0000278001-16-000141.txt : 20160414 0000278001-16-000141.hdr.sgml : 20160414 20160307090441 ACCESSION NUMBER: 0000278001-16-000141 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160229 FILED AS OF DATE: 20160307 DATE AS OF CHANGE: 20160307 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: 161487003 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 2016-02-29 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 85 124696377019.48 50662638.80 1360422691.27 123386616967.01 0.0040 1.0003 2016-02-29 1.0003 2016-02-29 C000019553 2500.00 123386616967.01 1.00 2391987639.55 27511717090.33 25119729450.78 0.0001 1.0003 2016-02-29 1.0003 2016-02-29 Fannie Mae Fannie Mae, 0.45% 3135G0B44 Government Agency Debt First Tier Security 2016-03-26 2017-01-26 N N N 500000000.00 499953798.10 0.0041 N 499746000.00 499746000.00 Fannie Mae Fannie Mae, 0.49% 313588C52 Government Agency Debt First Tier Security 2016-08-18 2016-08-18 N N N 486000000.00 484886925.03 0.0039 N 485036262.00 485036262.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.37% 3133EE2V1 Government Agency Debt First Tier Security 2016-03-06 2016-07-06 N N N 105000000.00 104998221.99 0.0009 N 104974800.00 104974800.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.39% 3133EEM80 Government Agency Debt First Tier Security 2016-03-20 2016-06-20 N N N 200000000.00 199999014.16 0.0016 N 199965800.00 199965800.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.41% 3133EDUG5 Government Agency Debt First Tier Security 2016-03-15 2016-09-15 N N N 370000000.00 369974857.46 0.0030 N 369891960.00 369891960.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 3133EDFH0 Government Agency Debt First Tier Security 2016-03-18 2016-07-18 N N N 78365000.00 78380299.09 0.0006 N 78362257.23 78362257.23 Federal Home Loan Bank Federal Home Loan Bank, 0.17% to 0.31% 313384UA5 Government Agency Debt First Tier Security 2016-03-08 2016-03-08 N N N 431978000.00 431955227.39 0.0035 N 431954673.19 431954673.19 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 1375000000.00 1374869765.32 0.0111 N 1374861125.00 1374861125.00 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 1066000000.00 1065870286.69 0.0086 N 1065867816.00 1065867816.00 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 532920149.59 0.0043 N 532929644.00 532929644.00 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 378993609.76 0.0031 N 378982187.00 378982187.00 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 667000000.00 666781602.42 0.0054 N 666795231.00 666795231.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% to 0.38% 313384VH9 Government Agency Debt First Tier Security 2016-04-08 2016-04-08 N N N 1537000000.00 1536471974.17 0.0125 N 1536472809.00 1536472809.00 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 236993065.52 0.0019 N 236985780.00 236985780.00 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 2205000000.00 2204545429.82 0.0179 N 2204622945.00 2204622945.00 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 922780786.15 0.0075 N 922806170.00 922806170.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 0.35% 313384UY3 Government Agency Debt First Tier Security 2016-03-30 2016-03-30 N N N 1209000000.00 1208681982.62 0.0098 N 1208726766.00 1208726766.00 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 196992478.34 0.0016 N 196989165.00 196989165.00 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 210006499.43 0.0017 N 210003449.18 210003449.18 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 916726173.53 0.0074 N 916644204.00 916644204.00 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 499985162.30 0.0041 N 499976500.00 499976500.00 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 499978851.30 0.0041 N 499970000.00 499970000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 0.38% 313384VQ9 Government Agency Debt First Tier Security 2016-04-15 2016-04-15 N N N 1017000000.00 1016587287.38 0.0082 N 1016587098.00 1016587098.00 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 106998095.25 0.0009 N 106996255.00 106996255.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 0.40% 313384VX4 Government Agency Debt First Tier Security 2016-04-22 2016-04-22 N N N 473000000.00 472799453.27 0.0038 N 472778163.00 472778163.00 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 999709374.90 0.0081 N 999720000.00 999720000.00 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 369866902.78 0.0030 N 369833130.00 369833130.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% to 0.40% 313384WC9 Government Agency Debt First Tier Security 2016-04-27 2016-04-27 N N N 1473000000.00 1472177933.50 0.0119 N 1472241405.00 1472241405.00 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 203988819.33 0.0017 N 203979396.00 203979396.00 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 316976415.20 0.0026 N 316949280.00 316949280.00 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 349988139.48 0.0028 N 349993000.00 349993000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.32% 313384TU3 Government Agency Debt First Tier Security 2016-03-02 2016-03-02 N N N 1258100000.00 1258089117.50 0.0102 N 1258089935.20 1258089935.20 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 2106000000.00 2105938902.29 0.0171 N 2105951562.00 2105951562.00 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 99992500.00 0.0008 N 99993000.00 99993000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.41% 313384WK1 Government Agency Debt First Tier Security 2016-05-04 2016-05-04 N N N 1116000000.00 1115273571.39 0.0090 N 1115305848.00 1115305848.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% to 0.35% 313384TT6 Government Agency Debt First Tier Security 2016-03-01 2016-03-01 N N N 762000000.00 762000000.00 0.0062 N 762000000.00 762000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% to 0.48% 313384UB3 Government Agency Debt First Tier Security 2016-03-09 2016-03-09 N N N 1054000000.00 1053913786.64 0.0085 N 1053934652.00 1053934652.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% 313384UH0 Government Agency Debt First Tier Security 2016-03-15 2016-03-15 N N N 248000000.00 247970102.21 0.0020 N 247972968.00 247972968.00 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 336651831.29 0.0027 N 336635690.30 336635690.30 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 199992642.88 0.0016 N 199960000.00 199960000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 0.39% 313384VE6 Government Agency Debt First Tier Security 2016-04-05 2016-04-05 N N N 837000000.00 836721215.31 0.0068 N 836735508.00 836735508.00 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 145033785.00 145033785.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% to 0.39% 313384WA3 Government Agency Debt First Tier Security 2016-04-25 2016-04-25 N N N 889000000.00 888500859.71 0.0072 N 888558167.00 888558167.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% to 0.40% 313384WM7 Government Agency Debt First Tier Security 2016-05-06 2016-05-06 N N N 2008200000.00 2006741763.14 0.0163 N 2006910735.60 2006910735.60 Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130A7EW1 Government Agency Debt First Tier Security 2016-03-27 2017-03-27 N N N 100000000.00 100000000.00 0.0008 N 100001300.00 100001300.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130A5HW2 Government Agency Debt First Tier Security 2016-03-02 2016-03-02 N N N 663000000.00 663000000.00 0.0054 N 663000000.00 663000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130A6BK2 Government Agency Debt First Tier Security 2016-03-13 2016-08-11 N N N 291000000.00 291000000.00 0.0024 N 290897568.00 290897568.00 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 486884878.56 0.0039 N 486912827.00 486912827.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130A7F26 Government Agency Debt First Tier Security 2016-03-30 2017-03-30 N N N 174000000.00 174000000.00 0.0014 N 174000348.00 174000348.00 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 499681388.83 0.0040 N 499698500.00 499698500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% to 0.40% 313384WU9 Government Agency Debt First Tier Security 2016-05-13 2016-05-13 N N N 1379202000.00 1378158877.09 0.0112 N 1378222766.58 1378222766.58 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5HD4 Government Agency Debt First Tier Security 2016-03-01 2016-06-01 N N N 855000000.00 855000000.00 0.0069 N 854894835.00 854894835.