N-MFP LIVE N 2016-02-29 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 38 84 36477303260.67 25704924.52 666693959.59 35836314225.60 0.0039 1.0003 2016-02-29 1.0003 2016-02-29 C000013039 1000000.00 23953506491.22 1.00 855741665.66 10829147235.99 9973405570.33 0.0021 1.0004 2016-02-29 1.0004 2016-02-29 C000013080 1000000.00 431223694.81 1.00 48467051.33 527236026.88 478768975.55 0.0006 1.0005 2016-02-29 1.0005 2016-02-29 C000013081 1000000.00 1924604155.29 1.00 59945920.05 552185076.17 492239156.12 0.0001 1.0005 2016-02-29 1.0005 2016-02-29 C000013082 1000000.00 224797581.10 1.00 6168444.39 77016351.12 70847906.73 0.0016 1.0002 2016-02-29 1.0002 2016-02-29 C000141704 10000000.00 9302182303.18 1.00 3706176822.45 18997407910.58 15291231088.13 0.0025 1.0000 2016-02-29 1.0000 2016-02-29 Fannie Mae Fannie Mae, 0.23% 31359MH89 Government Agency Debt First Tier Security 2016-03-15 2016-03-15 N N N 28200000.00 28251449.70 0.0008 N 28250365.20 28250365.20 Fannie Mae Fannie Mae, 0.34% 3135G0VA8 Government Agency Debt First Tier Security 2016-03-30 2016-03-30 N N N 62710000.00 62718050.00 0.0018 N 62718152.30 62718152.30 Fannie Mae Fannie Mae, 0.40% 313588XP5 Government Agency Debt First Tier Security 2016-06-01 2016-06-01 N N N 250000000.00 249744444.40 0.0070 N 249763500.00 249763500.00 Fannie Mae Fannie Mae, 0.54% 31359MW41 Government Agency Debt First Tier Security 2016-09-15 2016-09-15 N N N 75696000.00 77613638.42 0.0022 N 77576364.34 77576364.34 Federal Farm Credit Bank Federal Farm Credit Bank, 0.40% 3133EDPM8 Government Agency Debt First Tier Security 2016-03-03 2016-10-03 N N N 28000000.00 27987684.32 0.0008 N 27989500.00 27989500.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.40% 3133EDH88 Government Agency Debt First Tier Security 2016-03-18 2016-03-18 N N N 69000000.00 68999413.60 0.0019 N 68999310.00 68999310.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.40% 3133EEW30 Government Agency Debt First Tier Security 2016-03-20 2017-01-20 N N N 75000000.00 74997305.32 0.0021 N 74926050.00 74926050.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.41% 3133EECK4 Government Agency Debt First Tier Security 2016-03-20 2016-05-20 N N N 98600000.00 98595914.10 0.0028 N 98594774.20 98594774.20 Federal Farm Credit Bank Federal Farm Credit Bank, 0.42% 3133EFHB6 Government Agency Debt First Tier Security 2016-03-07 2016-11-07 N N N 200000000.00 199993049.12 0.0056 N 199921400.00 199921400.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.42% 3133EEV56 Government Agency Debt First Tier Security 2016-03-09 2017-06-09 N N N 200000000.00 199989700.04 0.0056 N 199680800.00 199680800.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.42% 3133EDV90 Government Agency Debt First Tier Security 2016-03-19 2016-09-19 N N N 153900000.00 153895694.49 0.0043 N 153861371.10 153861371.10 Federal Farm Credit Bank Federal Farm Credit Bank, 0.43% 3133EFEK9 Government Agency Debt First Tier Security 2016-03-28 2016-04-28 N N N 50000000.00 49999597.00 0.0014 N 49999250.00 49999250.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.43% 3133EFEP8 Government Agency Debt First Tier Security 2016-03-29 2016-06-29 N N N 30000000.00 29999500.73 0.0008 N 29998020.00 29998020.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 3133EFRG4 Government Agency Debt First Tier Security 2016-03-22 2016-07-22 N N N 90000000.00 90000000.00 0.0025 N 89994960.00 89994960.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 3133EFRD1 Government Agency Debt First Tier Security 2016-03-30 2016-06-30 N N N 181000000.00 181000000.00 0.0051 N 180992036.00 180992036.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.45% 3133EDD58 Government Agency Debt First Tier Security 2016-03-06 2016-04-06 N N N 223300000.00 223310412.54 0.0062 N 223306029.10 223306029.10 Federal Farm Credit Bank Federal Farm Credit Bank, 0.45% 3133EDSF0 Government Agency Debt First Tier Security 2016-03-10 2017-02-10 N N N 100000000.00 100053032.58 0.0028 N 99942200.00 99942200.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133ED4J8 Government Agency Debt First Tier Security 2016-03-11 2016-10-11 N N N 29100000.00 29096642.32 0.0008 N 29096217.00 29096217.