N-MFP LIVE N 2015-12-31 0000356173 S000004820 5 N N 002-74808 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 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Government/Agency 33 82 31270027993.80 14319943.96 800568711.17 30483779226.59 0.0030 1.0002 2015-12-31 1.0002 2015-12-31 C000013039 1000000.00 23247011228.11 1.00 2324644792.32 13658582688.26 11333937895.94 0.0012 1.0003 2015-12-31 1.0003 2015-12-31 C000013080 1000000.00 403675977.50 1.00 66606074.10 790504242.80 723898168.70 0.0001 1.0004 2015-12-31 1.0004 2015-12-31 C000013081 1000000.00 1830176907.04 1.00 66804263.46 480289433.28 413485169.82 0.0001 1.0004 2015-12-31 1.0004 2015-12-31 C000013082 1000000.00 216702230.10 1.00 -104503420.44 112167011.80 216670432.24 0.0007 1.0001 2015-12-31 1.0001 2015-12-31 C000141704 10000000.00 4786212883.84 1.00 484785209.79 15814423416.86 15329638207.07 0.0016 0.9999 2015-12-31 0.9999 2015-12-31 Fannie Mae Fannie Mae, 0.23% 313588TF2 Government Agency Debt First Tier Security 2016-02-18 2016-02-18 N N N 88000000.00 87973013.34 0.0029 N 87972544.00 87972544.00 Fannie Mae Fannie Mae, 0.23% 31359MH89 Government Agency Debt First Tier Security 2016-03-15 2016-03-15 N N N 28200000.00 28471948.42 0.0009 N 28462767.60 28462767.60 Fannie Mae Fannie Mae, 0.24% to 0.28% 313588TL9 Government Agency Debt First Tier Security 2016-02-23 2016-02-23 N N N 288000000.00 287887110.00 0.0094 N 287900064.00 287900064.00 Fannie Mae Fannie Mae, 0.25% 313588SN6 Government Agency Debt First Tier Security 2016-02-01 2016-02-01 N N N 249000000.00 248946395.83 0.0082 N 248951694.00 248951694.00 Fannie Mae Fannie Mae, 0.26% 313588SP1 Government Agency Debt First Tier Security 2016-02-02 2016-02-02 N N N 250000000.00 249942222.20 0.0082 N 249949750.00 249949750.00 Fannie Mae Fannie Mae, 0.28% 313588TM7 Government Agency Debt First Tier Security 2016-02-24 2016-02-24 N N N 30000000.00 29987400.00 0.0010 N 29989380.00 29989380.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133EDN40 Government Agency Debt First Tier Security 2016-01-11 2016-01-11 N N N 20000000.00 20000383.49 0.0007 N 20000600.00 20000600.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133EE5J5 Government Agency Debt First Tier Security 2016-01-31 2017-01-31 N N N 250000000.00 250000000.00 0.0082 N 249825750.00 249825750.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.26% 3133EFHB6 Government Agency Debt First Tier Security 2016-01-07 2016-11-07 N N N 200000000.00 199991387.56 0.0066 N 199876400.00 199876400.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.28% 3133EEV56 Government Agency Debt First Tier Security 2016-01-09 2017-06-09 N N N 200000000.00 199988371.00 0.0066 N 199590600.00 199590600.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.29% 3133EDD58 Government Agency Debt First Tier Security 2016-01-06 2016-04-06 N N N 223300000.00 223327766.79 0.0073 N 223299330.10 223299330.10 Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 3133EDSF0 Government Agency Debt First Tier Security 2016-01-10 2017-02-10 N N N 100000000.00 100062229.00 0.0033 N 99915700.00 99915700.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133EDH88 Government Agency Debt First Tier Security 2016-01-18 2016-03-18 N N N 69000000.00 68997343.92 0.0023 N 68987373.00 68987373.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.37% 3133EEW30 Government Agency Debt First Tier Security 2016-01-20 2017-01-20 N N N 75000000.00 74996807.85 0.0025 N 74902575.00 74902575.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.38% 3133EECK4 Government Agency Debt First Tier Security 2016-01-20 2016-05-20 N N N 98600000.00 98592849.67 0.0032 N 98570715.80 98570715.80 Federal Farm Credit Bank Federal Farm Credit Bank, 0.39% 3133EDV90 Government Agency Debt First Tier Security 2016-01-19 2016-09-19 N N N 153900000.00 153894415.61 0.0050 N 153811661.40 153811661.40 Federal Farm Credit Bank Federal Farm Credit Bank, 0.41% 3133ED7G1 Government Agency Debt First Tier Security 2016-01-05 2016-02-18 N N N 88575000.00 88576739.38 0.0029 N 88584566.10 88584566.10 Federal Farm Credit Bank Federal Farm Credit Bank, 0.41% 3133EFEK9 Government Agency Debt First Tier Security 2016-01-28 2016-04-28 N N N 50000000.00 49999180.09 0.0016 N 49988050.00 49988050.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.42% 3133EFRG4 Government Agency Debt First Tier Security 2016-01-22 2016-07-22 N N N 90000000.00 90000000.00 0.0030 N 89968140.00 89968140.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.42% 3133EFEP8 Government Agency Debt First Tier Security 2016-01-29 2016-06-29 N N N 30000000.00 29999251.09 0.0010 N 29989620.00 29989620.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.42% 3133EFRD1 Government Agency Debt First Tier Security 2016-01-30 2016-06-30 N N N 181000000.00 181000000.00 0.0059 N 180940270.00 180940270.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.43% 3133EDC75 Government Agency Debt First Tier Security 2016-01-20 2016-06-20 N N N 100000000.00 100029789.32 0.0033 N 99986100.00 99986100.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EFUM7 Government Agency Debt First Tier Security 2016-02-04 2016-11-04 N N N 170000000.00 170000000.00 0.0056 N 169996260.00 169996260.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5XH7 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 67000000.00 66999388.26 0.0022 N 67000871.00 67000871.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5VX4 Government Agency Debt First Tier Security 2016-01-17 2016-10-17 N N N 62000000.00 61995019.38 0.0020 N 61962242.00 61962242.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5YE3 Government Agency Debt First Tier Security 2016-01-21 2016-01-21 N N N 57000000.00 56999257.20 0.0019 N 57000741.00 57000741.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5YR4 Government Agency Debt First Tier Security 2016-01-22 2016-01-22 N N N 95000000.00 94998644.70 0.0031 N 95001235.00 95001235.