unaudited fund holdings jpmorgan liquid assets money ... · certificate of deposit credit industrie...

UNAUDITED FUND HOLDINGS As of Date: 06/30/2016

Investment Cateogry Issuer CUSIPEffective 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 Commercial Paper BARTON CAPITAL S06945LG10 07/01/2016 07/01/2016 0.43 12,529,000.00 12,529,000.00 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper METLIFE SHORT TE 59157TGJ6 07/18/2016 07/18/2016 0.60 32,900,000.00 32,890,678.33 Fixed MetLife Inc. 0.40 A-1+ P-1 F1+ UNITED STATES Metropolitan Life Insurance Co.Asset Backed Commercial Paper NIEUW AMSTERDA 65409RG87 07/08/2016 07/08/2016 0.46 200,000,000.00 199,982,111.10 Fixed Co?peratieve Raboban 2.20 A-1 P-1 NR NETHERLANDS Rabobank Nederland NVAsset Backed Commercial Paper VICTORY RECEIVA 92646KG89 07/08/2016 07/08/2016 0.51 25,000,000.00 24,997,520.83 Fixed MITSUBISHI UFJ FIN 0.30 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper ANTALIS SA 03664AG51 07/05/2016 07/05/2016 0.45 49,530,000.00 49,527,523.50 Fixed Societe Generale 0.50 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper ANTALIS SA 03664AG77 07/07/2016 07/07/2016 0.68 10,000,000.00 9,998,866.67 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper ATLANTIC ASSET S 04821TG66 07/06/2016 07/06/2016 0.60 50,000,000.00 49,995,833.33 Fixed CREDIT AGRICOLE 0.50 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper BARTON CAPITAL S06945LG69 07/06/2016 07/06/2016 0.62 50,000,000.00 49,995,694.45 Fixed Societe Generale 0.50 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL S06945LGU6 07/28/2016 07/28/2016 0.62 65,000,000.00 64,969,775.00 Fixed Societe Generale 0.70 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper CANCARA ASSET S 13738JG53 07/05/2016 07/05/2016 0.60 20,000,000.00 19,998,666.67 Fixed Lloyds Banking Group 0.20 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 0.50 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 50,000,000.00 49,985,833.33 Fixed Lloyds Banking Group 0.50 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper FAIRWAY FINANCE 30601YTG0 07/21/2016 10/21/2016 0.84 2,000,000.00 2,000,000.00 Variable Bank of Montreal 0.00 A-1 P-1 NR CANADA Bank of MontrealAsset Backed Commercial Paper GOTHAM FUNDING 38346LGC4 07/12/2016 07/12/2016 0.50 20,000,000.00 19,996,944.44 Fixed MITSUBISHI UFJ FIN 0.20 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 0.62 150,000,000.00 149,918,000.00 Fixed Germany (Federal Rep 1.60 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 0.30 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 10,000,000.00 9,994,591.67 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper LMA AMERICAS LL53944QG79 07/07/2016 07/07/2016 0.61 30,000,000.00 29,996,950.00 Fixed CREDIT AGRICOLE 0.30 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper MATCHPOINT FINA 57666AHH8 08/17/2016 08/17/2016 0.69 25,000,000.00 24,977,479.17 Fixed BNP Paribas 0.30 A-1 P-1 NR FRANCE BNP ParibasAsset Backed Commercial Paper METLIFE SHORT TE 59157TGR8 07/25/2016 07/25/2016 0.57 18,441,000.00 18,433,992.42 Fixed MetLife Inc. 0.20 A-1+ P-1 F1+ UNITED STATES Metropolitan Life Insurance Co.Asset Backed Commercial Paper METLIFE SHORT TE 59157TGV9 07/29/2016 07/29/2016 0.60 20,000,000.00 19,990,666.67 Fixed MetLife Inc. 0.20 A-1+ P-1 F1+ UNITED STATES Metropolitan Life Insurance Co.Asset Backed Commercial Paper METLIFE SHORT TE 59157THN6 08/22/2016 08/22/2016 0.65 63,600,000.00 63,540,286.67 Fixed MetLife Inc. 0.70 A-1+ P-1 F1+ UNITED STATES Metropolitan Life Insurance Co.Asset Backed Commercial Paper RIDGEFIELD FUNDI 76582JHF4 08/15/2016 08/15/2016 0.71 10,000,000.00 9,991,125.00 Fixed BNP Paribas 0.10 A-1 P-1 NR FRANCE Guggenheim Treasury Services LLCAsset Backed Commercial Paper THUNDER BAY FUN 88603H4G0 08/12/2016 08/12/2016 0.64 65,000,000.00 64,951,466.67 Fixed Royal Bank of Canada 0.70 A-1 P-1 F1 CANADA Royal Bank of CanadaAsset Backed Commercial Paper VICTORY RECEIVA 92646KG14 07/01/2016 07/01/2016 0.32 63,000,000.00 63,000,000.00 Fixed MITSUBISHI UFJ FIN 0.70 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 25,000,000.00 24,998,305.56 Fixed MITSUBISHI UFJ FIN 0.30 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Certificate of Deposit CREDIT AGRICOLE 22534HHG9 08/01/2016 08/01/2016 0.67 50,000,000.00 50,000,000.00 Fixed CREDIT AGRICOLE 0.50 A-1 P-1 F1 FRANCE NACertificate of Deposit DZ BANK AG - NEW 23328ANY6 09/06/2016 09/06/2016 0.75 10,000,000.00 10,000,000.00 Fixed DZ BANK AG 0.10 A-1+ P-1 F1+ GERMANY NACertificate of Deposit STANDARD CHART 85325THN8 07/13/2016 07/13/2016 0.64 50,000,000.00 50,000,000.00 Fixed Standard Chartered PL0.50 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit KBC BANK NV BE6286349707 07/28/2016 07/28/2016 0.75 25,000,000.00 24,985,964.08 Fixed KBC GROUPE NV 0.30 A-1 P-1 F1 BELGIUM NACertificate of Deposit MIZUHO BANK LIMXS1401975138 08/31/2016 08/31/2016 0.81 50,000,000.00 49,931,993.34 Fixed Mizuho Financial Grou0.50 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI 86563QJ92 08/10/2016 08/10/2016 0.65 50,000,000.00 50,000,000.00 Fixed SUMITOMO MITSUI 0.50 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI 86563K5L3 08/15/2016 08/15/2016 0.73 50,000,000.00 50,000,000.00 Fixed SUMITOMO MITSUI 0.50 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI XS1394230970 08/08/2016 08/08/2016 0.73 10,000,000.00 9,992,366.14 Fixed SUMITOMO MITSUI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit BANK OF CHINA-SI XS1434257462 07/11/2016 07/11/2016 0.73 50,000,000.00 49,989,866.79 Fixed BANK OF CHINA LI 0.50 A-1 P-1 F1 CHINA NACertificate of Deposit ABN-AMRO BANK N XS1394914912 07/08/2016 07/08/2016 0.63 15,000,000.00 14,998,165.42 Fixed ABN AMRO GROUP 0.20 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit BANK OF CHINA LTFR0123775670 07/05/2016 07/05/2016 0.75 25,000,000.00 24,997,918.09 Fixed BANK OF CHINA LI 0.30 A-1 P-1 F1 CHINA NACertificate of Deposit BANK OF CHINA-NE 06119PLT4 07/07/2016 07/07/2016 0.75 55,000,000.00 55,000,000.00 Fixed BANK OF CHINA LI 0.60 A-1 P-1 F1 CHINA NACertificate of Deposit BANK OF TOKYO M 06538MU23 07/05/2016 07/05/2016 0.42 100,000,000.00 100,000,000.00 Fixed MITSUBISHI UFJ FIN 1.10 A-1 P-1 F1 JAPAN NACertificate of Deposit BANQUE FEDERAT XS1415538369 07/05/2016 07/05/2016 0.47 50,000,000.00 49,997,390.60 Fixed Credit Mutuel-CIC 0.50 A-1 P-1 F1 FRANCE NACertificate of Deposit BNP PARIBAS NY B 05574R3B9 10/12/2016 10/12/2016 0.88 5,000,000.00 5,000,000.00 Fixed BNP Paribas 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit BNP PARIBAS SA FR0123194955 08/15/2016 08/15/2016 0.71 25,000,000.00 24,977,865.72 Fixed BNP Paribas 0.30 A-1 P-1 F1 FRANCE NACertificate of Deposit CANADIAN IMPERI 13606AVT2 08/01/2016 08/01/2016 0.56 75,000,000.00 75,000,000.00 Fixed Canadian Imperial Ban 0.80 A-1 P-1 F1+ CANADA NACertificate of Deposit CHINA CONSTRUCT XS1427110280 07/01/2016 07/01/2016 0.75 50,000,000.00 50,000,000.00 Fixed CHINA CONSTRUCT 0.50 A-1 P-1 F1 CHINA NACertificate of Deposit CHINA CONSTRUCT XS1440210455 08/01/2016 08/01/2016 0.00 20,000,000.00 19,985,199.80 Fixed CHINA CONSTRUCT 0.20 A-1 P-1 F1 CHINA NACertificate of Deposit CHINA CONSTRUCT 16891UPJ4 07/01/2016 07/01/2016 0.75 50,000,000.00 50,000,000.00 Fixed CHINA CONSTRUCT 0.50 A-1 P-1 F1 CHINA NACertificate of Deposit CHINA CONSTRUCT 16891UPL9 07/11/2016 07/11/2016 0.75 50,000,000.00 50,000,000.00 Fixed CHINA CONSTRUCT 0.50 A-1 P-1 F1 CHINA NACertificate of Deposit COOPERATIEVE RA XS1383985287 09/19/2016 09/19/2016 0.90 5,000,000.00 4,990,046.28 Fixed Co?peratieve Raboban 0.10 A-1 P-1 F1+ NETHERLANDS NACertificate of Deposit COOPERATIEVE RA XS1396344381 08/15/2016 08/15/2016 0.64 25,000,000.00 24,980,043.95 Fixed Co?peratieve Raboban 0.30 A-1 P-1 F1+ NETHERLANDS NACertificate of Deposit CREDIT AGRICOLE 22534HGJ4 10/05/2016 10/05/2016 0.90 10,000,000.00 10,000,000.00 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE NA

JPMorgan Liquid Assets Money Market Fund

Certificate of Deposit CREDIT INDUSTRIE 22536TZJ5 07/25/2016 07/25/2016 0.90 35,000,000.00 35,000,000.00 Fixed Credit Mutuel-CIC 0.40 A-1 P-1 F1 FRANCE NACertificate of Deposit DANSKE BANK A/S FR0123720940 07/11/2016 07/11/2016 0.60 70,000,000.00 69,988,351.00 Fixed Danske Bank A/S 0.80 A-1 P-1 F1 DENMARK NACertificate of Deposit DNB BANK ASA 23340QCT8 08/18/2016 08/18/2016 0.80 41,025,000.00 41,032,596.68 Fixed DNB ASA 0.40 A-1 P-1 NR NORWAY NACertificate of Deposit DZ BANK AG - NEW 23328APG3 08/12/2016 08/12/2016 0.64 25,000,000.00 25,000,000.00 Fixed DZ BANK AG 0.30 A-1+ P-1 F1+ GERMANY NACertificate of Deposit INDUSTRIAL & COM 45580DDJ0 07/05/2016 07/05/2016 0.75 70,000,000.00 70,000,000.00 Fixed INDUSTRIAL AND C 0.80 A-1 P-1 F1 CHINA NACertificate of Deposit ING BANK NV 0ING01DG0 07/29/2016 07/29/2016 0.70 50,000,000.00 50,000,000.00 Fixed ING Groep NV 0.50 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ING BANK NV 0ING01E46 08/08/2016 08/08/2016 0.72 50,000,000.00 50,000,000.00 Fixed ING Groep NV 0.50 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit KBC BANK NV BE6285791941 07/06/2016 07/06/2016 0.72 25,000,000.00 24,997,521.84 Fixed KBC GROUPE NV 0.30 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6285889950 07/07/2016 07/07/2016 0.72 15,000,000.00 14,998,203.27 Fixed KBC GROUPE NV 0.20 A-1 P-1 F1 BELGIUM NACertificate of Deposit LANDESBANK HES 51489NPQ9 07/05/2016 07/05/2016 0.60 100,000,000.00 100,000,000.00 Fixed STATE OF HESSEN 1.10 A-1 P-1 F1+ GERMANY NACertificate of Deposit MITSUBISHI UFJ TR 60682AP83 10/13/2016 10/13/2016 0.90 10,000,000.00 10,000,000.00 Fixed MITSUBISHI UFJ FIN 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TR 60682AR24 08/29/2016 08/29/2016 0.77 20,000,000.00 20,000,000.00 Fixed MITSUBISHI UFJ FIN 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1405944742 08/02/2016 08/02/2016 0.72 20,000,000.00 19,987,223.51 Fixed Mizuho Financial Grou0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIM 60689DUT8 07/19/2016 07/19/2016 0.66 25,000,000.00 25,000,498.25 Fixed Mizuho Financial Grou0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMXS1396607902 07/13/2016 07/13/2016 0.74 20,000,000.00 19,995,109.09 Fixed Mizuho Financial Grou0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit NATIXIS - NEW YOR 63873FB72 08/31/2016 08/31/2016 0.90 5,000,000.00 5,000,000.00 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit NATIXIS - NEW YOR 63873FH43 07/05/2016 07/05/2016 0.43 275,000,000.00 275,000,000.00 Fixed GROUP BPCE 3.00 A-1 P-1 F1 FRANCE NACertificate of Deposit NORINCHUKIN BAN 65602T2V2 10/12/2016 10/12/2016 0.88 10,000,000.00 10,000,000.00 Fixed NORINCHUKIN BAN 0.10 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 1.10 A-1 P-1 NR JAPAN NACertificate of Deposit NORINCHUKIN BAN 65602T4D0 08/04/2016 08/04/2016 0.62 20,000,000.00 20,000,000.00 Fixed NORINCHUKIN BAN 0.20 A-1 P-1 NR JAPAN NACertificate of Deposit NORINCHUKIN BAN 65602TP96 07/01/2016 07/01/2016 0.77 100,000,000.00 100,000,000.00 Fixed NORINCHUKIN BAN 1.10 A-1 P-1 NR JAPAN NACertificate of Deposit OP CORPORATE BA XS1419701518 08/22/2016 08/22/2016 0.68 7,000,000.00 6,993,136.63 Fixed OP Cooperative 0.10 A-1+ P-1 NR FINLAND NACertificate of Deposit STANDARD CHART XS1397878387 07/15/2016 07/15/2016 0.67 25,000,000.00 24,993,545.58 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 15,000,000.00 14,994,744.26 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 25,000,000.00 24,986,897.38 Fixed Standard Chartered PL0.30 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHART 85325THR9 07/19/2016 07/19/2016 0.64 25,000,000.00 25,000,000.00 Fixed Standard Chartered PL0.30 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHART XS1396256171 07/12/2016 07/12/2016 0.70 100,000,000.00 99,978,648.51 Fixed Standard Chartered PL1.10 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit SUMITOMO MITSUI 86563QE63 07/21/2016 07/21/2016 0.62 50,000,000.00 50,000,000.00 Fixed SUMITOMO MITSUI 0.50 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI 86563QWW6 07/07/2016 07/07/2016 0.68 10,000,000.00 10,000,000.00 Fixed SUMITOMO MITSUI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI XS1390064373 07/01/2016 07/01/2016 0.65 60,000,000.00 60,000,000.00 Fixed SUMITOMO MITSUI 0.70 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI 86563K5G4 10/14/2016 10/14/2016 0.90 10,000,000.00 10,000,000.00 Fixed SUMITOMO MITSUI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI 86563K5R0 08/10/2016 08/10/2016 0.72 25,000,000.00 25,000,000.00 Fixed SUMITOMO MITSUI 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI 86564EBQ8 07/05/2016 07/05/2016 0.41 90,000,000.00 90,000,000.00 Fixed SUMITOMO MITSUI 1.00 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI XS1380778537 07/14/2016 07/14/2016 0.82 10,000,000.00 9,997,047.09 Fixed SUMITOMO MITSUI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit THE CHIBA BANK L 16706BWV6 07/15/2016 07/15/2016 0.64 106,980,000.00 106,980,000.00 Fixed THE CHIBA BANK L1.20 A-1 P-1 NR JAPAN NACertificate of Deposit THE NORINCHUKIN XS1392832363 08/19/2016 08/19/2016 0.75 50,000,000.00 49,949,101.52 Fixed NORINCHUKIN BAN 0.50 A-1 P-1 NR JAPAN NACertificate of Deposit TORONTO DOMINIO XS1416560743 07/20/2016 07/20/2016 0.47 30,000,000.00 29,992,564.53 Fixed The Toronto Dominion 0.30 A-1+ P-1 F1+ CANADA NAFinancial Company Commercial Paper ANZ NEW ZEALAND 0018A2H58 08/05/2016 08/05/2016 0.63 5,000,000.00 4,996,937.50 Fixed Australia and New Zea 0.10 A-1+ P-1 F1+ AUSTRALIA NAFinancial Company Commercial Paper AGRICULTURAL BA 00850UG65 07/06/2016 07/06/2016 0.75 40,000,000.00 39,995,833.33 Fixed AGRICULTURAL BA 0.40 A-1 P-1 F1 CHINA NAFinancial Company Commercial Paper ANZ NEW ZEALAND 0018A2H82 08/08/2016 08/08/2016 0.63 46,000,000.00 45,969,410.00 Fixed Australia and New Zea 0.50 A-1+ P-1 F1+ AUSTRALIA NAFinancial Company Commercial Paper BNP PARIBAS DUBL 09658YG54 07/05/2016 07/05/2016 0.42 200,000,000.00 199,990,666.70 Fixed BNP Paribas 2.20 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BNP PARIBAS NY B 09659BGC8 07/12/2016 07/12/2016 0.69 10,000,000.00 9,997,891.67 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 20,000,000.00 20,000,000.00 Fixed GROUP BPCE 0.20 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BPCE SA 05571BJ12 09/01/2016 09/01/2016 0.76 10,000,000.00 9,986,997.22 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BPCE SA 05571BK36 10/03/2016 10/03/2016 0.89 5,000,000.00 4,988,380.56 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper CHINA CONSTRUCT 16891MG11 07/01/2016 07/01/2016 0.45 100,000,000.00 100,000,000.00 Fixed CHINA CONSTRUCT 1.10 A-1 P-1 F1 CHINA NAFinancial Company Commercial Paper DANSKE CORPORA 2363F6GJ3 07/18/2016 07/18/2016 0.58 25,000,000.00 24,993,211.80 Fixed Danske Bank A/S 0.30 A-1 P-1 F1 DENMARK NAFinancial Company Commercial Paper DBS BANK LIMITED 23305DGF6 07/15/2016 07/15/2016 0.59 91,000,000.00 90,979,120.56 Fixed DBS GROUP HOLDIN 1.00 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DBS BANK LIMITED 23305DGN9 07/22/2016 07/22/2016 0.53 25,000,000.00 24,992,270.83 Fixed DBS GROUP HOLDIN 0.30 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DBS BANK LIMITED 23305DGS8 07/26/2016 07/26/2016 0.46 48,000,000.00 47,984,666.67 Fixed DBS GROUP HOLDIN 0.50 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper ING (US) FUNDING 4497W0HB7 08/11/2016 08/11/2016 0.70 25,000,000.00 24,980,069.45 Fixed ING Groep NV 0.30 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper INTERCONTINENTA 45856WG52 07/05/2016 07/05/2016 0.51 35,000,000.00 34,998,016.67 Fixed INTERCONTINENTA 0.40 A-1 P-1 NR UNITED STATES NAFinancial Company Commercial Paper MITSUBISHI UFJ TR 60682YHA5 08/10/2016 08/10/2016 0.66 50,000,000.00 49,963,333.33 Fixed MITSUBISHI UFJ FIN 0.50 A-1 P-1 F1 JAPAN NAFinancial Company Commercial Paper NATIONAL BANK O 63307NAR8 07/23/2016 09/23/2016 0.82 5,000,000.00 5,000,000.00 Variable National Bank of Cana0.10 A-1 P-1 F1 CANADA NAFinancial Company Commercial Paper NATIONWIDE BUIL 6385E0HR7 08/25/2016 08/25/2016 0.65 5,000,000.00 4,995,034.72 Fixed Nationwide Building S0.10 A-1 P-1 F1 UNITED KINGDOM NAFinancial Company Commercial Paper RABOBANK-NEW Y21687AGJ6 07/18/2016 07/18/2016 0.66 5,000,000.00 4,998,453.47 Fixed Co?peratieve Raboban 0.10 A-1 P-1 F1+ NETHERLANDS NAFinancial Company Commercial Paper SKANDINAVISKA E 83050TG62 07/06/2016 07/06/2016 0.65 15,000,000.00 14,998,645.83 Fixed Skandinaviska Enskild 0.20 A-1 P-1 F1+ SWEDEN NAFinancial Company Commercial Paper SVENSKA HANDEL 86960JG58 07/05/2016 07/05/2016 0.65 10,000,000.00 9,999,277.78 Fixed Svenska Handelsbanke0.10 A-1+ P-1 F1+ SWEDEN NAFinancial Company Commercial Paper ING (US) FUNDING 4497W0K31 10/03/2016 10/03/2016 0.90 5,000,000.00 4,988,315.28 Fixed ING Groep NV 0.10 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper NEDERLANDSE WA 63975UG71 07/07/2016 07/07/2016 0.57 100,000,000.00 99,990,500.00 Fixed Nederlandse Watersch 1.10 A-1+ P-1 NR NETHERLANDS NANon-Financial Company Commercial Paper CAISSE D'AMORTIS 12802VG67 07/06/2016 07/06/2016 0.59 275,000,000.00 274,977,465.30 Fixed Caisse D'Amortisseme 3.00 NR P-1 F1+ FRANCE NANon-Financial Company Commercial Paper CHEVRON CORP 16677JGK6 07/19/2016 07/19/2016 0.55 50,000,000.00 49,986,250.00 Fixed Chevron Corp 0.50 A-1+ P-1 NR UNITED STATES NA

Non-Financial Company Commercial Paper SHELL INTERNATIO 8225X2GB4 07/11/2016 07/11/2016 0.51 83,000,000.00 82,988,241.67 Fixed ROYAL DUTCH SHE 0.90 A-1+ P-1 NR NETHERLANDS NANon-Financial Company Commercial Paper CAISSE D'AMORTIS 12802VG59 07/05/2016 07/05/2016 0.59 150,000,000.00 149,990,166.70 Fixed Caisse D'Amortisseme 1.60 NR P-1 F1+ FRANCE NANon-Negotiable Time Deposit AUSTRALIA & NEW 0PY001DR3 07/07/2016 07/07/2016 0.41 100,000,000.00 100,000,000.00 Fixed Australia and New Zea 1.10 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time Deposit CITIBANK NA-PUER 0CPR01HK4 07/06/2016 07/06/2016 0.41 50,000,000.00 50,000,000.00 Fixed Citigroup 0.50 A-1 P-1 F1 UNITED STATES NANon-Negotiable Time Deposit COOPERATIEVE RA 0RAB02EN7 07/06/2016 07/06/2016 0.43 175,000,000.00 175,000,000.00 Fixed Co?peratieve Raboban 1.90 A-1 P-1 F1+ NETHERLANDS NANon-Negotiable Time Deposit CREDIT AGRICOLE 0BC001M80 07/01/2016 07/01/2016 0.31 177,602,000.00 177,602,000.00 Fixed CREDIT AGRICOLE 1.90 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit INDUSTRIAL & COM 0SF001FB1 07/01/2016 07/01/2016 0.45 100,000,000.00 100,000,000.00 Fixed INDUSTRIAL AND C 1.10 A-1 P-1 F1 CHINA NANon-Negotiable Time Deposit ING BANK N V - AM0INB01TO7 07/01/2016 07/01/2016 0.30 150,000,000.00 150,000,000.00 Fixed ING Groep NV 1.60 A-1 P-1 F1 NETHERLANDS NANon-Negotiable Time Deposit NATIONAL AUSTRA 0NAB01BM3 07/01/2016 07/01/2016 0.30 248,792,000.00 248,792,000.00 Fixed National Australia Ban 2.70 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time Deposit NATIONAL AUSTRA 0NAB01BN1 07/01/2016 07/01/2016 0.30 100,000,000.00 100,000,000.00 Fixed National Australia Ban 1.10 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time Deposit NORDEA BANK FIN 0MBK01BF9 07/01/2016 07/01/2016 0.41 400,000,000.00 400,000,000.00 Fixed Nordea Bank AB 4.40 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit ROYAL BANK OF C 0ROY01FP8 07/01/2016 07/01/2016 0.30 225,000,000.00 225,000,000.00 Fixed Royal Bank of Canada 2.40 A-1+ P-1 F1+ CANADA NANon-Negotiable Time Deposit SKANDINAVISKA E 0EN001EW8 07/01/2016 07/01/2016 0.29 65,000,000.00 65,000,000.00 Fixed Skandinaviska Enskild 0.70 A-1 P-1 F1+ SWEDEN NANon-Negotiable Time Deposit SVENSKA HANDEL 0SVE01BN1 07/01/2016 07/01/2016 0.30 400,000,000.00 400,000,000.00 Fixed Svenska Handelsbanke4.40 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit SWEDBANK AB 0SWB02K20 07/05/2016 07/05/2016 0.41 150,000,000.00 150,000,000.00 Fixed Swedbank AB 1.60 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit SWEDBANK AB 0SWB02K46 07/01/2016 07/01/2016 0.30 250,000,000.00 250,000,000.00 Fixed Swedbank AB 2.70 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit UBS AG 0FL001CG4 07/07/2016 07/07/2016 0.40 200,000,000.00 200,000,000.00 Fixed UBS AG 2.20 A-1 P-1 F1 SWITZERLAND NANon-Negotiable Time Deposit CHINA CONSTRUCT 0RW002EY3 07/01/2016 07/01/2016 0.45 100,000,000.00 100,000,000.00 Fixed CHINA CONSTRUCT 1.10 A-1 P-1 F1 CHINA NANon-Negotiable Time Deposit COOPERATIEVE RA 0RAB02EQ0 07/01/2016 07/01/2016 0.41 50,000,000.00 50,000,000.00 Fixed Co?peratieve Raboban 0.50 A-1 P-1 F1+ NETHERLANDS NAOther Investment (Corporate Note) AUSTRALIA & NEW 05252TBQ2 08/26/2016 08/26/2016 0.84 250,000,000.00 250,000,000.00 Fixed Australia and New Zea 2.70 A-1+ P-1 F1+ AUSTRALIA NAOther Investment (Corporate Note) WELLS FARGO BAN 94985H3U6 09/14/2016 09/14/2016 0.77 185,000,000.00 185,000,000.00 Variable Wells Fargo & Co. 2.00 A-1+ P-1 F1+ UNITED STATES NAOther Investment (Corporate Note) ROYAL BANK OF C 78008FBL7 09/09/2016 09/09/2016 0.75 85,000,000.00 85,000,000.00 Fixed Royal Bank of Canada 0.90 A-1+ P-1 F1+ CANADA NAOther Repurchase Agreement HSBC SECURITIES ( 0HSN19KZ4 07/01/2016 07/01/2016 0.53 170,000,000.00 170,000,000.00 Fixed HSBC Holdings PLC 1.90 A-1+ NR NR UNITED KINGDOM NAOther Repurchase Agreement MERRILL LYNCH PF 0MLP02MZ9 07/01/2016 07/07/2016 1.09 125,000,000.00 125,000,000.00 Variable Bank of America Corp 1.40 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement MERRILL LYNCH PF 0MLP02N70 07/01/2016 07/01/2016 0.91 150,000,000.00 150,000,000.00 Fixed Bank of America Corp 1.60 A-1 NR F1 UNITED STATES NAU.S. Government Agency Repurchase Agreem RBC CAPITAL MAR 0PO002FD1 07/07/2016 07/07/2016 0.40 50,000,000.00 50,000,000.00 Fixed Royal Bank of Canada 0.50 A-1+ P-1 NR CANADA NAVariable Rate Demand Note JETS STADIUM DEV 477181AJ0 07/07/2016 07/07/2016 0.45 16,855,000.00 16,855,000.00 Variable SUMITOMO MITSUI 0.20 NR NR NR JAPAN NAVariable Rate Demand Note JETS STADIUM FINA 477182AA7 07/07/2016 07/07/2016 0.45 4,985,000.00 4,985,000.00 Variable SUMITOMO MITSUI 0.10 NR NR NR JAPAN NAGrand Total 9,187,306,970.93 99.90

