N-MFP LIVE N 2014-11-30 0000356173 S000004820 5 N N 002-74808 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Government/Agency 55 111 25877400632.60 128754350.14 274459769.44 25731695213.30 0.0012 1.0004 2014-11-28 1.0004 2014-11-28 C000013039 1000000.00 21811494576.93 1.00 -961151140.13 11364367288.58 12325518428.71 0.0001 1.0004 2014-11-28 1.0004 2014-11-28 C000013080 1000000.00 386739847.44 1.00 32403670.82 650660652.34 618256981.52 0.0001 1.0006 2014-11-28 1.0006 2014-11-28 C000013081 1000000.00 2258995665.97 1.00 10684063.35 489031308.22 478347244.87 0.0001 1.0006 2014-11-28 1.0006 2014-11-28 C000013082 1000000.00 671019008.64 1.00 83338376.46 158781173.60 75442797.14 0.0001 1.0002 2014-11-28 1.0002 2014-11-28 C000141704 10000000.00 603446114.32 1.00 247114137.00 260814137.00 13700000.00 0.0001 1.0001 2014-11-28 1.0001 2014-11-28 Fannie Mae Fannie Mae, 0.09% 313589V34 Government Agency Debt First Tier Security 2014-12-31 2014-12-31 N N N 376223000.00 376194783.29 0.0146 N 376215099.32 376215099.32 Fannie Mae Fannie Mae, 0.12% 3135G0HG1 Government Agency Debt First Tier Security 2015-03-16 2015-03-16 N N N 75538000.00 75591963.58 0.0029 N 75594426.89 75594426.89 Fannie Mae Fannie Mae, 0.13% 3135G0YF4 Government Agency Debt First Tier Security 2014-12-05 2015-08-05 N N N 72060000.00 72050088.49 0.0028 N 72075781.14 72075781.14 Fannie Mae Fannie Mae, 0.13% 3135G0FY4 Government Agency Debt First Tier Security 2014-12-19 2014-12-19 N N N 43987000.00 44000276.79 0.0017 N 44001691.66 44001691.66 Fannie Mae Fannie Mae, 0.15% 31359MA45 Government Agency Debt First Tier Security 2015-04-15 2015-04-15 N N N 66000000.00 67184464.29 0.0026 N 67190442.00 67190442.00 Fannie Mae Fannie Mae, 0.15% 31398AU34 Government Agency Debt First Tier Security 2015-07-28 2015-07-28 N N N 136787000.00 138786297.32 0.0054 N 138783269.48 138783269.48 Fannie Mae Fannie Mae, 0.17% 3135G0HB2 Government Agency Debt First Tier Security 2014-12-20 2015-01-20 N N N 203720000.00 203722196.43 0.0079 N 203744853.84 203744853.84 Fannie Mae Fannie Mae, 0.22% to 0.23% 3135G0QB2 Government Agency Debt First Tier Security 2015-10-22 2015-10-22 N N N 195200000.00 195668077.25 0.0076 N 195696588.80 195696588.80 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC6Q2 Government Agency Debt First Tier Security 2014-12-12 2015-01-12 N N N 64000000.00 63998895.74 0.0025 N 64006080.00 64006080.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EC2H6 Government Agency Debt First Tier Security 2014-12-13 2015-01-13 N N N 97000000.00 96997712.37 0.0038 N 97009312.00 97009312.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EDV90 Government Agency Debt First Tier Security 2014-12-19 2016-09-19 N N N 153900000.00 153885975.12 0.0060 N 153910157.40 153910157.40 Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ECBV5 Government Agency Debt First Tier Security 2014-12-26 2014-12-26 N N N 100000000.00 99999301.36 0.0039 N 100008400.00 100008400.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133ECC93 Government Agency Debt First Tier Security 2014-12-02 2015-01-02 N N N 250000000.00 249998893.45 0.0097 N 250016250.00 250016250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313384AR0 Government Agency Debt First Tier Security 2015-01-16 2015-01-16 N N N 253000000.00 252973167.94 0.0098 N 252987350.00 252987350.00 Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385U46 Government Agency Debt First Tier Security 2014-12-24 2014-12-24 N N N 143000000.00 142991046.62 0.0056 N 142997712.00 142997712.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130A3DA9 Government Agency Debt First Tier Security 2014-12-16 2015-10-16 N N N 361000000.00 361000000.00 0.0140 N 361036461.00 361036461.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130A3E42 Government Agency Debt First Tier Security 2014-12-22 2015-10-22 N N N 224950000.00 224950000.00 0.0087 N 224970695.40 224970695.40 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384AW9 Government Agency Debt First Tier Security 2015-01-21 2015-01-21 N N N 499900000.00 499825639.88 0.0194 N 499872505.50 499872505.50 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A1UT3 Government Agency Debt First Tier Security 2014-12-02 2015-11-02 N N N 199900000.00 199896260.91 0.0078 N 199932583.70 199932583.70 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3GT5 Government Agency Debt First Tier Security 2014-12-07 2016-06-07 N N N 129940000.00 129912978.82 0.0050 N 129871521.62 129871521.62 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A1WW4 Government Agency Debt First Tier Security 2014-12-09 2015-11-09 N N N 199925000.00 199920809.89 0.0078 N 199956588.15 199956588.15 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3FR0 Government Agency Debt First Tier Security 2015-02-06 2016-05-06 N N N 81000000.00 80987816.29 0.0031 N 80967762.00 80967762.