0000278001-16-000157.txt : 20160908 0000278001-16-000157.hdr.sgml : 20160908 20160908124526 ACCESSION NUMBER: 0000278001-16-000157 CONFORMED SUBMISSION TYPE: N-MFP1 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160831 FILED AS OF DATE: 20160908 DATE AS OF CHANGE: 20160908 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: 161875457 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 2016-08-31 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 45 97 31002139169.20 31853898088.31 33605419022.42 32459433979.32 55778160504.19 55665876574.67 57557704586.90 57236201036.95 0.2300 0.2400 0.2500 0.2400 0.4200 0.4200 0.4300 0.4300 750.06 132259356772.77 132220482737.45 100360085.09 1221342099.25 131099501473.35 131060649275.49 1.0000 0.0047 1.0006 1.0006 1.0006 1.0006 C000019553 2500.00 131099501473.35 131060649275.49 1.0006 1.0006 1.0006 1.0006 7347100781.14 6708833492.85 6607069489.20 6302185553.77 6248526044.73 6166589483.64 5666299473.78 5691578805.20 29878739007.71 28208041573.61 0.0012 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 124819500.00 124819500.00 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 144777715.00 144777715.00 0.0011 N N N N Fannie Mae Fannie Mae, 0.41% 313589BH5 B1V7KEBTPIMZEU4LTD58 US313589BH55 U.S. Government Agency Debt N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0041 463132320.00 463132320.00 0.0035 N N N N Fannie Mae Fannie Mae, 0.42% 313589BW2 B1V7KEBTPIMZEU4LTD58 US313589BW23 U.S. Government Agency Debt N/A N/A 2017-02-14 2017-02-14 2017-02-14 N N N 0.0042 185622606.00 185622606.00 0.0014 N N N 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 487497848.00 487497848.00 0.0037 N N N N Fannie Mae Fannie Mae, 0.53% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 0000310522 U.S. Government Agency Debt N/A N/A 2016-09-26 2017-01-26 2017-01-26 N N N 0.0053 500229000.00 500229000.00 0.0038 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 932133027.00 932133027.00 0.0071 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EDUG5 US3133EDUG50 U.S. Government Agency Debt N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0049 370025160.00 370025160.00 0.0028 N N N 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 1403848368.00 1403848368.00 0.0107 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384N39 US313384N398 U.S. Government Agency Debt N/A N/A 2016-11-04 2016-11-04 2016-11-04 N N N 0.0033 124931125.00 124931125.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% to 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 1645022276.00 1645022276.00 0.0125 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384N96 US313384N968 U.S. Government Agency Debt N/A N/A 2016-11-10 2016-11-10 2016-11-10 N N N 0.0033 299482303.21 299482303.21 0.0023 N N N 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 676695263.10 676695263.10 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 568479534.00 568479534.00 0.0043 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 499978500.00 499978500.00 0.0038 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 499971000.00 499971000.00 0.0038 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 781926492.00 781926492.00 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 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 1096301211.00 1096301211.00 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 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 1109274060.00 1109274060.00 0.0085 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 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 1009321280.00 1009321280.00 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384Q44 US313384Q441 U.S. Government Agency Debt N/A N/A 2016-11-21 2016-11-21 2016-11-21 N N N 0.0034 796443694.00 796443694.00 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384Q69 US313384Q698 U.S. Government Agency Debt N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0034 818414415.00 818414415.00 0.0062 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% to 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 725912155.80 725912155.80 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384R35 US313384R357 U.S. Government Agency Debt N/A N/A 2016-11-28 2016-11-28 2016-11-28 N N N 0.0035 235821112.00 235821112.00 0.0018 N N N 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 316910289.00 316910289.00 0.0024 N N Y 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 874737500.00 874737500.00 0.0067 N N Y 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 343879600.00 343879600.00 0.0026 N N Y 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 1043426319.60 1043426319.60 0.0080 N N Y 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 426804434.00 426804434.00 0.0033 N N Y 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 599883000.00 599883000.00 0.0046 N N Y 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 809722980.00 809722980.00 0.0062 N N Y 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 246903176.00 246903176.00 0.0019 N N Y 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 496801200.00 496801200.00 0.0038 N N Y 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 688895272.00 688895272.00 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 79983280.00 79983280.00 0.0006 N N Y 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 149976150.00 149976150.00 0.0011 N N Y 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 290970609.00 290970609.00 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A5WM7 US3130A5WM75 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-13 2016-09-13 2016-09-13 N N N 0.0046 117005616.00 117005616.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A5W21 US3130A5W215 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-17 2017-01-17 2017-01-17 N N N 0.0046 250047250.00 250047250.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A5X79 US3130A5X791 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-19 2017-01-17 2017-01-17 N N N 0.0046 331056270.00 331056270.00 0.0025 N N N 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 174993525.00 174993525.00 0.0013 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 174989850.00 174989850.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A6EX1 US3130A6EX16 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0047 250000000.00 250000000.00 0.0019 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7XV2 US3130A7XV22 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2016-11-03 2016-11-03 N N N 0.0047 130026520.00 130026520.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A5J34 US3130A5J345 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-12-02 2016-12-02 N N N 0.0047 166042994.00 166042994.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A6EY9 US3130A6EY98 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0047 250008250.00 250008250.00 0.0019 N N Y 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 69010833.00 69010833.00 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 54971125.00 54971125.00 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 255997184.00 255997184.00 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 127492987.50 127492987.50 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A6FK8 US3130A6FK85 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0048 230007820.00 230007820.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-24 2017-01-24 2017-01-24 N N N 0.0048 40007160.00 40007160.00 0.0003 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 45001845.00 45001845.00 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 243898252.00 243898252.00 0.0019 N N Y 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 248517395.00 248517395.00 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 425001700.00 425001700.00 0.0032 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 97000485.00 97000485.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313385BQ8 US313385BQ84 U.S. Government Agency Debt N/A N/A 2017-02-08 2017-02-08 2017-02-08 N N N 0.0048 477065032.00 477065032.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A6NR4 US3130A6NR47 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2016-11-02 2016-11-02 N N N 0.0049 250056000.00 250056000.