Weighted Average Maturity 14Weighted Average Life 15

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 FUND HOLDINGS As of Date: 05/31/2016

Investment Cateogry Issuer CUSIPEffective 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 Commercial Paper WORKING CAPITAL MANAGEMENT CO LP 98137RFM7 06/21/2016 06/21/2016 0.46 40,000,000.00 39,989,777.78 Fixed Mizuho Financial Grou0.40 A-1 P-1 F1 JAPAN MIZUHO CORPORATE BANK LTDAsset Backed Commercial Paper SHEFFIELD RECEIVABLES COMPANY LLC 82124LF23 06/02/2016 06/02/2016 0.40 80,530,000.00 80,529,105.22 Fixed Barclays PLC 0.80 NR P-1 F1 UNITED KINGDOM Barclays Bank PLCAsset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATIO 65409RFG0 06/16/2016 06/16/2016 0.51 115,000,000.00 114,975,562.50 Fixed Cooperatieve Raboban 1.20 A-1 P-1 NR NETHERLANDS Rabobank Nederland NVAsset Backed Commercial Paper MATCHPOINT FINANCE PLC 57666AHH8 08/17/2016 08/17/2016 0.69 25,000,000.00 24,963,104.17 Fixed BNP Paribas 0.30 A-1 P-1 NR FRANCE BNP ParibasAsset Backed Commercial Paper KELLS FUNDING LLC 48802TUL7 08/03/2016 08/03/2016 0.59 10,000,000.00 9,989,675.00 Fixed Germany (Federal Rep 0.10 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 13738JG79 07/07/2016 07/07/2016 0.60 50,000,000.00 49,970,000.00 Fixed Lloyds Banking Group 0.50 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 04821TG66 07/06/2016 07/06/2016 0.60 50,000,000.00 49,970,833.33 Fixed CREDIT AGRICOLE 0.50 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper VICTORY RECEIVABLES CORPORATION 92646KG55 07/05/2016 07/05/2016 0.61 25,000,000.00 24,985,597.22 Fixed MITSUBISHI UFJ FIN 0.30 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper THUNDER BAY FUNDING LLC 88603H4G0 08/12/2016 08/12/2016 0.64 65,000,000.00 64,916,800.00 Fixed Royal Bank of Canada 0.70 A-1 P-1 F1 CANADA Royal Bank of CanadaAsset Backed Commercial Paper RIDGEFIELD FUNDING COMPANY LLC - SERIES 76582JHF4 08/15/2016 08/15/2016 0.71 10,000,000.00 9,985,208.34 Fixed BNP Paribas 0.10 A-1 P-1 NR FRANCE Guggenheim Treasury Services LLCAsset Backed Commercial Paper RIDGEFIELD FUNDING COMPANY LLC - SERIES 76582JFE9 06/14/2016 06/14/2016 0.50 75,000,000.00 74,986,458.33 Fixed BNP Paribas 0.80 A-1 P-1 NR FRANCE Guggenheim Treasury Services LLCAsset Backed Commercial Paper REGENCY MARKETS NO 1 LLC 7588R0FL6 06/20/2016 06/20/2016 0.44 44,568,000.00 44,557,650.32 Fixed HSBC Holdings PLC 0.50 A-1 P-1 NR UNITED KINGDOM HSBC Bank PLCAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 59157THN6 08/22/2016 08/22/2016 0.65 63,600,000.00 63,505,836.67 Fixed MetLife Inc. 0.70 A-1+ P-1 F1+ UNITED STATES Metropolitan Life Insurance Co.Asset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 59157TGV9 07/29/2016 07/29/2016 0.60 20,000,000.00 19,980,666.66 Fixed MetLife Inc. 0.20 A-1+ P-1 F1+ UNITED STATES Metropolitan Life Insurance Co.Asset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 59157TGR8 07/25/2016 07/25/2016 0.57 18,441,000.00 18,425,232.95 Fixed MetLife Inc. 0.20 A-1+ P-1 F1+ UNITED STATES Metropolitan Life Insurance Co.Asset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 59157TGJ6 07/18/2016 07/18/2016 0.60 32,900,000.00 32,874,228.33 Fixed MetLife Inc. 0.30 A-1+ P-1 F1+ UNITED STATES Metropolitan Life Insurance Co.Asset Backed Commercial Paper LMA AMERICAS LLC 53944QG79 07/07/2016 07/07/2016 0.61 30,000,000.00 29,981,700.00 Fixed CREDIT AGRICOLE 0.30 A-1 P-1 F1 FRANCE CREDIT AGRICOLE CORPORATE AND INVESTMENT BANKAsset Backed Commercial Paper LEXINGTON PARKER CAPITAL COMPANY LLC 52952LFE7 06/14/2016 06/14/2016 0.42 150,000,000.00 149,977,250.00 Fixed Lexington Parker Capi 1.50 A-1 P-1 NR UNITED STATES Guggenheim Treasury Services LLCAsset Backed Commercial Paper KELLS FUNDING LLC 48803MAF6 06/01/2016 06/01/2016 0.61 25,000,000.00 25,000,000.00 Fixed Germany (Federal Rep 0.30 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LLC 48802TUD5 07/12/2016 07/12/2016 0.59 25,000,000.00 24,983,201.39 Fixed Germany (Federal Rep 0.30 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper KELLS FUNDING LLC 48802TH24 08/02/2016 08/02/2016 0.62 150,000,000.00 149,841,125.00 Fixed Germany (Federal Rep 1.50 A-1+ P-1 NR GERMANY FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTSAsset Backed Commercial Paper GOTHAM FUNDING CORPORATION 38346LGC4 07/12/2016 07/12/2016 0.50 20,000,000.00 19,988,611.11 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 CORPORATION 38346LF92 06/09/2016 06/09/2016 0.46 45,672,000.00 45,667,331.31 Fixed MITSUBISHI UFJ FIN 0.50 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper GOTHAM FUNDING CORPORATION 38346LF76 06/07/2016 06/07/2016 0.47 50,418,000.00 50,414,050.59 Fixed MITSUBISHI UFJ FIN 0.50 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Asset Backed Commercial Paper FAIRWAY FINANCE CORPORATION 30601YTG0 06/21/2016 10/21/2016 0.83 2,000,000.00 2,000,000.00 Variable Bank of Montreal 0.00 A-1 P-1 NR CANADA Bank of MontrealAsset Backed Commercial Paper DCAT LLC 24023GFM4 06/21/2016 06/21/2016 0.60 36,000,000.00 35,988,000.00 Fixed Caterpillar Inc. 0.40 A-1 NR F1 UNITED STATES CATERPILLAR FINANCIAL SERVICES CORPORATIONAsset Backed Commercial Paper DCAT LLC 24023GF10 06/01/2016 06/01/2016 0.56 29,500,000.00 29,500,000.00 Fixed Caterpillar Inc. 0.30 A-1 NR F1 UNITED STATES CATERPILLAR FINANCIAL SERVICES CORPORATIONAsset Backed Commercial Paper CHARTA LLC 16115UFN6 06/22/2016 06/22/2016 0.57 48,300,000.00 48,283,940.25 Fixed Citigroup 0.50 A-1 P-1 F1 UNITED STATES CITIBANK NAAsset Backed Commercial Paper CEDAR SPRINGS CAPITAL COMPANY LLC 15060XFG2 06/16/2016 06/16/2016 0.64 33,000,000.00 32,991,200.00 Fixed UBS AG 0.30 A-1 P-1 NR SWITZERLAND Guggenheim Treasury Services LLCAsset Backed Commercial Paper CEDAR SPRINGS CAPITAL COMPANY LLC 15060XF64 06/06/2016 06/06/2016 0.66 25,000,000.00 24,997,708.33 Fixed UBS AG 0.30 A-1 P-1 NR SWITZERLAND Guggenheim Treasury Services LLCAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 13738JGJ3 07/18/2016 07/18/2016 0.60 50,000,000.00 49,960,833.33 Fixed Lloyds Banking Group 0.50 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 13738JG53 07/05/2016 07/05/2016 0.60 20,000,000.00 19,988,666.67 Fixed Lloyds Banking Group 0.20 A-1 P-1 F1 UNITED KINGDOM Lloyds Bank PLCAsset Backed Commercial Paper BARTON CAPITAL S.A. 06945LGU6 07/28/2016 07/28/2016 0.62 65,000,000.00 64,936,191.67 Fixed Societe Generale 0.70 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper BARTON CAPITAL S.A. 06945LG69 07/06/2016 07/06/2016 0.62 50,000,000.00 49,969,861.11 Fixed Societe Generale 0.50 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper AUTOBAHN FUNDING COMPANY LLC 0527M0F85 06/08/2016 06/08/2016 0.41 30,000,000.00 29,997,608.33 Fixed DZ BANK AG 0.30 A-1+ P-1 F1+ GERMANY DZ BANK AGAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 04821TF26 06/02/2016 06/02/2016 0.50 15,000,000.00 14,999,791.67 Fixed CREDIT AGRICOLE 0.20 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 10,000,000.00 9,993,200.00 Fixed Societe Generale 0.10 A-1 P-1 F1 FRANCE Societe GeneraleAsset Backed Commercial Paper ALBION CAPITAL LLC 01329WFL0 06/20/2016 06/20/2016 0.50 65,000,000.00 64,982,847.22 Fixed MITSUBISHI UFJ FIN 0.70 A-1 P-1 F1 JAPAN THE BANK OF TOKYO-MITSUBISHI UFJ LTD.Certificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 22536TZJ5 07/25/2016 07/25/2016 0.90 35,000,000.00 35,000,000.00 Fixed Credit Mutuel-CIC 0.40 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMEN 22534HHG9 08/01/2016 08/01/2016 0.67 50,000,000.00 50,000,000.00 Fixed CREDIT AGRICOLE 0.50 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMEN 22534HGJ4 10/05/2016 10/05/2016 0.90 10,000,000.00 10,000,000.00 Fixed CREDIT AGRICOLE 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit COOPERATIEVE RABOBANK U.A XS1396344381 08/15/2016 08/15/2016 0.64 25,000,000.00 24,966,739.92 Fixed Cooperatieve Raboban 0.30 A-1 P-1 F1+ NETHERLANDS NACertificate of Deposit COOPERATIEVE RABOBANK U.A XS1383985287 09/19/2016 09/19/2016 0.90 5,000,000.00 4,986,313.63 Fixed Cooperatieve Raboban 0.10 A-1 P-1 F1+ NETHERLANDS NACertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW16891UPC9 06/01/2016 06/01/2016 0.48 100,000,000.00 100,000,000.00 Fixed CHINA CONSTRUCT 1.00 A-1 P-1 F1 CHINA NACertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION LONXS1427110280 07/01/2016 07/01/2016 0.00 50,000,000.00 49,968,769.50 Fixed CHINA CONSTRUCT 0.50 A-1 P-1 F1 CHINA NACertificate of Deposit CANADIAN IMPERIAL BANK OF COMMERCE NY B 13606AVT2 08/01/2016 08/01/2016 0.56 75,000,000.00 75,000,000.00 Fixed Canadian Imperial Ban 0.80 A-1 P-1 F1+ CANADA NACertificate of Deposit BNP PARIBAS SA FR0123194955 08/15/2016 08/15/2016 0.71 25,000,000.00 24,963,109.53 Fixed BNP Paribas 0.30 A-1 P-1 F1 FRANCE NACertificate of Deposit BNP PARIBAS NY BRANCH 05574R3B9 10/12/2016 10/12/2016 0.88 5,000,000.00 5,000,000.00 Fixed BNP Paribas 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL XS1415538369 07/05/2016 07/05/2016 0.47 50,000,000.00 49,977,820.10 Fixed Credit Mutuel-CIC 0.50 A-1 P-1 F1 FRANCE NACertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL FR0123588008 06/01/2016 06/01/2016 0.70 20,000,000.00 20,000,000.00 Fixed Credit Mutuel-CIC 0.20 A-1 P-1 F1 FRANCE NACertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRA 06538MMV8 06/08/2016 06/08/2016 0.73 26,000,000.00 26,000,000.00 Fixed MITSUBISHI UFJ FIN 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit BANK OF MONTREAL (LONDON) XS1423821054 06/27/2016 06/27/2016 0.43 100,000,000.00 99,968,956.00 Fixed Bank of Montreal 1.00 A-1 P-1 F1+ CANADA NACertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) XS1394914912 07/08/2016 07/08/2016 0.63 15,000,000.00 14,990,302.93 Fixed ABN AMRO GROUP 0.20 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) XS1388704998 06/29/2016 06/29/2016 0.65 29,000,000.00 28,985,361.09 Fixed ABN AMRO GROUP 0.30 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit KBC BANK NV BE6285889950 07/07/2016 07/07/2016 0.72 15,000,000.00 14,989,219.64 Fixed KBC GROUPE NV 0.20 A-1 P-1 F1 BELGIUM NACertificate of Deposit ING BANK NV 0ING01E46 08/08/2016 08/08/2016 0.72 50,000,000.00 50,000,000.00 Fixed ING Groep NV 0.50 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit DZ BANK AG - NEW YORK 23328APG3 08/12/2016 08/12/2016 0.64 25,000,000.00 25,000,000.00 Fixed DZ BANK AG 0.30 A-1+ P-1 F1+ GERMANY NACertificate of Deposit DNB BANK ASA 23340QCT8 08/18/2016 08/18/2016 0.80 41,025,000.00 41,037,344.61 Fixed DNB ASA 0.40 A-1 P-1 NR NORWAY NACertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL XS1365031209 06/01/2016 06/01/2016 0.69 65,000,000.00 65,000,000.00 Fixed Credit Mutuel-CIC 0.70 A-1 P-1 F1 FRANCE NACertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMEN 22534HEV9 06/01/2016 06/01/2016 0.72 125,000,000.00 125,000,000.00 Fixed CREDIT AGRICOLE 1.30 A-1 P-1 F1 FRANCE NACertificate of Deposit INDUSTRIAL & 0.48% 06/16 4C9655N 06/01/2016 06/01/2016 0.48 100,000,000.00 100,000,000.00 Fixed INDUSTRIAL AND C 1.00 A-1 P-1 F1 CHINACertificate of Deposit BANK OF CHINA LTD CERTIFI 5C0574N 07/05/2016 07/05/2016 0.00 25,000,000.00 24,982,824.25 Fixed BANK OF CHINA LIM0.30 A-1 P-1 F1 CHINA NACertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW 86564EAJ5 06/01/2016 06/01/2016 0.38 100,000,000.00 100,000,000.00 Fixed SUMITOMO MITSUI 1.00 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION EUR XS1390064373 07/01/2016 07/01/2016 0.65 60,000,000.00 59,967,553.83 Fixed SUMITOMO MITSUI 0.60 A-1 P-1 F1 JAPAN NACertificate of Deposit STANDARD CHARTERED BANK PLC-NEW YORK 85325THR9 07/19/2016 07/19/2016 0.64 25,000,000.00 25,000,000.00 Fixed Standard Chartered PL 0.30 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHARTERED BANK XS1397878387 07/15/2016 07/15/2016 0.67 25,000,000.00 24,979,714.67 Fixed Standard Chartered PL 0.30 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit NORINCHUKIN BANK-NEW YORK 65602T4D0 08/04/2016 08/04/2016 0.62 20,000,000.00 20,000,000.00 Fixed NORINCHUKIN BAN 0.20 A-1 P-1 NR JAPAN NACertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD XS1388742220 06/29/2016 06/29/2016 0.65 100,000,000.00 99,949,528.17 Fixed SUMITOMO MITSUI 1.00 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD XS1380778537 07/14/2016 07/14/2016 0.82 10,000,000.00 9,990,232.69 Fixed SUMITOMO MITSUI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD XS1380343720 06/10/2016 06/10/2016 0.69 5,000,000.00 4,999,145.23 Fixed SUMITOMO MITSUI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW 86563K5R0 08/10/2016 08/10/2016 0.72 25,000,000.00 25,000,000.00 Fixed SUMITOMO MITSUI 0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW 86563K5L3 08/15/2016 08/15/2016 0.73 50,000,000.00 50,000,000.00 Fixed SUMITOMO MITSUI 0.50 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW 86563K5G4 10/14/2016 10/14/2016 0.90 10,000,000.00 10,000,000.00 Fixed SUMITOMO MITSUI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 86563QWW6 07/07/2016 07/07/2016 0.68 10,000,000.00 10,000,000.00 Fixed SUMITOMO MITSUI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 86563QJ92 08/10/2016 08/10/2016 0.65 50,000,000.00 50,000,000.00 Fixed SUMITOMO MITSUI 0.50 A-1 P-1 F1 JAPAN NACertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 86563QE63 07/21/2016 07/21/2016 0.62 50,000,000.00 50,000,000.00 Fixed SUMITOMO MITSUI 0.50 A-1 P-1 F1 JAPAN NA