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3G99 Government Agency Debt First Tier Security 2015-02-10 2016-05-10 N N N 83000000.00 82981352.37 0.0032 N 82980578.00 82980578.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3GR9 Government Agency Debt First Tier Security 2015-02-12 2016-05-12 N N N 130000000.00 129970681.80 0.0051 N 129936690.00 129936690.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A22U9 Government Agency Debt First Tier Security 2015-02-23 2015-11-23 N N N 199950000.00 199909697.04 0.0078 N 199936403.40 199936403.40 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A1FG8 Government Agency Debt First Tier Security 2015-03-02 2015-03-02 N N N 256350000.00 256361728.99 0.0100 N 256355383.35 256355383.35 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A2DJ2 Government Agency Debt First Tier Security 2015-03-11 2015-03-11 N N N 106810000.00 106802843.73 0.0042 N 106802202.87 106802202.87 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A2DE3 Government Agency Debt First Tier Security 2015-03-11 2015-03-11 N N N 100000000.00 99994843.58 0.0039 N 99992700.00 99992700.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A2DH6 Government Agency Debt First Tier Security 2015-03-11 2015-03-11 N N N 137000000.00 136992365.64 0.0053 N 136989999.00 136989999.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313376ZQ1 Government Agency Debt First Tier Security 2015-03-13 2015-03-13 N N N 25080000.00 25097401.44 0.0010 N 25101443.40 25101443.40 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3133XWX95 Government Agency Debt First Tier Security 2015-03-13 2015-03-13 N N N 13500000.00 13598938.99 0.0005 N 13601277.00 13601277.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A1QG6 Government Agency Debt First Tier Security 2015-04-21 2015-04-21 N N N 50000000.00 50000803.16 0.0019 N 50002600.00 50002600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A15R5 Government Agency Debt First Tier Security 2014-12-03 2015-09-03 N N N 163950000.00 163930746.01 0.0064 N 163961968.35 163961968.35 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1B56 Government Agency Debt First Tier Security 2014-12-10 2014-12-10 N N N 110050000.00 110049596.56 0.0043 N 110050000.00 110050000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1DP0 Government Agency Debt First Tier Security 2014-12-14 2015-09-14 N N N 270760000.00 270726903.98 0.0105 N 270778411.68 270778411.68 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A15Z7 Government Agency Debt First Tier Security 2014-12-17 2015-09-17 N N N 89950000.00 89938707.69 0.0035 N 89956386.45 89956386.45 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1ES3 Government Agency Debt First Tier Security 2014-12-21 2015-09-21 N N N 299925000.00 299887428.81 0.0117 N 299944495.13 299944495.13 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A13N6 Government Agency Debt First Tier Security 2015-02-26 2015-08-26 N N N 84000000.00 83990771.73 0.0033 N 84004284.00 84004284.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A2HP4 Government Agency Debt First Tier Security 2015-04-01 2015-04-01 N N N 182950000.00 182936734.00 0.0071 N 182933168.60 182933168.60 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A2JQ0 Government Agency Debt First Tier Security 2015-04-02 2015-04-02 N N N 125000000.00 124990866.70 0.0049 N 124988250.00 124988250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A0D56 Government Agency Debt First Tier Security 2014-12-25 2015-11-25 N N N 314960000.00 314897730.52 0.0122 N 315054488.00 315054488.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A2JY3 Government Agency Debt First Tier Security 2015-04-07 2015-04-07 N N N 199920000.00 199901270.82 0.0078 N 199898208.72 199898208.72 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0EP1 Government Agency Debt First Tier Security 2014-12-11 2015-12-11 N N N 299950000.00 299918577.66 0.0117 N 300067280.45 300067280.45 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A2BH8 Government Agency Debt First Tier Security 2015-06-05 2015-06-05 N N N 73700000.00 73689851.74 0.0029 N 73674352.40 73674352.40 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A2CL8 Government Agency Debt First Tier Security 2015-06-08 2015-06-08 N N N 75000000.00 74989514.40 0.0029 N 74996700.00 74996700.