N-MFP LIVE N 2015-01-31 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) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Government/Agency 48 110 26831182000.80 7206609.69 3534629.43 26834853981.06 0.0013 1.0005 2015-01-30 1.0005 2015-01-30 C000013039 1000000.00 22057403593.44 1.00 -2840881078.76 13301897205.28 16142778284.04 0.0001 1.0005 2015-01-30 1.0005 2015-01-30 C000013080 1000000.00 549759349.04 1.00 1219746.75 705929030.95 704709284.20 0.0001 1.0006 2015-01-30 1.0006 2015-01-30 C000013081 1000000.00 2256630555.39 1.00 7724498.77 442589286.20 434864787.43 0.0001 1.0006 2015-01-30 1.0006 2015-01-30 C000013082 1000000.00 594214548.85 1.00 -38236817.21 67138995.91 105375813.12 0.0001 1.0002 2015-01-30 1.0002 2015-01-30 C000141704 10000000.00 1376845934.34 1.00 648696437.53 1024985079.83 376288642.30 0.0001 1.0001 2015-01-30 1.0001 2015-01-30 Fannie Mae Fannie Mae, 0.12% 3135G0HG1 Government Agency Debt First Tier Security 2015-03-16 2015-03-16 N N N 75538000.00 75560099.37 0.0028 N 75560510.32 75560510.32 Fannie Mae Fannie Mae, 0.14% 3135G0YF4 Government Agency Debt First Tier Security 2015-02-05 2015-08-05 N N N 72060000.00 72052576.41 0.0027 N 72074267.88 72074267.88 Fannie Mae Fannie Mae, 0.15% 31359MA45 Government Agency Debt First Tier Security 2015-04-15 2015-04-15 N N N 66000000.00 66640488.09 0.0025 N 66650628.00 66650628.00 Fannie Mae Fannie Mae, 0.15% 31398AU34 Government Agency Debt First Tier Security 2015-07-28 2015-07-28 N N N 136787000.00 138267651.15 0.0052 N 138270591.80 138270591.80 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 195578782.51 0.0073 N 195590009.60 195590009.60 Federal Farm Credit Bank Federal Farm Credit Bank, 0.16% 3133EDV90 Government Agency Debt First Tier Security 2015-02-19 2016-09-19 N N N 153900000.00 153887296.60 0.0057 N 153916775.10 153916775.10 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384EJ4 Government Agency Debt First Tier Security 2015-04-15 2015-04-15 N N N 275000000.00 274941447.83 0.0102 N 274976900.00 274976900.00 Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384EL9 Government Agency Debt First Tier Security 2015-04-17 2015-04-17 N N N 222000000.00 221950512.56 0.0083 N 221980908.00 221980908.00 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 80989263.40 0.0030 N 80988741.00 80988741.00 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 82983550.38 0.0031 N 82983815.00 82983815.00 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 129974124.49 0.0048 N 129970230.00 129970230.00 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 199916696.45 0.0074 N 199945001.25 199945001.25 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 256353737.79 0.0096 N 256353076.20 256353076.20 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A3GT5 Government Agency Debt First Tier Security 2015-03-07 2016-06-07 N N N 129940000.00 129916002.84 0.0048 N 129905695.84 129905695.84 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 136997098.94 0.0051 N 136996986.00 136996986.00 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 99998040.56 0.0037 N 99997800.00 99997800.00 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 106807280.62 0.0040 N 106807650.18 106807650.18 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 25086824.10 0.0009 N 25086821.76 25086821.76 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 13538799.60 0.0005 N 13540918.50 13540918.50 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 50000450.00 0.0019 N 50003000.00 50003000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1WW4 Government Agency Debt First Tier Security 2015-02-09 2015-11-09 N N N 199925000.00 199921567.29 0.0075 N 199960986.50 199960986.50 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A3DA9 Government Agency Debt First Tier Security 2015-02-16 2015-10-16 N N N 361000000.00 361000000.00 0.0135 N 361044764.00 361044764.