0000278001-16-000155.txt : 20160804 0000278001-16-000155.hdr.sgml : 20160804 20160804151628 ACCESSION NUMBER: 0000278001-16-000155 CONFORMED SUBMISSION TYPE: N-MFP1 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160731 FILED AS OF DATE: 20160804 DATE AS OF CHANGE: 20160804 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-MFP1 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 161807041 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-MFP1 1 primary_doc.xml N-MFP1 0000278001 XXXXXXXX 2016-07-31 0000278001 549300I3AUDS62CV2063 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 Exempt Government N 44 99 30513946999.58 29871268204.91 28876828850.10 28626104756.29 29263907544.38 52122960953.01 51958119768.25 51213163741.69 53316941623.98 53899388327.61 0.2300 0.2300 0.2200 0.2200 0.2200 0.4000 0.4000 0.3900 0.4100 0.4100 569.45 128819150639.09 128789908679.27 1405418402.72 768094386.31 129427233265.13 129388266168.22 1.0000 0.0045 1.0004 1.0004 1.0004 1.0004 1.0005 C000019553 2500.00 129427233265.13 129388266168.22 1.0004 1.0004 1.0004 1.0004 1.0005 8447109354.81 8136284828.63 6395229011.10 6111180790.75 8133337354.75 7071226670.57 7548439548.09 7363391853.24 6781406758.56 6531974855.09 30993595480.69 28910943357.68 0.0010 N Fannie Mae Fannie Mae, 0.33% 3135G0RE5 B1V7KEBTPIMZEU4LTD58 US3135G0RE57 0000310522 U.S. Government Agency Debt N/A N/A 2016-08-06 2016-08-06 2018-11-06 N N N 0.0033 126014112.00 126014112.00 0.0010 N N N N Fannie Mae Fannie Mae, 0.40% 313589AJ2 B1V7KEBTPIMZEU4LTD58 US313589AJ21 U.S. Government Agency Debt N/A N/A 2017-01-09 2017-01-09 2017-01-09 N N N 0.0040 124776388.75 124776388.75 0.0010 N N N N Fannie Mae Fannie Mae, 0.41% 313589AS2 B1V7KEBTPIMZEU4LTD58 US313589AS20 U.S. Government Agency Debt N/A N/A 2017-01-17 2017-01-17 2017-01-17 N N N 0.0041 144720915.60 144720915.60 0.0011 N N N N Fannie Mae Fannie Mae, 0.49% 313588C52 B1V7KEBTPIMZEU4LTD58 US313588C520 U.S. Government Agency Debt N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0049 485945082.00 485945082.00 0.0038 N N Y N Fannie Mae Fannie Mae, 0.50% 313588T88 B1V7KEBTPIMZEU4LTD58 US313588T888 U.S. Government Agency Debt N/A N/A 2016-12-19 2016-12-19 2016-12-19 N N N 0.0050 487240672.00 487240672.00 0.0038 N N N N Fannie Mae Fannie Mae, 0.51% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 0000310522 U.S. Government Agency Debt N/A N/A 2016-08-26 2017-01-26 2017-01-26 N N N 0.0051 500115500.00 500115500.00 0.0039 N N N N Fannie Mae Fannie Mae, 0.63% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 0000310522 U.S. Government Agency Debt N/A N/A 2016-10-11 2018-01-11 2018-01-11 N N N 0.0063 931803453.00 931803453.00 0.0072 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133EDUG5 US3133EDUG50 U.S. Government Agency Debt N/A N/A 2016-08-15 2016-09-15 2016-09-15 N N N 0.0046 370050690.00 370050690.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.33% 313384A66 US313384A668 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0033 1086185879.40 1086185879.40 0.0084 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% to 0.33% 313384B57 US313384B575 U.S. Government Agency Debt N/A N/A 2016-08-10 2016-08-10 2016-08-10 N N N 0.0033 1143131408.00 1143131408.00 0.0088 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% to 0.47% 313384B73 US313384B732 U.S. Government Agency Debt N/A N/A 2016-08-12 2016-08-12 2016-08-12 N N N 0.0047 1450894077.00 1450894077.00 0.0112 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-06-02 2017-06-02 N N N 0.0032 115002990.00 115002990.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384A82 US313384A825 U.S. Government Agency Debt N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0033 731980236.00 731980236.00 0.0057 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.33% to 0.49% 313384C64 US313384C649 U.S. Government Agency Debt N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0049 1201855760.00 1201855760.00 0.0093 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384D48 US313384D480 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0033 549912000.00 549912000.00 0.0042 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.33% to 0.40% 313384G29 US313384G293 U.S. Government Agency Debt N/A N/A 2016-09-16 2016-09-16 2016-09-16 N N N 0.0040 1403462268.00 1403462268.00 0.0108 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 0.46% 313384E47 US313384E470 U.S. Government Agency Debt N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0046 676519321.10 676519321.10 0.0052 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 0.50% 313384E88 US313384E884 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0050 568329450.00 568329450.00 0.0044 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384E96 US313384E967 U.S. Government Agency Debt N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0034 499846000.00 499846000.00 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384F38 US313384F386 U.S. Government Agency Debt N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0034 499837500.00 499837500.00 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 0.58% 313384F87 US313384F873 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0058 781713006.00 781713006.00 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.35% to 0.37% 313384C49 US313384C490 U.S. Government Agency Debt N/A N/A 2016-08-17 2016-08-17 2016-08-17 N N N 0.0037 924901025.00 924901025.00 0.0071 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.35% to 0.47% 313384E21 US313384E215 U.S. Government Agency Debt N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0047 714057160.00 714057160.00 0.0055 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.37% to 0.38% 313384J59 US313384J594 U.S. Government Agency Debt N/A N/A 2016-10-05 2016-10-05 2016-10-05 N N N 0.0038 316799656.00 316799656.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% to 0.38% 313384J75 US313384J750 U.S. Government Agency Debt N/A N/A 2016-10-07 2016-10-07 2016-10-07 N N N 0.0038 874430375.00 874430375.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384K57 US313384K576 U.S. Government Agency Debt N/A N/A 2016-10-13 2016-10-13 2016-10-13 N N N 0.0037 343755760.00 343755760.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% to 0.51% 313384K65 US313384K659 U.S. Government Agency Debt N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0051 1043049507.80 1043049507.80 0.0081 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384M22 US313384M226 U.S. Government Agency Debt N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0037 426643028.00 426643028.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384H69 US313384H697 U.S. Government Agency Debt N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0038 599710200.00 599710200.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384K40 US313384K402 U.S. Government Agency Debt N/A N/A 2016-10-12 2016-10-12 2016-10-12 N N N 0.0038 809433000.00 809433000.00 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% to 0.48% 313384L23 US313384L236 U.S. Government Agency Debt N/A N/A 2016-10-18 2016-10-18 2016-10-18 N N N 0.0048 246812774.00 246812774.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384L31 US313384L319 U.S. Government Agency Debt N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0038 496618304.00 496618304.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313384G86 US313384G863 U.S. Government Agency Debt N/A N/A 2016-09-22 2016-09-22 2016-09-22 N N N 0.0039 688701663.00 688701663.00 0.0053 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313384H85 US313384H853 U.S. Government Agency Debt N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0039 79960000.00 79960000.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313384G94 US313384G947 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0040 149933700.00 149933700.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6BK2 US3130A6BK22 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-11 2016-08-11 2016-08-11 N N N 0.0042 291009603.00 291009603.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6BH9 US3130A6BH92 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-13 2016-08-17 2016-08-17 N N N 0.0043 500024000.00 500024000.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A5WM7 US3130A5WM75 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-13 2016-09-13 2016-09-13 N N N 0.0043 117000585.00 117000585.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6AZ0 US3130A6AZ00 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2016-08-17 2016-08-17 N N N 0.0043 196009408.00 196009408.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A5X79 US3130A5X791 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2017-01-17 2017-01-17 N N N 0.0043 330975837.00 330975837.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6BJ5 US3130A6BJ58 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0043 163008476.00 163008476.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 313384F95 US313384F956 U.S. Government Agency Debt N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0043 290890875.00 290890875.00 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A6EX1 US3130A6EX16 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-01 2016-09-01 2016-09-01 N N N 0.0044 250021000.00 250021000.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A5J34 US3130A5J345 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-12-02 2016-12-02 N N N 0.0044 166009296.00 166009296.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A7PA7 US3130A7PA76 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0044 130001690.00 130001690.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A5W21 US3130A5W215 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2017-01-17 2017-01-17 N N N 0.0044 249987500.00 249987500.