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A0M98 Government Agency Debt First Tier Security 2015-01-13 2015-01-13 N N N 97950000.00 97949151.96 0.0038 N 97955387.25 97955387.25 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A0N30 Government Agency Debt First Tier Security 2015-01-15 2015-01-15 N N N 169000000.00 169000551.11 0.0066 N 169016393.00 169016393.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A1E79 Government Agency Debt First Tier Security 2015-03-12 2015-03-12 N N N 62960000.00 62956973.64 0.0024 N 62966547.84 62966547.84 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A0PS3 Government Agency Debt First Tier Security 2015-07-29 2015-07-29 N N N 139950000.00 140031484.49 0.0054 N 140002761.15 140002761.15 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A2PC4 Government Agency Debt First Tier Security 2015-08-17 2015-08-17 N N N 128000000.00 128022974.77 0.0050 N 128027520.00 128027520.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A2P91 Government Agency Debt First Tier Security 2015-08-17 2015-08-17 N N N 106000000.00 106021148.91 0.0041 N 105963324.00 105963324.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A2WJ1 Government Agency Debt First Tier Security 2015-08-25 2015-08-25 N N N 150880000.00 150900082.85 0.0059 N 150846052.00 150846052.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A2S31 Government Agency Debt First Tier Security 2015-08-28 2015-08-28 N N N 155000000.00 155033426.03 0.0060 N 154946060.00 154946060.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A1HL5 Government Agency Debt First Tier Security 2015-04-15 2015-04-15 N N N 150000000.00 149980171.89 0.0058 N 150002400.00 150002400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A2TH9 Government Agency Debt First Tier Security 2015-08-07 2015-08-07 N N N 134950000.00 134892607.06 0.0052 N 134908840.25 134908840.25 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A2PH3 Government Agency Debt First Tier Security 2015-08-18 2015-08-18 N N N 50985000.00 50989629.11 0.0020 N 50996471.63 50996471.63 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A2PQ3 Government Agency Debt First Tier Security 2015-08-19 2015-08-19 N N N 112000000.00 112010175.69 0.0044 N 112024752.00 112024752.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A2UE4 Government Agency Debt First Tier Security 2015-08-13 2015-08-13 N N N 90000000.00 89957572.47 0.0035 N 89948880.00 89948880.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2G75 Government Agency Debt First Tier Security 2015-07-17 2015-07-17 N N N 180800000.00 180800000.00 0.0070 N 180794756.80 180794756.80 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2P83 Government Agency Debt First Tier Security 2015-08-17 2015-08-17 N N N 199950000.00 199950000.00 0.0078 N 199939402.65 199939402.65 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2WX0 Government Agency Debt First Tier Security 2015-08-27 2015-08-27 N N N 177000000.00 176976895.30 0.0069 N 176972742.00 176972742.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2W44 Government Agency Debt First Tier Security 2015-09-18 2015-09-18 N N N 72000000.00 71995390.56 0.0028 N 71989488.00 71989488.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2S72 Government Agency Debt First Tier Security 2015-08-27 2015-08-27 N N N 229940000.00 229940000.00 0.0089 N 229979089.80 229979089.80 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XE1 Government Agency Debt First Tier Security 2015-09-29 2015-09-29 N N N 140970000.00 140970000.00 0.0055 N 140994528.78 140994528.78 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XR2 Government Agency Debt First Tier Security 2015-10-02 2015-10-02 N N N 204955000.00 204955000.00 0.0080 N 205023864.88 205023864.88 Freddie Mac Freddie Mac, 0.08% 3137EADA4 Government Agency Debt First Tier Security 2014-12-29 2014-12-29 N N N 50085000.00 50106221.06 0.0019 N 50104483.07 50104483.07 Freddie Mac Freddie Mac, 0.10% 3134G32E9 Government Agency Debt First Tier Security 2014-12-03 2014-12-03 N N N 31725000.00 31725374.91 0.0012 N 31725475.88 31725475.88 Freddie Mac Freddie Mac, 0.12% 3134G5PN9 Government Agency Debt First Tier Security 2015-02-14 2016-11-14 N N N 300000000.00 299909323.98 0.0117 N 299826300.00 299826300.00 Freddie Mac Freddie Mac, 0.13% 3134G3H78 Government Agency Debt First Tier Security 2014-12-05 2014-12-05 N N N 13950000.00 13950326.65 0.0005 N 13950446.40 13950446.40 Freddie Mac Freddie Mac, 0.14% 3134G4DT2 Government Agency Debt First Tier Security 2014-12-16 2015-07-16 N N N 125000000.00 124992124.50 0.0049 N 125043375.00 125043375.00 Freddie Mac Freddie Mac, 0.14% 3134G4DU9 Government Agency Debt First Tier Security 2014-12-17 2015-07-17 N N N 125000000.00 124992089.80 0.0049 N 125042500.00 125042500.