2016 07/27/2016 0.55 500,000,000.00 499,572,619.00 Fixed NORINCHUKIN BAN 0.50 A-1 P-1 NR JAPAN NACertificate of Deposit SUMITOMO MITSU BE6285088702 07/18/2016 07/18/2016 0.70 110,000,000.00 109,899,712.10 Fixed SUMITOMO MITSU 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QM23 08/15/2016 08/15/2016 0.65 500,000,000.00 500,000,000.00 Fixed SUMITOMO MITSU 0.50 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSU 86563QA91 08/25/2016 08/25/2016 0.75 149,700,000.00 149,700,000.00 Fixed SUMITOMO MITSU 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit STANDARD CHART 85325TJP1 08/15/2016 08/15/2016 0.63 130,000,000.00 130,000,000.00 Fixed Standard Chartered PL0.10 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit NORINCHUKIN BAN 65602T5V9 08/03/2016 08/03/2016 0.55 200,000,000.00 200,000,000.00 Fixed NORINCHUKIN BAN 0.20 A-1 P-1 NR JAPAN NACertificate of Deposit NORINCHUKIN BAN 65602T3V1 07/29/2016 07/29/2016 0.61 300,000,000.00 300,000,000.00 Fixed NORINCHUKIN BAN 0.30 A-1 P-1 NR JAPAN NACertificate of Deposit NORINCHUKIN BAN 65602T3F6 08/22/2016 08/22/2016 0.70 600,000,000.00 600,000,000.00 Fixed NORINCHUKIN BAN 0.60 A-1 P-1 NR JAPAN NACertificate of Deposit NATIXIS - NEW YO 63873FB72 08/31/2016 08/31/2016 0.90 234,795,000.00 234,795,000.00 Fixed GROUP BPCE 0.20 A-1 P-1 F1 FRANCE NACertificate of Deposit MIZUHO BANK LIM 60689DVC4 07/11/2016 07/11/2016 0.61 250,000,000.00 250,000,000.00 Fixed Mizuho Financial Grou0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIM 60689DRS4 06/02/2016 06/02/2016 0.68 300,000,000.00 300,000,412.10 Fixed Mizuho Financial Grou0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR XS1415312047 08/15/2016 08/15/2016 0.68 200,000,000.00 199,717,152.80 Fixed MITSUBISHI UFJ FI 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit LANDESBANK HES XS1410576778 08/09/2016 08/09/2016 0.60 470,000,000.00 469,464,808.80 Fixed STATE OF HESSEN 0.40 A-1 P-1 F1+ GERMANY NACertificate of Deposit KBC BANK NV BE6286676091 08/08/2016 08/08/2016 0.74 25,000,000.00 24,965,120.86 Fixed KBC GROUPE NV 0.00 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6285889950 07/07/2016 07/07/2016 0.72 200,000,000.00 199,856,261.90 Fixed KBC GROUPE NV 0.20 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6285278667 06/10/2016 06/10/2016 0.72 247,000,000.00 246,955,622.50 Fixed KBC GROUPE NV 0.20 A-1 P-1 F1 BELGIUM NACertificate of Deposit BANK OF MONTRE 06427EJ93 07/21/2016 07/21/2016 0.57 250,000,000.00 250,000,000.00 Fixed Bank of Montreal 0.20 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF MONTRE 06427EH20 07/18/2016 07/18/2016 0.57 250,000,000.00 250,000,000.00 Fixed Bank of Montreal 0.20 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF MONTRE XS1423821054 06/27/2016 06/27/2016 0.43 400,000,000.00 399,875,824.00 Fixed Bank of Montreal 0.40 A-1 P-1 F1+ CANADA NACertificate of Deposit BANK OF CHINA-N 06119PLL1 06/01/2016 06/01/2016 0.47 260,000,000.00 260,000,000.00 Fixed BANK OF CHINA LI 0.20 A-1 P-1 F1 CHINA NACertificate of Deposit BANK OF CHINA-N 06119PLJ6 06/01/2016 06/01/2016 0.47 500,000,000.00 500,000,000.00 Fixed BANK OF CHINA LI 0.50 A-1 P-1 F1 CHINA NACertificate of Deposit BANCO DEL ESTAD 05969YMC4 08/15/2016 08/15/2016 0.60 100,000,000.00 100,000,000.00 Fixed BANCO DEL ESTAD 0.10 A-1+ P-1 F1 CHILE NACertificate of Deposit BANCO DEL ESTAD 05969YJG9 06/25/2016 09/01/2016 0.79 60,000,000.00 60,000,000.00 Variable BANCO DEL ESTAD 0.10 A-1+ P-1 F1 CHILE NACertificate of Deposit BANCO DEL ESTAD 05969YHU0 06/03/2016 06/03/2016 0.62 100,000,000.00 100,000,000.00 Fixed BANCO DEL ESTAD 0.10 A-1+ P-1 F1 CHILE NACertificate of Deposit AUSTRALIA & NEW 0PY001CW3 09/01/2016 09/01/2016 0.70 305,000,000.00 305,000,000.00 Fixed Australia and New Zea 0.30 A-1+ P-1 F1+ AUSTRALIA NACertificate of Deposit ABN-AMRO BANK N XS1422843919 08/25/2016 08/25/2016 0.65 50,000,000.00 49,923,390.98 Fixed ABN AMRO GROUP 0.00 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ABN-AMRO BANK N XS1413597466 08/15/2016 08/15/2016 0.64 200,000,000.00 199,733,778.70 Fixed ABN AMRO GROUP 0.20 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ABN-AMRO BANK N XS1394914912 07/08/2016 07/08/2016 0.63 135,000,000.00 134,912,726.40 Fixed ABN AMRO GROUP 0.10 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ABN-AMRO BANK N XS1389952752 07/29/2016 07/29/2016 0.72 120,000,000.00 119,861,133.50 Fixed ABN AMRO GROUP 0.10 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ABN-AMRO BANK N XS1389938843 06/30/2016 06/30/2016 0.67 215,000,000.00 214,884,155.80 Fixed ABN AMRO GROUP 0.20 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ABN-AMRO BANK N XS1381817318 07/14/2016 07/14/2016 0.70 521,750,000.00 521,315,807.80 Fixed ABN AMRO GROUP 0.50 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ABN-AMRO BANK N XS1371985760 06/23/2016 06/23/2016 0.63 39,000,000.00 38,985,011.25 Fixed ABN AMRO GROUP 0.00 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit DEXIA CREDIT LOC FR0123581094 06/15/2016 06/15/2016 0.73 444,000,000.00 443,874,218.60 Fixed Dexia Group 0.40 A-1+ P-1 F1+ BELGIUM NACertificate of Deposit CREDIT SUISSE AG 22549VWL3 06/25/2016 08/24/2016 0.87 150,000,000.00 150,000,000.00 Variable Credit Suisse Group 0.10 A-1 P-1 F1 SWITZERLAND NACertificate of Deposit CREDIT INDUSTRIE XS1426857527 08/02/2016 08/02/2016 0.00 615,000,000.00 614,307,030.30 Fixed Credit Mutuel-CIC 0.60 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT INDUSTRIE FR0123748057 08/05/2016 08/05/2016 0.63 500,000,000.00 500,000,000.00 Fixed Credit Mutuel-CIC 0.50 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT AGRICOLE 22534HHG9 08/01/2016 08/01/2016 0.67 150,000,000.00 150,000,000.00 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit COOPERATIEVE RA XS1421538668 08/15/2016 08/15/2016 0.61 500,000,000.00 499,365,477.40 Fixed Co?peratieve Raboban 0.50 A-1 P-1 F1+ NETHERLANDS NACertificate of Deposit CHINA CONSTRUC XS1427110280 07/01/2016 07/01/2016 0.00 300,000,000.00 299,812,617.00 Fixed CHINA CONSTRUC 0.30 A-1 P-1 F1 CHINA NACertificate of Deposit BNP PARIBAS SA FR0123686034 09/01/2016 09/01/2016 0.77 250,000,000.00 249,509,514.20 Fixed BNP Paribas 0.20 A-1 P-1 F1 FRANCE NACertificate of Deposit BNP PARIBAS NY B 05574R3B9 10/12/2016 10/12/2016 0.88 100,000,000.00 100,000,000.00 Fixed BNP Paribas 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit BANQUE FEDERAT XS1407899761 09/06/2016 09/06/2016 0.74 250,000,000.00 249,502,805.20 Fixed Credit Mutuel-CIC 0.20 A-1 P-1 F1 FRANCE NACertificate of Deposit BANK OF TOKYO M 06538MMV8 06/08/2016 06/08/2016 0.73 224,000,000.00 224,000,000.00 Fixed MITSUBISHI UFJ FI 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit ABN-AMRO BANK N XS1388704998 06/29/2016 06/29/2016 0.63 297,000,000.00 296,854,704.10 Fixed ABN AMRO GROUP 0.30 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit MIZUHO BANK LIMXS1405944742 08/02/2016 08/02/2016 0.72 115,000,000.00 114,857,662.00 Fixed Mizuho Financial Grou0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1401975302 08/25/2016 08/25/2016 0.80 100,000,000.00 99,811,621.89 Fixed Mizuho Financial Grou0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1401975138 08/31/2016 08/31/2016 0.81 250,000,000.00 249,492,737.20 Fixed Mizuho Financial Grou0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1401308009 07/22/2016 07/22/2016 0.73 200,000,000.00 199,793,547.50 Fixed Mizuho Financial Grou0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1401307704 08/22/2016 08/22/2016 0.80 200,000,000.00 199,636,541.10 Fixed Mizuho Financial Grou0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1380765807 06/13/2016 06/13/2016 0.70 147,000,000.00 146,965,760.60 Fixed Mizuho Financial Grou0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1378982927 06/08/2016 06/08/2016 0.72 100,000,000.00 99,986,025.72 Fixed Mizuho Financial Grou0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1377521403 06/10/2016 06/10/2016 0.73 300,000,000.00 299,945,732.20 Fixed Mizuho Financial Grou0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1374540687 07/07/2016 07/07/2016 0.77 175,000,000.00 174,865,621.00 Fixed Mizuho Financial Grou0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR 60682AS80 08/05/2016 08/05/2016 0.61 400,000,000.00 400,000,000.00 Fixed MITSUBISHI UFJ FI 0.40 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR 60682AS64 08/15/2016 08/15/2016 0.64 200,000,000.00 200,000,000.00 Fixed MITSUBISHI UFJ FI 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR 60682AS23 08/10/2016 08/10/2016 0.64 325,000,000.00 325,000,000.00 Fixed MITSUBISHI UFJ FI 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR 60682AR24 08/29/2016 08/29/2016 0.77 255,000,000.00 255,000,000.00 Fixed MITSUBISHI UFJ FI 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR XS1403728469 07/28/2016 07/28/2016 0.68 175,000,000.00 174,811,906.60 Fixed MITSUBISHI UFJ FI 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR XS1403609701 08/30/2016 08/30/2016 0.76 125,000,000.00 124,764,669.20 Fixed MITSUBISHI UFJ FI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR XS1400288947 08/22/2016 08/22/2016 0.77 100,000,000.00 99,825,074.82 Fixed MITSUBISHI UFJ FI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR XS1379137554 06/09/2016 06/09/2016 0.68 195,000,000.00 194,970,584.50 Fixed MITSUBISHI UFJ FI 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit LANDESBANK HES XS1378942624 06/07/2016 06/07/2016 0.63 350,000,000.00 349,963,308.40 Fixed STATE OF HESSEN 0.30 A-1 P-1 F1+ GERMANY NACertificate of Deposit LANDESBANK HES 51489NPU0 07/19/2016 07/19/2016 0.58 100,000,000.00 100,000,000.00 Fixed STATE OF HESSEN 0.10 A-1 P-1 F1+ GERMANY NACertificate of Deposit LANDESBANK HES 51489NPQ9 07/05/2016 07/05/2016 0.60 200,000,000.00 200,000,000.00 Fixed STATE OF HESSEN 0.20 A-1 P-1 F1+ GERMANY NACertificate of Deposit KBC BANK NV BE6286675085 07/11/2016 07/11/2016 0.65 200,000,000.00 199,855,719.40 Fixed KBC GROUPE NV 0.20 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6286630601 08/05/2016 08/05/2016 0.74 500,000,000.00 499,333,206.00 Fixed KBC GROUPE NV 0.50 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6286349707 07/28/2016 07/28/2016 0.75 375,000,000.00 374,555,529.20 Fixed KBC GROUPE NV 0.30 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6285791941 07/06/2016 07/06/2016 0.72 200,000,000.00 199,861,223.10 Fixed KBC GROUPE NV 0.20 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6285435291 06/17/2016 06/17/2016 0.72 215,000,000.00 214,931,326.40 Fixed KBC GROUPE NV 0.20 A-1 P-1 F1 BELGIUM NACertificate of Deposit ING BANK NV XS1366337167 06/16/2016 08/16/2016 0.84 250,000,000.00 250,000,000.00 Variable ING Groep NV 0.20 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit WELLS FARGO BAN 94988EPC6 06/21/2016 07/21/2016 0.79 225,000,000.00 225,057,101.30 Variable Wells Fargo & Co. 0.20 A-1+ P-1 F1+ UNITED STATES NACertificate of Deposit UBS AG STAMFORD 90267R7H6 11/07/2016 11/07/2016 0.91 50,000,000.00 50,000,000.00 Fixed UBS AG 0.00 A-1 P-1 NR SWITZERLAND NACertificate of Deposit UBS AG STAMFORD 90267R7G8 06/05/2016 11/07/2016 0.84 10,000,000.00 10,000,000.00 Variable UBS AG 0.00 A-1 P-1 NR SWITZERLAND NACertificate of Deposit TORONTO DOMINI XS1416560743 07/20/2016 07/20/2016 0.47 470,000,000.00 469,699,580.90 Fixed The Toronto Dominio 0.40 A-1+ P-1 F1+ CANADA NA

Certificate of Deposit TORONTO DOMINI XS1416560313 06/20/2016 06/20/2016 0.43 400,000,000.00 399,909,258.20 Fixed The Toronto Dominio 0.40 A-1+ P-1 F1+ CANADA NACertificate of Deposit TORONTO DOMINI XS1415119475 07/20/2016 07/20/2016 0.47 250,000,000.00 249,840,205.40 Fixed The Toronto Dominio 0.20 A-1+ P-1 F1+ CANADA NACertificate of Deposit THE NORINCHUKIN XS1412703974 08/12/2016 08/12/2016 0.62 100,000,000.00 99,876,196.00 Fixed NORINCHUKIN BAN 0.10 A-1 P-1 NR JAPAN NACertificate of Deposit THE NORINCHUKIN XS1410577156 08/10/2016 08/10/2016 0.64 200,000,000.00 199,751,518.30 Fixed NORINCHUKIN BAN 0.20 A-1 P-1 NR JAPAN NACertificate of Deposit THE NORINCHUKIN XS1403615344 07/28/2016 07/28/2016 0.64 100,000,000.00 99,898,830.64 Fixed NORINCHUKIN BAN 0.10 A-1 P-1 NR JAPAN NACertificate of Deposit THE NORINCHUKIN XS1379609313 06/10/2016 06/10/2016 0.64 119,000,000.00 118,980,991.20 Fixed NORINCHUKIN BAN 0.10 A-1 P-1 NR JAPAN NACertificate of Deposit THE CHIBA BANK L 16706BWU8 07/22/2016 07/22/2016 0.64 111,000,000.00 111,000,000.00 Fixed THE CHIBA BANK L0.10 A-1 P-1 NR JAPAN NACertificate of Deposit THE CHIBA BANK L 16706BWC8 06/10/2016 06/10/2016 0.61 50,000,000.00 50,000,000.00 Fixed THE CHIBA BANK L0.00 A-1 P-1 NR JAPAN NACertificate of Deposit SUMITOMO MITSU XS1421964765 07/25/2016 07/25/2016 0.53 151,000,000.00 150,880,063.90 Fixed SUMITOMO MITSU 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit ING BANK NV 0ING01H76 11/25/2016 11/25/2016 0.96 20,000,000.00 20,000,000.00 Fixed ING Groep NV 0.00 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ING BANK NV 0ING01H43 08/15/2016 08/15/2016 0.62 250,000,000.00 250,000,000.00 Fixed ING Groep NV 0.20 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ING BANK NV 0ING01EL8 08/15/2016 08/15/2016 0.72 400,000,000.00 400,000,000.00 Fixed ING Groep NV 0.40 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ING BANK NV 0ING01E46 08/08/2016 08/08/2016 0.72 200,000,000.00 200,000,000.00 Fixed ING Groep NV 0.20 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ING BANK NV 0ING01AN8 06/09/2016 06/09/2016 0.66 400,000,000.00 400,000,000.00 Variable ING Groep NV 0.40 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit HSBC BANK PLC 0HSP01BE4 07/26/2016 07/26/2016 0.87 185,000,000.00 185,027,921.90 Fixed HSBC Holdings PLC 0.20 A-1+ P-1 F1+ UNITED KINGDOM NACertificate of Deposit HSBC BANK PLC 0HSP01BD6 07/19/2016 07/19/2016 0.85 169,000,000.00 169,020,083.80 Fixed HSBC Holdings PLC 0.20 A-1+ P-1 F1+ UNITED KINGDOM NACertificate of Deposit DZ BANK AG - NEW 23328APG3 08/12/2016 08/12/2016 0.64 155,000,000.00 155,000,000.00 Fixed DZ BANK AG 0.10 A-1+ P-1 F1+ GERMANY NACertificate of Deposit DZ BANK AG - NEW 23328ANZ3 09/07/2016 09/07/2016 0.75 99,000,000.00 99,000,000.00 Fixed DZ BANK AG 0.10 A-1+ P-1 F1+ GERMANY NACertificate of Deposit DNB BANK ASA XS1425272868 06/27/2016 06/27/2016 0.43 800,000,000.00 799,751,648.00 Fixed DNB ASA 0.70 A-1 P-1 NR NORWAY NACertificate of Deposit DNB BANK ASA XS1423775359 06/27/2016 06/27/2016 0.43 1,300,000,000.00 1,299,596,428.00 Fixed DNB ASA 1.20 A-1 P-1 NR NORWAY NACertificate of Deposit DEXIA CREDIT LOC 25215FAV6 06/10/2016 08/10/2016 0.79 275,000,000.00 275,000,000.00 Variable Dexia Group 0.30 A-1+ P-1 F1+ BELGIUM NACertificate of Deposit DANSKE BANK A/S FR0123749154 08/11/2016 08/11/2016 0.60 300,000,000.00 299,645,542.50 Fixed Danske Bank A/S 0.30 A-1 P-1 F1 DENMARK NACertificate of Deposit DANSKE BANK A/S FR0123720940 07/11/2016 07/11/2016 0.60 673,000,000.00 672,552,012.70 Fixed Danske Bank A/S 0.60 A-1 P-1 F1 DENMARK NACertificate of Deposit CREDIT SUISSE AG 22549VWY5 06/04/2016 09/01/2016 0.89 150,000,000.00 150,000,000.00 Variable Credit Suisse Group 0.10 A-1 P-1 F1 SWITZERLAND NACertificate of Deposit CREDIT SUISSE AG 22549VTG8 06/07/2016 06/07/2016 0.65 57,000,000.00 57,000,000.00 Fixed Credit Suisse Group 0.10 A-1 P-1 F1 SWITZERLAND NACertificate of Deposit CREDIT SUISSE AG 22549VSY0 06/07/2016 09/06/2016 0.89 150,000,000.00 150,000,000.00 Variable Credit Suisse Group 0.10 A-1 P-1 F1 SWITZERLAND NACertificate of Deposit CREDIT SUISSE AG 22549VPL1 06/01/2016 06/01/2016 0.80 200,000,000.00 200,000,000.00 Fixed Credit Suisse Group 0.20 A-1 P-1 F1 SWITZERLAND NACertificate of Deposit CREDIT INDUSTRIE XS1410321274 08/09/2016 08/09/2016 0.64 140,000,000.00 139,828,544.60 Fixed Credit Mutuel-CIC 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT INDUSTRIE XS1366176052 06/01/2016 06/01/2016 0.70 100,000,000.00 100,000,000.00 Fixed Credit Mutuel-CIC 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT INDUSTRIE XS1365031209 06/01/2016 06/01/2016 0.69 588,000,000.00 588,000,000.00 Fixed Credit Mutuel-CIC 0.50 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT INDUSTRIE 22536TZJ5 07/25/2016 07/25/2016 0.90 283,000,000.00 283,000,000.00 Fixed Credit Mutuel-CIC 0.30 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT INDUSTRIE 22536TS46 11/10/2016 11/10/2016 0.90 115,000,000.00 115,000,000.00 Fixed Credit Mutuel-CIC 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT INDUSTRIE 22536TE41 06/03/2016 06/03/2016 0.65 160,000,000.00 160,000,000.00 Fixed Credit Mutuel-CIC 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT AGRICOLE 22534HGJ4 10/05/2016 10/05/2016 0.90 100,000,000.00 100,000,000.00 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT AGRICOLE 22534HEV9 06/01/2016 06/01/2016 0.72 75,000,000.00 75,000,000.00 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT AGRICOLE 22532XDQ8 06/09/2016 08/09/2016 0.85 330,000,000.00 330,000,000.00 Variable CREDIT AGRICOLE 0.30 A-1 P-1 F1 FRANCE NACertificate of Deposit INDUSTRIAL & 0.48 4C9655N 06/01/2016 06/01/2016 0.48 417,230,000.00 417,230,000.00 Fixed INDUSTRIAL AND C 0.40 A-1 P-1 F1 CHINACertificate of Deposit BANK OF CHINA LT 5C0574N 07/05/2016 07/05/2016 0.00 140,000,000.00 139,903,815.80 Fixed BANK OF CHINA LI 0.10 A-1 P-1 F1 CHINA NAFinancial Company Commercial Paper DNB BANK ASA 2332K0FN7 06/22/2016 06/22/2016 0.61 185,275,000.00 185,209,613.40 Fixed DNB ASA 0.20 A-1 P-1 NR NORWAY NAFinancial Company Commercial Paper CAISSE CENTRALE 1280C2HN2 08/22/2016 08/22/2016 0.63 100,000,000.00 99,856,500.00 Fixed CAISSE CENTRALE 0.10 A-1 P-1 F1+ CANADA NAFinancial Company Commercial Paper BPCE SA 05571BG72 07/07/2016 07/07/2016 0.67 100,000,000.00 99,933,000.00 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BNP PARIBAS FORT 09659JF16 06/01/2016 06/01/2016 0.29 75,102,000.00 75,102,000.00 Fixed BNP Paribas 0.10 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BANK OF NOVA SC06417LBF3 06/09/2016 08/11/2016 0.79 400,000,000.00 400,000,000.00 Variable Bank of Nova Scotia - 0.40 A-1 P-1 F1+ CANADA NAFinancial Company Commercial Paper BANK NEDERLAND 62944GF16 06/01/2016 06/01/2016 0.39 189,308,000.00 189,308,000.00 Fixed Bank Nederlandse Gem 0.20 A-1+ P-1 F1+ NETHERLANDS NAFinancial Company Commercial Paper WESTPAC BANKIN 9612C4TB7 06/13/2016 11/14/2016 0.80 100,000,000.00 100,000,000.00 Variable Westpac Banking Corp0.10 A-1+ P-1 F1+ AUSTRALIA NAFinancial Company Commercial Paper MACQUARIE BANK 55607KFF8 06/15/2016 06/15/2016 0.63 150,000,000.00 149,963,250.00 Fixed MACQUARIE GROU 0.10 A-1 P-1 F1 AUSTRALIA NAFinancial Company Commercial Paper LANDESBANK HES 51489GFG7 06/16/2016 06/16/2016 0.50 30,000,000.00 29,993,750.00 Fixed STATE OF HESSEN 0.00 A-1 P-1 F1+ GERMANY NAFinancial Company Commercial Paper ING (US) FUNDING 4497W0HH4 08/17/2016 08/17/2016 0.85 38,700,000.00 38,629,641.25 Fixed ING Groep NV 0.00 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper ING (US) FUNDING 4497W0FA1 06/10/2016 06/10/2016 0.67 167,000,000.00 166,972,027.50 Fixed ING Groep NV 0.20 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper AUSTRALIA AND N 05253AH94 08/09/2016 08/09/2016 0.55 200,000,000.00 199,789,166.70 Fixed Australia and New Zea 0.20 A-1+ P-1 F1+ AUSTRALIA NAFinancial Company Commercial Paper AUSTRALIA AND N 05252TBN9 06/03/2016 06/27/2016 0.84 659,400,000.00 659,400,000.00 Fixed Australia and New Zea 0.60 A-1+ P-1 F1+ AUSTRALIA NAFinancial Company Commercial Paper ANZ NEW ZEALAND 0018A2H58 08/05/2016 08/05/2016 0.63 31,895,000.00 31,858,719.44 Fixed Australia and New Zea 0.00 A-1+ P-1 F1+ AUSTRALIA NAFinancial Company Commercial Paper ANZ NEW ZEALAND 0018A2H41 08/04/2016 08/04/2016 0.57 200,000,000.00 199,797,333.30 Fixed Australia and New Zea 0.20 A-1+ P-1 F1+ AUSTRALIA NAFinancial Company Commercial Paper AGRICULTURAL BA 00850UF17 06/01/2016 06/01/2016 0.47 484,730,000.00 484,730,000.00 Fixed AGRICULTURAL BA 0.40 A-1 P-1 F1 CHINA NAFinancial Company Commercial Paper ABN AMRO FUNDIN 00084BHB3 08/11/2016 08/11/2016 0.68 15,000,000.00 14,979,883.33 Fixed ABN AMRO GROUP 0.00 A-1 P-1 F1 NETHERLANDS NAFinancial Company Commercial Paper ABN AMRO FUNDIN 00084BH98 08/09/2016 08/09/2016 0.68 68,000,000.00 67,911,373.34 Fixed ABN AMRO GROUP 0.10 A-1 P-1 F1 NETHERLANDS NAFinancial Company Commercial Paper ABN AMRO FUNDIN 00084BH56 08/05/2016 08/05/2016 0.59 50,000,000.00 49,946,736.11 Fixed ABN AMRO GROUP 0.00 A-1 P-1 F1 NETHERLANDS NAFinancial Company Commercial Paper ABN AMRO FUNDIN 00084BH23 08/02/2016 08/02/2016 0.63 148,000,000.00 147,839,420.00 Fixed ABN AMRO GROUP 0.10 A-1 P-1 F1 NETHERLANDS NAFinancial Company Commercial Paper ABN AMRO FUNDIN 00084BGB4 07/11/2016 07/11/2016 0.61 52,000,000.00 51,964,755.56 Fixed ABN AMRO GROUP 0.00 A-1 P-1 F1 NETHERLANDS NAFinancial Company Commercial Paper ABN AMRO FUNDIN 00084BG57 07/05/2016 07/05/2016 0.62 90,000,000.00 89,947,300.00 Fixed ABN AMRO GROUP 0.10 A-1 P-1 F1 NETHERLANDS NAFinancial Company Commercial Paper ABN AMRO FUNDIN 00084BFM1 06/21/2016 06/21/2016 0.62 48,000,000.00 47,983,466.67 Fixed ABN AMRO GROUP 0.00 A-1 P-1 F1 NETHERLANDS NAFinancial Company Commercial Paper DNB BANK ASA 2332K0FM9 06/21/2016 06/21/2016 0.61 430,000,000.00 429,855,472.20 Fixed DNB ASA 0.40 A-1 P-1 NR NORWAY NAFinancial Company Commercial Paper DEXIA CREDIT LOC 25214W3L0 09/13/2016 09/13/2016 0.90 111,000,000.00 110,711,400.00 Fixed Dexia Group 0.10 A-1+ P-1 F1+ BELGIUM NAFinancial Company Commercial Paper DBS BANK LIMITED 23305DGN9 07/22/2016 07/22/2016 0.53 75,000,000.00 74,943,687.50 Fixed DBS GROUP HOLDI 0.10 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DBS BANK LIMITED 23305DGE9 07/14/2016 07/14/2016 0.59 80,000,000.00 79,943,622.18 Fixed DBS GROUP HOLDI 0.10 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DBS BANK LIMITED 23305DG66 07/06/2016 07/06/2016 0.51 200,000,000.00 199,901,805.60 Fixed DBS GROUP HOLDI 0.20 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DBS BANK LIMITED 23305DG58 07/05/2016 07/05/2016 0.50 75,000,000.00 74,964,583.34 Fixed DBS GROUP HOLDI 0.10 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DBS BANK LIMITED 23305DFA8 06/10/2016 06/10/2016 0.42 65,000,000.00 64,993,175.00 Fixed DBS GROUP HOLDI 0.10 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DBS BANK LIMITED 23305DF91 06/09/2016 06/09/2016 0.42 356,000,000.00 355,966,773.30 Fixed DBS GROUP HOLDI 0.30 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DBS BANK LIMITED 23305DF67 06/06/2016 06/06/2016 0.42 100,000,000.00 99,994,166.67 Fixed DBS GROUP HOLDI 0.10 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DANSKE CORPORA2363F6HF0 08/15/2016 08/15/2016 0.60 130,000,000.00 129,838,854.20 Fixed Danske Bank A/S 0.10 A-1 P-1 F1 DENMARK NAFinancial Company Commercial Paper DANSKE CORPORA2363F6GJ3 07/18/2016 07/18/2016 0.58 71,000,000.00 70,946,700.69 Fixed Danske Bank A/S 0.10 A-1 P-1 F1 DENMARK NAFinancial Company Commercial Paper CREDIT AGRICOLE 22533TF19 06/01/2016 06/01/2016 0.30 151,134,000.00 151,134,000.00 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper CAISSE DES DEPOT 12800AF17 06/01/2016 06/01/2016 0.60 163,000,000.00 163,000,000.00 Fixed Caisse des Depots et C 0.10 A-1+ P-1 F1+ FRANCE NAFinancial Company Commercial Paper CAISSE CENTRALE 1280C2G52 07/05/2016 07/05/2016 0.50 49,000,000.00 48,976,861.11 Fixed CAISSE CENTRALE 0.00 A-1 P-1 F1+ CANADA NAFinancial Company Commercial Paper BPCE SA 05571BK36 10/03/2016 10/03/2016 0.89 45,000,000.00 44,862,050.00 Fixed GROUP BPCE 0.00 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BPCE SA 05571BJ12 09/01/2016 09/01/2016 0.76 440,000,000.00 439,151,044.50 Fixed GROUP BPCE 0.40 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BPCE SA 05571BG15 07/01/2016 07/01/2016 0.67 300,000,000.00 299,832,500.00 Fixed GROUP BPCE 0.30 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BNP PARIBAS NY B 09659BGC8 07/12/2016 07/12/2016 0.69 50,000,000.00 49,960,708.33 Fixed BNP Paribas 0.00 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BNP PARIBAS NY B 09659BGB0 07/11/2016 07/11/2016 0.70 308,000,000.00 307,760,444.50 Fixed BNP Paribas 0.30 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BNP PARIBAS DUB 09658YFE6 06/14/2016 06/14/2016 0.61 500,000,000.00 499,889,861.10 Fixed BNP Paribas 0.50 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BNP PARIBAS DUB 09658YFD8 06/13/2016 06/13/2016 0.41 500,000,000.00 499,931,666.70 Fixed BNP Paribas 0.50 A-1 P-1 F1 FRANCE NA