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A6KP1 US3130A6KP18 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-05 2016-10-05 2016-10-05 N N N 0.0049 600094800.00 600094800.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8GK3 US3130A8GK33 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-10 2016-11-10 2016-11-10 N N N 0.0049 171037791.00 171037791.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7ZH1 US3130A7ZH10 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-10 2016-11-10 2016-11-10 N N N 0.0049 102021624.00 102021624.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7ZE8 US3130A7ZE88 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-10 2016-11-10 2016-11-10 N N N 0.0049 129027348.00 129027348.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7ZA6 US3130A7ZA66 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-10 2016-11-10 2016-11-10 N N N 0.0049 52011492.00 52011492.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8GJ6 US3130A8GJ69 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-10 2016-11-10 2016-11-10 N N N 0.0049 171037791.00 171037791.00 0.0013 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 167113393.00 167113393.00 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 265024380.00 265024380.00 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 118083898.00 118083898.00 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 163008313.00 163008313.00 0.0012 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 266023940.00 266023940.00 0.0020 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 518041958.00 518041958.00 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 262020960.00 262020960.00 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 130009750.00 130009750.00 0.0010 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 258019350.00 258019350.00 0.0020 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 79005925.00 79005925.00 0.0006 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 479033051.00 479033051.00 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 96006624.00 96006624.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8CF8 US3130A8CF83 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-03-01 2017-03-01 N N N 0.0050 191060356.00 191060356.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2017-02-03 2017-02-03 N N N 0.0050 76029792.00 76029792.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8DZ3 US3130A8DZ39 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-05 2016-12-05 2016-12-05 N N N 0.0050 246080688.00 246080688.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8E33 US3130A8E332 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-12-06 2016-12-06 N N N 0.0050 246080934.00 246080934.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8DD2 US3130A8DD27 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-12-06 2016-12-06 N N N 0.0050 123040467.00 123040467.00 0.0009 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 79995920.00 79995920.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A82D4 US3130A82D45 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-13 2017-01-13 2017-01-13 N N N 0.0050 258083076.00 258083076.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-17 2016-10-17 2016-10-17 N N N 0.0050 509100273.00 509100273.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8JK0 US3130A8JK06 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-17 2016-11-17 2016-11-17 N N N 0.0050 123031857.00 123031857.00 0.0009 N N N 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 265028355.00 265028355.00 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 265911422.00 265911422.00 0.0020 N N Y 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 324049248.00 324049248.00 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 116018212.00 116018212.00 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 260040820.00 260040820.00 0.0020 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 128000128.00 128000128.00 0.0010 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 127999360.00 127999360.00 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 510986203.00 510986203.00 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 267736824.00 267736824.00 0.0020 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 499476000.00 499476000.00 0.0038 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 116960571.00 116960571.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8CQ4 US3130A8CQ49 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-03-01 2017-03-01 N N N 0.0051 212077380.00 212077380.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8CV3 US3130A8CV34 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-03-01 2017-03-01 N N N 0.0051 424154760.00 424154760.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A82S1 US3130A82S14 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-12 2017-01-12 2017-01-12 N N N 0.0051 97031234.00 97031234.00 0.0007 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 256240384.00 256240384.00 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 56059304.00 56059304.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8JP9 US3130A8JP92 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-11-23 2016-11-23 N N N 0.0051 241065070.00 241065070.00 0.0018 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 149975100.00 149975100.00 0.0011 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 351000000.00 351000000.00 0.0027 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A76P5 US3130A76P56 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0052 244000000.00 244000000.00 0.0019 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8D83 US3130A8D839 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-03-02 2017-03-02 N N N 0.0052 271099728.00 271099728.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8D91 US3130A8D912 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-03-02 2017-03-02 N N N 0.0052 123045264.00 123045264.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8ET6 US3130A8ET69 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2017-03-06 2017-03-06 N N N 0.0052 246088806.00 246088806.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8EC3 US3130A8EC35 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2017-03-06 2017-03-06 N N N 0.0052 253091333.00 253091333.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8FN8 US3130A8FN80 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-08 2017-03-08 2017-03-08 N N N 0.0052 316113128.00 316113128.00 0.0024 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 121114466.00 121114466.00 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 281297298.00 281297298.00 0.0021 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 120141120.00 120141120.00 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 120141240.00 120141240.00 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 120140760.00 120140760.00 0.0009 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 281027538.00 281027538.00 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 281031753.00 281031753.00 0.0021 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 275031075.00 275031075.00 0.0021 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 477503235.00 477503235.00 0.0036 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 243229392.00 243229392.00 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 189006426.00 189006426.00 0.0014 N N Y 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 542022764.00 542022764.00 0.0041 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 267017889.00 267017889.00 0.0020 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 134008978.00 134008978.00 0.0010 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 285019095.00 285019095.00 0.0022 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 285019095.00 285019095.00 0.0022 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 134008978.00 134008978.