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-12-26 2015-06-26 N N N 223000000.00 222987353.14 0.0087 N 223072475.00 223072475.00 Freddie Mac Freddie Mac, 0.15% 313396HX4 Government Agency Debt First Tier Security 2015-07-09 2015-07-09 N N N 199925000.00 199741735.00 0.0078 N 199815041.25 199815041.25 Freddie Mac Freddie Mac, 0.15% to 0.20% 3134A4VC5 Government Agency Debt First Tier Security 2015-07-17 2015-07-17 N N N 368487000.00 378197021.83 0.0147 N 378460837.63 378460837.63 U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828WK2 Treasury Debt First Tier Security 2014-12-01 2016-01-31 N N N 75000000.00 74977839.75 0.0029 N 74989950.00 74989950.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828SK7 Treasury Debt First Tier Security 2015-03-15 2015-03-15 N N N 70000000.00 70041982.95 0.0027 N 70060130.00 70060130.00 Bank of America NA In a joint trading account with Bank of America NA at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2024-07-25 2.413 - 3.531 Government Agency Debt 244457388.42 256759425.31 FEDERAL NATIONAL MORTGAGE ASSOC 2041-07-25 2042-07-01 3.5 - 5.8 Government Agency Debt 291737666.08 78673439.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2040-04-16 3 - 5.25 Government Agency Debt 549430860.27 211188121.06 Unrated Security 2014-12-01 2014-12-01 N N N 530758381.00 530758381.44 0.0206 N 530758381.44 530758381.44 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_06453 Government Agency Repurchase Agreement Y US TREASURY 2015-07-31 2021-08-31 0.25 - 2.375 Treasury Debt 39372504.47 39749907.10 FEDERAL HOME LOAN MORTGAGE CORP 2019-05-01 2044-11-01 2.021 - 8 Government Agency Debt 153266689.68 90157825.43 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2052-11-01 1.921 - 6.5 Government Agency Debt 569719211.20 349467537.78 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-07-15 2064-11-20 1.144 - 8 Government Agency Debt 219520521.71 134059461.00 Unrated Security 2014-12-01 2014-12-01 N N N 601402590.00 601402589.76 0.0234 N 601402589.76 601402589.76 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 48X997UT4 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2022-07-15 2044-02-15 0.125 - 3.375 Treasury Debt 14856900.00 27853784.76 FEDERAL FARM CREDIT 2017-06-22 2017-06-22 N/A Government Agency Debt 54026000.00 54043828.58 FEDERAL HOME LOAN BANK 2014-12-24 2015-08-28 0 - 0.125 Government Agency Debt 90221000.00 90207377.24 FEDERAL HOME LOAN MORTGAGE CORP 2019-06-01 2044-10-01 1.655 - 6.5 Government Agency Debt 151555060.00 64907326.06 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-03 2044-11-01 0 - 8 Government Agency Debt 327795047.00 192294794.97 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-01-15 2044-11-20 1.625 - 6.5 Government Agency Debt 203278920.00 125258217.84 First Tier Security 2014-12-05 2014-12-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 543382000.00 543382000.00 0.0211 N 543382000.00 543382000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 48X997UY3 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2016-01-31 2044-02-15 0 - 6.125 Treasury Debt 265492583.00 211537187.93 FEDERAL FARM CREDIT 2016-02-26 2016-06-20 0.185 - 0.3 Government Agency Debt 70000000.00 69995100.00 FEDERAL HOME LOAN MORTGAGE CORP 2015-01-15 2044-04-01 1.995 - 5.5 Government Agency Debt 32422338.00 28642058.77 FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-15 2044-11-01 3 - 6.131 Government Agency Debt 373774365.00 229383735.49 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-06-20 2044-09-20 1.625 - 5 Government Agency Debt 36153326.00 13201990.18 First Tier Security 2014-12-05 2014-12-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 541146000.00 541146000.00 0.0210 N 541146000.00 541146000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 48X997TV1 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2020-08-15 2020-08-15 2.625 - 2.625 Treasury Debt 7667800.00 8109816.54 FEDERAL FARM CREDIT 2016-06-20 2016-06-20 0.185 - 0.185 Government