Financial Company Commercial Paper BANK OF NOVA SC06417LBG1 06/12/2016 08/12/2016 0.79 190,000,000.00 190,000,000.00 Variable Bank of Nova Scotia - 0.20 A-1 P-1 F1+ CANADA NAFinancial Company Commercial Paper BANK NEDERLAND 62944GHX4 08/31/2016 08/31/2016 0.69 190,000,000.00 189,668,608.30 Fixed Bank Nederlandse Gem 0.20 A-1+ P-1 F1+ NETHERLANDS NAFinancial Company Commercial Paper BANK NEDERLAND 62944GFW8 06/30/2016 06/30/2016 0.45 230,000,000.00 229,916,625.00 Fixed Bank Nederlandse Gem 0.20 A-1+ P-1 F1+ NETHERLANDS NAFinancial Company Commercial Paper BANK NEDERLAND 62944GF24 06/02/2016 06/02/2016 0.39 300,000,000.00 299,996,750.00 Fixed Bank Nederlandse Gem 0.30 A-1+ P-1 F1+ NETHERLANDS NAFinancial Company Commercial Paper TORONTO-DOMINI 89116EFQ1 06/24/2016 06/24/2016 0.63 68,755,000.00 68,727,326.11 Fixed The Toronto Dominio 0.10 A-1+ P-1 NR CANADA NAFinancial Company Commercial Paper SVENSKA HANDEL 86960JG58 07/05/2016 07/05/2016 0.65 203,950,000.00 203,824,797.40 Fixed Svenska Handelsbanke0.20 A-1+ P-1 F1+ SWEDEN NAFinancial Company Commercial Paper SUMITOMO MITSU 86562KHV9 08/29/2016 08/29/2016 0.72 250,000,000.00 249,555,000.00 Fixed SUMITOMO MITSU 0.20 A-1 P-1 F1 JAPAN NAFinancial Company Commercial Paper SOCIETE GENERAL 83369BGJ9 07/18/2016 07/18/2016 0.58 1,225,000,000.00 1,224,080,399.00 Fixed Societe Generale 1.10 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper SKANDINAVISKA E 83050TKQ3 10/24/2016 10/24/2016 0.85 50,000,000.00 49,828,819.44 Fixed Skandinaviska Enskild 0.00 A-1 P-1 F1+ SWEDEN NAFinancial Company Commercial Paper SKANDINAVISKA E 83050TJN2 09/22/2016 09/22/2016 0.83 378,000,000.00 377,015,205.00 Fixed Skandinaviska Enskild 0.30 A-1 P-1 F1+ SWEDEN NAFinancial Company Commercial Paper SKANDINAVISKA E 83050TGB1 07/11/2016 07/11/2016 0.66 61,650,000.00 61,604,790.00 Fixed Skandinaviska Enskild 0.10 A-1 P-1 F1+ SWEDEN NAFinancial Company Commercial Paper SKANDINAVISKA E 83050TG62 07/06/2016 07/06/2016 0.65 440,000,000.00 439,721,944.50 Fixed Skandinaviska Enskild 0.40 A-1 P-1 F1+ SWEDEN NAFinancial Company Commercial Paper RABOBANK-NEW Y21687AGJ6 07/18/2016 07/18/2016 0.66 78,050,000.00 77,983,256.41 Fixed Co?peratieve Raboban 0.10 A-1 P-1 F1+ NETHERLANDS NAFinancial Company Commercial Paper NEDERLANDSE WA 63975UFE7 06/14/2016 06/14/2016 0.62 115,000,000.00 114,974,460.40 Fixed Nederlandse Watersch 0.10 A-1+ P-1 NR NETHERLANDS NAFinancial Company Commercial Paper NATIXIS - NEW YO 63873JKX7 10/31/2016 10/31/2016 0.93 128,000,000.00 127,497,386.70 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper NATIONWIDE BUIL 6385E0HR7 08/25/2016 08/25/2016 0.65 10,000,000.00 9,984,652.78 Fixed Nationwide Building S 0.00 A-1 P-1 F1 UNITED KINGDOM NAFinancial Company Commercial Paper NATIONAL BANK O 63307NAR8 06/23/2016 09/23/2016 0.81 175,000,000.00 175,000,000.00 Variable National Bank of Cana0.20 A-1 P-1 F1 CANADA NAFinancial Company Commercial Paper MITSUBISHI UFJ TR 60682YHC1 08/12/2016 08/12/2016 0.66 100,000,000.00 99,868,000.00 Fixed MITSUBISHI UFJ FI 0.10 A-1 P-1 F1 JAPAN NAFinancial Company Commercial Paper MACQUARIE BANK 55607KFL5 06/20/2016 06/20/2016 0.63 135,000,000.00 134,955,112.50 Fixed MACQUARIE GROU 0.10 A-1 P-1 F1 AUSTRALIA NAFinancial Company Commercial Paper MACQUARIE BANK 55607KFH4 06/17/2016 06/17/2016 0.63 184,000,000.00 183,948,480.00 Fixed MACQUARIE GROU 0.20 A-1 P-1 F1 AUSTRALIA NAFinancial Company Commercial Paper MACQUARIE BANK 55607KF68 06/06/2016 06/06/2016 0.63 31,840,000.00 31,837,236.11 Fixed MACQUARIE GROU 0.00 A-1 P-1 F1 AUSTRALIA NAFinancial Company Commercial Paper LANDESBANK HES 51489GH18 08/01/2016 08/01/2016 0.60 200,000,000.00 199,796,666.70 Fixed STATE OF HESSEN 0.20 A-1 P-1 F1+ GERMANY NAFinancial Company Commercial Paper LANDESBANK HES 51489GFL6 06/20/2016 06/20/2016 0.60 20,000,000.00 19,993,666.67 Fixed STATE OF HESSEN 0.00 A-1 P-1 F1+ GERMANY NAFinancial Company Commercial Paper INTERCONTINENTA 45856WG11 07/01/2016 07/01/2016 0.55 69,000,000.00 68,968,375.12 Fixed INTERCONTINENTA 0.10 A-1 P-1 NR UNITED STATES NAFinancial Company Commercial Paper ING (US) FUNDING 4497W0K31 10/03/2016 10/03/2016 0.90 75,000,000.00 74,768,791.67 Fixed ING Groep NV 0.10 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper ING (US) FUNDING 4497W0HR2 08/25/2016 08/25/2016 0.71 516,000,000.00 515,134,983.30 Fixed ING Groep NV 0.50 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper ING (US) FUNDING 4497W0HB7 08/11/2016 08/11/2016 0.70 125,000,000.00 124,827,430.60 Fixed ING Groep NV 0.10 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper ING (US) FUNDING 4497W0H92 08/09/2016 08/09/2016 0.84 100,000,000.00 99,839,000.00 Fixed ING Groep NV 0.10 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper ING (US) FUNDING 4497W0H35 08/03/2016 08/03/2016 0.70 81,000,000.00 80,900,775.00 Fixed ING Groep NV 0.10 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper INDUSTRIAL & COM 45581BF10 06/01/2016 06/01/2016 0.42 226,045,000.00 226,045,000.00 Fixed INDUSTRIAL AND C 0.20 A-1 P-1 F1 CHINA NAFinancial Company Commercial Paper HSBC BANK PLC 40433FGL7 06/12/2016 08/12/2016 0.82 235,000,000.00 235,000,000.00 Variable HSBC Holdings PLC 0.20 A-1+ P-1 F1+ UNITED KINGDOM NAFinancial Company Commercial Paper DNB BANK ASA 2332K0FT4 06/27/2016 06/27/2016 0.65 107,000,000.00 106,949,769.40 Fixed DNB ASA 0.10 A-1 P-1 NR NORWAY NAFinancial Company Commercial Paper DNB BANK ASA 2332K0FQ0 06/24/2016 06/24/2016 0.65 400,000,000.00 399,833,793.10 Fixed DNB ASA 0.40 A-1 P-1 NR NORWAY NANon-Financial Company Commercial Paper NRW.BANK 62939LH44 08/04/2016 08/04/2016 0.56 450,000,000.00 449,556,000.00 Fixed FEDERAL STATE O 0.40 A-1+ P-1 F1+ GERMANY NANon-Financial Company Commercial Paper NRW.BANK 62939LF87 06/08/2016 06/08/2016 0.41 500,000,000.00 499,960,382.00 Fixed FEDERAL STATE O 0.50 A-1+ P-1 F1+ GERMANY NANon-Financial Company Commercial Paper EUROPEAN INVEST 29878RF11 06/01/2016 06/01/2016 0.37 168,530,000.00 168,530,000.00 Fixed European Investment B0.20 A-1+ P-1 F1+ LUXEMBOURG NANon-Financial Company Commercial Paper TOYOTA CREDIT C 89232CH82 08/08/2016 08/08/2016 0.62 50,000,000.00 49,941,444.44 Fixed Toyota Motor Corp. 0.00 A-1+ P-1 F1 JAPAN NANon-Financial Company Commercial Paper ONTARIO TEACHER 68325KFV7 06/29/2016 06/29/2016 0.75 15,000,000.00 14,991,250.00 Fixed ONTARIO TEACHER 0.00 A-1+ P-1 NR CANADA NANon-Financial Company Commercial Paper ONTARIO TEACHER 68325KFQ8 06/24/2016 06/24/2016 0.75 125,000,000.00 124,940,104.20 Fixed ONTARIO TEACHER 0.10 A-1+ P-1 NR CANADA NANon-Financial Company Commercial Paper NRW.BANK 62939LGF0 07/15/2016 07/15/2016 0.46 500,000,000.00 499,721,944.40 Fixed FEDERAL STATE O 0.50 A-1+ P-1 F1+ GERMANY NANon-Financial Company Commercial Paper NRW.BANK 62939LFA2 06/10/2016 06/10/2016 0.37 500,000,000.00 499,953,750.00 Fixed FEDERAL STATE O 0.50 A-1+ P-1 F1+ GERMANY NANon-Financial Company Commercial Paper NRW.BANK 62939LF95 06/09/2016 06/09/2016 0.40 905,000,000.00 904,919,811.10 Fixed FEDERAL STATE O 0.80 A-1+ P-1 F1+ GERMANY NANon-Financial Company Commercial Paper NRW.BANK 62939LF79 06/07/2016 06/07/2016 0.45 500,000,000.00 499,962,916.70 Fixed FEDERAL STATE O 0.50 A-1+ P-1 F1+ GERMANY NANon-Financial Company Commercial Paper GENERAL ELECTRI 36960LF91 06/09/2016 06/09/2016 0.39 313,049,000.00 313,021,869.10 Fixed General Electric Co. 0.30 A-1+ P-1 NR UNITED STATES NANon-Financial Company Commercial Paper GENERAL ELECTRI 36960LF18 06/01/2016 06/01/2016 0.37 350,000,000.00 350,000,000.00 Fixed General Electric Co. 0.30 A-1+ P-1 NR UNITED STATES NANon-Financial Company Commercial Paper ERSTE ABWICKLUN29604CHS4 08/26/2016 08/26/2016 0.66 140,000,000.00 139,779,266.70 Fixed FEDERAL STATE O 0.10 A-1+ P-1 F1+ GERMANY NANon-Financial Company Commercial Paper CHEVRON CORP 16677JGK6 07/19/2016 07/19/2016 0.55 300,000,000.00 299,780,000.00 Fixed Chevron Corp 0.30 A-1+ P-1 NR UNITED STATES NANon-Financial Company Commercial Paper CHEVRON CORP 16677JGJ9 07/18/2016 07/18/2016 0.55 150,000,000.00 149,892,291.70 Fixed Chevron Corp 0.10 A-1+ P-1 NR UNITED STATES NANon-Negotiable Time Deposit SKANDINAVISKA E 0EN001CG5 06/01/2016 06/01/2016 0.28 1,000,000,000.00 1,000,000,000.00 Fixed Skandinaviska Enskild 0.90 A-1 P-1 F1+ SWEDEN NANon-Negotiable Time Deposit ROYAL BANK OF C 0ROY01FA1 06/01/2016 06/01/2016 0.28 500,000,000.00 500,000,000.00 Fixed Royal Bank of Canada 0.50 A-1+ P-1 F1+ CANADA NANon-Negotiable Time Deposit NATIONAL AUSTRA 0NAB01AW2 06/01/2016 06/01/2016 0.30 359,735,000.00 359,735,000.00 Fixed National Australia Ban 0.30 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time Deposit DNB BANK ASA 0DEN01OX7 06/01/2016 06/01/2016 0.37 600,000,000.00 600,000,000.00 Fixed DNB ASA 0.60 A-1 P-1 NR NORWAY NANon-Negotiable Time Deposit CREDIT AGRICOLE 0BC001JT8 06/01/2016 06/01/2016 0.30 407,421,000.00 407,421,000.00 Fixed CREDIT AGRICOLE 0.40 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit THE BANK OF TOK 0AY001CL0 06/01/2016 06/01/2016 0.30 405,000,000.00 405,000,000.00 Fixed MITSUBISHI UFJ FI 0.40 A-1 P-1 F1 JAPAN NANon-Negotiable Time Deposit THE BANK OF TOK 0AY001CK2 06/01/2016 06/01/2016 0.30 781,434,000.00 781,434,000.00 Fixed MITSUBISHI UFJ FI 0.70 A-1 P-1 F1 JAPAN NANon-Negotiable Time Deposit SWEDBANK AB 0SWB02JI7 06/01/2016 06/01/2016 0.37 1,399,530,000.00 1,399,530,000.00 Fixed Swedbank AB 1.30 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit SKANDINAVISKA E 0EN001CF7 06/01/2016 06/01/2016 0.28 999,300,000.00 999,300,000.00 Fixed Skandinaviska Enskild 0.90 A-1 P-1 F1+ SWEDEN NANon-Negotiable Time Deposit SKANDINAVISKA E 0EN001C42 06/01/2016 06/01/2016 0.37 699,530,000.00 699,530,000.00 Fixed Skandinaviska Enskild 0.60 A-1 P-1 F1+ SWEDEN NANon-Negotiable Time Deposit ROYAL BANK OF C 0ROY01FB9 06/01/2016 06/01/2016 0.29 600,000,000.00 600,000,000.00 Fixed Royal Bank of Canada 0.60 A-1+ P-1 F1+ CANADA NANon-Negotiable Time Deposit NORDEA BANK FIN 0MBK01AQ6 06/02/2016 06/02/2016 0.37 2,500,000,000.00 2,500,000,000.00 Fixed Nordea Bank AB 2.30 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit NATIXIS S.A. - GRA 0NGC02TR3 06/01/2016 06/01/2016 0.30 1,438,178,000.00 1,438,178,000.00 Fixed GROUP BPCE 1.30 A-1 P-1 F1+ FRANCE NANon-Negotiable Time Deposit NATIONAL AUSTRA 0NAB01AX0 06/01/2016 06/01/2016 0.30 100,000,000.00 100,000,000.00 Fixed National Australia Ban 0.10 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time Deposit KBC BANK NV 0KBC01OO8 06/01/2016 06/01/2016 0.30 1,975,000,000.00 1,975,000,000.00 Fixed KBC GROUPE NV 1.80 A-1 P-1 F1 BELGIUM NANon-Negotiable Time Deposit INDUSTRIAL & COM 0SF001EO4 06/01/2016 06/01/2016 0.42 550,000,000.00 550,000,000.00 Fixed INDUSTRIAL AND C 0.50 A-1 P-1 F1 CHINA NANon-Negotiable Time Deposit DNB BANK ASA 0DEN01P08 06/01/2016 06/01/2016 0.28 700,000,000.00 700,000,000.00 Fixed DNB ASA 0.60 A-1 P-1 NR NORWAY NANon-Negotiable Time Deposit CREDIT INDUSTRIE 0CIE01G71 06/01/2016 06/01/2016 0.30 425,000,000.00 425,000,000.00 Fixed Credit Mutuel-CIC 0.40 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit CREDIT INDUSTRIE 0CIE01G63 06/01/2016 06/01/2016 0.30 999,530,000.00 999,530,000.00 Fixed Credit Mutuel-CIC 0.90 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit CREDIT AGRICOLE 0BC001JS0 06/01/2016 06/01/2016 0.30 1,313,420,000.00 1,313,420,000.00 Fixed CREDIT AGRICOLE 1.20 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit CREDIT AGRICOLE 0BC001JR2 06/01/2016 06/01/2016 0.30 800,000,000.00 800,000,000.00 Fixed CREDIT AGRICOLE 0.70 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit CREDIT AGRICOLE 0BC001JQ4 06/01/2016 06/01/2016 0.30 950,000,000.00 950,000,000.00 Fixed CREDIT AGRICOLE 0.90 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit COOPERATIEVE RA 0RAB02DW8 06/01/2016 06/01/2016 0.37 700,000,000.00 700,000,000.00 Fixed Cooperatieve Raboban 0.60 A-1 P-1 F1+ NETHERLANDS NANon-Negotiable Time Deposit COOPERATIEVE RA 0RAB02DQ1 06/01/2016 06/01/2016 0.38 1,000,000,000.00 1,000,000,000.00 Fixed Cooperatieve Raboban 0.90 A-1 P-1 F1+ NETHERLANDS NANon-Negotiable Time Deposit CITIBANK NA-PUER 0CPR01HF5 06/01/2016 06/01/2016 0.37 300,000,000.00 300,000,000.00 Fixed Citigroup 0.30 A-1 P-1 F1 UNITED STATES NANon-Negotiable Time Deposit CHINA CONSTRUC 0RW002EC1 06/01/2016 06/01/2016 0.42 500,000,000.00 500,000,000.00 Fixed CHINA CONSTRUC 0.50 A-1 P-1 F1 CHINA NANon-Negotiable Time Deposit BNP PARIBAS GRAN 0BNP05NK6 06/01/2016 06/01/2016 0.30 589,169,000.00 589,169,000.00 Fixed BNP Paribas 0.50 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit BANK OF MONTRE 0BKM01I21 06/07/2016 06/07/2016 0.37 189,530,000.00 189,530,000.00 Fixed Bank of Montreal 0.20 A-1 P-1 F1+ CANADA NANon-Negotiable Time Deposit BANK OF MONTRE 0BKM01I13 06/03/2016 06/03/2016 0.38 800,000,000.00 800,000,000.00 Fixed Bank of Montreal 0.70 A-1 P-1 F1+ CANADA NANon-Negotiable Time Deposit BANK OF CHINA-N 0RP001AF8 06/01/2016 06/01/2016 0.42 500,000,000.00 500,000,000.00 Fixed BANK OF CHINA LI 0.50 A-1 P-1 F1 CHINA NANon-Negotiable Time Deposit AUSTRALIA & NEW 0PY001DC6 06/02/2016 06/02/2016 0.38 1,175,000,000.00 1,175,000,000.00 Fixed Australia and New Zea 1.10 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time Deposit AUSTRALIA & NEW OPZ001AH1 06/01/2016 06/01/2016 0.30 500,000,000.00 500,000,000.00 Fixed Australia and New Zea 0.50 A-1+ P-1 F1+ AUSTRALIA NAOther Investment (Corporate Note) ROYAL BANK OF C 78008FBF0 06/18/2016 08/10/2016 0.75 790,000,000.00 790,000,000.00 Variable Royal Bank of Canada 0.70 A-1+ P-1 F1+ CANADA NAOther Investment (Medium Term Note) WELLS FARGO BAN 94985H3T9 06/17/2016 08/12/2016 0.75 785,000,000.00 785,000,000.00 Variable Wells Fargo & Co. 0.70 A-1+ P-1 F1+ UNITED STATES NA