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A3E42 Government Agency Debt First Tier Security 2015-02-22 2015-10-22 N N N 224950000.00 224950000.00 0.0084 N 224975869.25 224975869.25 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 83992906.62 0.0031 N 84004956.00 84004956.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A15R5 Government Agency Debt First Tier Security 2015-03-03 2015-09-03 N N N 163950000.00 163935071.17 0.0061 N 163960000.95 163960000.95 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 182943531.44 0.0068 N 182943962.65 182943962.65 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 124995508.20 0.0047 N 124995750.00 124995750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A1UT3 Government Agency Debt First Tier Security 2015-02-02 2015-11-02 N N N 199900000.00 199896950.85 0.0074 N 199936781.60 199936781.60 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A1DP0 Government Agency Debt First Tier Security 2015-03-14 2015-09-14 N N N 270760000.00 270734053.66 0.0101 N 270772184.20 270772184.20 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A15Z7 Government Agency Debt First Tier Security 2015-03-17 2015-09-17 N N N 89950000.00 89941121.90 0.0034 N 89954857.30 89954857.30 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A1ES3 Government Agency Debt First Tier Security 2015-03-21 2015-09-21 N N N 299925000.00 299895351.99 0.0112 N 299936697.08 299936697.08 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 199910414.20 0.0074 N 199908604.56 199908604.56 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0D56 Government Agency Debt First Tier Security 2015-02-25 2015-11-25 N N N 314960000.00 314908484.58 0.0117 N 315052913.20 315052913.20 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 73693234.50 0.0027 N 73688723.90 73688723.90 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 74992954.11 0.0028 N 75004200.00 75004200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A0EP1 Government Agency Debt First Tier Security 2015-02-11 2015-12-11 N N N 299950000.00 299923772.85 0.0112 N 300066380.60 300066380.60 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130A3WJ9 Government Agency Debt First Tier Security 2015-07-14 2015-07-14 N N N 133850000.00 133837420.56 0.0050 N 133850535.40 133850535.40 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 62958831.40 0.0023 N 62965729.36 62965729.36 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A3T53 Government Agency Debt First Tier Security 2015-03-23 2016-12-23 N N N 136950000.00 136917286.43 0.0051 N 136931648.70 136931648.70 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A3WY6 Government Agency Debt First Tier Security 2015-07-16 2015-07-16 N N N 142950000.00 142933127.01 0.0053 N 142947712.80 142947712.80 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 140010434.33 0.0052 N 140015636.55 140015636.55 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 106016086.24 0.0040 N 105980602.00 105980602.00 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 128017475.02 0.0048 N 128031360.00 128031360.00 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 150895419.42 0.0056 N 150856764.48 150856764.48 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 155025750.43 0.0058 N 154957685.00 154957685.00 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 149989278.12 0.0056 N 150003900.00 150003900.00 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 134906897.67 0.0050 N 134908570.35 134908570.35 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 50988525.25 0.0019 N 50980921.20 50980921.20 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 112007758.48 0.0042 N 112037632.00 112037632.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A2T71 Government Agency Debt First Tier Security 2015-08-06 2015-08-06 N N N 99500000.00 99465851.10 0.0037 N 99497214.00 99497214.00 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 89967888.18 0.0034 N 89986140.00 89986140.00 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 0.0067 N 180815368.00 180815368.00 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 0.0075 N 199957998.00 199957998.00 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 176982220.56 0.0066 N 176979468.00 176979468.00 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 71996372.64 0.0027 N 72010800.00 72010800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130A2XT8 Government Agency Debt First Tier Security 2015-09-08 2015-09-08 N N N 150000000.00 149979282.93 0.0056 N 150013350.00 150013350.