0000278001-16-000132.txt : 20160229 0000278001-16-000132.hdr.sgml : 20160229 20160108105509 ACCESSION NUMBER: 0000278001-16-000132 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20151231 FILED AS OF DATE: 20160108 DATE AS OF CHANGE: 20160108 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 161331966 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007149 Fidelity Government Cash Reserves C000019553 Fidelity Government Cash Reserves FDRXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2015-12-31 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Government/Agency 38 83 119491484196.55 47297179.08 2502192103.56 117036589272.07 0.0029 1.0002 2015-12-31 1.0002 2015-12-31 C000019553 2500.00 117036589272.07 1.00 1848621535.58 28221565599.38 26372944063.80 0.0001 1.0002 2015-12-31 1.0002 2015-12-31 Fannie Mae Fannie Mae, 0.23% 313588TF2 Government Agency Debt First Tier Security 2016-02-18 2016-02-18 N N N 400000000.00 399877333.36 0.0034 N 399875200.00 399875200.00 Fannie Mae Fannie Mae, 0.24% 313588SF3 Government Agency Debt First Tier Security 2016-01-25 2016-01-25 N N N 622000000.00 621900478.18 0.0053 N 621945264.00 621945264.00 Fannie Mae Fannie Mae, 0.24% to 0.28% 313588TL9 Government Agency Debt First Tier Security 2016-02-23 2016-02-23 N N N 650000000.00 649758555.57 0.0056 N 649774450.00 649774450.00 Fannie Mae Fannie Mae, 0.25% 313588SN6 Government Agency Debt First Tier Security 2016-02-01 2016-02-01 N N N 450000000.00 449903124.99 0.0038 N 449912700.00 449912700.00 Fannie Mae Fannie Mae, 0.26% 313588SP1 Government Agency Debt First Tier Security 2016-02-02 2016-02-02 N N N 250000000.00 249942222.20 0.0021 N 249949750.00 249949750.00 Fannie Mae Fannie Mae, 0.26% 313588SV8 Government Agency Debt First Tier Security 2016-02-08 2016-02-08 N N N 500000000.00 499862777.80 0.0043 N 499878500.00 499878500.00 Fannie Mae Fannie Mae, 0.27% 313588SW6 Government Agency Debt First Tier Security 2016-02-09 2016-02-09 N N N 400000000.00 399885166.64 0.0034 N 399900000.00 399900000.00 Fannie Mae Fannie Mae, 0.28% 313588TM7 Government Agency Debt First Tier Security 2016-02-24 2016-02-24 N N N 260778000.00 260668473.24 0.0022 N 260685684.59 260685684.59 Fannie Mae Fannie Mae, 0.44% 3135G0B44 Government Agency Debt First Tier Security 2016-01-26 2017-01-26 N N N 500000000.00 499945423.10 0.0043 N 499715000.00 499715000.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.21% 3133EE2V1 Government Agency Debt First Tier Security 2016-01-06 2016-07-06 N N N 105000000.00 104997381.99 0.0009 N 104949600.00 104949600.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 3133EDUG5 Government Agency Debt First Tier Security 2016-01-15 2016-09-15 N N N 370000000.00 369967238.50 0.0032 N 369798350.00 369798350.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.36% 3133EEM80 Government Agency Debt First Tier Security 2016-01-20 2016-06-20 N N N 200000000.00 199998481.24 0.0017 N 199905600.00 199905600.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.37% 3133EDFH0 Government Agency Debt First Tier Security 2016-01-18 2016-07-18 N N N 78365000.00 78386903.02 0.0007 N 78343684.72 78343684.72 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384RS0 Government Agency Debt First Tier Security 2016-01-12 2016-01-12 N N N 272600000.00 272590837.59 0.0023 N 272591004.20 272591004.20 Federal Home Loan Bank Federal Home Loan Bank, 0.12% to 0.20% 313384SA8 Government Agency Debt First Tier Security 2016-01-20 2016-01-20 N N N 835013000.00 834956699.26 0.0071 N 834957054.13 834957054.13 Federal Home Loan Bank Federal Home Loan Bank, 0.12% to 0.20% 313384SC4 Government Agency Debt First Tier Security 2016-01-22 2016-01-22 N N N 334000000.00 333975972.50 0.0029 N 333974950.00 333974950.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% to 0.22% 313384SH3 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 561000000.00 560945680.92 0.0048 N 560946144.00 560946144.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% to 0.41% 313384SQ3 Government Agency Debt First Tier Security 2016-02-03 2016-02-03 N N N 1430000000.00 1429715482.95 0.0122 N 1429702560.00 1429702560.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% to 0.33% 313384TD1 Government Agency Debt First Tier Security 2016-02-16 2016-02-16 N N N 406000000.00 405909120.61 0.0035 N 405878606.00 405878606.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313384RJ0 Government Agency Debt First Tier Security 2016-01-04 2016-01-04 N N N 68000000.00 67999036.67 0.0006 N 68000000.00 68000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313384SS9 Government Agency Debt First Tier Security 2016-02-05 2016-02-05 N N N 500000000.00 499919307.28 0.0043 N 499889000.00 499889000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% to 0.31% 313384TZ2 Government Agency Debt First Tier Security 2016-03-07 2016-03-07 N N N 676000000.00 675744139.89 0.0058 N 675645100.00 675645100.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313384UA5 Government Agency Debt First Tier Security 2016-03-08 2016-03-08 N N N 250000000.00 249920902.75 0.0021 N 249866750.00 249866750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5HW2 Government Agency Debt First Tier Security 2016-01-02 2016-03-02 N N N 663000000.00 663000000.00 0.0057 N 663006630.00 663006630.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5XH7 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 325000000.00 324997032.62 0.0028 N 325004225.00 325004225.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5WG0 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 196000000.00 195998212.08 0.0017 N 196002352.00 196002352.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5WU9 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 157000000.00 156998567.85 0.0013 N 157001884.00 157001884.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5VX4 Government Agency Debt First Tier Security 2016-01-17 2016-10-17 N N N 291000000.00 290976623.22 0.0025 N 290822781.00 290822781.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5W70 Government Agency Debt First Tier Security 2016-01-20 2017-01-20 N N N 500000000.00 499920116.00 0.0043 N 499563500.00 499563500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5Y94 Government Agency Debt First Tier Security 2016-01-21 2016-01-21 N N N 393000000.00 392995314.74 0.0034 N 393005109.00 393005109.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5ZC6 Government Agency Debt First Tier Security 2016-01-22 2016-01-22 N N N 103000000.00 102998295.45 0.0009 N 103001339.00 103001339.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5YR4 Government Agency Debt First Tier Security 2016-01-22 2016-01-22 N N N 458000000.00 457993465.99 0.0039 N 458005954.00 458005954.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5W62 Government Agency Debt First Tier Security 2016-01-23 2017-01-23 N N N 82000000.00 81986796.94 0.0007 N 81924888.00 81924888.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% to 0.32% 313384UG2 Government Agency Debt First Tier Security 2016-03-14 2016-03-14 N N N 1092000000.00 1091446578.71 0.0093 N 1091363364.00 1091363364.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A5R50 Government Agency Debt First Tier Security 2016-01-02 2016-07-01 N N N 235000000.00 234988282.19 0.0020 N 234999765.00 234999765.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% to 0.20% 3130A5ZR3 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 834000000.00 833976723.19 0.0071 N 834008340.00 834008340.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A5ZL6 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 360000000.00 359991303.84 0.0031 N 360003600.00 360003600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% to 0.37% 313384UK3 Government Agency Debt First Tier Security 2016-03-17 2016-03-17 N N N 889000000.00 888499698.09 0.0076 N 888459488.00 888459488.