0000278001-16-000145.txt : 20160414 0000278001-16-000145.hdr.sgml : 20160414 20160407102316 ACCESSION NUMBER: 0000278001-16-000145 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160407 DATE AS OF CHANGE: 20160407 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: 161559032 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 2016-03-31 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 41 93 126806613867.48 66253569.21 2165310126.57 124707557310.12 0.0043 1.0004 2016-03-31 1.0004 2016-03-31 C000019553 2500.00 124707557310.12 1.00 1320192088.60 29516957479.61 28196765391.01 0.0006 1.0004 2016-03-31 1.0004 2016-03-31 Fannie Mae Fannie Mae, 0.45% 3135G0B44 Government Agency Debt First Tier Security 2016-04-26 2017-01-26 N N N 500000000.00 499958125.20 0.0040 N 499734500.00 499734500.00 Fannie Mae Fannie Mae, 0.49% 313588C52 Government Agency Debt First Tier Security 2016-08-18 2016-08-18 N N N 486000000.00 485089897.50 0.0039 N 485249616.00 485249616.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.39% 3133EE2V1 Government Agency Debt First Tier Security 2016-04-06 2016-07-06 N N N 105000000.00 104998656.00 0.0008 N 104983410.00 104983410.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.39% 3133EEM80 Government Agency Debt First Tier Security 2016-04-20 2016-06-20 N N N 200000000.00 199999289.48 0.0016 N 199979800.00 199979800.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.42% 3133EDUG5 Government Agency Debt First Tier Security 2016-04-15 2016-09-15 N N N 370000000.00 369978793.89 0.0030 N 369918970.00 369918970.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.45% 3133EDFH0 Government Agency Debt First Tier Security 2016-04-18 2016-07-18 N N N 78365000.00 78376887.06 0.0006 N 78365391.83 78365391.83 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 186855000.00 186853299.06 0.0015 N 186859858.23 186859858.23 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 210012627.75 0.0017 N 210020040.36 210020040.36 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 250000000.00 249997691.90 0.0020 N 250008000.00 250008000.00 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 32000000.00 31999578.91 0.0003 N 32000864.00 32000864.00 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 106999407.41 0.0009 N 107003745.00 107003745.00 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 862000000.00 862000000.00 0.0069 N 862000000.00 862000000.00 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 330000000.00 329954890.85 0.0026 N 329963370.00 329963370.00 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 1472625022.30 0.0118 N 1472776104.00 1472776104.00 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 203994693.92 0.0016 N 204014892.00 204014892.00 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 316988207.60 0.0025 N 317013314.00 317013314.00 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 349998352.69 0.0028 N 350005250.00 350005250.00 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 1115625435.24 0.0089 N 1115734392.00 1115734392.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% 313384XE4 Government Agency Debt First Tier Security 2016-05-23 2016-05-23 N N N 368000000.00 367837875.39 0.0029 N 367861632.00 367861632.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% 313384XF1 Government Agency Debt First Tier Security 2016-05-24 2016-05-24 N N N 50000000.00 49977548.60 0.0004 N 49980850.00 49980850.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% 313384XH7 Government Agency Debt First Tier Security 2016-05-26 2016-05-26 N N N 7000000.00 6996738.19 0.0001 N 6997221.00 6997221.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% 313384XJ3 Government Agency Debt First Tier Security 2016-05-27 2016-05-27 N N N 312000000.00 311851973.41 0.0025 N 311873952.00 311873952.00 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 336672862.72 0.0027 N 336720875.40 336720875.40 Federal Home Loan Bank Federal Home Loan Bank, 0.32% to 0.37% 313384YT0 Government Agency Debt First Tier Security 2016-06-29 2016-06-29 N N N 599500000.00 598981488.56 0.0048 N 599040783.00 599040783.00 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 836968138.88 0.0067 N 836980749.00 836980749.00 Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 0.60% 313384YV5 Government Agency Debt First Tier Security 2016-07-01 2016-07-01 N N N 1220000000.00 1218870773.04 0.0098 N 1218889800.00 1218889800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384ZA0 Government Agency Debt First Tier Security 2016-07-06 2016-07-06 N N N 105000000.00 104904799.94 0.0008 N 104899200.00 104899200.00 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 888782193.30 0.0071 N 888875540.00 888875540.00 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 2007426692.74 0.0161 N 2007691925.40 2007691925.40 Federal Home Loan Bank Federal Home Loan Bank, 0.36% 313384YB9 Government Agency Debt First Tier Security 2016-06-13 2016-06-13 N N N 176000000.00 175871520.00 0.0014 N 175889296.00 175889296.00 Federal Home Loan Bank Federal Home Loan Bank, 0.36% 313384YC7 Government Agency Debt First Tier Security 2016-06-14 2016-06-14 N N N 78000000.00 77942280.00 0.0006 N 77950314.00 77950314.00 Federal Home Loan Bank Federal Home Loan Bank, 0.36% to 0.37% 313384YL7 Government Agency Debt First Tier Security 2016-06-22 2016-06-22 N N N 1245000000.00 1243951333.62 0.0100 N 1244121030.00 1244121030.00 Federal Home Loan Bank Federal Home Loan Bank, 0.36% to 0.37% 313384YU7 Government Agency Debt First Tier Security 2016-06-30 2016-06-30 N N N 992000000.00 991103100.00 0.0079 N 991231200.00 991231200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% to 0.42% 313384VD8 Government Agency Debt First Tier Security 2016-04-04 2016-04-04 N N N 417000000.00 416985729.66 0.0033 N 416992494.00 416992494.00 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 499840694.40 0.0040 N 499888000.00 499888000.00 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 1378601847.10 0.0111 N 1378784101.79 1378784101.79 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384YF0 Government Agency Debt First Tier Security 2016-06-17 2016-06-17 N N N 974355000.00 973589909.73 0.0078 N 973709002.64 973709002.64 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384YN3 Government Agency Debt First Tier Security 2016-06-24 2016-06-24 N N N 1299500000.00 1298393259.51 0.0104 N 1298560461.50 1298560461.50 Federal Home Loan Bank Federal Home Loan Bank, 0.37% to 0.59% 313384YR4 Government Agency Debt First Tier Security 2016-06-27 2016-06-27 N N N 814000000.00 812857859.28 0.0065 N 813390314.00 813390314.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384YS2 Government Agency Debt First Tier Security 2016-06-28 2016-06-28 N N N 19000000.00 18983047.78 0.0002 N 18985598.00 18985598.00 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 1733908483.29 0.0139 N 1733949714.00 1733949714.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384VH9 Government Agency Debt First Tier Security 2016-04-08 2016-04-08 N N N 973000000.00 972929052.15 0.0078 N 972960107.00 972960107.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6BK2 Government Agency Debt First Tier Security 2016-04-13 2016-08-11 N N N 291000000.00 291000000.00 0.0023 N 290926086.00 290926086.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384VQ9 Government Agency Debt First Tier Security 2016-04-15 2016-04-15 N N N 584000000.00 583913697.76 0.0047 N 583952112.00 583952112.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6BJ5 Government Agency Debt First Tier Security 2016-04-19 2016-08-19 N N N 163000000.00 163000000.00 0.0013 N 162954849.00 162954849.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5RP6 Government Agency Debt First Tier Security 2016-04-23 2016-06-23 N N N 210000000.00 210000000.00 0.0017 N 209974590.00 209974590.00 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 905496064.51 0.0073 N 905644288.39 905644288.39 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5HD4 Government Agency Debt First Tier Security 2016-04-01 2016-06-01 N N N 855000000.00 855000000.00 0.0069 N 854937585.00 854937585.