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7T70 US3130A7T704 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2017-01-23 2017-01-23 N N N 0.0054 192083520.00 192083520.00 0.0015 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 167017702.00 167017702.00 0.0013 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 563059678.00 563059678.00 0.0043 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 333035298.00 333035298.00 0.0025 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 253266409.00 253266409.00 0.0019 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 500495500.00 500495500.00 0.0038 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 291081771.00 291081771.00 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 427753044.00 427753044.00 0.0033 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 304310080.00 304310080.00 0.0023 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 242234740.00 242234740.00 0.0018 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 124144832.00 124144832.00 0.0009 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 545443085.00 545443085.00 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 275378400.00 275378400.00 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 173238394.00 173238394.00 0.0013 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 2016-11-07 2017-06-06 2017-06-06 N N N 0.0055 252245448.00 252245448.00 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 373379341.00 373379341.00 0.0028 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 2016-09-05 2017-01-05 2017-01-05 N N N 0.0056 130111930.00 130111930.00 0.0010 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 2016-09-05 2017-01-05 2017-01-05 N N N 0.0056 259222999.00 259222999.00 0.0020 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 2016-09-06 2017-01-06 2017-01-06 N N N 0.0056 259224553.00 259224553.00 0.0020 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 126151830.00 126151830.00 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 430302290.00 430302290.00 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 143104962.00 143104962.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7K87 US3130A7K877 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0056 239033460.00 239033460.00 0.0018 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 342286254.00 342286254.00 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 169233220.00 169233220.00 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 259219891.00 259219891.00 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 137117135.00 137117135.00 0.0010 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 500396500.00 500396500.00 0.0038 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 138097980.00 138097980.00 0.0011 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 186223200.00 186223200.00 0.0014 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 230146510.00 230146510.00 0.0018 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 2016-09-09 2016-12-09 2016-12-09 N N N 0.0057 185132460.00 185132460.00 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 2016-09-13 2017-01-13 2017-01-13 N N N 0.0057 274248518.00 274248518.00 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 2016-09-13 2017-01-13 2017-01-13 N N N 0.0057 137124259.00 137124259.00 0.0010 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 71096844.00 71096844.00 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 275375925.00 275375925.00 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 274375106.00 274375106.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7AA3 US3130A7AA32 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-26 2016-10-26 2016-10-26 N N N 0.0057 132043164.00 132043164.00 0.0010 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 2016-09-30 2017-03-30 2017-03-30 N N N 0.0057 174255258.00 174255258.00 0.0013 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 133179816.00 133179816.00 0.0010 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 514694928.00 514694928.00 0.0039 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 220197560.00 220197560.00 0.0017 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 130116740.00 130116740.00 0.0010 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 259230510.00 259230510.00 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 460293020.00 460293020.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-06-02 2017-06-02 N N N 0.0058 115072910.00 115072910.00 0.0009 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 51061302.00 51061302.00 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 100146000.00 100146000.00 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 244330376.00 244330376.00 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 82067076.00 82067076.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A94C2 US3130A94C26 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-16 2017-05-16 2017-05-16 N N N 0.0058 50000000.00 50000000.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9B67 US3130A9B674 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-09-01 2017-09-01 N N N 0.0059 231976800.00 231976800.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9A50 US3130A9A502 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2017-09-06 2017-09-06 N N N 0.0059 23000000.00 23000000.00 0.0002 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 289203167.00 289203167.00 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 266186998.00 266186998.00 0.0020 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 141188376.00 141188376.00 0.0011 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 134175540.00 134175540.00 0.0010 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 120201840.00 120201840.00 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 183056913.00 183056913.00 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 793252967.00 793252967.00 0.0061 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 2016-10-19 2016-10-19 2016-10-19 N N N 0.0059 195068835.00 195068835.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A94V0 US3130A94V07 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-19 2017-08-18 2017-08-18 N N N 0.0059 121000000.00 121000000.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A94R9 US3130A94R94 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-19 2017-08-18 2017-08-18 N N N 0.0059 437000000.00 437000000.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9A43 US3130A9A437 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2017-08-25 2017-08-25 N N N 0.0059 215000000.00 215000000.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9AD3 US3130A9AD37 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2017-08-25 2017-08-25 N N N 0.0059 119000000.00 119000000.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A96S5 US3130A96S59 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-09-01 2017-09-01 N N N 0.0060 119000000.00 119000000.00 0.0009 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 398266660.00 398266660.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A6WV5 US3130A6WV57 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-22 2016-09-22 2016-09-22 N N N 0.0060 138022494.00 138022494.00 0.0011 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 253312961.00 253312961.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7XF7 US3130A7XF71 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2017-02-02 2017-02-02 N N N 0.0060 128099456.00 128099456.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7XX8 US3130A7XX87 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-03 2017-02-03 2017-02-03 N N N 0.0060 76059204.00 76059204.00 0.0006 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 359221387.50 359221387.50 0.0027 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 299711100.00 299711100.00 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 171230166.00 171230166.00 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 547713835.00 547713835.00 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 564210372.00 564210372.00 0.0043 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 133175560.00 133175560.00 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 163221191.00 163221191.00 0.0012 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 532708092.00 532708092.00 0.0041 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 2016-11-03 2017-03-03 2017-03-03 N N N 0.0062 274368530.00 274368530.00 0.0021 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 2016-11-07 2017-03-07 2017-03-07 N N N 0.0062 274371818.00 274371818.