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% to 0.47% 313384UL1 Government Agency Debt First Tier Security 2016-03-18 2016-03-18 N N N 533000000.00 532638324.63 0.0046 N 532671139.00 532671139.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5HD4 Government Agency Debt First Tier Security 2016-01-01 2016-06-01 N N N 855000000.00 855000000.00 0.0073 N 854729820.00 854729820.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A6DV6 Government Agency Debt First Tier Security 2016-01-02 2016-06-02 N N N 250000000.00 250000000.00 0.0021 N 249925250.00 249925250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5GP8 Government Agency Debt First Tier Security 2016-01-04 2016-01-04 N N N 250000000.00 249999310.25 0.0021 N 250000000.00 250000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5GH6 Government Agency Debt First Tier Security 2016-01-04 2016-01-04 N N N 250000000.00 249999399.95 0.0021 N 250000000.00 250000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5AC3 Government Agency Debt First Tier Security 2016-01-04 2016-05-04 N N N 350000000.00 349990670.19 0.0030 N 349911450.00 349911450.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5J42 Government Agency Debt First Tier Security 2016-01-11 2016-01-11 N N N 100000000.00 99998808.76 0.0009 N 100001000.00 100001000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5J59 Government Agency Debt First Tier Security 2016-01-11 2016-01-11 N N N 250000000.00 249997020.95 0.0021 N 250002500.00 250002500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5J67 Government Agency Debt First Tier Security 2016-01-11 2016-01-11 N N N 136000000.00 135998379.91 0.0012 N 136001360.00 136001360.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A56Y0 Government Agency Debt First Tier Security 2016-01-27 2016-10-27 N N N 564000000.00 563928652.42 0.0048 N 563698260.00 563698260.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A63Y1 Government Agency Debt First Tier Security 2016-01-29 2016-01-29 N N N 442000000.00 441988427.74 0.0038 N 442005746.00 442005746.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384SV2 Government Agency Debt First Tier Security 2016-02-08 2016-02-08 N N N 250000000.00 249947222.20 0.0021 N 249939250.00 249939250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130A6E52 Government Agency Debt First Tier Security 2016-01-01 2016-06-01 N N N 225000000.00 225000000.00 0.0019 N 224937900.00 224937900.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130A6QB6 Government Agency Debt First Tier Security 2016-03-28 2016-03-28 N N N 379000000.00 378979409.23 0.0032 N 378841957.00 378841957.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6EX1 Government Agency Debt First Tier Security 2016-01-01 2016-09-01 N N N 250000000.00 250000000.00 0.0021 N 249871750.00 249871750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6FG7 Government Agency Debt First Tier Security 2016-01-04 2016-03-04 N N N 500000000.00 500000000.00 0.0043 N 500029000.00 500029000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A5J34 Government Agency Debt First Tier Security 2016-01-04 2016-12-02 N N N 166000000.00 166000000.00 0.0014 N 165806942.00 165806942.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6N86 Government Agency Debt First Tier Security 2016-01-19 2016-04-19 N N N 316000000.00 316000000.00 0.0027 N 316020856.00 316020856.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6MA2 Government Agency Debt First Tier Security 2016-01-19 2016-07-19 N N N 188000000.00 188000000.00 0.0016 N 188015416.00 188015416.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6MT1 Government Agency Debt First Tier Security 2016-01-19 2016-07-19 N N N 299000000.00 299000000.00 0.0026 N 299024518.00 299024518.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A5QD4 Government Agency Debt First Tier Security 2016-01-20 2016-01-20 N N N 280000000.00 279996495.80 0.0024 N 280008680.00 280008680.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6P35 Government Agency Debt First Tier Security 2016-01-21 2016-04-21 N N N 322000000.00 322000000.00 0.0028 N 322016422.00 322016422.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6PG6 Government Agency Debt First Tier Security 2016-01-23 2016-04-22 N N N 225000000.00 225000000.00 0.0019 N 225008100.00 225008100.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6PH4 Government Agency Debt First Tier Security 2016-01-27 2016-04-27 N N N 199000000.00 199000000.00 0.0017 N 198975921.00 198975921.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6PW1 Government Agency Debt First Tier Security 2016-01-27 2016-04-27 N N N 290000000.00 290000000.00 0.0025 N 290002030.00 290002030.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6PD3 Government Agency Debt First Tier Security 2016-01-28 2016-04-28 N N N 500000000.00 500000000.00 0.0043 N 500000000.00 500000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6PA9 Government Agency Debt First Tier Security 2016-01-28 2016-04-28 N N N 250000000.00 250000000.00 0.0021 N 250000000.00 250000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A6QG5 Government Agency Debt First Tier Security 2016-01-04 2016-05-04 N N N 261000000.00 260983096.02 0.0022 N 260959545.00 260959545.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A5VQ9 Government Agency Debt First Tier Security 2016-01-08 2016-07-08 N N N 582000000.00 582000000.00 0.0050 N 581722968.00 581722968.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A6NM5 Government Agency Debt First Tier Security 2016-02-02 2016-05-02 N N N 565000000.00 565000000.00 0.0048 N 564983050.00 564983050.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A6QQ3 Government Agency Debt First Tier Security 2016-02-02 2016-05-02 N N N 250000000.00 250000000.00 0.0021 N 249994500.00 249994500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A6Q75 Government Agency Debt First Tier Security 2016-02-02 2016-05-02 N N N 240000000.00 240000000.00 0.0021 N 239992800.00 239992800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A6QX8 Government Agency Debt First Tier Security 2016-02-02 2016-05-02 N N N 44000000.00 44000000.00 0.0004 N 43999736.00 43999736.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A6QP5 Government Agency Debt First Tier Security 2016-02-02 2016-05-02 N N N 44000000.00 44000000.00 0.0004 N 43999032.00 43999032.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% to 0.32% 313384SX8 Government Agency Debt First Tier Security 2016-02-10 2016-02-10 N N N 1737115000.00 1736650932.49 0.0148 N 1736668561.45 1736668561.45 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A3G99 Government Agency Debt First Tier Security 2016-02-10 2016-05-10 N N N 352000000.00 351980454.57 0.0030 N 351732128.00 351732128.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A6NR4 Government Agency Debt First Tier Security 2016-01-02 2016-11-02 N N N 250000000.00 250000000.00 0.0021 N 249790250.00 249790250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A6U96 Government Agency Debt First Tier Security 2016-01-04 2016-06-02 N N N 615000000.00 615000000.00 0.0053 N 614915130.00 614915130.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A6QU4 Government Agency Debt First Tier Security 2016-02-03 2016-05-03 N N N 250000000.00 250000000.00 0.0021 N 249996750.00 249996750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A3GR9 Government Agency Debt First Tier Security 2016-02-12 2016-05-12 N N N 200000000.00 199988723.76 0.0017 N 199935600.00 199935600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% to 0.30% 313384TE9 Government Agency Debt First Tier Security 2016-02-17 2016-02-17 N N N 1440000000.00 1439518825.01 0.0123 N 1439559360.00 1439559360.