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5ZC6 Government Agency Debt First Tier Security 2016-01-22 2016-01-22 N N N 22000000.00 21999635.92 0.0007 N 22000286.00 22000286.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130A5W62 Government Agency Debt First Tier Security 2016-01-23 2017-01-23 N N N 124000000.00 123980034.39 0.0041 N 123886416.00 123886416.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A5ZL6 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 76000000.00 75998164.14 0.0025 N 76000760.00 76000760.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A56Y0 Government Agency Debt First Tier Security 2016-01-27 2016-10-27 N N N 125000000.00 124984187.15 0.0041 N 124933125.00 124933125.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A5ZR3 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 93000000.00 92997082.63 0.0031 N 93000930.00 93000930.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A63Y1 Government Agency Debt First Tier Security 2016-01-29 2016-01-29 N N N 93000000.00 92997565.11 0.0031 N 93001209.00 93001209.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384SW0 Government Agency Debt First Tier Security 2016-02-09 2016-02-09 N N N 125000000.00 124972916.68 0.0041 N 124968750.00 124968750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% to 0.33% 313384TD1 Government Agency Debt First Tier Security 2016-02-16 2016-02-16 N N N 264000000.00 263927526.70 0.0087 N 263921064.00 263921064.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6N86 Government Agency Debt First Tier Security 2016-01-19 2016-04-19 N N N 72000000.00 72000000.00 0.0024 N 72004752.00 72004752.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6MT1 Government Agency Debt First Tier Security 2016-01-19 2016-07-19 N N N 51000000.00 51000000.00 0.0017 N 51004182.00 51004182.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6MV6 Government Agency Debt First Tier Security 2016-01-21 2016-07-21 N N N 17000000.00 17000000.00 0.0006 N 17001088.00 17001088.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6P35 Government Agency Debt First Tier Security 2016-01-21 2016-04-21 N N N 73000000.00 73000000.00 0.0024 N 73003723.00 73003723.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6PC5 Government Agency Debt First Tier Security 2016-01-26 2016-04-26 N N N 216000000.00 216000000.00 0.0071 N 216003240.00 216003240.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6PW1 Government Agency Debt First Tier Security 2016-01-27 2016-04-27 N N N 66000000.00 66000000.00 0.0022 N 66000462.00 66000462.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A6PH4 Government Agency Debt First Tier Security 2016-01-27 2016-04-27 N N N 51000000.00 51000000.00 0.0017 N 50993829.00 50993829.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313384SH3 Government Agency Debt First Tier Security 2016-01-27 2016-01-27 N N N 57000000.00 56990943.34 0.0019 N 56994528.00 56994528.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A6QG5 Government Agency Debt First Tier Security 2016-01-04 2016-05-04 N N N 61000000.00 60996049.26 0.0020 N 60990545.00 60990545.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A5VQ9 Government Agency Debt First Tier Security 2016-01-08 2016-07-08 N N N 123000000.00 123000000.00 0.0040 N 122941452.00 122941452.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A6Q75 Government Agency Debt First Tier Security 2016-02-02 2016-05-02 N N N 54000000.00 54000000.00 0.0018 N 53998380.00 53998380.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A6QP5 Government Agency Debt First Tier Security 2016-02-02 2016-05-02 N N N 67000000.00 67000000.00 0.0022 N 66998526.00 66998526.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A6QX8 Government Agency Debt First Tier Security 2016-02-02 2016-05-02 N N N 67000000.00 67000000.00 0.0022 N 66999598.00 66999598.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130A3G99 Government Agency Debt First Tier Security 2016-02-10 2016-05-10 N N N 83000000.00 82995391.27 0.0027 N 82936837.00 82936837.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A6U96 Government Agency Debt First Tier Security 2016-01-04 2016-06-02 N N N 275000000.00 275000000.00 0.0090 N 274962050.00 274962050.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A3GR9 Government Agency Debt First Tier Security 2016-02-12 2016-05-12 N N N 130000000.00 129992670.45 0.0043 N 129958140.00 129958140.00 Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130A6HK6 Government Agency Debt First Tier Security 2016-02-25 2016-02-25 N N N 76000000.00 75996042.66 0.0025 N 75994680.00 75994680.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A6LT2 Government Agency Debt First Tier Security 2016-04-11 2016-04-11 N N N 158000000.00 157985139.22 0.0052 N 157919578.00 157919578.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313384VX4 Government Agency Debt First Tier Security 2016-04-22 2016-04-22 N N N 99000000.00 98923000.00 0.0032 N 98895060.00 98895060.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130A6KP1 Government Agency Debt First Tier Security 2016-01-05 2016-10-05 N N N 220000000.00 220000000.00 0.0072 N 219842260.00 219842260.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130A6LA3 Government Agency Debt First Tier Security 2016-01-06 2016-07-06 N N N 164000000.00 164000000.00 0.0054 N 163959656.00 163959656.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130A6BK2 Government Agency Debt First Tier Security 2016-01-13 2016-08-11 N N N 209000000.00 209000000.00 0.0069 N 208860597.00 208860597.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 313384VV8 Government Agency Debt First Tier Security 2016-04-20 2016-04-20 N N N 84000000.00 83933523.32 0.0028 N 83912640.00 83912640.