JPMorgan Liquid Assets Money Market Fund - Capital

Certificate of Deposit STANDARD CHARTERED BANK/SINGAPORE XS1396256171 07/12/2016 07/12/2016 0.70 100,000,000.00 99,920,417.18 Fixed Standard Chartered PL 1.00 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHARTERED BANK PLC-NEW YORK 85325THN8 07/13/2016 07/13/2016 0.64 50,000,000.00 50,000,000.00 Fixed Standard Chartered PL 0.50 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHARTERED BANK XS1404927953 07/29/2016 07/29/2016 0.68 25,000,000.00 24,972,858.87 Fixed Standard Chartered PL 0.30 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit STANDARD CHARTERED BANK XS1400288780 07/20/2016 07/20/2016 0.67 15,000,000.00 14,986,445.71 Fixed Standard Chartered PL 0.20 A-1 P-1 F1 UNITED KINGDOM NACertificate of Deposit SHIZUOKA BANK NEW YORK BRANCH 82487AV87 06/03/2016 06/03/2016 0.58 50,000,000.00 50,000,000.00 Fixed SHIZUOKA BANK 0.50 A-1 P-1 F1 JAPAN NACertificate of Deposit OP CORPORATE BANK PLC XS1419701518 08/22/2016 08/22/2016 0.68 7,000,000.00 6,989,176.99 Fixed OP Cooperative 0.10 A-1+ P-1 NR FINLAND NACertificate of Deposit NORINCHUKIN BANK-NEW YORK 65602TP96 07/01/2016 07/01/2016 0.77 100,000,000.00 100,022,392.00 Fixed NORINCHUKIN BAN 1.00 A-1 P-1 NR JAPAN NACertificate of Deposit NORINCHUKIN BANK-NEW YORK 65602T3H2 07/20/2016 07/20/2016 0.61 100,000,000.00 100,000,000.00 Fixed NORINCHUKIN BAN 1.00 A-1 P-1 NR JAPAN NACertificate of Deposit NORINCHUKIN BANK-NEW YORK 65602T2V2 10/12/2016 10/12/2016 0.88 10,000,000.00 10,000,000.00 Fixed NORINCHUKIN BAN 0.10 A-1 P-1 NR JAPAN NACertificate of Deposit UBS AG STAMFORD BRANCH 90267R4X4 06/07/2016 06/07/2016 0.67 5,000,000.00 5,000,066.25 Fixed UBS AG 0.10 A-1 P-1 NR SWITZERLAND NACertificate of Deposit TORONTO DOMINION BANK LONDON BRANCH XS1416560743 07/20/2016 07/20/2016 0.47 30,000,000.00 29,980,824.31 Fixed The Toronto Dominion 0.30 A-1+ P-1 F1+ CANADA NACertificate of Deposit TORONTO DOMINION BANK LONDON BRANCH XS1416560313 06/20/2016 06/20/2016 0.43 100,000,000.00 99,977,314.56 Fixed The Toronto Dominion 1.00 A-1+ P-1 F1+ CANADA NACertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH XS1392832363 08/19/2016 08/19/2016 0.75 50,000,000.00 49,917,939.19 Fixed NORINCHUKIN BAN 0.50 A-1 P-1 NR JAPAN NACertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH XS1379609313 06/10/2016 06/10/2016 0.64 5,000,000.00 4,999,201.31 Fixed NORINCHUKIN BAN 0.10 A-1 P-1 NR JAPAN NACertificate of Deposit THE CHIBA BANK LTD-NEW YORK 16706BWV6 07/15/2016 07/15/2016 0.64 106,980,000.00 106,980,000.00 Fixed THE CHIBA BANK L 1.10 A-1 P-1 NR JAPAN NACertificate of Deposit THE CHIBA BANK LTD-NEW YORK 16706BWC8 06/10/2016 06/10/2016 0.61 50,000,000.00 50,000,000.00 Fixed THE CHIBA BANK L 0.50 A-1 P-1 NR JAPAN NACertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD XS1394230970 08/08/2016 08/08/2016 0.73 10,000,000.00 9,986,339.41 Fixed SUMITOMO MITSUI 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit KBC BANK NV BE6285791941 07/06/2016 07/06/2016 0.72 25,000,000.00 24,982,652.88 Fixed KBC GROUPE NV 0.30 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6285637375 06/27/2016 06/27/2016 0.70 50,000,000.00 49,974,765.83 Fixed KBC GROUPE NV 0.50 A-1 P-1 F1 BELGIUM NACertificate of Deposit KBC BANK NV BE6285278667 06/10/2016 06/10/2016 0.72 25,000,000.00 24,995,508.35 Fixed KBC GROUPE NV 0.30 A-1 P-1 F1 BELGIUM NACertificate of Deposit ING BANK NV 0ING01DG0 07/29/2016 07/29/2016 0.70 50,000,000.00 50,000,000.00 Fixed ING Groep NV 0.50 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit ING BANK NV 0ING01DF2 06/29/2016 06/29/2016 0.61 50,000,000.00 50,000,000.00 Fixed ING Groep NV 0.50 A-1 P-1 F1 NETHERLANDS NACertificate of Deposit DZ BANK AG - NEW YORK 23328ANY6 09/06/2016 09/06/2016 0.75 10,000,000.00 10,000,000.00 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 0.43 200,000,000.00 199,937,912.00 Fixed DNB ASA 2.00 A-1 P-1 NR NORWAY NACertificate of Deposit DNB BANK ASA XS1423775359 06/27/2016 06/27/2016 0.43 200,000,000.00 199,937,912.00 Fixed DNB ASA 2.00 A-1 P-1 NR NORWAY NACertificate of Deposit NATIXIS - NEW YORK BRANCH 63873FRE0 06/02/2016 06/02/2016 0.68 75,000,000.00 75,000,000.00 Variable GROUP BPCE 0.80 A-1 P-1 F1 FRANCE NACertificate of Deposit NATIXIS - NEW YORK BRANCH 63873FB72 08/31/2016 08/31/2016 0.90 5,000,000.00 5,000,000.00 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NACertificate of Deposit MIZUHO BANK LIMITED-SYDNEY XS1396607902 07/13/2016 07/13/2016 0.74 20,000,000.00 19,982,881.82 Fixed Mizuho Financial Grou0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 60689DUT8 07/19/2016 07/19/2016 0.66 25,000,000.00 25,001,328.65 Fixed Mizuho Financial Grou0.30 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMITED-LONDON XS1405944742 08/02/2016 08/02/2016 0.72 20,000,000.00 19,975,245.56 Fixed Mizuho Financial Grou0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMITED-LONDON XS1401975138 08/31/2016 08/31/2016 0.81 50,000,000.00 49,898,547.44 Fixed Mizuho Financial Grou0.50 A-1 P-1 F1 JAPAN NACertificate of Deposit MIZUHO BANK LIMITED-LONDON XS1380765807 06/13/2016 06/13/2016 0.70 20,000,000.00 19,995,341.57 Fixed Mizuho Financial Grou0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW 60682AR24 08/29/2016 08/29/2016 0.77 20,000,000.00 20,000,000.00 Fixed MITSUBISHI UFJ FIN 0.20 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW 60682AP83 10/13/2016 10/13/2016 0.90 10,000,000.00 10,000,000.00 Fixed MITSUBISHI UFJ FIN 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LOND XS1379137554 06/09/2016 06/09/2016 0.68 5,000,000.00 4,999,245.76 Fixed MITSUBISHI UFJ FIN 0.10 A-1 P-1 F1 JAPAN NACertificate of Deposit LANDESBANK HESSEN-THUERINGEN GIROZENTRA51489NPQ9 07/05/2016 07/05/2016 0.60 100,000,000.00 100,000,000.00 Fixed STATE OF HESSEN 1.00 A-1 P-1 F1+ GERMANY NACertificate of Deposit KBC BANK NV BE6286349707 07/28/2016 07/28/2016 0.75 25,000,000.00 24,970,368.61 Fixed KBC GROUPE NV 0.30 A-1 P-1 F1 BELGIUM NACertificate of Deposit DEXIA CREDIT LOCAL (SOVEREIGN GUARANTEED FR0123581094 06/15/2016 06/15/2016 0.73 50,000,000.00 49,985,835.43 Fixed Dexia Group 0.50 A-1+ P-1 F1+ BELGIUM NACertificate of Deposit DANSKE BANK A/S FR0123720940 07/11/2016 07/11/2016 0.60 70,000,000.00 69,953,404.00 Fixed Danske Bank A/S 0.70 A-1 P-1 F1 DENMARK NAFinancial Company Commercial Paper TORONTO-DOMINION HOLDINGS USA INC. 89116EFQ1 06/24/2016 06/24/2016 0.63 5,000,000.00 4,997,987.50 Fixed The Toronto Dominion 0.10 A-1+ P-1 NR CANADA NAFinancial Company Commercial Paper SVENSKA HANDELSBANKEN AB (PUBL) - NEW YO 86960JG58 07/05/2016 07/05/2016 0.65 10,000,000.00 9,993,861.11 Fixed Svenska Handelsbanke 0.10 A-1+ P-1 F1+ SWEDEN NAFinancial Company Commercial Paper RABOBANK-NEW YORK 21687AGJ6 07/18/2016 07/18/2016 0.66 5,000,000.00 4,995,724.31 Fixed Cooperatieve Raboban 0.10 A-1 P-1 F1+ NETHERLANDS NAFinancial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 63975UG71 07/07/2016 07/07/2016 0.57 100,000,000.00 99,943,000.00 Fixed Nederlandse Watersch 1.00 A-1+ P-1 NR NETHERLANDS NAFinancial Company Commercial Paper NATIONWIDE BUILDING SOCIETY 6385E0HR7 08/25/2016 08/25/2016 0.65 5,000,000.00 4,992,326.38 Fixed Nationwide Building S0.10 A-1 P-1 F1 UNITED KINGDOM NAFinancial Company Commercial Paper NATIONAL BANK OF CANADA 63307NAR8 06/23/2016 09/23/2016 0.81 5,000,000.00 5,000,000.00 Variable National Bank of Cana 0.10 A-1 P-1 F1 CANADA NAFinancial Company Commercial Paper MITSUBISHI UFJ TRUST & BANKING CORP LTD- 60682YHA5 08/10/2016 08/10/2016 0.66 50,000,000.00 49,935,833.34 Fixed MITSUBISHI UFJ FIN 0.50 A-1 P-1 F1 JAPAN NAFinancial Company Commercial Paper MACQUARIE BANK LIMITED 55607KFL5 06/20/2016 06/20/2016 0.63 5,000,000.00 4,998,337.50 Fixed MACQUARIE GROU 0.10 A-1 P-1 F1 AUSTRALIA NAFinancial Company Commercial Paper MACQUARIE BANK LIMITED 55607KF68 06/06/2016 06/06/2016 0.47 45,000,000.00 44,997,065.97 Fixed MACQUARIE GROU 0.50 A-1 P-1 F1 AUSTRALIA NAFinancial Company Commercial Paper BANK NEDERLANDSE GEMEENTEN N.V. 62944GF16 06/01/2016 06/01/2016 0.39 150,000,000.00 150,000,000.00 Fixed Bank Nederlandse Gem 1.50 A-1+ P-1 F1+ NETHERLANDS NAFinancial Company Commercial Paper ANZ NEW ZEALAND (INT'L) LTD 0018A2H82 08/08/2016 08/08/2016 0.63 46,000,000.00 45,945,260.00 Fixed Australia and New Zea 0.50 A-1+ P-1 F1+ AUSTRALIA NAFinancial Company Commercial Paper AGRICULTURAL BANK OF CHINA LIMITED - NEW 00850UF17 06/01/2016 06/01/2016 0.47 100,000,000.00 100,000,000.00 Fixed AGRICULTURAL BA 1.00 A-1 P-1 F1 CHINA NAFinancial Company Commercial Paper INTERCONTINENTAL EXCHANGE GROUP INC 45856WG52 07/05/2016 07/05/2016 0.51 35,000,000.00 34,983,141.67 Fixed INTERCONTINENTA 0.40 A-1 P-1 NR UNITED STATES NAFinancial Company Commercial Paper ING (US) FUNDING LLC 4497W0K31 10/03/2016 10/03/2016 0.90 5,000,000.00 4,984,586.11 Fixed ING Groep NV 0.10 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper ING (US) FUNDING LLC 4497W0HB7 08/11/2016 08/11/2016 0.70 25,000,000.00 24,965,486.11 Fixed ING Groep NV 0.30 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper ING (US) FUNDING LLC 4497W0FA1 06/10/2016 06/10/2016 0.67 20,000,000.00 19,996,650.00 Fixed ING Groep NV 0.20 A-1 P-1 NR NETHERLANDS NAFinancial Company Commercial Paper DNB BANK ASA 2332K0FM9 06/21/2016 06/21/2016 0.61 10,000,000.00 9,996,638.89 Fixed DNB ASA 0.10 A-1 P-1 NR NORWAY NAFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 23305DGN9 07/22/2016 07/22/2016 0.53 25,000,000.00 24,981,229.17 Fixed DBS GROUP HOLDIN 0.30 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 23305DGF6 07/15/2016 07/15/2016 0.59 91,000,000.00 90,934,378.89 Fixed DBS GROUP HOLDIN 0.90 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 23305DFA8 06/10/2016 06/10/2016 0.42 30,000,000.00 29,996,850.00 Fixed DBS GROUP HOLDIN 0.30 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 23305DF67 06/06/2016 06/06/2016 0.42 100,000,000.00 99,994,166.67 Fixed DBS GROUP HOLDIN 1.00 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 23305DF34 06/03/2016 06/03/2016 0.42 100,000,000.00 99,997,666.67 Fixed DBS GROUP HOLDIN 1.00 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper DANSKE CORPORATION 2363F6GJ3 07/18/2016 07/18/2016 0.58 25,000,000.00 24,981,232.64 Fixed Danske Bank A/S 0.30 A-1 P-1 F1 DENMARK NAFinancial Company Commercial Paper CAISSE CENTRALE DESJARDINS 1280C2FT1 06/27/2016 06/27/2016 0.58 29,061,000.00 29,048,826.67 Fixed CAISSE CENTRALE 0.30 A-1 P-1 F1+ CANADA NAFinancial Company Commercial Paper CAISSE CENTRALE DESJARDINS 1280C2F79 06/07/2016 06/07/2016 0.61 5,000,000.00 4,999,491.67 Fixed CAISSE CENTRALE 0.10 A-1 P-1 F1+ CANADA NAFinancial Company Commercial Paper CAISSE CENTRALE DESJARDINS 1280C2F12 06/01/2016 06/01/2016 0.40 50,000,000.00 50,000,000.00 Fixed CAISSE CENTRALE 0.50 A-1 P-1 F1+ CANADA NAFinancial Company Commercial Paper BPCE SA 05571BJ12 09/01/2016 09/01/2016 0.76 10,000,000.00 9,980,705.55 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BPCE SA 05571BG15 07/01/2016 07/01/2016 0.67 20,000,000.00 19,988,833.33 Fixed GROUP BPCE 0.20 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 09659BGC8 07/12/2016 07/12/2016 0.69 10,000,000.00 9,992,141.67 Fixed BNP Paribas 0.10 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BANK NEDERLANDSE GEMEENTEN N.V. 62944GF24 06/02/2016 06/02/2016 0.39 100,000,000.00 99,998,916.67 Fixed Bank Nederlandse Gem 1.00 A-1+ P-1 F1+ NETHERLANDS NAFinancial Company Commercial Paper SKANDINAVISKA ENSKILDA BANKEN AB 83050TG62 07/06/2016 07/06/2016 0.65 15,000,000.00 14,990,520.83 Fixed Skandinaviska Enskild 0.20 A-1 P-1 F1+ SWEDEN NAFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 23305DF91 06/09/2016 06/09/2016 0.42 20,000,000.00 19,998,133.33 Fixed DBS GROUP HOLDIN 0.20 A-1+ P-1 F1+ SINGAPORE NAFinancial Company Commercial Paper CREDIT SUISSE AG - NEW YORK BRANCH 2254EAF16 06/01/2016 06/01/2016 0.80 50,000,000.00 50,000,000.00 Fixed Credit Suisse Group 0.50 A-1 P-1 F1 SWITZERLAND NAFinancial Company Commercial Paper BPCE SA 05571BK36 10/03/2016 10/03/2016 0.89 5,000,000.00 4,984,672.22 Fixed GROUP BPCE 0.10 A-1 P-1 F1 FRANCE NAFinancial Company Commercial Paper BANK NEDERLANDSE GEMEENTEN N.V. 62944GFW8 06/30/2016 06/30/2016 0.45 200,000,000.00 199,927,500.00 Fixed Bank Nederlandse Gem 2.00 A-1+ P-1 F1+ NETHERLANDS NAFinancial Company Commercial Paper ANZ NEW ZEALAND (INT'L) LTD 0018A2H58 08/05/2016 08/05/2016 0.63 5,000,000.00 4,994,312.50 Fixed Australia and New Zea 0.10 A-1+ P-1 F1+ AUSTRALIA NANon-Financial Company Commercial Paper IBM CORPORATION 45920FFW3 06/30/2016 06/30/2016 0.44 200,000,000.00 199,929,111.10 Fixed IBM CORPORATION 2.00 A-1+ P-1 F1 UNITED STATES NANon-Financial Company Commercial Paper CHEVRON CORP 16677JGK6 07/19/2016 07/19/2016 0.55 50,000,000.00 49,963,333.33 Fixed Chevron Corp 0.50 A-1+ P-1 NR UNITED STATES NANon-Financial Company Commercial Paper CAISSE D'AMORTISSEMENT DE LA DETTE SOCIA 12802VG59 07/05/2016 07/05/2016 0.59 150,000,000.00 149,916,416.70 Fixed Caisse D'Amortissemen 1.50 NR P-1 F1+ FRANCE NANon-Financial Company Commercial Paper CAISSE D'AMORTISSEMENT DE LA DETTE SOCIA 12802VG67 07/06/2016 07/06/2016 0.59 275,000,000.00 274,842,256.90 Fixed Caisse D'Amortissemen 2.80 NR P-1 F1+ FRANCE NANon-Negotiable Time Deposit SWEDBANK AB 0SWB02JI7 06/01/2016 06/01/2016 0.37 100,000,000.00 100,000,000.00 Fixed Swedbank AB 1.00 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit NORDEA BANK FINLAND PLC 0MBK01AQ6 06/02/2016 06/02/2016 0.37 100,000,000.00 100,000,000.00 Fixed Nordea Bank AB 1.00 A-1+ P-1 F1+ SWEDEN NANon-Negotiable Time Deposit COOPERATIEVE RABOBANK U.A 0RAB02DQ1 06/01/2016 06/01/2016 0.38 250,000,000.00 250,000,000.00 Fixed Cooperatieve Raboban 2.60 A-1 P-1 F1+ NETHERLANDS NANon-Negotiable Time Deposit CITIBANK NA-PUERTO RICO 0CPR01HF5 06/01/2016 06/01/2016 0.37 100,000,000.00 100,000,000.00 Fixed Citigroup 1.00 A-1 P-1 F1 UNITED STATES NANon-Negotiable Time Deposit CHINA CONSTRUCTION BANK CORPORATION NEW0RW002EC1 06/01/2016 06/01/2016 0.42 100,000,000.00 100,000,000.00 Fixed CHINA CONSTRUCT 1.00 A-1 P-1 F1 CHINA NANon-Negotiable Time Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-L 0PY001DC6 06/02/2016 06/02/2016 0.38 75,000,000.00 75,000,000.00 Fixed Australia and New Zea 0.80 A-1+ P-1 F1+ AUSTRALIA NANon-Negotiable Time Deposit KBC BANK NV 0KBC01OO8 06/01/2016 06/01/2016 0.30 300,000,000.00 300,000,000.00 Fixed KBC GROUPE NV 3.10 A-1 P-1 F1 BELGIUM NANon-Negotiable Time Deposit CREDIT AGRICOLE CORPORATE AND INVESTMEN 0BC001JS0 06/01/2016 06/01/2016 0.30 95,462,000.00 95,462,000.00 Fixed CREDIT AGRICOLE 1.00 A-1 P-1 F1 FRANCE NANon-Negotiable Time Deposit BANK OF CHINA-NEW YORK 0RP001AF8 06/01/2016 06/01/2016 0.42 100,000,000.00 100,000,000.00 Fixed BANK OF CHINA LIM1.00 A-1 P-1 F1 CHINA NA

Other Investment (Corporate Note) WELLS FARGO BANK NATIONAL ASSOCIATION 94985H3U6 06/17/2016 09/14/2016 0.75 185,000,000.00 185,000,000.00 Variable Wells Fargo & Co. 1.90 A-1+ P-1 F1+ UNITED STATES NAOther Investment (Corporate Note) ROYAL BANK OF CANADA 78008FBL7 06/18/2016 09/09/2016 0.75 85,000,000.00 85,000,000.00 Fixed Royal Bank of Canada 0.90 A-1+ P-1 F1+ CANADA NAOther Investment (Corporate Note) AUSTRALIA & NEW ZEALAND BANKING GROUP LI 05252TBQ2 06/03/2016 08/26/2016 0.84 250,000,000.00 250,000,000.00 Fixed Australia and New Zea 2.60 A-1+ P-1 F1+ AUSTRALIA NAOther Repurchase Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL 0MLP02MI7 06/01/2016 06/01/2016 0.87 150,000,000.00 150,000,000.00 Fixed Bank of America Corp 1.50 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL 0MLP02LP2 07/21/2016 07/21/2016 1.05 175,000,000.00 175,000,000.00 Variable Bank of America Corp 1.80 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement HSBC SECURITIES (USA) INC (NON-TRADITION 0HSN19J45 06/01/2016 06/01/2016 0.53 170,000,000.00 170,000,000.00 Fixed HSBC Holdings PLC 1.70 A-1+ NR NR UNITED KINGDOM NAOther Repurchase Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADI 0CGM01EF9 06/24/2016 06/24/2016 1.09 25,000,000.00 25,000,000.00 Fixed Citigroup 0.30 A-1 NR F1 UNITED STATES NAOther Repurchase Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADI 0CGM01EE2 06/24/2016 06/24/2016 1.09 25,000,000.00 25,000,000.00 Fixed Citigroup 0.30 A-1 NR F1 UNITED STATES NAU.S. Government Agency Repurchase Agreem RBC CAPITAL MARKETS LLC (REPO) 0PO002FD1 06/07/2016 06/07/2016 0.40 50,000,000.00 50,000,000.00 Fixed Royal Bank of Canada 0.50 A-1+ P-1 NR CANADA NAVariable Rate Demand Note JETS STADIUM FINANCE 477182AA7 06/07/2016 06/07/2016 0.45 4,985,000.00 4,985,000.00 Variable SUMITOMO MITSUI 0.10 A-1 F-1+ JAPAN NAVariable Rate Demand Note JETS STADIUM DEVELOPMENT 477181AJ0 06/07/2016 06/07/2016 0.45 16,855,000.00 16,855,000.00 Variable SUMITOMO MITSUI 0.20 NR NR NR JAPAN NAGrand Total 9,765,544,311.67 101.40










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.










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




of 5

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 0.40% 05/02/16 05/02/16 03664AE20 50,000,000.00 49,999,444.44 0.47 P-1 A-1 FRANCEAsset Backed Commercial Paper ANTALIS SA 0.40% 05/03/16 05/03/16 03664AE38 45,850,000.00 45,848,981.11 0.43 P-1 A-1 FRANCEAsset Backed Commercial Paper ANTALIS SA 0.68% 07/07/16 07/07/16 03664AG77 10,000,000.00 9,987,344.44 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.50% 06/02/16 06/02/16 04821TF26 15,000,000.00 14,993,333.33 0.14 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.60% 07/06/16 07/06/16 04821TG66 50,000,000.00 49,945,000.00 0.47 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL S.A. 0.62% 07/06/16 07/06/16 06945LG69 50,000,000.00 49,943,166.67 0.47 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL S.A. 0.62% 07/28/16 07/28/16 06945LGU6 65,000,000.00 64,901,488.89 0.61 P-1 A-1 FRANCEAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.60% 07/18/16 07/18/16 13738JGJ3 50,000,000.00 49,935,000.00 0.47 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.60% 07/05/16 07/05/16 13738JG53 20,000,000.00 19,978,333.33 0.19 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 0.47 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CEDAR SPRINGS CAPITAL COMPANY LLC 0.64% 06/16/16 06/16/16 15060XFG2 33,000,000.00 32,973,013.34 0.31 P-1 A-1 SWITZERLANDAsset Backed Commercial Paper CEDAR SPRINGS CAPITAL COMPANY LLC 0.66% 06/06/16 06/06/16 15060XF64 25,000,000.00 24,983,500.00 0.24 P-1 A-1 SWITZERLANDAsset Backed Commercial Paper CEDAR SPRINGS CAPITAL COMPANY LLC 0.67% 05/19/16 05/19/16 15060XEK4 26,000,000.00 25,991,290.00 0.25 P-1 A-1 SWITZERLANDAsset Backed Commercial Paper CHARTA LLC 0.57% 06/22/16 06/22/16 16115UFN6 48,300,000.00 48,260,233.00 0.46 P-1 A-1 UNITED STATESAsset Backed Commercial Paper CROWN POINT CAPITAL COMPANY LLC 0.48% 05/16/16 05/16/16 2284K0EG6 54,000,000.00 53,989,200.00 0.51 P-1 A-1 UNITED STATESAsset Backed Commercial Paper DCAT LLC 0.56% 05/10/16 05/10/16 24023GEA1 15,000,000.00 14,997,900.00 0.14 P-1 A-1 UNITED STATESAsset Backed Commercial Paper FAIRWAY FINANCE CORPORATION 0.82% 05/21/16 10/21/16 30601YTG0 2,000,000.00 2,000,000.00 0.02 P-1 A-1 CANADAAsset Backed Commercial Paper GOTHAM FUNDING CORPORATION 0.47% 05/06/16 05/06/16 38346LE69 7,000,000.00 6,999,543.05 0.07 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 0.24 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.60% 05/02/16 05/02/16 48802TTR6 25,000,000.00 24,999,583.33 0.24 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.60% 05/03/16 05/03/16 48802WC30 25,000,000.00 24,999,166.67 0.24 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 05/26/16 05/26/16 48802WD21 95,000,000.00 94,959,756.95 0.90 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 06/01/16 06/01/16 48803MAF6 25,000,000.00 24,986,868.06 0.24 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.62% 08/02/16 08/02/16 48802TH24 150,000,000.00 149,761,687.50 1.41 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING,LLC 0.00% 08/03/16 08/03/16 4C5179P 10,000,000.00 9,984,922.22 0.09 P-1 A-1+ GERMANYAsset Backed Commercial Paper LIBERTY STREET FUNDING LLC 0.41% 05/25/16 05/25/16 53127TER0 25,000,000.00 24,993,166.67 0.24 P-1 A-1 CANADAAsset Backed Commercial Paper LMA AMERICAS LLC 0.61% 07/07/16 07/07/16 53944QG79 30,000,000.00 29,965,941.67 0.28 P-1 A-1 FRANCEAsset Backed Commercial Paper MATCHPOINT FINANCE PLC 0.69% 08/17/16 08/17/16 57666AHH8 25,000,000.00 24,948,250.00 0.24 P-1 A-1 FRANCEAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.57% 07/25/16 07/25/16 59157TGR8 18,441,000.00 18,416,181.49 0.17 P-1 A-1+ UNITED STATESAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.58% 05/24/16 05/24/16 59157TEQ2 25,000,000.00 24,990,736.11 0.24 P-1 A-1+ UNITED STATESAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.60% 07/18/16 07/18/16 59157TGJ6 32,900,000.00 32,857,230.00 0.31 P-1 A-1+ UNITED STATESAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.60% 07/29/16 07/29/16 59157TGV9 20,000,000.00 19,970,333.33 0.19 P-1 A-1+ UNITED STATESAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.65% 08/22/16 08/22/16 59157THN6 63,600,000.00 63,470,238.33 0.60 P-1 A-1+ UNITED STATESAsset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.51% 06/16/16 06/16/16 65409RFG0 115,000,000.00 114,925,058.33 1.09 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.60% 05/10/16 05/10/16 65409REA4 25,000,000.00 24,996,250.00 0.24 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper REGENCY MARKETS NO 1 LLC 0.44% 05/18/16 05/18/16 7588R0EJ2 80,178,000.00 80,161,340.79 0.76 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper REGENCY MARKETS NO 1 LLC 0.37% 05/05/16 05/05/16 7588R0E52 36,521,000.00 36,519,498.58 0.35 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper RIDGEFIELD FUNDING COMPANY LLC - SERIES A 0.71% 08/15/16 08/15/16 76582JHF4 10,000,000.00 9,979,094.45 0.09 P-1 A-1 FRANCEAsset Backed Commercial Paper VERSAILLES COMMERCIAL PAPER LLC 0.65% 05/12/16 05/12/16 92512LEC1 75,000,000.00 74,985,104.17 0.71 P-1 A-1 FRANCEAsset Backed Commercial Paper VICTORY RECEIVABLES CORPORATION 0.61% 07/05/16 07/05/16 92646KG55 25,000,000.00 24,972,465.28 0.24 P-1 A-1 JAPANCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.63% 07/08/16 07/08/16 4C1140N 15,000,000.00 14,982,178.36 0.14 P-1 A-1 NETHERLANDSCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.65% 06/29/16 06/29/16 3C9104N 29,000,000.00 28,969,153.73 0.27 P-1 A-1 NETHERLANDSCertificate of Deposit AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.45% 05/04/16 05/04/16 00850RL82 100,000,000.00 100,000,000.00 0.94 P-1 A-1 CHINACertificate of Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.62% 05/27/16 05/27/16 0PY001BJ3 15,000,000.00 15,000,000.00 0.14 P-1 A-1+ AUSTRALIACertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.61% 05/11/16 05/11/16 06538MPT0 25,000,000.00 25,000,000.00 0.24 P-1 A-1 JAPANCertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.70% 05/25/16 05/25/16 06538MMU0 33,000,000.00 33,000,000.00 0.31 P-1 A-1 JAPANCertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.73% 06/08/16 06/08/16 06538MMV8 26,000,000.00 26,000,000.00 0.25 P-1 A-1 JAPANCertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.70% 06/01/16 06/01/16 3C1683N 20,000,000.00 20,000,000.00 0.19 P-1 A-1 FRANCECertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.71% 05/03/16 05/03/16 2C8607N 80,000,000.00 79,996,872.67 0.76 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS NY BRANCH 0.88% 10/12/16 10/12/16 05574R3B9 5,000,000.00 5,000,000.00 0.05 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS SA 0.63% 05/02/16 05/02/16 2C7877N 70,000,000.00 69,998,777.18 0.66 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS SA 0.71% 08/15/16 08/15/16 4C2318N 25,000,000.00 24,947,861.47 0.24 P-1 A-1 FRANCECertificate of Deposit CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH 0.56% 08/01/16 08/01/16 13606AVT2 75,000,000.00 75,000,000.00 0.71 P-1 A-1 CANADACertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.46% 05/04/16 05/04/16 16891UNF4 50,000,000.00 50,000,000.00 0.47 P-1 A-1 CHINACertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.64% 08/15/16 08/15/16 4C1846N 25,000,000.00 24,952,992.42 0.24 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.67% 05/17/16 05/17/16 2C7016N 125,000,000.00 124,962,862.76 1.18 P-1 A-1 NETHERLANDS

JPM Liquid Assets MM Fund

of 5



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country


Certificate of Deposit COÖPERATIEVE RABOBANK U.A 0.67% 05/20/16 05/20/16 2C7011N 25,000,000.00 24,991,180.42 0.24 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.68% 05/02/16 05/02/16 2C5594N 40,000,000.00 39,999,246.08 0.38 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.90% 09/19/16 09/19/16 3C7305N 5,000,000.00 4,982,456.57 0.05 P-1 A-1 NETHERLANDSCertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.72% 06/01/16 06/01/16 22534HEV9 125,000,000.00 125,000,000.00 1.18 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.67% 08/01/16 08/01/16 22534HHG9 50,000,000.00 50,000,000.00 0.47 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.90% 10/05/16 10/05/16 22534HGJ4 10,000,000.00 10,000,000.00 0.09 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.69% 06/01/16 06/01/16 3C1408N 65,000,000.00 64,961,461.22 0.61 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.70% 05/03/16 05/03/16 0CIE01AE2 33,000,000.00 32,998,719.11 0.31 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.72% 05/10/16 05/10/16 22536TZE6 25,000,000.00 25,000,000.00 0.24 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.72% 05/13/16 05/13/16 22536TZF3 55,000,000.00 55,000,000.00 0.52 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.90% 07/25/16 07/25/16 22536TZJ5 35,000,000.00 35,000,000.00 0.33 P-1 A-1 FRANCECertificate of Deposit DANSKE BANK A/S 0.60% 07/11/16 07/11/16 4C1406N 70,000,000.00 69,917,292.10 0.66 P-1 A-1 DENMARKCertificate of Deposit DANSKE BANK A/S 0.61% 05/11/16 05/11/16 3C1489N 38,000,000.00 37,993,518.30 0.36 P-1 A-1 DENMARKCertificate of Deposit DEXIA CREDIT LOCAL (SOVEREIGN GUARANTEED) 0.73% 06/15/16 06/15/16 3C4874N 50,000,000.00 49,954,471.03 0.47 P-1 A-1+ BELGIUMCertificate of Deposit DNB BANK ASA 0.80% 08/18/16 08/18/16 23340QCT8 41,025,000.00 41,042,250.80 0.39 P-1 A-1 NORWAYCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.60% 05/10/16 05/10/16 3C1182N 50,000,000.00 49,992,511.25 0.47 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - NEW YORK 0.64% 08/12/16 08/12/16 23328APG3 25,000,000.00 25,000,000.00 0.24 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - NEW YORK 0.75% 09/06/16 09/06/16 23328ANY6 10,000,000.00 10,000,000.00 0.09 P-1 A-1+ GERMANYCertificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.46% 05/03/16 05/03/16 45580DCF9 110,000,000.00 110,000,000.00 1.04 P-1 A-1 CHINACertificate of Deposit ING BANK NV 0.61% 06/29/16 06/29/16 0ING01DF2 50,000,000.00 50,000,000.00 0.47 P-1 A-1 NETHERLANDSCertificate of Deposit ING BANK NV 0.70% 05/23/16 05/23/16 0ING03HV9 80,000,000.00 80,000,000.00 0.76 P-1 A-1 NETHERLANDSCertificate of Deposit ING BANK NV 0.70% 07/29/16 07/29/16 0ING01DG0 50,000,000.00 50,000,000.00 0.47 P-1 A-1 NETHERLANDSCertificate of Deposit ING BANK NV 0.72% 08/08/16 08/08/16 0ING01E46 50,000,000.00 50,000,000.00 0.47 P-1 A-1 NETHERLANDSCertificate of Deposit KBC BANK NV 0.68% 05/23/16 05/23/16 3C3278N 31,000,000.00 30,987,139.68 0.29 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.70% 05/06/16 05/06/16 3C0279N 50,000,000.00 49,995,147.58 0.47 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.70% 06/27/16 06/27/16 3C9724N 50,000,000.00 49,944,678.94 0.47 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.72% 07/06/16 07/06/16 4C0647N 25,000,000.00 24,967,288.30 0.24 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.72% 06/10/16 06/10/16 3C5887N 25,000,000.00 24,980,037.10 0.24 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.72% 07/07/16 07/07/16 4C0826N 15,000,000.00 14,979,936.56 0.14 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.75% 07/28/16 07/28/16 4C4388N 25,000,000.00 24,954,253.30 0.24 P-1 A-1 BELGIUMCertificate of Deposit LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 0.60% 07/05/16 07/05/16 51489NPQ9 100,000,000.00 100,000,000.00 0.94 P-1 A-1 GERMANYCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 06/09/16 06/09/16 3C5854N 5,000,000.00 4,996,323.06 0.05 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.76% 05/16/16 05/16/16 2C6760N 10,000,000.00 9,996,849.83 0.09 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.76% 05/16/16 05/16/16 2C6989N 12,000,000.00 11,996,219.70 0.11 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.77% 08/29/16 08/29/16 60682AR24 20,000,000.00 20,000,000.00 0.19 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.90% 10/13/16 10/13/16 60682AP83 10,000,000.00 10,000,000.00 0.09 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.00% 08/02/16 08/02/16 4C5130N 20,000,000.00 19,963,267.60 0.19 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.70% 06/13/16 06/13/16 3C6574N 20,000,000.00 19,983,307.31 0.19 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.80% 08/31/16 08/31/16 4C3709N 50,000,000.00 49,863,986.68 0.47 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 0.66% 07/19/16 07/19/16 60689DUT8 25,000,000.00 25,002,186.74 0.24 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-SYDNEY 0.70% 05/20/16 05/20/16 3C3052N 50,000,000.00 49,981,560.40 0.47 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-SYDNEY 0.73% 07/13/16 07/13/16 4C2049N 20,000,000.00 19,970,246.96 0.19 P-1 A-1 JAPANCertificate of Deposit NATIXIS - NEW YORK BRANCH 0.34% 06/02/16 06/02/16 63873FRE0 75,000,000.00 75,000,000.00 0.71 P-1 A-1 FRANCECertificate of Deposit NATIXIS - NEW YORK BRANCH 0.90% 08/31/16 08/31/16 63873FB72 5,000,000.00 5,000,000.00 0.05 P-1 A-1 FRANCECertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.53% 05/10/16 05/10/16 65602TA68 50,000,000.00 50,001,611.82 0.47 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 05/12/16 05/12/16 65602TR52 20,000,000.00 20,000,000.00 0.19 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 0.94 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.62% 08/04/16 08/04/16 65602T4D0 20,000,000.00 20,000,000.00 0.19 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.63% 05/24/16 05/24/16 65602TR94 35,000,000.00 35,000,000.00 0.33 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.88% 10/12/16 10/12/16 65602T2V2 10,000,000.00 10,000,000.00 0.09 P-1 A-1 JAPANCertificate of Deposit OP CORPORATE BANK PLC 0.64% 05/20/16 05/20/16 3C2819N 25,000,000.00 24,991,569.22 0.24 P-1 A-1 FINLANDCertificate of Deposit OVERSEA-CHINESE BANKING CORPORATION-LONDON 0.60% 05/27/16 05/27/16 3C4026N 25,000,000.00 24,989,183.07 0.24 P-1 A-1+ SINGAPORECertificate of Deposit RABOBANK/AUSTRALIA 0.64% 05/06/16 05/06/16 2C9058N 23,000,000.00 22,997,959.19 0.22 P-1 A-1 NETHERLANDSCertificate of Deposit SHIZUOKA BANK NEW YORK BRANCH 0.58% 06/03/16 06/03/16 82487AV87 50,000,000.00 50,000,000.00 0.47 P-1 A-1 JAPANCertificate of Deposit STANDARD CHARTERED BANK 0.66% 07/15/16 07/15/16 4C2521N 25,000,000.00 24,965,422.73 0.24 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK 0.67% 07/20/16 07/20/16 4C2992N 15,000,000.00 14,977,870.55 0.14 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