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130A2YS9 Government Agency Debt First Tier Security 2015-09-15 2015-09-15 N N N 200000000.00 199983919.16 0.0075 N 200023400.00 200023400.00 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 0.0086 N 229956785.62 229956785.62 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 0.0053 N 140984237.97 140984237.97 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 0.0076 N 204980414.42 204980414.42 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A3SW5 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 149970000.00 149970000.00 0.0056 N 150076178.76 150076178.76 Freddie Mac Freddie Mac, 0.10% 313396CC5 Government Agency Debt First Tier Security 2015-02-20 2015-02-20 N N N 399800000.00 399778899.43 0.0149 N 399796002.00 399796002.00 Freddie Mac Freddie Mac, 0.12% 3134G5PN9 Government Agency Debt First Tier Security 2015-02-14 2016-11-14 N N N 300000000.00 299917197.78 0.0112 N 299860500.00 299860500.00 Freddie Mac Freddie Mac, 0.15% 313396HX4 Government Agency Debt First Tier Security 2015-07-09 2015-07-09 N N N 199925000.00 199793382.42 0.0074 N 199855226.18 199855226.18 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 383057000.00 390407556.46 0.0145 N 390298309.53 390298309.53 Freddie Mac Freddie Mac, 0.16% 3134G4DT2 Government Agency Debt First Tier Security 2015-02-16 2015-07-16 N N N 125000000.00 124994275.50 0.0047 N 125035250.00 125035250.00 Freddie Mac Freddie Mac, 0.16% 3134G4DU9 Government Agency Debt First Tier Security 2015-02-17 2015-07-17 N N N 125000000.00 124994240.82 0.0047 N 125034375.00 125034375.00 Freddie Mac Freddie Mac, 0.16% 3134G6AE3 Government Agency Debt First Tier Security 2015-02-21 2016-07-21 N N N 293915000.00 293870808.59 0.0110 N 294027275.53 294027275.53 Freddie Mac Freddie Mac, 0.16% 3134G4C97 Government Agency Debt First Tier Security 2015-02-26 2015-06-26 N N N 223000000.00 222991141.10 0.0083 N 223054858.00 223054858.00 Freddie Mac Freddie Mac, 0.17% 3134G5Z24 Government Agency Debt First Tier Security 2015-02-12 2017-01-12 N N N 287930000.00 287872852.51 0.0107 N 287873853.65 287873853.65 Freddie Mac Freddie Mac, 0.20% to 0.24% 313396KQ5 Government Agency Debt First Tier Security 2015-08-19 2015-08-19 N N N 499825000.00 499217154.60 0.0186 N 499577586.63 499577586.63 U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828WK2 Treasury Debt First Tier Security 2015-02-02 2016-01-31 N N N 75000000.00 74981064.95 0.0028 N 74989575.00 74989575.00 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 70016954.66 0.0026 N 70024640.00 70024640.00 Bank of America NA In a joint trading account with Bank of America NA at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QEW9_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 5.5 Government Agency Debt 340406307.42 349437547.79 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-01 2044-10-25 3 - 7 Government Agency Debt 66743910.52 59419759.40 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2041-09-15 3 - 5.25 Government Agency Debt 231493708.20 93521598.71 Unrated Security 2015-02-02 2015-02-02 N N N 487824392.00 487824391.59 0.0182 N 487824391.59 487824391.59 Bank Of Nova Scotia (THE) In a joint trading account with Bank Of Nova Scotia (THE) at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QEW9_04240 Government Agency Repurchase Agreement Y US TREASURY 2015-06-15 2044-08-15 0.375 - 7.5 Treasury Debt 47434581.38 51885178.17 Unrated Security 2015-02-02 2015-02-02 N N N 50762164.00 50762163.54 0.0019 N 50762163.54 50762163.54 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QEW9_07629 