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A6HK6 Government Agency Debt First Tier Security 2016-02-25 2016-02-25 N N N 347000000.00 346981931.64 0.0030 N 346975710.00 346975710.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A5HE2 Government Agency Debt First Tier Security 2016-02-29 2016-02-29 N N N 213000000.00 212986319.48 0.0018 N 212966346.00 212966346.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% to 0.42% 313384VD8 Government Agency Debt First Tier Security 2016-04-04 2016-04-04 N N N 589000000.00 588483417.05 0.0050 N 588478735.00 588478735.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 313384VH9 Government Agency Debt First Tier Security 2016-04-08 2016-04-08 N N N 564000000.00 563631520.08 0.0048 N 563478864.00 563478864.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A6L96 Government Agency Debt First Tier Security 2016-04-15 2016-04-15 N N N 237000000.00 236983819.58 0.0020 N 236869887.00 236869887.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A6EY9 Government Agency Debt First Tier Security 2016-01-08 2016-09-08 N N N 250000000.00 250000000.00 0.0021 N 249862250.00 249862250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A6RJ8 Government Agency Debt First Tier Security 2016-02-09 2016-05-09 N N N 188000000.00 188000000.00 0.0016 N 187991164.00 187991164.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 0.44% 313384UR8 Government Agency Debt First Tier Security 2016-03-23 2016-03-23 N N N 1232000000.00 1231037064.63 0.0105 N 1231189344.00 1231189344.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 0.38% 313384UW7 Government Agency Debt First Tier Security 2016-03-28 2016-03-28 N N N 923000000.00 922293644.32 0.0079 N 922353900.00 922353900.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313384UY3 Government Agency Debt First Tier Security 2016-03-30 2016-03-30 N N N 235000000.00 234854756.93 0.0020 N 234831505.00 234831505.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A6LT2 Government Agency Debt First Tier Security 2016-04-11 2016-04-11 N N N 197000000.00 196981471.05 0.0017 N 196899727.00 196899727.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313384VN6 Government Agency Debt First Tier Security 2016-04-13 2016-04-13 N N N 917000000.00 916344090.26 0.0078 N 916108676.00 916108676.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A6M79 Government Agency Debt First Tier Security 2016-04-13 2016-04-13 N N N 210015000.00 209994638.20 0.0018 N 209903902.07 209903902.07 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A6LU9 Government Agency Debt First Tier Security 2016-04-15 2016-04-15 N N N 500000000.00 499965378.70 0.0043 N 499739500.00 499739500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313384VQ9 Government Agency Debt First Tier Security 2016-04-15 2016-04-15 N N N 433000000.00 432684270.78 0.0037 N 432570464.00 432570464.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A6JS7 Government Agency Debt First Tier Security 2016-04-15 2016-04-15 N N N 107000000.00 106995555.56 0.0009 N 106947249.00 106947249.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A6M95 Government Agency Debt First Tier Security 2016-04-15 2016-04-15 N N N 500000000.00 499950653.10 0.0043 N 499725500.00 499725500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313384VX4 Government Agency Debt First Tier Security 2016-04-22 2016-04-22 N N N 331000000.00 330742555.56 0.0028 N 330649140.00 330649140.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130A6KP1 Government Agency Debt First Tier Security 2016-01-05 2016-10-05 N N N 600000000.00 600000000.00 0.0051 N 599569800.00 599569800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130A6LA3 Government Agency Debt First Tier Security 2016-01-06 2016-07-06 N N N 250000000.00 250000000.00 0.0021 N 249938500.00 249938500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130A6FK8 Government Agency Debt First Tier Security 2016-01-08 2016-09-08 N N N 230000000.00 230000000.00 0.0020 N 229881090.00 229881090.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130A6BK2 Government Agency Debt First Tier Security 2016-01-13 2016-08-11 N N N 291000000.00 291000000.00 0.0025 N 290805903.00 290805903.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% to 0.42% 313384VA4 Government Agency Debt First Tier Security 2016-04-01 2016-04-01 N N N 1000000000.00 999164374.80 0.0085 N 999144000.00 999144000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 313384VV8 Government Agency Debt First Tier Security 2016-04-20 2016-04-20 N N N 370000000.00 369707186.06 0.0032 N 369615200.00 369615200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 313384WC9 Government Agency Debt First Tier Security 2016-04-27 2016-04-27 N N N 500000000.00 499577500.12 0.0043 N 499446000.00 499446000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130A6M38 Government Agency Debt First Tier Security 2016-04-29 2016-04-29 N N N 204000000.00 203977449.19 0.0017 N 203863116.00 203863116.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130A6M61 Government Agency Debt First Tier Security 2016-05-02 2016-05-02 N N N 317000000.00 316953591.20 0.0027 N 316762567.00 316762567.00 Federal Home Loan Bank Federal Home Loan Bank, 0.27% 3130A6RK5 Government Agency Debt First Tier Security 2016-02-16 2016-05-16 N N N 188000000.00 188000000.00 0.0016 N 187982140.00 187982140.00 Federal Home Loan Bank Federal Home Loan Bank, 0.27% to 0.30% 313384TM1 Government Agency Debt First Tier Security 2016-02-24 2016-02-24 N N N 1271000000.00 1270470410.00 0.0109 N 1270550066.00 1270550066.00 Federal Home Loan Bank Federal Home Loan Bank, 0.27% 3130A6KJ5 Government Agency Debt First Tier Security 2016-04-06 2016-04-06 N N N 350000000.00 349968371.90 0.0030 N 349856500.00 349856500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130A5VY2 Government Agency Debt First Tier Security 2016-01-15 2016-07-15 N N N 291000000.00 291000000.00 0.0025 N 290830347.00 290830347.00 Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130A3FR0 Government Agency Debt First Tier Security 2016-02-02 2016-05-06 N N N 354000000.00 353987147.18 0.0030 N 353917164.00 353917164.00 Federal Home Loan Bank Federal Home Loan Bank, 0.28% 313384SZ3 Government Agency Debt First Tier Security 2016-02-12 2016-02-12 N N N 1000000.00 999673.33 0.0000 N 999729.00 999729.00 Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130A6BQ9 Government Agency Debt First Tier Security 2016-01-18 2016-02-18 N N N 170000000.00 169993742.44 0.0015 N 169990310.00 169990310.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130A6BH9 Government Agency Debt First Tier Security 2016-01-17 2016-08-17 N N N 500000000.00 500000000.00 0.0043 N 499654000.00 499654000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130A5X79 Government Agency Debt First Tier Security 2016-01-17 2017-01-17 N N N 331000000.00 330947528.89 0.0028 N 330444913.00 330444913.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130A6AZ0 Government Agency Debt First Tier Security 2016-01-17 2016-08-17 N N N 196000000.00 196000000.00 0.0017 N 195859272.00 195859272.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384TU3 Government Agency Debt First Tier Security 2016-03-02 2016-03-02 N N N 173100000.00 173012185.59 0.0015 N 173016392.70 173016392.70 Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.40% 313384TW9 Government Agency Debt First Tier Security 2016-03-04 2016-03-04 N N N 1825000000.00 1823869390.79 0.0156 N 1824087500.00 1824087500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384UC1 Government Agency Debt First Tier Security 2016-03-10 2016-03-10 N N N 100000000.00 99942499.98 0.0009 N 99945000.00 99945000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384WK1 Government Agency Debt First Tier Security 2016-05-04 2016-05-04 N N N 437000000.00 436551443.63 0.0037 N 436382956.00 436382956.