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130A8YX5 US3130A8YX51 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-08 2017-11-08 2017-11-08 N N N 0.0063 409187322.00 409187322.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130A94D0 US3130A94D09 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-22 2017-11-22 2017-11-22 N N N 0.0063 122984994.00 122984994.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130A94X6 US3130A94X62 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-22 2017-11-22 2017-11-22 N N N 0.0063 49993900.00 49993900.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130A94W8 US3130A94W89 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-22 2017-11-22 2017-11-22 N N N 0.0063 173978772.00 173978772.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130A95M9 US3130A95M98 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-22 2017-11-22 2017-11-22 N N N 0.0063 248000000.00 248000000.00 0.0019 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 89127092.00 89127092.00 0.0007 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 278116760.00 278116760.00 0.0021 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 300126000.00 300126000.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A7YN9 US3130A7YN96 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-05 2017-05-05 2017-05-05 N N N 0.0064 504483840.00 504483840.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A97H8 US3130A97H85 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2017-11-27 2017-11-27 N N N 0.0064 167000000.00 167000000.00 0.0013 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 2016-11-26 2017-07-26 2017-07-26 N N N 0.0064 259368298.00 259368298.00 0.0020 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 21407981.63 21407981.63 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 16026336.00 16026336.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-03 2017-08-03 2017-08-03 N N N 0.0065 51061047.00 51061047.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A9CH2 US3130A9CH23 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-04 2017-12-04 2017-12-04 N N N 0.0066 235970500.00 235970500.00 0.0018 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 173266420.00 173266420.00 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 51078540.00 51078540.00 0.0004 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 195086385.00 195086385.00 0.0015 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 298132014.00 298132014.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-04 2017-08-04 2017-08-04 N N N 0.0066 255305235.00 255305235.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2017-11-02 2017-11-02 N N N 0.0067 1117448568.00 1117448568.00 0.0085 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A6A98 US3130A6A987 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-10 2017-02-10 2017-02-10 N N N 0.0067 213193404.00 213193404.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A7Z65 US3130A7Z651 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-11 2017-05-11 2017-05-11 N N N 0.0067 630588420.00 630588420.00 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A8AN3 US3130A8AN36 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0067 254118364.00 254118364.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A8AM5 US3130A8AM52 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0067 763355558.00 763355558.00 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A97K1 US3130A97K15 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-26 2018-02-26 2018-02-26 N N N 0.0067 199970200.00 199970200.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A97E5 US3130A97E54 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-26 2018-02-26 2018-02-26 N N N 0.0067 232965283.00 232965283.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A7XA8 US3130A7XA84 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2017-11-02 2017-11-02 N N N 0.0068 250353750.00 250353750.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2017-11-02 2017-11-02 N N N 0.0068 382540530.00 382540530.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A76B6 US3130A76B60 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2016-11-02 2016-11-02 N N N 0.0068 171082251.00 171082251.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A6BB2 US3130A6BB23 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-13 2017-02-13 2017-02-13 N N N 0.0068 22018612.00 22018612.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A6BE6 US3130A6BE61 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-14 2017-02-14 2017-02-14 N N N 0.0068 63062559.00 63062559.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8E90 US3130A8E902 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-08-07 2017-08-07 N N N 0.0070 323452846.00 323452846.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8CG6 US3130A8CG66 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-27 2017-02-27 2017-02-27 N N N 0.0070 152154584.00 152154584.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8BY8 US3130A8BY81 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-27 2017-02-27 2017-02-27 N N N 0.0070 249253233.00 249253233.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8C27 US3130A8C278 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-27 2017-02-27 2017-02-27 N N N 0.0070 249253233.00 249253233.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A7AM7 US3130A7AM79 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-08 2016-11-08 2016-11-08 N N N 0.0071 549289323.00 549289323.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8BU6 US3130A8BU69 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-27 2017-02-27 2017-02-27 N N N 0.0071 149155258.00 149155258.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7BK0 US3130A7BK05 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-17 2017-02-17 2017-02-17 N N N 0.0074 420536340.00 420536340.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7BH7 US3130A7BH75 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-17 2017-02-17 2017-02-17 N N N 0.0074 295376715.00 295376715.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7EP6 US3130A7EP64 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0074 534336954.00 534336954.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7EF8 US3130A7EF82 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-24 2017-02-24 2017-02-24 N N N 0.0077 57075582.00 57075582.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7EB7 US3130A7EB78 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-24 2017-02-24 2017-02-24 N N N 0.0077 285377910.00 285377910.00 0.0022 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 272310308.00 272310308.00 0.0021 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 347811036.00 347811036.00 0.0027 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 499673000.00 499673000.00 0.0038 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 439342777.22 439342777.22 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 249529500.00 249529500.00 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 499480500.00 499480500.00 0.0038 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 258366201.52 258366201.52 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 488524203.00 488524203.00 0.0037 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 350638821.00 350638821.00 0.0027 N N N N Freddie Mac Freddie Mac, 0.50% 3134G7ZE4 S6XOOCT0IEG5ABCC6L87 US3134G7ZE46 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-16 2016-09-16 2016-09-16 N N N 0.0050 500025500.00 500025500.00 0.0038 N N N N Freddie Mac Freddie Mac, 0.51% 3134G5UB9 S6XOOCT0IEG5ABCC6L87 US3134G5UB95 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-12 2016-12-12 2016-12-12 N N N 0.0051 250065000.00 250065000.00 0.0019 N N N N Freddie Mac