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 313384WC9 Government Agency Debt First Tier Security 2016-04-27 2016-04-27 N N N 250000000.00 249788750.05 0.0082 N 249723000.00 249723000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130A6M38 Government Agency Debt First Tier Security 2016-04-29 2016-04-29 N N N 46000000.00 45994915.02 0.0015 N 45969134.00 45969134.00 Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130A6M61 Government Agency Debt First Tier Security 2016-05-02 2016-05-02 N N N 71000000.00 70989605.60 0.0023 N 70946821.00 70946821.00 Federal Home Loan Bank Federal Home Loan Bank, 0.27% 313384RV3 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 294000000.00 293969130.00 0.0096 N 293986476.00 293986476.00 Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130A5VY2 Government Agency Debt First Tier Security 2016-01-15 2016-07-15 N N N 62000000.00 62000000.00 0.0020 N 61963854.00 61963854.00 Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130A3FR0 Government Agency Debt First Tier Security 2016-02-02 2016-05-06 N N N 81000000.00 80997059.10 0.0027 N 80981046.00 80981046.00 Federal Home Loan Bank Federal Home Loan Bank, 0.28% to 0.30% 313384TM1 Government Agency Debt First Tier Security 2016-02-24 2016-02-24 N N N 303000000.00 302866980.00 0.0099 N 302892738.00 302892738.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130A6SD0 Government Agency Debt First Tier Security 2016-01-13 2016-05-13 N N N 150000000.00 149994519.24 0.0049 N 149971500.00 149971500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% 313384TZ2 Government Agency Debt First Tier Security 2016-03-07 2016-03-07 N N N 60000000.00 59965899.98 0.0020 N 59968500.00 59968500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130A6JT5 Government Agency Debt First Tier Security 2016-01-15 2016-04-15 N N N 100000000.00 99999270.74 0.0033 N 99983600.00 99983600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384SX8 Government Agency Debt First Tier Security 2016-02-10 2016-02-10 N N N 36000000.00 35988800.00 0.0012 N 35990748.00 35990748.00 Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384UG2 Government Agency Debt First Tier Security 2016-03-14 2016-03-14 N N N 110000000.00 109928622.19 0.0036 N 109935870.00 109935870.00 Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384TF6 Government Agency Debt First Tier Security 2016-02-18 2016-02-18 N N N 70000000.00 69971766.69 0.0023 N 69978160.00 69978160.00 Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384TK5 Government Agency Debt First Tier Security 2016-02-22 2016-02-22 N N N 69000000.00 68970272.53 0.0023 N 68970272.73 68970272.73 Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384TL3 Government Agency Debt First Tier Security 2016-02-23 2016-02-23 N N N 139000000.00 138937913.29 0.0046 N 138937912.87 138937912.87 Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384TP4 Government Agency Debt First Tier Security 2016-02-26 2016-02-26 N N N 30000000.00 29985071.67 0.0010 N 29988960.00 29988960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130A3GT5 Government Agency Debt First Tier Security 2016-03-07 2016-06-07 N N N 129940000.00 129932293.60 0.0043 N 129906085.66 129906085.66 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A6V61 Government Agency Debt First Tier Security 2016-01-15 2016-06-15 N N N 103000000.00 103000000.00 0.0034 N 102988258.00 102988258.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A6RZ2 Government Agency Debt First Tier Security 2016-01-18 2016-05-18 N N N 66000000.00 66000000.00 0.0022 N 65984754.00 65984754.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384TT6 Government Agency Debt First Tier Security 2016-03-01 2016-03-01 N N N 50000000.00 49972291.65 0.0016 N 49972291.50 49972291.50 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A6TU1 Government Agency Debt First Tier Security 2016-03-02 2016-06-02 N N N 34000000.00 34000000.00 0.0011 N 33999932.00 33999932.00 Federal Home Loan Bank Federal Home Loan Bank, 0.36% to 0.40% 313384TW9 Government Agency Debt First Tier Security 2016-03-04 2016-03-04 N N N 329000000.00 328786149.24 0.0108 N 328835500.00 328835500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130A5W39 Government Agency Debt First Tier Security 2016-01-24 2017-01-24 N N N 62000000.00 61993328.08 0.0020 N 61893298.00 61893298.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384UK3 Government Agency Debt First Tier Security 2016-03-17 2016-03-17 N N N 100000000.00 99922944.42 0.0033 N 99939200.00 99939200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6MX2 Government Agency Debt First Tier Security 2016-01-20 2016-05-20 N N N 86000000.00 85999161.74 0.0028 N 85975576.00 85975576.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6DD6 Government Agency Debt First Tier Security 2016-01-26 2016-05-26 N N N 200000000.00 200000000.00 0.0066 N 199918600.00 199918600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384UQ0 Government Agency Debt First Tier Security 2016-03-22 2016-03-22 N N N 167000000.00 166857215.07 0.0055 N 166891450.00 166891450.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6N37 Government Agency Debt First Tier Security 2016-01-19 2016-04-19 N N N 72000000.00 72000000.00 0.0024 N 71988912.00 71988912.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6SY4 Government Agency Debt First Tier Security 2016-01-20 2016-05-20 N N N 75000000.00 75000000.00 0.0025 N 74983125.00 74983125.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6JC2 Government Agency Debt First Tier Security 2016-01-24 2016-03-24 N N N 81000000.00 81000000.00 0.0027 N 80982423.00 80982423.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% to 0.47% 313384UP2 Government Agency Debt First Tier Security 2016-03-21 2016-03-21 N N N 168000000.00 167840699.99 0.0055 N 167892144.00 167892144.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313384UR8 Government Agency Debt First Tier Security 2016-03-23 2016-03-23 N N N 147402000.00 147268155.92 0.0048 N 147305009.48 147305009.48 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313384WS4 Government Agency Debt First Tier Security 2016-05-11 2016-05-11 N N N 100000000.00 99856263.90 0.0033 N 99850700.00 99850700.