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130A6SD0 Government Agency Debt First Tier Security 2016-01-13 2016-05-13 N N N 500000000.00 499981730.80 0.0043 N 499905000.00 499905000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130A5W21 Government Agency Debt First Tier Security 2016-01-17 2017-01-17 N N N 250000000.00 249973581.25 0.0021 N 249594500.00 249594500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130A6JT5 Government Agency Debt First Tier Security 2016-01-15 2016-04-15 N N N 600000000.00 599995624.44 0.0051 N 599901600.00 599901600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130A6TF4 Government Agency Debt First Tier Security 2016-02-25 2016-05-25 N N N 295000000.00 295000000.00 0.0025 N 295004720.00 295004720.00 Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130A6MD6 Government Agency Debt First Tier Security 2016-05-11 2016-05-11 N N N 336700000.00 336611125.28 0.0029 N 336430976.70 336430976.70 Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384TF6 Government Agency Debt First Tier Security 2016-02-18 2016-02-18 N N N 281000000.00 280886663.43 0.0024 N 280912328.00 280912328.00 Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384TK5 Government Agency Debt First Tier Security 2016-02-22 2016-02-22 N N N 281000000.00 280878935.93 0.0024 N 280878936.77 280878936.77 Federal Home Loan Bank Federal Home Loan Bank, 0.33% to 0.48% 313384UB3 Government Agency Debt First Tier Security 2016-03-09 2016-03-09 N N N 991000000.00 990304076.84 0.0085 N 990462878.00 990462878.00 Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384TL3 Government Agency Debt First Tier Security 2016-02-23 2016-02-23 N N N 563000000.00 562748526.48 0.0048 N 562748524.79 562748524.79 Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384TP4 Government Agency Debt First Tier Security 2016-02-26 2016-02-26 N N N 121000000.00 120939789.07 0.0010 N 120955472.00 120955472.00 Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130A3GT5 Government Agency Debt First Tier Security 2016-03-07 2016-06-07 N N N 200000000.00 199988138.52 0.0017 N 199947800.00 199947800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A6V61 Government Agency Debt First Tier Security 2016-01-15 2016-06-15 N N N 432000000.00 432000000.00 0.0037 N 431950752.00 431950752.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A6GP6 Government Agency Debt First Tier Security 2016-01-18 2016-03-18 N N N 160000000.00 160000000.00 0.0014 N 159986720.00 159986720.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A6RZ2 Government Agency Debt First Tier Security 2016-01-18 2016-05-18 N N N 283000000.00 283000000.00 0.0024 N 282934627.00 282934627.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A6BJ5 Government Agency Debt First Tier Security 2016-01-19 2016-08-19 N N N 163000000.00 163000000.00 0.0014 N 162879380.00 162879380.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384TT6 Government Agency Debt First Tier Security 2016-03-01 2016-03-01 N N N 203000000.00 202887504.10 0.0017 N 202887503.49 202887503.49 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A6TU1 Government Agency Debt First Tier Security 2016-03-02 2016-06-02 N N N 145000000.00 145000000.00 0.0012 N 144999710.00 144999710.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384WA3 Government Agency Debt First Tier Security 2016-04-25 2016-04-25 N N N 500000000.00 499440972.30 0.0043 N 499455500.00 499455500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384WM7 Government Agency Debt First Tier Security 2016-05-06 2016-05-06 N N N 250000000.00 249694625.00 0.0021 N 249641250.00 249641250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130A6ST5 Government Agency Debt First Tier Security 2016-01-18 2016-05-18 N N N 227000000.00 227000000.00 0.0019 N 226952557.00 226952557.00 Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130A4Z39 Government Agency Debt First Tier Security 2016-01-20 2016-04-20 N N N 221750000.00 221746907.21 0.0019 N 221671057.00 221671057.00 Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130A5Q85 Government Agency Debt First Tier Security 2016-01-20 2016-06-20 N N N 196000000.00 196000000.00 0.0017 N 195908860.00 195908860.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130A5RP6 Government Agency Debt First Tier Security 2016-01-23 2016-06-23 N N N 210000000.00 210000000.00 0.0018 N 209889540.00 209889540.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130A5W39 Government Agency Debt First Tier Security 2016-01-24 2017-01-24 N N N 40000000.00 39995695.54 0.0003 N 39931160.00 39931160.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384US6 Government Agency Debt First Tier Security 2016-03-24 2016-03-24 N N N 487000000.00 486584561.82 0.0042 N 486675171.00 486675171.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384WH8 Government Agency Debt First Tier Security 2016-05-02 2016-05-02 N N N 500000000.00 499373055.43 0.0043 N 499306000.00 499306000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6MX2 Government Agency Debt First Tier Security 2016-01-20 2016-05-20 N N N 378000000.00 377996315.56 0.0032 N 377892648.00 377892648.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6DW4 Government Agency Debt First Tier Security 2016-01-25 2016-05-25 N N N 250000000.00 250000000.00 0.0021 N 249899250.00 249899250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6DD6 Government Agency Debt First Tier Security 2016-01-26 2016-05-26 N N N 985000000.00 985000000.00 0.0084 N 984599105.00 984599105.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A2CJ3 Government Agency Debt First Tier Security 2016-03-09 2016-06-09 N N N 250000000.00 249985845.70 0.0021 N 249883000.00 249883000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384UQ0 Government Agency Debt First Tier Security 2016-03-22 2016-03-22 N N N 651000000.00 650443395.27 0.0056 N 650576850.00 650576850.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6N37 Government Agency Debt First Tier Security 2016-01-19 2016-04-19 N N N 316000000.00 316000000.00 0.0027 N 315951336.00 315951336.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6GS0 Government Agency Debt First Tier Security 2016-01-21 2016-06-21 N N N 275000000.00 275000000.00 0.0023 N 274916125.00 274916125.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6E45 Government Agency Debt First Tier Security 2016-01-26 2016-05-26 N N N 375000000.00 375000000.00 0.0032 N 374854875.00 374854875.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6SN8 Government Agency Debt First Tier Security 2016-01-20 2016-06-20 N N N 300000000.00 300000000.00 0.0026 N 299919900.00 299919900.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6SY4 Government Agency Debt First Tier Security 2016-01-20 2016-05-20 N N N 319000000.00 319000000.00 0.0027 N 318928225.00 318928225.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6LW5 Government Agency Debt First Tier Security 2016-01-23 2016-04-22 N N N 438000000.00 437992568.81 0.0037 N 437895318.00 437895318.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6JC2 Government Agency Debt First Tier Security 2016-01-24 2016-03-24 N N N 371000000.00 371000000.00 0.0032 N 370919493.00 370919493.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% to 0.47% 313384UP2 Government Agency Debt First Tier Security 2016-03-21 2016-03-21 N N N 528000000.00 527510733.28 0.0045 N 527661024.00 527661024.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313384WS4 Government Agency Debt First Tier Security 2016-05-11 2016-05-11 N N N 451000000.00 450351750.20 0.0038 N 450326657.00 450326657.