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-10-25 2044-12-01 0.55 - 6 Government Agency Debt 104446576.91 83575516.89 FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-01 2045-01-25 0.475 - 6.5 Government Agency Debt 290581547.46 146823577.85 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-08-20 2045-01-20 0.475 - 5.5 Government Agency Debt 348348675.60 288129959.32 Unrated Security 2015-02-02 2015-02-02 N N N 507621635.00 507621635.37 0.0189 N 507621635.37 507621635.37 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.07% 49B99LGD6 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-12-01 2045-01-01 2.5 - 7 Government Agency Debt 201810360.00 78574714.96 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2044-12-01 2.5 - 6.5 Government Agency Debt 442426141.00 189240227.89 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-04-20 2044-12-20 2 - 5.5 Government Agency Debt 259675977.00 242190269.29 First Tier Security 2015-02-06 2015-02-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 500000000.00 500000000.00 0.0186 N 500000000.00 500000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.08% 49B99LEY2 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-08-01 2045-01-01 1.281 - 7.5 Government Agency Debt 920662217.00 107867310.66 FEDERAL NATIONAL MORTGAGE ASSOC 2015-09-01 2046-10-01 1.313 - 7.5 Government Agency Debt 2832796780.00 425717474.98 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-10-20 2045-01-20 1.625 - 5.5 Government Agency Debt 80774129.00 62666299.30 First Tier Security 2015-02-06 2015-02-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 584543000.00 584543000.00 0.0218 N 584543000.00 584543000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.12% 48X9976K0 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-11-01 2045-01-01 2 - 6.5 Government Agency Debt 54720422.00 29217145.23 FEDERAL NATIONAL MORTGAGE ASSOC 2016-02-01 2045-01-01 2.237 - 6.5 Government Agency Debt 335305265.00 138036973.45 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-11-15 2045-01-20 1.625 - 4.5 Government Agency Debt 456968570.00 342722055.85 First Tier Security 2015-02-02 2015-02-02 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 499875000.00 499875000.00 0.0186 N 499875000.00 499875000.00 Citibank NA In a joint trading account with Citibank NA at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QFG3_26602 Government Agency Repurchase Agreement Y US TREASURY 2015-02-05 2044-11-15 0 - 10.625 Treasury Debt 62024138.78 64979591.81 FEDERAL AGRICULTURE MORTGAGE CORP 2015-02-27 2016-07-27 0 - 2 Government Agency Debt 51382.65 51896.62 FEDERAL FARM CREDIT 2017-01-17 2017-03-27 0.18 - 4.875 Government Agency Debt 148481.90 153379.44 FEDERAL HOME LOAN BANK 2015-04-21 2022-12-09 0 - 2.75 Government Agency Debt 554187.53 541666.28 FEDERAL HOME LOAN MORTGAGE CORP 2015-03-01 2048-05-01 0 - 12.5 Government Agency Debt 118282575.11 16559940.64 FEDERAL NATIONAL MORTGAGE ASSOC 2015-02-25 2047-11-01 0 - 11.5 Government Agency Debt 152613274.69 20179532.58 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-04-20 2052-04-15 1.125 - 13 Government Agency Debt 620606116.50 35840436.02 RESOLUTION FUNDING CORP 2017-07-15 2020-07-15 0 - 0 Government Agency Debt 38420.56 34945.50 TENNESEE VALLEY AUTHORITY 2022-08-15 2056-04-01 1.875 - 7.125 Government Agency Debt 219734.58 237834.51 Unrated Security 2015-02-02 2015-02-02 N N N 135830278.00 135830278.17 0.0051 N 135830278.17 135830278.17 Citibank NA In a joint trading account with Citibank NA at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QEW9_26602 Government Agency Repurchase Agreement Y US TREASURY 2015-02-05 2044-11-15 0 - 10.625 Treasury Debt 86923167.61 91065060.49 FEDERAL AGRICULTURE MORTGAGE CORP 2015-02-27 2016-07-27 0 - 2 Government Agency Debt 72009.75 72730.05 FEDERAL FARM CREDIT 2017-01-17 2017-03-27 0.18 - 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2 Government Agency Debt 23000.00 23189.31 FEDERAL FARM CREDIT 2017-03-27 2022-08-01 0.18 - 2.47 Government