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133EDC75 Government Agency Debt First Tier Security 2016-03-20 2016-06-20 N N N 100000000.00 100019336.92 0.0028 N 100005200.00 100005200.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133EFXP7 Government Agency Debt First Tier Security 2016-03-27 2016-09-27 N N N 182000000.00 181995919.96 0.0051 N 181997088.00 181997088.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EE5J5 Government Agency Debt First Tier Security 2016-04-30 2017-01-31 N N N 250000000.00 250000000.00 0.0070 N 249931500.00 249931500.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EFUM7 Government Agency Debt First Tier Security 2016-03-04 2016-11-04 N N N 170000000.00 170000000.00 0.0047 N 170019040.00 170019040.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.57% 313312A59 Government Agency Debt First Tier Security 2016-08-02 2016-08-02 N N N 68000000.00 67834191.59 0.0019 N 67877804.00 67877804.00 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 157993967.40 0.0044 N 157991310.00 157991310.00 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 98964249.99 0.0028 N 98953569.00 98953569.00 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 83969783.33 0.0023 N 83962116.00 83962116.00 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 249897083.35 0.0070 N 249871250.00 249871250.00 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 45997478.87 0.0013 N 45995354.00 45995354.00 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 70994717.60 0.0020 N 70988640.00 70988640.00 Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384TU3 Government Agency Debt First Tier Security 2016-03-02 2016-03-02 N N N 600000000.00 599994999.96 0.0167 N 599995200.00 599995200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% to 0.35% 313384TT6 Government Agency Debt First Tier Security 2016-03-01 2016-03-01 N N N 195000000.00 195000000.00 0.0054 N 195000000.00 195000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% to 0.40% 313384TW9 Government Agency Debt First Tier Security 2016-03-04 2016-03-04 N N N 400000000.00 399987982.46 0.0112 N 399990800.00 399990800.00 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 109987288.88 0.0031 N 109988890.00 109988890.00 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 129935220.08 0.0036 N 129914012.00 129914012.00 Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 0.39% 313384VE6 Government Agency Debt First Tier Security 2016-04-05 2016-04-05 N N N 215000000.00 214928395.85 0.0060 N 214932060.00 214932060.00 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 0.0009 N 34007922.00 34007922.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130A6BK2 Government Agency Debt First Tier Security 2016-03-13 2016-08-11 N N N 209000000.00 209000000.00 0.0058 N 208926432.00 208926432.00 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 99983777.78 0.0028 N 99987600.00 99987600.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% to 0.42% 313384VD8 Government Agency Debt First Tier Security 2016-04-04 2016-04-04 N N N 236000000.00 235907329.09 0.0066 N 235927548.00 235927548.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5VQ9 Government Agency Debt First Tier Security 2016-03-08 2016-07-08 N N N 123000000.00 123000000.00 0.0034 N 122971833.00 122971833.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5WM7 Government Agency Debt First Tier Security 2016-03-13 2016-09-13 N N N 32000000.00 31984382.72 0.0009 N 31983552.00 31983552.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5VY2 Government Agency Debt First Tier Security 2016-03-15 2016-07-15 N N N 62000000.00 62000000.00 0.0017 N 61984500.00 61984500.00 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 166962981.69 0.0047 N 166972779.00 166972779.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384VF3 Government Agency Debt First Tier Security 2016-04-06 2016-04-06 N N N 438000000.00 437833559.91 0.0122 N 437857650.00 437857650.