Certificate of Deposit STANDARD CHARTERED BANK 0.67% 07/29/16 07/29/16 4C4664N 25,000,000.00 24,958,352.40 0.24 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK PLC-NEW YORK 0.64% 07/13/16 07/13/16 85325THN8 50,000,000.00 50,000,000.00 0.47 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK PLC-NEW YORK 0.64% 07/19/16 07/19/16 85325THR9 25,000,000.00 25,000,000.00 0.24 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK/SINGAPORE 0.70% 07/12/16 07/12/16 4C2008N 100,000,000.00 99,860,244.80 0.94 P-1 A-1 UNITED KINGDOMCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.62% 07/21/16 07/21/16 86563QE63 50,000,000.00 50,000,000.00 0.47 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.65% 08/10/16 08/10/16 86563QJ92 50,000,000.00 50,000,000.00 0.47 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.68% 07/07/16 07/07/16 86563QWW6 10,000,000.00 10,000,000.00 0.09 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION EUROPE LTD 0.65% 07/01/16 07/01/16 3C9691N 60,000,000.00 59,934,026.11 0.57 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.72% 08/10/16 08/10/16 86563K5R0 25,000,000.00 25,000,000.00 0.24 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.73% 08/15/16 08/15/16 86563K5L3 50,000,000.00 50,000,000.00 0.47 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.84% 05/01/16 11/01/16 86563K6K4 5,000,000.00 5,000,000.00 0.05 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.90% 10/14/16 10/14/16 86563K5G4 10,000,000.00 10,000,000.00 0.09 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.65% 06/29/16 06/29/16 3C9085N 100,000,000.00 99,893,648.65 0.94 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.68% 06/10/16 06/10/16 3C6324N 5,000,000.00 4,996,201.03 0.05 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.69% 05/13/16 05/13/16 3C1699N 15,000,000.00 14,996,556.01 0.14 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.70% 05/19/16 05/19/16 3C2798N 30,000,000.00 29,989,518.36 0.28 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.73% 08/08/16 08/08/16 4C0863N 10,000,000.00 9,980,111.79 0.09 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.82% 07/14/16 07/14/16 3C6600N 10,000,000.00 9,983,191.14 0.09 P-1 A-1 JAPANCertificate 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 0.47 P-1 A-1 JAPANCertificate of Deposit THE CHIBA BANK LTD-NEW YORK 0.64% 05/18/16 05/18/16 16706BVU9 50,000,000.00 50,000,000.00 0.47 P-1 A-1 JAPANCertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH 0.64% 06/10/16 06/10/16 3C6053N 5,000,000.00 4,996,450.26 0.05 P-1 A-1 JAPANCertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH 0.75% 08/19/16 08/19/16 4C0650N 50,000,000.00 49,885,738.11 0.47 P-1 A-1 JAPANCertificate of Deposit UBS AG STAMFORD BRANCH 0.67% 06/07/16 06/07/16 90267R4X4 5,000,000.00 5,000,408.54 0.05 P-1 A-1 SWITZERLANDCertificate of Deposit WELLS FARGO BANK NATIONAL ASSOCIATION 0.63% 05/02/16 05/02/16 94988EPK8 65,000,000.00 65,000,000.00 0.61 P-1 A-1+ UNITED STATESFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.62% 05/02/16 05/02/16 00084BE26 16,000,000.00 15,999,724.44 0.15 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.62% 05/09/16 05/09/16 00084BE91 53,000,000.00 52,992,697.78 0.50 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.62% 05/17/16 05/17/16 00084BEH3 75,000,000.00 74,979,333.33 0.71 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.70% 05/03/16 05/03/16 00850UE34 50,000,000.00 49,998,750.00 0.47 P-1 A-1 CHINAFinancial Company Commercial Paper ANZ NEW ZEALAND (INT'L) LTD 0.63% 08/05/16 08/05/16 0018A2H58 5,000,000.00 4,991,600.00 0.05 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper ANZ NEW ZEALAND (INT'L) LTD 0.63% 08/08/16 08/08/16 0018A2H82 46,000,000.00 45,920,305.00 0.43 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper BANK NEDERLANDSE GEMEENTEN N.V. 0.41% 05/02/16 05/02/16 62944GE25 434,530,000.00 434,524,997.15 4.11 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper BNP PARIBAS DUBLIN BRANCH 0.41% 05/13/16 05/13/16 09658YED9 100,000,000.00 99,986,333.20 0.94 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.38% 05/03/16 05/03/16 09659BE30 125,000,000.00 124,997,361.11 1.18 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.67% 05/13/16 05/13/16 09659BED8 11,000,000.00 10,997,543.33 0.10 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.69% 07/12/16 07/12/16 09659BGC8 10,000,000.00 9,986,200.00 0.09 P-1 A-1 FRANCEFinancial Company Commercial Paper BPCE SA 0.67% 07/01/16 07/01/16 05571BG15 20,000,000.00 19,977,294.44 0.19 P-1 A-1 FRANCEFinancial Company Commercial Paper BPCE SA 0.76% 09/01/16 09/01/16 05571BJ12 10,000,000.00 9,974,204.16 0.09 P-1 A-1 FRANCEFinancial Company Commercial Paper BPCE SA 0.89% 10/03/16 10/03/16 05571BK36 5,000,000.00 4,980,840.28 0.05 P-1 A-1 FRANCEFinancial Company Commercial Paper CAISSE CENTRALE DESJARDINS 0.61% 06/07/16 06/07/16 1280C2F79 5,000,000.00 4,996,865.28 0.05 P-1 A-1 CANADAFinancial Company Commercial Paper CAISSE CENTRALE DESJARDINS 0.57% 05/02/16 05/02/16 1280C2E21 37,000,000.00 36,999,414.17 0.35 P-1 A-1 CANADAFinancial Company Commercial Paper CAISSE CENTRALE DESJARDINS 0.58% 06/27/16 06/27/16 1280C2FT1 29,061,000.00 29,034,312.31 0.27 P-1 A-1 CANADAFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/18/16 05/18/16 12800AEJ9 26,000,000.00 25,992,694.72 0.25 P-1 A-1+ FRANCEFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/19/16 05/19/16 12800AEK6 53,500,000.00 53,484,012.50 0.51 P-1 A-1+ FRANCEFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/20/16 05/20/16 12800AEL4 40,000,000.00 39,987,333.33 0.38 P-1 A-1+ FRANCEFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/27/16 05/27/16 12800AET7 65,000,000.00 64,971,833.33 0.61 P-1 A-1+ FRANCEFinancial Company Commercial Paper CREDIT SUISSE AG - NEW YORK BRANCH 0.70% 05/06/16 05/06/16 2254EAE66 35,000,000.00 34,996,597.22 0.33 P-1 A-1 SWITZERLANDFinancial Company Commercial Paper CREDIT SUISSE AG - NEW YORK BRANCH 0.80% 06/01/16 06/01/16 2254EAF16 50,000,000.00 49,965,555.55 0.47 P-1 A-1 SWITZERLANDFinancial Company Commercial Paper DANSKE CORPORATION 0.58% 07/18/16 07/18/16 2363F6GJ3 25,000,000.00 24,968,854.16 0.24 P-1 A-1 DENMARKFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 0.42% 05/03/16 05/03/16 23305DE35 25,000,000.00 24,999,416.67 0.24 P-1 A-1+ SINGAPOREFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 0.59% 07/15/16 07/15/16 23305DGF6 91,000,000.00 90,888,145.83 0.86 P-1 A-1+ SINGAPOREFinancial Company Commercial Paper DNB BANK ASA 0.61% 06/21/16 06/21/16 2332K0FM9 10,000,000.00 9,991,429.17 0.09 P-1 A-1 NORWAYFinancial Company Commercial Paper HSBC USA INC. 0.58% 05/10/16 05/10/16 40434PEA0 20,000,000.00 19,997,100.00 0.19 P-1 A-1 UNITED KINGDOMFinancial Company Commercial Paper ING (US) FUNDING LLC 0.67% 06/10/16 06/10/16 4497W0FA1 20,000,000.00 19,985,111.11 0.19 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ING (US) FUNDING LLC 0.70% 08/11/16 08/11/16 4497W0HB7 25,000,000.00 24,950,416.67 0.24 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ING (US) FUNDING LLC 0.90% 10/03/16 10/03/16 4497W0K31 5,000,000.00 4,980,732.64 0.05 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper INTERCONTINENTAL EXCHANGE GROUP INC 0.50% 05/09/16 05/09/16 45856WE96 81,000,000.00 80,991,000.00 0.77 P-1 A-1 UNITED STATES

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Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country


Financial Company Commercial Paper MACQUARIE BANK LIMITED 0.63% 06/06/16 06/06/16 55607KF68 5,000,000.00 4,996,875.00 0.05 P-1 A-1 AUSTRALIAFinancial Company Commercial Paper MACQUARIE BANK LIMITED 0.63% 06/20/16 06/20/16 55607KFL5 5,000,000.00 4,995,625.00 0.05 P-1 A-1 AUSTRALIAFinancial Company Commercial Paper MITSUBISHI UFJ TRUST & BANKING CORP LTD- SINGAPORE BRANCH 0.66% 08/10/16 08/10/16 60682YHA5 50,000,000.00 49,907,416.67 0.47 P-1 A-1 JAPANFinancial Company Commercial Paper MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.70% 05/03/16 05/03/16 60682WE38 50,000,000.00 49,998,055.56 0.47 P-1 A-1 JAPANFinancial Company Commercial Paper NATIONAL BANK OF CANADA 0.80% 05/23/16 09/23/16 63307NAR8 5,000,000.00 5,000,000.00 0.05 P-1 A-1 CANADAFinancial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.40% 05/02/16 05/02/16 63975UE24 100,000,000.00 99,998,888.89 0.94 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.51% 05/04/16 05/04/16 63975UE40 45,500,000.00 45,498,066.67 0.43 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.57% 07/07/16 07/07/16 63975UG71 100,000,000.00 99,893,916.67 0.94 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.58% 05/12/16 05/12/16 63975UEC2 75,000,000.00 74,986,708.33 0.71 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper RABOBANK-NEW YORK 0.66% 07/18/16 07/18/16 21687AGJ6 5,000,000.00 4,992,904.17 0.05 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper SKANDINAVISKA ENSKILDA BANKEN AB 0.65% 07/06/16 07/06/16 83050TG62 15,000,000.00 14,982,125.00 0.14 P-1 A-1 SWEDENFinancial Company Commercial Paper SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.65% 07/05/16 07/05/16 86960JG58 10,000,000.00 9,988,263.89 0.09 P-1 A-1+ SWEDENFinancial Company Commercial Paper TORONTO-DOMINION HOLDINGS USA INC. 0.63% 06/24/16 06/24/16 89116EFQ1 5,000,000.00 4,995,275.00 0.05 P-1 A-1+ CANADANon-Financial Company Commercial Paper CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 0.59% 07/06/16 07/06/16 12802VG67 275,000,000.00 274,702,541.67 2.60 P-1 A-1+ FRANCENon-Financial Company Commercial Paper CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 0.59% 07/05/16 07/05/16 12802VG59 150,000,000.00 149,840,208.33 1.42 P-1 A-1+ FRANCENon-Financial Company Commercial Paper CHEVRON CORP 0.55% 07/19/16 07/19/16 16677JGK6 50,000,000.00 49,939,652.78 0.47 P-1 A-1+ FRANCENon-Financial Company Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.66% 05/24/16 05/24/16 29604CEQ1 15,000,000.00 14,993,675.00 0.14 P-1 A-1+ GERMANYNon-Financial Company Commercial Paper NRW.BANK 0.44% 05/19/16 05/19/16 62939LEK1 150,000,000.00 149,967,375.00 1.42 P-1 A-1+ GERMANYNon-Negotiable Time Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.36% 05/05/16 05/05/16 0PY001CZ6 150,000,000.00 150,000,000.00 1.42 P-1 A-1+ AUSTRALIANon-Negotiable Time Deposit CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.41% 05/02/16 05/02/16 0RW002DQ1 100,000,000.00 100,000,000.00 0.94 P-1 A-1 CHINANon-Negotiable Time Deposit CITIBANK NA-PUERTO RICO 0.37% 05/04/16 05/04/16 0CPR01HB4 100,000,000.00 100,000,000.00 0.94 P-1 A-1 UNITED STATESNon-Negotiable Time Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.35% 05/02/16 05/02/16 0BC001HG8 225,000,000.00 225,000,000.00 2.13 P-1 A-1 FRANCENon-Negotiable Time Deposit KBC BANK NV 0.31% 05/02/16 05/02/16 0KBC01NX9 280,000,000.00 280,000,000.00 2.65 P-1 A-1 BELGIUMNon-Negotiable Time Deposit SKANDINAVISKA ENSKILDA BANKEN AB 0.30% 05/02/16 05/02/16 0EN004BC9 144,129,000.00 144,129,000.00 1.36 P-1 A-1 SWEDENNon-Negotiable Time Deposit SKANDINAVISKA ENSKILDA BANKEN AB 0.37% 05/02/16 05/02/16 0EN004AW6 200,000,000.00 200,000,000.00 1.89 P-1 A-1 SWEDENOther Investment (Corporate Note) AUSTRALIA & NEW ZEALAND BANKING GROUP LIMITED- NEW YORK 0.78% 06/03/16 08/26/16 05252TBQ2 250,000,000.00 250,000,000.00 2.36 P-1 A-1+ AUSTRALIAOther Investment (Corporate Note) ROYAL BANK OF CANADA 0.76% 06/18/16 09/09/16 78008FBL7 85,000,000.00 85,000,000.00 0.80 P-1 A-1+ CANADAOther Investment (Corporate Note) WELLS FARGO BANK NATIONAL ASSOCIATION 0.75% 06/17/16 09/14/16 94985H3U6 185,000,000.00 185,000,000.00 1.75 P-1 A-1+ UNITED STATESOther Repurchase Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADITIONAL REPO) 1.08% 05/01/16 06/19/16 0CGM01E93 25,000,000.00 25,000,000.00 0.24 NR A-1 UNITED STATESOther Repurchase Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADITIONAL REPO) 1.08% 05/01/16 06/19/16 0CGM01EA0 25,000,000.00 25,000,000.00 0.24 NR A-1 UNITED STATESOther Repurchase Agreement HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO) 0.39% 05/02/16 05/02/16 0HSN19HD7 50,000,000.00 50,000,000.00 0.47 NR A-1+ UNITED KINGDOMOther Repurchase Agreement HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO) 0.54% 05/02/16 05/02/16 0HSN19HC9 170,000,000.00 170,000,000.00 1.61 NR A-1+ UNITED KINGDOMOther Repurchase Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 0.79% 05/02/16 05/02/16 0MLP02LW7 150,000,000.00 150,000,000.00 1.42 NR A-1 UNITED STATESOther Repurchase Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 1.05% 05/01/16 06/04/16 0MLP02KW8 75,000,000.00 75,000,000.00 0.71 NR A-1 UNITED STATESOther Repurchase Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 1.05% 07/21/16 07/21/16 0MLP02LP2 175,000,000.00 175,000,000.00 1.65 NR A-1 UNITED STATESU.S. Government Agency Repurchase Agreem RBC CAPITAL MARKETS LLC (REPO) 0.40% 05/08/16 05/08/16 0PO002FD1 50,000,000.00 50,000,000.00 0.47 P-1 A-1+ CANADAU.S. Treasury Debt US TREASURY 1.75% 05/31/16 05/31/16 912828QP8 130,000,000.00 130,153,125.78 1.23 P-1 A-1+ UNITED STATESVariable Rate Demand Note JETS STADIUM DEVELOPMENT 0.46% 05/07/16 05/07/16 477181AJ0 16,855,000.00 16,855,000.00 0.16 P-1 A-1 JAPANVariable Rate Demand Note JETS STADIUM FINANCE 0.46% 05/07/16 05/07/16 477182AA7 4,985,000.00 4,985,000.00 0.05 P-1 A-1 JAPANGrand Total 10,584,376,319.48 100.00


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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% of Total Value

Moody's Rating

S&P Rating Country


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.


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Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

Asset Backed Commercial Paper ANTALIS SA 0.66% 04/11/16 04/11/16 03664ADB1 22,450,000.00 22,445,884.17 0.20 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.45% 04/19/16 04/19/16 04821TDK8 25,000,000.00 24,994,375.00 0.22 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL S.A. 0.61% 04/28/16 04/28/16 06945LDU9 85,000,000.00 84,961,112.50 0.74 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL S.A. 0.62% 04/25/16 04/25/16 06945LDR6 80,000,000.00 79,966,933.33 0.70 P-1 A-1 FRANCEAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.63% 04/04/16 04/04/16 13738JD49 14,000,000.00 13,999,265.00 0.12 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.63% 04/07/16 04/07/16 13738JD72 40,000,000.00 39,995,800.00 0.35 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CEDAR SPRINGS CAPITAL COMPANY LLC 0.64% 06/16/16 06/16/16 15060XFG2 33,000,000.00 32,955,413.34 0.29 P-1 A-1 SWITZERLANDAsset Backed Commercial Paper CEDAR SPRINGS CAPITAL COMPANY LLC 0.66% 06/06/16 06/06/16 15060XF64 25,000,000.00 24,969,750.00 0.22 P-1 A-1 SWITZERLANDAsset Backed Commercial Paper CEDAR SPRINGS CAPITAL COMPANY LLC 0.67% 05/19/16 05/19/16 15060XEK4 26,000,000.00 25,976,773.33 0.23 P-1 A-1 SWITZERLANDAsset Backed Commercial Paper CHARTA LLC 0.57% 06/22/16 06/22/16 16115UFN6 48,300,000.00 48,237,290.50 0.42 P-1 A-1 UNITED STATESAsset Backed Commercial Paper CONCORD MINUTEMEN SERIES A COMMERCIAL PAPER NOTES 0.62% 04/26/16 04/26/16 2063C0DS8 100,000,000.00 99,956,944.45 0.87 P-1 A-1 UNITED STATESAsset Backed Commercial Paper DCAT LLC 0.51% 04/05/16 04/05/16 24023GD53 32,530,000.00 32,528,156.63 0.28 P-1 A-1 UNITED STATESAsset Backed Commercial Paper DCAT LLC 0.55% 04/06/16 04/06/16 24023GD61 6,000,000.00 5,999,541.66 0.05 P-1 A-1 UNITED STATESAsset Backed Commercial Paper FAIRWAY FINANCE CORPORATION 0.82% 04/21/16 10/21/16 30601YTG0 2,000,000.00 2,000,000.00 0.02 P-1 A-1 CANADAAsset Backed Commercial Paper GOTHAM FUNDING CORPORATION 0.62% 04/06/16 04/06/16 38346LD60 30,000,000.00 29,997,416.67 0.26 P-1 A-1 JAPANAsset Backed Commercial Paper KELLS FUNDING LLC 0.58% 04/14/16 04/14/16 48802WB98 50,000,000.00 49,989,527.78 0.44 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.60% 05/02/16 05/02/16 48802TTR6 25,000,000.00 24,987,083.33 0.22 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.60% 05/03/16 05/03/16 48802WC30 25,000,000.00 24,986,666.67 0.22 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 05/26/16 05/26/16 48802WD21 95,000,000.00 94,911,465.28 0.83 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.61% 06/01/16 06/01/16 48803MAF6 25,000,000.00 24,974,159.72 0.22 P-1 A-1+ GERMANYAsset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.58% 05/24/16 05/24/16 59157TEQ2 25,000,000.00 24,978,652.78 0.22 P-1 A-1+ UNITED STATESAsset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.60% 05/10/16 05/10/16 65409REA4 25,000,000.00 24,983,750.00 0.22 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper VERSAILLES COMMERCIAL PAPER LLC 0.65% 05/12/16 05/12/16 92512LEC1 75,000,000.00 74,944,479.17 0.65 P-1 A-1 FRANCEAsset Backed Commercial Paper VICTORY RECEIVABLES CORPORATION 0.63% 04/11/16 04/11/16 92646KDB5 30,000,000.00 29,994,750.00 0.26 P-1 A-1 JAPANCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.63% 04/08/16 04/08/16 2C5592N 57,000,000.00 56,993,028.59 0.50 P-1 A-1 NETHERLANDSCertificate of Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.62% 05/27/16 05/27/16 0PY001BJ3 15,000,000.00 15,000,000.00 0.13 P-1 A-1+ AUSTRALIACertificate of Deposit BANK OF CHINA-NEW YORK 0.45% 04/04/16 04/04/16 06119PKA6 50,000,000.00 50,000,000.00 0.44 P-1 A-1 CHINACertificate of Deposit BANK OF CHINA-SYDNEY 0.74% 04/08/16 04/08/16 2C5817N 35,000,000.00 34,994,972.99 0.31 P-1 A-1 CHINACertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.61% 05/11/16 05/11/16 06538MPT0 25,000,000.00 25,000,000.00 0.22 P-1 A-1 JAPANCertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.62% 04/26/16 04/26/16 06538MMJ5 25,000,000.00 25,000,000.00 0.22 P-1 A-1 JAPANCertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.70% 05/25/16 05/25/16 06538MMU0 33,000,000.00 33,000,000.00 0.29 P-1 A-1 JAPANCertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.73% 06/08/16 06/08/16 06538MMV8 26,000,000.00 26,000,000.00 0.23 P-1 A-1 JAPANCertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.64% 04/07/16 04/07/16 2C5387N 55,000,000.00 55,000,000.00 0.48 P-1 A-1 FRANCECertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.70% 06/01/16 06/01/16 3C1683N 20,000,000.00 20,000,000.00 0.17 P-1 A-1 FRANCECertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.71% 05/03/16 05/03/16 2C8607N 80,000,000.00 79,949,962.71 0.70 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS - LONDON BRANCH 0.61% 04/13/16 04/13/16 2C6329N 30,000,000.00 29,993,909.39 0.26 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS SA 0.61% 04/07/16 04/07/16 2C5589N 60,000,000.00 59,993,909.39 0.52 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS SA 0.61% 04/12/16 04/12/16 2C6098N 50,000,000.00 49,990,694.91 0.44 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS SA 0.63% 05/02/16 05/02/16 2C7877N 70,000,000.00 69,962,092.65 0.61 P-1 A-1 FRANCECertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.45% 04/01/16 04/01/16 16891UMK4 100,000,000.00 100,000,000.00 0.87 P-1 A-1 CHINACertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.68% 04/20/16 04/20/16 16891UKL4 20,000,000.00 20,000,000.00 0.17 P-1 A-1 CHINACertificate of Deposit CITIBANK NA 0.58% 04/15/16 04/15/16 17304U4H0 25,000,000.00 25,000,000.00 0.22 P-1 A-1 UNITED STATESCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.67% 05/20/16 05/20/16 2C7011N 25,000,000.00 24,977,254.76 0.22 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.67% 05/17/16 05/17/16 2C7016N 125,000,000.00 124,893,230.45 1.09 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.68% 05/02/16 05/02/16 2C5594N 40,000,000.00 39,976,628.59 0.35 P-1 A-1 NETHERLANDSCertificate of Deposit COÖPERATIEVE RABOBANK U.A 0.90% 09/19/16 09/19/16 3C7305N 5,000,000.00 4,978,723.92 0.04 P-1 A-1 NETHERLANDSCertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.63% 04/06/16 04/06/16 22534HCL3 47,000,000.00 47,000,000.00 0.41 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.72% 06/01/16 06/01/16 22534HEV9 125,000,000.00 125,000,000.00 1.09 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.69% 06/01/16 06/01/16 3C1408N 65,000,000.00 64,924,165.62 0.57 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.70% 05/03/16 05/03/16 0CIE01AE2 33,000,000.00 32,979,505.73 0.29 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.72% 05/10/16 05/10/16 22536TZE6 25,000,000.00 25,000,000.00 0.22 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.72% 05/13/16 05/13/16 22536TZF3 55,000,000.00 55,000,000.00 0.48 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.90% 07/25/16 07/25/16 22536TZJ5 35,000,000.00 35,000,000.00 0.31 P-1 A-1 FRANCECertificate of Deposit DANSKE BANK A/S 0.61% 05/11/16 05/11/16 3C1489N 38,000,000.00 37,974,073.19 0.33 P-1 A-1 DENMARK