Freddie Mac, 0.52% 3134G5Z24 S6XOOCT0IEG5ABCC6L87 US3134G5Z242 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-12 2017-01-12 2017-01-12 N N N 0.0052 500172500.00 500172500.00 0.0038 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 628386848.00 628386848.00 0.0048 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 643632727.50 643632727.50 0.0049 N N N N Freddie Mac Freddie Mac, 0.71% 3134G5PN9 S6XOOCT0IEG5ABCC6L87 US3134G5PN98 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0071 2000478000.00 2000478000.00 0.0153 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 471022137.00 471022137.00 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 176008096.00 176008096.00 0.0013 N N N N Bank of America NA In a joint trading account with Bank of America NA at 0.34%, dated 8/31/2016 due 09/01/2016 B4TYDEB6GKMZO031MB27 AJA489000_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 544495889.61 523720235.89 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-10-25 3 - 5.8 806946445.97 359994887.23 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 857967506.23 857967506.23 0.0065 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.34%, dated 8/31/2016 due 09/01/2016 L3I9ZG2KFGXZ61BMYR72 AJA489000_04240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-03-31 2045-05-15 0.5 - 8.875 70716731.53 73974841.71 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 72470963.67 72470963.67 0.0006 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.34%, dated 8/31/2016 due 09/01/2016 R0MUWSFPU8MPRO8K5P83 AJA489000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-09-15 2046-02-15 0 - 7.5 464491272.53 502505553.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2046-08-01 0 - 7.5 99260001.62 20060660.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 1.002 - 4 1955314294.00 48172808.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-30 2046-08-01 0.875 - 7.5 172175785.13 119656798.21 Agency Debentures and Agency Strips N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 674599182.88 674599182.88 0.0051 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 2016-10-13 2045-05-15 0 - 3.5 59530493.83 50081906.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2045-10-01 0 - 7.5 28732755.00 12220117.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-04-15 2051-05-15 2 - 6.5 12800045.00 3973518.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-19 2054-07-25 1.125 - 7.5 178017058.00 56651773.05 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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 0.34%, dated 8/31/2016 due 09/01/2016 VJW2DOOHGDT6PR0ZRO63 AJA489000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-09-01 2046-05-15 0 - 9 30183960.05 30301792.46 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-10-28 2019-10-09 0.6 - 5.05 398013.52 400015.99 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-09-09 2020-12-11 0 - 5.375 18005665.46 18051028.41 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-09-15 2046-08-01 0 - 8.5 146813294.30 75605407.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2016-10-15 2046-07-20 2.5 - 9.5 53765378.25 31587625.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-15 2046-09-01 0 - 8.5 70248142.81 47365159.44 Agency Debentures and Agency Strips N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 199313394.94 199313394.94 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 81428700.00 100194240.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-04-09 2018-04-09 0.75 - 0.75 2000.00 2002.16 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-30 2046-02-01 1.5 - 3.5 15423238.00 14741442.95 Agency Mortgage-Backed Securities N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0033 111996561.60 111996561.60 0.0009 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.34%, dated 8/31/2016 due 09/01/2016 E57ODZWZ7FF32TWEFA76 AJA489000_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 4429575.93 3502939.40 Agency Debentures and Agency Strips US TREASURY 2016-09-08 2046-02-15 0 - 9 543785164.39 586664011.53 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 5256.62 5318.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2046-07-01 0.75 - 6.75 15170573.91 12287677.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-10-20 2 - 9 60132796.23 21833325.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.125 - 7.95 4588451.93 2784651.28 Agency Debentures and Agency Strips N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 613271984.44 613271984.44 0.0047 N Y 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 132534.25 Agency Debentures and Agency Strips US TREASURY 2018-01-31 2041-08-15 0.125 - 7.25 616044078.17 667277173.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2016-09-15 2046-07-01 0.75 - 6.5 1819800.00 447634.68 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2021-08-20 2046-04-20 1.875 - 6.5 47103204.00 12524355.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-15 2045-03-01 0.875 - 5.5 13215814.00 9506812.47 Agency Debentures and Agency Strips N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0034 672980281.10 672980281.10 0.0051 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.34%, dated 8/31/2016 due 09/01/2016 1VUV7VQFKUOQSJ21A208 AJA489000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-02-15 2045-08-15 0.625 - 3.75 1325433135.11 1408524484.88 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2023-06-13 2023-06-13 1.98 - 1.98 28147532.15 28338372.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2046-04-01 3.5 - 4 72580223.98 71058709.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-10-20 2041-10-20 4 - 4 76171630.31 28005947.10 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 1504969449.81 1504969449.81 0.0115 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.34%, dated 8/31/2016 due 09/01/2016 1V8Y6QCX6YMJ2OELII46 AJA489000_26252 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 2028-10-15 0 - 0 306635.99 230556.54 Agency Debentures and Agency Strips US TREASURY 2016-10-15 2046-08-15 0 - 8.75 3633601458.94 3815275806.66 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2021-04-15 2054-05-15 3.5 - 8 203545350.02 179018926.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-20 2046-07-20 3.5 - 6.5 130281077.34 101240712.85 Agency Collateralized Mortgage Obligation U.S. TREASURY 2018-04-30 2018-04-30 0.51 - 0.51 22766764.91 22799539.29 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2021-06-25 2046-02-25 0 - 8 275804258.35 241937380.00 Agency Debentures and Agency Strips N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 4262240291.84 4262240291.84 0.0325 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.35% 9J6MBOOO7BECTDTUZW19 0000058056 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 S6XOOCT0IEG5ABCC6L87 2018-06-22 2018-06-22 1.06 - 1.06 57003000.00 57121091.22 Agency Debentures and Agency Strips N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0035 56000000.00 56000000.00 0.0004 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.37% 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 7139484.22 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2029-10-05 2045-04-06 3 - 3.5 21929000.00 22868672.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-10-14 2036-08-22 0 - 5.125 67272000.00 63574988.38 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-09-14 2036-04-21 0 - 3.17 11335000.00 11399267.47 Agency Debentures and Agency Strips FINANCE CORPORATION 2017-11-30 2019-09-26 0 - 9.8 7540000.00 8152626.27 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2036-04-01 2038-01-15 0 - 5.88 700000.00 750994.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2016-12-15 2029-07-15 0 - 6.25 90700000.00 77876257.16 Agency Debentures and Agency Strips N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0037 188000000.00 188000000.00 0.0014 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.34%, dated 8/31/2016 due 09/01/2016 KBVRJ5K57JZ3E2AVWX40 AJA489000_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 2032-05-01 2046-07-01 3.5 - 3.5 66693328.31 62556036.58 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 61327198.44 61327198.44 0.0005 N Y 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 HOME LOAN MORTGAGE CORP 2042-08-01 2044-11-01 3.5 - 4 85629695.00 69383581.35 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0038 67998640.00 67998640.