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5W39 Government Agency Debt First Tier Security 2016-03-24 2017-01-24 N N N 62000000.00 61994357.17 0.0017 N 61916424.00 61916424.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6DD6 Government Agency Debt First Tier Security 2016-03-26 2016-05-26 N N N 200000000.00 200000000.00 0.0056 N 199978200.00 199978200.00 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 167960175.00 0.0047 N 167973792.00 167973792.00 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 147366090.61 0.0041 N 147376794.26 147376794.26 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 99922097.24 0.0028 N 99931000.00 99931000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313384XG9 Government Agency Debt First Tier Security 2016-05-25 2016-05-25 N N N 300000000.00 299718083.22 0.0084 N 299752200.00 299752200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A6QG5 Government Agency Debt First Tier Security 2016-03-04 2016-05-04 N N N 61000000.00 60997960.92 0.0017 N 60998170.00 60998170.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A6JT5 Government Agency Debt First Tier Security 2016-03-15 2016-04-15 N N N 100000000.00 99999687.46 0.0028 N 99998900.00 99998900.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A6MX2 Government Agency Debt First Tier Security 2016-03-20 2016-05-20 N N N 86000000.00 85999521.00 0.0024 N 85995356.00 85995356.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6KP1 Government Agency Debt First Tier Security 2016-03-05 2016-10-05 N N N 220000000.00 220000000.00 0.0061 N 219941700.00 219941700.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6LA3 Government Agency Debt First Tier Security 2016-03-06 2016-07-06 N N N 164000000.00 164000000.00 0.0046 N 163986880.00 163986880.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6SD0 Government Agency Debt First Tier Security 2016-03-13 2016-05-13 N N N 150000000.00 149996991.75 0.0042 N 149996700.00 149996700.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6RZ2 Government Agency Debt First Tier Security 2016-03-18 2016-05-18 N N N 66000000.00 66000000.00 0.0018 N 65998152.00 65998152.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6N37 Government Agency Debt First Tier Security 2016-03-19 2016-04-19 N N N 72000000.00 72000000.00 0.0020 N 72000360.00 72000360.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A73L7 Government Agency Debt First Tier Security 2016-03-20 2016-06-20 N N N 68000000.00 68000000.00 0.0019 N 67995580.00 67995580.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6JC2 Government Agency Debt First Tier Security 2016-03-24 2016-03-24 N N N 81000000.00 81000000.00 0.0023 N 80999352.00 80999352.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6U96 Government Agency Debt First Tier Security 2016-03-04 2016-06-02 N N N 275000000.00 275000000.00 0.0077 N 274996150.00 274996150.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6SY4 Government Agency Debt First Tier Security 2016-03-20 2016-05-20 N N N 75000000.00 75000000.00 0.0021 N 74998425.00 74998425.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A7CJ2 Government Agency Debt First Tier Security 2016-03-20 2016-06-20 N N N 75000000.00 75000000.00 0.0021 N 74996250.00 74996250.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6T80 Government Agency Debt First Tier Security 2016-03-25 2016-05-25 N N N 93000000.00 93000000.00 0.0026 N 92997582.00 92997582.00 Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A7AH8 Government Agency Debt First Tier Security 2016-03-05 2016-07-05 N N N 39000000.00 39000000.00 0.0011 N 39000000.00 39000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A7A54 Government Agency Debt First Tier Security 2016-03-05 2016-07-05 N N N 216000000.00 216000000.00 0.0060 N 216000000.00 216000000.00 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 73984423.75 0.0021 N 73990232.00 73990232.00 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 67976728.88 0.0019 N 67985176.00 67985176.00 Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A76U4 Government Agency Debt First Tier Security 2016-03-02 2016-08-02 N N N 101000000.00 100995433.32 0.0028 N 100998990.00 100998990.00 Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A77F6 Government Agency Debt First Tier Security 2016-03-08 2016-08-08 N N N 77000000.00 76996543.59 0.0021 N 76998537.00 76998537.00 Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A73H6 Government Agency Debt First Tier Security 2016-03-14 2016-07-14 N N N 140000000.00 139990809.62 0.0039 N 140000700.00 140000700.00 Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A6V61 Government Agency Debt First Tier Security 2016-03-15 2016-06-15 N N N 103000000.00 103000000.00 0.0029 N 103002884.00 103002884.