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 313384C98 US313384C987 U.S. Government Agency Debt N/A N/A 2016-08-22 2016-08-22 2016-08-22 N N N 0.0044 349951000.00 349951000.00 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-24 2017-01-24 2017-01-24 N N N 0.0044 39997720.00 39997720.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7N92 US3130A7N921 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-30 2016-08-30 2016-08-30 N N N 0.0045 210021630.00 210021630.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7XV2 US3130A7XV22 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-11-03 2016-11-03 N N N 0.0045 130008710.00 130008710.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A6EY9 US3130A6EY98 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2016-09-08 2016-09-08 N N N 0.0045 250007750.00 250007750.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A6FK8 US3130A6FK85 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2016-09-08 2016-09-08 N N N 0.0045 230008280.00 230008280.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A8GK3 US3130A8GK33 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-10 2016-11-10 2016-11-10 N N N 0.0045 171011799.00 171011799.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A8GJ6 US3130A8GJ69 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-10 2016-11-10 2016-11-10 N N N 0.0045 171011799.00 171011799.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7ZE8 US3130A7ZE88 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-10 2016-11-10 2016-11-10 N N N 0.0045 129007095.00 129007095.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7ZH1 US3130A7ZH10 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-10 2016-11-10 2016-11-10 N N N 0.0045 102005610.00 102005610.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7ZA6 US3130A7ZA66 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-10 2016-11-10 2016-11-10 N N N 0.0045 52003588.00 52003588.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 313384D55 US313384D555 U.S. Government Agency Debt N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0045 926845191.00 926845191.00 0.0072 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 313384N88 US313384N885 U.S. Government Agency Debt N/A N/A 2016-11-09 2016-11-09 2016-11-09 N N N 0.0045 402585716.00 402585716.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 313384P52 US313384P526 U.S. Government Agency Debt N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0045 96895337.00 96895337.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A6NR4 US3130A6NR47 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2016-11-02 2016-11-02 N N N 0.0046 250026250.00 250026250.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A6KP1 US3130A6KP18 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-05 2016-10-05 2016-10-05 N N N 0.0046 600048600.00 600048600.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 313384D30 US313384D308 U.S. Government Agency Debt N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0046 343947368.00 343947368.00 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A82P7 US3130A82P74 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-17 2016-11-17 2016-11-17 N N N 0.0046 175017150.00 175017150.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A83F8 US3130A83F83 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-18 2016-11-18 2016-11-18 N N N 0.0046 175016800.00 175016800.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8DZ3 US3130A8DZ39 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-12-05 2016-12-05 N N N 0.0047 246034686.00 246034686.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8DD2 US3130A8DD27 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-06 2016-12-06 2016-12-06 N N N 0.0047 123017466.00 123017466.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8E33 US3130A8E332 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-06 2016-12-06 2016-12-06 N N N 0.0047 246034932.00 246034932.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A82S1 US3130A82S14 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-12 2017-01-12 2017-01-12 N N N 0.0047 97010864.00 97010864.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A82D4 US3130A82D45 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-13 2017-01-13 2017-01-13 N N N 0.0047 258029154.00 258029154.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-15 2016-10-17 2016-10-17 N N N 0.0047 509041738.00 509041738.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8JK0 US3130A8JK06 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2016-11-17 2016-11-17 N N N 0.0047 123012300.00 123012300.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7UP8 US3130A7UP80 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0047 69015870.00 69015870.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 313384M89 US313384M895 U.S. Government Agency Debt N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0047 54947970.00 54947970.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A84U4 US3130A84U42 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-18 2016-11-18 2016-11-18 N N N 0.0047 256040192.00 256040192.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A84G5 US3130A84G57 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0047 127511092.50 127511092.50 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A8CF8 US3130A8CF83 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-01 2017-03-01 2017-03-01 N N N 0.0048 191026740.00 191026740.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7XF7 US3130A7XF71 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2017-02-02 2017-02-02 N N N 0.0048 128066560.00 128066560.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7XX8 US3130A7XX87 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2017-02-03 2017-02-03 N N N 0.0048 76039368.00 76039368.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2017-02-03 2017-02-03 N N N 0.0048 76014820.00 76014820.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A8JP9 US3130A8JP92 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-23 2016-11-23 2016-11-23 N N N 0.0048 241024823.00 241024823.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7QR9 US3130A7QR92 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-07 2016-10-07 2016-10-07 N N N 0.0048 45003150.00 45003150.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384L56 U.S. Government Agency Debt N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0048 243807728.00 243807728.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% to 0.49% 3130A7X26 US3130A7X268 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-03 2016-11-03 2016-11-03 N N N 0.0049 248543487.50 248543487.50 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7XW0 US3130A7XW05 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-04 2016-11-04 2016-11-04 N N N 0.0048 425073950.00 425073950.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7Y74 US3130A7Y746 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-09 2016-11-09 2016-11-09 N N N 0.0048 97016490.00 97016490.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8CQ4 US3130A8CQ49 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-01 2017-03-01 2017-03-01 N N N 0.0049 212041976.00 212041976.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8CV3 US3130A8CV34 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-01 2017-03-01 2017-03-01 N N N 0.0049 424083952.00 424083952.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A76U4 US3130A76U42 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0049 163000978.00 163000978.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8D83 US3130A8D839 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2017-03-02 2017-03-02 N N N 0.0049 271052845.00 271052845.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8D91 US3130A8D912 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2017-03-02 2017-03-02 N N N 0.0049 123023985.00 123023985.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A77E9 US3130A77E90 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0049 115000690.00 115000690.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7YN9 US3130A7YN96 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-05 2017-05-05 2017-05-05 N N N 0.0049 504236376.00 504236376.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8ET6 US3130A8ET69 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-06 2017-03-06 2017-03-06 N N N 0.0049 246045018.00 246045018.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8EC3 US3130A8EC35 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-06 2017-03-06 2017-03-06 N N N 0.0049 253046299.00 253046299.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A77F6 US3130A77F65 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2016-08-08 2016-08-08 N N N 0.0049 495018810.00 495018810.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8FN8 US3130A8FN80 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2017-03-08 2017-03-08 N N N 0.0049 316056880.00 316056880.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7Z65 US3130A7Z651 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-11 2017-05-11 2017-05-11 N N N 0.0049 630270270.00 630270270.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7CN3 US3130A7CN35 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0049 136007616.00 136007616.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8LY7 US3130A8LY71 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-29 2016-12-29 2016-12-29 N N N 0.0049 167048263.00 167048263.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7PG4 US3130A7PG47 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-05 2016-10-05 2016-10-05 N N N 0.0049 265041605.00 265041605.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8MV2 US3130A8MV24 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2017-01-06 2017-01-06 N N N 0.0049 118069030.00 118069030.