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5AC3 Government Agency Debt First Tier Security 2016-04-04 2016-05-04 N N N 350000000.00 349997517.10 0.0028 N 349987400.00 349987400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5VQ9 Government Agency Debt First Tier Security 2016-04-08 2016-07-08 N N N 582000000.00 582000000.00 0.0047 N 581913282.00 581913282.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5WM7 Government Agency Debt First Tier Security 2016-04-13 2016-09-13 N N N 117000000.00 116951930.55 0.0009 N 116959635.00 116959635.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5VY2 Government Agency Debt First Tier Security 2016-04-15 2016-07-15 N N N 291000000.00 291000000.00 0.0023 N 290951112.00 290951112.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6BH9 Government Agency Debt First Tier Security 2016-04-17 2016-08-17 N N N 500000000.00 500000000.00 0.0040 N 499863000.00 499863000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6AZ0 Government Agency Debt First Tier Security 2016-04-17 2016-08-17 N N N 196000000.00 196000000.00 0.0016 N 195946296.00 195946296.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5X79 Government Agency Debt First Tier Security 2016-04-17 2017-01-17 N N N 331000000.00 330960028.51 0.0027 N 330702100.00 330702100.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5Q85 Government Agency Debt First Tier Security 2016-04-20 2016-06-20 N N N 196000000.00 196000000.00 0.0016 N 195980204.00 195980204.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A4Z39 Government Agency Debt First Tier Security 2016-04-20 2016-04-20 N N N 221750000.00 221749465.78 0.0018 N 221746452.00 221746452.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5W39 Government Agency Debt First Tier Security 2016-04-24 2017-01-24 N N N 40000000.00 39996702.49 0.0003 N 39963880.00 39963880.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A74F9 Government Agency Debt First Tier Security 2016-04-25 2016-05-25 N N N 155200000.00 155195915.76 0.0012 N 155191619.20 155191619.20 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6DW4 Government Agency Debt First Tier Security 2016-04-25 2016-05-25 N N N 250000000.00 250000000.00 0.0020 N 249986500.00 249986500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6DD6 Government Agency Debt First Tier Security 2016-04-26 2016-05-26 N N N 985000000.00 985000000.00 0.0079 N 984945825.00 984945825.00 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 1423382589.94 0.0114 N 1423588464.00 1423588464.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313384XW4 Government Agency Debt First Tier Security 2016-06-08 2016-06-08 N N N 704869000.00 704349746.67 0.0056 N 704455946.77 704455946.77 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313384XY0 Government Agency Debt First Tier Security 2016-06-10 2016-06-10 N N N 1085000000.00 1084177208.69 0.0087 N 1084345745.00 1084345745.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313384YD5 Government Agency Debt First Tier Security 2016-06-15 2016-06-15 N N N 1112000000.00 1111094183.48 0.0089 N 1111281648.00 1111281648.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6E52 Government Agency Debt First Tier Security 2016-04-01 2016-06-01 N N N 225000000.00 225000000.00 0.0018 N 224987400.00 224987400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6DV6 Government Agency Debt First Tier Security 2016-04-02 2016-06-02 N N N 250000000.00 250000000.00 0.0020 N 249983500.00 249983500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A5W21 Government Agency Debt First Tier Security 2016-04-17 2017-01-17 N N N 250000000.00 249979874.70 0.0020 N 249784750.00 249784750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313384VX4 Government Agency Debt First Tier Security 2016-04-22 2016-04-22 N N N 142000000.00 141967280.82 0.0011 N 141982534.00 141982534.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6E45 Government Agency Debt First Tier Security 2016-04-26 2016-05-26 N N N 375000000.00 375000000.00 0.0030 N 374982000.00 374982000.00 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 385299186.58 0.0031 N 385369315.50 385369315.50 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 1135314997.86 0.0091 N 1135556960.00 1135556960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313384XR5 Government Agency Debt First Tier Security 2016-06-03 2016-06-03 N N N 1267000000.00 1266113100.00 0.0102 N 1266312019.00 1266312019.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A6EX1 Government Agency Debt First Tier Security 2016-04-01 2016-09-01 N N N 250000000.00 250000000.00 0.0020 N 249919500.00 249919500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5J34 Government Agency Debt First Tier Security 2016-04-03 2016-12-02 N N N 166000000.00 166000000.00 0.0013 N 165921648.00 165921648.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A6EY9 Government Agency Debt First Tier Security 2016-04-08 2016-09-08 N N N 250000000.00 250000000.00 0.0020 N 249948750.00 249948750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A6MX2 Government Agency Debt First Tier Security 2016-04-20 2016-05-20 N N N 378000000.00 377998710.42 0.0030 N 377992818.00 377992818.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A6LW5 Government Agency Debt First Tier Security 2016-04-22 2016-04-22 N N N 438000000.00 437998606.64 0.0035 N 437998686.00 437998686.00 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 973689402.12 0.0078 N 973841238.00 973841238.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A7PA7 Government Agency Debt First Tier Security 2016-05-04 2016-08-04 N N N 130000000.00 130000000.00 0.0010 N 129983100.00 129983100.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6QG5 Government Agency Debt First Tier Security 2016-04-04 2016-05-04 N N N 261000000.00 260995501.35 0.0021 N 260997651.00 260997651.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6FK8 Government Agency Debt First Tier Security 2016-04-08 2016-09-08 N N N 230000000.00 230000000.00 0.0018 N 229957910.00 229957910.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6JT5 Government Agency Debt First Tier Security 2016-04-15 2016-04-15 N N N 600000000.00 599999416.56 0.0048 N 600000000.00 600000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6N37 Government Agency Debt First Tier Security 2016-04-19 2016-04-19 N N N 316000000.00 316000000.00 0.0025 N 316002528.00 316002528.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A73L7 Government Agency Debt First Tier Security 2016-04-20 2016-06-20 N N N 281000000.00 281000000.00 0.0023 N 280992975.00 280992975.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6GS0 Government Agency Debt First Tier Security 2016-04-21 2016-06-21 N N N 275000000.00 275000000.00 0.0022 N 274992575.00 274992575.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A7N92 Government Agency Debt First Tier Security 2016-04-30 2016-08-30 N N N 210000000.00 210000000.00 0.0017 N 209988030.00 209988030.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6LA3 Government Agency Debt First Tier Security 2016-04-06 2016-07-06 N N N 250000000.00 250000000.00 0.0020 N 249991750.00 249991750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6SD0 Government Agency Debt First Tier Security 2016-04-13 2016-05-13 N N N 500000000.00 499994230.80 0.0040 N 499999000.00 499999000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6RZ2 Government Agency Debt First Tier Security 2016-04-18 2016-05-18 N N N 283000000.00 283000000.00 0.0023 N 282999151.00 282999151.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A7CJ2 Government Agency Debt First Tier Security 2016-04-20 2016-06-20 N N N 274000000.00 274000000.00 0.0022 N 273996712.00 273996712.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6SY4 Government Agency Debt First Tier Security 2016-04-20 2016-05-20 N N N 319000000.00 319000000.00 0.0026 N 319000638.00 319000638.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6SN8 Government Agency Debt First Tier Security 2016-04-20 2016-06-20 N N N 300000000.00 300000000.00 0.0024 N 299999100.00 299999100.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6SR9 Government Agency Debt First Tier Security 2016-04-24 2016-06-24 N N N 136000000.00 136000000.00 0.0011 N 135999048.00 135999048.