Agency Debt 12740000.00 12750206.16 FEDERAL HOME LOAN BANK 2015-01-09 2021-05-28 0.11 - 2.3 Government Agency Debt 35400000.00 35434523.07 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-10 2044-10-01 1.281 - 6 Government Agency Debt 459603491.00 73171960.53 FEDERAL NATIONAL MORTGAGE ASSOC 2015-09-01 2046-10-01 1.788 - 7.5 Government Agency Debt 1639928436.00 278685932.42 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2044-11-20 1.625 - 5.5 Government Agency Debt 111735611.00 43830016.08 TENNESEE VALLEY AUTHORITY 2022-08-15 2022-08-15 1.875 - 1.875 Government Agency Debt 720000.00 697892.10 First Tier Security 2014-12-05 2014-12-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 443742000.00 443742000.00 0.0172 N 443742000.00 443742000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.09%, dated 11/28/2014 due 12/01/2014 49A99XGV1_07629 Government Agency Repurchase Agreement Y US TREASURY 2014-11-30 2044-08-15 0 - 11.25 Treasury Debt 35016398.65 36393198.22 FEDERAL AGRICULTURE MORTGAGE CORP 2015-08-03 2015-08-03 0 - 0 Government Agency Debt 1266149.07 1265326.07 FEDERAL FARM CREDIT 2017-04-03 2017-04-03 0.16 - 0.16 Government Agency Debt 1032172.26 1032161.94 FEDERAL HOME LOAN MORTGAGE CORP 2016-01-31 2050-11-15 0.065 - 7 Government Agency Debt 25976288.47 12760095.31 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2044-10-01 0.467 - 7 Government Agency Debt 41665424.21 15044636.19 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-20 2044-11-20 0.685 - 6.5 Government Agency Debt 21914156.71 9276794.93 Unrated Security 2014-12-01 2014-12-01 N N N 74286483.00 74286483.37 0.0029 N 74286483.37 74286483.37 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_07629 Government Agency Repurchase Agreement Y US TREASURY 2014-11-30 2044-08-15 0 - 11.25 Treasury Debt 243226059.59 252789394.09 FEDERAL AGRICULTURE MORTGAGE CORP 2015-08-03 2015-08-03 0 - 0 Government Agency Debt 8794749.25 8789032.66 FEDERAL FARM CREDIT 2017-04-03 2017-04-03 0.16 - 0.16 Government Agency Debt 7169531.97 7169460.27 FEDERAL HOME LOAN MORTGAGE CORP 2016-01-31 2050-11-15 0.065 - 7 Government Agency Debt 180432896.18 88632406.24 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2044-10-01 0.467 - 7 Government Agency Debt 289410597.25 104500967.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-20 2044-11-20 0.685 - 6.5 Government Agency Debt 152217079.31 64437187.69 Unrated Security 2014-12-01 2014-12-01 N N N 515998479.00 515998478.98 0.0201 N 515998478.98 515998478.98 Citibank NA In a joint trading account with Citibank NA at 0.09%, dated 11/28/2014 due 12/01/2014 49A99XGV1_26602 Government Agency Repurchase Agreement Y US TREASURY 2015-02-05 2041-05-15 0 - 7.5 Treasury Debt 2091625.36 2210096.62 FEDERAL FARM CREDIT 2017-09-18 2017-09-18 1.55 - 1.55 Government Agency Debt 1392.87 1419.15 FEDERAL HOME LOAN BANK 2014-12-12 2016-09-09 0 - 5.375 Government Agency Debt 114215.47 114426.22 FEDERAL HOME LOAN MORTGAGE CORP 2014-12-01 2048-05-01 0 - 12.5 Government Agency Debt 142322606.31 16913773.02 FINANCE CORPORATION 2018-04-06 2018-04-06 0 - 0 Government Agency Debt 3342.89 3193.60 FEDERAL NATIONAL MORTGAGE ASSOC 2015-01-01 2047-11-01 0 - 11.5 Government Agency Debt 184688275.52 24695274.23 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-01-15 2049-11-15 1.125 - 13 Government Agency Debt 782646039.93 50787414.10 Unrated Security 2014-12-01 2014-12-01 N N N 92858104.00 92858104.21 0.0036 N 92858104.21 92858104.21 Citibank NA Citibank NA, 0.09% 48Y99QPP5 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2016-01-31 2016-01-31 0.375 - 0.375 Treasury Debt 4839300.00 4855046.24 FEDERAL FARM CREDIT 2014-12-29 2017-01-20 0.3 - 5.2 Government Agency Debt 6941000.00 7182666.21 FEDERAL HOME LOAN BANK 2014-12-12 2036-07-15 0 - 5.625 Government Agency Debt 86672612.00 87074370.08 FEDERAL NATIONAL MORTGAGE ASSOC 2014-12-19 2030-11-15 0.375 - 7.25 Government Agency Debt 41692000.00 42444236.55 First Tier Security 2014-12-02 2014-12-02 N N N 138777000.00 138777000.00 0.0054 N 138776375.50 138776375.50 Citibank NA Citibank NA, 0.09% 48Y99QPN0 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2015-08-31 2044-02-15 0 - 8.75 Treasury Debt 16597693.00 14501753.50 FEDERAL FARM CREDIT 2016-04-20 2016-05-25 0.225 - 0.242 Government Agency Debt 421000.00 421613.96 FEDERAL HOME LOAN BANK 2015-01-13 2022-06-20 0.115 - 2.5 Government Agency Debt 625000.00 627904.94 FEDERAL HOME LOAN MORTGAGE CORP 2015-03-01 2044-11-01 0 - 9.5 Government