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7RG2 US3130A7RG29 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0049 163013529.00 163013529.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7QL2 US3130A7QL23 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0049 266038570.00 266038570.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7TE5 US3130A7TE52 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0049 518064232.00 518064232.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7TP0 US3130A7TP00 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-20 2016-10-20 2016-10-20 N N N 0.0049 262032226.00 262032226.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7TN5 US3130A7TN51 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0049 130014950.00 130014950.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7U37 US3130A7U371 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0049 79009085.00 79009085.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7TG0 US3130A7TG01 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0049 258029670.00 258029670.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7V44 US3130A7V445 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0049 479049816.00 479049816.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7VC6 US3130A7VC68 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0049 96009984.00 96009984.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A76P5 US3130A76P56 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-01 2016-09-01 2016-09-01 N N N 0.0050 244031964.00 244031964.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A6A98 US3130A6A987 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-10 2017-02-10 2017-02-10 N N N 0.0050 213134616.00 213134616.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7BU8 US3130A7BU86 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-11 2016-08-11 2016-08-11 N N N 0.0050 49002744.00 49002744.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8AM5 US3130A8AM52 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-11-25 2016-11-25 N N N 0.0050 763120554.00 763120554.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384F20 US313384F204 U.S. Government Agency Debt N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0050 79974640.00 79974640.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7PF6 US3130A7PF63 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0050 265048760.00 265048760.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384K32 US313384K329 U.S. Government Agency Debt N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0050 265816460.00 265816460.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7UC7 US3130A7UC77 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-25 2016-10-25 2016-10-25 N N N 0.0050 324072252.00 324072252.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7UH6 US3130A7UH64 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0050 116026680.00 116026680.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7U94 US3130A7U942 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0050 260059800.00 260059800.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A85Z2 US3130A85Z20 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0050 128019328.00 128019328.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A85S8 US3130A85S86 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0050 128020352.00 128020352.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A85Y5 US3130A85Y54 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0050 511076139.00 511076139.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384T33 US313384T338 U.S. Government Agency Debt N/A N/A 2016-12-14 2016-12-14 2016-12-14 N N N 0.0050 267598000.00 267598000.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384U23 US313384U237 U.S. Government Agency Debt N/A N/A 2016-12-21 2016-12-21 2016-12-21 N N N 0.0050 499211000.00 499211000.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8NM1 US3130A8NM16 0001026214 U.S. Government Agency Debt N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0050 116965017.00 116965017.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A7T70 US3130A7T704 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-22 2017-01-23 2017-01-23 N N N 0.0051 192048768.00 192048768.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8AN3 US3130A8AN36 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2016-11-25 2016-11-25 N N N 0.0051 254040894.00 254040894.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A7ZD0 US3130A7ZD06 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-19 2017-06-19 2017-06-19 N N N 0.0051 256071936.00 256071936.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8KF9 US3130A8KF91 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-21 2017-03-21 2017-03-21 N N N 0.0051 56031304.00 56031304.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8XF5 US3130A8XF54 0001026214 U.S. Government Agency Debt N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0051 149997750.00 149997750.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7AN5 US3130A7AN52 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2016-08-08 2016-08-08 N N N 0.0052 549009882.00 549009882.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7BX2 US3130A7BX26 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-11 2016-08-11 2016-08-11 N N N 0.0052 695031970.00 695031970.00 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7BP9 US3130A7BP91 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-12 2016-08-12 2016-08-12 N N N 0.0052 347017697.00 347017697.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7AP0 US3130A7AP01 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-12 2016-08-12 2016-08-12 N N N 0.0052 274007672.00 274007672.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7BG9 US3130A7BG92 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0052 147023961.00 147023961.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7K87 US3130A7K877 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-23 2016-09-23 2016-09-23 N N N 0.0052 239030353.00 239030353.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7EM3 US3130A7EM34 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0052 351036153.00 351036153.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A75M3 US3130A75M35 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0052 278033360.00 278033360.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7DF9 US3130A7DF91 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0052 59007316.00 59007316.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A75F8 US3130A75F83 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0052 278033360.00 278033360.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7ED3 US3130A7ED35 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0052 104007904.00 104007904.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A75H4 US3130A75H40 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0052 84010416.00 84010416.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7DU6 US3130A7DU68 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0052 175014525.00 175014525.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7EJ0 US3130A7EJ05 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0052 351035802.00 351035802.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8GB3 US3130A8GB34 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-10 2017-03-10 2017-03-10 N N N 0.0052 121064977.00 121064977.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8KE2 US3130A8KE27 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-20 2017-03-20 2017-03-20 N N N 0.0052 281158203.00 281158203.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8M91 US3130A8M913 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-29 2017-03-29 2017-03-29 N N N 0.0052 120079080.00 120079080.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8MD2 US3130A8MD26 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-30 2017-03-30 2017-03-30 N N N 0.0052 120078600.00 120078600.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8MA8 US3130A8MA86 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-03 2017-04-03 2017-04-03 N N N 0.0052 120076320.00 120076320.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2017-08-03 2017-08-03 N N N 0.0053 51017493.00 51017493.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A76L4 US3130A76L43 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0053 295002360.00 295002360.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-04 2017-08-04 2017-08-04 N N N 0.0053 255086955.00 255086955.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7ME2 US3130A7ME26 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0053 281055919.00 281055919.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MP7 US3130A7MP72 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0053 275058025.00 275058025.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MJ1 US3130A7MJ13 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0053 281059291.00 281059291.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A8PP2 US3130A8PP29 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-07 2017-04-07 2017-04-07 N N N 0.0053 477230391.00 477230391.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7AA3 US3130A7AA32 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-26 2016-10-26 2016-10-26 N N N 0.0054 132030360.00 132030360.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8BY8 US3130A8BY81 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0054 249164340.00 249164340.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8C27 US3130A8C278 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0054 249164340.00 249164340.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8F73 US3130A8F735 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0054 243133164.00 243133164.