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.40% 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 2025-07-01 2045-12-01 3.5 - 5 194476904.00 115268855.73 Agency Mortgage-Backed Securities N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0040 113005650.00 113005650.00 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 2042-05-01 2045-05-01 3 - 4 354795766.00 275423018.04 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-11-22 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 269991900.00 269991900.00 0.0021 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 2031-01-01 2045-12-01 3.5 - 4 405239551.00 260124385.76 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-11-23 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 254992350.00 254992350.00 0.0019 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 2042-10-01 2046-01-01 3.5 - 3.5 257249556.00 230542259.45 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-11-21 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 225993220.00 225993220.00 0.0017 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 196291230.00 184639884.82 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-11-21 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 180994570.00 180994570.00 0.0014 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 2042-10-01 2043-01-01 3.5 - 3.5 289613000.00 228485410.95 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-11-28 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 224013440.00 224013440.00 0.0017 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 2046-01-01 2046-01-01 3.5 - 3.5 146045572.00 145958096.61 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 1 N N N 0.0042 143001430.00 143001430.00 0.0011 N Y Y N 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 2046-01-01 2046-05-01 3 - 3.5 146352000.00 145957254.94 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 1 N N N 0.0042 143001430.00 143001430.00 0.0011 N Y Y N 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 242204929.00 242904178.61 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-10-11 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0042 238002380.00 238002380.00 0.0018 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.34%, dated 8/31/2016 due 09/01/2016 ZBUT11V806EZRVTWT807 AJA489000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-09-30 2045-08-15 0.5 - 9 249318832.94 283391355.42 U.S. Treasuries (including strips) U.S. TREASURY 2016-10-31 2018-01-31 0.053 - 0.592 5893949.47 5904686.17 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2023-03-01 2048-03-01 1.772 - 6.393 314143211.95 86613157.26 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 367963190.66 367963190.66 0.0028 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.36% 8NAV47T0Y26Q87Y0QP81 AIF331000 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 2025-06-01 2045-07-01 2.074 - 4 379941293.00 185503466.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-08-20 2066-07-20 1.5 - 6.5 838434447.00 163947168.36 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 2046-05-25 2046-05-25 4.2 - 4.2 20008770.00 19064656.19 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2021-06-01 2046-08-01 2 - 4.5 824522881.00 330289514.23 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 2016-10-17 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A 1.0000 7 N N N 0.0036 685000000.00 685000000.00 0.0052 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIA696000 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 - 4.675 135211331.00 71809633.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-06-15 2046-04-20 3.5 - 4 2769212.00 2890535.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2046-09-01 2 - 6.059 284988308.00 112018474.04 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0039 183007320.00 183007320.00 0.0014 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIB334000 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 2026-11-01 2046-08-01 2.134 - 4 71359510.00 39102460.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-03-20 2046-05-20 2 - 5 51533133.00 39927013.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-01 2046-08-01 2.561 - 4.5 381371974.00 62793533.03 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-10-07 N N N 0.0039 139005560.00 139005560.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIC402000 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 2026-08-01 2046-08-01 2.5 - 5.507 54424937.00 32276067.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2046-04-20 3.5 - 5 23083036.00 4287848.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-03-01 2046-06-01 1.667 - 5.769 591908909.00 150144615.36 Agency Mortgage-Backed Securities N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0039 183007320.00 183007320.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIC738000 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 2046-09-01 2.267 - 4.5 117788267.00 93838405.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2046-08-20 2 - 4.5 50750082.00 28972801.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-05-01 2046-09-01 1.917 - 5.724 661825384.00 276108164.77 Agency Mortgage-Backed Securities N/A N/A 2016-10-12 2016-10-12 2016-10-12 N N N 0.0039 391019550.00 391019550.00 0.0030 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIF339000 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 2026-09-01 2046-09-01 2 - 4.5 36461898.00 31407170.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2046-08-20 2 - 5 102082791.00 24305402.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-01 2046-08-01 2 - 6.5 166268555.00 60586322.36 Agency Mortgage-Backed Securities N/A N/A 2016-10-17 2016-10-17 2016-10-17 N N N 0.0039 114005700.00 114005700.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIH261000 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 2037-12-01 2043-09-01 2.267 - 5.507 117454302.00 41265104.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2046-04-20 3.5 - 5 1598785.00 1447058.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-01 2046-06-01 2 - 4 310802698.00 140903748.81 Agency Mortgage-Backed Securities N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0039 180005400.00 180005400.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIH262000 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 2022-06-01 2046-09-01 2.231 - 5.385 194309096.00 73456093.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-02-20 2046-05-20 2 - 5.75 86871680.00 66850235.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2046-08-01 2.197 - 5 301091505.00 112675594.69 Agency Mortgage-Backed Securities N/A N/A 2016-10-28 2016-10-28 2016-10-28 N N N 0.0039 248007440.00 248007440.00 0.0019 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 2031-08-01 2046-08-01 2.134 - 5 45032334.00 22163256.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2045-09-20 4 - 4.5 73898331.00 22730202.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2046-08-01 2.5 - 4.5 77398149.00 74501967.64 Agency Mortgage-Backed Securities N/A N/A 2016-10-24 2016-10-24 2016-10-24 N N N 0.0044 117011700.00 117011700.00 0.0009 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.50% 7TK5RJIZDFROZCA6XF66 0000812291 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 2046-08-25 2046-09-25 2.5 - 6.5 211228792.00 235948624.42 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-07 2016-09-07 2016-11-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A 1.0000 7 N N N 0.0050 229000000.00 229000000.00 0.0017 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.34%, dated 8/31/2016 due 09/01/2016 7TK5RJIZDFROZCA6XF66 AJA489000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2031-02-15 2046-08-15 2.25 - 5.375 194195578.90 236861696.03 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-02-15 2045-10-01 2 - 5.5 125345860.58 90047168.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-05-15 2045-11-20 2 - 4.5 25701176.49 24249588.