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5AC3 Government Agency Debt First Tier Security 2016-03-04 2016-05-04 N N N 350000000.00 349995184.63 0.0028 N 349971650.00 349971650.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5VQ9 Government Agency Debt First Tier Security 2016-03-08 2016-07-08 N N N 582000000.00 582000000.00 0.0047 N 581866722.00 581866722.00 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 249991153.55 0.0020 N 250036250.00 250036250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5WM7 Government Agency Debt First Tier Security 2016-03-13 2016-09-13 N N N 117000000.00 116942899.32 0.0009 N 116939862.00 116939862.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5VY2 Government Agency Debt First Tier Security 2016-03-15 2016-07-15 N N N 291000000.00 291000000.00 0.0024 N 290927250.00 290927250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5X79 Government Agency Debt First Tier Security 2016-03-17 2017-01-17 N N N 331000000.00 330955770.39 0.0027 N 330625639.00 330625639.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6AZ0 Government Agency Debt First Tier Security 2016-03-17 2016-08-17 N N N 196000000.00 196000000.00 0.0016 N 195926696.00 195926696.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6BH9 Government Agency Debt First Tier Security 2016-03-17 2016-08-17 N N N 500000000.00 500000000.00 0.0041 N 499813500.00 499813500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6BJ5 Government Agency Debt First Tier Security 2016-03-19 2016-08-19 N N N 163000000.00 163000000.00 0.0013 N 162937734.00 162937734.00 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 650855695.05 0.0053 N 650893887.00 650893887.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5RP6 Government Agency Debt First Tier Security 2016-03-23 2016-06-23 N N N 210000000.00 210000000.00 0.0017 N 209930490.00 209930490.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384VF3 Government Agency Debt First Tier Security 2016-04-06 2016-04-06 N N N 1734000000.00 1733341079.66 0.0140 N 1733436450.00 1733436450.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384XB0 Government Agency Debt First Tier Security 2016-05-20 2016-05-20 N N N 905965000.00 905199391.02 0.0073 N 905260159.23 905260159.23 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6E52 Government Agency Debt First Tier Security 2016-03-01 2016-06-01 N N N 225000000.00 225000000.00 0.0018 N 224977725.00 224977725.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6DV6 Government Agency Debt First Tier Security 2016-03-02 2016-06-02 N N N 250000000.00 250000000.00 0.0020 N 249971750.00 249971750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5W21 Government Agency Debt First Tier Security 2016-03-17 2017-01-17 N N N 250000000.00 249977730.75 0.0020 N 249729250.00 249729250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5Q85 Government Agency Debt First Tier Security 2016-03-20 2016-06-20 N N N 196000000.00 196000000.00 0.0016 N 195966876.00 195966876.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A4Z39 Government Agency Debt First Tier Security 2016-03-20 2016-04-20 N N N 221750000.00 221748594.18 0.0018 N 221737360.25 221737360.25 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5W39 Government Agency Debt First Tier Security 2016-03-24 2017-01-24 N N N 40000000.00 39996359.47 0.0003 N 39946080.00 39946080.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6DD6 Government Agency Debt First Tier Security 2016-03-26 2016-05-26 N N N 985000000.00 985000000.00 0.0080 N 984892635.00 984892635.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% to 0.40% 313384WS4 Government Agency Debt First Tier Security 2016-05-11 2016-05-11 N N N 1424000000.00 1422904097.15 0.0115 N 1423017440.00 1423017440.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6EX1 Government Agency Debt First Tier Security 2016-03-01 2016-09-01 N N N 250000000.00 250000000.00 0.0020 N 249931250.00 249931250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A5J34 Government Agency Debt First Tier Security 2016-03-03 2016-12-02 N N N 166000000.00 166000000.00 0.0013 N 165899902.00 165899902.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6FG7 Government Agency Debt First Tier Security 2016-03-04 2016-03-04 N N N 500000000.00 500000000.00 0.0041 N 500001000.00 500001000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6EY9 Government Agency Debt First Tier Security 2016-03-08 2016-09-08 N N N 250000000.00 250000000.00 0.0020 N 249918000.00 249918000.00 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 527877683.33 0.0043 N 527917632.00 527917632.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A74F9 Government Agency Debt First Tier Security 2016-03-25 2016-05-25 N N N 155200000.00 155193571.09 0.0013 N 155183859.20 155183859.20 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6DW4 Government Agency Debt First Tier Security 2016-03-25 2016-05-25 N N N 250000000.00 250000000.00 0.0020 N 249973500.00 249973500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6E45 Government Agency Debt First Tier Security 2016-03-26 2016-05-26 N N N 375000000.00 375000000.00 0.0030 N 374963625.00 374963625.00 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 385166735.18 0.0031 N 385207791.00 385207791.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% to 0.41% 313384XG9 Government Agency Debt First Tier Security 2016-05-25 2016-05-25 N N N 1136000000.00 1134921755.82 0.0092 N 1135061664.00 1135061664.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A6QG5 Government Agency Debt First Tier Security 2016-03-04 2016-05-04 N N N 261000000.00 260991275.40 0.0021 N 260992170.00 260992170.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A6FK8 Government Agency Debt First Tier Security 2016-03-08 2016-09-08 N N N 230000000.00 230000000.00 0.0019 N 229937670.00 229937670.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A6JT5 Government Agency Debt First Tier Security 2016-03-15 2016-04-15 N N N 600000000.00 599998124.76 0.0049 N 599993400.00 599993400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A6MX2 Government Agency Debt First Tier Security 2016-03-20 2016-05-20 N N N 378000000.00 377997894.62 0.0031 N 377979588.00 377979588.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A6LW5 Government Agency Debt First Tier Security 2016-03-23 2016-04-22 N N N 438000000.00 437996549.79 0.0035 N 437988612.00 437988612.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313384WE5 Government Agency Debt First Tier Security 2016-04-29 2016-04-29 N N N 974000000.00 973345525.96 0.0079 N 973480858.00 973480858.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6NR4 Government Agency Debt First Tier Security 2016-03-02 2016-11-02 N N N 250000000.00 250000000.00 0.0020 N 249912750.00 249912750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6KP1 Government Agency Debt First Tier Security 2016-03-05 2016-10-05 N N N 600000000.00 600000000.00 0.0049 N 599841000.00 599841000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6LA3 Government Agency Debt First Tier Security 2016-03-06 2016-07-06 N N N 250000000.00 250000000.00 0.0020 N 249980000.00 249980000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6SD0 Government Agency Debt First Tier Security 2016-03-13 2016-05-13 N N N 500000000.00 499989972.50 0.0041 N 499989000.00 499989000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6RZ2 Government Agency Debt First Tier Security 2016-03-18 2016-05-18 N N N 283000000.00 283000000.00 0.0023 N 282992076.00 282992076.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6GP6 Government Agency Debt First Tier Security 2016-03-18 2016-03-18 N N N 160000000.00 160000000.00 0.0013 N 159999840.00 159999840.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6N37 Government Agency Debt First Tier Security 2016-03-19 2016-04-19 N N N 316000000.00 316000000.00 0.0026 N 316001580.00 316001580.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A73L7 Government Agency Debt First Tier Security 2016-03-20 2016-06-20 N N N 281000000.00 281000000.00 0.0023 N 280981735.00 280981735.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6GS0 Government Agency Debt First Tier Security 2016-03-21 2016-06-21 N N N 275000000.00 275000000.00 0.0022 N 274981025.00 274981025.