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313384SQ3 Government Agency Debt First Tier Security 2016-02-03 2016-02-03 N N N 66000000.00 65975194.99 0.0022 N 65986272.00 65986272.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6T80 Government Agency Debt First Tier Security 2016-01-25 2016-05-25 N N N 93000000.00 93000000.00 0.0031 N 92975913.00 92975913.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 313384VD8 Government Agency Debt First Tier Security 2016-04-04 2016-04-04 N N N 216000000.00 215770674.62 0.0071 N 215808840.00 215808840.00 Federal Home Loan Bank Federal Home Loan Bank, 0.44% to 0.47% 313384UL1 Government Agency Debt First Tier Security 2016-03-18 2016-03-18 N N N 74000000.00 73929448.76 0.0024 N 73954342.00 73954342.00 Federal Home Loan Bank Federal Home Loan Bank, 0.44% 313384UX5 Government Agency Debt First Tier Security 2016-03-29 2016-03-29 N N N 68000000.00 67926862.19 0.0022 N 67951856.00 67951856.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 313384UJ6 Government Agency Debt First Tier Security 2016-03-16 2016-03-16 N N N 285000000.00 284723906.19 0.0093 N 284829000.00 284829000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 313384XV6 Government Agency Debt First Tier Security 2016-06-07 2016-06-07 N N N 63000000.00 62870045.00 0.0021 N 62872488.00 62872488.00 Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384UB3 Government Agency Debt First Tier Security 2016-03-09 2016-03-09 N N N 66000000.00 65940160.02 0.0022 N 65964228.00 65964228.00 Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384UD9 Government Agency Debt First Tier Security 2016-03-11 2016-03-11 N N N 58000000.00 57945866.69 0.0019 N 57967636.00 57967636.00 Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A6GY7 Government Agency Debt First Tier Security 2016-03-22 2016-06-22 N N N 74000000.00 74000000.00 0.0024 N 73970400.00 73970400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A3T53 Government Agency Debt First Tier Security 2016-03-23 2016-12-23 N N N 136950000.00 136933098.78 0.0045 N 136910558.40 136910558.40 Federal Home Loan Bank Federal Home Loan Bank, 0.59% 313384YR4 Government Agency Debt First Tier Security 2016-06-27 2016-06-27 N N N 198000000.00 197422390.04 0.0065 N 197547570.00 197547570.00 Federal Home Loan Bank Federal Home Loan Bank, 0.60% 313384YV5 Government Agency Debt First Tier Security 2016-07-01 2016-07-01 N N N 31000000.00 30905966.65 0.0010 N 30910596.00 30910596.00 Freddie Mac Freddie Mac, 0.19% 313396TN3 Government Agency Debt First Tier Security 2016-02-25 2016-02-25 N N N 170000000.00 169950652.74 0.0056 N 169938630.00 169938630.00 Freddie Mac Freddie Mac, 0.23% 313396RS4 Government Agency Debt First Tier Security 2016-01-12 2016-01-12 N N N 164000000.00 163988474.44 0.0054 N 163994588.00 163994588.00 Freddie Mac Freddie Mac, 0.25% 3134G5PN9 Government Agency Debt First Tier Security 2016-02-14 2016-11-14 N N N 300000000.00 299959614.90 0.0098 N 299860200.00 299860200.00 Freddie Mac Freddie Mac, 0.26% 313396SS3 Government Agency Debt First Tier Security 2016-02-05 2016-02-05 N N N 125000000.00 124968767.42 0.0041 N 124972250.00 124972250.00 Freddie Mac Freddie Mac, 0.28% 313396TK9 Government Agency Debt First Tier Security 2016-02-22 2016-02-22 N N N 63000000.00 62974520.00 0.0021 N 62978580.00 62978580.00 Freddie Mac Freddie Mac, 0.29% 313396TS2 Government Agency Debt First Tier Security 2016-02-29 2016-02-29 N N N 195000000.00 194907320.83 0.0064 N 194924145.00 194924145.00 Freddie Mac Freddie Mac, 0.30% 3134G7SG7 Government Agency Debt First Tier Security 2016-01-17 2016-08-17 N N N 150000000.00 150000000.00 0.0049 N 149892900.00 149892900.00 Freddie Mac Freddie Mac, 0.30% to 0.43% 313396TZ6 Government Agency Debt First Tier Security 2016-03-07 2016-03-07 N N N 174000000.00 173881896.67 0.0057 N 173908650.00 173908650.00 Freddie Mac Freddie Mac, 0.32% 3134G5Z24 Government Agency Debt First Tier Security 2016-01-12 2017-01-12 N N N 287930000.00 287899698.19 0.0094 N 287688426.73 287688426.73 Freddie Mac Freddie Mac, 0.35% 3134G8DN6 Government Agency Debt First Tier Security 2016-01-04 2016-06-14 N N N 136000000.00 136000000.00 0.0045 N 135993744.00 135993744.00 Freddie Mac Freddie Mac, 0.36% 3137EADQ9 Government Agency Debt First Tier Security 2016-05-13 2016-05-13 N N N 104549000.00 104600272.19 0.0034 N 104559036.70 104559036.70 Freddie Mac Freddie Mac, 0.37% 3134G7TF8 Government Agency Debt First Tier Security 2016-01-24 2016-08-24 N N N 200000000.00 200000000.00 0.0066 N 199854800.00 199854800.00 Freddie Mac Freddie Mac, 0.37% 313396UP6 Government Agency Debt First Tier Security 2016-03-21 2016-03-21 N N N 14000000.00 13988488.89 0.0005 N 13991012.00 13991012.00 Freddie Mac Freddie Mac, 0.40% 3134G6AE3 Government Agency Debt First Tier Security 2016-01-21 2016-07-21 N N N 293915000.00 293898345.78 0.0096 N 293818889.80 293818889.80 Freddie Mac Freddie Mac, 0.41% 3134G72G5 Government Agency Debt First Tier Security 2016-01-20 2017-04-20 N N N 150000000.00 149970145.20 0.0049 N 149771700.00 149771700.00 Freddie Mac Freddie Mac, 0.48% 313396VG5 Government Agency Debt First Tier Security 2016-04-07 2016-04-07 N N N 250000000.00 249676666.75 0.0082 N 249771500.00 249771500.00 U.S. Treasury Bonds U.S. Treasury Bonds, 0.29% to 0.39% 912810DW5 Treasury Debt First Tier Security 2016-05-15 2016-05-15 N N N 207000000.00 212287299.88 0.0070 N 212165271.00 212165271.