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7FY6 US3130A7FY62 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0054 189024570.00 189024570.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J63 US3130A7J630 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0054 542080216.00 542080216.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J89 US3130A7J895 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0054 285050160.00 285050160.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JG1 US3130A7JG11 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0054 134023584.00 134023584.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J97 US3130A7J978 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0054 285050160.00 285050160.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JD8 US3130A7JD89 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0054 267046992.00 267046992.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JF3 US3130A7JF38 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0054 134023584.00 134023584.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7NR2 US3130A7NR20 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0054 333066267.00 333066267.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7ND3 US3130A7ND34 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0054 563112037.00 563112037.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7NP6 US3130A7NP63 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0054 167033233.00 167033233.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8QJ5 US3130A8QJ59 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-12 2017-04-12 2017-04-12 N N N 0.0054 253135102.00 253135102.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8R47 US3130A8R474 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-13 2017-04-13 2017-04-13 N N N 0.0054 500233000.00 500233000.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A5VX4 US3130A5VX40 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-17 2016-10-17 2016-10-17 N N N 0.0054 291043650.00 291043650.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 313384N62 US313384N620 U.S. Government Agency Debt N/A N/A 2016-11-07 2016-11-07 2016-11-07 N N N 0.0054 427569004.00 427569004.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2017-11-02 2017-11-02 N N N 0.0055 1116244404.00 1116244404.00 0.0086 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7AM7 US3130A7AM79 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2016-11-08 2016-11-08 N N N 0.0055 549192150.00 549192150.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2017-06-06 2017-06-06 N N N 0.0055 252097020.00 252097020.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8CG6 US3130A8CG66 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0055 152100320.00 152100320.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8BU6 US3130A8BU69 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0055 149102661.00 149102661.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8CT8 US3130A8CT87 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-03-01 2017-03-01 N N N 0.0055 304199120.00 304199120.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8EX7 US3130A8EX71 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0055 242139876.00 242139876.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8EG4 US3130A8EG49 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-09 2017-06-09 2017-06-09 N N N 0.0055 124072664.00 124072664.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A3T53 US3130A3T539 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-12-23 2016-12-23 N N N 0.0055 545264325.00 545264325.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7MN2 US3130A7MN25 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-28 2017-03-28 2017-03-28 N N N 0.0055 275245575.00 275245575.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7NH4 US3130A7NH48 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-29 2017-03-29 2017-03-29 N N N 0.0055 173153970.00 173153970.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313384M97 US313384M978 U.S. Government Agency Debt N/A N/A 2016-11-02 2016-11-02 2016-11-02 N N N 0.0055 126179257.20 126179257.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313384P78 US313384P781 U.S. Government Agency Debt N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0055 109879000.00 109879000.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313384P94 US313384P948 U.S. Government Agency Debt N/A N/A 2016-11-18 2016-11-18 2016-11-18 N N N 0.0055 576353760.00 576353760.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A76B6 US3130A76B60 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2016-11-02 2016-11-02 N N N 0.0056 171056088.00 171056088.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2017-11-02 2017-11-02 N N N 0.0056 382164260.00 382164260.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7XA8 US3130A7XA84 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2017-11-02 2017-11-02 N N N 0.0056 250107500.00 250107500.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8BX0 US3130A8BX09 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2017-03-03 2017-03-03 N N N 0.0056 373242077.00 373242077.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8E82 US3130A8E829 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-08 2017-06-08 2017-06-08 N N N 0.0056 126079632.00 126079632.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7J30 US3130A7J309 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-09 2016-12-09 2016-12-09 N N N 0.0056 430176730.00 430176730.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7J48 US3130A7J481 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-12-14 2016-12-14 N N N 0.0056 143061061.00 143061061.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7LB9 US3130A7LB95 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-06 2017-01-06 N N N 0.0056 259202020.00 259202020.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7LC7 US3130A7LC78 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-05 2017-01-05 N N N 0.0056 259201243.00 259201243.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7L52 US3130A7L529 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-05 2017-01-05 N N N 0.0056 130101010.00 130101010.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7EU5 US3130A7EU59 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-12-23 2016-12-23 N N N 0.0056 342176130.00 342176130.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7NC5 US3130A7NC50 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-30 2017-03-30 2017-03-30 N N N 0.0056 169150072.00 169150072.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7L45 US3130A7L453 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-03 2017-01-03 2017-01-03 N N N 0.0056 259199430.00 259199430.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7MC6 US3130A7MC69 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-04 2017-01-04 2017-01-04 N N N 0.0056 137105901.00 137105901.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A5W70 US3130A5W702 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-20 2017-01-20 2017-01-20 N N N 0.0056 500318500.00 500318500.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8WA7 US3130A8WA76 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-28 2017-04-28 2017-04-28 N N N 0.0056 138027186.00 138027186.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7BH7 US3130A7BH75 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2017-02-17 2017-02-17 N N N 0.0057 295302670.00 295302670.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7BK0 US3130A7BK05 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2017-02-17 2017-02-17 N N N 0.0057 420430920.00 420430920.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A6WV5 US3130A6WV57 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-22 2016-09-22 2016-09-22 N N N 0.0057 138026910.00 138026910.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7EP6 US3130A7EP64 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-11-25 2016-11-25 N N N 0.0057 534202386.00 534202386.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A8WL3 US3130A8WL32 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-06-01 2017-06-01 N N N 0.0057 230007360.00 230007360.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A8C35 US3130A8C351 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-06-01 2017-06-01 N N N 0.0057 186122202.00 186122202.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7F26 US3130A7F265 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2017-03-30 2017-03-30 N N N 0.0057 174171738.00 174171738.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7FW0 US3130A7FW07 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-04 2016-12-09 2016-12-09 N N N 0.0057 185079365.00 185079365.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LJ2 US3130A7LJ22 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-13 2017-01-13 N N N 0.0057 274220022.00 274220022.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LK9 US3130A7LK94 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-13 2017-01-13 N N N 0.0057 137110011.00 137110011.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LP8 US3130A7LP81 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-21 2017-03-21 2017-03-21 N N N 0.0057 71064681.00 71064681.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7MK8 US3130A7MK85 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2017-03-23 2017-03-23 N N N 0.0057 275249150.00 275249150.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7MF9 US3130A7MF90 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-24 2017-03-24 2017-03-24 N N N 0.0057 274247696.00 274247696.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7Q57 US3130A7Q577 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-05 2017-04-05 2017-04-05 N N N 0.0057 514427648.00 514427648.