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6T80 Government Agency Debt First Tier Security 2016-04-25 2016-05-25 N N N 396000000.00 396000000.00 0.0032 N 395999604.00 395999604.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6TN7 Government Agency Debt First Tier Security 2016-04-27 2016-05-27 N N N 357000000.00 357000000.00 0.0029 N 357001785.00 357001785.00 Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A6NR4 Government Agency Debt First Tier Security 2016-04-02 2016-11-02 N N N 250000000.00 250000000.00 0.0020 N 249942500.00 249942500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A6U96 Government Agency Debt First Tier Security 2016-04-04 2016-06-02 N N N 615000000.00 615000000.00 0.0049 N 615003075.00 615003075.00 Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A6KP1 Government Agency Debt First Tier Security 2016-04-05 2016-10-05 N N N 600000000.00 600000000.00 0.0048 N 599913000.00 599913000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A6ST5 Government Agency Debt First Tier Security 2016-04-18 2016-05-18 N N N 227000000.00 227000000.00 0.0018 N 227000908.00 227000908.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A76U4 Government Agency Debt First Tier Security 2016-04-02 2016-08-02 N N N 163000000.00 162995124.80 0.0013 N 163004075.00 163004075.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A7A54 Government Agency Debt First Tier Security 2016-04-05 2016-07-05 N N N 828000000.00 828000000.00 0.0066 N 828024012.00 828024012.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A7AH8 Government Agency Debt First Tier Security 2016-04-05 2016-07-05 N N N 147000000.00 147000000.00 0.0012 N 147004263.00 147004263.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A77F6 Government Agency Debt First Tier Security 2016-04-08 2016-08-08 N N N 495000000.00 494980452.29 0.0040 N 495011385.00 495011385.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A73H6 Government Agency Debt First Tier Security 2016-04-14 2016-07-14 N N N 559000000.00 558971730.59 0.0045 N 559020683.00 559020683.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A6V61 Government Agency Debt First Tier Security 2016-04-15 2016-06-15 N N N 432000000.00 432000000.00 0.0035 N 432017280.00 432017280.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A73R4 Government Agency Debt First Tier Security 2016-04-19 2016-07-19 N N N 281000000.00 281000000.00 0.0023 N 281017703.00 281017703.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74B8 Government Agency Debt First Tier Security 2016-04-20 2016-07-20 N N N 281000000.00 280997843.10 0.0023 N 281013488.00 281013488.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74J1 Government Agency Debt First Tier Security 2016-04-21 2016-07-21 N N N 78000000.00 78000000.00 0.0006 N 78003744.00 78003744.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74C6 Government Agency Debt First Tier Security 2016-04-25 2016-07-25 N N N 279000000.00 279000000.00 0.0022 N 279015345.00 279015345.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A75M3 Government Agency Debt First Tier Security 2016-04-25 2016-08-25 N N N 278000000.00 278000000.00 0.0022 N 278012510.00 278012510.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74U6 Government Agency Debt First Tier Security 2016-04-25 2016-07-25 N N N 418000000.00 418000000.00 0.0034 N 418019646.00 418019646.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A75F8 Government Agency Debt First Tier Security 2016-04-25 2016-08-25 N N N 278000000.00 278000000.00 0.0022 N 278012510.00 278012510.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A75H4 Government Agency Debt First Tier Security 2016-04-26 2016-08-26 N N N 84000000.00 84000000.00 0.0007 N 84003780.00 84003780.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A75N1 Government Agency Debt First Tier Security 2016-04-26 2016-07-26 N N N 278000000.00 278000000.00 0.0022 N 278012788.00 278012788.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A76P5 Government Agency Debt First Tier Security 2016-04-01 2016-09-01 N N N 244000000.00 243995780.31 0.0020 N 244009272.00 244009272.00 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 234994141.08 0.0019 N 235018565.00 235018565.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A77E9 Government Agency Debt First Tier Security 2016-04-02 2016-08-02 N N N 115000000.00 114998500.63 0.0009 N 115004715.00 115004715.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7BU8 Government Agency Debt First Tier Security 2016-04-11 2016-08-11 N N N 49000000.00 48999456.92 0.0004 N 49002842.00 49002842.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7K87 Government Agency Debt First Tier Security 2016-04-23 2016-09-23 N N N 239000000.00 239000000.00 0.0019 N 239009560.00 239009560.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7DF9 Government Agency Debt First Tier Security 2016-04-25 2016-08-25 N N N 59000000.00 59000000.00 0.0005 N 59004425.00 59004425.00 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 259772572.23 0.0021 N 259849980.00 259849980.00 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 274528588.84 0.0022 N 274593550.00 274593550.00 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 290983958.69 0.0023 N 291001746.00 291001746.00 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 81989893.53 0.0007 N 81979664.00 81979664.00 Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7AA3 Government Agency Debt First Tier Security 2016-04-26 2016-10-26 N N N 132000000.00 131993554.18 0.0011 N 132013860.00 132013860.00 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 499938997.70 0.0040 N 499882500.00 499882500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A6A98 Government Agency Debt First Tier Security 2016-05-10 2017-02-10 N N N 213000000.00 212935821.44 0.0017 N 212932266.00 212932266.00 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 135981506.09 0.0011 N 136051408.00 136051408.00 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 269485500.05 0.0022 N 269579880.00 269579880.00 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 563950294.57 0.0045 N 564055836.00 564055836.00 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 199996497.52 0.0016 N 200022000.00 200022000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384E88 Government Agency Debt First Tier Security 2016-09-06 2016-09-06 N N N 396500000.00 395629902.79 0.0032 N 395769250.50 395769250.50 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384F20 Government Agency Debt First Tier Security 2016-09-08 2016-09-08 N N N 80000000.00 79822222.21 0.0006 N 79850640.00 79850640.00 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7PF6 Government Agency Debt First Tier Security 2016-10-04 2016-10-04 N N N 265000000.00 264975771.05 0.0021 N 264872084.50 264872084.50 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7PG4 Government Agency Debt First Tier Security 2016-10-05 2016-10-05 N N N 265000000.00 264986564.50 0.0021 N 264878073.50 264878073.50 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A6ZF7 Government Agency Debt First Tier Security 2016-04-08 2016-07-08 N N N 236000000.00 236000000.00 0.0019 N 236045312.00 236045312.