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A73R4 Government Agency Debt First Tier Security 2016-03-19 2016-07-19 N N N 68000000.00 68000000.00 0.0019 N 68002652.00 68002652.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74B8 Government Agency Debt First Tier Security 2016-03-20 2016-07-20 N N N 69000000.00 68999321.11 0.0019 N 69001311.00 69001311.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74J1 Government Agency Debt First Tier Security 2016-03-21 2016-07-21 N N N 20000000.00 20000000.00 0.0006 N 20000360.00 20000360.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74U6 Government Agency Debt First Tier Security 2016-03-25 2016-07-25 N N N 106000000.00 106000000.00 0.0030 N 106001484.00 106001484.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74C6 Government Agency Debt First Tier Security 2016-03-25 2016-07-25 N N N 70000000.00 70000000.00 0.0020 N 70001820.00 70001820.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A75N1 Government Agency Debt First Tier Security 2016-03-26 2016-07-26 N N N 72000000.00 72000000.00 0.0020 N 72000936.00 72000936.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A75H4 Government Agency Debt First Tier Security 2016-03-26 2016-08-26 N N N 22000000.00 22000000.00 0.0006 N 22000000.00 22000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A76P5 Government Agency Debt First Tier Security 2016-04-01 2016-09-01 N N N 71000000.00 70998523.35 0.0020 N 70999787.00 70999787.00 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 284944781.25 0.0080 N 284966655.00 284966655.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A75M3 Government Agency Debt First Tier Security 2016-03-25 2016-08-25 N N N 72000000.00 72000000.00 0.0020 N 72000072.00 72000072.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A75F8 Government Agency Debt First Tier Security 2016-03-25 2016-08-25 N N N 72000000.00 72000000.00 0.0020 N 72000072.00 72000072.00 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 62919395.00 0.0018 N 62936559.00 62936559.00 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 65992960.00 0.0018 N 65995908.00 65995908.00 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 57992266.67 0.0016 N 57995476.00 57995476.00 Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7AA3 Government Agency Debt First Tier Security 2016-03-26 2016-10-26 N N N 35000000.00 34998036.16 0.0010 N 35000945.00 35000945.00 Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A5VX4 Government Agency Debt First Tier Security 2016-04-17 2016-10-17 N N N 62000000.00 61996049.86 0.0017 N 61993738.00 61993738.00 Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A5W62 Government Agency Debt First Tier Security 2016-04-23 2017-01-23 N N N 124000000.00 123983121.86 0.0035 N 123936760.00 123936760.00 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 0.0021 N 74011248.00 74011248.00 Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7CN3 Government Agency Debt First Tier Security 2016-08-19 2016-08-19 N N N 37000000.00 36993854.47 0.0010 N 36988641.00 36988641.00 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A6ZF7 Government Agency Debt First Tier Security 2016-03-08 2016-07-08 N N N 61000000.00 61000000.00 0.0017 N 61012444.00 61012444.00 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A56Y0 Government Agency Debt First Tier Security 2016-04-27 2016-10-27 N N N 125000000.00 124987349.73 0.0035 N 125000625.00 125000625.00 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A3GR9 Government Agency Debt First Tier Security 2016-05-12 2016-05-12 N N N 130000000.00 129996002.06 0.0036 N 130009360.00 130009360.00 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 136935939.32 0.0038 N 136969309.95 136969309.95 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A6QP5 Government Agency Debt First Tier Security 2016-05-02 2016-05-02 N N N 67000000.00 67000000.00 0.0019 N 67005494.00 67005494.