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313384WU9 Government Agency Debt First Tier Security 2016-05-13 2016-05-13 N N N 211202000.00 210893791.80 0.0018 N 210881606.57 210881606.57 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313384WZ8 Government Agency Debt First Tier Security 2016-05-18 2016-05-18 N N N 385500000.00 384910377.67 0.0033 N 384892837.50 384892837.50 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313384XG9 Government Agency Debt First Tier Security 2016-05-25 2016-05-25 N N N 454000000.00 453253926.55 0.0039 N 453247722.00 453247722.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6SR9 Government Agency Debt First Tier Security 2016-01-24 2016-06-24 N N N 136000000.00 136000000.00 0.0012 N 135959880.00 135959880.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6T80 Government Agency Debt First Tier Security 2016-01-25 2016-05-25 N N N 396000000.00 396000000.00 0.0034 N 395897436.00 395897436.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6TN7 Government Agency Debt First Tier Security 2016-01-27 2016-05-27 N N N 357000000.00 357000000.00 0.0031 N 356911464.00 356911464.00 Federal Home Loan Bank Federal Home Loan Bank, 0.44% 313384UX5 Government Agency Debt First Tier Security 2016-03-29 2016-03-29 N N N 272000000.00 271707448.77 0.0023 N 271807424.00 271807424.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 313384UJ6 Government Agency Debt First Tier Security 2016-03-16 2016-03-16 N N N 1132000000.00 1130903374.77 0.0097 N 1131320800.00 1131320800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 313384XV6 Government Agency Debt First Tier Security 2016-06-07 2016-06-07 N N N 260000000.00 259463677.77 0.0022 N 259473760.00 259473760.00 Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384UD9 Government Agency Debt First Tier Security 2016-03-11 2016-03-11 N N N 237000000.00 236778800.08 0.0020 N 236867754.00 236867754.00 Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A6GZ4 Government Agency Debt First Tier Security 2016-03-22 2016-03-22 N N N 400000000.00 400000000.00 0.0034 N 399819200.00 399819200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A6GY7 Government Agency Debt First Tier Security 2016-03-22 2016-06-22 N N N 339000000.00 339000000.00 0.0029 N 338864400.00 338864400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A3T53 Government Agency Debt First Tier Security 2016-03-23 2016-12-23 N N N 545000000.00 544932740.68 0.0047 N 544843040.00 544843040.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 313384XQ7 Government Agency Debt First Tier Security 2016-06-02 2016-06-02 N N N 132791000.00 132469313.85 0.0011 N 132530995.22 132530995.22 Federal Home Loan Bank Federal Home Loan Bank, 0.59% 313384YR4 Government Agency Debt First Tier Security 2016-06-27 2016-06-27 N N N 780000000.00 777724566.84 0.0066 N 778217700.00 778217700.00 Federal Home Loan Bank Federal Home Loan Bank, 0.60% 313384YV5 Government Agency Debt First Tier Security 2016-07-01 2016-07-01 N N N 127000000.00 126614766.63 0.0011 N 126633732.00 126633732.00 Freddie Mac Freddie Mac, 0.20% 313396TL7 Government Agency Debt First Tier Security 2016-02-23 2016-02-23 N N N 300000000.00 299911666.62 0.0026 N 299895900.00 299895900.00 Freddie Mac Freddie Mac, 0.21% 313396TG8 Government Agency Debt First Tier Security 2016-02-19 2016-02-19 N N N 500000000.00 499857083.40 0.0043 N 499840500.00 499840500.00 Freddie Mac Freddie Mac, 0.23% 313396RS4 Government Agency Debt First Tier Security 2016-01-12 2016-01-12 N N N 329000000.00 328976878.60 0.0028 N 328989143.00 328989143.00 Freddie Mac Freddie Mac, 0.24% 313396RK1 Government Agency Debt First Tier Security 2016-01-05 2016-01-05 N N N 300000000.00 299992000.02 0.0026 N 299998800.00 299998800.00 Freddie Mac Freddie Mac, 0.25% 313396SG9 Government Agency Debt First Tier Security 2016-01-26 2016-01-26 N N N 250000000.00 249956597.20 0.0021 N 249977000.00 249977000.00 Freddie Mac Freddie Mac, 0.25% 3134G5PN9 Government Agency Debt First Tier Security 2016-02-14 2016-11-14 N N N 2000000000.00 1999730766.00 0.0171 N 1999068000.00 1999068000.00 Freddie Mac Freddie Mac, 0.26% 313396SX2 Government Agency Debt First Tier Security 2016-02-10 2016-02-10 N N N 102322000.00 102292440.30 0.0009 N 102295703.25 102295703.25 Freddie Mac Freddie Mac, 0.28% 313396TK9 Government Agency Debt First Tier Security 2016-02-22 2016-02-22 N N N 149316000.00 149255609.98 0.0013 N 149265232.56 149265232.56 Freddie Mac Freddie Mac, 0.30% 3134G7SG7 Government Agency Debt First Tier Security 2016-01-17 2016-08-17 N N N 350000000.00 350000000.00 0.0030 N 349750100.00 349750100.00 Freddie Mac Freddie Mac, 0.30% to 0.43% 313396TZ6 Government Agency Debt First Tier Security 2016-03-07 2016-03-07 N N N 644000000.00 643551896.67 0.0055 N 643661900.00 643661900.00 Freddie Mac Freddie Mac, 0.31% 3134G5UB9 Government Agency Debt First Tier Security 2016-01-12 2016-12-12 N N N 250000000.00 249963859.35 0.0021 N 249788750.00 249788750.00 Freddie Mac Freddie Mac, 0.32% 3134G5Z24 Government Agency Debt First Tier Security 2016-01-12 2017-01-12 N N N 500000000.00 499947379.90 0.0043 N 499580500.00 499580500.00 Freddie Mac Freddie Mac, 0.33% 3134G7ZE4 Government Agency Debt First Tier Security 2016-01-16 2016-09-16 N N N 500000000.00 500000000.00 0.0043 N 499738000.00 499738000.00 Freddie Mac Freddie Mac, 0.35% 3134G8DN6 Government Agency Debt First Tier Security 2016-01-04 2016-06-14 N N N 581000000.00 581000000.00 0.0050 N 580973274.00 580973274.00 Freddie Mac Freddie Mac, 0.37% 3134G7TF8 Government Agency Debt First Tier Security 2016-01-24 2016-08-24 N N N 510000000.00 510000000.00 0.0044 N 509629740.00 509629740.00 Freddie Mac Freddie Mac, 0.37% 313396UP6 Government Agency Debt First Tier Security 2016-03-21 2016-03-21 N N N 56000000.00 55953955.56 0.0005 N 55964048.00 55964048.00 Freddie Mac Freddie Mac, 0.40% 3134G6AE3 Government Agency Debt First Tier Security 2016-01-21 2016-07-21 N N N 500000000.00 499971668.30 0.0043 N 499836500.00 499836500.00 U.S. Treasury Bonds U.S. Treasury Bonds, 0.38% to 0.39% 912810DW5 Treasury Debt First Tier Security 2016-05-15 2016-05-15 N N N 610000000.00 625495856.65 0.0053 N 625221330.00 625221330.00 U.S. Treasury Notes U.S. Treasury Notes, 0.27% to 0.32% 912828C40 Treasury Debt First Tier Security 2016-03-31 2016-03-31 N N N 640000000.00 640146403.37 0.0055 N 640026240.00 640026240.00 U.S. Treasury Notes U.S. Treasury Notes, 0.27% to 0.30% 912828QA1 Treasury Debt First Tier Security 2016-03-31 2016-03-31 N N N 786000000.00 789756676.95 0.0067 N 789661188.00 789661188.00 U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828C81 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 50000000.00 50014603.13 0.0004 N 49993950.00 49993950.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828QF0 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 225000000.00 226246153.86 0.0019 N 226163475.00 226163475.