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A6WV5 Government Agency Debt First Tier Security 2016-04-22 2016-09-22 N N N 138000000.00 138010092.88 0.0011 N 138038226.00 138038226.00 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 44004312.00 44004312.00 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 240023520.00 240023520.00 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 250024500.00 250024500.00 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 0.0045 N 565055370.00 565055370.00 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 294994908.42 0.0024 N 295052805.00 295052805.00 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 353996429.77 0.0028 N 354035400.00 354035400.00 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 549100467.00 549100467.00 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 351994136.38 0.0028 N 352036960.00 352036960.00 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 274049320.00 274049320.00 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 147026901.00 147026901.00 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 558975742.08 0.0045 N 559119067.00 559119067.00 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 299060996.00 299060996.00 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 188038352.00 188038352.00 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 0.0025 N 316018328.00 316018328.00 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 195048555.00 195048555.00 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 322020608.00 322020608.00 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 225015300.00 225015300.00 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 199016517.00 199016517.00 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 0.0023 N 290024070.00 290024070.00 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 250021500.00 250021500.00 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 0.0040 N 500043000.00 500043000.00 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 44004532.00 44004532.00 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 250026500.00 250026500.00 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 188027260.00 188027260.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A3GT5 Government Agency Debt First Tier Security 2016-06-07 2016-06-07 N N N 200000000.00 199994970.12 0.0016 N 200032400.00 200032400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6GY7 Government Agency Debt First Tier Security 2016-06-22 2016-06-22 N N N 339000000.00 339000000.00 0.0027 N 339076275.00 339076275.00 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 694935479.54 0.0056 N 695405185.00 695405185.00 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 346967402.68 0.0028 N 347271354.00 347271354.00 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 350977845.93 0.0028 N 351103896.00 351103896.00 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 174967732.10 0.0014 N 175058975.00 175058975.00 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 103976634.57 0.0008 N 104035048.00 104035048.00 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 350924964.62 0.0028 N 351090909.00 351090909.00 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 416988773.11 0.0033 N 417092157.00 417092157.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7L78 Government Agency Debt First Tier Security 2016-04-10 2017-01-10 N N N 259000000.00 259000000.00 0.0021 N 259029008.00 259029008.00 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 299982837.60 0.0024 N 300081000.00 300081000.00 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 188023312.00 188023312.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MC6 Government Agency Debt First Tier Security 2016-07-04 2017-01-04 N N N 137000000.00 137000000.00 0.0011 N 137017399.00 137017399.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7ME2 Government Agency Debt First Tier Security 2016-09-23 2016-09-23 N N N 281000000.00 280946693.23 0.0023 N 281056762.00 281056762.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MP7 Government Agency Debt First Tier Security 2016-09-28 2016-09-28 N N N 275000000.00 274942429.35 0.0022 N 275023925.00 275023925.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MJ1 Government Agency Debt First Tier Security 2016-09-28 2016-09-28 N N N 281000000.00 280942734.62 0.0023 N 281024447.00 281024447.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7L45 Government Agency Debt First Tier Security 2016-04-03 2017-01-03 N N N 259000000.00 259000000.00 0.0021 N 259033411.00 259033411.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LC7 Government Agency Debt First Tier Security 2016-04-05 2017-01-05 N N N 259000000.00 259000000.00 0.0021 N 259032116.00 259032116.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LB9 Government Agency Debt First Tier Security 2016-04-06 2017-01-06 N N N 259000000.00 259000000.00 0.0021 N 259031339.00 259031339.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LD5 Government Agency Debt First Tier Security 2016-04-09 2017-01-09 N N N 130000000.00 130000000.00 0.0010 N 130014950.00 130014950.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LG8 Government Agency Debt First Tier Security 2016-04-09 2017-01-09 N N N 220000000.00 220000000.00 0.0018 N 220025300.00 220025300.00 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 281075027.00 281075027.00 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 182989269.25 0.0015 N 183060939.00 183060939.00 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 792957415.11 0.0064 N 793264069.00 793264069.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LJ2 Government Agency Debt First Tier Security 2016-04-13 2017-01-13 N N N 274000000.00 274000000.00 0.0022 N 274028496.00 274028496.00 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 139067415.00 139067415.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LK9 Government Agency Debt First Tier Security 2016-04-13 2017-01-13 N N N 137000000.00 137000000.00 0.0011 N 137014248.00 137014248.00 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 0.0022 N 278091184.00 278091184.00 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 298097446.00 298097446.00 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 195063765.00 195063765.00 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 171055062.00 171055062.00 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 549176229.00 549176229.00 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 534126558.00 534126558.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7G82 Government Agency Debt First Tier Security 2016-06-02 2016-12-02 N N N 398000000.00 398000000.00 0.0032 N 398090346.00 398090346.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J30 Government Agency Debt First Tier Security 2016-06-09 2016-12-09 N N N 430000000.00 430000000.00 0.0034 N 430078260.00 430078260.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A2CJ3 Government Agency Debt First Tier Security 2016-06-09 2016-06-09 N N N 250000000.00 249993895.95 0.0020 N 250049750.00 250049750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J48 Government Agency Debt First Tier Security 2016-06-14 2016-12-14 N N N 143000000.00 143000000.00 0.0011 N 143024596.00 143024596.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A3T53 Government Agency Debt First Tier Security 2016-06-23 2016-12-23 N N N 545000000.00 544949885.18 0.0044 N 545113360.00 545113360.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7L52 Government Agency Debt First Tier Security 2016-07-05 2017-01-05 N N N 130000000.00 130000000.00 0.0010 N 130015990.00 130015990.00 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 138988909.94 0.0011 N 139099107.00 139099107.00 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 188957387.91 0.0015 N 189096768.00 189096768.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J63 Government Agency Debt First Tier Security 2016-09-09 2016-09-09 N N N 542000000.00 541936412.56 0.0043 N 542266122.00 542266122.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J97 Government Agency Debt First Tier Security 2016-09-14 2016-09-14 N N N 285000000.00 284958974.02 0.0023 N 285166440.00 285166440.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JD8 Government Agency Debt First Tier Security 2016-09-14 2016-09-14 N N N 267000000.00 266961565.14 0.0021 N 267155928.00 267155928.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JF3 Government Agency Debt First Tier Security 2016-09-14 2016-09-14 N N N 134000000.00 133980657.39 0.0011 N 134072092.00 134072092.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J89 Government Agency Debt First Tier Security 2016-09-14 2016-09-14 N N N 285000000.00 284958974.02 0.0023 N 285166440.00 285166440.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JG1 Government Agency Debt First Tier Security 2016-09-14 2016-09-14 N N N 134000000.00 133980710.59 0.0011 N 134078256.00 134078256.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7NP6 Government Agency Debt First Tier Security 2016-09-30 2016-09-30 N N N 167000000.00 166957170.88 0.0013 N 167022044.00 167022044.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7NR2 Government Agency Debt First Tier Security 2016-09-30 2016-09-30 N N N 333000000.00 332914598.22 0.0027 N 333048285.00 333048285.