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A6Q75 Government Agency Debt First Tier Security 2016-05-02 2016-05-02 N N N 54000000.00 54000000.00 0.0015 N 54004428.00 54004428.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A76L4 Government Agency Debt First Tier Security 2016-05-04 2016-08-04 N N N 77000000.00 76998341.42 0.0021 N 77009933.00 77009933.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A3FR0 Government Agency Debt First Tier Security 2016-05-06 2016-05-06 N N N 81000000.00 80998459.53 0.0023 N 81006642.00 81006642.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A7AN5 Government Agency Debt First Tier Security 2016-05-08 2016-08-08 N N N 146000000.00 146000000.00 0.0041 N 146018542.00 146018542.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A3G99 Government Agency Debt First Tier Security 2016-05-10 2016-05-10 N N N 83000000.00 82997518.38 0.0023 N 83006391.00 83006391.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A7AP0 Government Agency Debt First Tier Security 2016-05-12 2016-08-12 N N N 73000000.00 73000000.00 0.0020 N 73008833.00 73008833.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A7BG9 Government Agency Debt First Tier Security 2016-05-18 2016-08-18 N N N 38000000.00 38000000.00 0.0011 N 38004560.00 38004560.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6WV5 Government Agency Debt First Tier Security 2016-03-22 2016-09-22 N N N 34000000.00 34002929.68 0.0009 N 34003264.00 34003264.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6YK7 Government Agency Debt First Tier Security 2016-04-06 2016-07-06 N N N 145000000.00 144991675.81 0.0040 N 145028855.00 145028855.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6MT1 Government Agency Debt First Tier Security 2016-04-19 2016-07-19 N N N 51000000.00 51000000.00 0.0014 N 51008874.00 51008874.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6N86 Government Agency Debt First Tier Security 2016-04-19 2016-04-19 N N N 72000000.00 72000000.00 0.0020 N 72005544.00 72005544.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6P35 Government Agency Debt First Tier Security 2016-04-21 2016-04-21 N N N 73000000.00 73000000.00 0.0020 N 73006278.00 73006278.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6MV6 Government Agency Debt First Tier Security 2016-04-21 2016-07-21 N N N 17000000.00 17000000.00 0.0005 N 17003060.00 17003060.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6PC5 Government Agency Debt First Tier Security 2016-04-26 2016-04-26 N N N 216000000.00 216000000.00 0.0060 N 216018576.00 216018576.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6PH4 Government Agency Debt First Tier Security 2016-04-27 2016-04-27 N N N 51000000.00 51000000.00 0.0014 N 51004590.00 51004590.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6PW1 Government Agency Debt First Tier Security 2016-04-27 2016-04-27 N N N 66000000.00 66000000.00 0.0018 N 66005940.00 66005940.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6QX8 Government Agency Debt First Tier Security 2016-05-02 2016-05-02 N N N 67000000.00 67000000.00 0.0019 N 67006030.00 67006030.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7EM3 Government Agency Debt First Tier Security 2016-08-25 2016-08-25 N N N 100000000.00 99992348.16 0.0028 N 99951800.00 99951800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7DU6 Government Agency Debt First Tier Security 2016-08-26 2016-08-26 N N N 50000000.00 49988836.37 0.0014 N 49977400.00 49977400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7EJ0 Government Agency Debt First Tier Security 2016-09-01 2016-09-01 N N N 100000000.00 99974291.00 0.0028 N 99973300.00 99973300.