Agency Debt 986872550.00 210165219.13 FINANCE CORPORATION 2018-04-06 2018-04-06 N/A Government Agency Debt 12000.00 11464.08 FEDERAL NATIONAL MORTGAGE ASSOC 2014-12-19 2044-10-01 0 - 8 Government Agency Debt 1918468735.00 426805449.13 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-09-15 2045-10-15 1.625 - 9 Government Agency Debt 947573067.00 195716832.81 RESOLUTION FUNDING CORP 2030-01-15 2030-01-15 N/A Government Agency Debt 423000.00 262640.70 TENNESEE VALLEY AUTHORITY 2030-05-01 2030-05-01 7.125 - 7.125 Government Agency Debt 620000.00 912194.07 First Tier Security 2014-12-02 2014-12-02 N N N 832663000.00 832663000.00 0.0324 N 832659253.02 832659253.02 Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_26602 Government Agency Repurchase Agreement Y US TREASURY 2015-02-05 2041-05-15 0 - 7.5 Treasury Debt 2899522.92 3063754.11 FEDERAL FARM CREDIT 2017-09-18 2017-09-18 1.55 - 1.55 Government Agency Debt 1930.87 1967.30 FEDERAL HOME LOAN BANK 2014-12-12 2016-09-09 0 - 5.375 Government Agency Debt 158331.59 158623.74 FEDERAL HOME LOAN MORTGAGE CORP 2014-12-01 2048-05-01 0 - 12.5 Government Agency Debt 197295207.16 23446776.58 FINANCE CORPORATION 2018-04-06 2018-04-06 0 - 0 Government Agency Debt 4634.10 4427.14 FEDERAL NATIONAL MORTGAGE ASSOC 2015-01-01 2047-11-01 0 - 11.5 Government Agency Debt 256024763.22 34233909.64 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-01-15 2049-11-15 1.125 - 13 Government Agency Debt 1084945790.35 70404229.15 Unrated Security 2014-12-01 2014-12-01 N N N 128724869.00 128724869.38 0.0050 N 128724869.38 128724869.38 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_04361 Government Agency Repurchase Agreement Y US TREASURY 2015-05-28 2044-11-15 0 - 10.625 Treasury Debt 64565653.23 67041485.38 FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2044-06-01 2.5 - 4 Government Agency Debt 13899001.86 11537508.03 FEDERAL NATIONAL MORTGAGE ASSOC 2025-10-01 2044-10-01 2.5 - 5.5 Government Agency Debt 41399581.74 30304918.89 Unrated Security 2014-12-01 2014-12-01 N N N 106656278.00 106656277.78 0.0041 N 106656277.78 106656277.78 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_39304 Government Agency Repurchase Agreement Y US TREASURY 2014-11-30 2044-11-15 0.125 - 10.625 Treasury Debt 357452135.81 376363863.47 FEDERAL HOME LOAN MORTGAGE CORP 2034-01-01 2042-05-01 3.5 - 5.5 Government Agency Debt 134857854.57 78176609.84 Unrated Security 2014-12-01 2014-12-01 N N N 453111540.00 453111540.23 0.0176 N 453111540.23 453111540.23 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48Z99TBQ1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-10-01 3.5 - 5 Government Agency Debt 506982097.00 282676944.46 First Tier Security 2014-12-05 2014-12-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 277103000.00 277103000.00 0.0108 N 277103000.00 277103000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48Z99TBB4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-08-01 3.5 - 4.5 Government Agency Debt 481696777.00 335827716.65 First Tier Security 2014-12-05 2014-12-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 329204000.00 329204000.00 0.0128 N 329204000.00 329204000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.08% 48Z99TCH0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-02-22 2019-10-02 0.875 - 3.75 Government Agency Debt 106805000.00 106876526.07 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-15 2016-03-15 5 - 5 Government Agency Debt 55475000.00 59415324.27 First Tier Security 2014-12-05 2014-12-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 163015000.00 163015000.00 0.0063 N 163015000.00 163015000.00 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_40488 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2044-07-01 3 - 7 Government Agency Debt 147305247.50 105039790.79 FEDERAL NATIONAL MORTGAGE ASSOC 2020-05-01 2045-08-01 1.378 - 4.302 Government Agency Debt 662547561.17 157559595.89 Unrated Security 2014-12-01 2014-12-01 N N N 257449739.00 257449738.77 0.0100 N 257449738.77 257449738.77 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 48Z99TGA1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2043-01-01 3.5 - 4.5 Government Agency Debt 618465170.00 424663919.57 First Tier Security 2014-12-05 2014-12-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 416331000.00 416331000.00 0.0162 N 416331000.00 416331000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-03-01 2048-06-01 2.5 - 8 Government Agency Debt 