Other Repurchase Agreement WELLS FARGO SEC 0QB001FH6 06/07/2016 06/07/2016 0.57 175,000,000.00 175,000,000.00 Fixed Wells Fargo & Co. 0.20 A-1+ NR NR UNITED STATES NAOther Repurchase Agreement MERRILL LYNCH P 0MLP02LP2 07/21/2016 07/21/2016 1.05 475,000,000.00 475,000,000.00 Variable Bank of America Corp 0.40 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement WELLS FARGO SEC 0QB001FI4 06/07/2016 06/07/2016 0.57 200,000,000.00 200,000,000.00 Fixed Wells Fargo & Co. 0.20 A-1+ NR NR UNITED STATES NAOther Repurchase Agreement SOCIETE GENERAL 0QI001AY7 06/01/2016 06/01/2016 0.38 400,000,000.00 400,000,000.00 Fixed Societe Generale 0.40 A-1 P-1 F1 FRANCE NAOther Repurchase Agreement MERRILL LYNCH P 0MLP02MI7 06/01/2016 06/01/2016 0.87 545,000,000.00 545,000,000.00 Fixed Bank of America Corp 0.50 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement MERRILL LYNCH P 0MLP02M63 06/01/2016 07/05/2016 1.05 625,000,000.00 625,000,000.00 Variable Bank of America Corp 0.60 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement MERRILL LYNCH P 0MLP02LH0 07/12/2016 07/12/2016 1.05 450,000,000.00 450,000,000.00 Variable Bank of America Corp 0.40 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement HSBC SECURITIES 0HSN19J52 06/01/2016 06/01/2016 0.38 50,000,000.00 50,000,000.00 Fixed HSBC Holdings PLC 0.00 A-1+ NR NR UNITED KINGDOM NAOther Repurchase Agreement HSBC SECURITIES 0HSN19J37 06/01/2016 06/01/2016 0.38 230,000,000.00 230,000,000.00 Fixed HSBC Holdings PLC 0.20 A-1+ NR NR UNITED KINGDOM NAOther Repurchase Agreement CREDIT SUISSE SEC 0CSN01FT3 06/02/2016 06/02/2016 0.63 250,000,000.00 250,000,000.00 Fixed Credit Suisse Group 0.20 A-1 NR NR SWITZERLAND NAOther Repurchase Agreement CREDIT SUISSE SEC 0CSN01FJ5 06/16/2016 09/03/2016 1.22 1,122,000,000.00 1,122,000,000.00 Variable Credit Suisse Group 1.00 A-1 NR NR SWITZERLAND NAOther Repurchase Agreement CITIGROUP GLOBA 0CGM01ED4 06/01/2016 07/20/2016 1.12 175,000,000.00 175,000,000.00 Variable Citigroup 0.20 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement CITIGROUP GLOBA 0CGM01EC6 06/01/2016 07/20/2016 1.12 175,000,000.00 175,000,000.00 Variable Citigroup 0.20 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement BNP PARIBAS SECU 0BPS01BS3 06/01/2016 06/13/2016 0.88 100,000,000.00 100,000,000.00 Variable BNP Paribas 0.10 A-1 NR NR FRANCE NAU.S. Government Agency Repurchase Agreem WELLS FARGO BAN 0WFC01TN5 06/01/2016 06/01/2016 0.31 113,011,623.50 113,011,623.50 Fixed Wells Fargo & Co. (R 0.10 A-1+ P-1 F1+ UNITED STATES NAU.S. Government Agency Repurchase Agreem WELLS FARGO SEC OQB002EL0 06/01/2016 06/01/2016 0.31 508,552,305.80 508,552,305.80 Fixed Wells Fargo & Co. (R 0.50 A-1+ NR NR UNITED STATES NAU.S. Government Agency Repurchase Agreem SOCIETE GENERAL 0SON04WR1 06/01/2016 06/01/2016 0.31 64,578,070.55 64,578,070.55 Fixed Societe Generale (Rep 0.10 A-1 P-1 F1 FRANCE NAU.S. Government Agency Repurchase Agreem RBC CAPITAL MAR 0PO002FD1 06/07/2016 06/07/2016 0.40 200,000,000.00 200,000,000.00 Fixed Royal Bank of Canada 0.20 A-1+ P-1 NR CANADA NAU.S. Treasury Debt US TREASURY 912828MA5 11/30/2016 11/30/2016 2.75 102,000,000.00 103,099,525.30 Fixed US Government 0.10 A-1+ P-1 F1+ UNITED STATES NAU.S. Treasury Debt US TREASURY 912828WF3 11/15/2016 11/15/2016 0.63 350,000,000.00 350,006,206.20 Fixed US Government 0.30 A-1+ P-1 F1+ UNITED STATES NAU.S. Treasury Debt US TREASURY 912828RU6 11/30/2016 11/30/2016 0.88 700,000,000.00 700,854,989.30 Fixed US Government 0.60 A-1+ P-1 F1+ UNITED STATES NAU.S. Treasury Debt US TREASURY 912828FY1 11/15/2016 11/15/2016 4.63 517,733,000.00 527,130,301.80 Fixed US Government 0.50 A-1+ P-1 F1+ UNITED STATES NAVariable Rate Demand Note JETS STADIUM FIN 477182AA7 06/07/2016 06/07/2016 0.45 49,515,000.00 49,515,000.00 Variable SUMITOMO MITSU 0.00 A-1 F-1+ JAPAN NAVariable Rate Demand Note JETS STADIUM DEV477181AJ0 06/07/2016 06/07/2016 0.45 67,745,000.00 67,745,000.00 Variable SUMITOMO MITSU 0.10 NR NR NR JAPAN NAGrand Total 108,713,165,824.95 99.40



























of 8

UNAUDITED As of Date: 04/30/2016

Category of Investment NameYield or Coupon

Effective Maturity

Date

Final Maturity

DateCUSIP / Security ID

Principal Amount Value ($)

% of Total Value

Moody's Rating

S&P Rating Country

Asset Backed Commercial Paper ANTALIS SA 0.68% 07/07/16 07/07/16 03664AG77 22,260,000.00 22,231,828.73 0.02 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.60% 07/05/16 07/05/16 04821TG58 100,000,000.00 99,891,666.67 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.63% 05/18/16 05/18/16 04821TEJ0 100,000,000.00 99,970,250.00 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.63% 05/20/16 05/20/16 04821TEL5 200,000,000.00 199,933,500.00 0.19 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.65% 05/26/16 11/22/16 04821QDF5 100,000,000.00 100,000,000.00 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.65% 05/26/16 11/22/16 04821QDG3 100,000,000.00 100,000,000.00 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL S.A. 0.62% 05/02/16 05/02/16 06945LE20 25,000,000.00 24,999,569.44 0.02 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL S.A. 0.62% 07/05/16 07/05/16 06945LG51 100,000,000.00 99,888,055.56 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL S.A. 0.62% 07/07/16 07/07/16 06945LG77 100,000,000.00 99,884,611.11 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL S.A. 0.62% 07/28/16 07/28/16 06945LGU6 45,000,000.00 44,931,800.00 0.04 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL S.A. 0.61% 05/11/16 05/11/16 06945LEB0 23,850,000.00 23,845,958.75 0.02 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL S.A. 0.64% 05/05/16 08/23/16 06945JEU3 175,000,000.00 175,000,000.00 0.16 P-1 A-1 FRANCEAsset Backed Commercial Paper BEDFORD ROW FUNDING CORP. 0.82% 05/10/16 09/19/16 07644FAJ2 100,000,000.00 100,000,000.00 0.09 P-1 A-1+ CANADAAsset Backed Commercial Paper CAFCO LLC 0.79% 08/22/16 08/22/16 12476EHN2 15,000,000.00 14,962,804.17 0.01 P-1 A-1 UNITED STATESAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.60% 07/05/16 07/05/16 13738JG53 15,000,000.00 14,983,750.00 0.01 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.60% 05/04/16 05/04/16 13738JE48 115,000,000.00 114,994,250.00 0.11 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.60% 07/06/16 07/06/16 13738JG61 480,000,000.00 479,472,000.00 0.44 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.60% 07/07/16 07/07/16 13738JG79 50,000,000.00 49,944,166.67 0.05 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.60% 07/18/16 07/18/16 13738JGJ3 37,000,000.00 36,951,900.00 0.03 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.61% 05/03/16 05/03/16 13738JE30 206,000,000.00 205,993,050.00 0.19 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CEDAR SPRINGS CAPITAL COMPANY LLC 0.66% 06/06/16 06/06/16 15060XF64 50,039,000.00 50,005,974.26 0.05 P-1 A-1 SWITZERLANDAsset Backed Commercial Paper CHARTA LLC 0.32% 05/02/16 05/02/16 16115UE23 3,966,000.00 3,965,964.75 0.00 P-1 A-1 UNITED STATESAsset Backed Commercial Paper CROWN POINT CAPITAL COMPANY LLC 0.93% 05/29/16 10/28/16 22845AAV2 200,000,000.00 200,000,000.00 0.19 P-1 A-1 UNITED STATESAsset Backed Commercial Paper GOTHAM FUNDING CORPORATION 0.47% 05/06/16 05/06/16 38346LE69 25,000,000.00 24,998,368.05 0.02 P-1 A-1 JAPANAsset Backed Commercial Paper GOTHAM FUNDING CORPORATION 0.59% 07/11/16 07/11/16 38346LGB6 125,000,000.00 124,854,548.61 0.12 P-1 A-1 JAPANAsset Backed Commercial Paper KELLS FUNDING LLC 0.59% 07/12/16 07/12/16 48802TUD5 25,000,000.00 24,970,500.00 0.02 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.59% 07/13/16 07/13/16 48803TBB9 100,000,000.00 99,880,361.11 0.09 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.59% 07/25/16 07/25/16 48802WE87 150,000,000.00 149,791,041.66 0.14 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.60% 07/28/16 07/28/16 48802TUH6 97,000,000.00 96,857,733.34 0.09 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.60% 05/02/16 05/02/16 48802TTR6 115,000,000.00 114,998,083.33 0.11 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.60% 05/03/16 05/03/16 48802TTS4 96,000,000.00 95,996,800.00 0.09 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 05/24/16 05/24/16 48803MAC3 200,000,000.00 199,922,055.55 0.19 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 05/25/16 05/25/16 48803MAE9 200,000,000.00 199,918,666.67 0.19 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 06/01/16 06/01/16 48803MAF6 100,000,000.00 99,947,472.22 0.09 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 06/02/16 06/02/16 48802WD39 115,000,000.00 114,937,644.45 0.11 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 06/02/16 06/02/16 48802WD62 200,000,000.00 199,891,555.56 0.19 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 06/08/16 06/08/16 48803MAJ8 200,000,000.00 199,871,222.22 0.19 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.62% 08/02/16 08/02/16 48802TH24 125,000,000.00 124,801,406.25 0.12 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.64% 07/08/16 07/08/16 48803MAL3 110,000,000.00 109,867,022.22 0.10 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.65% 07/14/16 07/14/16 48802TUC7 239,000,000.00 238,680,669.44 0.22 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING,LLC 0.00% 08/03/16 08/03/16 4C5179P 120,000,000.00 119,819,066.67 0.11 P-1 A-1+ GERMANYAsset Backed Commercial Paper LIBERTY STREET FUNDING LLC 0.34% 05/02/16 05/02/16 53127TE25 16,437,000.00 16,436,844.76 0.02 P-1 A-1 CANADAAsset Backed Commercial Paper LIBERTY STREET FUNDING LLC 0.61% 06/02/16 06/02/16 53127TF24 11,000,000.00 10,994,035.55 0.01 P-1 A-1 CANADAAsset Backed Commercial Paper LIBERTY STREET FUNDING LLC 0.60% 06/07/16 06/07/16 53127TF73 50,000,000.00 49,969,166.67 0.05 P-1 A-1 CANADAAsset Backed Commercial Paper LMA AMERICAS LLC 0.60% 07/20/16 07/20/16 53944QGL8 40,000,000.00 39,946,666.67 0.04 P-1 A-1 FRANCEAsset Backed Commercial Paper LMA AMERICAS LLC 0.63% 06/13/16 06/13/16 53944QFD7 77,000,000.00 76,942,057.50 0.07 P-1 A-1 FRANCEAsset Backed Commercial Paper LMA AMERICAS LLC 0.64% 06/02/16 06/02/16 53944QF21 77,000,000.00 76,956,195.56 0.07 P-1 A-1 FRANCEAsset Backed Commercial Paper LMA AMERICAS LLC 0.64% 05/19/16 05/19/16 53944QEK2 50,000,000.00 49,984,000.00 0.05 P-1 A-1 FRANCEAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.58% 05/23/16 05/23/16 59157TEP4 96,000,000.00 95,965,973.33 0.09 P-1 A-1+ UNITED STATESAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.58% 05/24/16 05/24/16 59157TEQ2 50,000,000.00 49,981,472.22 0.05 P-1 A-1+ UNITED STATESAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.59% 05/16/16 05/16/16 59157TEG4 169,000,000.00 168,958,454.17 0.16 P-1 A-1+ UNITED STATESAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.60% 07/29/16 07/29/16 59157TGV9 90,000,000.00 89,866,500.00 0.08 P-1 A-1+ UNITED STATESAsset Backed Commercial Paper MONT BLANC CAPITAL CORPORATION 0.61% 05/09/16 05/09/16 6117P4E97 34,000,000.00 33,995,391.11 0.03 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper MONT BLANC CAPITAL CORPORATION 0.61% 06/10/16 06/10/16 6117P4FA3 50,187,000.00 50,152,984.37 0.05 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.50% 05/27/16 05/27/16 65409RET3 65,462,000.00 65,438,360.94 0.06 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.60% 06/09/16 06/09/16 65409RF96 195,000,000.00 194,873,250.00 0.18 P-1 A-1 NETHERLANDS

JPM Prime MM Fund

of 8



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

JPM Prime MM Fund

Asset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.51% 06/17/16 06/17/16 65409RFH8 98,091,000.00 98,025,687.74 0.09 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.60% 05/10/16 05/10/16 65409REA4 75,000,000.00 74,988,750.00 0.07 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper REGENCY MARKETS NO 1 LLC 0.44% 05/16/16 05/16/16 7588R0EG8 100,000,000.00 99,981,666.67 0.09 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper REGENCY MARKETS NO 1 LLC 0.44% 05/20/16 05/20/16 7588R0EL7 44,080,000.00 44,069,763.64 0.04 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper RIDGEFIELD FUNDING COMPANY LLC - SERIES A 0.71% 08/15/16 08/15/16 76582JHF4 25,000,000.00 24,947,736.11 0.02 P-1 A-1 FRANCEAsset Backed Commercial Paper THUNDER BAY FUNDING LLC 0.68% 05/03/16 06/03/16 88603KAV3 50,000,000.00 50,000,000.00 0.05 P-1 A-1 CANADAAsset Backed Commercial Paper VERSAILLES COMMERCIAL PAPER LLC 0.67% 07/06/16 07/06/16 92512LG62 125,000,000.00 124,846,458.33 0.12 P-1 A-1 FRANCEAsset Backed Commercial Paper VERSAILLES COMMERCIAL PAPER LLC 0.64% 06/09/16 06/09/16 92512LF97 100,000,000.00 99,930,666.67 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper VERSAILLES COMMERCIAL PAPER LLC 0.65% 05/12/16 05/12/16 92512LEC1 150,000,000.00 149,970,208.33 0.14 P-1 A-1 FRANCEAsset Backed Commercial Paper VERSAILLES COMMERCIAL PAPER LLC 0.67% 07/01/16 07/01/16 92512LG13 98,000,000.00 97,888,742.77 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper VICTORY RECEIVABLES CORPORATION 0.58% 07/25/16 07/25/16 92646KGR7 150,000,000.00 149,794,583.33 0.14 P-1 A-1 JAPANAsset Backed Commercial Paper VICTORY RECEIVABLES CORPORATION 0.59% 07/11/16 07/11/16 92646KGB2 190,000,000.00 189,778,913.89 0.18 P-1 A-1 JAPANAsset Backed Commercial Paper VICTORY RECEIVABLES CORPORATION 0.61% 07/05/16 07/05/16 92646KG55 105,000,000.00 104,884,354.17 0.10 P-1 A-1 JAPANCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.63% 06/29/16 06/29/16 3C9104N 297,000,000.00 296,693,840.81 0.27 P-1 A-1 NETHERLANDSCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.63% 07/08/16 07/08/16 4C1140N 135,000,000.00 134,839,605.22 0.12 P-1 A-1 NETHERLANDSCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.63% 06/23/16 06/23/16 3C6504N 39,000,000.00 38,963,890.75 0.04 P-1 A-1 NETHERLANDSCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.67% 06/30/16 06/30/16 3C9705N 215,000,000.00 214,760,322.25 0.20 P-1 A-1 NETHERLANDSCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.70% 07/14/16 07/14/16 3C6805N 521,750,000.00 521,002,785.50 0.48 P-1 A-1 NETHERLANDSCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.72% 07/29/16 07/29/16 3C9706N 120,000,000.00 119,786,911.75 0.11 P-1 A-1 NETHERLANDSCertificate of Deposit AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.70% 05/06/16 05/06/16 00850RE49 62,000,000.00 62,000,000.00 0.06 P-1 A-1 CHINACertificate of Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.62% 05/27/16 05/27/16 0PY001BJ3 138,000,000.00 138,000,000.00 0.13 P-1 A-1+ AUSTRALIACertificate of Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.70% 09/01/16 09/01/16 0PY001CW3 305,000,000.00 305,000,000.00 0.28 P-1 A-1+ AUSTRALIACertificate of Deposit BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 0.60% 05/06/16 05/06/16 05969YHF3 200,000,000.00 200,000,000.00 0.19 P-1 A-1+ CHILECertificate of Deposit BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 0.61% 05/20/16 05/20/16 05969YHP1 130,000,000.00 130,000,000.00 0.12 P-1 A-1+ CHILECertificate of Deposit BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 0.62% 06/03/16 06/03/16 05969YHU0 100,000,000.00 100,000,000.00 0.09 P-1 A-1+ CHILECertificate of Deposit BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 0.79% 05/25/16 09/01/16 05969YJG9 60,000,000.00 60,000,000.00 0.06 P-1 A-1+ CHILECertificate of Deposit BANK OF CHINA-NEW YORK 0.45% 05/02/16 05/02/16 06119PKU2 421,530,000.00 421,530,000.00 0.39 P-1 A-1 CHINACertificate of Deposit BANK OF CHINA-NEW YORK 0.45% 05/04/16 05/04/16 06119PKV0 300,000,000.00 300,000,000.00 0.28 P-1 A-1 CHINACertificate of Deposit BANK OF MONTREAL-CHICAGO 0.57% 07/18/16 07/18/16 06427EH20 250,000,000.00 250,000,000.00 0.23 P-1 A-1 CANADACertificate of Deposit BANK OF MONTREAL-CHICAGO 0.57% 07/21/16 07/21/16 06427EJ93 250,000,000.00 250,000,000.00 0.23 P-1 A-1 CANADACertificate of Deposit BANK OF MONTREAL-CHICAGO 0.79% 05/08/16 09/08/16 06427EWH0 255,000,000.00 254,999,279.35 0.24 P-1 A-1 CANADACertificate of Deposit BANK OF MONTREAL-CHICAGO 0.83% 05/11/16 10/11/16 06427EXF3 110,000,000.00 110,000,000.00 0.10 P-1 A-1 CANADACertificate of Deposit BANK OF NOVA SCOTIA-HOUSTON 0.68% 05/06/16 05/06/16 06417HM86 100,000,000.00 100,000,000.00 0.09 P-1 A-1 CANADACertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.61% 05/11/16 05/11/16 06538MPT0 300,000,000.00 300,000,000.00 0.28 P-1 A-1 JAPANCertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.70% 05/25/16 05/25/16 06538MMU0 280,000,000.00 280,000,000.00 0.26 P-1 A-1 JAPANCertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.73% 06/08/16 06/08/16 06538MMV8 224,000,000.00 224,000,000.00 0.21 P-1 A-1 JAPANCertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.89% 10/07/16 10/07/16 06538MWN5 50,000,000.00 50,000,000.00 0.05 P-1 A-1 JAPANCertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.69% 06/01/16 06/01/16 3C1686N 374,000,000.00 373,776,650.47 0.35 P-1 A-1 FRANCECertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.70% 06/01/16 06/01/16 3C1683N 190,000,000.00 190,000,000.00 0.18 P-1 A-1 FRANCECertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.70% 05/02/16 05/02/16 2C9085N 412,000,000.00 412,000,000.00 0.38 P-1 A-1 FRANCECertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.70% 05/03/16 05/03/16 2C8607N 250,000,000.00 249,990,227.09 0.23 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS NY BRANCH 0.69% 07/12/16 07/12/16 05574RZ32 366,000,000.00 366,000,000.00 0.34 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS NY BRANCH 0.88% 10/12/16 10/12/16 05574R3B9 100,000,000.00 100,000,000.00 0.09 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS SA 0.62% 05/02/16 05/02/16 2C7877N 858,000,000.00 857,985,176.80 0.79 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS SA 0.71% 08/15/16 08/15/16 4C2318N 200,000,000.00 199,582,891.74 0.18 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS SA 0.77% 09/01/16 09/01/16 4C2274N 250,000,000.00 249,344,241.87 0.23 P-1 A-1 FRANCECertificate of Deposit CAISSE DES DEPOTS ET CONSIGNATIONS 0.62% 05/19/16 05/19/16 3C2797N 300,000,000.00 299,907,144.00 0.28 P-1 A-1+ FRANCECertificate of Deposit CANADIAN IMPERIAL BANK OF COMMERCE 0.85% 08/24/16 08/24/16 13606AQZ4 125,000,000.00 125,000,000.00 0.12 P-1 A-1 CANADACertificate of Deposit CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH 0.56% 08/01/16 08/01/16 13606AVT2 325,000,000.00 325,000,000.00 0.30 P-1 A-1 CANADACertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.46% 05/05/16 05/05/16 16891UNG2 200,000,000.00 200,000,000.00 0.19 P-1 A-1 CHINACertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.70% 05/06/16 05/06/16 16891UKV2 295,000,000.00 295,000,000.00 0.27 P-1 A-1 CHINACertificate of Deposit CITIBANK NA 0.65% 05/17/16 05/17/16 17304U3R9 70,000,000.00 70,000,000.00 0.06 P-1 A-1 UNITED STATESCertificate of Deposit COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH 0.57% 05/01/16 05/02/16 7B1467N 150,000,000.00 150,000,000.00 0.14 P-1 A-1+ AUSTRALIACertificate of Deposit COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH 0.65% 07/05/16 07/05/16 0CWA01AK0 300,000,000.00 300,000,000.00 0.28 P-1 A-1+ AUSTRALIACertificate of Deposit COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH 0.83% 08/25/16 08/25/16 0CWA01AJ3 100,000,000.00 100,000,000.00 0.09 P-1 A-1+ AUSTRALIACertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.63% 06/08/16 06/08/16 3C3036N 590,000,000.00 589,608,383.36 0.55 P-1 A-1 NETHERLANDS