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828QF0 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 110000000.00 110631780.60 0.0036 N 110568810.00 110568810.00 U.S. Treasury Notes U.S. Treasury Notes, 0.26% 912828UW8 Treasury Debt First Tier Security 2016-04-15 2016-04-15 N N N 250000000.00 249989706.15 0.0082 N 249949250.00 249949250.00 U.S. Treasury Notes U.S. Treasury Notes, 0.27% 912828C40 Treasury Debt First Tier Security 2016-03-31 2016-03-31 N N N 200000000.00 200049028.08 0.0066 N 200008200.00 200008200.00 U.S. Treasury Notes U.S. Treasury Notes, 0.27% 912828QA1 Treasury Debt First Tier Security 2016-03-31 2016-03-31 N N N 50000000.00 50241774.20 0.0016 N 50232900.00 50232900.00 U.S. Treasury Notes U.S. Treasury Notes, 0.27% to 0.38% 912828FF2 Treasury Debt First Tier Security 2016-05-15 2016-05-15 N N N 140000000.00 142470623.75 0.0047 N 142450980.00 142450980.00 U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828C81 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 450000000.00 450131428.17 0.0148 N 449945550.00 449945550.00 U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828VC1 Treasury Debt First Tier Security 2016-05-15 2016-05-15 N N N 253000000.00 252966308.50 0.0083 N 252816828.00 252816828.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828KR0 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 125000000.00 125953840.62 0.0041 N 125909000.00 125909000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828QP8 Treasury Debt First Tier Security 2016-05-31 2016-05-31 N N N 190000000.00 191130774.48 0.0063 N 191013840.00 191013840.00 U.S. Treasury Notes U.S. Treasury Notes, 0.31% 912828WK2 Treasury Debt First Tier Security 2016-01-04 2016-01-31 N N N 75000000.00 74998439.42 0.0025 N 75002550.00 75002550.00 U.S. Treasury Notes U.S. Treasury Notes, 0.47% 912828KW9 Treasury Debt First Tier Security 2016-05-31 2016-05-31 N N N 150000000.00 151709206.32 0.0050 N 151721100.00 151721100.00 U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828VL1 Treasury Debt First Tier Security 2016-07-15 2016-07-15 N N N 100000000.00 100074082.40 0.0033 N 100008100.00 100008100.00 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes, 0.32% to 0.35% 912828ET3 Treasury Debt First Tier Security 2016-01-15 2016-01-15 N N N 405028780.00 405056232.25 0.0133 N 405023388.90 405023388.90 Bank of America NA In a joint trading account with Bank of America NA at 0.31%, dated 12/31/2015 due 01/04/2016 AAH559000_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 Government Agency Debt 246655060.80 236603986.78 FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-25 2044-10-25 3.5 - 5.8 Government Agency Debt 287089543.98 124149186.61 Unrated Security 2016-01-04 2016-01-04 N N N 350233347.00 350233346.66 0.0115 N 350233346.66 350233346.66 Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.33%, dated 12/31/2015 due 01/04/2016 AAH565000_04240 Government Agency Repurchase Agreement Y US TREASURY 2016-01-21 2045-05-15 0 - 6.875 Treasury Debt 77262122.36 77523854.80 Unrated Security 2016-01-04 2016-01-04 N N N 75926381.00 75926380.52 0.0025 N 75926380.52 75926380.52 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.31%, dated 12/31/2015 due 01/04/2016 AAH559000_07629 Government Agency Repurchase Agreement Y US TREASURY 2016-02-29 2044-08-15 0 - 9 Treasury Debt 129821899.12 132000641.42 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-01 2047-01-25 0 - 8 Government Agency Debt 169639119.41 55866281.82 FEDERAL NATIONAL MORTGAGE ASSOC 2016-01-25 2045-12-25 1.587 - 9 Government Agency Debt 380817169.09 100733657.24 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-04-15 2045-09-20 0.5 - 7.5 Government Agency Debt 6208213.75 1394110.35 Unrated Security 2016-01-04 2016-01-04 N N N 284085071.00 284085071.00 0.0093 N 284085071.00 284085071.00 Citibank NA In a joint trading account with Citibank NA at 0.31%, dated 12/31/2015 due 01/04/2016 AAH559000_26602 Government Agency Repurchase Agreement Y US TREASURY 2016-01-07 2045-02-15 0 - 9.125 Treasury Debt 46887918.81 47686450.81 FEDERAL HOME LOAN BANK 2020-09-11 2026-06-12 1.375 - 5.75 Government Agency Debt 889.21 971.75 FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2045-10-01 2.5 - 6 Government Agency Debt 4259092.70 3840025.64 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2045-07-01 1.3 - 6.5 Government Agency Debt 2429229.29 1322133.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 Government Agency Debt 12427277.61 9339525.81 Unrated Security 2016-01-04 2016-01-04 N N N 60964242.00 60964241.51 0.0020 N 60964241.51 60964241.51 Citibank NA In a joint trading account with Citibank NA at 0.33%, dated 12/31/2015 due 01/04/2016 AAH565000_26602 Government Agency Repurchase Agreement Y US TREASURY 2016-01-07 2045-02-15 0 - 9.125 Treasury Debt 87593067.93 89084835.31 FEDERAL HOME LOAN BANK 2020-09-11 2026-06-12 1.375 - 5.75 Government Agency Debt 1661.17 1815.37 FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2045-10-01 2.5 - 6 Government Agency Debt 7956569.74 7173694.96 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2045-07-01 1.3 - 6.5 Government Agency Debt 4538133.74 2469926.30 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 Government Agency Debt 23215860.29 17447516.12 Unrated Security 2016-01-04 2016-01-04 N N N 113889571.00 113889570.78 0.0037 N 113889570.78 113889570.78 Citibank NA Citibank NA, 0.34% AAG933000 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2017-08-15 2045-02-15 1.375 - 8.875 Treasury Debt 22155200.00 23067686.97 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-09-15 2045-10-20 2.5 - 7 Government Agency Debt 47573649.00 12635647.52 First Tier Security 2016-01-05 2016-01-05 N N N 35000000.00 35000000.00 0.0011 N 34999888.00 34999888.00 Citibank NA Citibank NA, 0.35% AAG925000 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2016-01-07 2045-02-15 0 - 8.875 Treasury Debt 112357100.00 114707211.93 FEDERAL HOME LOAN BANK 2017-06-21 2026-06-12 1 - 5.75 Government Agency Debt 70000.00 72627.12 FEDERAL NATIONAL MORTGAGE ASSOC 2018-11-27 2045-11-01 1.3 - 6.625 Government Agency Debt 15152811.00 13779573.25 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-06-15 2045-10-20 2.5 - 7 Government Agency Debt 213272368.00 83665222.05 First Tier Security 2016-01-05 2016-01-05 N N N 208000000.00 208000000.00 0.0068 N 207999396.80 207999396.80 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.31%, dated 12/31/2015 due 01/04/2016 AAH559000_04361 Government Agency Repurchase