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6JC2 Government Agency Debt First Tier Security 2016-03-24 2016-03-24 N N N 371000000.00 371000000.00 0.0030 N 370997032.00 370997032.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6U96 Government Agency Debt First Tier Security 2016-03-04 2016-06-02 N N N 615000000.00 615000000.00 0.0050 N 614991390.00 614991390.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6ST5 Government Agency Debt First Tier Security 2016-03-18 2016-05-18 N N N 227000000.00 227000000.00 0.0018 N 226996141.00 226996141.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6SY4 Government Agency Debt First Tier Security 2016-03-20 2016-05-20 N N N 319000000.00 319000000.00 0.0026 N 318993301.00 318993301.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A7CJ2 Government Agency Debt First Tier Security 2016-03-20 2016-06-20 N N N 274000000.00 274000000.00 0.0022 N 273986300.00 273986300.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6SN8 Government Agency Debt First Tier Security 2016-03-20 2016-06-20 N N N 300000000.00 300000000.00 0.0024 N 299988600.00 299988600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6SR9 Government Agency Debt First Tier Security 2016-03-24 2016-06-24 N N N 136000000.00 136000000.00 0.0011 N 135994152.00 135994152.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6T80 Government Agency Debt First Tier Security 2016-03-25 2016-05-25 N N N 396000000.00 396000000.00 0.0032 N 395989704.00 395989704.00 Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A7AH8 Government Agency Debt First Tier Security 2016-03-05 2016-07-05 N N N 147000000.00 147000000.00 0.0012 N 147000000.00 147000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A7A54 Government Agency Debt First Tier Security 2016-03-05 2016-07-05 N N N 828000000.00 828000000.00 0.0067 N 828000000.00 828000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A6TN7 Government Agency Debt First Tier Security 2016-03-27 2016-05-27 N N N 357000000.00 357000000.00 0.0029 N 356995002.00 356995002.00 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 271906915.51 0.0022 N 271940704.00 271940704.00 Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A77E9 Government Agency Debt First Tier Security 2016-03-02 2016-08-02 N N N 115000000.00 114998122.74 0.0009 N 115001265.00 115001265.00 Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A76U4 Government Agency Debt First Tier Security 2016-03-02 2016-08-02 N N N 163000000.00 162993896.07 0.0013 N 162998370.00 162998370.00 Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A77F6 Government Agency Debt First Tier Security 2016-03-08 2016-08-08 N N N 495000000.00 494975754.75 0.0040 N 494990595.00 494990595.00 Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A73H6 Government Agency Debt First Tier Security 2016-03-14 2016-07-14 N N N 559000000.00 558963304.11 0.0045 N 559002795.00 559002795.00 Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A6V61 Government Agency Debt First Tier Security 2016-03-15 2016-06-15 N N N 432000000.00 432000000.00 0.0035 N 432012096.00 432012096.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A7BU8 Government Agency Debt First Tier Security 2016-03-11 2016-08-11 N N N 49000000.00 48999329.38 0.0004 N 49001029.00 49001029.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A73R4 Government Agency Debt First Tier Security 2016-03-19 2016-07-19 N N N 281000000.00 281000000.00 0.0023 N 281010959.00 281010959.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74B8 Government Agency Debt First Tier Security 2016-03-20 2016-07-20 N N N 281000000.00 280997235.24 0.0023 N 281005339.00 281005339.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74J1 Government Agency Debt First Tier Security 2016-03-21 2016-07-21 N N N 78000000.00 78000000.00 0.0006 N 78001404.00 78001404.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74C6 Government Agency Debt First Tier Security 2016-03-25 2016-07-25 N N N 279000000.00 279000000.00 0.0023 N 279007254.00 279007254.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74U6 Government Agency Debt First Tier Security 2016-03-25 2016-07-25 N N N 418000000.00 418000000.00 0.0034 N 418005852.00 418005852.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A75H4 Government Agency Debt First Tier Security 2016-03-26 2016-08-26 N N N 84000000.00 84000000.00 0.0007 N 84000000.00 84000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A75N1 Government Agency Debt First Tier Security 2016-03-26 2016-07-26 N N N 278000000.00 278000000.00 0.0023 N 278003614.00 278003614.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A76P5 Government Agency Debt First Tier Security 2016-04-01 2016-09-01 N N N 244000000.00 243994925.33 0.0020 N 243999268.00 243999268.00 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 1131780675.00 0.0092 N 1131867556.00 1131867556.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7DF9 Government Agency Debt First Tier Security 2016-03-25 2016-08-25 N N N 59000000.00 59000000.00 0.0005 N 59003009.00 59003009.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A75F8 Government Agency Debt First Tier Security 2016-03-25 2016-08-25 N N N 278000000.00 278000000.00 0.0023 N 278000278.00 278000278.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A75M3 Government Agency Debt First Tier Security 2016-03-25 2016-08-25 N N N 278000000.00 278000000.00 0.0023 N 278000278.00 278000278.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A5R50 Government Agency Debt First Tier Security 2016-04-02 2016-07-01 N N N 235000000.00 234992145.22 0.0019 N 235007285.00 235007285.00 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 259667344.46 0.0021 N 259738180.00 259738180.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 313384B73 Government Agency Debt First Tier Security 2016-08-12 2016-08-12 N N N 275000000.00 274418711.05 0.0022 N 274473925.00 274473925.00 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 236968400.03 0.0019 N 236981514.00 236981514.00 Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7AA3 Government Agency Debt First Tier Security 2016-03-26 2016-10-26 N N N 132000000.00 131992593.50 0.0011 N 132003564.00 132003564.00 Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A5VX4 Government Agency Debt First Tier Security 2016-04-17 2016-10-17 N N N 291000000.00 290981459.81 0.0024 N 290970609.00 290970609.00 Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A5W62 Government Agency Debt First Tier Security 2016-04-23 2017-01-23 N N N 82000000.00 81988838.65 0.0007 N 81958180.00 81958180.00 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 0.0027 N 339051528.00 339051528.00 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 0.0032 N 400007200.00 400007200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A5W70 Government Agency Debt First Tier Security 2016-04-20 2017-01-20 N N N 500000000.00 499932565.50 0.0041 N 499752000.00 499752000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.49% 313384C64 Government Agency Debt First Tier Security 2016-08-19 2016-08-19 N N N 270000000.00 269371575.06 0.0022 N 269461350.00 269461350.00 Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7CN3 Government Agency Debt First Tier Security 2016-08-19 2016-08-19 N N N 136000000.00 135977411.02 0.0011 N 135958248.00 135958248.00 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A6ZF7 Government Agency Debt First Tier Security 2016-03-08 2016-07-08 N N N 236000000.00 236000000.00 0.0019 N 236048144.00 236048144.00 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A56Y0 Government Agency Debt First Tier Security 2016-04-27 2016-10-27 N N N 564000000.00 563942921.96 0.0046 N 564002820.00 564002820.00 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A3GR9 Government Agency Debt First Tier Security 2016-05-12 2016-05-12 N N N 200000000.00 199993849.32 0.0016 N 200014400.00 200014400.00 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 544944044.74 0.0044 N 545076845.00 545076845.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A6QQ3 Government Agency Debt First Tier Security 2016-05-02 2016-05-02 N N N 250000000.00 250000000.00 0.0020 N 250020500.00 250020500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A6QP5 Government Agency Debt First Tier Security 2016-05-02 2016-05-02 N N N 44000000.00 44000000.00 0.0004 N 44003608.00 44003608.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A6NM5 Government Agency Debt First Tier Security 2016-05-02 2016-05-02 N N N 565000000.00 565000000.00 0.0046 N 565046330.00 565046330.