of 8



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

JPM Prime MM Fund

Certificate of Deposit COÖPERATIEVE RABOBANK U.A 0.64% 08/15/16 08/15/16 4C1846N 465,000,000.00 464,125,659.00 0.43 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.65% 05/20/16 05/20/16 2C9449N 240,000,000.00 239,917,832.87 0.22 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.67% 05/20/16 05/20/16 2C7011N 223,000,000.00 222,921,329.33 0.21 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.67% 05/17/16 05/17/16 2C7016N 1,105,000,000.00 1,104,671,706.84 1.02 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.80% 05/16/16 08/16/16 3C2040N 300,000,000.00 300,000,000.00 0.28 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.80% 05/09/16 08/09/16 3C0961N 100,000,000.00 100,000,000.00 0.09 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.85% 08/25/16 08/25/16 3C3789N 75,000,000.00 74,796,660.45 0.07 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.90% 09/19/16 09/19/16 3C7305N 250,000,000.00 249,122,828.39 0.23 P-1 A-1 NETHERLANDSCertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.72% 06/01/16 06/01/16 22534HEV9 75,000,000.00 75,000,000.00 0.07 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.65% 05/06/16 05/06/16 22534HER8 500,000,000.00 500,000,000.00 0.46 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.67% 08/01/16 08/01/16 22534HHG9 150,000,000.00 150,000,000.00 0.14 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.71% 05/09/16 05/09/16 22534HCS8 600,000,000.00 600,000,000.00 0.56 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.72% 05/02/16 05/02/16 22534HDS7 469,000,000.00 469,000,000.00 0.43 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.84% 05/09/16 08/09/16 22532XDQ8 330,000,000.00 330,000,000.00 0.31 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.90% 10/05/16 10/05/16 22534HGJ4 100,000,000.00 100,000,000.00 0.09 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.69% 06/01/16 06/01/16 3C1408N 588,000,000.00 587,651,372.26 0.54 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.70% 05/03/16 05/03/16 0CIE01AE2 279,000,000.00 278,989,170.64 0.26 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.70% 05/03/16 05/03/16 2C9433N 78,000,000.00 77,996,972.25 0.07 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.70% 06/01/16 06/01/16 3C2020N 100,000,000.00 99,939,846.25 0.09 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.65% 06/03/16 06/03/16 22536TE41 160,000,000.00 160,000,000.00 0.15 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.72% 05/10/16 05/10/16 22536TZE6 240,850,000.00 240,850,000.00 0.22 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.72% 05/13/16 05/13/16 22536TZF3 445,000,000.00 445,000,000.00 0.41 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.90% 07/25/16 07/25/16 22536TZJ5 283,000,000.00 283,000,000.00 0.26 P-1 A-1 FRANCECertificate of Deposit CREDIT SUISSE AG - NEW YORK BRANCH 0.65% 06/07/16 06/07/16 22549VTG8 57,000,000.00 57,000,000.00 0.05 P-1 A-1 SWITZERLANDCertificate of Deposit CREDIT SUISSE AG - NEW YORK BRANCH 0.80% 06/01/16 06/01/16 22549VPL1 200,000,000.00 200,000,000.00 0.19 P-1 A-1 SWITZERLANDCertificate of Deposit CREDIT SUISSE AG - NEW YORK BRANCH 0.87% 05/25/16 08/24/16 22549VWL3 150,000,000.00 150,000,000.00 0.14 P-1 A-1 SWITZERLANDCertificate of Deposit CREDIT SUISSE AG - NEW YORK BRANCH 0.89% 05/04/16 09/01/16 22549VWY5 150,000,000.00 150,000,000.00 0.14 P-1 A-1 SWITZERLANDCertificate of Deposit CREDIT SUISSE AG - NEW YORK BRANCH 0.89% 05/07/16 09/06/16 22549VSY0 150,000,000.00 150,000,000.00 0.14 P-1 A-1 SWITZERLANDCertificate of Deposit DANSKE BANK A/S 0.60% 07/11/16 07/11/16 4C1406N 673,000,000.00 672,204,822.62 0.62 P-1 A-1 DENMARKCertificate of Deposit DANSKE BANK A/S 0.61% 05/11/16 05/11/16 3C1489N 318,000,000.00 317,945,758.39 0.29 P-1 A-1 DENMARKCertificate of Deposit DANSKE BANK A/S (LONDON) 0.63% 05/03/16 05/03/16 2C9472N 151,000,000.00 150,994,723.77 0.14 P-1 A-1 DENMARKCertificate of Deposit DEXIA CREDIT LOCAL (SOVEREIGN GUARANTEED) 0.73% 06/15/16 06/15/16 3C4874N 444,000,000.00 443,595,702.78 0.41 P-1 A-1+ BELGIUMCertificate of Deposit DEXIA CREDIT LOCAL NY BRANCH (SOVEREIGN GUARANTEE) 0.78% 05/10/16 08/10/16 25215FAV6 275,000,000.00 275,000,000.00 0.25 P-1 A-1+ BELGIUMCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.60% 05/10/16 05/10/16 3C1182N 295,000,000.00 294,955,816.38 0.27 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - NEW YORK 0.64% 08/12/16 08/12/16 23328APG3 155,000,000.00 155,000,000.00 0.14 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - NEW YORK 0.75% 09/07/16 09/07/16 23328ANZ3 99,000,000.00 99,000,000.00 0.09 P-1 A-1+ GERMANYCertificate of Deposit HSBC BANK PLC 0.85% 07/19/16 07/19/16 0HSP01BD6 169,000,000.00 169,033,054.55 0.16 P-1 A-1+ UNITED KINGDOMCertificate of Deposit HSBC BANK PLC 0.87% 07/26/16 07/26/16 0HSP01BE4 185,000,000.00 185,043,659.69 0.17 P-1 A-1+ UNITED KINGDOMCertificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.46% 05/03/16 05/03/16 45580DCF9 404,230,000.00 404,230,000.00 0.37 P-1 A-1 CHINACertificate of Deposit ING BANK NV 0.86% 05/16/16 08/16/16 3C2021N 250,000,000.00 250,000,000.00 0.23 P-1 A-1 NETHERLANDSCertificate of Deposit ING BANK NV 0.65% 06/09/16 06/09/16 0ING01AN8 400,000,000.00 400,000,000.00 0.37 P-1 A-1 NETHERLANDSCertificate of Deposit ING BANK NV 0.70% 05/23/16 05/23/16 0ING03HV9 663,000,000.00 663,000,000.00 0.61 P-1 A-1 NETHERLANDSCertificate of Deposit ING BANK NV 0.72% 08/15/16 08/15/16 0ING01EL8 400,000,000.00 400,000,000.00 0.37 P-1 A-1 NETHERLANDSCertificate of Deposit ING BANK NV 0.72% 08/08/16 08/08/16 0ING01E46 200,000,000.00 200,000,000.00 0.19 P-1 A-1 NETHERLANDSCertificate of Deposit KBC BANK NV 0.70% 05/04/16 05/04/16 3C0276N 500,000,000.00 499,970,884.33 0.46 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.70% 05/06/16 05/06/16 3C0279N 113,000,000.00 112,989,033.53 0.10 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.71% 07/06/16 07/06/16 4C0647N 200,000,000.00 199,738,306.37 0.18 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.72% 06/17/16 06/17/16 3C7307N 215,000,000.00 214,798,271.25 0.20 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.72% 07/07/16 07/07/16 4C0826N 200,000,000.00 199,732,487.41 0.18 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.72% 06/10/16 06/10/16 3C5887N 247,000,000.00 246,802,766.52 0.23 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.75% 07/28/16 07/28/16 4C4388N 375,000,000.00 374,313,799.45 0.35 P-1 A-1 BELGIUMCertificate of Deposit LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 0.63% 06/07/16 06/07/16 3C5827N 350,000,000.00 349,773,735.04 0.32 P-1 A-1 GERMANYCertificate of Deposit LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 0.58% 07/19/16 07/19/16 51489NPU0 100,000,000.00 100,000,000.00 0.09 P-1 A-1 GERMANYCertificate of Deposit LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 0.60% 07/05/16 07/05/16 51489NPQ9 200,000,000.00 200,000,000.00 0.19 P-1 A-1 GERMANYCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 06/09/16 06/09/16 3C5854N 195,000,000.00 194,856,599.46 0.18 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 07/28/16 07/28/16 4C4407N 175,000,000.00 174,709,610.15 0.16 P-1 A-1 JAPAN

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Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

JPM Prime MM Fund

Certificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.75% 08/30/16 08/30/16 4C4391N 125,000,000.00 124,683,610.82 0.12 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.76% 05/16/16 05/16/16 2C6760N 55,000,000.00 54,982,674.06 0.05 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.76% 05/16/16 05/16/16 2C6989N 113,000,000.00 112,964,402.22 0.10 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.77% 08/22/16 08/22/16 4C3010N 100,000,000.00 99,758,944.57 0.09 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.64% 05/06/16 05/06/16 60682AJ72 280,000,000.00 280,000,000.00 0.26 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.66% 05/13/16 05/13/16 60682AJ23 178,000,000.00 178,000,000.00 0.16 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.77% 08/29/16 08/29/16 60682AR24 255,000,000.00 255,000,000.00 0.24 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.00% 08/02/16 08/02/16 4C5130N 115,000,000.00 114,788,788.70 0.11 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.69% 05/04/16 05/04/16 3C0254N 100,000,000.00 99,994,259.90 0.09 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.70% 06/13/16 06/13/16 3C6574N 147,000,000.00 146,877,308.70 0.14 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.72% 06/08/16 06/08/16 3C5619N 100,000,000.00 99,924,139.61 0.09 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.72% 06/10/16 06/10/16 3C5144N 300,000,000.00 299,758,809.80 0.28 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.73% 07/22/16 07/22/16 4C3469N 200,000,000.00 199,668,056.79 0.18 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.77% 07/07/16 07/07/16 3C4231N 175,000,000.00 174,749,905.75 0.16 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.80% 08/25/16 08/25/16 4C3710N 100,000,000.00 99,742,919.28 0.09 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.80% 08/22/16 08/22/16 4C3461N 200,000,000.00 199,499,135.84 0.18 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.80% 08/31/16 08/31/16 4C3709N 250,000,000.00 249,319,933.40 0.23 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 0.61% 07/11/16 07/11/16 60689DVC4 250,000,000.00 250,000,000.00 0.23 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 0.62% 07/21/16 07/21/16 60689DVM2 100,000,000.00 100,000,000.00 0.09 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 0.62% 07/22/16 07/22/16 60689DVP5 350,000,000.00 350,003,404.32 0.32 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 0.68% 06/02/16 06/02/16 60689DRS4 300,000,000.00 300,013,187.01 0.28 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 0.68% 06/22/16 06/22/16 60689DTG8 50,000,000.00 50,004,310.75 0.05 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 0.70% 06/15/16 06/15/16 60689DSM6 90,000,000.00 90,000,000.00 0.08 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 0.70% 07/25/16 07/25/16 60689DUA9 400,000,000.00 400,000,000.00 0.37 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-SYDNEY 0.70% 05/19/16 05/19/16 3C2989N 75,000,000.00 74,973,795.90 0.07 P-1 A-1 JAPANCertificate of Deposit NATIONAL BANK OF CANADA/NY 0.54% 05/03/16 06/09/16 63307UHY0 275,000,000.00 275,000,000.00 0.25 P-1 A-1 CANADACertificate of Deposit NATIONWIDE BUILDING SOCIETY 0.62% 05/02/16 05/02/16 2C9656N 200,000,000.00 199,996,560.95 0.19 P-1 A-1 UNITED KINGDOMCertificate of Deposit NATIXIS - NEW YORK BRANCH 0.34% 06/02/16 06/02/16 63873FRE0 420,000,000.00 420,000,000.00 0.39 P-1 A-1 FRANCECertificate of Deposit NATIXIS - NEW YORK BRANCH 0.66% 05/08/16 11/08/16 63873FZQ4 500,000,000.00 500,000,000.00 0.46 P-1 A-1 FRANCECertificate of Deposit NATIXIS - NEW YORK BRANCH 0.71% 05/31/16 05/31/16 63873FZM3 343,000,000.00 343,000,000.00 0.32 P-1 A-1 FRANCECertificate of Deposit NATIXIS - NEW YORK BRANCH 0.90% 08/31/16 08/31/16 63873FB72 234,795,000.00 234,795,000.00 0.22 P-1 A-1 FRANCECertificate of Deposit NATIXIS - NEW YORK BRANCH 0.93% 10/31/16 10/31/16 63873FC63 171,968,000.00 171,968,000.00 0.16 P-1 A-1 FRANCECertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 05/02/16 05/02/16 65602TP62 235,000,000.00 235,000,000.00 0.22 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 05/12/16 05/12/16 65602TR52 170,000,000.00 170,000,000.00 0.16 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.61% 05/09/16 05/09/16 65602TQ79 300,000,000.00 300,000,000.00 0.28 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.61% 05/10/16 05/10/16 65602TQ61 30,000,000.00 30,000,000.00 0.03 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.61% 06/21/16 06/21/16 65602TZ46 45,000,000.00 45,000,000.00 0.04 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.61% 07/20/16 07/20/16 65602T3H2 100,000,000.00 100,000,000.00 0.09 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.61% 07/26/16 07/26/16 65602T3T6 158,000,000.00 157,999,991.60 0.15 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.61% 07/28/16 07/28/16 65602T3U3 200,000,000.00 200,000,000.00 0.19 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.61% 07/29/16 07/29/16 65602T3V1 300,000,000.00 300,000,000.00 0.28 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.63% 05/24/16 05/24/16 65602TR94 300,000,000.00 300,000,000.00 0.28 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.70% 08/22/16 08/22/16 65602T3F6 600,000,000.00 600,000,000.00 0.56 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.70% 08/25/16 08/25/16 65602T4L2 200,000,000.00 200,000,000.00 0.19 P-1 A-1 JAPANCertificate of Deposit OP CORPORATE BANK PLC 0.64% 05/20/16 05/20/16 3C2819N 100,000,000.00 99,966,276.88 0.09 P-1 A-1+ FINLANDCertificate of Deposit OVERSEA-CHINESE BANKING CORPORATION NY AGENCY 0.57% 07/27/16 07/27/16 69033LEW5 150,000,000.00 150,000,000.00 0.14 P-1 A-1+ SINGAPORECertificate of Deposit OVERSEA-CHINESE BANKING CORPORATION-LONDON 0.60% 05/27/16 05/27/16 3C4026N 100,000,000.00 99,956,732.29 0.09 P-1 A-1+ SINGAPORECertificate of Deposit RABOBANK/AUSTRALIA 0.64% 05/06/16 05/06/16 2C9058N 200,000,000.00 199,982,253.80 0.19 P-1 A-1 NETHERLANDSCertificate of Deposit RABOBANK/AUSTRALIA 0.68% 06/22/16 06/22/16 3C3035N 150,000,000.00 149,853,002.88 0.14 P-1 A-1 NETHERLANDSCertificate of Deposit RABOBANK-NEW YORK 0.83% 08/23/16 08/23/16 21684BJ39 140,000,000.00 140,000,000.00 0.13 P-1 A-1 NETHERLANDSCertificate of Deposit SOCIETE GENERALE NY BRANCH 0.62% 05/09/16 05/09/16 83369TX69 100,000,000.00 100,000,000.00 0.09 P-1 A-1 FRANCECertificate of Deposit STANDARD CHARTERED BANK 0.66% 07/15/16 07/15/16 4C2521N 725,000,000.00 723,997,259.27 0.67 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK 0.66% 07/20/16 07/20/16 4C2992N 424,000,000.00 423,374,474.20 0.39 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK 0.67% 07/29/16 07/29/16 4C4664N 275,000,000.00 274,541,876.41 0.25 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK PLC-NEW YORK 0.64% 07/13/16 07/13/16 85325THN8 270,000,000.00 270,000,000.00 0.25 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK/SINGAPORE 0.70% 07/12/16 07/12/16 4C2008N 180,000,000.00 179,748,440.64 0.17 P-1 A-1 UNITED KINGDOM

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Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

JPM Prime MM Fund

Certificate of Deposit STATE STREET BANK & TRUST CO. (BOSTON) 0.64% 05/11/16 06/13/16 8574P1HF6 500,000,000.00 500,000,000.00 0.46 P-1 A-1+ UNITED STATESCertificate of Deposit STATE STREET BANK & TRUST CO. (BOSTON) 0.81% 05/14/16 10/14/16 8574P1HP4 200,000,000.00 200,000,000.00 0.19 P-1 A-1+ UNITED STATESCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.62% 05/03/16 05/03/16 86563QRW2 560,000,000.00 560,000,000.00 0.52 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.62% 07/21/16 07/21/16 86563QE63 110,000,000.00 110,000,000.00 0.10 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.65% 08/10/16 08/10/16 86563QJ92 450,000,000.00 450,000,000.00 0.42 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.68% 07/07/16 07/07/16 86563QWW6 125,000,000.00 125,000,000.00 0.12 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.68% 07/11/16 07/11/16 86563QWX4 150,000,000.00 150,000,000.00 0.14 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.71% 08/22/16 08/22/16 86563QG79 300,000,000.00 300,000,000.00 0.28 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.75% 08/25/16 08/25/16 86563QA91 149,700,000.00 149,700,000.00 0.14 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION EUROPE LTD 0.65% 06/17/16 06/17/16 3C7538N 150,000,000.00 149,872,919.15 0.14 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION EUROPE LTD 0.65% 07/01/16 07/01/16 3C9691N 190,000,000.00 189,791,082.69 0.18 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION-BRUSSELS 0.65% 07/25/16 07/25/16 4C3932N 400,000,000.00 399,387,118.24 0.37 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION-BRUSSELS 0.67% 05/05/16 05/05/16 3C0703N 240,000,000.00 239,982,163.20 0.22 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION-BRUSSELS 0.70% 07/18/16 07/18/16 3C7306N 110,000,000.00 109,833,564.74 0.10 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.38% 05/04/16 05/04/16 86563K6E8 300,000,000.00 300,000,000.00 0.28 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.72% 08/10/16 08/10/16 86563K5R0 275,000,000.00 275,000,000.00 0.25 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.73% 08/16/16 08/16/16 86563K5K5 299,100,000.00 299,100,000.00 0.28 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.84% 05/01/16 11/01/16 86563K6K4 60,000,000.00 60,000,000.00 0.06 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.90% 10/14/16 10/14/16 86563K5G4 100,000,000.00 100,000,000.00 0.09 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.68% 06/10/16 06/10/16 3C6324N 168,000,000.00 167,872,354.71 0.16 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.69% 05/13/16 05/13/16 3C1699N 127,000,000.00 126,970,840.86 0.12 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.70% 05/05/16 05/05/16 3C0512N 120,000,000.00 119,990,682.99 0.11 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.70% 05/19/16 05/19/16 3C2798N 80,000,000.00 79,972,048.96 0.07 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.72% 08/08/16 08/08/16 4C0863N 124,000,000.00 123,753,386.14 0.11 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.73% 08/26/16 08/26/16 4C3948N 200,000,000.00 199,526,671.70 0.18 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.74% 08/22/16 08/22/16 4C3417N 200,000,000.00 199,539,739.06 0.18 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.82% 07/14/16 07/14/16 3C6600N 199,000,000.00 198,665,503.74 0.18 P-1 A-1 JAPANCertificate of Deposit SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.66% 06/24/16 06/24/16 86958DT77 225,000,000.00 225,001,683.79 0.21 P-1 A-1+ SWEDENCertificate of Deposit THE CHIBA BANK LTD-NEW YORK 0.61% 06/10/16 06/10/16 16706BWC8 50,000,000.00 50,000,000.00 0.05 P-1 A-1 JAPANCertificate of Deposit THE CHIBA BANK LTD-NEW YORK 0.64% 05/18/16 05/18/16 16706BVU9 118,000,000.00 118,000,000.00 0.11 P-1 A-1 JAPANCertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH 0.63% 05/10/16 05/10/16 3C0540N 300,000,000.00 299,952,828.44 0.28 P-1 A-1 JAPANCertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH 0.64% 06/10/16 06/10/16 3C6053N 119,000,000.00 118,915,516.21 0.11 P-1 A-1 JAPANCertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH 0.64% 07/28/16 07/28/16 4C4647N 100,000,000.00 99,843,808.70 0.09 P-1 A-1 JAPANCertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH 0.75% 08/19/16 08/19/16 4C0650N 175,000,000.00 174,600,083.39 0.16 P-1 A-1 JAPANCertificate of Deposit UBS AG STAMFORD BRANCH 0.81% 05/08/16 08/08/16 90267R5L9 174,000,000.00 174,000,000.00 0.16 P-1 A-1 SWITZERLANDCertificate of Deposit WELLS FARGO BANK NATIONAL ASSOCIATION 0.63% 05/02/16 05/02/16 94988EPK8 489,000,000.00 489,000,000.00 0.45 P-1 A-1+ UNITED STATESCertificate of Deposit WELLS FARGO BANK NATIONAL ASSOCIATION 0.63% 05/05/16 05/05/16 94988EPY8 440,000,000.00 440,000,000.00 0.41 P-1 A-1+ UNITED STATESCertificate of Deposit WELLS FARGO BANK NATIONAL ASSOCIATION 0.78% 05/21/16 07/21/16 94988EPC6 225,000,000.00 225,092,504.09 0.21 P-1 A-1+ UNITED STATESCertificate of Deposit WELLS FARGO BANK NATIONAL ASSOCIATION 1.01% 06/10/16 03/10/17 94988ESF6 128,700,000.00 128,700,000.00 0.12 P-1 A-1+ UNITED STATESCertificate of Deposit WESTPAC BANKING CORPORATION - NEW YORK BRANCH 0.30% 05/04/16 05/04/16 96121TZP6 100,000,000.00 100,000,000.00 0.09 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.62% 07/05/16 07/05/16 00084BG57 90,000,000.00 89,899,250.00 0.08 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.61% 07/11/16 07/11/16 00084BGB4 52,000,000.00 51,937,441.11 0.05 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.62% 05/02/16 05/02/16 00084BE26 98,000,000.00 97,998,312.22 0.09 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.62% 06/21/16 06/21/16 00084BFM1 48,000,000.00 47,957,840.00 0.04 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.68% 08/09/16 08/09/16 00084BH98 68,000,000.00 67,871,555.56 0.06 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.68% 08/11/16 08/11/16 00084BHB3 15,000,000.00 14,971,100.00 0.01 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.45% 05/04/16 05/04/16 00850UE42 289,230,000.00 289,219,153.88 0.27 P-1 A-1 CHINAFinancial Company Commercial Paper AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.70% 05/03/16 05/03/16 00850UE34 470,000,000.00 469,985,194.44 0.44 P-1 A-1 CHINAFinancial Company Commercial Paper ANZ NEW ZEALAND (INT'L) LTD 0.63% 08/05/16 08/05/16 0018A2H58 31,895,000.00 31,841,416.40 0.03 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper ANZ NEW ZEALAND (INT'L) LTD 0.65% 05/10/16 05/10/16 0018A2EA0 50,000,000.00 49,991,875.00 0.05 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.78% 06/03/16 06/27/16 05252TBN9 659,400,000.00 659,400,000.00 0.61 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper BANK NEDERLANDSE GEMEENTEN N.V. 0.42% 05/02/16 05/02/16 62944GE25 400,000,000.00 399,995,333.33 0.37 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper BANK NEDERLANDSE GEMEENTEN N.V. 0.69% 08/31/16 08/31/16 62944GHX4 190,000,000.00 189,555,716.67 0.18 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper BANK OF NOVA SCOTIA - (SCOTIABANK) 0.78% 05/12/16 08/12/16 06417LBG1 190,000,000.00 190,000,000.00 0.18 P-1 A-1 CANADAFinancial Company Commercial Paper BANK OF NOVA SCOTIA - (SCOTIABANK) 0.78% 05/09/16 08/11/16 06417LBF3 400,000,000.00 400,000,000.00 0.37 P-1 A-1 CANADAFinancial Company Commercial Paper BNP PARIBAS DUBLIN BRANCH 0.61% 06/14/16 06/14/16 09658YFE6 500,000,000.00 499,627,222.22 0.46 P-1 A-1 FRANCE