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7PK5 US3130A7PK58 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-05 2017-04-05 2017-04-05 N N N 0.0057 133110656.00 133110656.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LD5 US3130A7LD51 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-09 2017-01-09 2017-01-09 N N N 0.0057 130104000.00 130104000.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LG8 US3130A7LG82 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-09 2017-01-09 2017-01-09 N N N 0.0057 220176000.00 220176000.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7L78 US3130A7L784 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-10 2017-01-10 2017-01-10 N N N 0.0057 259205646.00 259205646.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A8WG4 US3130A8WG47 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-06-01 2017-06-01 N N N 0.0058 460014720.00 460014720.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A8E66 US3130A8E662 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2017-06-06 2017-06-06 N N N 0.0058 51032589.00 51032589.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A7EW1 US3130A7EW16 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-27 2017-03-27 2017-03-27 N N N 0.0058 100099400.00 100099400.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A7P74 US3130A7P744 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-07 2017-04-07 2017-04-07 N N N 0.0058 244201300.00 244201300.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A5W62 US3130A5W629 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-23 2017-01-23 2017-01-23 N N N 0.0058 82053382.00 82053382.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A8E90 US3130A8E902 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-07 2017-08-07 2017-08-07 N N N 0.0059 323180880.00 323180880.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A7BJ3 US3130A7BJ32 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-19 2016-10-19 2016-10-19 N N N 0.0059 195048360.00 195048360.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A7HD0 US3130A7HD08 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2016-12-07 2016-12-07 N N N 0.0059 289121958.00 289121958.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A7GF6 US3130A7GF64 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2016-12-07 2016-12-07 N N N 0.0059 266112252.00 266112252.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A7HX6 US3130A7HX61 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-09 2017-03-09 2017-03-09 N N N 0.0059 134129444.00 134129444.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A7GB5 US3130A7GB50 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-09 2017-03-09 2017-03-09 N N N 0.0059 141140436.00 141140436.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A8N58 US3130A8N580 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-02 2017-10-02 2017-10-02 N N N 0.0059 120091920.00 120091920.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A6ZC4 US3130A6ZC40 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0059 183048861.00 183048861.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A6YY7 US3130A6YY78 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-12 2016-10-12 2016-10-12 N N N 0.0059 793213317.00 793213317.00 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7EF8 US3130A7EF82 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-24 2017-02-24 2017-02-24 N N N 0.0060 57058311.00 57058311.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7EB7 US3130A7EB78 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-24 2017-02-24 2017-02-24 N N N 0.0060 285291555.00 285291555.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7G82 US3130A7G826 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2016-12-02 2016-12-02 N N N 0.0060 398161986.00 398161986.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7TW5 US3130A7TW50 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-20 2017-04-20 2017-04-20 N N N 0.0060 253194051.00 253194051.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 313384R50 US313384R506 U.S. Government Agency Debt N/A N/A 2016-11-30 2016-11-30 2016-11-30 N N N 0.0060 359052782.00 359052782.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 313384S91 US313384S918 U.S. Government Agency Debt N/A N/A 2016-12-12 2016-12-12 2016-12-12 N N N 0.0060 299556600.00 299556600.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130A7EA9 US3130A7EA95 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-03-01 2017-03-01 N N N 0.0061 171176985.00 171176985.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130A7HL2 US3130A7HL24 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0061 547530043.00 547530043.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130A56Y0 US3130A56Y00 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0061 564122388.00 564122388.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7DL6 US3130A7DL69 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-22 2017-03-07 2017-03-07 N N N 0.0062 274281946.00 274281946.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7DG7 US3130A7DG74 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-23 2017-03-03 2017-03-03 N N N 0.0062 274283042.00 274283042.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7G66 US3130A7G669 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2017-03-03 2017-03-03 N N N 0.0062 133133532.00 133133532.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7FU4 US3130A7FU41 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0062 163167727.00 163167727.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7G74 US3130A7G743 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0062 532531468.00 532531468.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A8BC6 US3130A8BC61 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-26 2017-07-26 2017-07-26 N N N 0.0064 259158508.00 259158508.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A75E1 US3130A75E19 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-25 2016-10-25 2016-10-25 N N N 0.0064 278085068.00 278085068.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-25 2017-10-25 2017-10-25 N N N 0.0064 89041652.00 89041652.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A75V3 US3130A75V34 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0064 300086700.00 300086700.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A7VF9 US3130A7VF99 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-25 2017-10-25 2017-10-25 N N N 0.0065 21387632.63 21387632.63 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2017-10-27 2017-10-27 N N N 0.0065 16006560.00 16006560.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2017-10-27 2017-10-27 N N N 0.0066 173101378.00 173101378.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2017-10-27 2017-10-27 N N N 0.0066 51029886.00 51029886.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A75Y7 US3130A75Y72 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-28 2016-10-28 2016-10-28 N N N 0.0066 298204726.00 298204726.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A76C4 US3130A76C44 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-28 2016-10-28 2016-10-28 N N N 0.0066 195061815.00 195061815.00 0.0015 N N N N Freddie Mac Freddie Mac, 0.42% 313396U92 S6XOOCT0IEG5ABCC6L87 US313396U926 U.S. Government Agency Debt N/A N/A 2016-12-28 2016-12-28 2016-12-28 N N N 0.0042 272162551.22 272162551.22 0.0021 N N N N Freddie Mac Freddie Mac, 0.43% 3134G7SG7 S6XOOCT0IEG5ABCC6L87 US3134G7SG76 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2016-08-17 2016-08-17 N N N 0.0043 350013650.00 350013650.00 0.0027 N N N N Freddie Mac Freddie Mac, 0.43% 313396N25 S6XOOCT0IEG5ABCC6L87 US313396N251 U.S. Government Agency Debt N/A N/A 2016-11-03 2016-11-03 2016-11-03 N N N 0.0043 347663832.00 347663832.00 0.0027 N N N N Freddie Mac Freddie Mac, 0.44% 3134G7TF8 S6XOOCT0IEG5ABCC6L87 US3134G7TF84 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0044 510031620.00 510031620.00 0.0039 N N N N Freddie Mac Freddie Mac, 0.44% 313396P72 S6XOOCT0IEG5ABCC6L87 US313396P728 U.S. Government Agency Debt N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0044 499450000.00 499450000.00 0.0039 N N N N Freddie Mac Freddie Mac, 0.44% 313396T52 S6XOOCT0IEG5ABCC6L87 US313396T522 U.S. Government Agency Debt N/A N/A 2016-12-16 2016-12-16 2016-12-16 N N N 0.0044 439113650.27 439113650.27 0.0034 N N N N Freddie Mac Freddie Mac, 0.44% 313397BJ9 S6XOOCT0IEG5ABCC6L87 US313397BJ97 U.S. Government Agency Debt N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0044 249459250.00 249459250.00 0.0019 N N N N Freddie Mac Freddie Mac, 0.46% 313396T94 S6XOOCT0IEG5ABCC6L87 US313396T944 U.S. Government Agency Debt N/A N/A 2016-12-20 2016-12-20 2016-12-20 N N N 0.0046 499216500.00 499216500.00 0.0039 N N N N Freddie Mac Freddie Mac, 0.47% 3134G5UB9 S6XOOCT0IEG5ABCC6L87 US3134G5UB95 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-12 2016-12-12 2016-12-12 N N N 0.0047 250038750.00 250038750.00 0.0019 N N N N Freddie Mac Freddie Mac, 0.47% 3134G7ZE4 S6XOOCT0IEG5ABCC6L87 US3134G7ZE46 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-16 2016-09-16 2016-09-16 N N N 0.0047 500070500.00 500070500.00 0.0039 N N N N Freddie Mac Freddie Mac, 0.47% 313396S61 S6XOOCT0IEG5ABCC6L87 US313396S615 U.S. Government Agency Debt N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0047 258234570.05 258234570.05 0.0020 N N N N Freddie Mac Freddie Mac, 0.47% 313396T29 S6XOOCT0IEG5ABCC6L87 US313396T290 U.S. Government Agency Debt N/A N/A 2016-12-13 2016-12-13 2016-12-13 N N N 0.0047 488271879.00 488271879.00 0.0038 N N N N Freddie Mac Freddie Mac, 0.47% 313396T86 S6XOOCT0IEG5ABCC6L87 US313396T860 U.S. Government Agency Debt N/A N/A 2016-12-19 2016-12-19 2016-12-19 N N N 0.0047 350453844.00 350453844.00 0.0027 N N N N Freddie Mac Freddie Mac, 0.48% 3134G5Z24 S6XOOCT0IEG5ABCC6L87 US3134G5Z242 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-12 2017-01-12 2017-01-12 N N N 0.0048 500084000.00 500084000.00 0.0039 N N N N Freddie Mac Freddie Mac, 0.52% 3134G5PN9 S6XOOCT0IEG5ABCC6L87 US3134G5PN98 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-14 2016-11-14 2016-11-14 N N N 0.0052 2000666000.00 2000666000.00 0.0155 N N N N Freddie Mac Freddie Mac, 0.56% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-21 2017-12-21 2017-12-21 N N N 0.0056 628151976.00 628151976.00 0.0049 N N N N Freddie Mac Freddie Mac, 0.64% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-12 2018-01-12 2018-01-12 N N N 0.0064 643055762.50 643055762.50 0.0050 N N N N Freddie Mac Freddie Mac, 0.75% 3134G8LF4 S6XOOCT0IEG5ABCC6L87 US3134G8LF40 0001026214 U.S. Government Agency Debt N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0075 471200175.00 471200175.00 0.0036 N N N N Freddie Mac Freddie Mac, 0.75% 3134G8LG2 S6XOOCT0IEG5ABCC6L87 US3134G8LG23 0001026214 U.S. Government Agency Debt N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0075 176045936.00 176045936.00 0.0014 N N N N Bank of America NA In a joint trading account with Bank of America NA at 0.35%, dated 7/29/2016 due 08/01/2016 B4TYDEB6GKMZO031MB27 AHJ219000_04197 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 70566196.48 68426431.