59406173.46 45094794.81 FEDERAL NATIONAL MORTGAGE ASSOC 2043-03-01 2044-09-01 3.5 - 4 Government Agency Debt 13461456.30 14105778.15 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-10-15 2064-11-20 1.5 - 8.5 Government Agency Debt 157986291.48 130920926.19 Unrated Security 2014-12-01 2014-12-01 N N N 186393611.00 186393610.87 0.0072 N 186393610.87 186393610.87 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.08% 48Z99AHY9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-10-01 2044-11-01 2.593 - 4 Government Agency Debt 64213803.00 59763889.18 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2044-06-01 2.263 - 4.5 Government Agency Debt 326474790.00 217386796.42 First Tier Security 2014-12-05 2014-12-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 271691000.00 271691000.00 0.0106 N 271691000.00 271691000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.10% 48Z99ANJ5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2043-09-01 2.415 - 2.652 Government Agency Debt 109828434.00 93471002.80 FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2044-12-01 2.377 - 4.5 Government Agency Debt 523071591.00 416553080.84 First Tier Security 2014-12-05 2014-12-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 500000000.00 500000000.00 0.0194 N 500000000.00 500000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.09%, dated 11/28/2014 due 12/01/2014 49A99XGV1_53651 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2044-11-01 2.324 - 4.5 Government Agency Debt 21512131.34 16221374.57 FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2044-12-01 1.317 - 5 Government Agency Debt 77373038.41 27979403.26 Unrated Security 2014-12-01 2014-12-01 N N N 43333782.00 43333781.97 0.0017 N 43333781.97 43333781.97 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_53651 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2044-11-01 2.324 - 4.5 Government Agency Debt 23070515.84 17396485.42 FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2044-12-01 1.317 - 5 Government Agency Debt 82978105.71 30006290.68 Unrated Security 2014-12-01 2014-12-01 N N N 46472973.00 46472973.20 0.0018 N 46472973.20 46472973.20 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.08% 48P99SNY4 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-11-01 2044-09-01 0.655 - 6 Government Agency Debt 134612652.00 68473445.11 FEDERAL NATIONAL MORTGAGE ASSOC 2017-04-01 2044-11-01 0.552 - 6 Government Agency Debt 315855867.00 152319842.10 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-10-15 2044-11-20 2.5 - 8.5 Government Agency Debt 18670482.00 8358947.88 First Tier Security 2014-12-05 2014-12-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 224363000.00 224363000.00 0.0087 N 224363000.00 224363000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 48P99SNV0 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2019-01-01 2044-09-01 0.505 - 6.5 Government Agency Debt 337353492.00 233897217.00 FEDERAL NATIONAL MORTGAGE ASSOC 2021-04-01 2044-11-01 1.316 - 5 Government Agency Debt 364413220.00 298754378.85 GOVERNMENT NATIONAL MORTAGE ASSOC 2019-12-15 2044-11-20 2.5 - 9.5 Government Agency Debt 39567202.00 33501993.54 First Tier Security 2014-12-04 2014-12-04 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 554806000.00 554806000.00 0.0216 N 554806000.00 554806000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 48P99SNW8 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-08-01 2044-11-01 2.201 - 8 Government Agency Debt 112042743.00 78472507.22 FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-01 2044-11-01 0.552 - 5.5 Government Agency Debt 501138093.00 319831395.30 GOVERNMENT NATIONAL MORTAGE ASSOC 2020-12-15 2044-11-20 2.5 - 9 Government Agency Debt 26829472.00 21539695.38 First Tier Security 2014-12-05 2014-12-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 411309000.00 411309000.00 0.0160 N 411309000.00 411309000.00 Societe Generale In a joint trading account with Societe Generale at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_74037 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2017-08-22 2017-11-13 0.94 - 1.1 Government Agency Debt 624779.85 625505.61 FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2043-05-01 1.787 - 6.5 Government Agency Debt 201668758.80 27110160.76 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2044-11-01 0.875 - 6 Government Agency Debt 190258415.26 63771467.92 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2044-01-20 1.625 - 4.5 