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% of Total Value

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S&P Rating Country


Certificate of Deposit DANSKE BANK A/S 0.63% 04/08/16 04/08/16 2C5593N 70,000,000.00 69,991,438.62 0.61 P-1 A-1 DENMARKCertificate of Deposit DEXIA CREDIT LOCAL (SOVEREIGN GUARANTEED) 0.73% 06/15/16 06/15/16 3C4874N 50,000,000.00 49,924,118.39 0.44 P-1 A-1+ BELGIUMCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.60% 04/11/16 04/11/16 2C5818N 20,000,000.00 19,996,671.71 0.17 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.60% 04/26/16 04/26/16 2C8591N 17,000,000.00 16,992,927.39 0.15 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.60% 05/10/16 05/10/16 3C1182N 50,000,000.00 49,967,548.75 0.44 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.62% 04/19/16 04/19/16 2C7538N 22,000,000.00 21,993,190.56 0.19 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.62% 04/15/16 04/15/16 2C6999N 100,000,000.00 99,975,926.62 0.87 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - NEW YORK 0.60% 04/14/16 04/14/16 23328AMT8 37,000,000.00 37,000,000.00 0.32 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - NEW YORK 0.61% 04/06/16 04/06/16 23328AMN1 15,000,000.00 15,000,000.00 0.13 P-1 A-1+ GERMANYCertificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA LUX 0.77% 04/08/16 04/08/16 2C5813N 10,000,000.00 9,998,505.68 0.09 P-1 A-1 CHINACertificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.68% 04/20/16 04/20/16 45580DAM6 35,000,000.00 35,000,000.00 0.31 P-1 A-1 CHINACertificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.80% 04/07/16 04/07/16 45580DAF1 65,000,000.00 65,000,000.00 0.57 P-1 A-1 CHINACertificate of Deposit ING BANK NV 0.61% 06/29/16 06/29/16 0ING01DF2 50,000,000.00 50,000,000.00 0.44 P-1 A-1 NETHERLANDSCertificate of Deposit ING BANK NV 0.62% 04/13/16 04/13/16 0ING03H23 25,000,000.00 25,000,000.00 0.22 P-1 A-1 NETHERLANDSCertificate of Deposit ING BANK NV 0.70% 05/23/16 05/23/16 0ING03HV9 80,000,000.00 80,000,000.00 0.70 P-1 A-1 NETHERLANDSCertificate of Deposit ING BANK NV 0.70% 07/29/16 07/29/16 0ING01DG0 50,000,000.00 50,000,000.00 0.44 P-1 A-1 NETHERLANDSCertificate of Deposit KBC BANK NV 0.68% 05/23/16 05/23/16 3C3278N 31,000,000.00 30,969,602.87 0.27 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.70% 04/07/16 04/07/16 2C5384N 25,000,000.00 24,997,088.48 0.22 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.70% 04/28/16 04/28/16 2C9254N 50,000,000.00 49,973,796.35 0.44 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.70% 05/06/16 05/06/16 3C0279N 50,000,000.00 49,966,033.07 0.44 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.70% 06/27/16 06/27/16 3C9724N 50,000,000.00 49,915,562.59 0.44 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.72% 06/10/16 06/10/16 3C5887N 25,000,000.00 24,965,064.92 0.22 P-1 A-1 BELGIUMCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 04/28/16 04/28/16 2C9454N 34,000,000.00 33,982,689.48 0.30 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 06/09/16 06/09/16 3C5854N 5,000,000.00 4,993,494.65 0.04 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 04/12/16 04/12/16 2C6099N 25,000,000.00 24,994,814.47 0.22 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 04/14/16 04/14/16 2C6752N 10,000,000.00 9,997,548.66 0.09 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 04/15/16 04/15/16 2C6991N 15,000,000.00 14,996,040.14 0.13 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.76% 05/16/16 05/16/16 2C6760N 10,000,000.00 9,990,549.49 0.09 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.76% 05/16/16 05/16/16 2C6989N 12,000,000.00 11,988,659.11 0.10 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.70% 04/19/16 04/19/16 60682AF27 21,000,000.00 21,000,000.00 0.18 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.68% 04/19/16 04/19/16 2C7866N 30,000,000.00 29,989,847.22 0.26 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.68% 04/26/16 04/26/16 2C8577N 26,000,000.00 25,987,743.29 0.23 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 0.17 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.70% 04/22/16 04/22/16 2C8204N 83,000,000.00 82,966,216.15 0.72 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.70% 06/13/16 06/13/16 3C6574N 20,000,000.00 19,971,661.24 0.17 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.70% 04/28/16 04/28/16 2C9268N 100,000,000.00 99,947,592.70 0.87 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-SYDNEY 0.69% 04/15/16 04/15/16 2C6984N 10,000,000.00 9,997,321.34 0.09 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-SYDNEY 0.70% 05/20/16 05/20/16 3C3052N 50,000,000.00 49,952,445.23 0.44 P-1 A-1 JAPANCertificate of Deposit NATIONAL AUSTRALIA BANK LIMITED-LONDON 0.60% 04/15/16 04/15/16 2C5612N 60,000,000.00 59,986,022.83 0.52 P-1 A-1+ AUSTRALIACertificate of Deposit NATIXIS - NEW YORK BRANCH 0.34% 06/02/16 06/02/16 63873FRE0 75,000,000.00 75,000,000.00 0.65 P-1 A-1 FRANCECertificate of Deposit NATIXIS - NEW YORK BRANCH 0.90% 08/31/16 08/31/16 63873FB72 5,000,000.00 5,000,000.00 0.04 P-1 A-1 FRANCECertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/15/16 04/15/16 65602TM24 15,000,000.00 15,000,000.00 0.13 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/20/16 04/20/16 65602TM81 25,000,000.00 25,000,000.00 0.22 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/25/16 04/25/16 65602TN31 25,000,000.00 25,000,000.00 0.22 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/27/16 04/27/16 65602TN80 30,000,000.00 30,000,000.00 0.26 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 05/12/16 05/12/16 65602TR52 20,000,000.00 20,000,000.00 0.17 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.61% 04/12/16 04/12/16 65602TL82 25,000,000.00 25,000,000.00 0.22 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.63% 04/08/16 04/08/16 65602TK67 32,000,000.00 32,000,000.00 0.28 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.63% 05/24/16 05/24/16 65602TR94 35,000,000.00 35,000,000.00 0.31 P-1 A-1 JAPANCertificate of Deposit OVERSEA-CHINESE BANKING CORPORATION-LONDON 0.60% 05/27/16 05/27/16 3C4026N 25,000,000.00 24,976,702.00 0.22 P-1 A-1+ SINGAPORECertificate of Deposit POHJOLA BANK PLC 0.64% 05/20/16 05/20/16 3C2819N 25,000,000.00 24,978,257.46 0.22 P-1 A-1+ FINLANDCertificate of Deposit RABOBANK/AUSTRALIA 0.64% 05/06/16 05/06/16 2C9058N 23,000,000.00 22,985,714.31 0.20 P-1 A-1 NETHERLANDSCertificate of Deposit SHIZUOKA BANK NEW YORK BRANCH 0.58% 06/03/16 06/03/16 82487AV87 50,000,000.00 50,000,000.00 0.44 P-1 A-1 JAPANCertificate of Deposit STANDARD CHARTERED BANK 0.65% 04/22/16 04/22/16 2C7976N 35,000,000.00 34,986,751.15 0.31 P-1 A-1 UNITED KINGDOM

of 5



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country


Certificate of Deposit STANDARD CHARTERED BANK 0.65% 04/29/16 04/29/16 2C9264N 50,000,000.00 49,974,764.09 0.44 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK PLC-NEW YORK 0.65% 04/14/16 04/14/16 85325TFG5 40,000,000.00 40,000,000.00 0.35 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK/SINGAPORE 0.70% 04/12/16 04/12/16 2C6353P 100,000,000.00 99,978,648.51 0.87 P-1 A-1 UNITED KINGDOMCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.65% 04/19/16 04/19/16 86563QQJ2 18,000,000.00 18,000,000.00 0.16 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.68% 04/25/16 04/25/16 86563QPH7 20,000,000.00 20,000,000.00 0.17 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.68% 07/07/16 07/07/16 86563QWW6 10,000,000.00 10,000,000.00 0.09 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.70% 04/19/16 04/19/16 86563QMV9 38,000,000.00 38,000,000.00 0.33 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.70% 04/20/16 04/20/16 86563QND8 39,000,000.00 39,000,000.00 0.34 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION EUROPE LTD 0.65% 07/01/16 07/01/16 3C9691N 60,000,000.00 59,901,579.94 0.52 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION-BRUSSELS 0.68% 04/26/16 04/26/16 2C8589N 36,000,000.00 35,983,029.16 0.31 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.37% 04/01/16 04/01/16 86563K4H3 100,000,000.00 100,000,000.00 0.87 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.65% 06/29/16 06/29/16 3C9085N 100,000,000.00 99,839,571.70 0.87 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.69% 06/10/16 06/10/16 3C6324N 5,000,000.00 4,993,351.81 0.04 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.69% 05/13/16 05/13/16 3C1699N 15,000,000.00 14,987,946.02 0.13 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.70% 04/26/16 04/26/16 2C8590N 13,000,000.00 12,993,691.71 0.11 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.70% 05/19/16 05/19/16 3C2798N 30,000,000.00 29,972,048.96 0.26 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.71% 04/07/16 04/07/16 2C5386N 12,000,000.00 11,998,582.54 0.10 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.71% 04/19/16 04/19/16 2C7528N 14,000,000.00 13,995,038.82 0.12 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.71% 04/22/16 04/22/16 2C8174N 20,000,000.00 19,991,731.49 0.17 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.82% 07/14/16 07/14/16 3C6600N 10,000,000.00 9,976,376.74 0.09 P-1 A-1 JAPANCertificate of Deposit THE CHIBA BANK LTD-NEW YORK 0.64% 05/18/16 05/18/16 16706BVU9 50,000,000.00 50,000,000.00 0.44 P-1 A-1 JAPANCertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH 0.63% 04/15/16 04/15/16 2C7004N 10,000,000.00 9,997,573.28 0.09 P-1 A-1 JAPANCertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH 0.64% 06/10/16 06/10/16 3C6053N 5,000,000.00 4,993,787.96 0.04 P-1 A-1 JAPANCertificate of Deposit UBS AG STAMFORD BRANCH 0.67% 06/07/16 06/07/16 90267R4X4 5,000,000.00 5,000,739.79 0.04 P-1 A-1 SWITZERLANDCertificate of Deposit WELLS FARGO BANK NATIONAL ASSOCIATION 0.63% 05/02/16 05/02/16 94988EPK8 65,000,000.00 65,000,000.00 0.57 P-1 A-1+ UNITED STATESFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.62% 05/02/16 05/02/16 00084BE26 16,000,000.00 15,991,457.78 0.14 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.62% 05/09/16 05/09/16 00084BE91 53,000,000.00 52,965,314.44 0.46 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.62% 05/17/16 05/17/16 00084BEH3 75,000,000.00 74,940,583.33 0.65 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.63% 04/26/16 04/26/16 00084BDS0 19,750,000.00 19,741,359.38 0.17 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.64% 04/20/16 04/20/16 00084BDL5 40,000,000.00 39,986,488.89 0.35 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 50,000,000.00 49,996,944.44 0.44 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 40,000,000.00 39,986,400.00 0.35 P-1 A-1 CHINAFinancial Company Commercial Paper BANK NEDERLANDSE GEMEENTEN N.V. 0.30% 04/01/16 04/01/16 62944GD18 200,000,000.00 200,000,000.00 1.75 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper BNP PARIBAS DUBLIN BRANCH 0.60% 04/12/16 04/12/16 09658YDC2 30,000,000.00 29,994,500.00 0.26 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.67% 05/13/16 05/13/16 09659BED8 11,000,000.00 10,991,401.67 0.10 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.69% 07/12/16 07/12/16 09659BGC8 10,000,000.00 9,980,450.00 0.09 P-1 A-1 FRANCEFinancial Company Commercial Paper BPCE SA 0.67% 07/01/16 07/01/16 05571BG15 20,000,000.00 19,966,127.78 0.17 P-1 A-1 FRANCEFinancial Company Commercial Paper CAISSE CENTRALE DESJARDINS 0.61% 06/07/16 06/07/16 1280C2F79 5,000,000.00 4,994,323.61 0.04 P-1 A-1 CANADAFinancial Company Commercial Paper CAISSE CENTRALE DESJARDINS 0.57% 05/02/16 05/02/16 1280C2E21 37,000,000.00 36,981,839.17 0.32 P-1 A-1 CANADAFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/18/16 05/18/16 12800AEJ9 26,000,000.00 25,979,803.06 0.23 P-1 A-1+ FRANCEFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/19/16 05/19/16 12800AEK6 53,500,000.00 53,457,366.67 0.47 P-1 A-1+ FRANCEFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 04/26/16 04/26/16 12800ADS0 31,000,000.00 30,987,083.33 0.27 P-1 A-1+ FRANCEFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/20/16 05/20/16 12800AEL4 40,000,000.00 39,967,333.33 0.35 P-1 A-1+ FRANCEFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/27/16 05/27/16 12800AET7 65,000,000.00 64,939,333.33 0.57 P-1 A-1+ FRANCEFinancial Company Commercial Paper COMMONWEALTH BANK OF AUSTRALIA 0.30% 04/08/16 04/08/16 20272ALT1 25,000,000.00 24,999,975.63 0.22 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper COMMONWEALTH BANK OF AUSTRALIA 0.56% 04/15/16 04/15/16 20272ALW4 50,000,000.00 50,000,000.00 0.44 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 65,000,000.00 64,958,923.61 0.57 P-1 A-1 FRANCEFinancial Company Commercial Paper CREDIT SUISSE AG - NEW YORK BRANCH 0.62% 04/11/16 04/11/16 2254EADB6 100,000,000.00 99,982,777.78 0.87 P-1 A-1 SWITZERLANDFinancial Company Commercial Paper CREDIT SUISSE AG - NEW YORK BRANCH 0.70% 05/06/16 05/06/16 2254EAE66 35,000,000.00 34,976,180.56 0.31 P-1 A-1 SWITZERLANDFinancial Company Commercial Paper CREDIT SUISSE AG - NEW YORK BRANCH 0.80% 06/01/16 06/01/16 2254EAF16 50,000,000.00 49,932,222.22 0.44 P-1 A-1 SWITZERLANDFinancial Company Commercial Paper DANSKE CORPORATION 0.61% 04/01/16 04/01/16 2363F6D15 55,000,000.00 55,000,000.00 0.48 P-1 A-1 DENMARKFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 0.60% 04/12/16 04/12/16 23305DDC6 5,000,000.00 4,999,083.33 0.04 P-1 A-1+ SINGAPOREFinancial Company Commercial Paper DNB BANK ASA 0.61% 06/21/16 06/21/16 2332K0FM9 10,000,000.00 9,986,387.50 0.09 P-1 A-1 NORWAYFinancial Company Commercial Paper HSBC BANK PLC 0.34% 04/09/16 04/11/16 40433FEV7 35,000,000.00 35,000,000.00 0.31 P-1 A-1+ UNITED KINGDOM

of 5



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country


Financial Company Commercial Paper HSBC USA INC. 0.58% 05/10/16 05/10/16 40434PEA0 20,000,000.00 19,987,433.33 0.17 P-1 A-1 UNITED KINGDOMFinancial Company Commercial Paper INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.68% 04/19/16 04/19/16 45581BDK0 25,000,000.00 24,991,500.00 0.22 P-1 A-1 CHINAFinancial Company Commercial Paper ING (US) FUNDING LLC 0.67% 06/10/16 06/10/16 4497W0FA1 20,000,000.00 19,973,944.44 0.17 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper INTERCONTINENTAL EXCHANGE GROUP INC 0.50% 05/09/16 05/09/16 45856WE96 81,000,000.00 80,957,250.00 0.71 P-1 A-1 UNITED STATESFinancial Company Commercial Paper MACQUARIE BANK LIMITED 0.63% 06/06/16 06/06/16 55607KF68 5,000,000.00 4,994,270.83 0.04 P-1 A-1 AUSTRALIAFinancial Company Commercial Paper MACQUARIE BANK LIMITED 0.63% 06/20/16 06/20/16 55607KFL5 5,000,000.00 4,993,000.00 0.04 P-1 A-1 AUSTRALIAFinancial Company Commercial Paper MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.70% 05/03/16 05/03/16 60682WE38 50,000,000.00 49,968,888.89 0.44 P-1 A-1 JAPANFinancial Company Commercial Paper NATIONAL BANK OF CANADA 0.80% 04/23/16 09/23/16 63307NAR8 5,000,000.00 5,000,000.00 0.04 P-1 A-1 CANADAFinancial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.58% 05/12/16 05/12/16 63975UEC2 75,000,000.00 74,950,458.33 0.65 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.59% 04/20/16 04/20/16 63975UDL3 20,000,000.00 19,993,772.22 0.17 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.60% 05/04/16 05/04/16 63975UE40 25,000,000.00 24,986,250.00 0.22 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper RABOBANK-NEW YORK 0.66% 07/18/16 07/18/16 21687AGJ6 5,000,000.00 4,990,175.00 0.04 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper SKANDINAVISKA ENSKILDA BANKEN AB 0.65% 07/06/16 07/06/16 83050TG62 15,000,000.00 14,974,000.00 0.13 P-1 A-1 SWEDENFinancial Company Commercial Paper SOCIETE GENERALE SA 0.60% 04/05/16 04/05/16 83369BD52 56,000,000.00 55,996,297.78 0.49 P-1 A-1 FRANCEFinancial Company Commercial Paper SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.65% 07/05/16 07/05/16 86960JG58 10,000,000.00 9,982,847.22 0.09 P-1 A-1+ SWEDENFinancial Company Commercial Paper TORONTO-DOMINION HOLDINGS USA INC. 0.63% 06/24/16 06/24/16 89116EFQ1 5,000,000.00 4,992,650.00 0.04 P-1 A-1+ CANADAFinancial Company Commercial Paper WESTPAC BANKING CORPORATION 0.30% 04/12/16 04/12/16 9612C4QJ3 77,000,000.00 77,000,000.00 0.67 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper WESTPAC BANKING CORPORATION 0.30% 04/14/16 04/14/16 9612C4QK0 77,000,000.00 77,000,000.00 0.67 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper WESTPAC BANKING CORPORATION 0.30% 04/04/16 04/04/16 9612C4QE4 75,000,000.00 74,999,968.75 0.65 P-1 A-1+ AUSTRALIAGovernment Agency Repo Agreement RBC CAPITAL MARKETS LLC (REPO) 0.40% 04/07/16 04/07/16 0PO002FD1 50,000,000.00 50,000,000.00 0.44 P-1 A-1+ CANADAOther Commercial Paper ELECTRICITE DE FRANCE SA 0.61% 04/22/16 04/22/16 28504GDN3 100,000,000.00 99,964,416.67 0.87 P-1 A-1 FRANCEOther Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.57% 04/15/16 04/15/16 29604CDF6 20,000,000.00 19,995,566.67 0.17 P-1 A-1+ GERMANYOther Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.58% 04/07/16 04/07/16 29604CD74 23,000,000.00 22,997,776.67 0.20 P-1 A-1+ GERMANYOther Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.59% 04/26/16 04/26/16 29604CDS8 40,000,000.00 39,983,611.11 0.35 P-1 A-1+ GERMANYOther Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.66% 05/24/16 05/24/16 29604CEQ1 15,000,000.00 14,985,425.00 0.13 P-1 A-1+ GERMANYOther Commercial Paper GENERAL ELECTRIC CO. 0.30% 04/01/16 04/01/16 36960LD10 50,000,000.00 50,000,000.00 0.44 P-1 A-1+ UNITED STATESOther Commercial Paper NRW.BANK 0.58% 04/13/16 04/13/16 62939LDD8 60,000,000.00 59,988,400.00 0.52 P-1 A-1+ GERMANYOther Commercial Paper NRW.BANK 0.46% 04/01/16 04/01/16 62939LD14 100,000,000.00 100,000,000.00 0.87 P-1 A-1+ GERMANYOther Commercial Paper TOTAL CAPITAL CANADA LTD. 0.58% 04/14/16 04/14/16 89153PDE9 33,000,000.00 32,993,088.33 0.29 P-1 A-1 FRANCEOther Commercial Paper TOYOTA CREDIT CANADA INC 0.61% 04/25/16 04/25/16 89232CDR4 50,000,000.00 49,979,666.67 0.44 P-1 A-1+ JAPANOther Instrument (Time Deposit) AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.36% 04/05/16 04/05/16 0PY001CF0 250,000,000.00 250,000,000.00 2.18 P-1 A-1+ AUSTRALIAOther Instrument (Time Deposit) CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.44% 04/04/16 04/04/16 0RW002CO7 100,000,000.00 100,000,000.00 0.87 P-1 A-1 CHINAOther Instrument (Time Deposit) CITIBANK NA-PUERTO RICO 0.37% 04/06/16 04/06/16 0CPR01H73 50,000,000.00 50,000,000.00 0.44 P-1 A-1 UNITED STATESOther Instrument (Time Deposit) COOPERATIEVE RABOBANK U.A 0.37% 04/05/16 04/05/16 0RAB02BA8 200,000,000.00 200,000,000.00 1.75 P-1 A-1 NETHERLANDSOther Instrument (Time Deposit) DZ BANK AG - NEW YORK 0.24% 04/01/16 04/01/16 0QA001C31 50,000,000.00 50,000,000.00 0.44 P-1 A-1+ GERMANYOther Instrument (Time Deposit) NATIXIS S.A. - GRAND CAYMAN 0.33% 04/01/16 04/01/16 0NGC02SB9 300,000,000.00 300,000,000.00 2.62 P-1 A-1 FRANCEOther Instrument (Time Deposit) ROYAL BANK OF CANADA 0.26% 04/01/16 04/01/16 0ROY01F94 442,416,000.00 442,416,000.00 3.86 P-1 A-1+ CANADAOther Instrument (Time Deposit) SKANDINAVISKA ENSKILDA BANKEN AB 0.35% 04/04/16 04/04/16 0EN003YA0 150,000,000.00 150,000,000.00 1.31 P-1 A-1 SWEDENOther Instrument (Time Deposit) STANDARD CHARTERED BANK PLC-NEW YORK 0.37% 04/05/16 04/05/16 0QF001AS3 80,000,000.00 80,000,000.00 0.70 P-1 A-1 UNITED KINGDOMOther Instrument (Time Deposit) STANDARD CHARTERED BANK PLC-NEW YORK 0.37% 04/07/16 04/07/16 0QF001AT1 100,000,000.00 100,000,000.00 0.87 P-1 A-1 UNITED KINGDOMOther Instrument (Time Deposit) SVENSKA HANDELSBANKEN AB 0.36% 04/06/16 04/06/16 0SVE03G44 300,000,000.00 300,000,000.00 2.62 P-1 A-1+ SWEDENOther Instrument (Time Deposit) SWEDBANK AB 0.35% 04/04/16 04/04/16 0SWB02IA5 500,000,000.00 500,000,000.00 4.36 P-1 A-1+ SWEDENOther Instrument (Time Deposit) THE BANK OF TOKYO-MITSUBISHI UFJ LTD. 0.25% 04/01/16 04/01/16 0AY001BB3 100,000,000.00 100,000,000.00 0.87 P-1 A-1 JAPANOther Note AUSTRALIA & NEW ZEALAND BANKING GROUP LIMITED- NEW YORK 0.78% 06/03/16 08/26/16 05252TBQ2 250,000,000.00 250,000,000.00 2.18 P-1 A-1+ AUSTRALIAOther Note ROYAL BANK OF CANADA 0.75% 06/18/16 09/09/16 78008FBL7 85,000,000.00 85,000,000.00 0.74 P-1 A-1+ CANADAOther Note WELLS FARGO BANK NATIONAL ASSOCIATION 0.75% 06/17/16 09/14/16 94985H3U6 185,000,000.00 185,000,000.00 1.61 P-1 A-1+ UNITED STATESOther Repo Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADITIONAL REPO) 1.08% 04/01/16 05/20/16 0CGM01E93 25,000,000.00 25,000,000.00 0.22 NR A-1 UNITED STATESOther Repo Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADITIONAL REPO) 1.08% 04/01/16 05/20/16 0CGM01EA0 25,000,000.00 25,000,000.00 0.22 NR A-1 UNITED STATESOther Repo Agreement HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO) 0.50% 04/01/16 04/01/16 0HSN19FL1 170,000,000.00 170,000,000.00 1.48 NR A-1+ UNITED KINGDOMOther Repo Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 0.75% 04/01/16 04/01/16 0MLP02L80 150,000,000.00 150,000,000.00 1.31 NR A-1 UNITED STATESOther Repo Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 1.05% 04/01/16 05/05/16 0MLP02KW8 75,000,000.00 75,000,000.00 0.65 NR A-1 UNITED STATESOther Repo Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 1.06% 04/01/16 05/05/16 0MLP02KI9 175,000,000.00 175,000,000.00 1.53 NR A-1 UNITED STATESTreasury Debt US TREASURY 1.75% 05/31/16 05/31/16 912828QP8 130,000,000.00 130,306,251.55 1.14 P-1 A-1+ UNITED STATESVariable Rate Demand Note JETS STADIUM DEVELOPMENT 0.40% 04/07/16 04/07/16 477181AJ0 11,955,000.00 11,955,000.00 0.10 VMIG A-1 JAPAN

of 5



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country


Variable Rate Demand Note JETS STADIUM FINANCE 0.40% 04/07/16 04/07/16 477182AA7 5,000,000.00 5,000,000.00 0.04 P-1 A-1 JAPANGrand Total 11,457,170,331.95 100.00


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.