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A6Q75 Government Agency Debt First Tier Security 2016-05-02 2016-05-02 N N N 240000000.00 240000000.00 0.0019 N 240019680.00 240019680.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A76L4 Government Agency Debt First Tier Security 2016-05-04 2016-08-04 N N N 295000000.00 294993645.70 0.0024 N 295038055.00 295038055.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A3FR0 Government Agency Debt First Tier Security 2016-05-06 2016-05-06 N N N 354000000.00 353993267.56 0.0029 N 354029028.00 354029028.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A7AN5 Government Agency Debt First Tier Security 2016-05-08 2016-08-08 N N N 549000000.00 549000000.00 0.0044 N 549069723.00 549069723.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A3G99 Government Agency Debt First Tier Security 2016-05-10 2016-05-10 N N N 352000000.00 351989475.55 0.0029 N 352027104.00 352027104.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A7AP0 Government Agency Debt First Tier Security 2016-05-12 2016-08-12 N N N 274000000.00 274000000.00 0.0022 N 274033154.00 274033154.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A7BG9 Government Agency Debt First Tier Security 2016-05-18 2016-08-18 N N N 147000000.00 147000000.00 0.0012 N 147017640.00 147017640.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6WV5 Government Agency Debt First Tier Security 2016-03-22 2016-09-22 N N N 138000000.00 138011891.04 0.0011 N 138013248.00 138013248.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6YK7 Government Agency Debt First Tier Security 2016-04-06 2016-07-06 N N N 559000000.00 558967908.82 0.0045 N 559111241.00 559111241.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6N86 Government Agency Debt First Tier Security 2016-04-19 2016-04-19 N N N 316000000.00 316000000.00 0.0026 N 316024332.00 316024332.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7BJ3 Government Agency Debt First Tier Security 2016-04-19 2016-10-19 N N N 195000000.00 195000000.00 0.0016 N 195031980.00 195031980.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6MA2 Government Agency Debt First Tier Security 2016-04-19 2016-07-19 N N N 188000000.00 188000000.00 0.0015 N 188032712.00 188032712.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6MT1 Government Agency Debt First Tier Security 2016-04-19 2016-07-19 N N N 299000000.00 299000000.00 0.0024 N 299052026.00 299052026.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6P35 Government Agency Debt First Tier Security 2016-04-21 2016-04-21 N N N 322000000.00 322000000.00 0.0026 N 322027692.00 322027692.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6PG6 Government Agency Debt First Tier Security 2016-04-22 2016-04-22 N N N 225000000.00 225000000.00 0.0018 N 225018000.00 225018000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6PW1 Government Agency Debt First Tier Security 2016-04-27 2016-04-27 N N N 290000000.00 290000000.00 0.0024 N 290026100.00 290026100.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6PH4 Government Agency Debt First Tier Security 2016-04-27 2016-04-27 N N N 199000000.00 199000000.00 0.0016 N 199017910.00 199017910.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6PA9 Government Agency Debt First Tier Security 2016-04-28 2016-04-28 N N N 250000000.00 250000000.00 0.0020 N 250022750.00 250022750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6PD3 Government Agency Debt First Tier Security 2016-04-28 2016-04-28 N N N 500000000.00 500000000.00 0.0041 N 500045500.00 500045500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6QX8 Government Agency Debt First Tier Security 2016-05-02 2016-05-02 N N N 44000000.00 44000000.00 0.0004 N 44003960.00 44003960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6QU4 Government Agency Debt First Tier Security 2016-05-03 2016-05-03 N N N 250000000.00 250000000.00 0.0020 N 250025250.00 250025250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6RK5 Government Agency Debt First Tier Security 2016-05-16 2016-05-16 N N N 188000000.00 188000000.00 0.0015 N 188021620.00 188021620.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7BX2 Government Agency Debt First Tier Security 2016-08-11 2016-08-11 N N N 695000000.00 694920327.01 0.0056 N 694616360.00 694616360.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7BP9 Government Agency Debt First Tier Security 2016-08-12 2016-08-12 N N N 347000000.00 346959804.84 0.0028 N 347053785.00 347053785.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7EM3 Government Agency Debt First Tier Security 2016-08-25 2016-08-25 N N N 351000000.00 350973142.04 0.0028 N 350830818.00 350830818.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7DU6 Government Agency Debt First Tier Security 2016-08-26 2016-08-26 N N N 175000000.00 174960927.29 0.0014 N 174920900.00 174920900.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7ED3 Government Agency Debt First Tier Security 2016-08-26 2016-08-26 N N N 104000000.00 103971707.15 0.0008 N 103952992.00 103952992.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7EJ0 Government Agency Debt First Tier Security 2016-09-01 2016-09-01 N N N 351000000.00 350909761.41 0.0028 N 350906283.00 350906283.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A6ZA8 Government Agency Debt First Tier Security 2016-04-08 2016-07-08 N N N 417000000.00 416985221.69 0.0034 N 417087153.00 417087153.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A75V3 Government Agency Debt First Tier Security 2016-04-27 2016-10-27 N N N 300000000.00 299980291.98 0.0024 N 300059400.00 300059400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A6RJ8 Government Agency Debt First Tier Security 2016-05-09 2016-05-09 N N N 188000000.00 188000000.00 0.0015 N 188020868.00 188020868.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A6ZC4 Government Agency Debt First Tier Security 2016-04-11 2016-10-11 N N N 183000000.00 182987545.68 0.0015 N 183050508.00 183050508.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A6YU5 Government Agency Debt First Tier Security 2016-04-11 2016-07-11 N N N 281000000.00 281000000.00 0.0023 N 281073903.00 281073903.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A6YY7 Government Agency Debt First Tier Security 2016-04-12 2016-10-12 N N N 793000000.00 792950610.28 0.0064 N 793218868.00 793218868.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A6ZR1 Government Agency Debt First Tier Security 2016-04-13 2016-07-13 N N N 139000000.00 139000000.00 0.0011 N 139034333.00 139034333.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A75E1 Government Agency Debt First Tier Security 2016-04-25 2016-10-25 N N N 278000000.00 278000000.00 0.0023 N 278073670.00 278073670.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A76C4 Government Agency Debt First Tier Security 2016-04-28 2016-10-28 N N N 195000000.00 195000000.00 0.0016 N 195051090.00 195051090.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A75Y7 Government Agency Debt First Tier Security 2016-04-28 2016-10-28 N N N 298000000.00 298000000.00 0.0024 N 298078076.00 298078076.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A76B6 Government Agency Debt First Tier Security 2016-05-02 2016-11-02 N N N 171000000.00 171000000.00 0.0014 N 171043776.00 171043776.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7AM7 Government Agency Debt First Tier Security 2016-05-08 2016-11-08 N N N 549000000.00 549000000.00 0.0044 N 549136701.00 549136701.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7EP6 Government Agency Debt First Tier Security 2016-05-25 2016-11-25 N N N 534000000.00 534000000.00 0.0043 N 533978640.00 533978640.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A74S1 Government Agency Debt First Tier Security 2016-07-22 2016-07-22 N N N 139000000.00 138985840.37 0.0011 N 139027105.00 139027105.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7FY6 Government Agency Debt First Tier Security 2016-09-08 2016-09-08 N N N 189000000.00 188950996.08 0.0015 N 188950996.08 188950996.08 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7FW0 Government Agency Debt First Tier Security 2016-03-04 2016-12-09 N N N 185000000.00 185000000.00 0.0015 N 185000000.00 185000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A6Z26 Government Agency Debt First Tier Security 2016-04-08 2016-07-08 N N N 224000000.00 224000000.00 0.0018 N 224058464.00 224058464.