of 8



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

JPM Prime MM Fund

Financial Company Commercial Paper BNP PARIBAS DUBLIN BRANCH 0.68% 05/13/16 05/13/16 09658YED9 65,000,000.00 64,985,266.67 0.06 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS FORTIS SA/NEW YORK 0.37% 05/02/16 05/02/16 09659JE25 158,568,000.00 158,566,370.27 0.15 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.38% 05/03/16 05/03/16 09659BE30 449,530,000.00 449,520,509.92 0.42 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.60% 05/02/16 05/02/16 09659BE22 254,000,000.00 253,995,766.67 0.24 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.67% 05/13/16 05/13/16 09659BED8 106,506,000.00 106,482,213.66 0.10 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.69% 07/12/16 07/12/16 09659BGC8 50,000,000.00 49,931,000.00 0.05 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.70% 07/11/16 07/11/16 09659BGB0 308,000,000.00 307,574,788.89 0.28 P-1 A-1 FRANCEFinancial Company Commercial Paper BPCE SA 0.64% 05/05/16 05/05/16 05571BE58 200,000,000.00 199,985,777.78 0.19 P-1 A-1 FRANCEFinancial Company Commercial Paper BPCE SA 0.67% 07/01/16 07/01/16 05571BG15 300,000,000.00 299,659,416.67 0.28 P-1 A-1 FRANCEFinancial Company Commercial Paper BPCE SA 0.67% 07/07/16 07/07/16 05571BG72 100,000,000.00 99,875,305.56 0.09 P-1 A-1 FRANCEFinancial Company Commercial Paper BPCE SA 0.76% 09/01/16 09/01/16 05571BJ12 440,000,000.00 438,864,983.33 0.41 P-1 A-1 FRANCEFinancial Company Commercial Paper BPCE SA 0.89% 10/03/16 10/03/16 05571BK36 45,000,000.00 44,827,562.50 0.04 P-1 A-1 FRANCEFinancial Company Commercial Paper CAISSE CENTRALE DESJARDINS 0.59% 05/24/16 05/24/16 1280C2EQ8 223,400,000.00 223,315,790.61 0.21 P-1 A-1 CANADAFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/18/16 05/18/16 12800AEJ9 224,000,000.00 223,937,062.22 0.21 P-1 A-1+ FRANCEFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/19/16 05/19/16 12800AEK6 100,000,000.00 99,970,250.00 0.09 P-1 A-1+ FRANCEFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/27/16 05/27/16 12800AET7 265,000,000.00 264,885,166.67 0.25 P-1 A-1+ FRANCEFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 06/01/16 06/01/16 12800AF17 163,000,000.00 162,915,783.33 0.15 P-1 A-1+ FRANCEFinancial Company Commercial Paper CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.41% 05/02/16 05/02/16 16891ME21 189,201,000.00 189,198,845.21 0.18 P-1 A-1 CHINAFinancial Company Commercial Paper COMMONWEALTH BANK OF AUSTRALIA 0.55% 05/25/16 05/25/16 20272DER7 194,650,000.00 194,578,628.33 0.18 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.65% 05/06/16 05/06/16 22533TE69 55,000,000.00 54,995,034.72 0.05 P-1 A-1 FRANCEFinancial Company Commercial Paper CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.72% 05/02/16 05/02/16 22533TE28 104,000,000.00 103,997,920.00 0.10 P-1 A-1 FRANCEFinancial Company Commercial Paper DANSKE CORPORATION 0.58% 07/18/16 07/18/16 2363F6GJ3 71,000,000.00 70,911,545.83 0.07 P-1 A-1 DENMARKFinancial Company Commercial Paper DANSKE CORPORATION 0.61% 05/10/16 05/10/16 2363F6EA4 63,000,000.00 62,990,392.50 0.06 P-1 A-1 DENMARKFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 0.42% 05/03/16 05/03/16 23305DE35 150,000,000.00 149,996,500.00 0.14 P-1 A-1+ SINGAPOREFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 0.59% 07/14/16 07/14/16 23305DGE9 80,000,000.00 79,902,977.71 0.07 P-1 A-1+ SINGAPOREFinancial Company Commercial Paper DEXIA CREDIT LOCAL NY BRANCH (SOVEREIGN GUARANTEE) 0.90% 09/13/16 09/13/16 25214W3L0 111,000,000.00 110,625,375.00 0.10 P-1 A-1+ BELGIUMFinancial Company Commercial Paper DNB BANK ASA 0.61% 06/21/16 06/21/16 2332K0FM9 430,000,000.00 429,631,454.16 0.40 P-1 A-1 NORWAYFinancial Company Commercial Paper DNB BANK ASA 0.61% 06/22/16 06/22/16 2332K0FN7 185,275,000.00 185,113,090.24 0.17 P-1 A-1 NORWAYFinancial Company Commercial Paper DNB BANK ASA 0.65% 06/27/16 06/27/16 2332K0FT4 107,000,000.00 106,889,879.17 0.10 P-1 A-1 NORWAYFinancial Company Commercial Paper DNB BANK ASA 0.65% 06/24/16 06/24/16 2332K0FQ0 400,000,000.00 399,609,775.00 0.37 P-1 A-1 NORWAYFinancial Company Commercial Paper HSBC BANK PLC 0.81% 05/12/16 08/12/16 40433FGL7 235,000,000.00 235,000,000.00 0.22 P-1 A-1+ UNITED KINGDOMFinancial Company Commercial Paper INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.48% 05/02/16 05/02/16 45581BE29 416,138,000.00 416,132,463.15 0.39 P-1 A-1 CHINAFinancial Company Commercial Paper ING (US) FUNDING LLC 0.67% 06/10/16 06/10/16 4497W0FA1 167,000,000.00 166,875,677.78 0.15 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ING (US) FUNDING LLC 0.84% 08/09/16 08/09/16 4497W0H92 100,000,000.00 99,766,666.67 0.09 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ING (US) FUNDING LLC 0.70% 08/03/16 08/03/16 4497W0H35 81,000,000.00 80,851,950.00 0.07 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ING (US) FUNDING LLC 0.70% 08/11/16 08/11/16 4497W0HB7 125,000,000.00 124,752,083.34 0.12 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ING (US) FUNDING LLC 0.71% 08/25/16 08/25/16 4497W0HR2 516,000,000.00 514,819,506.67 0.48 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ING (US) FUNDING LLC 0.85% 08/17/16 08/17/16 4497W0HH4 38,700,000.00 38,601,315.00 0.04 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ING (US) FUNDING LLC 0.90% 10/03/16 10/03/16 4497W0K31 75,000,000.00 74,710,989.59 0.07 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper INTERCONTINENTAL EXCHANGE GROUP INC 0.55% 07/01/16 07/01/16 45856WG11 69,000,000.00 68,935,696.07 0.06 P-1 A-1 UNITED STATESFinancial Company Commercial Paper LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 0.50% 06/16/16 06/16/16 51489GFG7 30,000,000.00 29,980,833.33 0.03 P-1 A-1 GERMANYFinancial Company Commercial Paper LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 0.60% 05/02/16 05/02/16 51489GE29 200,000,000.00 199,996,666.67 0.19 P-1 A-1 GERMANYFinancial Company Commercial Paper LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 0.60% 06/20/16 06/20/16 51489GFL6 20,000,000.00 19,983,333.33 0.02 P-1 A-1 GERMANYFinancial Company Commercial Paper MACQUARIE BANK LIMITED 0.63% 06/15/16 06/15/16 55607KFF8 150,000,000.00 149,881,875.00 0.14 P-1 A-1 AUSTRALIAFinancial Company Commercial Paper MACQUARIE BANK LIMITED 0.63% 06/06/16 06/06/16 55607KF68 31,840,000.00 31,820,100.00 0.03 P-1 A-1 AUSTRALIAFinancial Company Commercial Paper MACQUARIE BANK LIMITED 0.63% 06/20/16 06/20/16 55607KFL5 135,000,000.00 134,881,875.00 0.12 P-1 A-1 AUSTRALIAFinancial Company Commercial Paper MACQUARIE BANK LIMITED 0.63% 06/17/16 06/17/16 55607KFH4 184,000,000.00 183,848,660.00 0.17 P-1 A-1 AUSTRALIAFinancial Company Commercial Paper MITSUBISHI UFJ TRUST & BANKING CORP LTD- SINGAPORE BRANCH 0.65% 05/23/16 05/23/16 60682YEP5 200,000,000.00 199,920,555.56 0.19 P-1 A-1 JAPANFinancial Company Commercial Paper NATIONAL BANK OF CANADA 0.80% 05/23/16 09/23/16 63307NAR8 175,000,000.00 175,000,000.00 0.16 P-1 A-1 CANADAFinancial Company Commercial Paper NATIXIS - NEW YORK BRANCH 0.56% 05/02/16 05/02/16 63873JE22 613,763,000.00 613,753,452.42 0.57 P-1 A-1 FRANCEFinancial Company Commercial Paper NATIXIS - NEW YORK BRANCH 0.71% 05/31/16 05/31/16 63873JEX4 84,000,000.00 83,950,300.00 0.08 P-1 A-1 FRANCEFinancial Company Commercial Paper NATIXIS - NEW YORK BRANCH 0.93% 10/31/16 10/31/16 63873JKX7 128,000,000.00 127,394,880.00 0.12 P-1 A-1 FRANCEFinancial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.60% 05/04/16 05/04/16 63975UE40 224,000,000.00 223,988,800.00 0.21 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.62% 06/14/16 06/14/16 63975UFE7 115,000,000.00 114,913,558.33 0.11 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper RABOBANK-NEW YORK 0.66% 07/18/16 07/18/16 21687AGJ6 78,050,000.00 77,939,234.04 0.07 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper SKANDINAVISKA ENSKILDA BANKEN AB 0.65% 07/06/16 07/06/16 83050TG62 440,000,000.00 439,475,666.67 0.41 P-1 A-1 SWEDEN

of 8



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

JPM Prime MM Fund

Financial Company Commercial Paper SKANDINAVISKA ENSKILDA BANKEN AB 0.66% 07/11/16 07/11/16 83050TGB1 61,650,000.00 61,569,752.25 0.06 P-1 A-1 SWEDENFinancial Company Commercial Paper SKANDINAVISKA ENSKILDA BANKEN AB 0.83% 09/22/16 09/22/16 83050TJN2 378,000,000.00 376,745,040.00 0.35 P-1 A-1 SWEDENFinancial Company Commercial Paper SKANDINAVISKA ENSKILDA BANKEN AB 0.85% 10/24/16 10/24/16 83050TKQ3 50,000,000.00 49,792,222.22 0.05 P-1 A-1 SWEDENFinancial Company Commercial Paper SOCIETE GENERALE SA 0.58% 07/18/16 07/18/16 83369BGJ9 1,225,000,000.00 1,223,473,854.16 1.13 P-1 A-1 FRANCEFinancial Company Commercial Paper SUMITOMO MITSUI BANKING CORPORATION 0.62% 05/03/16 05/03/16 86562KE34 100,000,000.00 99,996,555.56 0.09 P-1 A-1 JAPANFinancial Company Commercial Paper SUMITOMO MITSUI BANKING CORPORATION 0.72% 08/29/16 08/29/16 86562KHV9 250,000,000.00 249,400,000.00 0.23 P-1 A-1 JAPANFinancial Company Commercial Paper SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.65% 07/05/16 07/05/16 86960JG58 203,950,000.00 203,710,642.01 0.19 P-1 A-1+ SWEDENFinancial Company Commercial Paper SWEDBANK AB 0.64% 05/06/16 05/06/16 87019RE69 146,650,000.00 146,636,964.44 0.14 P-1 A-1+ SWEDENFinancial Company Commercial Paper TORONTO-DOMINION HOLDINGS USA INC. 0.63% 06/24/16 06/24/16 89116EFQ1 68,755,000.00 68,690,026.53 0.06 P-1 A-1+ CANADAFinancial Company Commercial Paper WESTPAC BANKING CORPORATION 0.81% 05/13/16 11/14/16 9612C4TB7 100,000,000.00 100,000,000.00 0.09 P-1 A-1+ AUSTRALIANon-Financial Company Commercial Paper CHEVRON CORP 0.55% 07/18/16 07/18/16 16677JGJ9 150,000,000.00 149,821,250.00 0.14 P-1 A-1+ UNITED STATESNon-Financial Company Commercial Paper CHEVRON CORP 0.55% 07/19/16 07/19/16 16677JGK6 300,000,000.00 299,637,916.66 0.28 P-1 A-1+ UNITED STATESNon-Financial Company Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.61% 05/11/16 05/11/16 29604CEB4 23,000,000.00 22,996,102.78 0.02 P-1 A-1+ GERMANYNon-Financial Company Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.66% 08/26/16 08/26/16 29604CHS4 140,000,000.00 139,699,700.00 0.13 P-1 A-1+ GERMANYNon-Financial Company Commercial Paper EUROPEAN INVESTMENT BANK 0.41% 05/20/16 05/20/16 29878REL8 100,000,000.00 99,978,361.11 0.09 P-1 A-1+ SUPRANATIONALSNon-Financial Company Commercial Paper EUROPEAN INVESTMENT BANK 0.41% 05/23/16 05/23/16 29878REP9 500,000,000.00 499,874,722.22 0.46 P-1 A-1+ SUPRANATIONALSNon-Financial Company Commercial Paper EUROPEAN INVESTMENT BANK 0.41% 05/25/16 05/25/16 29878RER5 100,000,000.00 99,972,666.67 0.09 P-1 A-1+ SUPRANATIONALSNon-Financial Company Commercial Paper GENERAL ELECTRIC CO. 0.36% 05/02/16 05/02/16 36960LE27 206,000,000.00 205,997,940.00 0.19 P-1 A-1+ UNITED STATESNon-Financial Company Commercial Paper NRW.BANK 0.44% 05/19/16 05/19/16 62939LEK1 555,000,000.00 554,879,287.50 0.51 P-1 A-1+ GERMANYNon-Financial Company Commercial Paper NRW.BANK 0.44% 05/16/16 05/16/16 62939LEG0 599,000,000.00 598,890,183.33 0.55 P-1 A-1+ GERMANYNon-Financial Company Commercial Paper ONTARIO TEACHERS' FINANCE TRUST 0.75% 06/24/16 06/24/16 68325KFQ8 125,000,000.00 124,859,375.00 0.12 P-1 A-1+ CANADANon-Financial Company Commercial Paper ONTARIO TEACHERS' FINANCE TRUST 0.75% 06/29/16 06/29/16 68325KFV7 15,000,000.00 14,981,562.50 0.01 P-1 A-1+ CANADANon-Financial Company Commercial Paper TOYOTA CREDIT CANADA INC 0.62% 08/08/16 08/08/16 89232CH82 50,000,000.00 49,914,750.00 0.05 P-1 A-1+ JAPANNon-Negotiable Time Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.35% 05/03/16 05/03/16 0PY001D02 1,000,000,000.00 1,000,000,000.00 0.93 P-1 A-1+ AUSTRALIANon-Negotiable Time Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.36% 05/05/16 05/05/16 0PY001CZ6 1,850,000,000.00 1,850,000,000.00 1.71 P-1 A-1+ AUSTRALIANon-Negotiable Time Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.38% 05/03/16 05/03/16 0PY001D10 800,000,000.00 800,000,000.00 0.74 P-1 A-1+ AUSTRALIANon-Negotiable Time Deposit BNP PARIBAS GRAND CAYMAN BRANCH 0.30% 05/02/16 05/02/16 0BNP05MV3 500,000,000.00 500,000,000.00 0.46 P-1 A-1 FRANCENon-Negotiable Time Deposit BNP PARIBAS GRAND CAYMAN BRANCH 0.31% 05/02/16 05/02/16 0BNP05MU5 375,439,000.00 375,439,000.00 0.35 P-1 A-1 FRANCENon-Negotiable Time Deposit CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.41% 05/02/16 05/02/16 0RW002DQ1 500,000,000.00 500,000,000.00 0.46 P-1 A-1 CHINANon-Negotiable Time Deposit CITIBANK NA-PUERTO RICO 0.37% 05/04/16 05/04/16 0CPR01HB4 300,000,000.00 300,000,000.00 0.28 P-1 A-1 UNITED STATESNon-Negotiable Time Deposit COOPERATIEVE RABOBANK U.A 0.37% 05/03/16 05/03/16 0RAB02CM1 800,000,000.00 800,000,000.00 0.74 P-1 A-1 NETHERLANDSNon-Negotiable Time Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.35% 05/02/16 05/02/16 0BC001HD5 905,284,000.00 905,284,000.00 0.84 P-1 A-1 FRANCENon-Negotiable Time Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.35% 05/02/16 05/02/16 0BC001HE3 420,000,000.00 420,000,000.00 0.39 P-1 A-1 FRANCENon-Negotiable Time Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.35% 05/02/16 05/02/16 0BC001HF0 320,000,000.00 320,000,000.00 0.30 P-1 A-1 FRANCENon-Negotiable Time Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.35% 05/02/16 05/02/16 0BC001HG8 400,000,000.00 400,000,000.00 0.37 P-1 A-1 FRANCENon-Negotiable Time Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.30% 05/02/16 05/02/16 0CIE01EU2 999,530,000.00 999,530,000.00 0.93 P-1 A-1 FRANCENon-Negotiable Time Deposit DNB BANK ASA 0.30% 05/02/16 05/02/16 0DEN01O66 2,924,233,000.00 2,924,233,000.00 2.71 P-1 A-1 NORWAYNon-Negotiable Time Deposit DNB BANK ASA 0.30% 05/02/16 05/02/16 0DEN01O82 750,000,000.00 750,000,000.00 0.69 P-1 A-1 NORWAYNon-Negotiable Time Deposit KBC BANK NV 0.31% 05/02/16 05/02/16 0KBC01NX9 2,075,000,000.00 2,075,000,000.00 1.92 P-1 A-1 BELGIUMNon-Negotiable Time Deposit NATIXIS S.A. - GRAND CAYMAN 0.31% 05/02/16 05/02/16 0NGC02T28 1,143,441,000.00 1,143,441,000.00 1.06 P-1 A-1 FRANCENon-Negotiable Time Deposit NORDEA BANK FINLAND PLC 0.29% 05/02/16 05/02/16 0MBK04EG8 1,702,943,000.00 1,702,943,000.00 1.58 P-1 A-1+ SWEDENNon-Negotiable Time Deposit SKANDINAVISKA ENSKILDA BANKEN AB 0.30% 05/02/16 05/02/16 0EN004BA3 994,250,000.00 994,250,000.00 0.92 P-1 A-1 SWEDENNon-Negotiable Time Deposit SKANDINAVISKA ENSKILDA BANKEN AB 0.30% 05/02/16 05/02/16 0EN004BC9 800,000,000.00 800,000,000.00 0.74 P-1 A-1 SWEDENNon-Negotiable Time Deposit SKANDINAVISKA ENSKILDA BANKEN AB 0.37% 05/02/16 05/02/16 0EN004AV8 1,000,000,000.00 1,000,000,000.00 0.93 P-1 A-1 SWEDENNon-Negotiable Time Deposit SVENSKA HANDELSBANKEN AB 0.29% 05/02/16 05/02/16 0SVE03GZ5 500,000,000.00 500,000,000.00 0.46 P-1 A-1+ SWEDENNon-Negotiable Time Deposit SVENSKA HANDELSBANKEN AB 0.30% 05/02/16 05/02/16 0SVE03GY8 1,200,000,000.00 1,200,000,000.00 1.11 P-1 A-1+ SWEDENNon-Negotiable Time Deposit SWEDBANK AB 0.30% 05/02/16 05/02/16 0SWB02IW7 1,999,630,000.00 1,999,630,000.00 1.85 P-1 A-1+ SWEDENNon-Negotiable Time Deposit THE BANK OF TOKYO-MITSUBISHI UFJ LTD. 0.30% 05/02/16 05/02/16 0AY001BY3 643,289,000.00 643,289,000.00 0.60 P-1 A-1 JAPANNon-Negotiable Time Deposit THE BANK OF TOKYO-MITSUBISHI UFJ LTD. 0.37% 05/03/16 05/03/16 0AY001BU1 495,530,000.00 495,530,000.00 0.46 P-1 A-1 JAPANOther Investment (Corporate Note) ROYAL BANK OF CANADA 0.75% 06/18/16 08/10/16 78008FBF0 790,000,000.00 790,000,000.00 0.73 P-1 A-1+ CANADAOther Investment (Medium Term Note) WELLS FARGO BANK NATIONAL ASSOCIATION 0.75% 06/17/16 08/12/16 94985H3T9 785,000,000.00 785,000,000.00 0.73 P-1 A-1+ UNITED STATESOther Repurchase Agreement BNP PARIBAS SECURITIES CORP (NON-TRADITIONAL REPO) 0.97% 05/01/16 06/04/16 0BPS01BS3 100,000,000.00 100,000,000.00 0.09 NR A-1 FRANCEOther Repurchase Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADITIONAL REPO) 1.08% 05/01/16 06/19/16 0CGM01E93 175,000,000.00 175,000,000.00 0.16 NR A-1 UNITED STATESOther Repurchase Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADITIONAL REPO) 1.08% 05/01/16 06/19/16 0CGM01EA0 175,000,000.00 175,000,000.00 0.16 NR A-1 UNITED STATESOther Repurchase Agreement CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.62% 05/05/16 05/05/16 0CSN01FP1 600,000,000.00 600,000,000.00 0.56 NR A-1 SWITZERLANDOther Repurchase Agreement CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 1.22% 06/16/16 08/03/16 0CSN01FJ5 1,122,000,000.00 1,122,000,000.00 1.04 NR A-1 SWITZERLAND

of 8



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

JPM Prime MM Fund

Other Repurchase Agreement HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO) 0.39% 05/02/16 05/02/16 0HSN19HB1 230,000,000.00 230,000,000.00 0.21 NR A-1+ UNITED KINGDOMOther Repurchase Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 0.79% 05/02/16 05/02/16 0MLP02LW7 545,000,000.00 545,000,000.00 0.50 NR A-1 UNITED STATESOther Repurchase Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 1.05% 05/01/16 06/04/16 0MLP02KW8 625,000,000.00 625,000,000.00 0.58 NR A-1 UNITED STATESOther Repurchase Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 1.05% 07/12/16 07/12/16 0MLP02LH0 450,000,000.00 450,000,000.00 0.42 NR A-1 UNITED STATESOther Repurchase Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 1.05% 07/21/16 07/21/16 0MLP02LP2 475,000,000.00 475,000,000.00 0.44 NR A-1 UNITED STATESOther Repurchase Agreement SOCIETE GENERALE (NON-TRADITIONAL REPO) 0.44% 05/02/16 05/02/16 0QI001AD3 100,000,000.00 100,000,000.00 0.09 P-1 A-1 FRANCEOther Repurchase Agreement WELLS FARGO SECURITIES LLC (NON-TRADITIONAL REPO) 0.57% 05/03/16 05/03/16 0QB001EN4 175,000,000.00 175,000,000.00 0.16 NR A-1+ UNITED STATESOther Repurchase Agreement WELLS FARGO SECURITIES LLC (NON-TRADITIONAL REPO) 0.57% 05/03/16 05/03/16 0QB001EO2 200,000,000.00 200,000,000.00 0.19 NR A-1+ UNITED STATESU.S. Government Agency Repurchase Agreem RBC CAPITAL MARKETS LLC (REPO) 0.40% 05/08/16 05/08/16 0PO002FD1 200,000,000.00 200,000,000.00 0.19 P-1 A-1+ CANADAU.S. Treasury Debt US TREASURY 0.38% 05/31/16 05/31/16 912828WM8 347,000,000.00 347,017,078.91 0.32 P-1 A-1+ UNITED STATESU.S. Treasury Debt US TREASURY 0.63% 11/15/16 11/15/16 912828WF3 350,000,000.00 350,007,355.00 0.32 P-1 A-1+ UNITED STATESU.S. Treasury Debt US TREASURY 0.88% 11/30/16 11/30/16 912828RU6 700,000,000.00 701,000,619.37 0.65 P-1 A-1+ UNITED STATESU.S. Treasury Debt US TREASURY 1.75% 05/31/16 05/31/16 912828QP8 550,000,000.00 550,647,865.69 0.51 P-1 A-1+ UNITED STATESU.S. Treasury Debt US TREASURY 2.75% 11/30/16 11/30/16 912828MA5 102,000,000.00 103,286,807.13 0.10 P-1 A-1+ UNITED STATESU.S. Treasury Debt US TREASURY 3.25% 05/31/16 05/31/16 912828KW9 240,000,000.00 240,558,140.31 0.22 P-1 A-1+ UNITED STATESU.S. Treasury Debt US TREASURY 4.63% 11/15/16 11/15/16 912828FY1 517,733,000.00 528,874,711.11 0.49 P-1 A-1+ UNITED STATESVariable Rate Demand Note JETS STADIUM DEVELOPMENT 0.46% 05/07/16 05/07/16 477181AJ0 67,745,000.00 67,745,000.00 0.06 P-1 A-1 JAPANVariable Rate Demand Note JETS STADIUM FINANCE 0.46% 05/07/16 05/07/16 477182AA7 49,515,000.00 49,515,000.00 0.05 P-1 A-1 JAPANGrand Total 108,020,722,354.56 100.00


Must be preceded or accompanied by a prospectus.The “UNAUDITED UNCERTIFIED MUTUAL FUND HOLDINGS” LIST (“the list”) IS TO BE USED FOR REPORTING PURPOSES ONLY.The list is submitted for the general information of the Fund. The list has been created from the books and records of the Fund without examination by independent auditors.The uncertified holdings list is available on a one business day lag. The figures shown in the “Value” column, represent the values of the Fund’s investments using theamortized cost method of valuation pursuant to Rule 2a-7 of the Investment Company Act of 1940. The list is subject to change without notice. The Valuerepresents the Gross Assets of the Fund and may include forward settling trades.This list is for informational purposes only and not intended as an offer or solicitation with respect to the purchase or sale of any security.