Category of Investment Name

Yield or

Coupon

Effective

Maturity

Date

Final

Maturity

Date

CUSIP /

Security ID

Principal

Amount Value ($)

% of

Total

Value

Moody's

Rating

S&P

Rating Country

Asset Backed Commercial Paper ANTALIS SA 0.60% 03/10/16 03/10/16 03664ACA4 10,000,000.00 9,998,500.00 0.08 P-1 A-1 FRANCE

Asset Backed Commercial Paper ANTALIS SA 0.66% 04/11/16 04/11/16 03664ADB1 22,450,000.00 22,433,125.08 0.17 P-1 A-1 FRANCE

Asset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.60% 03/07/16 03/07/16 04821TC78 6,000,000.00 5,999,400.00 0.05 P-1 A-1 FRANCE

Asset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.60% 03/09/16 03/09/16 04821TC94 15,000,000.00 14,998,000.00 0.11 P-1 A-1 FRANCE

Asset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.60% 03/10/16 03/10/16 04821TCA1 61,000,000.00 60,990,822.50 0.46 P-1 A-1 FRANCE

Asset Backed Commercial Paper BARTON CAPITAL S.A. 0.61% 04/28/16 04/28/16 06945LDU9 85,000,000.00 84,916,463.89 0.65 P-1 A-1 FRANCE

Asset Backed Commercial Paper BARTON CAPITAL S.A. 0.62% 04/25/16 04/25/16 06945LDR6 80,000,000.00 79,924,222.22 0.61 P-1 A-1 FRANCE

Asset Backed Commercial Paper BEDFORD ROW FUNDING CORP. 0.32% 03/16/16 03/16/16 07645KAG6 15,000,000.00 15,000,000.00 0.11 P-1 A-1+ CANADA

Asset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.63% 04/04/16 04/04/16 13738JD49 14,000,000.00 13,991,670.00 0.11 P-1 A-1 UNITED KINGDOM

Asset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.63% 04/07/16 04/07/16 13738JD72 40,000,000.00 39,974,100.00 0.30 P-1 A-1 UNITED KINGDOM

Asset Backed Commercial Paper CEDAR SPRINGS CAPITAL COMPANY LLC 0.59% 03/07/16 03/07/16 15060XC75 75,000,000.00 74,992,625.00 0.57 P-1 A-1 SWITZERLAND

Asset Backed Commercial Paper CEDAR SPRINGS CAPITAL COMPANY LLC 0.67% 05/19/16 05/19/16 15060XEK4 26,000,000.00 25,961,772.78 0.20 P-1 A-1 SWITZERLAND

Asset Backed Commercial Paper CONCORD MINUTEMEN SERIES A COMMERCIAL PAPER NOTES 0.62% 04/26/16 04/26/16 2063C0DS8 100,000,000.00 99,903,555.56 0.76 P-1 A-1 UNITED STATES

Asset Backed Commercial Paper GOTHAM FUNDING CORPORATION 0.48% 03/28/16 03/28/16 38346LCU8 50,334,000.00 50,315,879.76 0.38 P-1 A-1 JAPAN

Asset Backed Commercial Paper GOTHAM FUNDING CORPORATION 0.62% 04/06/16 04/06/16 38346LD60 30,000,000.00 29,981,400.00 0.23 P-1 A-1 JAPAN

Asset Backed Commercial Paper KELLS FUNDING LLC 0.58% 04/14/16 04/14/16 48802WB98 50,000,000.00 49,964,555.56 0.38 P-1 A-1+ GERMANY

Asset Backed Commercial Paper KELLS FUNDING LLC 0.60% 05/02/16 05/02/16 48802TTR6 25,000,000.00 24,974,166.66 0.19 P-1 A-1+ GERMANY

Asset Backed Commercial Paper KELLS FUNDING LLC 0.60% 05/03/16 05/03/16 48802WC30 25,000,000.00 24,973,750.00 0.19 P-1 A-1+ GERMANY

Asset Backed Commercial Paper KELLS FUNDING LLC 0.61% 05/26/16 05/26/16 48802WD21 95,000,000.00 94,861,563.89 0.72 P-1 A-1+ GERMANY

Asset Backed Commercial Paper KELLS FUNDING LLC 0.61% 06/01/16 06/01/16 48803MAF6 25,000,000.00 24,961,027.78 0.19 P-1 A-1+ GERMANY

Asset Backed Commercial Paper LIBERTY STREET FUNDING LLC 0.60% 03/07/16 03/07/16 53127TC76 35,000,000.00 34,996,500.00 0.27 P-1 A-1 CANADA

Asset Backed Commercial Paper LIBERTY STREET FUNDING LLC 0.60% 03/08/16 03/08/16 53127TC84 44,050,000.00 44,044,860.83 0.33 P-1 A-1 CANADA

Asset Backed Commercial Paper MATCHPOINT FINANCE PLC 0.62% 03/10/16 03/10/16 57666ACA8 20,000,000.00 19,996,900.00 0.15 P-1 A-1 FRANCE

Asset Backed Commercial Paper METLIFE SHORT TERM FUNDING LLC 0.58% 05/24/16 05/24/16 59157TEQ2 25,000,000.00 24,966,166.67 0.19 P-1 A-1+ UNITED STATES

Asset Backed Commercial Paper MONT BLANC CAPITAL CORPORATION 0.60% 03/10/16 03/10/16 6117P4CA6 10,000,000.00 9,998,500.00 0.08 P-1 A-1 NETHERLANDS

Asset Backed Commercial Paper NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.60% 05/10/16 05/10/16 65409REA4 25,000,000.00 24,970,833.34 0.19 P-1 A-1 NETHERLANDS

Asset Backed Commercial Paper REGENCY MARKETS NO 1 LLC 0.43% 03/14/16 03/14/16 7588R0CE5 50,000,000.00 49,992,236.11 0.38 P-1 A-1 UNITED KINGDOM

Asset Backed Commercial Paper RIDGEFIELD FUNDING COMPANY LLC - SERIES A 0.70% 03/18/16 03/18/16 76582JCJ1 50,000,000.00 49,983,472.22 0.38 P-1 A-1 FRANCE

Asset Backed Commercial Paper STARBIRD FUNDING CORPORATION 0.66% 03/21/16 03/21/16 85520LCM5 50,000,000.00 49,981,666.67 0.38 P-1 A-1 FRANCE

Asset Backed Commercial Paper VERSAILLES COMMERCIAL PAPER LLC 0.65% 05/12/16 05/12/16 92512LEC1 75,000,000.00 74,902,500.00 0.57 P-1 A-1 FRANCE

Asset Backed Commercial Paper VICTORY RECEIVABLES CORPORATION 0.63% 04/11/16 04/11/16 92646KDB5 30,000,000.00 29,978,475.00 0.23 P-1 A-1 JAPAN

Certificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.63% 04/08/16 04/08/16 2C5592N 57,000,000.00 56,962,155.22 0.43 P-1 A-1 NETHERLANDS

Certificate of Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.62% 05/27/16 05/27/16 0PY001BJ3 15,000,000.00 15,000,000.00 0.11 P-1 A-1+ AUSTRALIA

Certificate of Deposit BANK OF CHINA-SYDNEY 0.74% 04/08/16 04/08/16 2C5817N 35,000,000.00 34,972,710.52 0.27 P-1 A-1 CHINA

Certificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.61% 05/11/16 05/11/16 06538MPT0 25,000,000.00 25,000,000.00 0.19 P-1 A-1 JAPAN

Certificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.62% 04/26/16 04/26/16 06538MMJ5 25,000,000.00 25,000,000.00 0.19 P-1 A-1 JAPAN

Certificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.70% 05/25/16 05/25/16 06538MMU0 33,000,000.00 33,000,000.00 0.25 P-1 A-1 JAPAN

Certificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.73% 06/08/16 06/08/16 06538MMV8 26,000,000.00 26,000,000.00 0.20 P-1 A-1 JAPAN

Certificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.64% 04/07/16 04/07/16 2C5387N 55,000,000.00 55,000,000.00 0.42 P-1 A-1 FRANCE



Certificate of Deposit BNP PARIBAS - LONDON BRANCH 0.61% 04/13/16 04/13/16 2C6329N 30,000,000.00 29,978,175.33 0.23 P-1 A-1 FRANCE

Certificate of Deposit BNP PARIBAS SA 0.61% 04/07/16 04/07/16 2C5589N 60,000,000.00 59,962,441.26 0.46 P-1 A-1 FRANCE



Certificate of Deposit BPCE SA 0.65% 03/17/16 03/17/16 2C3254N 30,000,000.00 30,000,000.00 0.23 P-1 A-1 FRANCE

Certificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.44% 03/03/16 03/03/16 16891ULK5 100,000,000.00 100,000,000.00 0.76 P-1 A-1 CHINA

Certificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.68% 04/20/16 04/20/16 16891UKL4 20,000,000.00 20,000,000.00 0.15 P-1 A-1 CHINA

Certificate of Deposit CITIBANK NA 0.58% 04/15/16 04/15/16 17304U4H0 25,000,000.00 25,000,000.00 0.19 P-1 A-1 UNITED STATES

Certificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.63% 04/06/16 04/06/16 22534HCL3 47,000,000.00 47,000,000.00 0.36 P-1 A-1 FRANCE

Certificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.72% 06/01/16 06/01/16 22534HEV9 125,000,000.00 125,000,000.00 0.95 P-1 A-1 FRANCE

Certificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.46% 03/01/16 03/01/16 22534HAB7 30,000,000.00 30,000,000.00 0.23 P-1 A-1 FRANCE


Page 1 of 5



Yield or

Coupon

Effective

Maturity

Date

Final

Maturity

Date

CUSIP /

Security ID

Principal

Amount Value ($)

% of

Total

Value

Moody's

Rating

S&P

Rating Country


Certificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.69% 06/01/16 06/01/16 3C1408N 65,000,000.00 64,885,626.84 0.49 P-1 A-1 FRANCE

Certificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.70% 05/03/16 05/03/16 0CIE01AE2 33,000,000.00 32,959,651.91 0.25 P-1 A-1 FRANCE

Certificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.50% 03/02/16 03/02/16 22536TWK5 5,000,000.00 5,000,000.00 0.04 P-1 A-1 FRANCE

Certificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.72% 05/10/16 05/10/16 22536TZE6 25,000,000.00 25,000,000.00 0.19 P-1 A-1 FRANCE

Certificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.72% 05/13/16 05/13/16 22536TZF3 55,000,000.00 55,000,000.00 0.42 P-1 A-1 FRANCE

Certificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.90% 07/25/16 07/25/16 22536TZJ5 35,000,000.00 35,000,000.00 0.27 P-1 A-1 FRANCE

Certificate of Deposit DANSKE BANK A/S 0.61% 05/11/16 05/11/16 3C1489N 38,000,000.00 37,953,979.91 0.29 P-1 A-1 DENMARK

Certificate of Deposit DANSKE BANK A/S 0.63% 04/08/16 04/08/16 2C5593N 70,000,000.00 69,953,523.95 0.53 P-1 A-1 DENMARK

Certificate of Deposit DZ BANK AG - LONDON BRANCH 0.60% 04/26/16 04/26/16 2C8591N 17,000,000.00 16,984,157.36 0.13 P-1 A-1+ GERMANY





Certificate of Deposit DZ BANK AG - NEW YORK 0.60% 04/14/16 04/14/16 23328AMT8 37,000,000.00 37,000,000.00 0.28 P-1 A-1+ GERMANY

Certificate of Deposit DZ BANK AG - NEW YORK 0.61% 04/06/16 04/06/16 23328AMN1 15,000,000.00 15,000,000.00 0.11 P-1 A-1+ GERMANY

Certificate of Deposit DZ BANK AG - NEW YORK 0.66% 03/24/16 03/24/16 23328AMM3 40,000,000.00 40,000,000.00 0.30 P-1 A-1+ GERMANY

Certificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA LUX 0.77% 04/08/16 04/08/16 2C5813N 10,000,000.00 9,991,888.00 0.08 P-1 A-1 CHINA

Certificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.68% 04/20/16 04/20/16 45580DAM6 35,000,000.00 35,000,000.00 0.27 P-1 A-1 CHINA

Certificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.80% 04/07/16 04/07/16 45580DAF1 65,000,000.00 65,000,000.00 0.49 P-1 A-1 CHINA

Certificate of Deposit ING BANK NV 0.62% 04/13/16 04/13/16 0ING03H23 25,000,000.00 25,000,000.00 0.19 P-1 A-1 NETHERLANDS

Certificate of Deposit ING BANK NV 0.66% 03/23/16 03/23/16 0ING03GF5 100,000,000.00 100,000,000.00 0.76 P-1 A-1 NETHERLANDS

Certificate of Deposit ING BANK NV 0.70% 05/23/16 05/23/16 0ING03HV9 80,000,000.00 80,000,000.00 0.61 P-1 A-1 NETHERLANDS

Certificate of Deposit KBC BANK NV 0.68% 05/23/16 05/23/16 3C3278N 31,000,000.00 30,951,481.51 0.24 P-1 A-1 BELGIUM






Certificate of Deposit KBC BANK NV 0.38% 03/01/16 03/01/16 4823T06K0 100,000,000.00 100,000,000.00 0.76 P-1 A-1 BELGIUM

Certificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 04/12/16 04/12/16 2C6099N 25,000,000.00 24,980,200.69 0.19 P-1 A-1 JAPAN






Certificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.70% 04/19/16 04/19/16 60682AF27 21,000,000.00 21,000,000.00 0.16 P-1 A-1 JAPAN

Certificate of Deposit MIZUHO BANK LIMITED-LONDON 0.68% 04/19/16 04/19/16 2C7866N 30,000,000.00 29,972,361.88 0.23 P-1 A-1 JAPAN





Certificate of Deposit MIZUHO BANK LIMITED-SYDNEY 0.69% 04/15/16 04/15/16 2C6984N 10,000,000.00 9,991,390.02 0.08 P-1 A-1 JAPAN

Certificate of Deposit MIZUHO BANK LIMITED-SYDNEY 0.70% 05/20/16 05/20/16 3C3052N 50,000,000.00 49,922,359.56 0.38 P-1 A-1 JAPAN

Certificate of Deposit NATIONAL AUSTRALIA BANK LIMITED-LONDON 0.60% 04/15/16 04/15/16 2C5612N 60,000,000.00 59,955,073.38 0.46 P-1 A-1+ AUSTRALIA

Certificate of Deposit NATIXIS - NEW YORK BRANCH 0.34% 05/04/16 05/04/16 63873FRE0 75,000,000.00 75,000,000.00 0.57 P-1 A-1 FRANCE

Certificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/15/16 04/15/16 65602TM24 15,000,000.00 15,000,000.00 0.11 P-1 A-1 JAPAN

Certificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/20/16 04/20/16 65602TM81 25,000,000.00 25,000,000.00 0.19 P-1 A-1 JAPAN

Certificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/25/16 04/25/16 65602TN31 25,000,000.00 25,000,000.00 0.19 P-1 A-1 JAPAN

Certificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/27/16 04/27/16 65602TN80 30,000,000.00 30,000,000.00 0.23 P-1 A-1 JAPAN

Certificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 05/12/16 05/12/16 65602TR52 20,000,000.00 20,000,000.00 0.15 P-1 A-1 JAPAN

Certificate of Deposit NORINCHUKIN BANK-NEW YORK 0.61% 04/12/16 04/12/16 65602TL82 25,000,000.00 25,000,000.00 0.19 P-1 A-1 JAPAN

Certificate of Deposit NORINCHUKIN BANK-NEW YORK 0.63% 04/08/16 04/08/16 65602TK67 32,000,000.00 32,000,000.00 0.24 P-1 A-1 JAPAN

Page 2 of 5



Yield or

Coupon

Effective

Maturity

Date

Final

Maturity

Date

CUSIP /

Security ID

Principal

Amount Value ($)

% of

Total

Value

Moody's

Rating

S&P

Rating Country


Certificate of Deposit NORINCHUKIN BANK-NEW YORK 0.63% 05/24/16 05/24/16 65602TR94 35,000,000.00 35,000,000.00 0.27 P-1 A-1 JAPAN

Certificate of Deposit OVERSEA-CHINESE BANKING CORPORATION-LONDON 0.60% 05/27/16 05/27/16 3C4026N 25,000,000.00 24,963,804.89 0.19 P-1 A-1+ SINGAPORE

Certificate of Deposit POHJOLA BANK PLC 0.64% 05/20/16 05/20/16 3C2819N 25,000,000.00 24,964,501.98 0.19 P-1 A-1+ FINLAND

Certificate of Deposit POHJOLA BANK PLC 0.72% 03/29/16 03/29/16 2C4367N 50,000,000.00 49,972,051.43 0.38 P-1 A-1+ FINLAND

Certificate of Deposit RABOBANK NEDERLAND 0.67% 05/17/16 05/17/16 2C7016N 125,000,000.00 124,821,277.05 0.95 P-1 A-1 NETHERLANDS



Certificate of Deposit RABOBANK NEDERLAND NV/AUSTRALIA 0.64% 05/06/16 05/06/16 2C9058N 23,000,000.00 22,973,061.27 0.17 P-1 A-1 NETHERLANDS

Certificate of Deposit STANDARD CHARTERED BANK 0.65% 04/22/16 04/22/16 2C7976N 35,000,000.00 34,967,193.31 0.27 P-1 A-1 UNITED KINGDOM

Certificate of Deposit STANDARD CHARTERED BANK 0.65% 04/29/16 04/29/16 2C9264N 50,000,000.00 49,946,824.33 0.38 P-1 A-1 UNITED KINGDOM

Certificate of Deposit STANDARD CHARTERED BANK PLC-NEW YORK 0.65% 04/14/16 04/14/16 85325TFG5 40,000,000.00 40,000,000.00 0.30 P-1 A-1 UNITED KINGDOM

Certificate of Deposit STANDARD CHARTERED BANK/SINGAPORE 0.70% 04/12/16 04/12/16 2C6353P 100,000,000.00 99,918,476.13 0.76 P-1 A-1 UNITED KINGDOM

Certificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.65% 04/19/16 04/19/16 86563QQJ2 18,000,000.00 18,000,000.00 0.14 P-1 A-1 JAPAN

Certificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.68% 04/25/16 04/25/16 86563QPH7 20,000,000.00 20,000,000.00 0.15 P-1 A-1 JAPAN

Certificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.70% 04/19/16 04/19/16 86563QMV9 38,000,000.00 38,000,000.00 0.29 P-1 A-1 JAPAN

Certificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.70% 04/20/16 04/20/16 86563QND8 39,000,000.00 39,000,000.00 0.30 P-1 A-1 JAPAN

Certificate of Deposit SUMITOMO MITSUI BANKING CORPORATION-BRUSSELS 0.68% 04/26/16 04/26/16 2C8589N 36,000,000.00 35,961,985.33 0.27 P-1 A-1 JAPAN

Certificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.37% 03/03/16 03/03/16 86563K3J0 125,000,000.00 125,000,000.00 0.95 P-1 A-1 JAPAN

Certificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.70% 03/21/16 03/21/16 86563KV34 75,000,000.00 75,000,000.00 0.57 P-1 A-1 JAPAN

Certificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.69% 05/13/16 05/13/16 3C1699N 15,000,000.00 14,979,049.04 0.11 P-1 A-1 JAPAN






Certificate of Deposit THE CHIBA BANK LTD-NEW YORK 0.64% 03/14/16 03/14/16 16706BUY2 25,000,000.00 25,000,000.00 0.19 P-1 A-1 JAPAN

Certificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH 0.63% 04/15/16 04/15/16 2C7004N 10,000,000.00 9,992,199.82 0.08 P-1 A-1 JAPAN

Certificate of Deposit WELLS FARGO BANK NATIONAL ASSOCIATION 0.63% 05/02/16 05/02/16 94988EPK8 65,000,000.00 65,000,000.00 0.49 P-1 A-1+ UNITED STATES

Financial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.39% 03/01/16 03/01/16 00084BC10 20,000,000.00 20,000,000.00 0.15 P-1 A-1 NETHERLANDS

Financial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.62% 05/02/16 05/02/16 00084BE26 16,000,000.00 15,982,915.56 0.12 P-1 A-1 NETHERLANDS

Financial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.62% 05/09/16 05/09/16 00084BE91 53,000,000.00 52,937,018.33 0.40 P-1 A-1 NETHERLANDS

Financial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.62% 05/17/16 05/17/16 00084BEH3 75,000,000.00 74,900,541.67 0.57 P-1 A-1 NETHERLANDS

Financial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.63% 04/26/16 04/26/16 00084BDS0 19,750,000.00 19,730,645.00 0.15 P-1 A-1 NETHERLANDS

Financial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.64% 04/20/16 04/20/16 00084BDL5 40,000,000.00 39,964,444.45 0.30 P-1 A-1 NETHERLANDS

Financial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.64% 03/21/16 03/21/16 00084BCM4 28,000,000.00 27,990,044.44 0.21 P-1 A-1 NETHERLANDS

Financial Company Commercial Paper AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.43% 03/02/16 03/02/16 00850UC28 50,000,000.00 49,999,402.78 0.38 P-1 A-1 CHINA

Financial Company Commercial Paper AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.68% 04/19/16 04/19/16 00850UDK7 40,000,000.00 39,962,977.78 0.30 P-1 A-1 CHINA

Financial Company Commercial Paper AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.58% 03/09/16 03/09/16 05253AC99 10,000,000.00 9,998,711.11 0.08 P-1 A-1+ AUSTRALIA

Financial Company Commercial Paper BNP PARIBAS DUBLIN BRANCH 0.60% 04/12/16 04/12/16 09658YDC2 30,000,000.00 29,979,000.00 0.23 P-1 A-1 FRANCE

Financial Company Commercial Paper BNP PARIBAS FORTIS SA/NEW YORK 0.38% 03/02/16 03/02/16 09659JC27 100,000,000.00 99,998,944.44 0.76 P-1 A-1 FRANCE

Financial Company Commercial Paper BNP PARIBAS NY BRANCH 0.65% 03/17/16 03/17/16 09659BCH1 65,000,000.00 64,981,222.22 0.49 P-1 A-1 FRANCE

Financial Company Commercial Paper BNP PARIBAS NY BRANCH 0.67% 05/13/16 05/13/16 09659BED8 11,000,000.00 10,985,055.28 0.08 P-1 A-1 FRANCE

Financial Company Commercial Paper CAISSE CENTRALE DESJARDINS 0.57% 05/02/16 05/02/16 1280C2E21 37,000,000.00 36,963,678.33 0.28 P-1 A-1 CANADA

Financial Company Commercial Paper CAISSE CENTRALE DESJARDINS 0.60% 03/08/16 03/08/16 1280C2C80 5,000,000.00 4,999,416.67 0.04 P-1 A-1 CANADA

Financial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/18/16 05/18/16 12800AEJ9 26,000,000.00 25,966,481.67 0.20 P-1 A-1+ FRANCE

Financial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/19/16 05/19/16 12800AEK6 53,500,000.00 53,429,832.64 0.41 P-1 A-1+ FRANCE

Financial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 04/26/16 04/26/16 12800ADS0 31,000,000.00 30,971,066.67 0.24 P-1 A-1+ FRANCE

Financial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/20/16 05/20/16 12800AEL4 40,000,000.00 39,946,666.66 0.30 P-1 A-1+ FRANCE

Financial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 05/27/16 05/27/16 12800AET7 65,000,000.00 64,905,750.00 0.49 P-1 A-1+ FRANCE

Financial Company Commercial Paper CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.40% 03/01/16 03/01/16 16891MC15 63,849,000.00 63,849,000.00 0.49 P-1 A-1 CHINA

Financial Company Commercial Paper COMMONWEALTH BANK OF AUSTRALIA 0.30% 03/15/16 04/08/16 20272ALT1 25,000,000.00 24,999,867.69 0.19 P-1 A-1+ AUSTRALIA

Financial Company Commercial Paper COMMONWEALTH BANK OF AUSTRALIA 0.56% 03/23/16 04/15/16 20272ALW4 50,000,000.00 50,000,000.00 0.38 P-1 A-1+ AUSTRALIA

Page 3 of 5



Yield or

Coupon

Effective

Maturity

Date

Final

Maturity

Date

CUSIP /

Security ID

Principal

Amount Value ($)

% of

Total

Value

Moody's

Rating

S&P

Rating Country


Financial Company Commercial Paper CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.65% 05/06/16 05/06/16 22533TE69 65,000,000.00 64,922,541.67 0.49 P-1 A-1 FRANCE

Financial Company Commercial Paper CREDIT SUISSE AG - NEW YORK BRANCH 0.62% 04/11/16 04/11/16 2254EADB6 100,000,000.00 99,929,388.89 0.76 P-1 A-1 SWITZERLAND

Financial Company Commercial Paper CREDIT SUISSE AG - NEW YORK BRANCH 0.70% 05/06/16 05/06/16 2254EAE66 35,000,000.00 34,955,083.34 0.27 P-1 A-1 SWITZERLAND

Financial Company Commercial Paper CREDIT SUISSE AG - NEW YORK BRANCH 0.80% 06/01/16 06/01/16 2254EAF16 50,000,000.00 49,897,777.78 0.38 P-1 A-1 SWITZERLAND

Financial Company Commercial Paper DANSKE CORPORATION 0.61% 04/01/16 04/01/16 2363F6D15 55,000,000.00 54,971,109.72 0.42 P-1 A-1 DENMARK

Financial Company Commercial Paper DBS BANK LIMITED SINGAPORE 0.60% 04/12/16 04/12/16 23305DDC6 5,000,000.00 4,996,500.00 0.04 P-1 A-1+ SINGAPORE

Financial Company Commercial Paper HSBC BANK PLC 0.34% 03/09/16 04/11/16 40433FEV7 35,000,000.00 35,000,000.00 0.27 P-1 A-1+ UNITED KINGDOM

Financial Company Commercial Paper HSBC USA INC. 0.58% 05/10/16 05/10/16 40434PEA0 20,000,000.00 19,977,444.44 0.15 P-1 A-1 UNITED KINGDOM

Financial Company Commercial Paper INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.40% 03/01/16 03/01/16 45581BC13 50,000,000.00 50,000,000.00 0.38 P-1 A-1 CHINA

Financial Company Commercial Paper INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.68% 04/19/16 04/19/16 45581BDK0 25,000,000.00 24,976,861.11 0.19 P-1 A-1 CHINA

Financial Company Commercial Paper ING (US) FUNDING LLC 0.67% 06/10/16 06/10/16 4497W0FA1 20,000,000.00 19,962,405.55 0.15 P-1 A-1 NETHERLANDS

Financial Company Commercial Paper INTERCONTINENTAL EXCHANGE GROUP INC 0.43% 03/02/16 03/02/16 45856WC23 124,530,000.00 124,528,512.56 0.95 P-1 A-1 UNITED STATES

Financial Company Commercial Paper MACQUARIE BANK LIMITED 0.60% 03/07/16 03/07/16 55607KC79 50,000,000.00 49,995,000.00 0.38 P-1 A-1 AUSTRALIA

Financial Company Commercial Paper MACQUARIE BANK LIMITED 0.61% 03/10/16 03/10/16 55607KCA2 20,000,000.00 19,996,950.00 0.15 P-1 A-1 AUSTRALIA

Financial Company Commercial Paper MACQUARIE BANK LIMITED 0.61% 04/21/16 04/21/16 55607KDM5 150,000,000.00 149,870,375.00 1.14 P-1 A-1 AUSTRALIA

Financial Company Commercial Paper MACQUARIE BANK LIMITED 0.68% 03/21/16 03/21/16 55607KCM6 75,000,000.00 74,971,666.67 0.57 P-1 A-1 AUSTRALIA

Financial Company Commercial Paper MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.70% 05/03/16 05/03/16 60682WE38 50,000,000.00 49,938,750.00 0.38 P-1 A-1 JAPAN

Financial Company Commercial Paper NATIONWIDE BUILDING SOCIETY 0.47% 03/16/16 03/16/16 6385E0CG6 75,000,000.00 74,985,312.50 0.57 P-1 A-1 UNITED KINGDOM

Financial Company Commercial Paper NATIONWIDE BUILDING SOCIETY 0.47% 03/17/16 03/17/16 6385E0CH4 83,500,000.00 83,482,557.78 0.63 P-1 A-1 UNITED KINGDOM

Financial Company Commercial Paper NATIXIS - NEW YORK BRANCH 0.68% 03/21/16 03/21/16 63873JCM0 75,000,000.00 74,971,666.67 0.57 P-1 A-1 FRANCE

Financial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.58% 05/12/16 05/12/16 63975UEC2 75,000,000.00 74,913,000.00 0.57 P-1 A-1+ NETHERLANDS

Financial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.59% 04/20/16 04/20/16 63975UDL3 20,000,000.00 19,983,611.11 0.15 P-1 A-1+ NETHERLANDS