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-10-25 3 - 5.8 106811937.24 48549408.01 Agency Collateralized Mortgage Obligation N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 113565369.66 113565369.66 0.0009 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.35% R0MUWSFPU8MPRO8K5P83 AHC581000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-07-15 2045-08-15 0 - 3.125 30672601.24 24673605.38 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2045-10-01 1.5 - 7.5 36144416.00 18209933.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2024-04-15 2051-05-15 1.75 - 6.5 23870214.00 15643666.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-08 2054-07-25 0.875 - 7.5 188123748.00 64284966.99 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-07 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 120000000.00 120000000.00 0.0009 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.35%, dated 7/29/2016 due 08/01/2016 VJW2DOOHGDT6PR0ZRO63 AHJ219000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-31 2046-05-15 0 - 8.875 73212084.78 74393812.33 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-08-25 2019-09-26 0.65 - 5.125 141021.39 141851.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-08-22 2018-12-14 0.625 - 4.75 30171383.88 30720157.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2046-03-01 0.5 - 8.5 15785045.99 13932918.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2016-10-15 2046-07-20 2.5 - 9.5 50592107.01 36252479.64 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 2017-02-17 2017-02-17 0 - 0 6380076.95 6363871.55 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-28 2046-07-01 0.75 - 8.5 37036454.50 33457036.50 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 191402308.41 191402308.41 0.0015 N Y Y N Citibank NA Citibank NA, 0.33% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-11-15 2044-05-15 0.125 - 7.5 81605800.00 102536703.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-04-09 2018-04-09 0.75 - 0.75 2000.00 2002.57 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2019-02-22 2046-05-01 1.375 - 4 18013179.00 17723940.87 Agency Mortgage-Backed Securities N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0033 116999286.30 116999286.30 0.0009 N N Y N Citibank NA Citibank NA, 0.34% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2028-10-15 2030-01-15 0 - 8.625 175000.00 132520.77 Agency Debentures and Agency Strips US TREASURY 2017-01-15 2046-02-15 0.375 - 7.25 614883899.41 691025792.77 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-09-01 2046-07-01 0.75 - 6.5 2341315.00 447172.49 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2021-08-20 2045-11-20 1.875 - 6.5 55885421.00 16267044.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2016-08-26 2045-03-01 0.625 - 5.25 7670346.00 7597145.17 Agency Debentures and Agency Strips N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0034 700995864.10 700995864.10 0.0054 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.35%, dated 7/29/2016 due 08/01/2016 E57ODZWZ7FF32TWEFA76 AHJ219000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2028-10-15 0 - 0 4608238.43 3669416.73 Agency Debentures and Agency Strips US TREASURY 2016-11-15 2043-02-15 0.125 - 9 566085711.43 613983577.99 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 5468.64 5537.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2044-04-01 0.75 - 6.75 15422730.99 12551588.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-10-20 2 - 8 37078625.08 18789531.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.375 - 7.95 4773620.97 2921167.17 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 638007694.70 638007694.70 0.0049 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.35%, dated 7/29/2016 due 08/01/2016 1VUV7VQFKUOQSJ21A208 AHJ219000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-08-31 2046-05-15 0 - 8.75 1848733400.42 2070736809.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4 - 4 87061334.12 38349127.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-05-20 3.5 - 3.5 53462722.51 48125491.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-11-15 2042-09-01 3 - 6.625 187380736.65 188999847.66 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 2295551685.54 2295551685.54 0.0177 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.35%, dated 7/29/2016 due 08/01/2016 1V8Y6QCX6YMJ2OELII46 AHJ219000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-11-15 2045-05-15 0.5 - 8.75 1098091829.04 1164618475.34 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 1139481742.74 1139481742.74 0.0088 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.39% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2016-10-15 2030-04-15 N/A 7382000.00 7141771.61 Agency Debentures and Agency Strips US TREASURY 2018-06-30 2023-01-31 0.625 - 1.75 178235500.00 184113235.97 U.S. Treasuries (including strips) FINANCE CORPORATION 2018-09-26 2019-09-26 N/A 2605000.00 2551383.40 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0039 190000000.00 190000000.00 0.0015 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.35%, dated 7/29/2016 due 08/01/2016 KBVRJ5K57JZ3E2AVWX40 AHJ219000_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2042-09-01 2045-05-01 3 - 4 81483245.88 65077238.08 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 63800769.47 63800769.47 0.0005 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.37% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2044-11-01 3.5 - 4.5 146427124.00 75524149.23 Agency Mortgage-Backed Securities N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0037 74000000.00 74000000.00 0.0006 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.38% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-05-01 3 - 3.5 121725000.00 124491094.42 Agency Mortgage-Backed Securities N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0038 122004880.00 122004880.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2046-05-01 2046-05-01 3 - 3 121885000.00 125525244.05 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-14 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 123006150.00 123006150.00 0.0010 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2043-01-01 2046-05-01 3 - 3.5 131127230.00 126554283.64 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 124013640.00 124013640.00 0.0010 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.42% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2043-01-01 2043-01-01 3.5 - 3.5 168395000.00 145899897.71 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-10-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0042 143002860.00 143002860.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.42% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2043-01-01 2046-01-01 3.5 - 3.5 147864669.00 145901695.28 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-10-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0042 143002860.00 143002860.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.42% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2045-12-01 2046-02-01 3.5 - 4 239024929.00 242808520.49 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-10-11 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0042 238004760.00 238004760.00 0.0018 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 176340000.00 178564186.66 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-29 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 175001750.00 175001750.00 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2042-10-01 2046-01-01 3.5 - 3.5 247763000.00 195911716.35 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-27 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 192001920.00 192001920.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 144555572.00 146932205.25 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-28 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 144001440.00 144001440.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2042-10-01 2046-01-01 3.5 - 3.5 207914556.00 195913884.10 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-26 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 192001920.00 192001920.