Agency Debt 1639000.00 1653269.70 FEDERAL HOME LOAN BANK 2015-05-29 2036-07-15 0.125 - 5.5 Government Agency Debt 8525000.00 8665315.58 FEDERAL HOME LOAN MORTGAGE CORP 2015-02-09 2044-10-01 0 - 6.75 Government Agency Debt 300231845.00 130893165.77 FEDERAL NATIONAL MORTGAGE ASSOC 2015-05-27 2044-11-01 0 - 7.125 Government Agency Debt 1034426856.00 268481107.82 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-12-15 2045-10-15 1.625 - 9.5 Government Agency Debt 807456087.00 264365642.75 RESOLUTION FUNDING CORP 2019-10-15 2030-04-15 N/A Government Agency Debt 590000.00 503826.42 TENNESEE VALLEY AUTHORITY 2015-06-15 2036-04-01 1.75 - 7.125 Government Agency Debt 3874000.00 5540222.43 First Tier Security 2015-02-03 2015-02-03 N N N 835578000.00 835578000.00 0.0311 N 835576830.19 835576830.19 Citibank NA Citibank NA, 0.08% 48Y99QWG7 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2018-04-30 2042-11-15 0 - 7.125 Treasury Debt 1046016.00 808546.55 FEDERAL FARM CREDIT 2015-02-09 2016-01-29 0.3 - 5.08 Government Agency Debt 1759000.00 1797533.85 FEDERAL HOME LOAN BANK 2015-02-06 2024-12-13 0 - 5.375 Government Agency Debt 44194972.00 45584266.53 FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2016-10-14 0.875 - 2 Government Agency Debt 47000.00 47380.93 FEDERAL NATIONAL MORTGAGE ASSOC 2015-04-15 2037-05-15 0.35 - 7.25 Government Agency Debt 87794293.00 94073778.25 First Tier Security 2015-02-03 2015-02-03 N N N 139263000.00 139263000.00 0.0052 N 139262805.03 139262805.03 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QEW9_04361 Government Agency Repurchase Agreement Y US TREASURY 2015-02-19 2044-05-15 0 - 9 Treasury Debt 822244534.84 882289155.65 FEDERAL HOME LOAN MORTGAGE CORP 2034-08-01 2043-03-01 2.361 - 3.5 Government Agency Debt 32788528.71 28437443.35 FEDERAL NATIONAL MORTGAGE ASSOC 2021-12-01 2045-02-01 2.02 - 4 Government Agency Debt 130424370.75 85343915.23 GOVERNMENT NATIONAL MORTAGE ASSOC 2062-10-20 2062-10-20 4.545 - 4.545 Government Agency Debt 3158719.11 3633763.98 Unrated Security 2015-02-02 2015-02-02 N N N 978453647.00 978453646.52 0.0365 N 978453646.52 978453646.52 Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QEW9_26252 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-10-15 2044-07-15 3 - 6 Government Agency Debt 25581470.49 26142608.99 Unrated Security 2015-02-02 2015-02-02 N N N 25381082.00 25381081.77 0.0009 N 25381081.77 25381081.77 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QEW9_39304 Government Agency Repurchase Agreement Y US TREASURY 2015-04-15 2036-02-15 0.25 - 8 Treasury Debt 222964.62 231370.75 FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2042-08-01 3 - 5 Government Agency Debt 1409773.79 1061020.75 U.S. TREASURY 2016-04-30 2016-07-31 0.089 - 0.099 Treasury Debt 2130.42 2130.87 Unrated Security 2015-02-02 2015-02-02 N N N 1269054.00 1269054.09 0.0000 N 1269054.09 1269054.09 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QEW9_40488 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2044-07-01 3 - 7 Government Agency Debt 180061111.94 129443913.24 FEDERAL NATIONAL MORTGAGE ASSOC 2026-06-01 2048-08-01 3 - 5.5 Government Agency Debt 181490213.80 129444069.35 Unrated Security 2015-02-02 2015-02-02 N N N 253810818.00 253810817.68 0.0095 N 253810817.68 253810817.68 ING Financial Markets LLC ING Financial Markets LLC, 0.09% 48Z99TLE7 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2042-10-01 3.5 - 5 Government Agency Debt 358531950.00 178875403.07 First Tier Security 2015-02-06 2015-02-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 175363000.00 175363000.00 0.0065 N 175363000.00 175363000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 48Z99TLU1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2043-01-01 3.5 - 5.5 Government Agency Debt 667255114.00 440572528.28 First Tier Security 2015-02-06 2015-02-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 431928000.00 431928000.00 0.0161 N 431928000.00 431928000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.13% 