Financial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.60% 05/04/16 05/04/16 63975UE40 25,000,000.00 24,973,333.33 0.19 P-1 A-1+ NETHERLANDS

Financial Company Commercial Paper SOCIETE GENERALE SA 0.60% 04/05/16 04/05/16 83369BD52 56,000,000.00 55,967,605.56 0.43 P-1 A-1 FRANCE

Financial Company Commercial Paper SUMITOMO MITSUI BANKING CORPORATION 0.70% 03/22/16 03/22/16 86562KCN2 100,000,000.00 99,959,166.67 0.76 P-1 A-1 JAPAN

Financial Company Commercial Paper SVENSKA HANDELSBANKEN AB 0.50% 03/10/16 03/10/16 86960JCA1 5,000,000.00 4,999,375.00 0.04 P-1 A-1+ SWEDEN

Financial Company Commercial Paper WESTPAC BANKING CORPORATION 0.30% 03/20/16 04/12/16 9612C4QJ3 77,000,000.00 77,000,000.00 0.59 P-1 A-1+ AUSTRALIA

Financial Company Commercial Paper WESTPAC BANKING CORPORATION 0.30% 03/20/16 04/14/16 9612C4QK0 77,000,000.00 77,000,000.00 0.59 P-1 A-1+ AUSTRALIA

Financial Company Commercial Paper WESTPAC BANKING CORPORATION 0.30% 03/10/16 04/04/16 9612C4QE4 75,000,000.00 74,999,645.83 0.57 P-1 A-1+ AUSTRALIA

Government Agency Repo Agreement RBC CAPITAL MARKETS LLC (REPO) 0.40% 03/07/16 03/07/16 0PO002FD1 50,000,000.00 50,000,000.00 0.38 P-1 A-1+ CANADA

Other Commercial Paper ELECTRICITE DE FRANCE SA 0.61% 04/22/16 04/22/16 28504GDN3 100,000,000.00 99,911,888.89 0.76 P-1 A-1 FRANCE

Other Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.57% 04/15/16 04/15/16 29604CDF6 20,000,000.00 19,985,750.00 0.15 P-1 A-1+ GERMANY

Other Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.58% 04/07/16 04/07/16 29604CD74 23,000,000.00 22,986,289.44 0.17 P-1 A-1+ GERMANY

Other Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.59% 04/26/16 04/26/16 29604CDS8 40,000,000.00 39,963,288.89 0.30 P-1 A-1+ GERMANY

Other Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.66% 05/24/16 05/24/16 29604CEQ1 15,000,000.00 14,976,900.00 0.11 P-1 A-1+ GERMANY

Other Commercial Paper NRW.BANK 0.58% 04/13/16 04/13/16 62939LDD8 60,000,000.00 59,958,433.33 0.46 P-1 A-1+ GERMANY

Other Commercial Paper TOTAL CAPITAL CANADA LTD. 0.58% 04/14/16 04/14/16 89153PDE9 33,000,000.00 32,976,606.67 0.25 P-1 A-1 FRANCE

Other Commercial Paper TOYOTA CREDIT CANADA INC 0.61% 04/25/16 04/25/16 89232CDR4 50,000,000.00 49,953,402.78 0.38 P-1 A-1+ JAPAN

Other Instrument (Time Deposit) AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.36% 03/01/16 03/01/16 0PY001BW4 300,000,000.00 300,000,000.00 2.28 P-1 A-1+ AUSTRALIA

Other Instrument (Time Deposit) BANK OF MONTREAL 0.37% 03/02/16 03/02/16 0BKM01HB2 150,000,000.00 150,000,000.00 1.14 P-1 A-1 CANADA

Other Instrument (Time Deposit) BANK OF NEW YORK-GRAND CAYMAN 0.27% 03/01/16 03/01/16 0PV001LL0 38,439,000.00 38,439,000.00 0.29 P-1 A-1+ UNITED STATES

Other Instrument (Time Deposit) CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.40% 03/01/16 03/01/16 0RW002AC5 100,000,000.00 100,000,000.00 0.76 P-1 A-1 CHINA

Other Instrument (Time Deposit) CITIBANK NA-PUERTO RICO 0.37% 03/02/16 03/02/16 0CPR01H24 100,000,000.00 100,000,000.00 0.76 P-1 A-1 UNITED STATES

Other Instrument (Time Deposit) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.30% 03/01/16 03/01/16 0BC001CP3 305,000,000.00 305,000,000.00 2.32 P-1 A-1 FRANCE

Other Instrument (Time Deposit) CREDIT INDUSTRIEL ET COMMERCIAL 0.30% 03/01/16 03/01/16 0CIE01BZ4 200,000,000.00 200,000,000.00 1.52 P-1 A-1 FRANCE

Other Instrument (Time Deposit) KBC BANK NV 0.31% 03/01/16 03/01/16 0KBC01MN2 300,000,000.00 300,000,000.00 2.28 P-1 A-1 BELGIUM

Other Instrument (Time Deposit) NATIXIS S.A. - GRAND CAYMAN 0.30% 03/01/16 03/01/16 0NGC02R87 50,000,000.00 50,000,000.00 0.38 P-1 A-1 FRANCE

Other Instrument (Time Deposit) NATIXIS S.A. - GRAND CAYMAN 0.38% 03/01/16 03/01/16 0NGC02R46 350,000,000.00 350,000,000.00 2.66 P-1 A-1 FRANCE

Other Instrument (Time Deposit) RABOBANK NEDERLAND 0.37% 03/01/16 03/01/16 0RAB04NF0 350,000,000.00 350,000,000.00 2.66 P-1 A-1 NETHERLANDS

Other Instrument (Time Deposit) SKANDINAVISKA ENSKILDA BANKEN AB 0.29% 03/01/16 03/01/16 0EN003W38 175,000,000.00 175,000,000.00 1.33 P-1 A-1 SWEDEN

Other Instrument (Time Deposit) STANDARD CHARTERED BANK PLC-NEW YORK 0.39% 03/01/16 03/01/16 0QF001AG9 248,530,000.00 248,530,000.00 1.89 P-1 A-1 UNITED KINGDOM

Other Instrument (Time Deposit) SVENSKA HANDELSBANKEN AB 0.37% 03/02/16 03/02/16 0SVE03F86 300,000,000.00 300,000,000.00 2.28 P-1 A-1+ SWEDEN

Page 4 of 5



Yield or

Coupon

Effective

Maturity

Date

Final

Maturity

Date

CUSIP /

Security ID

Principal

Amount Value ($)

% of

Total

Value

Moody's

Rating

S&P

Rating Country


Other Note AUSTRALIA & NEW ZEALAND BANKING GROUP LIMITED- NEW YORK 0.78% 03/03/16 08/26/16 05252TBQ2 250,000,000.00 250,000,000.00 1.90 P-1 A-1+ AUSTRALIA

Other Note ING BANK NV 0.68% 03/31/16 03/31/16 44977GGY1 125,000,000.00 125,000,000.00 0.95 P-1 A-1 NETHERLANDS

Other Note ROYAL BANK OF CANADA 0.75% 03/18/16 09/09/16 78008FBL7 85,000,000.00 85,000,000.00 0.65 P-1 A-1+ CANADA

Other Note SVENSKA HANDELSBANKEN AB 0.64% 03/13/16 03/24/16 86959JKL1 50,000,000.00 50,000,000.00 0.38 P-1 A-1+ SWEDEN

Other Note WELLS FARGO BANK NATIONAL ASSOCIATION 0.63% 03/17/16 09/14/16 94985H3U6 185,000,000.00 185,000,000.00 1.41 P-1 A-1+ UNITED STATES

Other Repo Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADITIONAL REPO) 0.79% 03/01/16 03/21/16 0CGM01DV5 25,000,000.00 25,000,000.00 0.19 NR A-1 UNITED STATES

Other Repo Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADITIONAL REPO) 0.89% 03/01/16 03/21/16 0CGM01DW3 25,000,000.00 25,000,000.00 0.19 NR A-1 UNITED STATES

Other Repo Agreement HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO) 0.53% 03/01/16 03/01/16 0HSN19DQ2 130,000,000.00 130,000,000.00 0.99 NR A-1+ UNITED KINGDOM

Other Repo Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 0.78% 03/01/16 03/01/16 0MLP02KL2 150,000,000.00 150,000,000.00 1.14 NR A-1 UNITED STATES

Other Repo Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 1.04% 03/01/16 04/04/16 0MLP02JO8 75,000,000.00 75,000,000.00 0.57 NR A-1 UNITED STATES

Other Repo Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 1.06% 03/01/16 04/04/16 0MLP02KI9 175,000,000.00 175,000,000.00 1.33 NR A-1 UNITED STATES

Treasury Debt US TREASURY 0.38% 03/15/16 03/15/16 912828US7 288,000,000.00 288,010,266.00 2.19 P-1 A-1+ UNITED STATES

Treasury Debt US TREASURY 1.75% 05/31/16 05/31/16 912828QP8 130,000,000.00 130,464,481.51 0.99 P-1 A-1+ UNITED STATES

Treasury Debt US TREASURY 2.38% 03/31/16 03/31/16 912828KT6 116,000,000.00 116,196,157.38 0.88 P-1 A-1+ UNITED STATES

Variable Rate Demand Note JETS STADIUM DEVELOPMENT 0.38% 03/07/16 03/07/16 477181AJ0 11,985,000.00 11,985,000.00 0.09 VMIG A-1 JAPAN

Variable Rate Demand Note JETS STADIUM FINANCE 0.38% 03/07/16 03/07/16 477182AA7 5,000,000.00 5,000,000.00 0.04 P-1 A-1 JAPAN

Grand Total 13,157,622,940.54 100.00

Weighted Average Maturity 32

Weighted Average Life 40






















Page 5 of 5

of 6



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country

Asset Backed Commercial Paper ANTALIS SA 0.60% 03/10/16 03/10/16 03664ACA4 10,000,000.00 9,993,666.67 0.08 P-1 A-1 FRANCEAsset Backed Commercial Paper ANTALIS SA 0.66% 04/11/16 04/11/16 03664ADB1 22,450,000.00 22,421,189.17 0.18 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.60% 03/07/16 03/07/16 04821TC78 6,000,000.00 5,996,500.00 0.05 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.60% 03/09/16 03/09/16 04821TC94 15,000,000.00 14,990,750.00 0.12 P-1 A-1 FRANCEAsset Backed Commercial Paper ATLANTIC ASSET SECURITIZATION LLC 0.60% 03/10/16 03/10/16 04821TCA1 61,000,000.00 60,961,250.55 0.49 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL CORP. 0.58% 03/02/16 03/02/16 06945LC22 10,000,000.00 9,995,166.67 0.08 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL CORP. 0.61% 04/28/16 04/28/16 06945LDU9 85,000,000.00 84,874,695.84 0.68 P-1 A-1 FRANCEAsset Backed Commercial Paper BARTON CAPITAL CORP. 0.62% 04/25/16 04/25/16 06945LDR6 80,000,000.00 79,884,266.67 0.64 P-1 A-1 FRANCEAsset Backed Commercial Paper BEDFORD ROW FUNDING CORP. 0.31% 02/04/16 02/04/16 07645KAD3 15,000,000.00 15,000,000.00 0.12 P-1 A-1+ CANADAAsset Backed Commercial Paper BEDFORD ROW FUNDING CORP. 0.31% 02/12/16 02/12/16 07644CAL4 50,000,000.00 50,000,000.00 0.40 P-1 A-1+ CANADAAsset Backed Commercial Paper BEDFORD ROW FUNDING CORP. 0.32% 03/16/16 03/16/16 07645KAG6 15,000,000.00 15,000,000.00 0.12 P-1 A-1+ CANADAAsset Backed Commercial Paper BEDFORD ROW FUNDING CORP. 0.46% 02/03/16 02/03/16 07644AB37 15,000,000.00 14,999,616.67 0.12 P-1 A-1+ CANADAAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.42% 02/03/16 02/03/16 13738JB33 100,000,000.00 99,997,666.67 0.80 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.63% 04/04/16 04/04/16 13738JD49 14,000,000.00 13,984,565.00 0.11 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CANCARA ASSET SECURITIZATION LLC 0.63% 04/07/16 04/07/16 13738JD72 40,000,000.00 39,953,800.00 0.32 P-1 A-1 UNITED KINGDOMAsset Backed Commercial Paper CEDAR SPRINGS CAPITAL COMPANY LLC 0.59% 03/07/16 03/07/16 15060XC75 75,000,000.00 74,956,979.17 0.60 P-1 A-1 SWITZERLANDAsset Backed Commercial Paper CONCORD MINUTEMEN SERIES A COMMERCIAL PAPER NOTES 0.62% 04/26/16 04/26/16 2063C0DS8 100,000,000.00 99,853,611.11 0.80 P-1 A-1 UNITED STATESAsset Backed Commercial Paper GOTHAM FUNDING CORPORATION 0.62% 04/06/16 04/06/16 38346LD60 30,000,000.00 29,966,416.67 0.24 P-1 A-1 JAPANAsset Backed Commercial Paper KELLS FUNDING LLC 0.58% 04/14/16 04/14/16 48802WB98 50,000,000.00 49,941,194.45 0.40 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.60% 05/02/16 05/02/16 48802TTR6 25,000,000.00 24,962,083.33 0.20 P-1 A-1+ GERMANYAsset Backed Commercial Paper KELLS FUNDING LLC 0.60% 05/03/16 05/03/16 48802WC30 25,000,000.00 24,961,666.67 0.20 P-1 A-1+ GERMANYAsset Backed Commercial Paper LIBERTY STREET FUNDING LLC 0.60% 03/07/16 03/07/16 53127TC76 35,000,000.00 34,979,583.33 0.28 P-1 A-1 CANADAAsset Backed Commercial Paper LIBERTY STREET FUNDING LLC 0.60% 03/08/16 03/08/16 53127TC84 44,050,000.00 44,023,570.00 0.35 P-1 A-1 CANADAAsset Backed Commercial Paper LMA AMERICAS LLC 0.39% 02/09/16 02/09/16 53944QB90 15,000,000.00 14,998,700.00 0.12 P-1 A-1 FRANCEAsset Backed Commercial Paper MATCHPOINT FINANCE PLC 0.62% 03/10/16 03/10/16 57666ACA8 20,000,000.00 19,986,911.11 0.16 P-1 A-1 FRANCEAsset Backed Commercial Paper MONT BLANC CAPITAL CORPORATION 0.60% 03/10/16 03/10/16 6117P4CA6 10,000,000.00 9,993,666.67 0.08 P-1 A-1 NETHERLANDSAsset Backed Commercial Paper RIDGEFIELD FUNDING COMPANY LLC - SERIES A 0.36% 02/16/16 02/16/16 76582JBG8 5,000,000.00 4,999,250.00 0.04 P-1 A-1 FRANCEAsset Backed Commercial Paper RIDGEFIELD FUNDING COMPANY LLC - SERIES A 0.45% 02/16/16 02/16/16 76582EAG0 50,000,000.00 50,000,000.00 0.40 P-1 A-1 FRANCEAsset Backed Commercial Paper RIDGEFIELD FUNDING COMPANY LLC - SERIES A 0.70% 03/18/16 03/18/16 76582JCJ1 50,000,000.00 49,955,277.78 0.40 P-1 A-1 FRANCEAsset Backed Commercial Paper STARBIRD FUNDING CORPORATION 0.66% 03/21/16 03/21/16 85520LCM5 50,000,000.00 49,955,083.33 0.40 P-1 A-1 FRANCEAsset Backed Commercial Paper VICTORY RECEIVABLES CORPORATION 0.63% 04/11/16 04/11/16 92646KDB5 30,000,000.00 29,963,250.00 0.24 P-1 A-1 JAPANCertificate of Deposit ABN-AMRO BANK N.V. (AMSTERDAM) 0.63% 04/08/16 04/08/16 2C5592N 57,000,000.00 56,933,273.68 0.45 P-1 A-1 NETHERLANDSCertificate of Deposit AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.60% 03/14/16 03/14/16 0PY001B12 42,000,000.00 42,000,000.00 0.33 P-1 A-1+ AUSTRALIACertificate of Deposit BANK OF CHINA-SYDNEY 0.74% 04/08/16 04/08/16 2C5817N 35,000,000.00 34,951,884.33 0.28 P-1 A-1 CHINACertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.62% 04/26/16 04/26/16 06538MMJ5 25,000,000.00 25,000,000.00 0.20 P-1 A-1 JAPANCertificate of Deposit BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.70% 05/25/16 05/25/16 06538MMU0 33,000,000.00 33,000,000.00 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 26,000,000.00 26,000,000.00 0.21 P-1 A-1 JAPANCertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.34% 02/01/16 02/01/16 1C3948N 15,000,000.00 15,000,000.00 0.12 P-1 A-1 FRANCECertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.37% 02/05/16 02/05/16 1C6027N 18,000,000.00 17,999,260.70 0.14 P-1 A-1 FRANCECertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.40% 02/12/16 02/12/16 1C7206N 20,000,000.00 19,997,588.54 0.16 P-1 A-1 FRANCECertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.64% 04/07/16 04/07/16 2C5387N 55,000,000.00 55,000,000.00 0.44 P-1 A-1 FRANCECertificate of Deposit BANQUE FEDERATIVE DU CREDIT MUTUEL 0.70% 05/03/16 05/03/16 2C8607N 80,000,000.00 79,856,142.79 0.64 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS - LONDON BRANCH 0.61% 04/13/16 04/13/16 2C6329N 30,000,000.00 29,963,456.36 0.24 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS SA 0.61% 04/07/16 04/07/16 2C5589N 60,000,000.00 59,933,003.33 0.48 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS SA 0.61% 04/12/16 04/12/16 2C6098N 50,000,000.00 49,939,939.85 0.40 P-1 A-1 FRANCECertificate of Deposit BNP PARIBAS SA 0.63% 05/02/16 05/02/16 2C7877N 70,000,000.00 69,888,723.59 0.56 P-1 A-1 FRANCECertificate of Deposit BPCE SA 0.65% 03/17/16 03/17/16 2C3254N 30,000,000.00 30,000,000.00 0.24 P-1 A-1 FRANCECertificate of Deposit CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.68% 04/20/16 04/20/16 16891UKL4 20,000,000.00 20,000,000.00 0.16 P-1 A-1 CHINACertificate of Deposit CITIBANK NA 0.40% 02/08/16 02/08/16 17304U3G3 60,000,000.00 60,000,000.00 0.48 P-1 A-1 UNITED STATESCertificate of Deposit CITIBANK NA 0.58% 04/15/16 04/15/16 17304U4H0 25,000,000.00 25,000,000.00 0.20 P-1 A-1 UNITED STATESCertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.63% 04/06/16 04/06/16 22534HCL3 47,000,000.00 47,000,000.00 0.37 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.46% 03/01/16 03/01/16 22534HAB7 30,000,000.00 30,000,000.00 0.24 P-1 A-1 FRANCECertificate of Deposit CREDIT AGRICOLE SA 0.39% 02/01/16 02/01/16 1C4163N 20,000,000.00 20,000,000.00 0.16 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.70% 05/03/16 05/03/16 0CIE01AE2 33,000,000.00 32,941,078.98 0.26 P-1 A-1 FRANCE


of 6



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country


Certificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.50% 03/02/16 03/02/16 22536TWK5 5,000,000.00 5,000,000.00 0.04 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.72% 05/10/16 05/10/16 22536TZE6 25,000,000.00 25,000,000.00 0.20 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.72% 05/13/16 05/13/16 22536TZF3 55,000,000.00 55,000,000.00 0.44 P-1 A-1 FRANCECertificate of Deposit CREDIT INDUSTRIEL ET COMMERCIAL 0.90% 07/25/16 07/25/16 22536TZJ5 35,000,000.00 35,000,000.00 0.28 P-1 A-1 FRANCECertificate of Deposit CREDIT SUISSE AG - NEW YORK BRANCH 0.70% 02/24/16 02/24/16 22549V5B5 60,000,000.00 60,000,000.00 0.48 P-1 A-1 SWITZERLANDCertificate of Deposit DANSKE BANK A/S 0.34% 02/08/16 02/08/16 1C6625N 17,000,000.00 16,998,877.07 0.14 P-1 A-1 DENMARKCertificate of Deposit DANSKE BANK A/S 0.63% 04/08/16 04/08/16 2C5593N 70,000,000.00 69,918,055.39 0.56 P-1 A-1 DENMARKCertificate of Deposit DNB BANK ASA 0.27% 02/09/16 02/09/16 1C6643N 5,000,000.00 4,999,700.21 0.04 P-1 A-1 NORWAYCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.30% 02/09/16 02/09/16 1C6626P 10,000,000.00 9,999,333.84 0.08 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.40% 02/08/16 02/08/16 1C0629N 5,000,000.00 4,999,611.65 0.04 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.60% 04/11/16 04/11/16 2C5818N 20,000,000.00 19,976,702.00 0.16 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.60% 04/26/16 04/26/16 2C8591N 17,000,000.00 16,975,953.14 0.14 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.62% 04/15/16 04/15/16 2C6999N 100,000,000.00 99,872,754.97 0.80 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - LONDON BRANCH 0.62% 04/19/16 04/19/16 2C7538N 22,000,000.00 21,970,492.43 0.18 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - NEW YORK 0.60% 04/14/16 04/14/16 23328AMT8 37,000,000.00 37,000,000.00 0.29 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - NEW YORK 0.61% 04/06/16 04/06/16 23328AMN1 15,000,000.00 15,000,000.00 0.12 P-1 A-1+ GERMANYCertificate of Deposit DZ BANK AG - NEW YORK 0.66% 03/24/16 03/24/16 23328AMM3 40,000,000.00 40,000,000.00 0.32 P-1 A-1+ GERMANYCertificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA LUX 0.77% 04/08/16 04/08/16 2C5813N 10,000,000.00 9,985,697.27 0.08 P-1 A-1 CHINACertificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.68% 04/20/16 04/20/16 45580DAM6 35,000,000.00 35,000,000.00 0.28 P-1 A-1 CHINACertificate of Deposit INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.80% 04/07/16 04/07/16 45580DAF1 65,000,000.00 65,000,000.00 0.52 P-1 A-1 CHINACertificate of Deposit ING BANK NV 0.62% 04/13/16 04/13/16 0ING03H23 25,000,000.00 25,000,000.00 0.20 P-1 A-1 NETHERLANDSCertificate of Deposit ING BANK NV 0.66% 03/23/16 03/23/16 0ING03GF5 100,000,000.00 100,000,000.00 0.80 P-1 A-1 NETHERLANDSCertificate of Deposit ING BANK NV 0.70% 05/23/16 05/23/16 0ING03HV9 80,000,000.00 80,000,000.00 0.64 P-1 A-1 NETHERLANDSCertificate of Deposit KBC BANK NV 0.35% 02/01/16 02/01/16 1C5354N 25,000,000.00 25,000,000.00 0.20 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.42% 02/19/16 02/19/16 1C8300N 25,000,000.00 24,994,818.01 0.20 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.70% 03/04/16 03/04/16 2C0871N 10,000,000.00 9,993,788.76 0.08 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.70% 03/17/16 03/17/16 2C3281N 40,000,000.00 39,965,061.80 0.32 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.70% 04/07/16 04/07/16 2C5384N 25,000,000.00 24,967,973.32 0.20 P-1 A-1 BELGIUMCertificate of Deposit KBC BANK NV 0.70% 04/28/16 04/28/16 2C9254N 50,000,000.00 49,915,566.02 0.40 P-1 A-1 BELGIUMCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 04/12/16 04/12/16 2C6099N 25,000,000.00 24,966,529.74 0.20 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 04/15/16 04/15/16 2C6991N 15,000,000.00 14,979,069.30 0.12 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 04/28/16 04/28/16 2C9454N 34,000,000.00 33,944,221.65 0.27 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.68% 04/14/16 04/14/16 2C6752N 10,000,000.00 9,986,234.77 0.08 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.76% 05/16/16 05/16/16 2C6760N 10,000,000.00 9,977,948.80 0.08 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.76% 05/16/16 05/16/16 2C6989N 12,000,000.00 11,973,537.93 0.10 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.34% 02/02/16 02/02/16 60682AC20 10,000,000.00 10,000,000.00 0.08 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.34% 02/11/16 02/11/16 60682AC61 32,000,000.00 32,000,000.00 0.26 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.40% 02/16/16 02/16/16 60682AA63 5,000,000.00 5,000,000.00 0.04 P-1 A-1 JAPANCertificate of Deposit MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.70% 04/19/16 04/19/16 60682AF27 21,000,000.00 21,000,000.00 0.17 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.68% 04/19/16 04/19/16 2C7866N 30,000,000.00 29,956,004.62 0.24 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.68% 04/26/16 04/26/16 2C8577N 26,000,000.00 25,958,327.17 0.21 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.69% 04/13/16 04/13/16 2C6362N 20,000,000.00 19,972,448.05 0.16 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.70% 04/22/16 04/22/16 2C8204N 83,000,000.00 82,869,690.88 0.66 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-LONDON 0.70% 04/28/16 04/28/16 2C9268N 100,000,000.00 99,831,132.04 0.80 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 0.30% 02/02/16 02/02/16 60689DMK6 5,000,000.00 5,000,000.00 0.04 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 0.35% 02/16/16 02/16/16 60689DMC4 5,000,000.00 4,999,958.25 0.04 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-NEW YORK 0.39% 02/18/16 02/18/16 60689DNH2 10,000,000.00 10,000,000.00 0.08 P-1 A-1 JAPANCertificate of Deposit MIZUHO BANK LIMITED-SYDNEY 0.69% 04/15/16 04/15/16 2C6984N 10,000,000.00 9,985,841.36 0.08 P-1 A-1 JAPANCertificate of Deposit NATIONAL AUSTRALIA BANK LIMITED-LONDON 0.60% 04/15/16 04/15/16 2C5612N 60,000,000.00 59,926,120.67 0.48 P-1 A-1+ AUSTRALIACertificate of Deposit NATIONAL BANK OF CANADA 0.42% 02/17/16 02/17/16 63307UHJ3 20,000,000.00 20,000,000.00 0.16 P-1 A-1 CANADACertificate of Deposit NATIXIS - NEW YORK BRANCH 0.34% 04/05/16 04/05/16 63873FRE0 75,000,000.00 75,000,000.00 0.60 P-1 A-1 FRANCECertificate of Deposit NORDEA BANK FINLAND PLC 0.26% 02/02/16 02/02/16 65558LJZ6 10,000,000.00 10,000,000.00 0.08 P-1 A-1+ SWEDENCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.31% 02/04/16 02/04/16 65602TA43 40,000,000.00 40,000,000.00 0.32 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/15/16 04/15/16 65602TM24 15,000,000.00 15,000,000.00 0.12 P-1 A-1 JAPAN