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 0.32% 912828KR0 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 259000000.00 260954480.64 0.0022 N 260883448.00 260883448.00 U.S. Treasury Notes U.S. Treasury Notes, 0.31% 912828VC1 Treasury Debt First Tier Security 2016-05-15 2016-05-15 N N N 370000000.00 369909012.60 0.0032 N 369732120.00 369732120.00 U.S. Treasury Notes U.S. Treasury Notes, 0.38% 912828FF2 Treasury Debt First Tier Security 2016-05-15 2016-05-15 N N N 150000000.00 152631108.36 0.0013 N 152626050.00 152626050.00 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes, 0.32% to 0.35% 912828ET3 Treasury Debt First Tier Security 2016-01-15 2016-01-15 N N N 1626106670.00 1626216704.36 0.0139 N 1626085025.85 1626085025.85 Bank of America NA In a joint trading account with Bank of America NA at 0.33%, dated 12/31/2015 due 01/04/2016 AAH553000_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 Government Agency Debt 1097423363.45 1052703894.00 FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-25 2044-10-25 3.5 - 5.8 Government Agency Debt 1277325395.01 552367413.40 Unrated Security 2016-01-04 2016-01-04 N N N 1558266253.00 1558266252.61 0.0133 N 1558266252.61 1558266252.61 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.33%, dated 12/31/2015 due 01/04/2016 AAH553000_07629 Government Agency Repurchase Agreement Y US TREASURY 2016-02-29 2044-08-15 0 - 9 Treasury Debt 532524665.11 541461786.08 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-01 2047-01-25 0 - 8 Government Agency Debt 695853441.27 229161437.49 FEDERAL NATIONAL MORTGAGE ASSOC 2016-01-25 2045-12-25 1.587 - 9 Government Agency Debt 1562098049.84 413205764.60 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-04-15 2045-09-20 0.5 - 7.5 Government Agency Debt 25465864.93 5718589.48 Unrated Security 2016-01-04 2016-01-04 N N N 1165306534.00 1165306533.99 0.0100 N 1165306533.99 1165306533.99 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.33%, dated 12/31/2015 due 01/04/2016 AAH553000_08066 Government Agency Repurchase Agreement Y US TREASURY 2016-01-07 2045-11-15 0 - 3.875 Treasury Debt 34109032.84 33997626.30 FEDERAL FARM CREDIT 2016-08-25 2039-08-03 0.68 - 5.125 Government Agency Debt 3234161.89 3303064.51 FEDERAL HOME LOAN BANK 2017-01-25 2019-06-28 0.72 - 2.25 Government Agency Debt 20106869.81 20181224.39 FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2045-12-01 0.75 - 6 Government Agency Debt 114758174.33 104506774.21 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-30 2045-12-01 0.364 - 6.5 Government Agency Debt 199895176.93 156713763.52 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-05-15 2045-12-20 2 - 9.5 Government Agency Debt 450442655.41 406544202.50 Unrated Security 2016-01-04 2016-01-04 N N N 710946859.00 710946859.34 0.0061 N 710946859.34 710946859.34 Citibank NA In a joint trading account with Citibank NA at 0.33%, dated 12/31/2015 due 01/04/2016 AAH553000_26602 Government Agency Repurchase Agreement Y US TREASURY 2016-01-07 2045-02-15 0 - 9.125 Treasury Debt 519453320.55 528299951.19 FEDERAL HOME LOAN BANK 2020-09-11 2026-06-12 1.375 - 5.75 Government Agency Debt 9851.22 10765.68 FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2045-10-01 2.5 - 6 Government Agency Debt 47184859.13 42542175.47 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2045-07-01 1.3 - 6.5 Government Agency Debt 26912502.28 14647408.14 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 Government Agency Debt 137677055.97 103469034.66 Unrated Security 2016-01-04 2016-01-04 N N N 675399516.00 675399516.37 0.0058 N 675399516.37 675399516.37 Citibank NA Citibank NA, 0.34% AAG933000 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2016-04-15 2045-02-15 0.125 - 3.625 Treasury Debt 139839000.00 143133596.26 FEDERAL NATIONAL MORTGAGE ASSOC 2018-11-27 2025-02-01 1.3 - 3.07 Government Agency Debt 51011.00 50873.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-02-20 2042-09-20 4 - 5.5 Government Agency Debt 1270.00 647.93 First Tier Security 2016-01-05 2016-01-05 N N N 140000000.00 140000000.00 0.0012 N 139999552.00 139999552.00 Citibank NA Citibank NA, 0.35% AAG925000 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2016-01-07 2045-02-15 0 - 8.875 Treasury Debt 670145999.00 678723549.08 FEDERAL FARM CREDIT 2017-03-27 2017-03-27 0.425 - 0.425 Government Agency Debt 9802000.00 9806775.75 FEDERAL HOME LOAN BANK 2017-06-09 2017-06-09 1 - 1 Government Agency Debt 10000.00 10002.71 FEDERAL HOME LOAN MORTGAGE CORP 2017-07-14 2045-10-01 0.75 - 5.5 Government Agency Debt 21399370.00 13163798.83 FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-21 2051-04-01 1.3 - 8 Government Agency Debt 524455769.00 111868117.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-08-20 2053-07-15 1.75 - 5.5 Government Agency Debt 60936416.00 36971367.36 RESOLUTION FUNDING CORP 2027-01-15 2027-01-15 N/A Government Agency Debt 11806000.00 8414136.20 First Tier Security 2016-01-05 2016-01-05 N N N 842000000.00 842000000.00 0.0072 N 841997558.20 841997558.20 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.33%, dated 12/31/2015 due 01/04/2016 AAH553000_04361 Government Agency Repurchase Agreement Y US TREASURY 2016-01-07 2045-11-15 0 - 8.875 Treasury Debt 504460423.30 551865143.05 Unrated Security 2016-01-04 2016-01-04 N N N 539026982.00 539026982.45 0.0046 N 539026982.45 539026982.45 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.33%, dated 12/31/2015 due 01/04/2016 AAH553000_39304 Government Agency Repurchase Agreement Y US TREASURY 2016-03-03 2042-05-15 0 - 9.125 Treasury Debt 536337763.24 578520496.79 U.S. TREASURY 2016-01-31 2017-10-31 0.045 - 0.188 Treasury Debt 4852743.49 4850408.79 Unrated Security 2016-01-04 2016-01-04 N N N 571390576.00 571390576.11 0.0049 N 571390576.11 571390576.11 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 48Z99T2L2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-09-01 3.5 - 3.5 Government Agency Debt 88944485.00 68373238.51 First Tier Security 2016-01-14 2016-01-14 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 67000000.00 67000000.00 0.0006 Y 66996650.00 66996650.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 48Z99T2P3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-12-01 2044-10-01 3 - 5 Government Agency Debt 276947930.00 195932073.87 First Tier Security 2016-01-19 2016-01-19 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 192000000.00 192000000.00 0.0016 Y 192015360.00 192015360.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 48Z99T2R9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-06-01 2045-11-01 2.5 - 7.5 Government Agency Debt 238088831.00 125959165.96 FEDERAL NATIONAL MORTGAGE ASSOC 2045-10-01 2045-10-01 3.5 - 3.5 Government Agency Debt 104342037.00 106708780.22 First Tier Security 2016-01-20 2016-01-20 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 228000000.00 228000000.00 0.0019 Y 228018240.00 228018240.00 ING Financial Markets LLC ING Financial Markets LLC, 0.30% 48Z99T4C0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2044-04-01 3 - 4 Government Agency Debt 292956892.00 176523775.84 First Tier Security 2016-02-04 2016-02-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 173000000.00 173000000.00 0.0015 Y 172984430.00 172984430.00 ING Financial Markets LLC ING Financial Markets LLC, 0.30% 48Z99T3Y3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2045-10-01 2045-10-01 3.5 - 3.5 Government Agency Debt 290345000.00 296930764.27 First Tier Security 2016-02-04 2016-02-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 291000000.00 291000000.00 0.0025 Y 291055290.00 291055290.00 ING Financial Markets LLC ING Financial Markets LLC, 0.32% 48Z99T4H9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2044-07-01 3 - 7 Government Agency Debt 312222824.00 175499624.08 First Tier Security 2016-02-04 2016-02-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 172000000.00 172000000.00 0.0015 Y 172030960.00 172030960.00 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.33%, dated 12/31/2015 due 01/04/2016 AAH553000_40488 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2031-01-01 2042-10-01 3.5 - 4 Government Agency Debt 149196965.65 98886704.53 Unrated Security 2016-01-04 2016-01-04 N N N 96947299.00 96947299.00 0.0008 N 96947299.00 96947299.