48Z99THN2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-07-01 2042-12-01 3.5 - 4.5 Government Agency Debt 370420607.00 279132053.68 First Tier Security 2015-02-06 2015-02-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 273605000.00 273605000.00 0.0102 N 273605000.00 273605000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.13% 48Z99TJM2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5 - 5 Government Agency Debt 44558373.00 15847675.71 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-05-20 2044-12-20 1.625 - 4.5 Government Agency Debt 583005054.00 156275286.86 First Tier Security 2015-02-06 2015-02-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 168721000.00 168721000.00 0.0063 N 168721000.00 168721000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.13% 48Z99THC6 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-12-01 2045-01-01 3 - 7.5 Government Agency Debt 601942748.00 466115821.44 FEDERAL NATIONAL MORTGAGE ASSOC 2042-10-01 2042-10-01 3.5 - 3.5 Government Agency Debt 166780000.00 146008120.14 First Tier Security 2015-02-06 2015-02-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 600000000.00 600000000.00 0.0224 N 600000000.00 600000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QEW9_55502 Government Agency Repurchase Agreement Y US TREASURY 2015-03-26 2018-01-31 0 - 4.75 Treasury Debt 16489184.40 16632009.06 FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-01 2044-11-01 2 - 6.5 Government Agency Debt 167328863.60 129444778.20 Unrated Security 2015-02-02 2015-02-02 N N N 143211231.00 143211231.01 0.0053 N 143211231.01 143211231.01 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% 49B99SBC8 0001287279 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2016-08-01 2045-01-01 2 - 11 Government Agency Debt 1125662772.00 745311640.07 First Tier Security 2015-02-06 2015-02-06 Y JPMORGAN SECS LLC (GOV REPO) N/A N/A N N 730679000.00 730679000.00 0.0272 N 730679000.00 730679000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.09% 48Z99AVR8 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-01-01 2044-10-01 1.922 - 4 Government Agency Debt 367943858.00 332136627.16 FEDERAL NATIONAL MORTGAGE ASSOC 2039-04-01 2044-04-01 2.295 - 4 Government Agency Debt 178406187.00 170613063.37 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-15 2044-09-15 3.5 - 4.5 Government Agency Debt 7574021.00 7266884.97 First Tier Security 2015-02-06 2015-02-06 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 500000000.00 500000000.00 0.0186 N 500000000.00 500000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QEW9_53651 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-09-01 2044-11-01 2.434 - 4.5 Government Agency Debt 12855577.01 12234344.91 FEDERAL NATIONAL MORTGAGE ASSOC 2022-06-01 2051-09-01 2.384 - 6 Government Agency Debt 71748855.53 47763582.36 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-20 2042-12-20 3 - 3 Government Agency Debt 235.57 205.20 Unrated Security 2015-02-02 2015-02-02 N N N 58821418.00 58821418.43 0.0022 N 58821418.43 58821418.43 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QFG3_53651 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-09-01 2044-11-01 2.434 - 4.5 Government Agency Debt 13853498.20 13184042.61 FEDERAL NATIONAL MORTGAGE ASSOC 2022-06-01 2051-09-01 2.384 - 6 Government Agency Debt 77318399.60 51471256.51 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-20 2042-12-20 3 - 3 Government Agency Debt 253.86 221.13 Unrated Security 2015-02-02 2015-02-02 N N N 63387463.00 63387463.15 0.0024 N 63387463.15 63387463.15 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.10% 48P99SPC0 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-04-15 2044-05-01 2.153 - 7 Government Agency Debt 21185145.00 19692816.67 FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2045-01-01 2 - 5.5 Government Agency Debt 257528206.00 188970659.45 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-10-15 2045-01-20 2.5 - 9 Government Agency Debt 31151576.00 30258676.42 First Tier Security 2015-02-06 2015-02-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 234157000.00 234157000.00 0.0087 N 234157000.00 234157000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.12% 48P99SPA4 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-06-15 2045-01-01 2.132 - 8 Government Agency Debt 145823074.00 101041982.83 FEDERAL NATIONAL MORTGAGE ASSOC 2020-07-25 2045-01-01 1.88 - 8.5 Government Agency Debt 575370619.00 351190441.