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-07-25 2045-12-01 2.269 - 8.137 150117499.50 120592005.48 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 459953988.33 459953988.33 0.0035 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 2024-03-25 2046-07-01 1.5 - 7.5 70378277.00 45906729.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-20 2046-07-20 1.875 - 4.5 74804699.00 65466045.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2046-07-01 2.362 - 6 250794756.00 133598015.32 Agency Mortgage-Backed Securities N/A N/A 2016-09-06 2016-09-06 2016-09-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 6 N N N 0.0034 240000000.00 240000000.00 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 2028-04-01 2046-05-01 2.5 - 6 97706637.00 25095188.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2046-04-20 3.5 - 4.5 54321660.00 52703387.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-07-01 1.667 - 6 184391597.00 93794994.89 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 1 N N N 0.0035 168000000.00 168000000.00 0.0013 N Y 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 2045-06-15 2.815 - 4 4626397.00 3842399.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2045-02-20 2046-04-20 3 - 4.5 36471869.00 33300202.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2046-07-01 2.387 - 5 112048936.00 83303895.87 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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 2023-09-01 2046-05-01 2.5 - 5 115457902.00 52847482.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2027-02-20 2046-04-20 3 - 4.5 133043719.00 98987005.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2046-06-01 2.349 - 6 262950488.00 211446970.77 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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 0.0027 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 2046-05-01 2.535 - 4 146149779.00 97633958.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2046-04-20 0.762 - 4.5 98677748.00 76971578.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-07-01 2.349 - 5.5 194160498.00 142776787.01 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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 2040-03-01 2046-07-01 2.5 - 4 24818295.00 19527052.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-20 2045-11-20 3 - 4 33687050.00 24177296.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2046-07-01 2.134 - 6 146370602.00 83883878.01 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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 2030-02-01 2046-05-01 2.264 - 6 37251782.00 9785555.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-11-15 2046-05-15 3 - 8 39081594.00 28555376.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-11-01 2046-08-01 1.667 - 6 295570973.00 194396840.42 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 2016-10-03 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 228000000.00 228000000.00 0.0017 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 2046-09-01 2.544 - 4 25881563.00 20914975.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2036-01-20 2046-07-20 2 - 4.5 153479256.00 111283499.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2046-08-01 2.25 - 7 190911306.00 110674813.37 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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., 0.36% 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 2042-06-01 2.488 - 2.815 32594728.00 12418444.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2034-11-01 2046-06-01 2.425 - 5.5 133166503.00 79384087.16 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 2016-10-24 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0036 90000000.00 90000000.00 0.0007 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.34%, dated 8/31/2016 due 09/01/2016 O2RNE8IBXP4R0TD8PU41 AJA489000_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 12892435.88 12133200.33 Agency Debentures and Agency Strips US TREASURY 2016-11-03 2045-11-15 0 - 8.875 72779972.91 77859036.28 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2043-02-01 2.152 - 6.75 146490011.23 2276777.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2034-11-15 2034-11-15 6 - 6 111.08 8.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2043-06-01 1.937 - 6 81533560.64 6170032.34 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 96283701.56 96283701.56 0.0007 N Y Y N Wells Fargo Bank, NA In a joint trading account with Wells Fargo Bank, NA at 0.34%, dated 8/31/2016 due 09/01/2016 KB1H1DSPRFMYMCUFXT09 AJA489000_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 470973442.10 359687415.94 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 352631391.05 352631391.05 0.0027 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.34%, dated 8/31/2016 due 09/01/2016 VYVVCKR63DVZZN70PB21 AJA489000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-13 2046-02-15 0 - 9 1661665421.78 1815619287.07 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2021-06-15 2050-06-15 0.651 - 5.5 527025671.58 303700905.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2016-11-30 2018-10-01 0 - 0.875 77879529.72 77808114.94 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-04-20 2046-04-20 3 - 3 1102937.42 408984.40 Agency Collateralized Mortgage Obligation FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-08-30 2021-01-07 0 - 1.92 2872433.43 2882104.77 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2027-08-25 2055-03-25 0.708 - 4 114994148.98 56888293.75 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 2205524756.16 2205524756.16 0.0168 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.34% 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 2046-06-01 2046-06-01 3.5 - 3.5 97845463.00 102935605.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-01 2046-08-01 4 - 4.5 11142350.00 12332014.59 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 113000000.00 113000000.00 0.0009 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.34% 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 2026-01-15 2055-01-15 3 - 4 183126468.00 194073543.79 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2024-01-25 2046-08-01 3 - 4 468532809.00 495632729.77 Agency Mortgage-Backed Securities N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0034 672980281.10 672980281.10 0.0051 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 FEDERAL NATIONAL MORTGAGE ASSOC 2044-04-01 2046-09-01 3.5 - 5 442510283.00 475630543.21 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0042 466004660.00 466004660.00 0.0036 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 FEDERAL NATIONAL MORTGAGE ASSOC 2039-01-01 2046-08-01 4 - 5 90271407.00 97979405.69 Agency Mortgage-Backed Securities N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0042 96001920.00 96001920.00 0.0007 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 1299632100.00 1299632100.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% to 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 885357650.00 885357650.00 0.0068 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 1069684350.00 1069684350.00 0.0082 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 1024612550.00 1024612550.00 0.0078 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 293661018.00 293661018.00 0.0022 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 998671000.00 998671000.00 0.0076 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 651686388.00 651686388.00 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 1398570600.00 1398570600.00 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796JA8 US912796JA86 U.S. Treasury Debt N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0040 249537250.00 249537250.00 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% 912796KG3 US912796KG38 U.S. Treasury Debt N/A N/A 2017-02-09 2017-02-09 2017-02-09 N N N 0.0043 499020000.00 499020000.00 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.44% to 0.45% 912796KH1 US912796KH11 U.S. Treasury Debt N/A N/A 2017-02-16 2017-02-16 2017-02-16 N N N 0.0045 1796288400.00 1796288400.00 0.0137 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796KJ7 US912796KJ76 U.S. Treasury Debt N/A N/A 2017-02-23 2017-02-23 2017-02-23 N N N 0.0045 1820941200.00 1820941200.00 0.0139 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 231510739.20 231510739.20 0.0018 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 1227660304.00 1227660304.00 0.0094 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 703823916.00 703823916.00 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 50066850.00 50066850.00 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% to 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 494802256.00 494802256.00 0.0038 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 30024090.00 30024090.00 0.0002 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 355315136.00 355315136.00 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828MK3 US912828MK32 U.S. Treasury Debt N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0045 400348705.68 400348705.68 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% 912828B74 US912828B741 U.S. Treasury Debt N/A N/A 2017-02-15 2017-02-15 2017-02-15 N N N 0.0046 25011700.00 25011700.