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7EU5 Government Agency Debt First Tier Security 2016-06-23 2016-12-23 N N N 342000000.00 342000000.00 0.0028 N 341991792.00 341991792.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7EA9 Government Agency Debt First Tier Security 2016-03-01 2017-03-01 N N N 171000000.00 171000000.00 0.0014 N 170999658.00 170999658.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7BK0 Government Agency Debt First Tier Security 2016-05-17 2017-02-17 N N N 420000000.00 420000000.00 0.0034 N 419999160.00 419999160.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7BH7 Government Agency Debt First Tier Security 2016-05-17 2017-02-17 N N N 295000000.00 294992886.96 0.0024 N 294999410.00 294999410.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A6TF4 Government Agency Debt First Tier Security 2016-05-25 2016-05-25 N N N 295000000.00 295000000.00 0.0024 N 294907075.00 294907075.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7DG7 Government Agency Debt First Tier Security 2016-06-03 2017-03-03 N N N 274000000.00 274000000.00 0.0022 N 273988492.00 273988492.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7DL6 Government Agency Debt First Tier Security 2016-06-07 2017-03-07 N N N 274000000.00 274000000.00 0.0022 N 273984930.00 273984930.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7EF8 Government Agency Debt First Tier Security 2016-05-24 2017-02-24 N N N 57000000.00 57000000.00 0.0005 N 56998746.00 56998746.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7EB7 Government Agency Debt First Tier Security 2016-05-24 2017-02-24 N N N 285000000.00 285000000.00 0.0023 N 284993730.00 284993730.00 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 132595465.28 0.0011 N 132664051.80 132664051.80 Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A7FU4 Government Agency Debt First Tier Security 2016-03-07 2017-03-07 N N N 163000000.00 163000000.00 0.0013 N 162996251.00 162996251.00 Federal Home Loan Bank Federal Home Loan Bank, 0.58% 313384ZC6 Government Agency Debt First Tier Security 2016-07-08 2016-07-08 N N N 50000000.00 49896083.33 0.0004 N 49931900.00 49931900.00 Federal Home Loan Bank Federal Home Loan Bank, 0.58% 313384ZH5 Government Agency Debt First Tier Security 2016-07-13 2016-07-13 N N N 432000000.00 431068967.86 0.0035 N 431389152.00 431389152.00 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 778491566.81 0.0063 N 779053860.00 779053860.00 Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A72H7 Government Agency Debt First Tier Security 2016-07-12 2016-07-12 N N N 279000000.00 278973009.76 0.0023 N 279120528.00 279120528.00 Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A72K0 Government Agency Debt First Tier Security 2016-07-12 2016-07-12 N N N 279000000.00 278973009.76 0.0023 N 279120528.00 279120528.00 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 126741766.63 0.0010 N 126836424.00 126836424.00 Freddie Mac Freddie Mac, 0.37% 3134G7SG7 Government Agency Debt First Tier Security 2016-03-17 2016-08-17 N N N 350000000.00 350000000.00 0.0028 N 349869100.00 349869100.00 Freddie Mac Freddie Mac, 0.37% 313396UP6 Government Agency Debt First Tier Security 2016-03-21 2016-03-21 N N N 56000000.00 55988488.89 0.0005 N 55991264.00 55991264.00 Freddie Mac Freddie Mac, 0.39% 3134G7TF8 Government Agency Debt First Tier Security 2016-03-24 2016-08-24 N N N 510000000.00 510000000.00 0.0041 N 509751630.00 509751630.00 Freddie Mac Freddie Mac, 0.42% 3134G5UB9 Government Agency Debt First Tier Security 2016-03-12 2016-12-12 N N N 250000000.00 249970126.50 0.0020 N 249850000.00 249850000.00 Freddie Mac Freddie Mac, 0.42% 3134G7ZE4 Government Agency Debt First Tier Security 2016-03-16 2016-09-16 N N N 500000000.00 500000000.00 0.0041 N 499879000.00 499879000.00 Freddie Mac Freddie Mac, 0.43% 3134G5Z24 Government Agency Debt First Tier Security 2016-03-12 2017-01-12 N N N 500000000.00 499955754.40 0.0041 N 499706000.00 499706000.00 Freddie Mac Freddie Mac, 0.43% 3134G6AE3 Government Agency Debt First Tier Security 2016-03-21 2016-07-21 N N N 500000000.00 499980083.70 0.0041 N 499902000.00 499902000.00 Freddie Mac Freddie Mac, 0.46% 3134G8DN6 Government Agency Debt First Tier Security 2016-03-14 2016-06-14 N N N 581000000.00 581000000.00 0.0047 N 580982570.00 580982570.00 Freddie Mac Freddie Mac, 0.51% 3134G5PN9 Government Agency Debt First Tier Security 2016-05-14 2016-11-14 N N N 2000000000.00 1999781564.80 0.0162 N 2000060000.00 2000060000.00 Freddie Mac Freddie Mac, 0.75% 3134G8LG2 Government Agency Debt First Tier Security 2017-03-09 2017-03-09 N N N 176000000.00 176000000.00 0.0014 N 175904256.00 175904256.00 Freddie Mac Freddie Mac, 0.75% 3134G8LF4 Government Agency Debt First Tier Security 2017-03-09 2017-03-09 N N N 471000000.00 471000000.00 0.0038 N 471142172.76 471142172.76 U.S. Treasury Bills U.S. Treasury Bills, 0.50% 912796HZ5 Treasury Debt First Tier Security 2016-07-07 2016-07-07 N N N 500000000.00 499111110.31 0.0040 N 499374500.00 499374500.00 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 618608809.25 0.0050 N 618636380.00 618636380.00 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 50007301.56 0.0004 N 50005300.00 50005300.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828QA1 Treasury Debt First Tier Security 2016-03-31 2016-03-31 N N N 600000000.00 600952425.60 0.0049 N 600960600.00 600960600.00 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 225623076.93 0.0018 N 225614700.00 225614700.00 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 259977240.33 0.0021 N 259972286.00 259972286.00 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 369949451.46 0.0030 N 369913420.00 369913420.00 U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828C40 Treasury Debt First Tier Security 2016-03-31 2016-03-31 N N N 90000000.00 90003657.82 0.0007 N 90009000.00 90009000.00 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 151461726.87 0.0012 N 151466400.00 151466400.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.32%, dated 2/29/2016 due 03/01/2016 ACH835000_07629 Government Agency Repurchase Agreement Y US TREASURY 2016-05-15 2045-05-15 0 - 7.625 Treasury Debt 30997622.34 28034749.72 FEDERAL FARM CREDIT 2025-08-19 2025-08-19 3.09 - 3.09 Government Agency Debt 761.97 769.80 FEDERAL HOME LOAN BANK 2016-10-19 2016-10-19 5.125 - 5.125 Government Agency Debt 449560.23 470557.81 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-01 2047-02-01 0.543 - 8 Government Agency Debt 1044523606.41 551494114.56 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-25 2054-07-25 0 - 9.5 Government Agency Debt 2571090984.38 1211453809.75 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-06-15 2045-12-20 0.728 - 7.228 Government Agency Debt 122688797.31 56360597.84 TENNESEE VALLEY AUTHORITY 2039-09-15 2039-09-15 5.25 - 5.25 Government Agency Debt 380983.24 495101.70 Unrated Security 2016-03-01 2016-03-01 N N N 1809670405.00 1809670405.37 0.0147 N 1809670405.37 1809670405.37 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.35% ABA945000 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2016-03-03 2045-08-15 0 - 7.25 Treasury Debt 284760213.36 260091226.67 FEDERAL FARM CREDIT 2025-08-19 2025-08-19 3.09 - 3.09 Government Agency Debt 566000.00 571817.54 FEDERAL HOME LOAN BANK 2016-10-19 2016-10-19 5.125 - 5.125 Government Agency Debt 315000.00 329712.69 FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2044-03-01 1 - 6.5 Government Agency Debt 53773173.00 37348818.83 FEDERAL NATIONAL MORTGAGE ASSOC 2017-04-27 2045-12-01 0 - 6.625 Government Agency Debt 216670290.00 212210925.34 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-12-15 2055-08-15 0.728 - 5.2 Government Agency Debt 84051957.00 61201111.76 First Tier Security 2016-03-07 2016-03-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 559000000.00 559000000.00 0.0045 N 559000000.00 559000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.35% ABD140000 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2016-03-03 2045-02-15 0 - 8.5 Treasury Debt 16452258.70 17057319.03 FEDERAL HOME LOAN BANK 2016-10-19 2016-10-19 5.125 - 5.125 Government Agency Debt 175000.00 183173.72 FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2039-04-15 0.876 - 6.25 Government Agency Debt 1537032.00 2069296.56 FEDERAL NATIONAL MORTGAGE ASSOC 2030-11-15 2046-02-01 3 - 6.625 Government Agency Debt 61644248.00 63626055.28 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-05-20 2056-10-15 1.75 - 4 Government Agency Debt 204467324.00 200740427.08 GINNIE MAE 2041-05-20 2041-05-20 3.5 - 3.5 Government Agency Debt 1000.00 29.08 First Tier Security 2016-03-07 2016-03-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 278000000.00 278000000.00 0.0023 N 278000000.00 278000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.35% AAJ271000 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2016-03-03 2045-08-15 0 - 8.5 Treasury Debt 46335128.67 46600526.16 FEDERAL FARM CREDIT 2025-08-19 2034-09-05 3.09 - 3.94 Government Agency Debt 3093000.00 3124812.42 FEDERAL HOME LOAN BANK 2016-10-19 2033-07-01 3.73 - 5.125 Government Agency Debt 205000.00 210891.80 FEDERAL HOME LOAN MORTGAGE CORP 2017-01-01 2045-09-01 0 - 8 Government Agency Debt 212032865.00 199705879.91 FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-01 2046-02-25 0.786 - 7.5 Government Agency Debt 28511805.00 28400897.