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2031-01-01 2045-12-01 3.5 - 4 377177550.00 244871635.92 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-10-03 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 240004800.00 240004800.00 0.0019 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.35%, dated 7/29/2016 due 08/01/2016 ZBUT11V806EZRVTWT807 AHJ219000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-31 2046-02-15 0.375 - 8.875 1375393759.46 1479559433.75 U.S. Treasuries (including strips) U.S. TREASURY 2016-07-31 2017-04-30 0.07 - 0.394 6997776.67 7006176.57 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 1455603709.33 1455603709.33 0.0112 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.35% 8NAV47T0Y26Q87Y0QP81 AGG168000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-03-01 2046-08-01 2.38 - 4.5 417582545.00 309640507.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-02-20 2066-06-20 1.5 - 4 161623185.00 131920513.52 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 2046-05-25 2046-05-25 4.2 - 4.2 20008770.00 19067850.92 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2024-06-01 2046-06-01 2.5 - 4.5 338475908.00 290419569.05 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-08-17 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A 1.0000 7 N N N 0.0035 736000000.00 736000000.00 0.0057 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.35%, dated 7/29/2016 due 08/01/2016 8NAV47T0Y26Q87Y0QP81 AHJ219000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2043-11-15 1.375 - 3.75 272854358.71 301138211.53 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2045-08-20 2045-09-20 4 - 4 81547110.79 70504103.95 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 363664385.98 363664385.98 0.0028 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AHB467000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-07-01 2046-08-01 2.226 - 4 143123079.00 73852882.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-09-20 2041-09-20 4.5 - 4.5 113416466.00 36555212.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2048-09-01 1.767 - 5 590247052.00 158950669.48 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0039 264031680.00 264031680.00 0.0020 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AHB773000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-07-01 2046-07-01 2.002 - 4.773 157501905.00 72747229.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2045-01-01 2.018 - 6.059 294981772.00 122127644.52 Agency Mortgage-Backed Securities N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0039 191026740.00 191026740.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AHC111000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-07-01 2046-08-01 2.482 - 5.523 48521576.00 7634030.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-09-15 2041-09-20 4.5 - 5 83906487.00 18382919.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-03-01 2046-06-01 1.638 - 5.769 635289533.00 168855813.55 Agency Mortgage-Backed Securities N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0039 191028650.00 191028650.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AHD202000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-07-01 2046-08-01 2.271 - 4.5 50549251.00 36191095.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2046-07-20 2 - 4.5 4601675.00 4428717.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-05-01 2046-07-01 1.815 - 5.54 929775686.00 373589913.13 Agency Mortgage-Backed Securities N/A N/A 2016-09-12 2016-09-12 2016-09-12 N N N 0.0039 406064960.00 406064960.00 0.0031 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AHJ125000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-11-01 2046-08-01 2.271 - 5.523 124706782.00 45911606.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-01 2046-03-01 1.827 - 5.506 346667972.00 144834592.97 Agency Mortgage-Backed Securities N/A N/A 2016-09-27 2016-09-27 2016-09-27 N N N 0.0039 187000000.00 187000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.44% K5HU16E3LMSVCCJJJ255 AHH341000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2046-08-01 3 - 5 42316328.00 20416106.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 3 - 3 33213000.00 34832699.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2046-08-01 3 - 4.5 67240334.00 64101404.65 Agency Mortgage-Backed Securities N/A N/A 2016-10-24 2016-10-24 2016-10-24 N N N 0.0044 117049140.00 117049140.00 0.0009 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.40% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-10-15 2046-03-15 2.5 - 2.75 26110400.00 24365667.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2043-01-25 2046-08-25 0.868 - 6.5 284348223.00 240591395.35 Agency Collateralized Mortgage Obligation N/A N/A 2016-08-05 2016-08-05 2016-08-08 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A 1.0000 7 N N N 0.0040 257000000.00 257000000.00 0.0020 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.35%, dated 7/29/2016 due 08/01/2016 7TK5RJIZDFROZCA6XF66 AHJ219000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2024-08-15 2046-05-15 1.625 - 7.625 352687242.76 396839442.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-02-15 2045-10-01 2.168 - 4.5 196724019.05 140596074.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-01-20 2045-11-20 2 - 4.5 58704460.86 49792352.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-07-25 2045-12-01 2 - 7 226431646.76 205695631.49 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 775817356.76 775817356.76 0.0060 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2046-07-01 1.5 - 6 70443870.00 48064635.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-11-20 2046-06-20 3.5 - 4.5 61514971.00 56839164.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2046-07-01 2.36 - 6 253530839.00 139995245.41 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 240000000.00 240000000.00 0.0019 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2046-08-01 2.5 - 6 29189986.00 9108044.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2046-06-20 3 - 4.5 100871612.00 90929999.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2046-07-01 1.638 - 5 205067939.00 152130566.05 Agency Mortgage-Backed Securities N/A N/A 2016-08-03 2016-08-03 2016-08-03 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 5 N N N 0.0035 247000000.00 247000000.00 0.0019 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2046-08-01 3 - 4 3483186.00 3603981.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2045-04-20 2046-06-20 3 - 4.5 13171857.00 12417251.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-07-01 2.22 - 5 131106063.00 104389026.85 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-19 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 118000000.00 118000000.00 0.0009 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2046-08-01 2.226 - 4 121274998.00 87949516.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2033-06-20 2046-06-20 3 - 5.5 90877835.00 72400903.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-08-01 2.338 - 5.5 200502511.00 156936287.56 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-13 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 311000000.00 311000000.00 0.0024 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-09-01 2043-07-01 3.5 - 4 1693612.00 1569360.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2046-06-20 3.5 - 4.5 137504984.00 98706436.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2031-08-01 2046-07-01 2.5 - 5.5 150499862.00 143583120.75 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-08-30 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 239000000.00 239000000.00 0.0018 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2046-05-01 2.5 - 4 13756179.00 11901916.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-20 2045-11-20 3 - 4.5 41028593.00 28924956.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2046-07-01 2.132 - 6 131464080.00 86723972.10 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-20 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 125000000.00 125000000.00 0.0010 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2046-08-01 2.5 - 6 90849314.00 21698148.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2044-11-20 2046-06-20 3.5 - 4.5 45614989.00 46299573.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-07-01 1.638 - 6 196165127.00 103544572.07 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-01 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 168000000.00 168000000.00 0.0013 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-08-01 2046-08-01 2.543 - 4 19491855.00 17462463.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2017-02-15 2046-04-20 2 - 9 152717099.00 107653509.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-07-01 2046-07-01 2.246 - 7 196051005.00 117684149.63 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-15 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 238000000.00 238000000.00 0.0018 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-09-01 2046-05-01 2.226 - 5 107826179.00 88897584.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-07-20 2046-06-20 3 - 4.5 64290198.00 37285702.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2046-07-01 2.338 - 6 269940754.00 236988755.87 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-16 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 356000000.00 356000000.00 0.0028 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.35%, dated 7/29/2016 due 08/01/2016 O2RNE8IBXP4R0TD8PU41 AHJ219000_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2021-01-15 2021-01-15 0 - 0 118185183.37 111469901.26 Agency Debentures and Agency Strips US TREASURY 2016-10-13 2045-05-15 0 - 8.75 272287903.13 327439070.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2043-02-01 2.152 - 6 841254887.76 13178038.