Agreement Y US TREASURY 2016-01-07 2045-11-15 0 - 8.875 Treasury Debt 160684792.29 175784524.99 Unrated Security 2016-01-04 2016-01-04 N N N 171695211.00 171695210.79 0.0056 N 171695210.79 171695210.79 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.31%, dated 12/31/2015 due 01/04/2016 AAH559000_39304 Government Agency Repurchase Agreement Y US TREASURY 2016-03-03 2042-05-15 0 - 9.125 Treasury Debt 437253201.11 471642976.62 U.S. TREASURY 2016-01-31 2017-10-31 0.045 - 0.188 Treasury Debt 3956233.87 3954330.49 Unrated Security 2016-01-04 2016-01-04 N N N 465830258.00 465830257.75 0.0153 N 465830257.75 465830257.75 ING Financial Markets LLC ING Financial Markets LLC, 0.21% 48Z99T3B3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-03-01 2045-10-01 3.5 - 3.5 Government Agency Debt 440343734.00 372451111.48 First Tier Security 2016-01-22 2016-01-22 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 365000000.00 365000000.00 0.0120 Y 365007300.00 365007300.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 48Z99T2L2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-11-01 3 - 6 Government Agency Debt 301297456.00 157159745.51 First Tier Security 2016-01-14 2016-01-14 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 154000000.00 154000000.00 0.0051 Y 153992300.00 153992300.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 48Z99T2P3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2031-11-01 4 - 4 Government Agency Debt 77750658.00 43881699.98 First Tier Security 2016-01-19 2016-01-19 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 43000000.00 43000000.00 0.0014 Y 43003440.00 43003440.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 48Z99T2R9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2045-08-01 3.5 - 4.5 Government Agency Debt 77742054.00 75514925.62 First Tier Security 2016-01-20 2016-01-20 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 74000000.00 74000000.00 0.0024 Y 74005920.00 74005920.00 ING Financial Markets LLC ING Financial Markets LLC, 0.30% 48Z99T3Y3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2042-09-01 3.5 - 4.5 Government Agency Debt 124547606.00 69388502.93 First Tier Security 2016-02-04 2016-02-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 68000000.00 68000000.00 0.0022 Y 68012920.00 68012920.00 ING Financial Markets LLC ING Financial Markets LLC, 0.30% 48Z99T4C0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-11-01 2041-11-01 4 - 4 Government Agency Debt 68380000.00 40816734.32 First Tier Security 2016-02-04 2016-02-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 40000000.00 40000000.00 0.0013 Y 39996400.00 39996400.00 ING Financial Markets LLC ING Financial Markets LLC, 0.32% 48Z99T4H9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-11-01 2041-11-01 4 - 4 Government Agency Debt 72153990.00 41835389.87 First Tier Security 2016-02-04 2016-02-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 41000000.00 41000000.00 0.0013 Y 41007380.00 41007380.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.31%, dated 12/31/2015 due 01/04/2016 AAH559000_55502 Government Agency Repurchase Agreement Y US TREASURY 2016-01-15 2045-08-15 0.375 - 9.25 Treasury Debt 237582071.36 242852724.51 FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2045-12-01 1.864 - 6.257 Government Agency Debt 461125515.89 138163814.13 U.S. TREASURY 2016-01-31 2017-10-31 0.045 - 0.188 Treasury Debt 2766971.27 2765345.33 Unrated Security 2016-01-04 2016-01-04 N N N 376153517.00 376153517.37 0.0123 N 376153517.37 376153517.37 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.33%, dated 12/31/2015 due 01/04/2016 AAH565000_55502 Government Agency Repurchase Agreement Y US TREASURY 2016-01-15 2045-08-15 0.375 - 9.25 Treasury Debt 53119116.58 54297540.68 FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2045-12-01 1.864 - 6.257 Government Agency Debt 103099446.42 30890966.26 U.S. TREASURY 2016-01-31 2017-10-31 0.045 - 0.188 Treasury Debt 618645.46 618281.93 Unrated Security 2016-01-04 2016-01-04 N N N 84101222.00 84101222.06 0.0028 N 84101222.06 84101222.06 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.35% AAF041000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2045-07-01 2.316 - 4 Government Agency Debt 206234868.00 146391969.93 FEDERAL NATIONAL MORTGAGE ASSOC 2042-09-01 2042-09-01 2.389 - 2.389 Government Agency Debt 60733419.00 35807437.88 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-12-20 2045-12-20 3.5 - 3.5 Government Agency Debt 33037608.00 34076332.42 First Tier Security 2016-01-07 2016-01-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 212000000.00 212000000.00 0.0070 N 212000000.00 212000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.33%, dated 12/31/2015 due 01/04/2016 AAH565000_53651 Government Agency Repurchase Agreement Y US TREASURY 2021-09-30 2021-09-30 2.125 - 2.125 Treasury Debt 53374635.87 54218463.78 FEDERAL HOME LOAN MORTGAGE CORP 2034-01-01 2043-03-01 2.316 - 4 Government Agency Debt 52142676.59 42191535.76 FEDERAL NATIONAL MORTGAGE ASSOC 2042-08-01 2042-08-01 2.94 - 2.94 Government Agency Debt 24972311.38 10977367.