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7ND3 Government Agency Debt First Tier Security 2016-09-30 2016-09-30 N N N 563000000.00 562855612.01 0.0045 N 563074316.00 563074316.00 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 224058688.00 224058688.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7GF6 Government Agency Debt First Tier Security 2016-06-07 2016-12-07 N N N 266000000.00 266000000.00 0.0021 N 266058254.00 266058254.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7HD0 Government Agency Debt First Tier Security 2016-06-07 2016-12-07 N N N 289000000.00 289000000.00 0.0023 N 289063291.00 289063291.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7FW0 Government Agency Debt First Tier Security 2016-06-09 2016-12-09 N N N 185000000.00 185000000.00 0.0015 N 185039960.00 185039960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7LP8 Government Agency Debt First Tier Security 2016-06-21 2017-03-21 N N N 71000000.00 71000000.00 0.0006 N 71005751.00 71005751.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7MK8 Government Agency Debt First Tier Security 2016-06-23 2017-03-23 N N N 275000000.00 275000000.00 0.0022 N 275020350.00 275020350.00 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 0.0027 N 342089946.00 342089946.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7MF9 Government Agency Debt First Tier Security 2016-06-24 2017-03-24 N N N 274000000.00 274000000.00 0.0022 N 274019454.00 274019454.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7NC5 Government Agency Debt First Tier Security 2016-06-30 2017-03-30 N N N 169000000.00 169000000.00 0.0014 N 169008450.00 169008450.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7PK5 Government Agency Debt First Tier Security 2016-07-05 2017-04-05 N N N 133000000.00 133000000.00 0.0011 N 132988429.00 132988429.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7P74 Government Agency Debt First Tier Security 2016-07-07 2017-04-07 N N N 244000000.00 244000000.00 0.0020 N 243969012.00 243969012.00 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 420129360.00 420129360.00 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 294993511.60 0.0024 N 295090860.00 295090860.00 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 295059590.00 295059590.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A6TU1 Government Agency Debt First Tier Security 2016-06-02 2016-06-02 N N N 145000000.00 145000000.00 0.0012 N 145033205.00 145033205.00 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 274075898.00 274075898.00 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 274072884.00 274072884.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7MN2 Government Agency Debt First Tier Security 2016-06-28 2017-03-28 N N N 275000000.00 275000000.00 0.0022 N 275015675.00 275015675.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7NH4 Government Agency Debt First Tier Security 2016-06-29 2017-03-29 N N N 173000000.00 173000000.00 0.0014 N 173009169.00 173009169.00 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 57016644.00 57016644.00 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 285083220.00 285083220.00 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 132660643.51 0.0011 N 132720089.61 132720089.61 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7G66 Government Agency Debt First Tier Security 2016-06-03 2017-03-03 N N N 133000000.00 133000000.00 0.0011 N 133030723.00 133030723.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7HL2 Government Agency Debt First Tier Security 2016-06-07 2017-03-07 N N N 547000000.00 547000000.00 0.0044 N 547094631.00 547094631.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7G74 Government Agency Debt First Tier Security 2016-06-07 2017-03-07 N N N 532000000.00 532000000.00 0.0043 N 532117040.00 532117040.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7HX6 Government Agency Debt First Tier Security 2016-06-09 2017-03-09 N N N 134000000.00 134000000.00 0.0011 N 134022378.00 134022378.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7GB5 Government Agency Debt First Tier Security 2016-06-09 2017-03-09 N N N 141000000.00 141000000.00 0.0011 N 141030174.00 141030174.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7EW1 Government Agency Debt First Tier Security 2016-06-27 2017-03-27 N N N 100000000.00 100000000.00 0.0008 N 100020900.00 100020900.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7F26 Government Agency Debt First Tier Security 2016-06-30 2017-03-30 N N N 174000000.00 174000000.00 0.0014 N 174034626.00 174034626.00 Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A7EA9 Government Agency Debt First Tier Security 2016-06-01 2017-03-01 N N N 171000000.00 171000000.00 0.0014 N 171048222.00 171048222.00 Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A7FU4 Government Agency Debt First Tier Security 2016-06-07 2017-03-07 N N N 163000000.00 163000000.00 0.0013 N 163043358.00 163043358.00 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 49921055.55 0.0004 N 49951000.00 49951000.00 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 431284355.89 0.0035 N 431555040.00 431555040.00 Federal Home Loan Bank Federal Home Loan Bank, 0.58% 313384F87 Government Agency Debt First Tier Security 2016-09-14 2016-09-14 N N N 362000000.00 361031851.20 0.0029 N 361298806.00 361298806.00 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 278979300.71 0.0022 N 279227106.00 279227106.00 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 278979300.71 0.0022 N 279235197.00 279235197.00 Freddie Mac Freddie Mac, 0.39% 3134G7SG7 Government Agency Debt First Tier Security 2016-04-17 2016-08-17 N N N 350000000.00 350000000.00 0.0028 N 349904100.00 349904100.00 Freddie Mac Freddie Mac, 0.39% 3134G7TF8 Government Agency Debt First Tier Security 2016-04-24 2016-08-24 N N N 510000000.00 510000000.00 0.0041 N 509870460.00 509870460.00 Freddie Mac Freddie Mac, 0.43% 3134G5UB9 Government Agency Debt First Tier Security 2016-04-12 2016-12-12 N N N 250000000.00 249973364.55 0.0020 N 249891750.00 249891750.00 Freddie Mac Freddie Mac, 0.43% 3134G7ZE4 Government Agency Debt First Tier Security 2016-04-16 2016-09-16 N N N 500000000.00 500000000.00 0.0040 N 499931000.00 499931000.00 Freddie Mac Freddie Mac, 0.43% 3134G6AE3 Government Agency Debt First Tier Security 2016-04-21 2016-07-21 N N N 500000000.00 499984431.60 0.0040 N 499995500.00 499995500.00 Freddie Mac Freddie Mac, 0.44% 3134G5Z24 Government Agency Debt First Tier Security 2016-04-12 2017-01-12 N N N 500000000.00 499960081.30 0.0040 N 499788000.00 499788000.00 Freddie Mac Freddie Mac, 0.47% 3134G8DN6 Government Agency Debt First Tier Security 2016-04-14 2016-06-14 N N N 581000000.00 581000000.00 0.0047 N 581084826.00 581084826.00 Freddie Mac Freddie Mac, 0.51% 3134G5PN9 Government Agency Debt First Tier Security 2016-05-14 2016-11-14 N N N 2000000000.00 1999807810.80 0.0160 N 2000124000.00 2000124000.00 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 175889824.00 175889824.00 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 471158727.00 471158727.00 U.S. Treasury Notes U.S. Treasury Notes, 0.35% to 0.37% 912828QD5 Treasury Debt First Tier Security 2016-04-15 2016-04-15 N N N 3703854770.00 3705825790.31 0.0297 N 3705158526.74 3705158526.74 U.S. Treasury Bills U.S. Treasury Bills, 0.48% 912796JK6 Treasury Debt First Tier Security 2016-09-08 2016-09-08 N N N 231520000.00 231031235.51 0.0019 N 231156976.64 231156976.64 U.S. 