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A6ZA8 Government Agency Debt First Tier Security 2016-04-08 2016-07-08 N N N 108000000.00 107996172.52 0.0030 N 108022572.00 108022572.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A75V3 Government Agency Debt First Tier Security 2016-04-27 2016-10-27 N N N 76000000.00 75995007.30 0.0021 N 76015048.00 76015048.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A6ZC4 Government Agency Debt First Tier Security 2016-04-11 2016-10-11 N N N 150000000.00 149989791.54 0.0042 N 150041400.00 150041400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A6YU5 Government Agency Debt First Tier Security 2016-04-11 2016-07-11 N N N 71000000.00 71000000.00 0.0020 N 71018673.00 71018673.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A6ZR1 Government Agency Debt First Tier Security 2016-04-13 2016-07-13 N N N 36000000.00 36000000.00 0.0010 N 36008892.00 36008892.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A75E1 Government Agency Debt First Tier Security 2016-04-25 2016-10-25 N N N 72000000.00 72000000.00 0.0020 N 72019080.00 72019080.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A76C4 Government Agency Debt First Tier Security 2016-04-28 2016-10-28 N N N 50000000.00 50000000.00 0.0014 N 50013100.00 50013100.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A75Y7 Government Agency Debt First Tier Security 2016-04-28 2016-10-28 N N N 75000000.00 75000000.00 0.0021 N 75019650.00 75019650.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A76B6 Government Agency Debt First Tier Security 2016-05-02 2016-11-02 N N N 44000000.00 44000000.00 0.0012 N 44011264.00 44011264.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7AM7 Government Agency Debt First Tier Security 2016-05-08 2016-11-08 N N N 146000000.00 146000000.00 0.0041 N 146036354.00 146036354.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7EP6 Government Agency Debt First Tier Security 2016-05-25 2016-11-25 N N N 151000000.00 151000000.00 0.0042 N 150993960.00 150993960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A74S1 Government Agency Debt First Tier Security 2016-07-22 2016-07-22 N N N 35000000.00 34996434.62 0.0010 N 35006825.00 35006825.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7FY6 Government Agency Debt First Tier Security 2016-09-08 2016-09-08 N N N 56000000.00 55985480.32 0.0016 N 55985480.32 55985480.32 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7FW0 Government Agency Debt First Tier Security 2016-03-04 2016-12-09 N N N 54000000.00 54000000.00 0.0015 N 54000000.00 54000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A6Z26 Government Agency Debt First Tier Security 2016-04-08 2016-07-08 N N N 57000000.00 57000000.00 0.0016 N 57014877.00 57014877.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7EU5 Government Agency Debt First Tier Security 2016-06-23 2016-12-23 N N N 97000000.00 97000000.00 0.0027 N 96997672.00 96997672.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7EA9 Government Agency Debt First Tier Security 2016-03-01 2017-03-01 N N N 48000000.00 48000000.00 0.0013 N 47999904.00 47999904.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7BK0 Government Agency Debt First Tier Security 2016-05-17 2017-02-17 N N N 110000000.00 110000000.00 0.0031 N 109999780.00 109999780.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7BH7 Government Agency Debt First Tier Security 2016-05-17 2017-02-17 N N N 76000000.00 75998167.49 0.0021 N 75999848.00 75999848.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7DG7 Government Agency Debt First Tier Security 2016-06-03 2017-03-03 N N N 76000000.00 76000000.00 0.0021 N 75996808.00 75996808.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7DL6 Government Agency Debt First Tier Security 2016-06-07 2017-03-07 N N N 76000000.00 76000000.00 0.0021 N 75995820.00 75995820.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7EB7 Government Agency Debt First Tier Security 2016-05-24 2017-02-24 N N N 79000000.00 79000000.00 0.0022 N 78998262.00 78998262.