Each business day, each Fund will make available upon request an uncertified complete schedule of its portfolio holdings as of the prior business day.Shareholders may request portfolio holdings schedules for a particular day or on an ongoing basis at no charge by calling 1-800-480-4111.

Unless otherwise noted, the dollar-weighted average maturity and the dollar-weighted average life listed for the Fund is the same for each of the Fund's share classes.

Dollar-weighted average maturity: The average maturity of the Fund is the average amount of time until the organizations that issued the debt securities in the Fund'sportfolio must pay off the principal amount of the debt. "Dollar-weighted" means the larger the dollar value of debt security in the Fund, the more weight it gets incalculating this average. To calculate the dollar-weighted average maturity, the Fund may treat a variable or floating rate security as having a maturity equal to the timeremaining to the security's next interest rate reset date rather than the security's actual maturity date.

Dollar-weighted average life: The dollar weighted average portfolio maturity without reference to the exceptions used for variable or floating rate securities regardingthe use of the date of interest rate resets in lieu of the security's actual maturity date.Final Legal Maturity Date: The final legal maturity date is the date on which the organization that issued the debt security must pay off the principal amount of the debt.


J.P. Morgan Funds are distributed by JPMorgan Distribution Services, Inc., which is an affiliate of JPMorganChase & Co. Affiliates of JPMorganChase & Co.Affiliates of JPMorganChase & Co. receive fees for providing various services to the funds.


of 9



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

Asset Backed Commercial Paper ANTALIS SA 0.64% 04/07/16 04/07/16 03664AD70 52,100,000.00 52,094,442.67 0.05 P-1 A-1 FRANCEAsset Backed Commercial Paper ANTALIS SA 0.66% 04/12/16 04/12/16 03664ADC9 102,000,000.00 101,979,430.00 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.45% 04/19/16 04/19/16 04821TDK8 125,000,000.00 124,972,125.00 0.12 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.63% 05/18/16 05/18/16 04821TEJ0 100,000,000.00 99,917,750.00 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.63% 05/20/16 05/20/16 04821TEL5 200,000,000.00 199,828,500.00 0.18 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.65% 04/26/16 11/22/16 04821QDF5 100,000,000.00 100,000,000.00 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.65% 04/26/16 11/22/16 04821QDG3 100,000,000.00 100,000,000.00 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL S.A. 0.62% 05/02/16 05/02/16 06945LE20 25,000,000.00 24,986,652.78 0.02 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL S.A. 0.35% 04/01/16 04/01/16 06945LD13 20,860,000.00 20,860,000.00 0.02 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL S.A. 0.61% 05/11/16 05/11/16 06945LEB0 23,850,000.00 23,833,835.00 0.02 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL S.A. 0.64% 04/05/16 08/23/16 06945JEU3 175,000,000.00 175,000,000.00 0.16 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL S.A. 0.64% 04/04/16 04/04/16 06945LD47 65,000,000.00 64,996,533.33 0.06 P-1 A-1 FRANCEAsset Backed Commercial Paper BEDFORD ROW FUNDING CORP. 0.32% 04/18/16 04/18/16 07644EAD8 127,300,000.00 127,299,467.39 0.12 P-1 A-1+ CANADAAsset Backed Commercial Paper BEDFORD ROW FUNDING CORP. 0.82% 04/10/16 09/19/16 07644FAJ2 100,000,000.00 100,000,000.00 0.09 P-1 A-1+ CANADAAsset Backed Commercial Paper CAFCO LLC 0.79% 08/22/16 08/22/16 12476EHN2 15,000,000.00 14,952,929.17 0.01 P-1 A-1 UNITED STATESAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.63% 04/19/16 04/19/16 13738JDK3 156,000,000.00 155,950,860.00 0.14 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.60% 05/04/16 05/04/16 13738JE48 115,000,000.00 114,936,750.00 0.11 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.61% 05/03/16 05/03/16 13738JE30 206,000,000.00 205,888,800.00 0.19 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.63% 04/04/16 04/04/16 13738JD49 37,050,000.00 37,048,054.88 0.03 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.63% 04/06/16 04/06/16 13738JD64 100,000,000.00 99,991,250.00 0.09 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.63% 04/07/16 04/07/16 13738JD72 360,000,000.00 359,962,200.00 0.33 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CEDAR SPRINGS CAPITAL COMPANY LLC 0.66% 06/06/16 06/06/16 15060XF64 50,039,000.00 49,978,452.81 0.05 P-1 A-1 SWITZERLANDAsset Backed Commercial Paper CROWN POINT CAPITAL COMPANY LLC 0.93% 04/29/16 10/28/16 22845AAV2 200,000,000.00 200,000,000.00 0.18 P-1 A-1 UNITED STATESAsset Backed Commercial Paper GOTHAM FUNDING CORPORATION 0.62% 04/06/16 04/06/16 38346LD60 65,000,000.00 64,994,402.78 0.06 P-1 A-1 JAPANAsset Backed Commercial Paper KELLS FUNDING LLC 0.60% 05/02/16 05/02/16 48802TTR6 115,000,000.00 114,940,583.33 0.11 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.60% 05/03/16 05/03/16 48802TTS4 96,000,000.00 95,948,800.00 0.09 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 05/24/16 05/24/16 48803MAC3 200,000,000.00 199,820,388.89 0.18 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 05/25/16 05/25/16 48803MAE9 200,000,000.00 199,817,000.00 0.18 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 06/01/16 06/01/16 48803MAF6 100,000,000.00 99,896,638.89 0.09 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 06/02/16 06/02/16 48802WD39 115,000,000.00 114,879,186.11 0.11 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 06/02/16 06/02/16 48802WD62 200,000,000.00 199,789,888.89 0.18 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 06/08/16 06/08/16 48803MAJ8 200,000,000.00 199,769,555.56 0.18 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.64% 07/08/16 07/08/16 48803MAL3 110,000,000.00 109,808,355.55 0.10 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.65% 07/14/16 07/14/16 48802TUC7 239,000,000.00 238,551,211.11 0.22 P-1 A-1+ GERMANYAsset Backed Commercial Paper LIBERTY STREET FUNDING LLC 0.61% 06/02/16 06/02/16 53127TF24 11,000,000.00 10,988,443.89 0.01 P-1 A-1 CANADAAsset Backed Commercial Paper LIBERTY STREET FUNDING LLC 0.60% 06/07/16 06/07/16 53127TF73 50,000,000.00 49,944,166.66 0.05 P-1 A-1 CANADAAsset Backed Commercial Paper LMA AMERICAS LLC 0.63% 06/13/16 06/13/16 53944QFD7 77,000,000.00 76,901,632.50 0.07 P-1 A-1 FRANCEAsset Backed Commercial Paper LMA AMERICAS LLC 0.64% 06/02/16 06/02/16 53944QF21 77,000,000.00 76,915,128.89 0.07 P-1 A-1 FRANCEAsset Backed Commercial Paper LMA AMERICAS LLC 0.64% 05/19/16 05/19/16 53944QEK2 50,000,000.00 49,957,333.33 0.05 P-1 A-1 FRANCEAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.58% 04/12/16 04/12/16 59157TDC4 93,000,000.00 92,983,518.33 0.09 P-1 A-1+ UNITED STATESAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.58% 05/23/16 05/23/16 59157TEP4 96,000,000.00 95,919,573.33 0.09 P-1 A-1+ UNITED STATESAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.58% 05/24/16 05/24/16 59157TEQ2 50,000,000.00 49,957,305.56 0.05 P-1 A-1+ UNITED STATESAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.59% 05/16/16 05/16/16 59157TEG4 169,000,000.00 168,875,362.50 0.16 P-1 A-1+ UNITED STATESAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.60% 04/28/16 04/28/16 59157TDU4 38,441,000.00 38,423,701.55 0.04 P-1 A-1+ UNITED STATESAsset Backed Commercial Paper MONT BLANC CAPITAL CORPORATION 0.61% 05/09/16 05/09/16 6117P4E97 34,000,000.00 33,978,107.78 0.03 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper MONT BLANC CAPITAL CORPORATION 0.61% 06/10/16 06/10/16 6117P4FA3 50,187,000.00 50,127,472.64 0.05 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.50% 05/27/16 05/27/16 65409RET3 65,462,000.00 65,411,085.11 0.06 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.60% 06/09/16 06/09/16 65409RF96 195,000,000.00 194,775,750.00 0.18 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.60% 04/14/16 04/14/16 65409RDE7 20,000,000.00 19,995,666.67 0.02 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.63% 04/04/16 04/04/16 65409RD49 65,100,000.00 65,096,582.25 0.06 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.25% 04/01/16 04/01/16 65409RD15 30,935,000.00 30,935,000.00 0.03 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.47% 04/19/16 04/19/16 65409RDK3 30,000,000.00 29,992,950.00 0.03 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.60% 05/10/16 05/10/16 65409REA4 75,000,000.00 74,951,250.00 0.07 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper REGENCY MARKETS NO 1 LLC 0.44% 04/19/16 04/19/16 7588R0DK0 95,175,000.00 95,154,061.50 0.09 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper REGENCY MARKETS NO 1 LLC 0.44% 04/20/16 04/20/16 7588R0DL8 20,000,000.00 19,995,355.56 0.02 P-1 A-1 UNITED KINGDOM

JPM Prime MM Fund

of 9



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

JPM Prime MM Fund

Asset Backed Commercial Paper REGENCY MARKETS NO 1 LLC 0.44% 04/14/16 04/14/16 7588R0DE4 74,000,000.00 73,988,242.22 0.07 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper THUNDER BAY FUNDING LLC 0.68% 04/03/16 06/03/16 88603KAV3 50,000,000.00 50,000,000.00 0.05 P-1 A-1 CANADAAsset Backed Commercial Paper THUNDER BAY FUNDING LLC 0.70% 04/06/16 04/06/16 88602TD67 218,000,000.00 217,978,805.56 0.20 P-1 A-1 CANADAAsset Backed Commercial Paper VERSAILLES COMMERCIAL PAPER LLC 0.67% 07/06/16 07/06/16 92512LG62 125,000,000.00 124,776,666.67 0.12 P-1 A-1 FRANCEAsset Backed Commercial Paper VERSAILLES COMMERCIAL PAPER LLC 0.64% 06/09/16 06/09/16 92512LF97 100,000,000.00 99,877,333.33 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper VERSAILLES COMMERCIAL PAPER LLC 0.65% 05/12/16 05/12/16 92512LEC1 150,000,000.00 149,888,958.33 0.14 P-1 A-1 FRANCEAsset Backed Commercial Paper VERSAILLES COMMERCIAL PAPER LLC 0.67% 07/01/16 07/01/16 92512LG13 98,000,000.00 97,834,026.11 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper VICTORY RECEIVABLES CORPORATION 0.35% 04/01/16 04/01/16 92646KD17 41,983,000.00 41,983,000.00 0.04 P-1 A-1 JAPANAsset Backed Commercial Paper VICTORY RECEIVABLES CORPORATION 0.62% 04/04/16 04/04/16 92646KD41 100,000,000.00 99,994,833.33 0.09 P-1 A-1 JAPANAsset Backed Commercial Paper VICTORY RECEIVABLES CORPORATION 0.63% 04/07/16 04/07/16 92646KD74 105,000,000.00 104,988,975.00 0.10 P-1 A-1 JAPANCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.63% 06/23/16 06/23/16 3C6504N 39,000,000.00 38,943,451.55 0.04 P-1 A-1 NETHERLANDSCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.63% 06/29/16 06/29/16 3C9104N 297,000,000.00 296,538,166.65 0.27 P-1 A-1 NETHERLANDSCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.63% 04/08/16 04/08/16 2C5592N 550,000,000.00 549,932,732.04 0.51 P-1 A-1 NETHERLANDSCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.67% 06/30/16 06/30/16 3C9705N 215,000,000.00 214,640,483.38 0.20 P-1 A-1 NETHERLANDSCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.70% 07/14/16 07/14/16 3C6805N 500,000,000.00 498,991,260.17 0.46 P-1 A-1 NETHERLANDSCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.72% 07/29/16 07/29/16 3C9706N 120,000,000.00 119,715,084.25 0.11 P-1 A-1 NETHERLANDSCertificate of Deposit AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.68% 04/20/16 04/20/16 00850RD32 100,000,000.00 100,000,000.00 0.09 P-1 A-1 CHINACertificate of Deposit AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.70% 05/06/16 05/06/16 00850RE49 62,000,000.00 62,000,000.00 0.06 P-1 A-1 CHINACertificate of Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.60% 05/16/16 05/16/16 0PY001BF1 305,000,000.00 305,000,000.00 0.28 P-1 A-1+ AUSTRALIACertificate of Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.62% 05/27/16 05/27/16 0PY001BJ3 138,000,000.00 138,000,000.00 0.13 P-1 A-1+ AUSTRALIACertificate of Deposit BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 0.60% 05/06/16 05/06/16 05969YHF3 200,000,000.00 200,000,000.00 0.18 P-1 A-1+ CHILECertificate of Deposit BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 0.61% 05/20/16 05/20/16 05969YHP1 130,000,000.00 130,000,000.00 0.12 P-1 A-1+ CHILECertificate of Deposit BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 0.62% 06/03/16 06/03/16 05969YHU0 100,000,000.00 100,000,000.00 0.09 P-1 A-1+ CHILECertificate of Deposit BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 0.79% 04/25/16 09/01/16 05969YJG9 60,000,000.00 60,000,000.00 0.06 P-1 A-1+ CHILECertificate of Deposit BANK OF CHINA LTD-PARIS 0.79% 04/08/16 04/08/16 2C5613N 65,000,000.00 64,990,035.20 0.06 P-1 A-1 CHINACertificate of Deposit BANK OF CHINA-NEW YORK 0.45% 04/04/16 04/04/16 06119PKA6 299,530,000.00 299,530,000.00 0.28 P-1 A-1 CHINACertificate of Deposit BANK OF CHINA-NEW YORK 0.45% 04/06/16 04/06/16 06119PKB4 300,000,000.00 300,000,000.00 0.28 P-1 A-1 CHINACertificate of Deposit BANK OF CHINA-NEW YORK 0.45% 04/07/16 04/07/16 06119PKD0 500,000,000.00 500,000,000.00 0.46 P-1 A-1 CHINACertificate of Deposit BANK OF CHINA-SYDNEY 0.74% 04/11/16 04/11/16 2C5814N 300,000,000.00 299,938,448.57 0.28 P-1 A-1 CHINACertificate of Deposit BANK OF CHINA-SYDNEY 0.74% 04/08/16 04/08/16 2C5817N 75,000,000.00 74,989,227.84 0.07 P-1 A-1 CHINACertificate of Deposit BANK OF MONTREAL (LONDON) 0.60% 04/08/16 04/08/16 2C5595N 190,000,000.00 190,000,000.00 0.18 P-1 A-1 CHINACertificate of Deposit BANK OF MONTREAL-CHICAGO 0.40% 04/08/16 04/08/16 06427EWM9 400,000,000.00 400,000,000.00 0.37 P-1 A-1 CANADACertificate of Deposit BANK OF MONTREAL-CHICAGO 0.79% 04/08/16 09/08/16 06427EWH0 255,000,000.00 254,999,113.04 0.24 P-1 A-1 CANADACertificate of Deposit BANK OF MONTREAL-CHICAGO 0.83% 04/11/16 10/11/16 06427EXF3 110,000,000.00 110,000,000.00 0.10 P-1 A-1 CANADACertificate of Deposit BANK OF NOVA SCOTIA-HOUSTON 0.68% 04/09/16 05/06/16 06417HM86 100,000,000.00 100,000,000.00 0.09 P-1 A-1 CANADACertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.36% 04/05/16 04/05/16 06538MVC0 468,530,000.00 468,530,000.00 0.43 P-1 A-1 JAPANCertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.61% 05/11/16 05/11/16 06538MPT0 300,000,000.00 300,000,000.00 0.28 P-1 A-1 JAPANCertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.62% 04/26/16 04/26/16 06538MMJ5 195,000,000.00 195,000,000.00 0.18 P-1 A-1 JAPANCertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.70% 05/25/16 05/25/16 06538MMU0 280,000,000.00 280,000,000.00 0.26 P-1 A-1 JAPANCertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.73% 06/08/16 06/08/16 06538MMV8 224,000,000.00 224,000,000.00 0.21 P-1 A-1 JAPANCertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.64% 04/07/16 04/07/16 2C5387N 531,000,000.00 531,000,000.00 0.49 P-1 A-1 FRANCECertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.69% 06/01/16 06/01/16 3C1686N 374,000,000.00 373,560,505.76 0.35 P-1 A-1 FRANCECertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.70% 06/01/16 06/01/16 3C1683N 190,000,000.00 190,000,000.00 0.18 P-1 A-1 FRANCECertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.70% 05/02/16 05/02/16 2C9085N 412,000,000.00 412,000,000.00 0.38 P-1 A-1 FRANCECertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.70% 05/03/16 05/03/16 2C8607N 250,000,000.00 249,843,633.47 0.23 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS - LONDON BRANCH 0.61% 04/13/16 04/13/16 2C6329N 439,000,000.00 438,910,874.12 0.41 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS NY BRANCH 0.69% 07/12/16 07/12/16 05574RZ32 366,000,000.00 366,000,000.00 0.34 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS SA 0.61% 04/07/16 04/07/16 2C5589N 565,000,000.00 564,942,646.79 0.52 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS SA 0.61% 04/12/16 04/12/16 2C6098N 334,000,000.00 333,937,841.52 0.31 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS SA 0.62% 05/02/16 05/02/16 2C7877N 858,000,000.00 857,540,480.69 0.79 P-1 A-1 FRANCECertificate of Deposit CAISSE DES DEPOTS ET CONSIGNATIONS 0.62% 05/19/16 05/19/16 3C2797N 300,000,000.00 299,752,384.00 0.28 P-1 A-1+ FRANCECertificate of Deposit CANADIAN IMPERIAL BANK OF COMMERCE 0.85% 08/24/16 08/24/16 13606AQZ4 125,000,000.00 125,000,000.00 0.12 P-1 A-1 CANADACertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.45% 04/01/16 04/01/16 16891UMK4 300,000,000.00 300,000,000.00 0.28 P-1 A-1 CHINACertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.45% 04/07/16 04/07/16 16891UMP3 344,000,000.00 344,000,000.00 0.32 P-1 A-1 CHINACertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.68% 04/20/16 04/20/16 16891UKL4 165,000,000.00 165,000,000.00 0.15 P-1 A-1 CHINA

of 9



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

JPM Prime MM Fund

Certificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.70% 05/06/16 05/06/16 16891UKV2 295,000,000.00 295,000,000.00 0.27 P-1 A-1 CHINACertificate of Deposit CITIBANK NA 0.58% 04/15/16 04/15/16 17304U4H0 125,000,000.00 125,000,000.00 0.12 P-1 A-1 UNITED STATESCertificate of Deposit CITIBANK NA 0.65% 05/17/16 05/17/16 17304U3R9 70,000,000.00 70,000,000.00 0.06 P-1 A-1 UNITED STATESCertificate of Deposit COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH 0.57% 04/01/16 05/02/16 7B1467N 150,000,000.00 150,000,000.00 0.14 P-1 A-1+ AUSTRALIACertificate of Deposit COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH 0.65% 07/05/16 07/05/16 0CWA01AK0 300,000,000.00 300,000,000.00 0.28 P-1 A-1+ AUSTRALIACertificate of Deposit COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH 0.83% 08/25/16 08/25/16 0CWA01AJ3 100,000,000.00 100,000,000.00 0.09 P-1 A-1+ AUSTRALIACertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.63% 06/08/16 06/08/16 3C3036N 590,000,000.00 589,299,212.34 0.54 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.65% 05/20/16 05/20/16 2C9449N 240,000,000.00 239,788,095.30 0.22 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.67% 05/20/16 05/20/16 2C7011N 223,000,000.00 222,797,112.49 0.21 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.67% 05/17/16 05/17/16 2C7016N 1,105,000,000.00 1,104,056,157.15 1.02 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.80% 04/09/16 08/09/16 3C0961N 100,000,000.00 100,000,000.00 0.09 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.80% 04/16/16 08/16/16 3C2040N 300,000,000.00 300,000,000.00 0.28 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.85% 08/25/16 08/25/16 3C3789N 75,000,000.00 74,744,072.63 0.07 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.90% 09/19/16 09/19/16 3C7305N 250,000,000.00 248,936,196.13 0.23 P-1 A-1 NETHERLANDSCertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.63% 04/06/16 04/06/16 22534HCL3 450,000,000.00 450,000,000.00 0.42 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.72% 06/01/16 06/01/16 22534HEV9 75,000,000.00 75,000,000.00 0.07 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.65% 05/06/16 05/06/16 22534HER8 500,000,000.00 500,000,000.00 0.46 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.71% 05/09/16 05/09/16 22534HCS8 600,000,000.00 600,000,000.00 0.55 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.72% 05/02/16 05/02/16 22534HDS7 469,000,000.00 469,000,000.00 0.43 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.84% 04/09/16 08/09/16 22532XDQ8 330,000,000.00 330,000,000.00 0.31 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.69% 06/01/16 06/01/16 3C1408N 588,000,000.00 587,313,990.57 0.54 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.70% 05/03/16 05/03/16 0CIE01AE2 279,000,000.00 278,826,730.30 0.26 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.70% 06/01/16 06/01/16 3C2020N 100,000,000.00 99,881,632.95 0.09 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.70% 05/03/16 05/03/16 2C9433N 78,000,000.00 77,951,556.06 0.07 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.65% 06/03/16 06/03/16 22536TE41 160,000,000.00 160,000,000.00 0.15 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.72% 05/10/16 05/10/16 22536TZE6 240,850,000.00 240,850,000.00 0.22 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.72% 05/13/16 05/13/16 22536TZF3 445,000,000.00 445,000,000.00 0.41 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.90% 07/25/16 07/25/16 22536TZJ5 283,000,000.00 283,000,000.00 0.26 P-1 A-1 FRANCECertificate of Deposit CREDIT SUISSE AG - NEW YORK BRANCH 0.65% 06/07/16 06/07/16 22549VTG8 57,000,000.00 57,000,000.00 0.05 P-1 A-1 SWITZERLANDCertificate of Deposit CREDIT SUISSE AG - NEW YORK BRANCH 0.80% 06/01/16 06/01/16 22549VPL1 200,000,000.00 200,000,000.00 0.18 P-1 A-1 SWITZERLANDCertificate of Deposit CREDIT SUISSE AG - NEW YORK BRANCH 0.87% 04/25/16 08/24/16 22549VWL3 150,000,000.00 150,000,000.00 0.14 P-1 A-1 SWITZERLANDCertificate of Deposit CREDIT SUISSE AG - NEW YORK BRANCH 0.89% 04/04/16 09/01/16 22549VWY5 150,000,000.00 150,000,000.00 0.14 P-1 A-1 SWITZERLANDCertificate of Deposit CREDIT SUISSE AG - NEW YORK BRANCH 0.89% 04/07/16 09/06/16 22549VSY0 150,000,000.00 150,000,000.00 0.14 P-1 A-1 SWITZERLANDCertificate of Deposit DANSKE BANK A/S 0.61% 05/11/16 05/11/16 3C1489N 318,000,000.00 317,783,033.55 0.29 P-1 A-1 DENMARKCertificate of Deposit DANSKE BANK A/S 0.63% 04/08/16 04/08/16 2C5593N 673,000,000.00 672,917,688.48 0.62 P-1 A-1 DENMARKCertificate of Deposit DANSKE BANK A/S (LONDON) 0.63% 05/03/16 05/03/16 2C9472N 151,000,000.00 150,915,580.38 0.14 P-1 A-1 DENMARKCertificate of Deposit DEXIA CREDIT LOCAL (SOVEREIGN GUARANTEED) 0.73% 06/15/16 06/15/16 3C4874N 444,000,000.00 443,326,171.30 0.41 P-1 A-1+ BELGIUMCertificate of Deposit DEXIA CREDIT LOCAL NY BRANCH (SOVEREIGN GUARANTEE) 0.78% 04/10/16 08/10/16 25215FAV6 275,000,000.00 275,000,000.00 0.25 P-1 A-1+ BELGIUMCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.60% 05/10/16 05/10/16 3C1182N 295,000,000.00 294,808,537.63 0.27 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.60% 04/11/16 04/11/16 2C5818N 309,000,000.00 308,948,577.99 0.29 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.60% 04/26/16 04/26/16 2C8591N 140,000,000.00 139,941,755.00 0.13 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.62% 04/15/16 04/15/16 2C6999N 150,000,000.00 149,963,889.92 0.14 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.62% 04/19/16 04/19/16 2C7538N 197,000,000.00 196,939,024.56 0.18 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - NEW YORK 0.60% 04/14/16 04/14/16 23328AMT8 331,000,000.00 331,000,000.00 0.31 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - NEW YORK 0.61% 04/06/16 04/06/16 23328AMN1 140,000,000.00 140,000,000.00 0.13 P-1 A-1+ GERMANYCertificate of Deposit HSBC BANK PLC 0.85% 07/19/16 07/19/16 0HSP01BD6 169,000,000.00 169,045,606.91 0.16 P-1 A-1+ UNITED KINGDOMCertificate of Deposit HSBC BANK PLC 0.87% 07/26/16 07/26/16 0HSP01BE4 185,000,000.00 185,058,889.82 0.17 P-1 A-1+ UNITED KINGDOMCertificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA LUX 0.77% 04/08/16 04/08/16 2C5813N 82,000,000.00 81,987,746.61 0.08 P-1 A-1 CHINACertificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.68% 04/20/16 04/20/16 45580DAM6 275,000,000.00 275,000,000.00 0.25 P-1 A-1 CHINACertificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.80% 04/07/16 04/07/16 45580DAF1 627,700,000.00 627,700,000.00 0.58 P-1 A-1 CHINACertificate of Deposit ING BANK NV 0.86% 04/16/16 08/16/16 3C2021N 250,000,000.00 250,000,000.00 0.23 P-1 A-1 NETHERLANDSCertificate of Deposit ING BANK NV 0.62% 04/13/16 04/13/16 0ING03H23 225,000,000.00 225,000,000.00 0.21 P-1 A-1 NETHERLANDSCertificate of Deposit ING BANK NV 0.65% 06/09/16 06/09/16 0ING01AN8 400,000,000.00 400,000,000.00 0.37 P-1 A-1 NETHERLANDSCertificate of Deposit ING BANK NV 0.70% 05/23/16 05/23/16 0ING03HV9 663,000,000.00 663,000,000.00 0.61 P-1 A-1 NETHERLANDSCertificate of Deposit KBC BANK NV 0.70% 04/07/16 04/07/16 2C5384N 223,000,000.00 222,974,029.27 0.21 P-1 A-1 BELGIUM