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.33%, dated 12/31/2015 due 01/04/2016 AAH553000_55502 Government Agency Repurchase Agreement Y US TREASURY 2016-01-15 2045-08-15 0.375 - 9.25 Treasury Debt 676826755.36 691841857.51 FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2045-12-01 1.864 - 6.257 Government Agency Debt 1313660096.24 393602789.50 U.S. TREASURY 2016-01-31 2017-10-31 0.045 - 0.188 Treasury Debt 7882582.12 7877950.13 Unrated Security 2016-01-04 2016-01-04 N N N 1071590812.00 1071590811.63 0.0092 N 1071590811.63 1071590811.63 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.35% AAF041000 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-07-20 2045-02-20 3 - 4 Government Agency Debt 1154911084.00 860002115.91 First Tier Security 2016-01-07 2016-01-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 843000000.00 843000000.00 0.0072 N 843000000.00 843000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.20% 45G99R9T9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-06-01 2045-10-01 1.911 - 5.75 Government Agency Debt 326941785.00 54832266.21 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2045-12-01 1.443 - 6.035 Government Agency Debt 779670202.00 242540047.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2045-11-20 3.5 - 5 Government Agency Debt 21568534.00 7760176.28 First Tier Security 2016-01-04 2016-01-04 N N N 299000000.00 299000000.00 0.0026 N 299000000.00 299000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.20% 45G99R9V4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2045-10-01 2.031 - 6.051 Government Agency Debt 296191733.00 79523938.77 FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2045-10-01 1.443 - 5.544 Government Agency Debt 769831860.00 205808742.97 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2045-11-20 3 - 5 Government Agency Debt 62038186.00 25917683.42 First Tier Security 2016-01-08 2016-01-08 N N N 305000000.00 305000000.00 0.0026 N 304993900.00 304993900.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.32% 49R99UAJ2 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2018-06-29 2018-06-29 1.3 - 1.3 Government Agency Debt 745000.00 743772.41 FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2045-10-01 2.297 - 4.5 Government Agency Debt 10549741.00 10185142.25 FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2045-12-01 3.151 - 5 Government Agency Debt 47685692.00 26493234.19 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-05-20 3 - 3 Government Agency Debt 1377412.00 1354734.08 First Tier Security 2016-01-15 2016-01-15 N N N 38000000.00 38000000.00 0.0003 Y 38000000.00 38000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.35% AAB258000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-07-01 2044-09-01 2.44 - 4.5 Government Agency Debt 14619323.00 3665387.86 FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2045-11-01 2.09 - 5 Government Agency Debt 73269301.00 53157547.35 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-07-20 2045-11-20 2 - 4 Government Agency Debt 9034167.00 9493824.93 First Tier Security 2016-02-04 2016-02-04 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 65000000.00 65000000.00 0.0006 Y 65004550.00 65004550.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.35% AAA617000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-06-01 2045-10-01 2.031 - 4 Government Agency Debt 64768770.00 36743651.11 FEDERAL NATIONAL MORTGAGE ASSOC 2016-06-01 2047-10-01 1.994 - 6.035 Government Agency Debt 378893785.00 122192325.38 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-10-20 2065-01-20 1.875 - 7.5 Government Agency Debt 689755213.00 175711845.52 First Tier Security 2016-02-04 2016-02-04 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 328000000.00 328000000.00 0.0028 Y 328013120.00 328013120.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.41% AAB772000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2045-10-01 2.31 - 5 Government Agency Debt 52486456.00 12831055.14 FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2045-12-01 2.321 - 6.5 Government Agency Debt 363016587.00 130344728.27 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-15 2045-06-20 3 - 4.5 Government Agency Debt 48003002.00 23131554.62 First Tier Security 2016-02-04 2016-02-04 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 163000000.00 163000000.00 0.0014 Y 163011410.00 163011410.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.45% AAG659000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2045-10-01 2.228 - 5 Government Agency Debt 120837745.00 80799214.03 FEDERAL NATIONAL MORTGAGE ASSOC 2016-06-01 2047-10-01 1.831 - 6 Government Agency Debt 653743402.00 207160011.03 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-12-15 2045-11-20 2 - 6 Government Agency Debt 128311214.00 78252815.65 First Tier Security 2016-02-04 2016-02-04 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 359000000.00 359000000.00 0.0031 Y 359061030.00 359061030.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.45% AAF465000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2018-06-29 2018-06-29 1.3 - 1.3 Government Agency Debt 30000.00 29950.57 FEDERAL HOME LOAN MORTGAGE CORP 2017-03-01 2045-10-01 1.842 - 4.5 Government Agency Debt 545526417.00 78219536.59 FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2045-12-01 1.827 - 5.517 Government Agency Debt 334015149.00 144749965.42 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-09-20 2041-09-20 4.5 - 4.5 Government Agency Debt 1110232.00 419638.92 First Tier Security 2016-02-04 2016-02-04 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 219000000.00 219000000.00 0.0019 Y 219030660.00 219030660.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.32% 49Q99BLU8 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2016-05-05 2023-02-15 0 - 2.125 Treasury Debt 205262700.00 205300396.84 FEDERAL FARM CREDIT 2016-03-23 2016-11-21 0.497 - 0.52 Government Agency Debt 40440000.00 40444387.40 FEDERAL HOME LOAN BANK 2016-01-15 2025-08-04 0 - 5.22 Government Agency Debt 97400000.00 100867817.31 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-09-20 2045-05-20 1.875 - 3 Government Agency Debt 38475000.00 31985684.47 First Tier Security 2016-01-07 2016-01-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 371000000.00 371000000.00 0.0032 N 371000000.00 371000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.33%, dated 12/31/2015 due 01/04/2016 AAH553000_08126 Government Agency Repurchase Agreement Y US TREASURY 2016-06-09 2025-11-15 0 - 2.25 Treasury Debt 158589463.00 158223497.50 FEDERAL HOME LOAN MORTGAGE CORP 2022-10-15 2045-09-01 0.617 - 5 Government Agency Debt 449435045.94 186144436.26 FEDERAL NATIONAL MORTGAGE ASSOC 2024-12-01 2045-11-25 0.621 - 8.181 Government Agency Debt 555510737.15 401273797.12 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-12-20 2045-10-20 0.547 - 7.267 Government Agency Debt 118058027.07 75080373.54 Unrated Security 2016-01-04 2016-01-04 N N N 801431005.00 801431005.08 0.0068 N 801431005.08 801431005.08 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.31% AAA366000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2044-07-01 2.388 - 4 Government Agency Debt 12264091.00 4714463.80 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-25 2045-12-01 0.772 - 6 Government Agency Debt 212741575.00 184567262.49 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-05-20 2045-12-20 1.75 - 4.5 Government Agency Debt 110622413.00 100471028.78 First Tier Security 2016-01-07 2016-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 284000000.00 284000000.00 0.0024 N 284000000.00 284000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.31% AAA433000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2045-01-01 2.537 - 4 Government Agency Debt 24761429.00 20362062.64 FEDERAL NATIONAL MORTGAGE ASSOC 2030-09-01 2045-12-01 2.539 - 