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2016-05-15 2016-05-15 N N N 370000000.00 369970344.87 0.0030 N 369981870.00 369981870.00 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 150857546.43 0.0012 N 150886950.00 150886950.00 Bank of America NA In a joint trading account with Bank of America NA at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 Government Agency Debt 1140983688.31 1113563063.39 FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-25 2044-10-25 3.5 - 5.8 Government Agency Debt 1116225257.66 422205581.36 Unrated Security 2016-04-01 2016-04-01 N N N 1491024265.00 1491024265.47 0.0120 N 1491024265.47 1491024265.47 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_07629 Government Agency Repurchase Agreement Y US TREASURY 2016-04-30 2046-02-15 0 - 9.125 Treasury Debt 661695135.87 660225204.56 FEDERAL HOME LOAN BANK 2016-10-19 2016-10-19 5.125 - 5.125 Government Agency Debt 159970.50 167643.09 FEDERAL HOME LOAN MORTGAGE CORP 2017-01-01 2047-01-25 1.2 - 8.5 Government Agency Debt 362453947.73 154549985.66 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-25 2054-07-25 0.9 - 7.5 Government Agency Debt 668916054.14 458398856.87 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-06-20 2045-12-20 0.726 - 5.5 Government Agency Debt 19987680.36 18203199.22 Unrated Security 2016-04-01 2016-04-01 N N N 1264147636.00 1264147635.78 0.0101 N 1264147635.78 1264147635.78 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_08066 Government Agency Repurchase Agreement Y US TREASURY 2016-04-15 2046-02-15 0 - 9.125 Treasury Debt 35024946.09 35022053.83 FEDERAL FARM CREDIT 2016-08-26 2018-04-20 0.5 - 5.1 Government Agency Debt 444814.78 447790.84 FEDERAL HOME LOAN BANK 2016-04-15 2022-09-06 0 - 5.375 Government Agency Debt 16178859.53 16285286.68 FEDERAL HOME LOAN MORTGAGE CORP 2016-05-18 2046-04-01 0 - 8.5 Government Agency Debt 76433776.80 55192447.94 FINANCE CORPORATION 2016-04-06 2016-04-06 0 - 0 Government Agency Debt 7669.22 7669.07 FEDERAL NATIONAL MORTGAGE ASSOC 2016-06-01 2046-03-01 0.75 - 8.5 Government Agency Debt 88327846.73 41015888.38 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-10-15 2046-03-20 2.5 - 9.5 Government Agency Debt 32783247.67 15058303.56 Unrated Security 2016-04-01 2016-04-01 N N N 159775425.00 159775424.93 0.0013 N 159775424.93 159775424.93 Citibank NA In a joint trading account with Citibank NA at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_26602 Government Agency Repurchase Agreement Y US TREASURY 2016-05-15 2045-11-15 0 - 9.125 Treasury Debt 572068072.42 589115186.13 FEDERAL FARM CREDIT 2018-06-18 2018-06-18 0.64 - 0.64 Government Agency Debt 384.58 384.40 FEDERAL HOME LOAN BANK 2016-06-13 2020-09-11 1.375 - 5.625 Government Agency Debt 5776.81 5783.22 FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2045-01-01 2.5 - 6 Government Agency Debt 37348656.07 32605971.19 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.875 - 7.95 Government Agency Debt 23315917.75 9007141.48 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 Government Agency Debt 62799445.28 36944541.76 RESOLUTION FUNDING CORP 2020-07-15 2028-10-15 0 - 0 Government Agency Debt 4860735.07 3662921.49 Unrated Security 2016-04-01 2016-04-01 N N N 657635649.00 657635649.02 0.0053 N 657635649.02 657635649.02 Citibank NA Citibank NA, 0.33% ADG846000 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2018-01-15 2043-02-15 0.125 - 3.125 Treasury Debt 125626900.00 134133813.04 FEDERAL NATIONAL MORTGAGE ASSOC 2025-02-01 2025-02-01 2.5 - 2.5 Government Agency Debt 1000.00 841.42 First Tier Security 2016-04-05 2016-04-05 N N N 131000000.00 131000000.00 0.0011 N 130997511.00 130997511.00 Citibank NA Citibank NA, 0.34% ADG847000 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2016-05-26 2045-08-15 0 - 4.75 Treasury Debt 753898300.00 796656015.82 FEDERAL NATIONAL MORTGAGE ASSOC 2017-05-11 2017-05-11 5 - 5 Government Agency Debt 38000.00 40543.89 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-08-20 2051-10-15 1.875 - 4.1 Government Agency Debt 25947750.00 5021364.24 RESOLUTION FUNDING CORP 2028-10-15 2028-10-15 N/A Government Agency Debt 174000.00 123419.94 First Tier Security 2016-04-05 2016-04-05 N N N 785000000.00 785000000.00 0.0063 N 784985948.50 784985948.50 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_04361 Government Agency Repurchase Agreement Y US TREASURY 2016-04-14 2044-05-15 0 - 8.875 Treasury Debt 410517010.06 439347041.85 Unrated Security 2016-04-01 2016-04-01 N N N 430115444.00 430115443.92 0.0034 N 430115443.92 430115443.92 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_39304 Government Agency Repurchase Agreement Y U.S. TREASURY 2016-04-15 2045-11-15 0.053 - 8.75 Treasury Debt 318996667.74 341224388.61 FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2045-03-01 3 - 6 Government Agency Debt 225828189.75 104119758.54 GOVERNMENT NATIONAL MORTAGE ASSOC 2046-03-20 2046-03-20 3 - 3 Government Agency Debt 1110503.13 1151643.97 Unrated Security 2016-04-01 2016-04-01 N N N 437460001.00 437460000.65 0.0035 N 437460000.65 437460000.65 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_40488 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2045-12-01 2046-02-01 3.5 - 4 Government Agency Debt 70611007.28 74315320.90 Unrated Security 2016-04-01 2016-04-01 N N N 72857594.00 72857593.77 0.0006 N 72857593.77 72857593.77 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ACF492000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2043-01-01 3 - 7 Government Agency Debt 180632492.00 84697476.19 First Tier Security 2016-04-01 2016-04-01 N N N 83000000.00 83000000.00 0.0007 N 83000000.00 83000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ADA780000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2018-03-01 2046-01-01 3.5 - 6 Government Agency Debt 544510447.00 218340102.92 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 214000000.00 214000000.00 0.0017 Y 214012840.00 214012840.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ACG100000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2044-06-01 2.5 - 7.5 Government Agency Debt 112241203.00 52858292.40 FEDERAL NATIONAL MORTGAGE ASSOC 2046-03-01 2046-03-01 3.5 - 3.5 Government Agency Debt 82775952.00 86945552.50 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 137000000.00 137000000.00 0.0011 Y 137019180.00 137019180.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ACD975000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2046-03-01 2.5 - 5 Government Agency Debt 220709834.00 138795512.58 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 136000000.00 136000000.00 0.0011 Y 136014960.00 136014960.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADC232000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2046-03-01 2046-03-01 3.5 - 3.5 Government Agency Debt 188440000.00 197932122.99 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 194000000.00 194000000.00 0.0016 Y 194017460.00 194017460.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADD386000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2046-03-01 2046-03-01 3.5 - 3.5 Government Agency Debt 154435000.00 162214218.93 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 159000000.00 159000000.00 0.0013 Y 159017490.00 159017490.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADB601000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-10-01 2046-03-01 3.5 - 6 Government Agency Debt 452131520.00 217319817.54 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 213000000.00 213000000.00 0.0017 Y 213014910.00 213014910.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADC637000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-03-01 2046-01-01 3.5 - 3.5 Government Agency Debt 301953734.00 270359676.93 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 265000000.00 265000000.00 0.0021 Y 265026500.00 265026500.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADB602000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-03-01 3.5 - 3.5 Government Agency Debt 156368818.00 163245910.21 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 160000000.00 160000000.00 0.0013 Y 160011200.00 160011200.