Government Agency Debt 684082960.63 45377401.62 RESOLUTION FUNDING CORP 2021-01-15 2030-01-15 0 - 0 Government Agency Debt 39098655.38 28096198.68 TENNESEE VALLEY AUTHORITY 2017-07-18 2056-04-01 5.375 - 5.5 Government Agency Debt 13860289.87 16528967.73 Unrated Security 2014-12-01 2014-12-01 N N N 177949259.00 177949259.44 0.0069 N 177949259.44 177949259.44 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.09%, dated 11/28/2014 due 12/01/2014 49A99XGV1_08395 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2044-12-01 2.838 - 4.5 Government Agency Debt 20961769.68 21864001.67 FEDERAL NATIONAL MORTGAGE ASSOC 2021-05-01 2044-11-25 0.405 - 5.5 Government Agency Debt 16034372.25 10753613.72 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-10-20 2044-11-20 1.152 - 5.5 Government Agency Debt 87321423.40 81187770.72 Unrated Security 2014-12-01 2014-12-01 N N N 111491630.00 111491630.46 0.0043 N 111491630.46 111491630.46 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_08395 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2044-12-01 2.838 - 4.5 Government Agency Debt 42585533.39 44418490.78 FEDERAL NATIONAL MORTGAGE ASSOC 2021-05-01 2044-11-25 0.405 - 5.5 Government Agency Debt 32575126.31 21846837.51 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-10-20 2044-11-20 1.152 - 5.5 Government Agency Debt 177400546.30 164939533.93 Unrated Security 2014-12-01 2014-12-01 N N N 226504280.00 226504280.17 0.0088 N 226504280.17 226504280.17 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.11% 48Y99AUE9 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-04-01 2044-11-01 2 - 10 Government Agency Debt 597220722.00 130319628.93 FEDERAL NATIONAL MORTGAGE ASSOC 2014-12-01 2044-12-01 0.452 - 11 Government Agency Debt 1983619244.00 523170050.01 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-12-20 2051-08-16 0.405 - 6.5 Government Agency Debt 76612011.00 24481681.96 First Tier Security 2014-12-03 2014-12-03 N N N 664199000.00 664199000.00 0.0258 N 664194084.93 664194084.93 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.12% 48Y99AUJ8 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-11-28 2044-10-01 0.6 - 3.5 Government Agency Debt 164872592.00 170238487.63 FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-25 2042-01-01 3 - 3.5 Government Agency Debt 61601258.00 64331748.91 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-04-20 2044-07-20 5 - 5.5 Government Agency Debt 46952039.00 45313094.60 First Tier Security 2014-12-05 2014-12-05 N N N 273794000.00 273794000.00 0.0106 N 273794000.00 273794000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99ASD4 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-08-15 2044-11-01 3.5 - 4 Government Agency Debt 60371885.00 63803370.03 FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2044-11-25 2.5 - 3.5 Government Agency Debt 149097440.00 148436183.98 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-07-15 2044-06-20 3.5 - 5.5 Government Agency Debt 126325416.00 127923863.16 First Tier Security 2015-02-04 2015-02-04 N N N 332963000.00 332963000.00 0.0129 Y 332889748.14 332889748.14 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99ASK8 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2044-09-01 0 - 4 Government Agency Debt 72920103.00 74318090.24 FEDERAL NATIONAL MORTGAGE ASSOC 2029-11-01 2044-11-25 2.554 - 4.5 Government Agency Debt 289278676.00 290991832.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-10-20 2038-10-20 5.5 - 5.5 Government Agency Debt 21823792.00 20296607.42 First Tier Security 2015-02-05 2015-02-05 N N N 377470000.00 377470000.00 0.0147 Y 377386956.60 377386956.60 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99ASS1 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2044-11-01 0.455 - 4.5 Government Agency Debt 193063810.00 140781019.33 FEDERAL NATIONAL MORTGAGE ASSOC 2023-04-01 2044-12-25 0.455 - 4.5 Government Agency Debt 416713220.00 298227475.21 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-08-15 2046-01-16 1.25 - 6 Government Agency Debt 171949719.00 128934143.38 First Tier Security 2015-02-10 2015-02-10 N N N 555000000.00 555000000.00 0.0216 Y 554866800.00 554866800.00 Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.07% 48X99KJC5 0001457970 Treasury Repurchase Agreement Y US TREASURY 2018-05-15 2022-05-15 1.75 - 3.875 Treasury Debt 2741124500.00 2806016471.01 First Tier Security 2014-12-01 2014-12-01 N N N 2806000000.00 2806000000.00 0.1090 N 2806000000.00 2806000000.00