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2043-06-01 1.928 - 6 475920420.93 37996842.91 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 478505771.03 478505771.03 0.0037 N Y Y N Wells Fargo Bank, NA In a joint trading account with Wells Fargo Bank, NA at 0.35%, dated 7/29/2016 due 08/01/2016 KB1H1DSPRFMYMCUFXT09 AHJ219000_81240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2043-01-01 2.5 - 3 537953783.40 374202738.85 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 366854424.45 366854424.45 0.0028 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.35%, dated 7/29/2016 due 08/01/2016 VYVVCKR63DVZZN70PB21 AHJ219000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-31 2043-11-15 0 - 8.75 1632331266.56 1829316616.20 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-20 2040-11-02 0.59 - 5.7 58863865.93 59571152.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-09-01 2022-01-13 0 - 9 101203332.56 102001919.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-08-19 2036-07-15 0 - 5.625 605674102.74 611451071.19 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2016-09-15 2046-07-20 2 - 10 1090303158.36 717047084.64 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-12-22 2021-01-07 0.97 - 1.92 1885312.74 1892455.26 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-07-18 2042-12-15 0 - 5.5 17767238.28 19770315.91 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2016-08-01 2024-09-06 0 - 8.95 110155218.53 112126109.82 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 3381440781.92 3381440781.92 0.0261 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.33% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-08-01 3 - 4 674524433.00 715059327.06 Agency Mortgage-Backed Securities N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0033 700995723.90 700995723.90 0.0054 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.33% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2027-03-20 2046-07-20 3.5 - 7.5 110858031.00 119344376.48 Agency Mortgage-Backed Securities N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0033 116997847.20 116997847.20 0.0009 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.42% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-07-20 2 - 6 451564575.00 475458635.44 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0042 466055920.00 466055920.00 0.0036 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.42% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-09-20 2046-07-20 3.5 - 4 91224684.00 97943991.24 Agency Mortgage-Backed Securities N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0042 96012480.00 96012480.00 0.0007 N N N Y Barclays Capital, Inc. Barclays Capital, Inc., 0.30% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-08-15 2028-08-15 0.625 - 6.125 382355700.00 395769903.24 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0030 388000000.00 388000000.00 0.0030 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.36% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-08-18 2023-11-15 0 - 2.75 449682600.00 463093919.40 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0036 454000000.00 454000000.00 0.0035 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.33% R0MUWSFPU8MPRO8K5P83 AHC579000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-01-31 2045-11-15 0.875 - 9 524232306.00 581727325.32 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-09-07 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 569000000.00 569000000.00 0.0044 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.33% R0MUWSFPU8MPRO8K5P83 AHG944000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-10-20 2044-08-15 0 - 3.125 531999000.00 573622292.59 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-09-22 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 562000000.00 562000000.00 0.0043 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.33% R0MUWSFPU8MPRO8K5P83 AHB742000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-10-31 2045-11-15 0 - 8.75 1342352627.72 1484488456.91 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-09-02 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 1450000000.00 1450000000.00 0.0112 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.50% AHJ059000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-08-31 2046-05-15 0.625 - 6 1469457000.00 1560737351.59 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0050 1530000000.00 1530000000.00 0.0118 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.50% AHJ109000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2020-12-31 1.375 - 1.75 410770000.00 419221688.42 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0050 411000000.00 411000000.00 0.0032 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.38% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2026-05-15 1.625 - 2.5 373754700.00 391692504.95 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0038 384000000.00 384000000.00 0.0030 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.25% 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2024-02-15 2.75 - 2.75 150743900.00 168003572.97 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0025 168000000.00 168000000.00 0.0013 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.34% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2024-05-15 0.75 - 2.75 812940000.00 859612521.38 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 838000000.00 838000000.00 0.0065 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.38% OXTKY6Q8X53C9ILVV871 AHJ047000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-21 2023-05-15 1.375 - 1.75 1934337000.00 1986306826.79 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0038 1941000000.00 1941000000.00 0.0150 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.33% ES7IP3U3RHIGC71XBU11 AHH389000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2 42951000.00 45230753.18 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 44000000.00 44000000.00 0.0003 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.33% ES7IP3U3RHIGC71XBU11 AHI197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2043-11-15 1.5 - 3.75 721312000.00 828387640.58 U.S. Treasuries (including strips) N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0033 803995095.60 803995095.60 0.0062 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.35% ES7IP3U3RHIGC71XBU11 AHJ067000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2046-05-15 1.375 - 2.5 354638000.00 362669406.35 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 354000000.00 354000000.00 0.0027 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.35% ES7IP3U3RHIGC71XBU11 AHJ085000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2045-05-15 3 - 3 118829000.00 139954419.62 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0035 135000000.00 135000000.00 0.0010 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-09-30 2018-05-31 0.75 - 1 140158200.00 140802305.62 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0040 138012420.00 138012420.00 0.0011 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-08-31 2019-11-30 0.75 - 1 193763500.00 194874200.44 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0040 191019100.00 191019100.00 0.0015 N N N Y U.S. Treasury Bills U.S. Treasury Bills, 0.30% to 0.31% 912796HJ1 US912796HJ14 U.S. Treasury Debt N/A N/A 2016-10-13 2016-10-13 2016-10-13 N N N 0.0031 1299368200.00 1299368200.00 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.32% 912796JQ3 US912796JQ39 U.S. Treasury Debt N/A N/A 2016-10-20 2016-10-20 2016-10-20 N N N 0.0032 1069385820.00 1069385820.00 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.32% to 0.41% 912796JR1 US912796JR12 U.S. Treasury Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0041 1024341950.00 1024341950.00 0.0079 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.35% 912796KA6 US912796KA67 U.S. Treasury Debt N/A N/A 2016-12-29 2016-12-29 2016-12-29 N N N 0.0035 293593986.00 293593986.00 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.39% to 0.40% 912796KC2 US912796KC24 U.S. Treasury Debt N/A N/A 2017-01-12 2017-01-12 2017-01-12 N N N 0.0040 998422000.00 998422000.00 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796JS9 US912796JS94 U.S. Treasury Debt N/A N/A 2016-11-03 2016-11-03 2016-11-03 N N N 0.0040 651537080.00 651537080.00 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796JZ3 US912796JZ38 U.S. Treasury Debt N/A N/A 2016-12-22 2016-12-22 2016-12-22 N N N 0.0040 1398334000.00 1398334000.00 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.48% 912796JK6 US912796JK68 U.S. Treasury Debt N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0048 231467676.48 231467676.48 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.50% 912796JV2 US912796JV24 U.S. Treasury Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0050 135882768.00 135882768.00 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.34% to 0.35% 912828LU2 US912828LU23 U.S. Treasury Debt N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0035 1230584550.00 1230584550.00 0.0095 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.34% 912828RM4 US912828RM43 U.S. Treasury Debt N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0034 704249231.00 704249231.00 0.0054 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.36% 912828RU6 US912828RU68 U.S. Treasury Debt N/A N/A 2016-11-30 2016-11-30 2016-11-30 N N N 0.0036 50086600.00 50086600.00 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828H29 US912828H292 U.S. Treasury Debt N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0042 30031530.00 30031530.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 912828RX0 US912828RX08 U.S. Treasury Debt N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0043 234487188.00 234487188.00 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828MD9 US912828MD98 U.S. Treasury Debt N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0045 356179296.00 356179296.00 0.0028 N Y Y N Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2016-08-04 Stephanie Dorsey Stephanie Dorsey President and Treasurer