4.5 Government Agency Debt 59986039.00 56530590.25 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2045-12-20 3.5 - 4 Government Agency Debt 209636726.00 212854697.76 First Tier Security 2016-01-07 2016-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 284000000.00 284000000.00 0.0024 N 284000000.00 284000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.33% AAB879000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2045-12-01 0 - 4 Government Agency Debt 26451109.00 19710985.20 FEDERAL NATIONAL MORTGAGE ASSOC 2027-11-01 2046-01-01 2.5 - 4.5 Government Agency Debt 316641562.00 312954290.80 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2045-10-20 3 - 3.5 Government Agency Debt 96281523.00 99956067.08 First Tier Security 2016-01-07 2016-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 424000000.00 424000000.00 0.0036 N 424000000.00 424000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 48P99SPV8 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2045-12-01 2.388 - 4 Government Agency Debt 27187965.00 22351145.25 FEDERAL NATIONAL MORTGAGE ASSOC 2028-09-01 2045-12-01 0.772 - 5.5 Government Agency Debt 159552421.00 120936270.78 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-06-20 2063-09-20 1.75 - 7.531 Government Agency Debt 150399326.00 120390527.52 First Tier Security 2016-01-07 2016-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 258000000.00 258000000.00 0.0022 N 258000000.00 258000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 48P99SPS5 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-09-01 2045-12-01 2.202 - 6 Government Agency Debt 118365615.00 68135308.84 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2046-01-01 1.988 - 5.5 Government Agency Debt 346192779.00 213334771.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2019-09-15 2065-03-20 1.75 - 9 Government Agency Debt 123288529.00 50494019.53 First Tier Security 2016-01-07 2016-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 325000000.00 325000000.00 0.0028 N 325000000.00 325000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 48P99SPT3 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2045-12-01 2.388 - 6 Government Agency Debt 143274649.00 62074779.09 FEDERAL NATIONAL MORTGAGE ASSOC 2028-10-01 2045-12-01 1.443 - 4.5 Government Agency Debt 217412037.00 119088045.12 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-04-15 2063-09-20 1.75 - 7.531 Government Agency Debt 63343071.00 49005312.44 First Tier Security 2016-01-07 2016-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 225000000.00 225000000.00 0.0019 N 225000000.00 225000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 48P99SPU0 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-05-01 2045-12-01 2.429 - 6 Government Agency Debt 115035944.00 95482313.40 FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2045-12-01 2.195 - 5 Government Agency Debt 398171556.00 266123126.47 GOVERNMENT NATIONAL MORTAGE ASSOC 2029-05-16 2063-09-20 1.75 - 7.531 Government Agency Debt 200681665.00 131017827.97 First Tier Security 2016-01-07 2016-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 482000000.00 482000000.00 0.0041 N 482000000.00 482000000.00 Societe Generale In a joint trading account with Societe Generale at 0.33%, dated 12/31/2015 due 01/04/2016 AAH553000_74037 Government Agency Repurchase Agreement Y US TREASURY 2016-02-29 2045-11-15 0.875 - 9.125 Treasury Debt 230110151.09 262057592.24 FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2045-11-01 1.918 - 5.969 Government Agency Debt 496997223.22 23594706.93 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2045-08-01 0.592 - 5.5 Government Agency Debt 623975905.22 113063415.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-03-15 2045-12-20 1.625 - 5.5 Government Agency Debt 1199927363.95 101305615.89 Unrated Security 2016-01-04 2016-01-04 N N N 489907018.00 489907017.62 0.0042 N 489907017.62 489907017.62 Wachovia Bank NA In a joint trading account with Wachovia Bank NA at 0.33%, dated 12/31/2015 due 01/04/2016 AAH553000_81240 Government Agency Repurchase Agreement Y US TREASURY 2020-05-31 2020-05-31 1.5 - 1.5 Treasury Debt 232408851.48 230743059.13 FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 Government Agency Debt 657458524.19 659267270.61 Unrated Security 2016-01-04 2016-01-04 N N N 872525691.00 872525691.01 0.0075 N 872525691.01 872525691.01 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.33%, dated 12/31/2015 due 01/04/2016 AAH553000_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-07-31 2024-02-15 0.184 - 4.875 Treasury Debt 147214344.56 152244272.49 FEDERAL AGRICULTURE MORTGAGE CORP 2016-06-01 2016-10-13 0.97 - 2.17 Government Agency Debt 28529.79 28739.60 FEDERAL FARM CREDIT 2016-10-03 2029-05-01 4.65 - 5.875 Government Agency Debt 326556.42 352077.43 FEDERAL HOME LOAN BANK 2016-02-10 2028-03-10 0 - 5.625 Government Agency Debt 28075622.39 28157615.80 FEDERAL HOME LOAN MORTGAGE CORP 2016-02-01 2032-07-15 0 - 6.75 Government Agency Debt 13633072.16 13932071.46 FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-28 2038-08-06 0.875 - 7.125 Government Agency Debt 14055861.78 14449575.50 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-03-15 2045-12-15 1.875 - 9 Government Agency Debt 62363897.39 42118062.97 TENNESEE VALLEY AUTHORITY 2017-07-18 2048-01-15 0 - 6.25 Government Agency Debt 543602.32 557692.72 Unrated Security 2016-01-04 2016-01-04 N N N 246892455.00 246892454.79 0.0021 N 246892454.79 246892454.79 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.17% 49J991WG7 0000276523 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2027-03-20 2045-12-20 2.5 - 7.5 Government Agency Debt 490771114.00 444909006.77 First Tier Security 2016-01-07 2016-01-07 N N N 436000000.00 436000000.00 0.0037 N 435986920.00 435986920.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.17% 49J991XK7 0000276523 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2045-11-15 2045-12-15 4 - 4 Government Agency Debt 124487657.00 132651972.51 First Tier Security 2016-01-11 2016-01-11 N N N 130000000.00 130000000.00 0.0011 Y 129992200.00 129992200.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.35% AAG924000 0000276523 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2045-03-15 2045-11-15 4 - 4 Government Agency Debt 809008230.00 858890099.82 First Tier Security 2016-01-05 2016-01-05 N N N 842000000.00 842000000.00 0.0072 N 841997558.20 841997558.20 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.36% AAH496000 0000276523 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2024-02-15 2045-12-15 4 - 6 Government Agency Debt 132864206.00 142805712.30 First Tier Security 2016-01-07 2016-01-07 N N N 140000000.00 140000000.00 0.0012 N 140000000.00 140000000.00 BMO Capital Markets Corp. BMO Capital Markets Corp., 0.28% AAH495000 0000772028 Treasury Repurchase Agreement Y US TREASURY 2016-12-31 2021-08-31 0.625 - 2 Treasury Debt USTR 315240000.00 267066455.00 First Tier Security 2016-01-04 2016-01-04 N N N 311000000.00 311000000.00 0.0027 N 311000000.00 311000000.00 BMO Harris Bank NA BMO Harris Bank NA, 0.40% AAE719000 Treasury Repurchase Agreement Y US TREASURY 2019-02-28 2022-04-30 1.375 - 3.125 Treasury Debt USTR 253520000.00 254547894.00 First Tier Security 2016-01-07 2016-01-07 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A N N 249000000.00 249000000.00 0.0021 N 249000000.00 249000000.00 Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.25% AAH551000 0001457970 Treasury Repurchase Agreement Y US TREASURY 2016-08-31 2043-08-15 0.625 - 8 Treasury Debt 16282476300.00 18114503171.29 First Tier Security 2016-01-04 2016-01-04 N N N 18114000000.00 18114000000.00 0.1548 N 18114000000.00 18114000000.00