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828J35 US912828J355 U.S. Treasury Debt N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0048 214978930.00 214978930.00 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828MS6 US912828MS67 U.S. Treasury Debt N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0048 93116512.00 93116512.00 0.0007 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.34% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-08-31 2041-02-15 0.625 - 7.875 259716400.00 277442809.08 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 272000000.00 272000000.00 0.0021 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.35% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-30 2022-11-30 0 - 4.25 157473300.00 159121640.86 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0035 156000000.00 156000000.00 0.0012 N Y 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 2016-09-15 2045-11-15 0 - 8.5 1302372280.11 1486746009.02 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 2 N N N 0.0033 1450000000.00 1450000000.00 0.0111 N N 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 2016-09-15 2044-11-15 0 - 8.875 514869400.00 583086397.52 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 569000000.00 569000000.00 0.0043 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 2016-09-15 2046-02-15 0 - 6.75 514473444.92 575169809.00 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 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., 0.37% R0MUWSFPU8MPRO8K5P83 AII024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-27 2043-11-15 0 - 8.5 795427700.00 826277861.94 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-11-21 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 810000000.00 810000000.00 0.0062 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.37% R0MUWSFPU8MPRO8K5P83 AII028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-09-15 2046-08-15 0 - 8.875 1168121200.00 1243795920.99 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-11-22 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 1216000000.00 1216000000.00 0.0093 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.50% AJA070000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-30 2046-08-15 0.625 - 3 1511317000.00 1561142631.24 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0050 1530000000.00 1530000000.00 0.0117 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.50% AJA072000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 424285000.00 442682298.90 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0050 434000000.00 434000000.00 0.0033 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.34% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2021-01-31 1.375 - 1.375 173084000.00 175441665.10 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 172000000.00 172000000.00 0.0013 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.35% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-30 2043-08-15 1.625 - 3.625 255847000.00 278173849.02 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0035 272000000.00 272000000.00 0.0021 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.37% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2043-08-15 1.625 - 3.625 246618200.00 291510124.10 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A 1.0000 1 N N N 0.0037 284000000.00 284000000.00 0.0022 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 2021-05-15 2021-05-15 3.125 - 3.125 255976700.00 281002056.18 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0025 281000000.00 281000000.00 0.0021 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.33% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 1.75 353535000.00 366873875.55 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 357000000.00 357000000.00 0.0027 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.38% OXTKY6Q8X53C9ILVV871 AII820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-15 2025-08-15 1.625 - 2.5 1895702000.00 1998044154.60 U.S. Treasuries (including strips) N/A N/A 2016-09-06 2016-09-06 2016-09-06 Y NOMURA SECS INTL INC (GOV REPO) N/A N/A 1.0000 6 N N N 0.0038 1956000000.00 1956000000.00 0.0149 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.33% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-09-30 2024-11-15 0.5 - 3.875 261919300.00 266260727.11 U.S. Treasuries (including strips) U.S. TREASURY 2017-10-31 2018-07-31 0.488 - 0.592 6066800.00 6081010.75 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 267000000.00 267000000.00 0.0020 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.33% ES7IP3U3RHIGC71XBU11 AIH650000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-11-15 2043-11-15 3.75 - 3.75 164673000.00 222080807.24 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 216000000.00 216000000.00 0.0016 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AJA114000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2046-08-15 1.625 - 2.25 248732000.00 251176900.70 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 244000000.00 244000000.00 0.0019 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AIH966000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-10-31 2045-05-15 1.5 - 3 425240000.00 468193053.74 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0034 453997321.40 453997321.40 0.0035 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AII824000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2025-08-15 1.375 - 2 441542000.00 450440318.08 U.S. Treasuries (including strips) N/A N/A 2016-09-06 2016-09-06 2016-09-06 Y ROYAL BANK OF CAN (GOV REPO) N/A N/A 1.0000 6 N N N 0.0034 439000000.00 439000000.00 0.0033 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AIJ500000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2046-08-15 2 - 2.25 377223000.00 390775621.37 U.S. Treasuries (including strips) N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0034 382988778.10 382988778.10 0.0029 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AIH305000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2025-11-15 1.5 - 2.25 481194000.00 501412908.51 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 Y ROYAL BANK OF CAN (GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 490000000.00 490000000.00 0.0037 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.35% ES7IP3U3RHIGC71XBU11 AJA133000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 243669000.00 246946348.05 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0035 241000000.00 241000000.00 0.0018 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 2016-09-01 2018-01-31 0 - 0.75 140781000.00 140850736.58 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0040 138000000.00 138000000.00 0.0011 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 2017-01-31 2019-06-15 0.5 - 0.875 194768400.00 194941221.91 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0040 191001910.00 191001910.00 0.0015 N N Y N Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2016-09-06 Stephanie Dorsey Stephanie Dorsey President and Treasurer