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADC983000 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-03-01 3.5 - 3.5 Government Agency Debt 156138275.00 163234822.53 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 160000000.00 160000000.00 0.0013 Y 160016000.00 160016000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_55502 Government Agency Repurchase Agreement Y U.S. TREASURY 2016-04-30 2045-11-15 0.053 - 9 Treasury Debt 350674702.29 372648217.61 FEDERAL HOME LOAN MORTGAGE CORP 2031-12-01 2046-03-01 2.375 - 5.981 Government Agency Debt 905214640.68 185513814.41 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2050-05-01 1.025 - 9.2 Government Agency Debt 829860633.45 346579475.48 Unrated Security 2016-04-01 2016-04-01 N N N 886434058.00 886434057.53 0.0071 N 886434057.53 886434057.53 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.36% ACE462000 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2045-09-25 2046-01-25 4.023 - 4.161 Government Agency Debt 42661279.00 41291586.53 FEDERAL HOME LOAN MORTGAGE CORP 2027-04-01 2045-12-01 2.379 - 4 Government Agency Debt 138700320.00 108654499.72 FEDERAL NATIONAL MORTGAGE ASSOC 2017-03-01 2046-03-01 1.643 - 7 Government Agency Debt 760826133.00 538794081.35 GOVERNMENT NATIONAL MORTAGE ASSOC 2031-03-20 2046-03-20 2 - 4 Government Agency Debt 189457746.00 149039923.63 First Tier Security 2016-04-07 2016-04-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 821000000.00 821000000.00 0.0066 N 821000000.00 821000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% ADH207000 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2064-11-20 2 - 4.571 Government Agency Debt 43341251.00 23851688.73 FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2044-09-01 2.274 - 5 Government Agency Debt 52787421.00 12876122.92 FEDERAL NATIONAL MORTGAGE ASSOC 2019-06-01 2045-10-01 2.259 - 5.5 Government Agency Debt 398455107.00 190737787.60 First Tier Security 2016-06-02 2016-06-02 N N N 223000000.00 223000000.00 0.0018 Y 223031220.00 223031220.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% ADG784000 Government Agency Repurchase Agreement Y US TREASURY 2017-03-31 2021-02-28 1 - 1.125 Treasury Debt 4500.00 4515.42 FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2046-04-01 2.033 - 5.75 Government Agency Debt 135831119.00 121604877.81 FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2048-08-01 1.912 - 6.034 Government Agency Debt 340953639.00 177508177.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-08-15 2060-07-20 1.75 - 5.31 Government Agency Debt 46891205.00 27293037.62 First Tier Security 2016-06-02 2016-06-02 N N N 320000000.00 320000000.00 0.0026 Y 320044800.00 320044800.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% ADA067000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2046-03-01 2.227 - 5.027 Government Agency Debt 118862959.00 34783651.86 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2046-03-01 1.522 - 6.034 Government Agency Debt 565188593.00 145205302.46 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-10-20 2046-03-20 3 - 5.5 Government Agency Debt 99704614.00 82232601.08 First Tier Security 2016-05-03 2016-05-03 N N N 257000000.00 257000000.00 0.0021 Y 257028270.00 257028270.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.41% ADC642000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2046-03-01 2.274 - 4.5 Government Agency Debt 195960743.00 99458636.96 FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2045-12-01 1.827 - 5.51 Government Agency Debt 278075531.00 161714892.82 First Tier Security 2016-05-13 2016-05-13 N N N 256000000.00 256000000.00 0.0021 Y 256038400.00 256038400.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.41% ADD322000 Government Agency Repurchase Agreement Y US TREASURY 2016-06-23 2018-09-30 0 - 8.75 Treasury Debt 41800.00 46853.94 FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2046-03-01 2.227 - 5.5 Government Agency Debt 117963508.00 68461257.72 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2046-03-01 1.392 - 5.05 Government Agency Debt 739992651.00 231627648.31 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-05-15 2066-02-20 1.875 - 5 Government Agency Debt 145841985.00 59990310.77 First Tier Security 2016-05-16 2016-05-16 N N N 353000000.00 353000000.00 0.0028 Y 353056480.00 353056480.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.45% AAJ589000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2046-03-01 2.033 - 4 Government Agency Debt 185617795.00 64670664.65 FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2046-03-01 1.522 - 6.034 Government Agency Debt 602561884.00 190910081.41 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-04-20 2045-12-20 3.5 - 4.5 Government Agency Debt 11117344.00 9897714.25 First Tier Security 2016-04-08 2016-04-08 N N N 260000000.00 260000000.00 0.0021 Y 260002600.00 260002600.00 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 2046-01-01 2046-02-01 3.5 - 3.5 Government Agency Debt 217188318.00 227063032.29 FEDERAL NATIONAL MORTGAGE ASSOC 2035-11-01 2046-04-25 3.5 - 4 Government Agency Debt 47698913.00 50261324.41 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-07-15 2045-11-20 3.5 - 4 Government Agency Debt 3312149.00 3460279.53 First Tier Security 2016-04-07 2016-04-07 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 3/31/2016 due 04/01/2016 ADH721000_08126 Government Agency Repurchase Agreement Y US TREASURY 2016-08-11 2023-02-28 0 - 1.5 Treasury Debt 128006762.33 127770363.97 FEDERAL HOME LOAN MORTGAGE CORP 2022-10-15 2046-03-01 2 - 4.5 Government Agency Debt 270587901.62 133522656.43 FINANCE CORPORATION 2018-05-11 2018-05-11 0 - 0 Government Agency Debt 1002111.47 980586.11 FEDERAL NATIONAL MORTGAGE ASSOC 2024-06-25 2046-03-01 2.5 - 8.17 Government Agency Debt 278563728.31 205071672.00 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-16 2046-02-20 0.781 - 7.26 Government Agency Debt 77004126.95 46232102.17 Unrated Security 2016-04-01 2016-04-01 N N N 501055733.00 501055732.59 0.0040 N 501055732.59 501055732.59 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% ADC290000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-04-15 2046-01-01 2.429 - 4.5 Government Agency Debt 21685084.00 15948014.91 FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-03-01 0.783 - 5.5 Government Agency Debt 212343077.00 171218194.94 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-06-20 2045-11-20 1.75 - 5.5 Government Agency Debt 30405090.00 29178438.81 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 212000000.00 212000000.00 0.0017 N 212000000.00 212000000.00 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 2046-02-01 3 - 6 Government Agency Debt 38512053.00 14565304.75 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2046-03-01 0.936 - 4.5 Government Agency Debt 181964083.00 173368263.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-05-20 2046-02-20 1.75 - 5 Government Agency Debt 109473708.00 92962331.62 First Tier Security 2016-04-07 2016-04-07 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 US TREASURY 2026-11-15 2042-08-15 2.75 - 6.625 Treasury Debt 697700.00 877201.86 FEDERAL HOME LOAN MORTGAGE CORP 2018-05-01 2046-04-01 2.506 - 4.5 Government Agency Debt 48172824.00 23542718.10 FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2046-04-01 2 - 5 Government Agency Debt 254861366.00 194718503.84 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-05-20 2046-03-20 1.75 - 6 Government Agency Debt 106265616.00 61514764.15 First Tier Security 2016-04-07 2016-04-07 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% ACB746000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2030-08-01 2046-02-01 2.648 - 4.5 Government Agency Debt 41769520.00 37970501.46 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2046-04-01 2.085 - 7 Government Agency Debt 318021656.00 195055168.59 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-07-15 2046-03-20 1.75 - 9 Government Agency Debt 89907024.00 47614580.11 First Tier Security 2016-04-07 2016-04-07 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., 0.38% ACJ130000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-10-15 2046-01-01 2.429 - 6 Government Agency Debt 129681497.00 46546975.05 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-04-01 1.522 - 4.867 Government Agency Debt 231391105.00 138388837.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-05-20 2044-07-20 1.75 - 5 Government Agency Debt 27655038.00 9071230.18 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 190000000.00 190000000.00 0.0015 N 190000000.00 190000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.38% ACJ549000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-07-01 2046-02-01 1.5 - 6.5 Government Agency Debt 94301876.00 61802707.52 FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2046-03-01 2.05 - 6 Government Agency Debt 454613878.00 317538477.