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2020-11-15 2045-01-20 1.625 - 9 Government Agency Debt 141669360.00 97888534.18 First Tier Security 2015-02-02 2015-02-02 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 538583000.00 538583000.00 0.0201 N 538583000.00 538583000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.13% 48P99SPB2 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-12-01 2045-01-01 0.511 - 8 Government Agency Debt 192363514.00 109235300.62 FEDERAL NATIONAL MORTGAGE ASSOC 2017-04-01 2045-01-01 1.313 - 6 Government Agency Debt 422505788.00 262043338.09 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-05-15 2045-01-20 2.5 - 10 Government Agency Debt 78728130.00 56593457.00 First Tier Security 2015-02-06 2015-02-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 419282000.00 419282000.00 0.0156 N 419282000.00 419282000.00 Societe Generale In a joint trading account with Societe Generale at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QFG3_74037 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2016-08-23 2024-06-06 0.5 - 2.625 Government Agency Debt 7934081.99 8066302.25 FEDERAL HOME LOAN BANK 2015-04-17 2024-03-08 0 - 4.75 Government Agency Debt 20660835.73 21435790.08 FEDERAL HOME LOAN MORTGAGE CORP 2015-05-06 2044-10-01 0 - 6.5 Government Agency Debt 253868391.46 59176867.36 FEDERAL NATIONAL MORTGAGE ASSOC 2015-05-27 2044-09-01 0 - 6.5 Government Agency Debt 129479279.17 48679247.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2043-12-20 1.625 - 4.5 Government Agency Debt 561187143.00 36946051.24 RESOLUTION FUNDING CORP 2021-01-15 2021-01-15 0 - 0 Government Agency Debt 5889021.32 5256952.66 TENNESEE VALLEY AUTHORITY 2056-04-01 2056-04-01 5.375 - 5.375 Government Agency Debt 3622140.75 5169111.29 Unrated Security 2015-02-02 2015-02-02 N N N 181107038.00 181107037.56 0.0067 N 181107037.56 181107037.56 Societe Generale In a joint trading account with Societe Generale at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QEW9_74037 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2016-08-23 2024-06-06 0.5 - 2.625 Government Agency Debt 8339360.51 8478334.68 FEDERAL HOME LOAN BANK 2015-04-17 2024-03-08 0 - 4.75 Government Agency Debt 21716205.85 22530745.42 FEDERAL HOME LOAN MORTGAGE CORP 2015-05-06 2044-10-01 0 - 6.5 Government Agency Debt 266836168.64 62199663.64 FEDERAL NATIONAL MORTGAGE ASSOC 2015-05-27 2044-09-01 0 - 6.5 Government Agency Debt 136093172.42 51165817.74 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2043-12-20 1.625 - 4.5 Government Agency Debt 589852979.59 38833281.69 RESOLUTION FUNDING CORP 2021-01-15 2021-01-15 0 - 0 Government Agency Debt 6189836.70 5525481.52 TENNESEE VALLEY AUTHORITY 2056-04-01 2056-04-01 5.375 - 5.375 Government Agency Debt 3807162.27 5433153.15 Unrated Security 2015-02-02 2015-02-02 N N N 190358113.00 190358113.26 0.0071 N 190358113.26 190358113.26 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QFG3_08395 Government Agency Repurchase Agreement Y US TREASURY 2015-02-05 2024-02-15 0 - 10.625 Treasury Debt 75500649.54 80631826.65 FEDERAL HOME LOAN MORTGAGE CORP 2018-07-15 2045-02-01 0.417 - 6 Government Agency Debt 98113067.19 50327202.78 FEDERAL NATIONAL MORTGAGE ASSOC 2017-09-25 2049-03-25 0.438 - 5.8 Government Agency Debt 162095299.47 115230388.89 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-12-20 2045-01-20 0.368 - 6 Government Agency Debt 134877678.64 86707623.90 Unrated Security 2015-02-02 2015-02-02 N N N 326083221.00 326083221.13 0.0122 N 326083221.13 326083221.13 