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-01-15 2045-12-20 1.75 - 6.5 Government Agency Debt 9068974.00 7072422.24 First Tier Security 2016-03-07 2016-03-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 279000000.00 279000000.00 0.0023 N 279000000.00 279000000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.32%, dated 2/29/2016 due 03/01/2016 ACH835000_08066 Government Agency Repurchase Agreement Y US TREASURY 2016-03-03 2046-02-15 0 - 9.125 Treasury Debt 46259792.83 46583439.25 FEDERAL FARM CREDIT 2016-03-01 2024-03-05 0.4 - 3.15 Government Agency Debt 7370869.48 7443625.13 FEDERAL HOME LOAN BANK 2016-03-11 2022-03-28 0 - 5.375 Government Agency Debt 46361943.63 47011691.11 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-18 2046-02-01 0.5 - 8.5 Government Agency Debt 50848832.74 28949345.42 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-10 2046-02-01 0.451 - 8.5 Government Agency Debt 189380588.61 132011541.54 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-08-20 2046-02-20 2 - 9.5 Government Agency Debt 84969712.71 54527209.76 Unrated Security 2016-03-01 2016-03-01 N N N 310300138.00 310300138.09 0.0025 N 310300138.09 310300138.09 Citibank NA Citibank NA, 0.32% ACF736000 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2018-04-15 2045-08-15 0.125 - 2.875 Treasury Debt 136460746.00 139783722.54 FEDERAL HOME LOAN MORTGAGE CORP 2020-09-01 2020-09-01 2.75 - 2.75 Government Agency Debt 1100.00 3.71 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2025-02-01 2.5 - 2.52 Government Agency Debt 6119.00 875.95 First Tier Security 2016-03-01 2016-03-01 N N N 137000000.00 137000000.00 0.0011 N 137000000.00 137000000.00 Citibank NA Citibank NA, 0.33% ACF735000 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2017-09-30 2045-08-15 0.125 - 4.75 Treasury Debt 789924300.00 841019865.41 First Tier Security 2016-03-01 2016-03-01 N N N 820000000.00 820000000.00 0.0066 N 820000000.00 820000000.00 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.32%, dated 2/29/2016 due 03/01/2016 ACH835000_04361 Government Agency Repurchase Agreement Y US TREASURY 2017-02-02 2044-08-15 0 - 6.875 Treasury Debt 1154735043.74 1209765790.46 FEDERAL NATIONAL MORTGAGE ASSOC 2030-12-01 2046-01-01 3 - 4 Government Agency Debt 193271351.72 185769655.78 Unrated Security 2016-03-01 2016-03-01 N N N 1365941208.00 1365941207.89 0.0111 N 1365941207.89 1365941207.89 Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.32%, dated 2/29/2016 due 03/01/2016 ACH835000_26252 Government Agency Repurchase Agreement Y US TREASURY 2016-03-15 2045-08-15 0.375 - 8.75 Treasury Debt 2771018349.08 2945617537.12 U.S. TREASURY 2017-01-31 2018-01-31 0.074 - 0.577 Treasury Debt 77504361.71 77544257.90 Unrated Security 2016-03-01 2016-03-01 N N N 2959214503.00 2959214502.96 0.0240 N 2959214502.96 2959214502.96 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.32%, dated 2/29/2016 due 03/01/2016 ACH835000_39304 Government Agency Repurchase Agreement Y US TREASURY 2016-03-31 2039-02-15 0.5 - 7.875 Treasury Debt 270202.83 285234.12 FEDERAL HOME LOAN MORTGAGE CORP 2022-08-01 2045-12-01 3 - 8 Government Agency Debt 7576998.71 4267185.29 U.S. TREASURY 2016-04-30 2018-01-31 0.053 - 0.577 Treasury Debt 18018.30 18019.28 Unrated Security 2016-03-01 2016-03-01 N N N 4480734.00 4480733.99 0.0000 N 4480733.99 4480733.99 ING Financial Markets LLC ING Financial Markets LLC, 0.41% ABB404000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-03-01 2045-12-01 3.5 - 4 Government Agency Debt 216252938.00 172472465.27 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 169000000.00 169000000.00 0.0014 Y 169013520.00 169013520.00 ING Financial Markets LLC ING Financial Markets LLC, 0.41% ABB388000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2045-07-01 2.5 - 3.5 Government Agency Debt 264029220.00 229623377.64 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 225000000.00 225000000.00 0.0018 Y 225018000.00 225018000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.41% ABB385000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2031-01-01 2045-12-01 3.5 - 4 Government Agency Debt 268087551.00 172472792.94 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 169000000.00 169000000.00 0.0014 Y 169013520.00 169013520.00 ING Financial Markets LLC ING Financial Markets LLC, 0.41% ABB391000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-05-01 2043-01-01 3.5 - 3.5 Government Agency Debt 273582620.00 209211380.99 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 205000000.00 205000000.00 0.0017 Y 205016400.00 205016400.00 ING Financial Markets LLC ING Financial Markets LLC, 0.41% ABD062000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-03-01 2042-10-01 3.5 - 3.5 Government Agency Debt 224323734.00 170418973.26 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 167000000.00 167000000.00 0.0014 Y 167016700.00 167016700.00 ING Financial Markets LLC ING Financial Markets LLC, 0.41% ABB383000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-05-01 2045-07-01 3 - 4 Government Agency Debt 264875146.00 229622010.76 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 225000000.00 225000000.00 0.0018 Y 225018000.00 225018000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.41% ABB400000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2028-10-01 2048-08-01 3 - 5.5 Government Agency Debt 420573956.00 286770727.17 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 281000000.00 281000000.00 0.0023 Y 281022480.00 281022480.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ACF492000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-12-01 2046-02-01 3 - 5 Government Agency Debt 128736476.00 84668455.40 First Tier Security 2016-04-01 2016-04-01 N N N 83000000.00 83000000.00 0.0007 Y 83010790.00 83010790.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ACD975000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2046-02-01 2046-02-01 3 - 3 Government Agency Debt 135260000.00 138742047.59 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 136000000.00 136000000.00 0.0011 Y 136013600.00 136013600.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ACG100000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-10-01 2046-02-01 3 - 3.5 Government Agency Debt 144590000.00 139748835.16 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 137000000.00 137000000.00 0.0011 Y 137016440.00 137016440.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.32%, dated 2/29/2016 due 03/01/2016 ACH835000_55502 Government Agency Repurchase Agreement Y US TREASURY 2016-08-15 2045-08-15 0.375 - 4.75 Treasury Debt 302841475.66 310492756.39 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2048-03-01 1.894 - 7 Government Agency Debt 2553667059.01 976588915.30 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-11-20 2042-11-15 3 - 3.5 Government Agency Debt 134840770.83 85666276.56 U.S. TREASURY 2016-04-30 2018-01-31 0.069 - 0.577 Treasury Debt 16912683.81 16918709.76 Unrated Security 2016-03-01 2016-03-01 N N N 1362267254.00 1362267254.26 0.0110 N 1362267254.26 1362267254.26 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.36% ACE462000 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2045-05-25 2045-05-25 4.172 - 4.172 Government Agency Debt 10209506.00 9359357.34 FEDERAL HOME LOAN MORTGAGE CORP 2016-03-15 2047-12-01 2 - 10.5 Government Agency Debt 1448683559.00 229261996.89 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2046-02-01 1.84 - 10.5 Government Agency Debt 1689121297.00 238642795.50 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-11-20 2045-11-20 4 - 4 Government Agency Debt 341478566.00 360256341.71 First Tier Security 2016-03-07 2016-03-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 821000000.00 821000000.00 0.0067 N 821000000.00 821000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.38% ACC644000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2045-10-01 2.499 - 4.5 Government Agency Debt 199565097.00 101388250.37 FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2045-12-01 1.827 - 5.513 Government Agency Debt 273095444.00 157373442.70 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-20 2044-10-20 4.5 - 4.5 Government Agency Debt 7104603.00 3428113.58 First Tier Security 2016-04-15 2016-04-15 N N N 257000000.00 257000000.00 0.0021 Y 256763560.00 256763560.