of 9



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

JPM Prime MM Fund

Certificate of Deposit KBC BANK NV 0.70% 04/28/16 04/28/16 2C9254N 320,000,000.00 319,832,296.65 0.30 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.70% 05/04/16 05/04/16 3C0276N 500,000,000.00 499,679,727.67 0.46 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.70% 05/06/16 05/06/16 3C0279N 113,000,000.00 112,923,234.74 0.10 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.72% 06/17/16 06/17/16 3C7307N 215,000,000.00 214,669,508.22 0.20 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.72% 06/10/16 06/10/16 3C5887N 247,000,000.00 246,654,841.40 0.23 P-1 A-1 BELGIUMCertificate of Deposit LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 0.63% 06/07/16 06/07/16 3C5827N 350,000,000.00 349,590,276.96 0.32 P-1 A-1 GERMANYCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 04/14/16 04/14/16 2C6752N 55,000,000.00 54,986,517.61 0.05 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 04/28/16 04/28/16 2C9454N 109,000,000.00 108,944,504.50 0.10 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 04/29/16 04/29/16 2C9456N 175,000,000.00 174,907,603.23 0.16 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 06/09/16 06/09/16 3C5854N 195,000,000.00 194,746,291.35 0.18 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 04/15/16 04/15/16 2C6991N 140,000,000.00 139,963,041.29 0.13 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.70% 04/11/16 04/11/16 2C5385N 33,000,000.00 32,993,595.15 0.03 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.71% 04/19/16 04/19/16 2C5406N 150,000,000.00 149,946,857.97 0.14 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.76% 05/16/16 05/16/16 2C6760N 55,000,000.00 54,948,022.18 0.05 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.76% 05/16/16 05/16/16 2C6989N 113,000,000.00 112,893,206.66 0.10 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.64% 05/06/16 05/06/16 60682AJ72 280,000,000.00 280,000,000.00 0.26 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.66% 05/13/16 05/13/16 60682AJ23 178,000,000.00 178,000,000.00 0.16 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.70% 04/19/16 04/19/16 60682AF27 199,000,000.00 199,000,000.00 0.18 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.68% 04/19/16 04/19/16 2C7866N 242,000,000.00 241,918,100.91 0.22 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.68% 04/26/16 04/26/16 2C8577N 220,000,000.00 219,896,289.34 0.20 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.69% 04/13/16 04/13/16 2C6362N 20,000,000.00 19,995,408.01 0.02 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.69% 05/04/16 05/04/16 3C0254N 100,000,000.00 99,936,858.90 0.09 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.70% 04/22/16 04/22/16 2C8204N 580,000,000.00 579,763,991.94 0.54 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.70% 06/13/16 06/13/16 3C6574N 147,000,000.00 146,791,710.11 0.14 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.72% 06/08/16 06/08/16 3C5619N 100,000,000.00 99,864,249.83 0.09 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.72% 06/10/16 06/10/16 3C5144N 300,000,000.00 299,577,917.14 0.28 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.77% 07/07/16 07/07/16 3C4231N 175,000,000.00 174,637,923.25 0.16 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 0.68% 06/02/16 06/02/16 60689DRS4 300,000,000.00 300,025,549.84 0.28 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 0.68% 06/22/16 06/22/16 60689DTG8 50,000,000.00 50,006,797.72 0.05 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 0.70% 06/15/16 06/15/16 60689DSM6 90,000,000.00 90,000,000.00 0.08 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 0.70% 07/25/16 07/25/16 60689DUA9 400,000,000.00 400,000,000.00 0.37 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-SYDNEY 0.69% 04/21/16 04/21/16 2C8187N 28,000,000.00 27,989,285.35 0.03 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-SYDNEY 0.69% 04/12/16 04/12/16 2C6349N 55,000,000.00 54,988,424.36 0.05 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-SYDNEY 0.69% 04/13/16 04/13/16 2C6751N 100,000,000.00 99,977,040.04 0.09 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-SYDNEY 0.69% 04/15/16 04/15/16 2C6984N 62,000,000.00 61,983,392.30 0.06 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-SYDNEY 0.69% 04/19/16 04/19/16 2C7867N 100,000,000.00 99,965,559.40 0.09 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-SYDNEY 0.70% 05/19/16 05/19/16 3C2989N 75,000,000.00 74,930,122.40 0.07 P-1 A-1 JAPANCertificate of Deposit NATIONAL AUSTRALIA BANK LIMITED-LONDON 0.60% 04/15/16 04/15/16 2C5612N 565,000,000.00 564,868,381.64 0.52 P-1 A-1+ AUSTRALIACertificate of Deposit NATIONAL BANK OF CANADA/NY 0.54% 04/03/16 06/09/16 63307UHY0 275,000,000.00 275,000,000.00 0.25 P-1 A-1 CANADACertificate of Deposit NATIONWIDE BUILDING SOCIETY 0.62% 05/02/16 05/02/16 2C9656N 200,000,000.00 199,893,389.30 0.18 P-1 A-1 UNITED KINGDOMCertificate of Deposit NATIXIS - NEW YORK BRANCH 0.34% 06/02/16 06/02/16 63873FRE0 420,000,000.00 420,000,000.00 0.39 P-1 A-1 FRANCECertificate of Deposit NATIXIS - NEW YORK BRANCH 0.66% 04/08/16 11/08/16 63873FZQ4 500,000,000.00 500,000,000.00 0.46 P-1 A-1 FRANCECertificate of Deposit NATIXIS - NEW YORK BRANCH 0.71% 05/31/16 05/31/16 63873FZM3 343,000,000.00 343,000,000.00 0.32 P-1 A-1 FRANCECertificate of Deposit NATIXIS - NEW YORK BRANCH 0.72% 05/02/16 05/02/16 63873FZA9 171,968,000.00 171,968,000.00 0.16 P-1 A-1 FRANCECertificate of Deposit NATIXIS - NEW YORK BRANCH 0.90% 08/31/16 08/31/16 63873FB72 234,795,000.00 234,795,000.00 0.22 P-1 A-1 FRANCECertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/15/16 04/15/16 65602TM24 169,000,000.00 169,000,000.00 0.16 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/20/16 04/20/16 65602TM81 119,500,000.00 119,500,000.00 0.11 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/25/16 04/25/16 65602TN31 250,000,000.00 250,000,000.00 0.23 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/27/16 04/27/16 65602TN80 214,000,000.00 214,000,000.00 0.20 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 05/02/16 05/02/16 65602TP62 235,000,000.00 235,000,000.00 0.22 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 05/12/16 05/12/16 65602TR52 170,000,000.00 170,000,000.00 0.16 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.61% 04/12/16 04/12/16 65602TL82 195,000,000.00 195,000,000.00 0.18 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.61% 04/12/16 04/12/16 65602TL90 300,000,000.00 300,000,000.00 0.28 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.61% 05/09/16 05/09/16 65602TQ79 300,000,000.00 300,000,000.00 0.28 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.61% 05/10/16 05/10/16 65602TQ61 30,000,000.00 30,000,000.00 0.03 P-1 A-1 JAPAN

of 9



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

JPM Prime MM Fund

Certificate of Deposit NORINCHUKIN BANK-NEW YORK 0.61% 06/21/16 06/21/16 65602TZ46 45,000,000.00 45,000,000.00 0.04 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.63% 04/08/16 04/08/16 65602TK67 307,000,000.00 307,000,000.00 0.28 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.63% 05/24/16 05/24/16 65602TR94 300,000,000.00 300,000,000.00 0.28 P-1 A-1 JAPANCertificate of Deposit OVERSEA-CHINESE BANKING CORPORATION-LONDON 0.60% 05/27/16 05/27/16 3C4026N 100,000,000.00 99,906,808.00 0.09 P-1 A-1+ SINGAPORECertificate of Deposit POHJOLA BANK PLC 0.64% 05/20/16 05/20/16 3C2819N 100,000,000.00 99,913,029.85 0.09 P-1 A-1+ FINLANDCertificate of Deposit RABOBANK/AUSTRALIA 0.61% 04/11/16 04/11/16 2C6102N 108,000,000.00 107,981,728.18 0.10 P-1 A-1 NETHERLANDSCertificate of Deposit RABOBANK/AUSTRALIA 0.64% 05/06/16 05/06/16 2C9058N 200,000,000.00 199,875,776.60 0.18 P-1 A-1 NETHERLANDSCertificate of Deposit RABOBANK/AUSTRALIA 0.68% 06/22/16 06/22/16 3C3035N 150,000,000.00 149,768,196.84 0.14 P-1 A-1 NETHERLANDSCertificate of Deposit RABOBANK-NEW YORK 0.83% 08/23/16 08/23/16 21684BJ39 140,000,000.00 140,000,000.00 0.13 P-1 A-1 NETHERLANDSCertificate of Deposit SOCIETE GENERALE NY BRANCH 0.62% 05/09/16 05/09/16 83369TX69 100,000,000.00 100,000,000.00 0.09 P-1 A-1 FRANCECertificate of Deposit STANDARD CHARTERED BANK 0.65% 04/22/16 04/22/16 2C7976N 275,000,000.00 274,895,901.86 0.25 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK 0.65% 04/29/16 04/29/16 2C9264N 404,000,000.00 403,796,093.82 0.37 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK PLC-NEW YORK 0.65% 04/13/16 04/13/16 85325TFF7 340,000,000.00 340,000,000.00 0.31 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK PLC-NEW YORK 0.65% 04/14/16 04/14/16 85325TFG5 65,000,000.00 65,000,000.00 0.06 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK/SINGAPORE 0.65% 04/26/16 04/26/16 3C1161N 100,000,000.00 99,954,934.44 0.09 P-1 A-1 UNITED KINGDOMCertificate of Deposit STATE STREET BANK & TRUST CO. (BOSTON) 0.64% 04/11/16 06/13/16 8574P1HF6 500,000,000.00 500,000,000.00 0.46 P-1 A-1+ UNITED STATESCertificate of Deposit STATE STREET BANK & TRUST CO. (BOSTON) 0.81% 04/14/16 10/14/16 8574P1HP4 200,000,000.00 200,000,000.00 0.18 P-1 A-1+ UNITED STATESCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.62% 05/03/16 05/03/16 86563QRW2 560,000,000.00 560,000,000.00 0.52 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.65% 04/19/16 04/19/16 86563QQJ2 166,000,000.00 166,000,000.00 0.15 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.68% 04/25/16 04/25/16 86563QPH7 120,000,000.00 120,000,000.00 0.11 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.68% 07/07/16 07/07/16 86563QWW6 125,000,000.00 125,000,000.00 0.12 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.68% 07/11/16 07/11/16 86563QWX4 150,000,000.00 150,000,000.00 0.14 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.70% 04/19/16 04/19/16 86563QMV9 365,000,000.00 365,000,000.00 0.34 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.70% 04/20/16 04/20/16 86563QND8 374,000,000.00 374,000,000.00 0.35 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION EUROPE LTD 0.65% 06/17/16 06/17/16 3C7538N 150,000,000.00 149,791,803.72 0.14 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION EUROPE LTD 0.65% 07/01/16 07/01/16 3C9691N 190,000,000.00 189,688,336.47 0.18 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION-BRUSSELS 0.67% 05/05/16 05/05/16 3C0703N 240,000,000.00 239,848,387.20 0.22 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION-BRUSSELS 0.68% 04/26/16 04/26/16 2C8589N 305,000,000.00 304,856,219.31 0.28 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION-BRUSSELS 0.70% 07/18/16 07/18/16 3C7306N 110,000,000.00 109,769,551.18 0.10 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.68% 06/10/16 06/10/16 3C6324N 168,000,000.00 167,776,620.74 0.16 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.69% 05/13/16 05/13/16 3C1699N 127,000,000.00 126,897,943.00 0.12 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.70% 04/26/16 04/26/16 2C8590N 108,000,000.00 107,947,592.70 0.10 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.70% 05/19/16 05/19/16 3C2798N 80,000,000.00 79,925,463.89 0.07 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.70% 05/05/16 05/05/16 3C0512N 120,000,000.00 119,920,805.39 0.11 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.71% 04/19/16 04/19/16 2C7528N 111,000,000.00 110,960,664.93 0.10 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.71% 04/25/16 04/25/16 2C8176N 100,000,000.00 99,952,754.21 0.09 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.71% 04/07/16 04/07/16 2C5386N 112,000,000.00 111,986,770.39 0.10 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.71% 04/22/16 04/22/16 2C8174N 160,000,000.00 159,933,851.94 0.15 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.82% 07/14/16 07/14/16 3C6600N 199,000,000.00 198,529,897.15 0.18 P-1 A-1 JAPANCertificate of Deposit SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.66% 06/24/16 06/24/16 86958DT77 225,000,000.00 225,002,619.22 0.21 P-1 A-1+ SWEDENCertificate of Deposit THE CHIBA BANK LTD-NEW YORK 0.64% 05/18/16 05/18/16 16706BVU9 118,000,000.00 118,000,000.00 0.11 P-1 A-1 JAPANCertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH 0.62% 04/15/16 04/15/16 2C7004N 86,000,000.00 85,979,130.18 0.08 P-1 A-1 JAPANCertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH 0.63% 04/14/16 04/14/16 2C6757N 70,000,000.00 69,984,100.30 0.06 P-1 A-1 JAPANCertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH 0.63% 04/13/16 04/13/16 2C6357N 100,000,000.00 99,979,033.36 0.09 P-1 A-1 JAPANCertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH 0.63% 05/10/16 05/10/16 3C0540N 300,000,000.00 299,795,589.92 0.28 P-1 A-1 JAPANCertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH 0.64% 06/10/16 06/10/16 3C6053N 119,000,000.00 118,852,153.37 0.11 P-1 A-1 JAPANCertificate of Deposit UBS AG STAMFORD BRANCH 0.81% 04/08/16 08/08/16 90267R5L9 174,000,000.00 174,000,000.00 0.16 P-1 A-1 SWITZERLANDCertificate of Deposit WELLS FARGO BANK NATIONAL ASSOCIATION 0.63% 05/02/16 05/02/16 94988EPK8 489,000,000.00 489,000,000.00 0.45 P-1 A-1+ UNITED STATESCertificate of Deposit WELLS FARGO BANK NATIONAL ASSOCIATION 0.63% 05/05/16 05/05/16 94988EPY8 440,000,000.00 440,000,000.00 0.41 P-1 A-1+ UNITED STATESCertificate of Deposit WELLS FARGO BANK NATIONAL ASSOCIATION 1.01% 06/10/16 03/10/17 94988ESF6 128,700,000.00 128,700,000.00 0.12 P-1 A-1+ UNITED STATESCertificate of Deposit WESTPAC BANKING CORPORATION - NEW YORK BRANCH 0.30% 04/05/16 05/04/16 96121TZP6 100,000,000.00 100,000,000.00 0.09 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.62% 05/02/16 05/02/16 00084BE26 98,000,000.00 97,947,678.89 0.09 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.62% 06/21/16 06/21/16 00084BFM1 48,000,000.00 47,933,040.00 0.04 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.44% 04/06/16 04/06/16 00850UD68 194,330,000.00 194,318,124.28 0.18 P-1 A-1 CHINAFinancial Company Commercial Paper AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.68% 04/19/16 04/19/16 00850UDK7 179,500,000.00 179,438,970.00 0.17 P-1 A-1 CHINA

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Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

JPM Prime MM Fund

Financial Company Commercial Paper AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.70% 05/03/16 05/03/16 00850UE34 220,000,000.00 219,863,111.11 0.20 P-1 A-1 CHINAFinancial Company Commercial Paper ANZ NEW ZEALAND (INT'L) LTD 0.65% 05/10/16 05/10/16 0018A2EA0 50,000,000.00 49,964,791.67 0.05 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.78% 06/03/16 06/27/16 05252TBN9 659,400,000.00 659,400,000.00 0.61 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper BANK NEDERLANDSE GEMEENTEN N.V. 0.30% 04/01/16 04/01/16 62944GD18 345,025,000.00 345,025,000.00 0.32 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper BANK NEDERLANDSE GEMEENTEN N.V. 0.41% 04/15/16 04/15/16 62944GDF7 150,000,000.00 149,976,083.33 0.14 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper BANK OF NOVA SCOTIA 0.78% 04/12/16 08/12/16 06417LBG1 190,000,000.00 190,000,000.00 0.18 P-1 A-1 CANADAFinancial Company Commercial Paper BANK OF NOVA SCOTIA 0.78% 04/09/16 08/11/16 06417LBF3 400,000,000.00 400,000,000.00 0.37 P-1 A-1 CANADAFinancial Company Commercial Paper BNP PARIBAS DUBLIN BRANCH 0.60% 04/12/16 04/12/16 09658YDC2 328,000,000.00 327,939,866.67 0.30 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS DUBLIN BRANCH 0.61% 06/14/16 06/14/16 09658YFE6 500,000,000.00 499,373,055.56 0.46 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS DUBLIN BRANCH 0.68% 05/13/16 05/13/16 09658YED9 65,000,000.00 64,948,433.33 0.06 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS FORTIS SA/NEW YORK 0.25% 04/01/16 04/01/16 09659JD18 209,793,000.00 209,793,000.00 0.19 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.60% 05/02/16 05/02/16 09659BE22 254,000,000.00 253,868,766.67 0.23 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.67% 05/13/16 05/13/16 09659BED8 106,506,000.00 106,422,747.81 0.10 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.69% 07/12/16 07/12/16 09659BGC8 50,000,000.00 49,902,250.00 0.05 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.70% 07/11/16 07/11/16 09659BGB0 308,000,000.00 307,395,122.22 0.28 P-1 A-1 FRANCEFinancial Company Commercial Paper BPCE SA 0.64% 05/05/16 05/05/16 05571BE58 200,000,000.00 199,879,111.11 0.18 P-1 A-1 FRANCEFinancial Company Commercial Paper BPCE SA 0.67% 07/01/16 07/01/16 05571BG15 300,000,000.00 299,491,916.67 0.28 P-1 A-1 FRANCEFinancial Company Commercial Paper BPCE SA 0.67% 07/07/16 07/07/16 05571BG72 100,000,000.00 99,819,472.22 0.09 P-1 A-1 FRANCEFinancial Company Commercial Paper CAISSE CENTRALE DESJARDINS 0.59% 05/24/16 05/24/16 1280C2EQ8 223,400,000.00 223,205,952.28 0.21 P-1 A-1 CANADAFinancial Company Commercial Paper CAISSE CENTRALE DESJARDINS 0.64% 04/29/16 04/29/16 1280C2DV8 50,000,000.00 49,975,111.11 0.05 P-1 A-1 CANADAFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/18/16 05/18/16 12800AEJ9 224,000,000.00 223,825,995.55 0.21 P-1 A-1+ FRANCEFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/19/16 05/19/16 12800AEK6 100,000,000.00 99,920,666.67 0.09 P-1 A-1+ FRANCEFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 04/26/16 04/26/16 12800ADS0 264,000,000.00 263,890,000.00 0.24 P-1 A-1+ FRANCEFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/27/16 05/27/16 12800AET7 265,000,000.00 264,752,666.67 0.24 P-1 A-1+ FRANCEFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 06/01/16 06/01/16 12800AF17 163,000,000.00 162,834,283.34 0.15 P-1 A-1+ FRANCEFinancial Company Commercial Paper CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.40% 04/01/16 04/01/16 16891MD14 188,931,000.00 188,931,000.00 0.17 P-1 A-1 CHINAFinancial Company Commercial Paper COMMONWEALTH BANK OF AUSTRALIA 0.30% 04/01/16 04/22/16 20272ALX2 250,000,000.00 250,000,000.00 0.23 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper COMMONWEALTH BANK OF AUSTRALIA 0.30% 04/11/16 04/11/16 20272ALU8 120,000,000.00 120,000,000.00 0.11 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper COMMONWEALTH BANK OF AUSTRALIA 0.30% 04/13/16 04/13/16 20272ALV6 100,000,000.00 100,000,000.00 0.09 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper COMMONWEALTH BANK OF AUSTRALIA 0.30% 04/08/16 04/08/16 20272ALT1 125,000,000.00 124,999,926.88 0.12 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper COMMONWEALTH BANK OF AUSTRALIA 0.55% 05/25/16 05/25/16 20272DER7 194,650,000.00 194,489,413.75 0.18 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.27% 04/01/16 04/01/16 22533TD11 114,890,000.00 114,890,000.00 0.11 P-1 A-1 FRANCEFinancial Company Commercial Paper CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.65% 05/06/16 05/06/16 22533TE69 55,000,000.00 54,965,243.06 0.05 P-1 A-1 FRANCEFinancial Company Commercial Paper CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.72% 05/02/16 05/02/16 22533TE28 104,000,000.00 103,935,520.00 0.10 P-1 A-1 FRANCEFinancial Company Commercial Paper DANSKE CORPORATION 0.61% 05/10/16 05/10/16 2363F6EA4 63,000,000.00 62,958,367.50 0.06 P-1 A-1 DENMARKFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 0.60% 04/12/16 04/12/16 23305DDC6 95,000,000.00 94,982,583.33 0.09 P-1 A-1+ SINGAPOREFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 0.60% 04/13/16 04/13/16 23305DDD4 20,000,000.00 19,996,000.00 0.02 P-1 A-1+ SINGAPOREFinancial Company Commercial Paper DEXIA CREDIT LOCAL NY BRANCH (SOVEREIGN GUARANTEE) 0.90% 09/13/16 09/13/16 25214W3L0 111,000,000.00 110,542,125.00 0.10 P-1 A-1+ BELGIUMFinancial Company Commercial Paper DNB BANK ASA 0.61% 06/21/16 06/21/16 2332K0FM9 430,000,000.00 429,414,662.50 0.40 P-1 A-1 NORWAYFinancial Company Commercial Paper DNB BANK ASA 0.61% 06/22/16 06/22/16 2332K0FN7 185,275,000.00 185,019,680.76 0.17 P-1 A-1 NORWAYFinancial Company Commercial Paper DNB BANK ASA 0.65% 06/27/16 06/27/16 2332K0FT4 107,000,000.00 106,831,920.83 0.10 P-1 A-1 NORWAYFinancial Company Commercial Paper DNB BANK ASA 0.65% 06/24/16 06/24/16 2332K0FQ0 400,000,000.00 399,392,983.33 0.37 P-1 A-1 NORWAYFinancial Company Commercial Paper HSBC BANK PLC 0.34% 04/09/16 04/11/16 40433FEV7 465,000,000.00 465,000,000.00 0.43 P-1 A-1+ UNITED KINGDOMFinancial Company Commercial Paper HSBC BANK PLC 0.81% 04/12/16 08/12/16 40433FGL7 235,000,000.00 235,000,000.00 0.22 P-1 A-1+ UNITED KINGDOMFinancial Company Commercial Paper INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.70% 05/02/16 05/02/16 45581BE29 99,000,000.00 98,940,325.00 0.09 P-1 A-1 CHINAFinancial Company Commercial Paper ING (US) FUNDING LLC 0.67% 06/10/16 06/10/16 4497W0FA1 167,000,000.00 166,782,436.11 0.15 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ING (US) FUNDING LLC 0.84% 08/09/16 08/09/16 4497W0H92 100,000,000.00 99,696,666.67 0.09 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ING (US) FUNDING LLC 0.85% 08/17/16 08/17/16 4497W0HH4 38,700,000.00 38,573,902.50 0.04 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper INTERCONTINENTAL EXCHANGE GROUP INC 0.43% 04/06/16 04/06/16 45856WD63 68,985,000.00 68,980,880.06 0.06 P-1 A-1 UNITED STATESFinancial Company Commercial Paper LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 0.60% 05/02/16 05/02/16 51489GE29 200,000,000.00 199,896,666.67 0.18 P-1 A-1 GERMANYFinancial Company Commercial Paper LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 0.60% 06/20/16 06/20/16 51489GFL6 20,000,000.00 19,973,333.33 0.02 P-1 A-1 GERMANYFinancial Company Commercial Paper MACQUARIE BANK LIMITED 0.63% 06/15/16 06/15/16 55607KFF8 150,000,000.00 149,803,125.00 0.14 P-1 A-1 AUSTRALIAFinancial Company Commercial Paper MACQUARIE BANK LIMITED 0.63% 06/06/16 06/06/16 55607KF68 31,840,000.00 31,803,516.67 0.03 P-1 A-1 AUSTRALIAFinancial Company Commercial Paper MACQUARIE BANK LIMITED 0.63% 06/20/16 06/20/16 55607KFL5 135,000,000.00 134,811,000.00 0.12 P-1 A-1 AUSTRALIAFinancial Company Commercial Paper MACQUARIE BANK LIMITED 0.63% 06/17/16 06/17/16 55607KFH4 184,000,000.00 183,752,060.00 0.17 P-1 A-1 AUSTRALIA