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.07%, dated 1/30/2015 due 02/02/2015 49H99QEW9_08395 Government Agency Repurchase Agreement Y US TREASURY 2015-02-05 2024-02-15 0 - 10.625 Treasury Debt 20553703.48 21950574.82 FEDERAL HOME LOAN MORTGAGE CORP 2018-07-15 2045-02-01 0.417 - 6 Government Agency Debt 26709530.36 13700682.17 FEDERAL NATIONAL MORTGAGE ASSOC 2017-09-25 2049-03-25 0.438 - 5.8 Government Agency Debt 44127550.45 31369415.49 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-12-20 2045-01-20 0.368 - 6 Government Agency Debt 36718039.25 23604602.11 Unrated Security 2015-02-02 2015-02-02 N N N 88770333.00 88770333.48 0.0033 N 88770333.48 88770333.48 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.08% 48Y99A4G3 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2045-01-01 0.516 - 5 Government Agency Debt 231804839.00 144929133.24 FEDERAL NATIONAL MORTGAGE ASSOC 2024-02-01 2045-02-01 0.668 - 4.738 Government Agency Debt 483600455.00 327965188.65 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-03-20 2045-01-20 0.965 - 5.5 Government Agency Debt 296027682.00 208386344.43 First Tier Security 2015-02-04 2015-02-04 N N N 666625000.00 666625000.00 0.0248 N 666623133.45 666623133.45 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.08% 48Y99A4R9 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2035-01-15 3 - 3 Government Agency Debt 27764240.00 29135075.59 FEDERAL NATIONAL MORTGAGE ASSOC 2025-01-01 2044-12-01 2.5 - 5 Government Agency Debt 85960111.00 89335596.19 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-20 2045-01-15 3.5 - 5.5 Government Agency Debt 181614441.00 165312548.16 First Tier Security 2015-02-06 2015-02-06 N N N 278121000.00 278121000.00 0.0104 N 278121000.00 278121000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99ASD4 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2044-12-01 2.5 - 4.5 Government Agency Debt 87771774.00 76813525.89 FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-01 2044-12-01 2.5 - 5 Government Agency Debt 203656149.00 179685949.69 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-08-20 2045-01-20 3.5 - 6 Government Agency Debt 88476490.00 83741935.33 First Tier Security 2015-02-04 2015-02-04 N N N 332963000.00 332963000.00 0.0124 N 332963000.00 332963000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99ASK8 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2044-11-15 2.131 - 4 Government Agency Debt 102650088.00 84823653.97 FEDERAL NATIONAL MORTGAGE ASSOC 2021-11-01 2045-02-01 2.196 - 4.5 Government Agency Debt 226798436.00 207839326.92 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-05-16 2045-01-20 3 - 5.5 Government Agency Debt 98005321.00 92716735.88 First Tier Security 2015-02-05 2015-02-05 N N N 377470000.00 377470000.00 0.0141 N 377466225.30 377466225.30 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.13% 48Y99ASS1 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-05-15 2045-02-01 0.481 - 5 Government Agency Debt 290085084.00 149139589.67 FEDERAL NATIONAL MORTGAGE ASSOC 2023-04-01 2045-02-01 0.868 - 4.894 Government Agency Debt 456888706.00 299742031.27 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-20 2045-01-20 2.5 - 5.5 Government Agency Debt 115161476.00 118496077.09 First Tier Security 2015-02-10 2015-02-10 N N N 555000000.00 555000000.00 0.0207 Y 554994450.00 554994450.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.08% 49B99LFP0 0001197610 Treasury Repurchase Agreement Y US TREASURY 2015-04-23 2018-02-28 0 - 3 Treasury Debt 603432500.00 612009557.37 First Tier Security 2015-02-06 2015-02-06 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 600000000.00 600000000.00 0.0224 N 600000000.00 600000000.00 Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.05% 48X99KLE8 0001457970 Treasury Repurchase Agreement Y US TREASURY 2022-02-15 2022-02-15 2 - 2 Treasury Debt 1475214200.00 1541006444.29 First Tier Security 2015-02-02 2015-02-02 N N N 1541000000.00 1541000000.00 0.0574 N 1541000000.00 1541000000.00