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7EF8 Government Agency Debt First Tier Security 2016-05-24 2017-02-24 N N N 16000000.00 16000000.00 0.0004 N 15999648.00 15999648.00 Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A7FU4 Government Agency Debt First Tier Security 2016-03-07 2017-03-07 N N N 47000000.00 47000000.00 0.0013 N 46998919.00 46998919.00 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 197617090.03 0.0055 N 197759826.00 197759826.00 Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A72K0 Government Agency Debt First Tier Security 2016-07-12 2016-07-12 N N N 70000000.00 69993228.26 0.0020 N 70030240.00 70030240.00 Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A72H7 Government Agency Debt First Tier Security 2016-07-12 2016-07-12 N N N 70000000.00 69993228.26 0.0020 N 70030240.00 70030240.00 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 30936966.66 0.0009 N 30960072.00 30960072.00 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 173989263.34 0.0049 N 173991822.00 173991822.00 Freddie Mac Freddie Mac, 0.36% 3137EADQ9 Government Agency Debt First Tier Security 2016-05-13 2016-05-13 N N N 104549000.00 104577141.87 0.0029 N 104574405.41 104574405.41 Freddie Mac Freddie Mac, 0.37% 3134G7SG7 Government Agency Debt First Tier Security 2016-03-17 2016-08-17 N N N 150000000.00 150000000.00 0.0042 N 149943900.00 149943900.00 Freddie Mac Freddie Mac, 0.37% 313396UP6 Government Agency Debt First Tier Security 2016-03-21 2016-03-21 N N N 14000000.00 13997122.22 0.0004 N 13997816.00 13997816.00 Freddie Mac Freddie Mac, 0.39% 3134G7TF8 Government Agency Debt First Tier Security 2016-03-24 2016-08-24 N N N 200000000.00 200000000.00 0.0056 N 199902600.00 199902600.00 Freddie Mac Freddie Mac, 0.43% 3134G5Z24 Government Agency Debt First Tier Security 2016-03-12 2017-01-12 N N N 287930000.00 287904520.73 0.0080 N 287760697.16 287760697.16 Freddie Mac Freddie Mac, 0.43% 3134G6AE3 Government Agency Debt First Tier Security 2016-03-21 2016-07-21 N N N 293915000.00 293903292.60 0.0082 N 293857392.66 293857392.66 Freddie Mac Freddie Mac, 0.44% 3134G72G5 Government Agency Debt First Tier Security 2016-03-20 2017-04-20 N N N 150000000.00 149973916.35 0.0042 N 149827500.00 149827500.00 Freddie Mac Freddie Mac, 0.46% 3134G8DN6 Government Agency Debt First Tier Security 2016-03-14 2016-06-14 N N N 136000000.00 136000000.00 0.0038 N 135995920.00 135995920.00 Freddie Mac Freddie Mac, 0.48% 313396VG5 Government Agency Debt First Tier Security 2016-04-07 2016-04-07 N N N 250000000.00 249876666.70 0.0070 N 249916500.00 249916500.00 Freddie Mac Freddie Mac, 0.48% 313396A86 Government Agency Debt First Tier Security 2016-08-05 2016-08-05 N N N 300000000.00 299373308.46 0.0084 N 299450400.00 299450400.00 Freddie Mac Freddie Mac, 0.49% 313396C68 Government Agency Debt First Tier Security 2016-08-19 2016-08-19 N N N 296500000.00 295812713.12 0.0083 N 295908482.50 295908482.50 Freddie Mac Freddie Mac, 0.49% 313396D59 Government Agency Debt First Tier Security 2016-08-26 2016-08-26 N N N 100000000.00 99759700.00 0.0028 N 99759700.00 99759700.00 Freddie Mac Freddie Mac, 0.51% 3134G5PN9 Government Agency Debt First Tier Security 2016-05-14 2016-11-14 N N N 300000000.00 299967234.72 0.0084 N 300009000.00 300009000.00 Freddie Mac Freddie Mac, 0.75% 3134G8LF4 Government Agency Debt First Tier Security 2017-03-09 2017-03-09 N N N 122000000.00 122000000.00 0.0034 N 122036826.07 122036826.07 Freddie Mac Freddie Mac, 0.75% 3134G8LG2 Government Agency Debt First Tier Security 2017-03-09 2017-03-09 N N N 46000000.00 46000000.00 0.0013 N 45974976.00 45974976.00 U.S. Treasury Bills U.S. Treasury Bills, 0.35% 912796HN2 Treasury Debt First Tier Security 2016-05-05 2016-05-05 N N N 300000000.00 299810417.16 0.0084 N 299852100.00 299852100.00 U.S. Treasury Bills U.S. Treasury Bills, 0.46% 912796JG5 Treasury Debt First Tier Security 2016-08-25 2016-08-25 N N N 500000000.00 498881457.30 0.0139 N 498857500.00 498857500.00 U.S. Treasury Bills U.S. Treasury Bills, 0.48% 912796JH3 Treasury Debt First Tier Security 2016-09-01 2016-09-01 N N N 250000000.00 249393332.50 0.0070 N 249393332.50 249393332.50 U.S. Treasury Bills U.S. Treasury