of 9



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

JPM Prime MM Fund

Financial Company Commercial Paper MITSUBISHI UFJ TRUST & BANKING CORP LTD- SINGAPORE BRANCH 0.65% 05/23/16 05/23/16 60682YEP5 200,000,000.00 199,812,222.22 0.18 P-1 A-1 JAPANFinancial Company Commercial Paper MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.68% 04/19/16 04/19/16 60682WDK1 96,000,000.00 95,967,360.00 0.09 P-1 A-1 JAPANFinancial Company Commercial Paper NATIONAL BANK OF CANADA 0.80% 04/23/16 09/23/16 63307NAR8 175,000,000.00 175,000,000.00 0.16 P-1 A-1 CANADAFinancial Company Commercial Paper NATIXIS - NEW YORK BRANCH 0.71% 05/02/16 05/02/16 63873JE22 507,962,000.00 507,654,035.62 0.47 P-1 A-1 FRANCEFinancial Company Commercial Paper NATIXIS - NEW YORK BRANCH 0.71% 05/31/16 05/31/16 63873JEX4 84,000,000.00 83,900,600.00 0.08 P-1 A-1 FRANCEFinancial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.59% 04/20/16 04/20/16 63975UDL3 150,000,000.00 149,953,291.67 0.14 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.60% 05/04/16 05/04/16 63975UE40 224,000,000.00 223,876,800.00 0.21 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.62% 06/14/16 06/14/16 63975UFE7 115,000,000.00 114,854,620.84 0.11 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper RABOBANK-NEW YORK 0.66% 07/18/16 07/18/16 21687AGJ6 78,050,000.00 77,896,631.75 0.07 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper SKANDINAVISKA ENSKILDA BANKEN AB 0.65% 07/06/16 07/06/16 83050TG62 440,000,000.00 439,237,333.33 0.41 P-1 A-1 SWEDENFinancial Company Commercial Paper SKANDINAVISKA ENSKILDA BANKEN AB 0.66% 07/11/16 07/11/16 83050TGB1 61,650,000.00 61,535,844.75 0.06 P-1 A-1 SWEDENFinancial Company Commercial Paper SKANDINAVISKA ENSKILDA BANKEN AB 0.83% 09/22/16 09/22/16 83050TJN2 378,000,000.00 376,483,590.00 0.35 P-1 A-1 SWEDENFinancial Company Commercial Paper SOCIETE GENERALE SA 0.60% 04/05/16 04/05/16 83369BD52 552,000,000.00 551,963,506.67 0.51 P-1 A-1 FRANCEFinancial Company Commercial Paper SUMITOMO MITSUI BANKING CORPORATION 0.62% 05/03/16 05/03/16 86562KE34 100,000,000.00 99,944,888.89 0.09 P-1 A-1 JAPANFinancial Company Commercial Paper SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.65% 07/05/16 07/05/16 86960JG58 203,950,000.00 203,600,169.09 0.19 P-1 A-1+ SWEDENFinancial Company Commercial Paper SWEDBANK AB 0.64% 05/06/16 05/06/16 87019RE69 146,650,000.00 146,558,751.11 0.14 P-1 A-1+ SWEDENFinancial Company Commercial Paper TORONTO-DOMINION HOLDINGS USA INC. 0.63% 06/24/16 06/24/16 89116EFQ1 68,755,000.00 68,653,930.15 0.06 P-1 A-1+ CANADAFinancial Company Commercial Paper WESTPAC BANKING CORPORATION 0.30% 04/12/16 04/12/16 9612C4QJ3 133,000,000.00 133,000,000.00 0.12 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper WESTPAC BANKING CORPORATION 0.30% 04/13/16 04/13/16 9612C4QH7 250,000,000.00 250,000,000.00 0.23 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper WESTPAC BANKING CORPORATION 0.30% 04/14/16 04/14/16 9612C4QK0 133,000,000.00 133,000,000.00 0.12 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper WESTPAC BANKING CORPORATION 0.30% 04/04/16 04/04/16 9612C4QE4 150,000,000.00 149,999,968.75 0.14 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper WESTPAC BANKING CORPORATION 0.30% 04/20/16 04/20/16 9612C4QQ7 100,000,000.00 100,000,000.00 0.09 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper WESTPAC BANKING CORPORATION 0.56% 04/15/16 04/15/16 9612C4QL8 150,000,000.00 150,000,000.00 0.14 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper WESTPAC BANKING CORPORATION 0.57% 04/14/16 04/14/16 9612C4QM6 200,000,000.00 200,000,000.00 0.18 P-1 A-1+ AUSTRALIAGovernment Agency Repo Agreement BANK OF NOVA SCOTIA (REPO) 0.32% 04/01/16 04/01/16 0PP002KH5 55,297,421.88 55,297,421.88 0.05 P-1 A-1 CANADAGovernment Agency Repo Agreement RBC CAPITAL MARKETS LLC (REPO) 0.40% 04/07/16 04/07/16 0PO002FD1 200,000,000.00 200,000,000.00 0.18 P-1 A-1+ CANADAGovernment Agency Repo Agreement SOCIETE GENERALE NY BRANCH (REPO) 0.34% 04/01/16 04/01/16 0SON04RJ5 88,475,875.00 88,475,875.00 0.08 P-1 A-1 FRANCEGovernment Agency Repo Agreement WELLS FARGO BANK N.A. (REPO) 0.33% 04/01/16 04/01/16 0WFC01QJ7 88,475,875.00 88,475,875.00 0.08 P-1 A-1+ UNITED STATESGovernment Agency Repo Agreement WELLS FARGO SECURITIES LLC (REPO) 0.33% 04/01/16 04/01/16 OQB001YF3 475,557,828.12 475,557,828.12 0.44 NR A-1+ UNITED STATESOther Commercial Paper ELECTRICITE DE FRANCE SA 0.61% 04/22/16 04/22/16 28504GDN3 120,000,000.00 119,957,300.00 0.11 P-1 A-1 FRANCEOther Commercial Paper ELECTRICITE DE FRANCE SA 0.61% 04/25/16 04/25/16 28504GDR4 200,000,000.00 199,918,666.67 0.18 P-1 A-1 FRANCEOther Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.57% 04/15/16 04/15/16 29604CDF6 114,100,000.00 114,074,707.83 0.11 P-1 A-1+ GERMANYOther Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.58% 04/07/16 04/07/16 29604CD74 214,000,000.00 213,979,313.33 0.20 P-1 A-1+ GERMANYOther Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.61% 05/11/16 05/11/16 29604CEB4 23,000,000.00 22,984,411.11 0.02 P-1 A-1+ GERMANYOther Commercial Paper EUROPEAN INVESTMENT BANK 0.44% 04/04/16 04/04/16 29878RD47 908,000,000.00 907,966,706.67 0.84 P-1 A-1+ SUPRANATIONALSOther Commercial Paper EUROPEAN INVESTMENT BANK 0.44% 04/05/16 04/05/16 29878RD54 400,000,000.00 399,980,444.44 0.37 P-1 A-1+ SUPRANATIONALSOther Commercial Paper NRW.BANK 0.58% 04/13/16 04/13/16 62939LDD8 554,300,000.00 554,192,835.33 0.51 P-1 A-1+ GERMANYOther Commercial Paper NRW.BANK 0.44% 04/15/16 04/15/16 62939LDF3 500,000,000.00 499,914,444.44 0.46 P-1 A-1+ GERMANYOther Commercial Paper NRW.BANK 0.46% 04/04/16 04/04/16 62939LD48 600,000,000.00 599,977,250.00 0.55 P-1 A-1+ GERMANYOther Commercial Paper NRW.BANK 0.46% 04/01/16 04/01/16 62939LD14 63,000,000.00 63,000,000.00 0.06 P-1 A-1+ GERMANYOther Commercial Paper ONTARIO TEACHERS' FINANCE TRUST 0.75% 06/24/16 06/24/16 68325KFQ8 125,000,000.00 124,781,250.00 0.12 P-1 A-1+ CANADAOther Commercial Paper ONTARIO TEACHERS' FINANCE TRUST 0.75% 06/29/16 06/29/16 68325KFV7 15,000,000.00 14,972,187.50 0.01 P-1 A-1+ CANADAOther Commercial Paper TOTAL CAPITAL CANADA LTD. 0.58% 04/14/16 04/14/16 89153PDE9 296,950,000.00 296,887,805.47 0.27 P-1 A-1 FRANCEOther Instrument (Time Deposit) AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.25% 04/01/16 04/01/16 0PY001CH6 300,000,000.00 300,000,000.00 0.28 P-1 A-1+ AUSTRALIAOther Instrument (Time Deposit) AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.36% 04/05/16 04/05/16 0PY001CF0 1,000,000,000.00 1,000,000,000.00 0.92 P-1 A-1+ AUSTRALIAOther Instrument (Time Deposit) BANK OF MONTREAL 0.25% 04/01/16 04/01/16 0BKM01HN6 270,000,000.00 270,000,000.00 0.25 P-1 A-1 CANADAOther Instrument (Time Deposit) BANK OF NEW YORK-GRAND CAYMAN 0.25% 04/01/16 04/01/16 0PV001LM8 1,000,000,000.00 1,000,000,000.00 0.92 P-1 A-1+ UNITED STATESOther Instrument (Time Deposit) BANK OF NEW YORK-GRAND CAYMAN 0.25% 04/01/16 04/01/16 0PV001LN6 1,000,000,000.00 1,000,000,000.00 0.92 P-1 A-1+ UNITED STATESOther Instrument (Time Deposit) BNP PARIBAS GRAND CAYMAN BRANCH 0.25% 04/01/16 04/01/16 0BNP05M68 300,000,000.00 300,000,000.00 0.28 P-1 A-1 FRANCEOther Instrument (Time Deposit) BNP PARIBAS GRAND CAYMAN BRANCH 0.25% 04/01/16 04/01/16 0BNP05M76 200,000,000.00 200,000,000.00 0.18 P-1 A-1 FRANCEOther Instrument (Time Deposit) CANADIAN IMPERIAL BANK OF COMMERCE 0.23% 04/01/16 04/01/16 0CBC01G56 983,305,000.00 983,305,000.00 0.91 P-1 A-1 CANADAOther Instrument (Time Deposit) CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.44% 04/04/16 04/04/16 0RW002CO7 500,000,000.00 500,000,000.00 0.46 P-1 A-1 CHINAOther Instrument (Time Deposit) CITIBANK NA-PUERTO RICO 0.37% 04/06/16 04/06/16 0CPR01H73 150,000,000.00 150,000,000.00 0.14 P-1 A-1 UNITED STATESOther Instrument (Time Deposit) COOPERATIEVE RABOBANK U.A 0.37% 04/04/16 04/04/16 0RAB02BG5 900,000,000.00 900,000,000.00 0.83 P-1 A-1 NETHERLANDSOther Instrument (Time Deposit) COOPERATIEVE RABOBANK U.A 0.37% 04/05/16 04/05/16 0RAB02BA8 550,000,000.00 550,000,000.00 0.51 P-1 A-1 NETHERLANDS

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JPM Prime MM Fund

Other Instrument (Time Deposit) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.27% 04/01/16 04/01/16 0BC001F54 634,585,000.00 634,585,000.00 0.59 P-1 A-1 FRANCEOther Instrument (Time Deposit) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.27% 04/01/16 04/01/16 0BC001F62 59,000,000.00 59,000,000.00 0.05 P-1 A-1 FRANCEOther Instrument (Time Deposit) DZ BANK AG - NEW YORK 0.24% 04/01/16 04/01/16 0QA001C31 400,000,000.00 400,000,000.00 0.37 P-1 A-1+ GERMANYOther Instrument (Time Deposit) NATIXIS S.A. - GRAND CAYMAN 0.33% 04/01/16 04/01/16 0NGC02SB9 962,643,000.00 962,643,000.00 0.89 P-1 A-1 FRANCEOther Instrument (Time Deposit) ROYAL BANK OF CANADA 0.26% 04/01/16 04/01/16 0ROY01F94 57,584,000.00 57,584,000.00 0.05 P-1 A-1+ CANADAOther Instrument (Time Deposit) SKANDINAVISKA ENSKILDA BANKEN AB 0.35% 04/04/16 04/04/16 0EN003YA0 341,530,000.00 341,530,000.00 0.32 P-1 A-1 SWEDENOther Instrument (Time Deposit) STANDARD CHARTERED BANK PLC-NEW YORK 0.37% 04/05/16 04/05/16 0QF001AS3 184,530,000.00 184,530,000.00 0.17 P-1 A-1 UNITED KINGDOMOther Instrument (Time Deposit) STANDARD CHARTERED BANK PLC-NEW YORK 0.37% 04/07/16 04/07/16 0QF001AT1 250,000,000.00 250,000,000.00 0.23 P-1 A-1 UNITED KINGDOMOther Instrument (Time Deposit) SVENSKA HANDELSBANKEN AB 0.34% 04/04/16 04/04/16 0SVE03G51 1,000,000,000.00 1,000,000,000.00 0.92 P-1 A-1+ SWEDENOther Instrument (Time Deposit) SVENSKA HANDELSBANKEN AB 0.36% 04/06/16 04/06/16 0SVE03G44 1,389,530,000.00 1,389,530,000.00 1.28 P-1 A-1+ SWEDENOther Instrument (Time Deposit) SWEDBANK AB 0.35% 04/04/16 04/04/16 0SWB02IA5 2,000,000,000.00 2,000,000,000.00 1.85 P-1 A-1+ SWEDENOther Instrument (Time Deposit) THE BANK OF TOKYO-MITSUBISHI UFJ LTD. 0.25% 04/01/16 04/01/16 0AY001BA5 785,835,000.00 785,835,000.00 0.73 P-1 A-1 JAPANOther Instrument (Time Deposit) THE BANK OF TOKYO-MITSUBISHI UFJ LTD. 0.35% 04/04/16 04/04/16 0AY001B80 350,000,000.00 350,000,000.00 0.32 P-1 A-1 JAPANOther Note ROYAL BANK OF CANADA 0.74% 06/18/16 08/10/16 78008FBF0 790,000,000.00 790,000,000.00 0.73 P-1 A-1+ CANADAOther Note WAL-MART STORES INC. 0.60% 04/11/16 04/11/16 931142DE0 66,960,000.00 66,964,444.83 0.06 P-1 A-1+ UNITED STATESOther Note WAL-MART STORES INC. 2.80% 04/15/16 04/15/16 931142DC4 38,135,000.00 38,170,527.98 0.04 P-1 A-1+ UNITED STATESOther Note WELLS FARGO BANK NATIONAL ASSOCIATION 0.75% 06/17/16 08/12/16 94985H3T9 785,000,000.00 785,000,000.00 0.73 P-1 A-1+ UNITED STATESOther Repo Agreement BNP PARIBAS SECURITIES CORP (NON-TRADITIONAL REPO) 0.97% 04/01/16 05/05/16 0BPS01BS3 100,000,000.00 100,000,000.00 0.09 NR A-1 FRANCEOther Repo Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADITIONAL REPO) 1.08% 04/01/16 05/20/16 0CGM01E93 175,000,000.00 175,000,000.00 0.16 NR A-1 UNITED STATESOther Repo Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADITIONAL REPO) 1.08% 04/01/16 05/20/16 0CGM01EA0 175,000,000.00 175,000,000.00 0.16 NR A-1 UNITED STATESOther Repo Agreement CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.50% 04/07/16 04/07/16 0CSN01FL0 1,400,000,000.00 1,400,000,000.00 1.29 NR A-1 SWITZERLANDOther Repo Agreement CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 1.22% 06/16/16 07/04/16 0CSN01FJ5 1,122,000,000.00 1,122,000,000.00 1.04 NR A-1 SWITZERLANDOther Repo Agreement HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO) 0.35% 04/01/16 04/01/16 0HSN19FK3 230,000,000.00 230,000,000.00 0.21 NR A-1+ UNITED KINGDOMOther Repo Agreement HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO) 0.35% 04/01/16 04/01/16 0HSN19FM9 50,000,000.00 50,000,000.00 0.05 NR A-1+ UNITED KINGDOMOther Repo Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 0.75% 04/01/16 04/01/16 0MLP02L80 545,000,000.00 545,000,000.00 0.50 NR A-1 UNITED STATESOther Repo Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 1.05% 04/01/16 05/05/16 0MLP02KW8 625,000,000.00 625,000,000.00 0.58 NR A-1 UNITED STATESOther Repo Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 1.06% 04/01/16 05/05/16 0MLP02KB4 450,000,000.00 450,000,000.00 0.42 NR A-1 UNITED STATESOther Repo Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 1.06% 04/01/16 05/05/16 0MLP02KI9 475,000,000.00 475,000,000.00 0.44 NR A-1 UNITED STATESOther Repo Agreement WELLS FARGO SECURITIES LLC (NON-TRADITIONAL REPO) 0.35% 04/01/16 04/01/16 0QB001DY1 100,000,000.00 100,000,000.00 0.09 NR A-1+ UNITED STATESTreasury Debt US TREASURY 0.38% 05/31/16 05/31/16 912828WM8 347,000,000.00 347,034,157.81 0.32 P-1 A-1+ UNITED STATESTreasury Debt US TREASURY 0.63% 11/15/16 11/15/16 912828WF3 350,000,000.00 350,008,461.48 0.32 P-1 A-1+ UNITED STATESTreasury Debt US TREASURY 0.88% 11/30/16 11/30/16 912828RU6 700,000,000.00 701,141,551.67 0.65 P-1 A-1+ UNITED STATESTreasury Debt US TREASURY 1.75% 05/31/16 05/31/16 912828QP8 550,000,000.00 551,295,731.38 0.51 P-1 A-1+ UNITED STATESTreasury Debt US TREASURY 2.75% 11/30/16 11/30/16 912828MA5 102,000,000.00 103,468,047.58 0.10 P-1 A-1+ UNITED STATESTreasury Debt US TREASURY 3.25% 05/31/16 05/31/16 912828KW9 240,000,000.00 241,116,280.62 0.22 P-1 A-1+ UNITED STATESTreasury Debt US TREASURY 4.63% 11/15/16 11/15/16 912828FY1 517,733,000.00 530,562,849.17 0.49 P-1 A-1+ UNITED STATESTreasury Repo Agreement FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 0.25% 04/01/16 04/01/16 0FRT06MM0 6,000,000,000.00 6,000,000,000.00 5.55 NR A-1+ UNITED STATESVariable Rate Demand Note JETS STADIUM DEVELOPMENT 0.40% 04/07/16 04/07/16 477181AJ0 67,745,000.00 67,745,000.00 0.06 VMIG A-1 JAPANVariable Rate Demand Note JETS STADIUM FINANCE 0.40% 04/07/16 04/07/16 477182AA7 26,700,000.00 26,700,000.00 0.02 P-1 A-1 JAPANGrand Total 108,139,896,140.90 100.00


Must be preceded or accompanied by a prospectus.The “UNAUDITED UNCERTIFIED MUTUAL FUND HOLDINGS” LIST (“the list”) IS TO BE USED FOR REPORTING PURPOSES ONLY.The list is submitted for the general information of the Fund. The list has been created from the books and records of the Fund without examination by independent auditors.The uncertified holdings list is available on a one business day lag. The figures shown in the “Value” column, represent the values of the Fund’s investments using theamortized cost method of valuation pursuant to Rule 2a-7 of the Investment Company Act of 1940. The list is subject to change without notice. The Valuerepresents the Gross Assets of the Fund and may include forward settling trades.This list is for informational purposes only and not intended as an offer or solicitation with respect to the purchase or sale of any security.

Each business day, each Fund will make available upon request an uncertified complete schedule of its portfolio holdings as of the prior business day.Shareholders may request portfolio holdings schedules for a particular day or on an ongoing basis at no charge by calling 1-800-480-4111.

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JPM Prime MM Fund

Unless otherwise noted, the dollar-weighted average maturity and the dollar-weighted average life listed for the Fund is the same for each of the Fund's share classes.

Dollar-weighted average maturity: The average maturity of the Fund is the average amount of time until the organizations that issued the debt securities in the Fund'sportfolio must pay off the principal amount of the debt. "Dollar-weighted" means the larger the dollar value of debt security in the Fund, the more weight it gets incalculating this average. To calculate the dollar-weighted average maturity, the Fund may treat a variable or floating rate security as having a maturity equal to the timeremaining to the security's next interest rate reset date rather than the security's actual maturity date.

Dollar-weighted average life: The dollar weighted average portfolio maturity without reference to the exceptions used for variable or floating rate securities regardingthe use of the date of interest rate resets in lieu of the security's actual maturity date.Final Legal Maturity Date: The final legal maturity date is the date on which the organization that issued the debt security must pay off the principal amount of the debt.


J.P. Morgan Funds are distributed by JPMorgan Distribution Services, Inc., which is an affiliate of JPMorganChase & Co. Affiliates of JPMorganChase & Co.Affiliates of JPMorganChase & Co. receive fees for providing various services to the funds.


Prime Money Market 10.29.10 - J.P. Morgan Asset ManagementAsset Backed Commercial Paper LIBERTY...

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Transcript of Prime Money Market 10.29.10 - J.P. Morgan Asset ManagementAsset Backed Commercial Paper LIBERTY...