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% ACE843000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2045-10-01 2.229 - 5 Government Agency Debt 95870522.00 51131793.73 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2047-10-01 1.979 - 6 Government Agency Debt 826810047.00 282802116.09 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2045-12-20 2 - 5 Government Agency Debt 123326294.00 29229361.92 First Tier Security 2016-04-19 2016-04-19 N N N 356000000.00 356000000.00 0.0029 Y 355629760.00 355629760.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% AAI169000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2045-10-01 2.229 - 5.5 Government Agency Debt 174416424.00 75637936.07 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2045-12-01 1.485 - 6.035 Government Agency Debt 596373986.00 178187442.82 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2045-08-20 1.75 - 5 Government Agency Debt 39866126.00 12563227.09 First Tier Security 2016-03-04 2016-03-04 N N N 261000000.00 261000000.00 0.0021 N 261002610.00 261002610.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% ABH464000 Government Agency Repurchase Agreement Y US TREASURY 2021-01-15 2021-01-15 1.125 - 1.125 Treasury Debt 7422100.00 8484193.73 FEDERAL HOME LOAN BANK 2021-01-29 2021-01-29 2 - 2 Government Agency Debt 1000000.00 1006246.67 FEDERAL HOME LOAN MORTGAGE CORP 2017-09-01 2046-02-01 2.031 - 6.5 Government Agency Debt 180347660.00 56730275.93 FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2048-08-01 1.912 - 6.035 Government Agency Debt 475539044.00 255487013.62 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2060-07-20 2 - 5.31 Government Agency Debt 8771125.00 6920541.02 First Tier Security 2016-04-05 2016-04-05 N N N 322000000.00 322000000.00 0.0026 Y 322035420.00 322035420.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% ABI287000 Government Agency Repurchase Agreement Y US TREASURY 2020-09-30 2020-09-30 1.375 - 1.375 Treasury Debt 5537200.00 5603427.03 FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2046-02-01 2.31 - 5 Government Agency Debt 62202290.00 22866989.69 FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2045-05-01 2.323 - 5.5 Government Agency Debt 347547874.00 166849121.90 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-10-20 2064-11-20 1.75 - 6.43 Government Agency Debt 64198096.00 34251861.40 First Tier Security 2016-04-06 2016-04-06 N N N 225000000.00 225000000.00 0.0018 Y 225027000.00 225027000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.45% AAJ589000 Government Agency Repurchase Agreement Y US TREASURY 2021-01-15 2021-01-15 1.125 - 1.125 Treasury Debt 1000.00 1143.10 FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2046-02-01 2.031 - 4 Government Agency Debt 182920928.00 62894189.88 FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2044-11-01 1.485 - 5.5 Government Agency Debt 593062342.00 180912263.28 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-04-20 2045-12-20 1.75 - 4.5 Government Agency Debt 29998254.00 21568193.56 First Tier Security 2016-04-08 2016-04-08 N N N 260000000.00 260000000.00 0.0021 Y 260044200.00 260044200.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.40% ACB470000 0000812291 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2046-02-01 2046-02-01 3.5 - 3.5 Government Agency Debt 114158669.00 119673927.98 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2046-02-01 3.203 - 4 Government Agency Debt 153226678.00 160888405.97 First Tier Security 2016-03-07 2016-03-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 275000000.00 275000000.00 0.0022 N 275000000.00 275000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.32%, dated 2/29/2016 due 03/01/2016 ACH835000_08126 Government Agency Repurchase Agreement Y US TREASURY 2020-04-30 2022-05-15 1.125 - 1.75 Treasury Debt 256350505.37 260013884.29 FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2046-01-01 2.5 - 4.5 Government Agency Debt 80261418.98 80673545.56 FINANCE CORPORATION 2018-12-27 2018-12-27 0 - 0 Government Agency Debt 415643.65 402617.38 FEDERAL NATIONAL MORTGAGE ASSOC 2022-06-01 2046-02-01 2.47 - 6.883 Government Agency Debt 142622748.07 144467200.72 Unrated Security 2016-03-01 2016-03-01 N N N 476000412.00 476000411.84 0.0039 N 476000411.84 476000411.84 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 2044-09-01 2.39 - 6 Government Agency Debt 129640333.00 46715260.49 FEDERAL NATIONAL MORTGAGE ASSOC 2028-10-01 2046-02-01 1.485 - 4.865 Government Agency Debt 214703935.00 121177421.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-05-20 2063-09-20 1.75 - 4 Government Agency Debt 79843583.00 62316067.66 First Tier Security 2016-03-02 2016-03-02 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 225000000.00 225000000.00 0.0018 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 2016-07-01 2045-01-01 1.5 - 7 Government Agency Debt 69954447.00 50045120.34 FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2046-02-01 2.05 - 7 Government Agency Debt 462221956.00 325921824.83 GOVERNMENT NATIONAL MORTAGE ASSOC 2029-05-16 2063-09-20 1.75 - 6.5 Government Agency Debt 159667188.00 116658136.28 First Tier Security 2016-03-03 2016-03-03 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 482000000.00 482000000.00 0.0039 N 482000000.00 482000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 48P99SPV8 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2044-09-01 2.39 - 4.5 Government Agency Debt 22012408.00 16217194.99 FEDERAL NATIONAL MORTGAGE ASSOC 2028-09-01 2046-02-01 0.786 - 5.5 Government Agency Debt 204713198.00 164850986.77 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-06-20 2063-09-20 1.75 - 5.5 Government Agency Debt 108136168.00 82640309.31 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 258000000.00 258000000.00 0.0021 N 258000000.00 258000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% ACB746000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2046-02-01 2.63 - 4.5 Government Agency Debt 22967757.00 22579249.03 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2046-02-01 2.222 - 7 Government Agency Debt 302117659.00 186052119.83 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2046-02-20 1.75 - 4 Government Agency Debt 101838482.00 71921926.22 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 275000000.00 275000000.00 0.0022 N 275000000.00 275000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% ACB104000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-07-15 2042-12-15 3 - 6 Government Agency Debt 36217504.00 12293228.21 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2046-02-01 0.927 - 4 Government Agency Debt 156245012.00 150664261.