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-04-20 2045-04-20 3 - 3 Government Agency Debt 1102534.26 1044218.99 Unrated Security 2016-01-04 2016-01-04 N N N 106302096.00 106302095.72 0.0035 N 106302095.72 106302095.72 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.31% AAA366000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2045-01-01 2.68 - 4 Government Agency Debt 56862636.00 53486728.57 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-25 2045-12-01 2.539 - 3.5 Government Agency Debt 16817926.00 14741936.35 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-11-20 2045-11-20 4 - 4 Government Agency Debt 1079991.00 1148113.32 First Tier Security 2016-01-07 2016-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 68000000.00 68000000.00 0.0022 N 68000000.00 68000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.31% AAA433000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2045-07-01 2.68 - 4 Government Agency Debt 4739392.00 4520840.06 FEDERAL NATIONAL MORTGAGE ASSOC 2044-06-01 2045-12-01 2.539 - 4.5 Government Agency Debt 30773842.00 27522888.38 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2045-12-20 3.5 - 4.5 Government Agency Debt 45533722.00 37332398.27 First Tier Security 2016-01-07 2016-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 68000000.00 68000000.00 0.0022 N 68000000.00 68000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.33% AAB879000 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-04-01 2046-01-01 1.988 - 4.5 Government Agency Debt 82066696.00 34287867.12 GOVERNMENT NATIONAL MORTAGE ASSOC 2031-10-20 2063-09-20 3 - 6 Government Agency Debt 55319305.00 56654341.74 FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2045-11-01 2.68 - 3.5 Government Agency Debt 15640500.00 14149442.31 First Tier Security 2016-01-07 2016-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 103000000.00 103000000.00 0.0034 N 103000000.00 103000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 48P99SPS5 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2045-09-01 2.202 - 4 Government Agency Debt 9631162.00 6371787.73 FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2046-01-01 1.988 - 5.5 Government Agency Debt 70844209.00 45986446.70 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2045-11-20 3 - 4 Government Agency Debt 20865044.00 19141726.02 First Tier Security 2016-01-07 2016-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 70000000.00 70000000.00 0.0023 N 70000000.00 70000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 48P99SPU0 0000050916 Government Agency Repurchase Agreement Y US TREASURY 2016-04-28 2022-06-30 0 - 2.125 Treasury Debt 164.00 164.25 FEDERAL HOME LOAN MORTGAGE CORP 2023-12-15 2045-12-01 0 - 6.049 Government Agency Debt 42062136.00 22998641.79 FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-01 2045-12-01 0.922 - 5.5 Government Agency Debt 105186574.00 64018415.18 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-12-20 2063-09-20 0.493 - 7.531 Government Agency Debt 26179422.00 23816406.61 First Tier Security 2016-01-07 2016-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 108000000.00 108000000.00 0.0035 N 108000000.00 108000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 48P99SPT3 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-03-15 2045-12-01 1.5 - 7 Government Agency Debt 24082507.00 8197433.61 FEDERAL NATIONAL MORTGAGE ASSOC 2020-07-25 2045-12-01 0.922 - 8.5 Government Agency Debt 69542545.00 30732632.13 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2063-09-20 0.545 - 5 Government Agency Debt 21918979.00 12190753.10 First Tier Security 2016-01-07 2016-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 50000000.00 50000000.00 0.0016 N 50000000.00 50000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 48P99SPV8 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-11-15 2045-12-01 1.5 - 6.053 Government Agency Debt 35281782.00 7529599.03 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-25 2045-12-01 2.023 - 3.519 Government Agency Debt 169099299.00 47444158.70 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-05-20 2062-12-20 0.545 - 4 Government Agency Debt 2405236.00 2220374.63 First Tier Security 2016-01-07 2016-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 56000000.00 56000000.00 0.0018 N 56000000.00 56000000.00 Societe Generale In a joint trading account with Societe Generale at 0.31%, dated 12/31/2015 due 01/04/2016 AAH559000_74037 Government Agency Repurchase Agreement Y US TREASURY 2016-02-29 2045-11-15 0.875 - 9.125 Treasury Debt 30875160.49 35161726.59 FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2045-11-01 1.918 - 5.969 Government Agency Debt 66684885.30 3165833.23 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2045-08-01 0.592 - 5.5 Government Agency Debt 83722322.23 15170348.17 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-03-15 2045-12-20 1.625 - 5.5 Government Agency Debt 161000937.01 13592738.67 Unrated Security 2016-01-04 2016-01-04 N N N 65733553.00 65733552.93 0.0022 N 65733552.93 65733552.93 Societe Generale In a joint trading account with Societe Generale at 0.33%, dated 12/31/2015 due 01/04/2016 AAH565000_74037 Government Agency Repurchase Agreement Y US TREASURY 2016-02-29 2045-11-15 0.875 - 9.125 Treasury Debt 71325497.55 81228003.48 FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2045-11-01 1.918 - 5.969 Government Agency Debt 154050458.27 7313472.28 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2045-08-01 0.592 - 5.5 Government Agency Debt 193409076.87 35045409.12 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-03-15 2045-12-20 1.625 - 5.5 Government Agency Debt 371932380.46 31400933.09 Unrated Security 2016-01-04 2016-01-04 N N N 151852761.00 151852761.04 0.0050 N 151852761.04 151852761.04 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.31%, dated 12/31/2015 due 01/04/2016 AAH559000_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-07-31 2024-02-15 0.184 - 4.875 Treasury Debt 119686595.53 123775972.50 FEDERAL AGRICULTURE MORTGAGE CORP 2016-06-01 2016-10-13 0.97 - 2.17 Government Agency Debt 23194.98 23365.55 FEDERAL FARM CREDIT 2016-10-03 2029-05-01 4.65 - 5.875 Government Agency Debt 265493.33 286242.14 FEDERAL HOME LOAN BANK 2016-02-10 2028-03-10 0 - 5.625 Government Agency Debt 22825735.30 22892396.68 FEDERAL HOME LOAN MORTGAGE CORP 2016-02-01 2032-07-15 0 - 6.75 Government Agency Debt 11083811.15 11326900.29 FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-28 2038-08-06 0.875 - 7.125 Government Agency Debt 11427542.94 11747635.76 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-03-15 2045-12-15 1.875 - 9 Government Agency Debt 50702413.44 34242366.68 TENNESEE VALLEY AUTHORITY 2017-07-18 2048-01-15 0 - 6.25 Government Agency Debt 