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2029-05-16 2045-10-20 1.75 - 6.5 Government Agency Debt 75659392.00 34983504.70 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 406000000.00 406000000.00 0.0033 N 406000000.00 406000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% ACE461000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-12-15 2045-02-01 2.569 - 4.5 Government Agency Debt 57523761.00 16175378.82 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2046-03-01 0.786 - 6 Government Agency Debt 133455287.00 88813693.00 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-09-20 2046-03-20 3 - 6 Government Agency Debt 65401630.00 44161071.89 First Tier Security 2016-04-07 2016-04-07 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% ACD267000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-01 2046-02-01 2.533 - 4.5 Government Agency Debt 76433412.00 64296119.74 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-03-01 2.265 - 4.867 Government Agency Debt 156262293.00 150000833.13 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-15 2045-11-20 3 - 4.5 Government Agency Debt 100049239.00 66339791.15 First Tier Security 2016-04-07 2016-04-07 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 2041-08-01 2046-02-01 2.493 - 4.5 Government Agency Debt 35443894.00 30825113.46 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-03-01 2.414 - 4.867 Government Agency Debt 193526469.00 185919309.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-10-20 3.5 - 4 Government Agency Debt 60889609.00 62899311.05 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 274000000.00 274000000.00 0.0022 N 274000000.00 274000000.00 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 2.429 - 5.5 Government Agency Debt 60711904.00 34509324.66 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-03-01 0.783 - 6 Government Agency Debt 247571568.00 173448171.42 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-05-20 2045-10-20 1.75 - 5 Government Agency Debt 97811988.00 72700919.19 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 275000000.00 275000000.00 0.0022 N 275000000.00 275000000.00 Societe Generale In a joint trading account with Societe Generale at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_74037 Government Agency Repurchase Agreement Y US TREASURY 2016-04-28 2044-08-15 0 - 7.875 Treasury Debt 210244061.92 221490799.70 FEDERAL AGRICULTURE MORTGAGE CORP 2019-08-14 2019-08-14 1.81 - 1.81 Government Agency Debt 311.59 321.18 FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2045-10-01 2.152 - 6.75 Government Agency Debt 456215877.53 31467295.72 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2045-09-01 0.807 - 6 Government Agency Debt 399137034.04 80333595.84 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2045-12-20 1.75 - 4.5 Government Agency Debt 1090463718.43 88004311.55 RESOLUTION FUNDING CORP 2021-01-15 2027-07-15 0 - 0 Government Agency Debt 1557.96 1380.80 Unrated Security 2016-04-01 2016-04-01 N N N 412859698.00 412859698.03 0.0033 N 412859698.03 412859698.03 Wells Fargo Bank, NA In a joint trading account with Wells Fargo Bank, NA at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_81240 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 Government Agency Debt 105518142.07 105606133.06 Unrated Security 2016-04-01 2016-04-01 N N N 103534475.00 103534475.36 0.0008 N 103534475.36 103534475.36 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-07-07 2041-02-15 0 - 8 Treasury Debt 115510098.37 134355412.56 FEDERAL AGRICULTURE MORTGAGE CORP 2016-06-01 2021-01-07 0.8 - 2.17 Government Agency Debt 3002858.43 3028107.15 FEDERAL FARM CREDIT 2017-08-01 2040-11-02 0.875 - 5.75 Government Agency Debt 117658265.20 118706590.31 FEDERAL HOME LOAN BANK 2016-04-13 2036-07-15 0 - 5.625 Government Agency Debt 63226043.55 64837874.33 FEDERAL HOME LOAN MORTGAGE CORP 2016-05-13 2046-03-01 0.5 - 8.25 Government Agency Debt 200790770.32 211557179.71 FINANCE CORPORATION 2018-08-03 2018-08-03 10.35 - 10.35 Government Agency Debt 95143.91 117304.36 FEDERAL NATIONAL MORTGAGE ASSOC 2017-02-13 2046-03-01 0.75 - 7.25 Government Agency Debt 120450912.67 129475866.67 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-03-15 2046-03-20 1.75 - 9 Government Agency Debt 172741969.28 152127997.44 TENNESEE VALLEY AUTHORITY 2017-07-18 2048-01-15 1.75 - 5.5 Government Agency Debt 345236.49 416031.94 Unrated Security 2016-04-01 2016-04-01 N N N 798238023.00 798238022.96 0.0064 N 798238022.96 798238022.96 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.34% ADG834000 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-10-15 2046-03-15 3 - 4.5 Government Agency Debt 164228149.00 170220317.15 FEDERAL NATIONAL MORTGAGE ASSOC 2023-02-25 2046-03-01 2 - 4 Government Agency Debt 598459231.00 633652499.30 First Tier Security 2016-04-05 2016-04-05 N N N 785000000.00 785000000.00 0.0063 N 784985948.50 784985948.50 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.34% ADH582000 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2046-01-01 3.5 - 4 Government Agency Debt 125608697.00 133621262.43 First Tier Security 2016-04-07 2016-04-07 N N N 131000000.00 131000000.00 0.0011 N 131000000.00 131000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% AAI855000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2046-04-01 3.76 - 5.5 Government Agency Debt 157604122.00 170523116.61 First Tier Security 2016-04-06 2016-04-06 N N N 167000000.00 167000000.00 0.0013 N 167000000.00 167000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% AAJ177000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2045-09-01 2046-04-01 4 - 4 Government Agency Debt 359012010.00 384948574.62 First Tier Security 2016-04-07 2016-04-07 N N N 377000000.00 377000000.00 0.0030 N 377003770.00 377003770.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% ABA086000 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2046-02-01 3.5 - 4 Government Agency Debt 107329857.00 114355668.91 First Tier Security 2016-04-11 2016-04-11 N N N 112000000.00 112000000.00 0.0009 Y 112006720.00 112006720.00 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 238133000.00 309078755.54 First Tier Security 2016-04-07 2016-04-07 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A N N 303000000.00 303000000.00 0.0024 N 303000000.00 303000000.00 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 161830000.00 166994642.62 First Tier Security 2016-04-07 2016-04-07 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A N N 164000000.00 164000000.00 0.0013 N 164000000.00 164000000.00 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 331480429.98 First Tier Security 2016-04-07 2016-04-07 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, 0.38% ACI351000 Treasury Repurchase Agreement Y US TREASURY 2020-08-31 2020-08-31 1.375 - 1.375 Treasury Debt USTR 309040000.00 311466582.08 First Tier Security 2016-04-07 2016-04-07 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A N N 303000000.00 303000000.00 0.0024 N 303000000.00 303000000.00 Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.25% ADH681000 0001457970 Treasury Repurchase Agreement Y US TREASURY 2018-11-30 2039-08-15 1 - 4.5 Treasury Debt 5334854500.00 5399037585.47 First Tier Security 2016-04-01 2016-04-01 N N N 5399000000.00 5399000000.00 0.0433 N 5399000000.00 5399000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.31% ADH241000 0000812291 Treasury Repurchase Agreement Y US TREASURY 2021-05-31 2024-11-15 2 - 2.25 Treasury Debt USTR 321460000.00 332539323.30 First Tier Security 2016-04-06 2016-04-06 N N N 328000000.00 328000000.00 0.0026 N 327991308.00 327991308.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.32% ADH649000 0000812291 Treasury Repurchase Agreement Y US TREASURY 2016-12-31 2022-02-28 0.875 - 1.75 Treasury Debt USTR 470195000.00 475162934.45 First Tier Security 2016-04-01 2016-04-01 N N N 466000000.00 466000000.00 0.0037 N 466000000.00 466000000.00 Royal Bank of Canada Royal Bank of Canada, 0.32% ADH587000 Treasury Repurchase Agreement Y US TREASURY 2020-09-30 2022-02-28 1.75 - 2 Treasury Debt USTR 1236639000.00 1264652788.48 First Tier Security 2016-04-01 2016-04-01 N N N 1240000000.00 1240000000.00 0.0099 N 1240000000.00 1240000000.00