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-05-20 2046-02-20 1.75 - 4 Government Agency Debt 133036284.00 117873532.80 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 275000000.00 275000000.00 0.0022 N 275000000.00 275000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% ACB113000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-09-01 2046-02-01 2.209 - 6 Government Agency Debt 105633336.00 53844353.61 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2046-02-01 2.011 - 5.5 Government Agency Debt 277180548.00 156757390.02 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2046-02-20 1.875 - 4 Government Agency Debt 112047013.00 69957161.95 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 275000000.00 275000000.00 0.0022 N 275000000.00 275000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% ACE461000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2046-03-01 2.569 - 4 Government Agency Debt 15451171.00 14658784.51 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2046-02-25 2 - 6 Government Agency Debt 106190222.00 84153016.04 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-12-15 2063-09-20 3 - 6.5 Government Agency Debt 70811638.00 50191065.47 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 146000000.00 146000000.00 0.0012 N 146000000.00 146000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% ACD263000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2019-06-01 2046-02-01 2.39 - 5.5 Government Agency Debt 87315682.00 61018426.55 FEDERAL NATIONAL MORTGAGE ASSOC 2028-09-01 2046-02-01 0.786 - 6 Government Agency Debt 234340906.00 160757991.35 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-12-15 2046-01-20 1.75 - 5 Government Agency Debt 72638204.00 58788174.31 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 275000000.00 275000000.00 0.0022 N 275000000.00 275000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% ACD267000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2045-01-01 2.538 - 4.5 Government Agency Debt 71268253.00 57566557.50 FEDERAL NATIONAL MORTGAGE ASSOC 2029-03-01 2046-02-01 2.254 - 4.865 Government Agency Debt 160138982.00 155156887.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-04-20 2046-01-20 3 - 4.5 Government Agency Debt 94297668.00 67819097.77 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 275000000.00 275000000.00 0.0022 N 275000000.00 275000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% ACE074000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2045-06-15 2.492 - 4.5 Government Agency Debt 40328335.00 31382300.46 FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-02-01 2.414 - 4.865 Government Agency Debt 190783646.00 184403337.16 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2046-01-20 3.5 - 4 Government Agency Debt 61198923.00 63763899.51 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 274000000.00 274000000.00 0.0022 N 274000000.00 274000000.00 Societe Generale In a joint trading account with Societe Generale at 0.32%, dated 2/29/2016 due 03/01/2016 ACH835000_74037 Government Agency Repurchase Agreement Y US TREASURY 2016-03-31 2045-11-15 0 - 8 Treasury Debt 987961439.40 1063161412.96 FEDERAL HOME LOAN MORTGAGE CORP 2017-05-12 2046-01-01 1.25 - 5.967 Government Agency Debt 568188847.81 47227798.71 FEDERAL NATIONAL MORTGAGE ASSOC 2017-06-01 2046-01-01 0 - 6 Government Agency Debt 507264054.15 134115791.12 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-03-15 2046-01-20 1.75 - 7.5 Government Agency Debt 1028665476.40 105889093.68 Unrated Security 2016-03-01 2016-03-01 N N N 1321257988.00 1321257988.01 0.0107 N 1321257988.01 1321257988.01 Wells Fargo Bank, NA In a joint trading account with Wells Fargo Bank, NA at 0.32%, dated 2/29/2016 due 03/01/2016 ACH835000_81240 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2045-07-01 2045-09-01 3.5 - 3.5 Government Agency Debt 356702467.29 362757712.61 FEDERAL NATIONAL MORTGAGE ASSOC 2032-11-01 2042-09-01 3 - 3.5 Government Agency Debt 1595798.52 1227686.34 Unrated Security 2016-03-01 2016-03-01 N N N 356845159.00 356845158.81 0.0029 N 356845158.81 356845158.81 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.32%, dated 2/29/2016 due 03/01/2016 ACH835000_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-04-15 2023-02-28 0 - 1.5 Treasury Debt 795407054.73 794349568.45 FEDERAL AGRICULTURE MORTGAGE CORP 2016-06-01 2021-01-07 0 - 5.125 Government Agency Debt 11909611.28 12143015.44 FEDERAL FARM CREDIT 2017-01-17 2040-11-02 0.72 - 5.75 Government Agency Debt 77947419.19 79450637.01 FEDERAL HOME LOAN BANK 2016-03-02 2036-07-15 0 - 5.625 Government Agency Debt 536610311.26 543628269.97 FEDERAL HOME LOAN MORTGAGE CORP 2016-05-13 2032-07-15 0 - 8.25 Government Agency Debt 250168640.89 274609731.58 FINANCE CORPORATION 2018-02-08 2018-02-08 9.4 - 9.4 Government Agency Debt 3019026.85 3526535.33 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-15 2045-12-01 0 - 7.125 Government Agency Debt 359112930.84 373744958.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-06-15 2046-02-20 2 - 10 Government Agency Debt 3245867136.27 2499882120.00 RESOLUTION FUNDING CORP 2016-04-15 2016-04-15 0 - 0 Government Agency Debt 51387.69 51356.34 Unrated Security 2016-03-01 2016-03-01 N N N 4491284199.00 4491284198.78 0.0364 N 4491284198.78 4491284198.78 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.33% ACF709000 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2019-09-15 2046-02-15 0 - 4.5 Government Agency Debt 290492907.00 302138311.85 FEDERAL NATIONAL MORTGAGE ASSOC 2020-06-25 2046-03-25 0 - 4 Government Agency Debt 527775023.00 540422003.08 First Tier Security 2016-03-01 2016-03-01 N N N 820000000.00 820000000.00 0.0066 N 820000000.00 820000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.34% ACG586000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2031-02-01 2046-01-01 3.5 - 4 Government Agency Debt 130934735.00 139746599.38 First Tier Security 2016-03-03 2016-03-03 N N N 137000000.00 137000000.00 0.0011 N 136999178.00 136999178.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% AAI855000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2045-12-01 2046-03-01 4 - 4 Government Agency Debt 159228606.00 170457109.63 First Tier Security 2016-04-06 2016-04-06 N N N 167000000.00 167000000.00 0.0014 Y 167028390.00 167028390.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% AAJ177000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2045-08-01 2046-01-01 4 - 4 Government Agency Debt 360034493.00 384799565.00 First Tier Security 2016-04-07 2016-04-07 N N N 377000000.00 377000000.00 0.0031 Y 377064090.00 377064090.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% ABA086000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 4 - 4 Government Agency Debt 107052716.00 114311400.16 First Tier Security 2016-04-11 2016-04-11 N N N 112000000.00 112000000.00 0.0009 Y 112021280.00 112021280.00 BMO Harris Bank NA BMO Harris Bank NA, 0.34% ACB098000 Treasury Repurchase Agreement Y US TREASURY 2020-04-15 2021-02-15 0.125 - 7.875 Treasury Debt USTR 235453000.00 308144142.55 First Tier Security 2016-03-07 2016-03-07 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A N N 303000000.00 303000000.00 0.0025 N 303000000.00 303000000.00 BMO Harris Bank NA BMO Harris Bank NA, 0.35% ACD275000 Treasury Repurchase Agreement Y US TREASURY 2020-08-15 2020-10-31 1.75 - 8.75 Treasury Debt USTR 267925000.00 333594382.81 First Tier Security 2016-03-07 2016-03-07 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A N N 326000000.00 326000000.00 0.0026 N 326000000.00 326000000.00 BMO Harris Bank NA BMO Harris Bank NA, 0.35% ACF007000 Treasury Repurchase Agreement Y US TREASURY 2021-11-15 2021-11-15 2 - 2 Treasury Debt USTR 161140000.00 167425124.04 First Tier Security 2016-03-07 2016-03-07 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A N N 164000000.00 164000000.00 0.0013 N 164000000.00 164000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.32% AAJ269000 0001197610 Treasury Repurchase Agreement Y US TREASURY 2016-03-03 2044-08-15 0 - 9.125 Treasury Debt 262461500.00 269446983.94 First Tier Security 2016-03-07 2016-03-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 264000000.00 264000000.00 0.0021 N 264000000.00 264000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.31% ACG995000 0000812291 Treasury Repurchase Agreement Y US TREASURY 2019-08-31 2020-05-31 1 - 1.5 Treasury Debt USTR 613835000.00 615882440.55 First Tier Security 2016-03-04 2016-03-04 N N N 606000000.00 606000000.00 0.0049 N 605992728.00 605992728.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.32% ACH631000 0000812291 Treasury Repurchase Agreement Y US TREASURY 2017-12-15 2019-04-30 1 - 1.625 Treasury Debt USTR 244725000.00 247025294.18 First Tier Security 2016-03-07 2016-03-07 N N N 242000000.00 242000000.00 0.0020 N 242000000.00 242000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.33% ACG559000 0000812291 Treasury Repurchase Agreement Y US TREASURY 2019-03-31 2022-08-31 1.625 - 1.875 Treasury Debt USTR 241840000.00 247448560.88 First Tier Security 2016-03-03 2016-03-03 N N N 243000000.00 243000000.00 0.0020 N 242998420.50 242998420.50