of 6



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country


Certificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/20/16 04/20/16 65602TM81 25,000,000.00 25,000,000.00 0.20 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/25/16 04/25/16 65602TN31 25,000,000.00 25,000,000.00 0.20 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.60% 04/27/16 04/27/16 65602TN80 30,000,000.00 30,000,000.00 0.24 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.61% 04/12/16 04/12/16 65602TL82 25,000,000.00 25,000,000.00 0.20 P-1 A-1 JAPANCertificate of Deposit NORINCHUKIN BANK-NEW YORK 0.63% 04/08/16 04/08/16 65602TK67 32,000,000.00 32,000,000.00 0.26 P-1 A-1 JAPANCertificate of Deposit POHJOLA BANK PLC 0.60% 02/17/16 02/17/16 1C7652N 10,000,000.00 9,997,337.41 0.08 P-1 A-1+ FINLANDCertificate of Deposit POHJOLA BANK PLC 0.72% 03/29/16 03/29/16 2C4367N 50,000,000.00 49,943,104.71 0.40 P-1 A-1+ FINLANDCertificate of Deposit RABOBANK NEDERLAND 0.28% 02/05/16 02/05/16 1C3968N 22,000,000.00 21,999,316.11 0.18 P-1 A-1 NETHERLANDSCertificate of Deposit RABOBANK NEDERLAND 0.30% 02/08/16 02/08/16 1C6291N 28,000,000.00 27,998,367.95 0.22 P-1 A-1 NETHERLANDSCertificate of Deposit RABOBANK NEDERLAND 0.41% 02/12/16 02/12/16 5B0126N 50,000,000.00 50,000,000.00 0.40 P-1 A-1 NETHERLANDSCertificate of Deposit RABOBANK NEDERLAND 0.67% 05/17/16 05/17/16 2C7016N 125,000,000.00 124,753,965.81 0.99 P-1 A-1 NETHERLANDSCertificate of Deposit RABOBANK NEDERLAND 0.67% 05/20/16 05/20/16 2C7011N 25,000,000.00 24,949,403.45 0.20 P-1 A-1 NETHERLANDSCertificate of Deposit RABOBANK NEDERLAND 0.68% 05/02/16 05/02/16 2C5594N 40,000,000.00 39,931,393.60 0.32 P-1 A-1 NETHERLANDSCertificate of Deposit RABOBANK NEDERLAND NV/AUSTRALIA 0.64% 05/06/16 05/06/16 2C9058N 23,000,000.00 22,961,224.55 0.18 P-1 A-1 NETHERLANDSCertificate of Deposit SHIZUOKA BANK NEW YORK BRANCH 0.50% 02/04/16 02/04/16 82487AT31 5,000,000.00 5,000,000.00 0.04 P-1 A-1 JAPANCertificate of Deposit SOCIETE GENERALE NY BRANCH 0.25% 02/02/16 02/02/16 83368N2Y6 75,000,000.00 75,000,000.00 0.60 P-1 A-1 FRANCECertificate of Deposit STANDARD CHARTERED BANK 0.65% 04/29/16 04/29/16 2C9264N 50,000,000.00 49,920,687.13 0.40 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK 0.65% 04/22/16 04/22/16 2C7976N 35,000,000.00 34,948,897.28 0.28 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK PLC-NEW YORK 0.65% 04/14/16 04/14/16 85325TFG5 40,000,000.00 40,000,000.00 0.32 P-1 A-1 UNITED KINGDOMCertificate of Deposit STANDARD CHARTERED BANK/SINGAPORE 0.70% 04/12/16 04/12/16 2C6353P 100,000,000.00 99,862,185.84 0.80 P-1 A-1 UNITED KINGDOMCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.31% 02/02/16 02/02/16 86563QCZ1 16,000,000.00 16,000,000.00 0.13 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.35% 02/16/16 02/16/16 86563QED8 8,000,000.00 7,999,999.92 0.06 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.40% 02/18/16 02/18/16 86563QFZ8 35,000,000.00 35,000,000.00 0.28 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.40% 02/22/16 02/22/16 86563QGR5 10,000,000.00 10,000,000.00 0.08 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.65% 04/19/16 04/19/16 86563QQJ2 18,000,000.00 18,000,000.00 0.14 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.68% 04/25/16 04/25/16 86563QPH7 20,000,000.00 20,000,000.00 0.16 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.70% 04/19/16 04/19/16 86563QMV9 38,000,000.00 38,000,000.00 0.30 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORP-NY 0.70% 04/20/16 04/20/16 86563QND8 39,000,000.00 39,000,000.00 0.31 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION-BRUSSELS 0.33% 02/05/16 02/05/16 1C6282N 16,000,000.00 15,999,413.83 0.13 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION-BRUSSELS 0.41% 02/19/16 02/19/16 1C8542N 9,000,000.00 8,998,156.90 0.07 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI BANKING CORPORATION-BRUSSELS 0.68% 04/26/16 04/26/16 2C8589N 36,000,000.00 35,942,299.16 0.29 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.70% 03/21/16 03/21/16 86563KV34 75,000,000.00 75,000,000.00 0.60 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.32% 02/05/16 02/05/16 1C6041P 8,000,000.00 7,999,715.79 0.06 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.36% 02/12/16 02/12/16 1C7368N 5,000,000.00 4,999,450.50 0.04 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.70% 04/26/16 04/26/16 2C8590N 13,000,000.00 12,978,551.83 0.10 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.71% 04/19/16 04/19/16 2C7528N 14,000,000.00 13,978,501.55 0.11 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.71% 04/22/16 04/22/16 2C8174N 20,000,000.00 19,968,107.18 0.16 P-1 A-1 JAPANCertificate of Deposit SUMITOMO MITSUI TRUST BANK LTD 0.71% 04/07/16 04/07/16 2C5386N 12,000,000.00 11,984,407.96 0.10 P-1 A-1 JAPANCertificate of Deposit SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.27% 02/01/16 02/01/16 86958DC91 10,000,000.00 10,000,000.00 0.08 P-1 A-1+ SWEDENCertificate of Deposit SWEDBANK AB - NEW YORK 0.38% 02/24/16 02/24/16 87019UBX6 9,000,000.00 9,000,000.00 0.07 P-1 A-1+ SWEDENCertificate of Deposit THE CHIBA BANK LTD-NEW YORK 0.43% 02/02/16 02/02/16 16706BVD7 59,300,000.00 59,300,000.00 0.47 P-1 A-1 JAPANCertificate of Deposit THE CHIBA BANK LTD-NEW YORK 0.64% 03/14/16 03/14/16 16706BUY2 25,000,000.00 25,000,000.00 0.20 P-1 A-1 JAPANCertificate of Deposit THE CHIBA BANK LTD-NEW YORK 0.71% 02/26/16 02/26/16 16706BUP1 18,000,000.00 18,000,000.00 0.14 P-1 A-1 JAPANCertificate of Deposit THE NORINCHUKIN BANK-LONDON BRANCH 0.63% 04/15/16 04/15/16 2C7004N 10,000,000.00 9,987,173.04 0.08 P-1 A-1 JAPANCertificate of Deposit WELLS FARGO BANK NATIONAL ASSOCIATION 0.31% 02/04/16 02/04/16 94988EDY1 15,000,000.00 15,000,000.00 0.12 P-1 A-1+ UNITED STATESCertificate of Deposit WELLS FARGO BANK NATIONAL ASSOCIATION 0.63% 05/02/16 05/02/16 94988EPK8 65,000,000.00 65,000,000.00 0.52 P-1 A-1+ UNITED STATESFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.32% 02/02/16 02/02/16 00084BB29 8,000,000.00 7,999,928.89 0.06 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.32% 02/05/16 02/05/16 00084BB52 10,000,000.00 9,999,644.44 0.08 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.39% 03/01/16 03/01/16 00084BC10 20,000,000.00 19,993,716.67 0.16 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.40% 02/16/16 02/16/16 00084BBG8 10,000,000.00 9,998,333.33 0.08 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.63% 04/26/16 04/26/16 00084BDS0 19,750,000.00 19,720,621.88 0.16 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.64% 04/20/16 04/20/16 00084BDL5 40,000,000.00 39,943,822.23 0.32 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper ABN AMRO FUNDING USA LLC 0.64% 03/21/16 03/21/16 00084BCM4 28,000,000.00 27,975,608.89 0.22 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.41% 02/03/16 02/03/16 00850UB37 80,000,000.00 79,998,177.78 0.64 P-1 A-1 CHINA

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Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country


Financial Company Commercial Paper AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.68% 04/19/16 04/19/16 00850UDK7 40,000,000.00 39,941,066.67 0.32 P-1 A-1 CHINAFinancial Company Commercial Paper AUSTRALIA & NEW ZEALAND BANKING CORP HK 0.28% 02/01/16 02/01/16 05253PB14 7,000,000.00 7,000,000.00 0.06 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.26% 02/05/16 02/05/16 05253AB58 5,000,000.00 4,999,855.56 0.04 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.58% 03/09/16 03/09/16 05253AC99 10,000,000.00 9,994,038.89 0.08 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper BANK NEDERLANDSE GEMEENTEN N.V. 0.30% 02/25/16 02/25/16 62944FAH8 40,000,000.00 40,000,000.00 0.32 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper BANK OF NOVA SCOTIA 0.33% 03/24/16 04/01/16 06417LAJ6 81,000,000.00 81,000,000.00 0.65 P-1 A-1 CANADAFinancial Company Commercial Paper BANK OF NOVA SCOTIA 0.36% 02/12/16 02/12/16 06417LAU1 100,000,000.00 100,000,000.00 0.80 P-1 A-1 CANADAFinancial Company Commercial Paper BNP PARIBAS DUBLIN BRANCH 0.60% 04/12/16 04/12/16 09658YDC2 30,000,000.00 29,964,500.00 0.24 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.65% 03/17/16 03/17/16 09659BCH1 65,000,000.00 64,947,187.50 0.52 P-1 A-1 FRANCEFinancial Company Commercial Paper BNP PARIBAS NY BRANCH 0.67% 05/13/16 05/13/16 09659BED8 11,000,000.00 10,979,118.33 0.09 P-1 A-1 FRANCEFinancial Company Commercial Paper CAISSE CENTRALE DESJARDINS 0.60% 03/08/16 03/08/16 1280C2C80 5,000,000.00 4,997,000.00 0.04 P-1 A-1 CANADAFinancial Company Commercial Paper CAISSE DES DEPOTS ET CONSIGNATIONS 0.60% 04/26/16 04/26/16 12800ADS0 31,000,000.00 30,956,083.34 0.25 P-1 A-1+ FRANCEFinancial Company Commercial Paper CANADIAN IMPERIAL HOLDINGS INC. 0.40% 02/17/16 02/17/16 13607EBH1 40,000,000.00 39,992,888.89 0.32 P-1 A-1 CANADAFinancial Company Commercial Paper COMMONWEALTH BANK OF AUSTRALIA 0.27% 02/01/16 02/01/16 20272ALC8 40,000,000.00 40,000,000.00 0.32 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper COMMONWEALTH BANK OF AUSTRALIA 0.30% 02/15/16 04/08/16 20272ALT1 25,000,000.00 24,999,766.71 0.20 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper COMMONWEALTH BANK OF AUSTRALIA 0.55% 02/23/16 04/15/16 20272ALW4 50,000,000.00 50,000,000.00 0.40 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK 0.35% 02/03/16 02/03/16 22533TB39 17,000,000.00 16,999,669.44 0.14 P-1 A-1 FRANCEFinancial Company Commercial Paper CREDIT SUISSE AG - NEW YORK BRANCH 0.62% 04/11/16 04/11/16 2254EADB6 100,000,000.00 99,879,444.45 0.80 P-1 A-1 SWITZERLANDFinancial Company Commercial Paper CREDIT SUISSE AG - NEW YORK BRANCH 0.70% 05/06/16 05/06/16 2254EAE66 35,000,000.00 34,935,347.23 0.28 P-1 A-1 SWITZERLANDFinancial Company Commercial Paper CREDIT SUISSE AG - NEW YORK BRANCH 0.80% 06/01/16 06/01/16 2254EAF16 50,000,000.00 49,865,555.55 0.40 P-1 A-1 SWITZERLANDFinancial Company Commercial Paper DANSKE CORPORATION 0.61% 04/01/16 04/01/16 2363F6D15 55,000,000.00 54,944,083.33 0.44 P-1 A-1 DENMARKFinancial Company Commercial Paper DANSKE CORPORATION 0.32% 02/05/16 02/05/16 2363F6B58 24,400,000.00 24,399,132.44 0.19 P-1 A-1 DENMARKFinancial Company Commercial Paper DANSKE CORPORATION 0.32% 02/09/16 02/09/16 2363F6B90 10,000,000.00 9,999,288.89 0.08 P-1 A-1 DENMARKFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 0.28% 02/05/16 02/05/16 23305DB53 5,000,000.00 4,999,844.44 0.04 P-1 A-1+ SINGAPOREFinancial Company Commercial Paper DBS BANK LIMITED SINGAPORE 0.60% 04/12/16 04/12/16 23305DDC6 5,000,000.00 4,994,083.33 0.04 P-1 A-1+ SINGAPOREFinancial Company Commercial Paper DNB BANK ASA 0.26% 02/05/16 02/05/16 2332K0B50 20,000,000.00 19,999,433.33 0.16 P-1 A-1 NORWAYFinancial Company Commercial Paper DNB BANK ASA 0.33% 02/25/16 02/25/16 2332K0BR2 17,000,000.00 16,996,260.00 0.14 P-1 A-1 NORWAYFinancial Company Commercial Paper DNB BANK ASA 0.34% 02/22/16 02/22/16 2332K0BN1 5,000,000.00 4,999,008.33 0.04 P-1 A-1 NORWAYFinancial Company Commercial Paper HSBC BANK PLC 0.34% 02/09/16 04/11/16 40433FEV7 35,000,000.00 35,000,000.00 0.28 P-1 A-1+ UNITED KINGDOMFinancial Company Commercial Paper INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.68% 04/19/16 04/19/16 45581BDK0 25,000,000.00 24,963,166.66 0.20 P-1 A-1 CHINAFinancial Company Commercial Paper ING (US) FUNDING LLC 0.38% 02/22/16 02/22/16 4497W0BN7 7,000,000.00 6,998,448.33 0.06 P-1 A-1 NETHERLANDSFinancial Company Commercial Paper INTERCONTINENTAL EXCHANGE GROUP INC 0.45% 02/17/16 02/17/16 45856WBH1 100,000,000.00 99,980,000.00 0.80 P-1 A-1 UNITED STATESFinancial Company Commercial Paper MACQUARIE BANK LIMITED 0.60% 03/07/16 03/07/16 55607KC79 50,000,000.00 49,970,833.33 0.40 P-1 A-1 AUSTRALIAFinancial Company Commercial Paper MACQUARIE BANK LIMITED 0.61% 03/10/16 03/10/16 55607KCA2 20,000,000.00 19,987,122.22 0.16 P-1 A-1 AUSTRALIAFinancial Company Commercial Paper MACQUARIE BANK LIMITED 0.61% 04/21/16 04/21/16 55607KDM5 150,000,000.00 149,796,666.67 1.19 P-1 A-1 AUSTRALIAFinancial Company Commercial Paper MACQUARIE BANK LIMITED 0.68% 03/21/16 03/21/16 55607KCM6 75,000,000.00 74,930,583.34 0.60 P-1 A-1 AUSTRALIAFinancial Company Commercial Paper MITSUBISHI UFJ TRUST & BANKING CORP LTD- SINGAPORE BRANCH 0.33% 02/11/16 02/11/16 60682YBB9 4,000,000.00 3,999,633.33 0.03 P-1 A-1 JAPANFinancial Company Commercial Paper MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.70% 05/03/16 05/03/16 60682WE38 50,000,000.00 49,910,555.55 0.40 P-1 A-1 JAPANFinancial Company Commercial Paper NATIONAL BANK OF CANADA 0.42% 02/17/16 02/17/16 63307NAG2 100,000,000.00 100,000,000.00 0.80 P-1 A-1 CANADAFinancial Company Commercial Paper NATIONWIDE BUILDING SOCIETY 0.40% 02/18/16 02/18/16 6385E0BJ1 5,000,000.00 4,999,055.56 0.04 P-1 A-1 UNITED KINGDOMFinancial Company Commercial Paper NATIXIS - NEW YORK BRANCH 0.68% 03/21/16 03/21/16 63873JCM0 75,000,000.00 74,930,583.33 0.60 P-1 A-1 FRANCEFinancial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.59% 04/20/16 04/20/16 63975UDL3 20,000,000.00 19,974,105.55 0.16 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper NEDERLANDSE WATERSCHAPSBANK NV 0.60% 05/04/16 05/04/16 63975UE40 25,000,000.00 24,961,250.00 0.20 P-1 A-1+ NETHERLANDSFinancial Company Commercial Paper SOCIETE GENERALE SA 0.60% 04/05/16 04/05/16 83369BD52 56,000,000.00 55,940,764.44 0.45 P-1 A-1 FRANCEFinancial Company Commercial Paper SUMITOMO MITSUI BANKING CORPORATION 0.70% 03/22/16 03/22/16 86562KCN2 100,000,000.00 99,902,777.78 0.80 P-1 A-1 JAPANFinancial Company Commercial Paper SVENSKA HANDELSBANKEN AB 0.50% 03/10/16 03/10/16 86960JCA1 5,000,000.00 4,997,361.11 0.04 P-1 A-1+ SWEDENFinancial Company Commercial Paper SWEDBANK AB 0.33% 02/23/16 02/23/16 87019RBP0 5,000,000.00 4,998,991.67 0.04 P-1 A-1+ SWEDENFinancial Company Commercial Paper WESTPAC BANKING CORPORATION 0.30% 02/20/16 04/12/16 9612C4QJ3 77,000,000.00 77,000,000.00 0.61 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper WESTPAC BANKING CORPORATION 0.30% 02/20/16 04/14/16 9612C4QK0 77,000,000.00 77,000,000.00 0.61 P-1 A-1+ AUSTRALIAFinancial Company Commercial Paper WESTPAC BANKING CORPORATION 0.30% 02/10/16 04/04/16 9612C4QE4 75,000,000.00 74,999,343.75 0.60 P-1 A-1+ AUSTRALIAGovernment Agency Debt FEDERAL HOME LOAN BANKS 0.25% 02/08/16 02/08/16 313384SV2 24,000,000.00 23,998,833.33 0.19 P-1 A-1+ UNITED STATESGovernment Agency Debt FEDERAL HOME LOAN BANKS 0.25% 02/01/16 02/01/16 313384SN0 22,000,000.00 22,000,000.00 0.18 P-1 A-1+ UNITED STATESOther Commercial Paper ELECTRICITE DE FRANCE SA 0.61% 04/22/16 04/22/16 28504GDN3 100,000,000.00 99,862,750.00 0.80 P-1 A-1 FRANCEOther Commercial Paper ENGIE SA 0.35% 02/01/16 02/01/16 36161AB13 5,000,000.00 5,000,000.00 0.04 P-1 A-1 FRANCE

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Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country


Other Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.33% 02/18/16 02/18/16 29604CBJ0 50,000,000.00 49,992,208.33 0.40 P-1 A-1+ GERMANYOther Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.57% 04/15/16 04/15/16 29604CDF6 20,000,000.00 19,976,566.66 0.16 P-1 A-1+ GERMANYOther Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.58% 04/07/16 04/07/16 29604CD74 23,000,000.00 22,975,543.33 0.18 P-1 A-1+ GERMANYOther Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.59% 04/26/16 04/26/16 29604CDS8 40,000,000.00 39,944,277.78 0.32 P-1 A-1+ GERMANYOther Commercial Paper ERSTE ABWICKLUNGSANSTALT 0.66% 05/24/16 05/24/16 29604CEQ1 15,000,000.00 14,968,925.00 0.12 P-1 A-1+ GERMANYOther Commercial Paper KREDITANSTALT FUR WIEDERAUFBAU (KFW) 0.27% 02/05/16 02/05/16 48246TB57 10,000,000.00 9,999,700.00 0.08 P-1 A-1+ GERMANYOther Commercial Paper NRW.BANK 0.58% 04/13/16 04/13/16 62939LDD8 60,000,000.00 59,930,400.00 0.48 P-1 A-1+ GERMANYOther Commercial Paper NRW.BANK 0.37% 02/01/16 02/01/16 62939LB16 100,000,000.00 100,000,000.00 0.80 P-1 A-1+ GERMANYOther Commercial Paper NRW.BANK 0.42% 02/08/16 02/08/16 62939LB81 75,000,000.00 74,993,947.92 0.60 P-1 A-1+ GERMANYOther Commercial Paper TOTAL CAPITAL CANADA LTD. 0.58% 04/14/16 04/14/16 89153PDE9 33,000,000.00 32,961,188.33 0.26 P-1 A-1+ FRANCEOther Commercial Paper TOYOTA CREDIT CANADA INC 0.61% 04/25/16 04/25/16 89232CDR4 50,000,000.00 49,928,833.33 0.40 P-1 A-1+ JAPANOther Instrument (Time Deposit) CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.40% 02/01/16 02/01/16 0RW001ZH9 100,000,000.00 100,000,000.00 0.80 P-1 A-1 CHINAOther Instrument (Time Deposit) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.29% 02/01/16 02/01/16 0BC004BU7 300,560,000.00 300,560,000.00 2.39 P-1 A-1 FRANCEOther Instrument (Time Deposit) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.39% 02/02/16 02/02/16 0BC004BG8 100,000,000.00 100,000,000.00 0.80 P-1 A-1 FRANCEOther Instrument (Time Deposit) KBC BANK NV 0.32% 02/02/16 02/02/16 0KBC01M28 400,000,000.00 400,000,000.00 3.19 P-1 A-1 BELGIUMOther Instrument (Time Deposit) NATIXIS S.A. - GRAND CAYMAN 0.26% 02/01/16 02/01/16 0NGC02Q21 27,000,000.00 27,000,000.00 0.22 P-1 A-1 FRANCEOther Instrument (Time Deposit) NORDEA BANK FINLAND PLC 0.27% 02/01/16 02/01/16 0MBK04B89 300,000,000.00 300,000,000.00 2.39 P-1 A-1+ SWEDENOther Instrument (Time Deposit) RABOBANK NEDERLAND 0.37% 02/02/16 02/02/16 0RAB04M12 225,000,000.00 225,000,000.00 1.79 P-1 A-1 NETHERLANDSOther Instrument (Time Deposit) SKANDINAVISKA ENSKILDA BANKEN AB 0.27% 02/01/16 02/01/16 0EN003TW8 230,000,000.00 230,000,000.00 1.83 P-1 A-1 SWEDENOther Instrument (Time Deposit) SKANDINAVISKA ENSKILDA BANKEN AB 0.35% 02/03/16 02/03/16 0EN003TK4 200,000,000.00 200,000,000.00 1.59 P-1 A-1 SWEDENOther Instrument (Time Deposit) STANDARD CHARTERED BANK PLC-NEW YORK 0.38% 02/02/16 02/02/16 0QF001AA2 150,000,000.00 150,000,000.00 1.20 P-1 A-1 UNITED KINGDOMOther Instrument (Time Deposit) SVENSKA HANDELSBANKEN AB 0.27% 02/01/16 02/01/16 0SVE03EK0 100,000,000.00 100,000,000.00 0.80 P-1 A-1+ SWEDENOther Instrument (Time Deposit) SVENSKA HANDELSBANKEN AB 0.33% 02/03/16 02/03/16 0SVE03EJ3 150,000,000.00 150,000,000.00 1.20 P-1 A-1+ SWEDENOther Instrument (Time Deposit) THE BANK OF TOKYO-MITSUBISHI UFJ LTD. 0.38% 02/02/16 02/02/16 0AY004I04 200,000,000.00 200,000,000.00 1.59 P-1 A-1 JAPANOther Note AUSTRALIA & NEW ZEALAND BANKING GROUP LIMITED- NEW YORK 0.78% 03/03/16 08/26/16 05252TBQ2 250,000,000.00 250,000,000.00 1.99 P-1 A-1+ AUSTRALIAOther Note ING BANK NV 0.68% 03/31/16 03/31/16 44977GGY1 125,000,000.00 125,000,000.00 1.00 P-1 A-1 NETHERLANDSOther Note ROYAL BANK OF CANADA 0.75% 03/18/16 09/09/16 78008FBL7 85,000,000.00 85,000,000.00 0.68 P-1 A-1+ CANADAOther Note SVENSKA HANDELSBANKEN AB 0.65% 02/13/16 03/24/16 86959JKL1 50,000,000.00 50,000,000.00 0.40 P-1 A-1+ SWEDENOther Note WELLS FARGO BANK NATIONAL ASSOCIATION 0.63% 03/17/16 09/14/16 94985H3U6 185,000,000.00 185,000,000.00 1.47 P-1 A-1+ UNITED STATESOther Repo Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADITIONAL REPO) 0.78% 02/01/16 03/06/16 0CGM01DV5 25,000,000.00 25,000,000.00 0.20 NR A-1 UNITED STATESOther Repo Agreement CITIGROUP GLOBAL MARKETS INC. (NON-TRADITIONAL REPO) 0.88% 02/01/16 03/06/16 0CGM01DW3 25,000,000.00 25,000,000.00 0.20 NR A-1 UNITED STATESOther Repo Agreement HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO) 0.52% 02/01/16 02/01/16 0HSN19C18 130,000,000.00 130,000,000.00 1.04 NR A-1+ UNITED KINGDOMOther Repo Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 0.77% 02/01/16 02/01/16 0MLP02JZ3 150,000,000.00 150,000,000.00 1.20 NR A-1 UNITED STATESOther Repo Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 1.03% 02/01/16 03/06/16 0MLP02JD2 175,000,000.00 175,000,000.00 1.39 NR A-1 UNITED STATESOther Repo Agreement MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 1.04% 04/11/16 04/11/16 0MLP02JO8 75,000,000.00 75,000,000.00 0.60 NR A-1 UNITED STATESTreasury Debt US TREASURY 0.38% 03/15/16 03/15/16 912828US7 288,000,000.00 288,031,531.29 2.30 P-1 A-1+ UNITED STATESTreasury Debt US TREASURY 1.50% 06/30/16 06/30/16 912828QR4 50,000,000.00 50,237,868.97 0.40 P-1 A-1+ UNITED STATESTreasury Debt US TREASURY 1.75% 05/31/16 05/31/16 912828QP8 130,000,000.00 130,612,503.10 1.04 P-1 A-1+ UNITED STATESTreasury Debt US TREASURY 2.13% 02/29/16 02/29/16 912828QJ2 55,000,000.00 55,079,136.29 0.44 P-1 A-1+ UNITED STATESTreasury Debt US TREASURY 2.38% 03/31/16 03/31/16 912828KT6 116,000,000.00 116,385,776.18 0.93 P-1 A-1+ UNITED STATESTreasury Debt US TREASURY 2.63% 02/29/16 02/29/16 912828KS8 20,000,000.00 20,035,863.63 0.16 P-1 A-1+ UNITED STATESTreasury Debt US TREASURY 4.50% 02/15/16 02/15/16 912828EW6 56,000,000.00 56,091,787.02 0.45 P-1 A-1+ UNITED STATESVariable Rate Demand Note JETS STADIUM DEVELOPMENT 0.39% 02/07/16 02/07/16 477181AJ0 11,985,000.00 11,985,000.00 0.10 VMIG A-1 JAPANVariable Rate Demand Note JETS STADIUM FINANCE 0.39% 02/07/16 02/07/16 477182AA7 5,000,000.00 5,000,000.00 0.04 P-1 A-1 JAPANGrand Total 12,550,424,236.16 100.00


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 the

of 6



Effective Maturity

Date

Final Maturity



% of Total Value

Moody's Rating

S&P Rating Country


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 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.








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