441953.61 453409.23 Unrated Security 2016-01-04 2016-01-04 N N N 200725802.00 200725801.99 0.0066 N 200725801.99 200725801.99 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.33%, dated 12/31/2015 due 01/04/2016 AAH565000_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-07-31 2024-02-15 0.184 - 4.875 Treasury Debt 162981199.52 168549839.52 FEDERAL AGRICULTURE MORTGAGE CORP 2016-06-01 2016-10-13 0.97 - 2.17 Government Agency Debt 31585.37 31817.64 FEDERAL FARM CREDIT 2016-10-03 2029-05-01 4.65 - 5.875 Government Agency Debt 361531.05 389785.40 FEDERAL HOME LOAN BANK 2016-02-10 2028-03-10 0 - 5.625 Government Agency Debt 31082559.43 31173334.45 FEDERAL HOME LOAN MORTGAGE CORP 2016-02-01 2032-07-15 0 - 6.75 Government Agency Debt 15093192.59 15424215.11 FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-28 2038-08-06 0.875 - 7.125 Government Agency Debt 15561263.54 15997144.53 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-03-15 2045-12-15 1.875 - 9 Government Agency Debt 69043154.96 46628964.35 TENNESEE VALLEY AUTHORITY 2017-07-18 2048-01-15 0 - 6.25 Government Agency Debt 601822.86 617422.36 Unrated Security 2016-01-04 2016-01-04 N N N 273334970.00 273334969.87 0.0090 N 273334969.87 273334969.87 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.17% 49J991WA0 0000276523 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2034-06-15 2045-12-15 3 - 5 Government Agency Debt 159867671.00 161229254.95 First Tier Security 2016-01-06 2016-01-06 N N N 158000000.00 158000000.00 0.0052 N 158000000.00 158000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.17% 49J991WG7 0000276523 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2034-07-15 2045-11-15 3.5 - 4 Government Agency Debt 97032651.00 101022917.43 First Tier Security 2016-01-07 2016-01-07 N N N 99000000.00 99000000.00 0.0032 N 98997030.00 98997030.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.17% 49J991XK7 0000276523 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-15 2045-11-15 4 - 4 Government Agency Debt 28917243.00 30611994.07 First Tier Security 2016-01-11 2016-01-11 N N N 30000000.00 30000000.00 0.0010 Y 29998200.00 29998200.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.35% AAG924000 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-08-15 2045-12-15 0 - 5.5 Government Agency Debt 9457895.00 12255034.35 FEDERAL NATIONAL MORTGAGE ASSOC 2042-09-25 2046-01-25 0 - 3.5 Government Agency Debt 29722488.00 30891964.74 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-16 2045-12-20 2.75 - 5.5 Government Agency Debt 159879846.00 169569155.89 First Tier Security 2016-01-05 2016-01-05 N N N 208000000.00 208000000.00 0.0068 N 207999396.80 207999396.80 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.36% AAH496000 0000276523 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2045-11-20 2045-11-20 4.5 - 4.5 Government Agency Debt 33200303.00 35701428.61 First Tier Security 2016-01-07 2016-01-07 N N N 35000000.00 35000000.00 0.0011 N 35000000.00 35000000.00 Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.25% AAH551000 0001457970 Treasury Repurchase Agreement Y US TREASURY 2018-03-31 2043-08-15 1 - 8 Treasury Debt 6660149900.00 7612211538.19 First Tier Security 2016-01-04 2016-01-04 N N N 7612000000.00 7612000000.00 0.2497 N 7612000000.00 7612000000.00 Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.31% AAH488000 Treasury Repurchase Agreement Y US TREASURY 2016-08-15 2036-02-15 0.625 - 5.375 Treasury Debt USTR 283100000.00 295713074.00 First Tier Security 2016-01-04 2016-01-04 N N N 289606625.00 289606625.00 0.0095 N 289606625.00 289606625.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 77X99NBC6 Treasury Repurchase Agreement Y US TREASURY 2016-01-08 2016-01-08 2.125 - 2.125 Treasury Debt USTR 129426000.00 132481230.00 First Tier Security 2016-01-07 2016-01-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 130073000.00 130073000.00 0.0043 N 130073000.00 130073000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 77X99NBA0 Treasury Repurchase Agreement Y US TREASURY 2021-01-31 2021-01-31 2.125 - 2.125 Treasury Debt USTR 77656000.00 79500562.97 First Tier Security 2016-01-07 2016-01-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 78044000.00 78044000.00 0.0026 N 78044000.00 78044000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 77X99NAY9 Treasury Repurchase Agreement Y US TREASURY 2025-08-15 2025-08-15 2.125 - 2.125 Treasury Debt USTR 77656000.00 76265336.35 First Tier Security 2016-01-07 2016-01-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 75035000.00 75035000.00 0.0025 N 75035000.00 75035000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.23% 77X99NBD4 Treasury Repurchase Agreement Y US TREASURY 2018-11-15 2018-11-15 3.75 - 3.75 Treasury Debt USTR 128356000.00 138062280.72 First Tier Security 2016-01-07 2016-01-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 135095000.00 135095000.00 0.0044 N 135095000.00 135095000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.26% AAA751000 Treasury Repurchase Agreement Y US TREASURY 2017-03-31 2017-03-31 3.25 - 3.25 Treasury Debt USTR 129658000.00 134561795.00 First Tier Security 2016-01-07 2016-01-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 131921000.00 131921000.00 0.0043 N 131921000.00 131921000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% AAB940000 Treasury Repurchase Agreement Y US TREASURY 2018-11-15 2018-11-15 3.75 - 3.75 Treasury Debt USTR 131744000.00 141706481.00 First Tier Security 2016-01-07 2016-01-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 138990000.00 138990000.00 0.0046 N 138990000.00 138990000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.35% AAF918000 Treasury Repurchase Agreement Y US TREASURY 2017-02-28 2017-02-28 3 - 3 Treasury Debt USTR 133793000.00 138527132.00 First Tier Security 2016-01-07 2016-01-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 135632500.00 135632500.00 0.0044 N 135632500.00 135632500.00