Bills, 0.50% 912796HZ5 Treasury Debt First Tier Security 2016-07-07 2016-07-07 N N N 130000000.00 129768888.68 0.0036 N 129837370.00 129837370.00 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 209937388.82 0.0059 N 209930706.00 209930706.00 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 110315890.30 0.0031 N 110300520.00 110300520.00 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 249995588.35 0.0070 N 249990750.00 249990750.00 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 50080591.40 0.0014 N 50080050.00 50080050.00 U.S. Treasury Notes U.S. Treasury Notes, 0.27% to 0.34% 912828C40 Treasury Debt First Tier Security 2016-03-31 2016-03-31 N N N 400000000.00 400020383.59 0.0112 N 400040000.00 400040000.00 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 141372568.75 0.0039 N 141368640.00 141368640.00 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 450065714.04 0.0126 N 450047700.00 450047700.00 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 252981282.50 0.0071 N 252940798.00 252940798.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 0.31% 912828US7 Treasury Debt First Tier Security 2016-03-15 2016-03-15 N N N 393000000.00 393009466.93 0.0110 N 393018864.00 393018864.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 0.39% 912828KR0 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 299000000.00 300114199.51 0.0084 N 300122446.00 300122446.00 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 190681460.12 0.0053 N 190638210.00 190638210.00 U.S. Treasury Notes U.S. Treasury Notes, 0.41% 912828QR4 Treasury Debt First Tier Security 2016-06-30 2016-06-30 N N N 560000000.00 562019031.25 0.0157 N 561891680.00 561891680.00 U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828VG2 Treasury Debt First Tier Security 2016-06-15 2016-06-15 N N N 84000000.00 84017390.59 0.0023 N 84026292.00 84026292.00 U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828QX1 Treasury Debt First Tier Security 2016-07-31 2016-07-31 N N N 100000000.00 100434057.02 0.0028 N 100414000.00 100414000.00 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 151030051.50 0.0042 N 151069650.00 151069650.00 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 100051404.12 0.0028 N 100048800.00 100048800.00 U.S. Treasury Notes U.S. Treasury Notes, 0.56% 912828LD0 Treasury Debt First Tier Security 2016-07-31 2016-07-31 N N N 88000000.00 88977043.30 0.0025 N 89000296.00 89000296.00 Bank of America NA In a joint trading account with Bank of America NA at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 Government Agency Debt 1147337953.51 1130194091.12 FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-25 2044-10-25 3.5 - 5.8 Government Agency Debt 1309373270.96 547837100.42 Unrated Security 2016-03-01 2016-03-01 N N N 1629141563.00 1629141562.71 0.0455 N 1629141562.71 1629141562.71 Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.32%, dated 2/29/2016 due 03/01/2016 ACH876000_04240 Government Agency Repurchase Agreement Y US TREASURY 2016-03-31 2043-08-15 0 - 8.5 Treasury Debt 51940785.11 59831680.40 Unrated Security 2016-03-01 2016-03-01 N N N 58658020.00 58658020.00 0.0016 N 58658020.00 58658020.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_07629 Government Agency Repurchase Agreement Y US TREASURY 2016-05-15 2045-05-15 0 - 7.625 Treasury Debt 12482546.62 11289416.54 FEDERAL FARM CREDIT 2025-08-19 2025-08-19 3.09 - 3.09 Government Agency Debt 306.84 309.99 FEDERAL HOME LOAN BANK 2016-10-19 2016-10-19 5.125 - 5.125 Government Agency Debt 181035.06 189490.66 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-01 2047-02-01 0.543 - 8 Government Agency Debt 420623055.20 222083194.64 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-25 2054-07-25 0 - 9.5 Government Agency Debt 1035362090.81 487844793.13 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-06-15 2045-12-20 0.728 - 7.228 Government Agency Debt 49406003.32 22696056.57 TENNESEE VALLEY AUTHORITY 2039-09-15 2039-09-15 5.25 - 5.25 Government Agency Debt 153419.54 199374.32 Unrated Security 2016-03-01 2016-03-01 N N N 728742836.00 728742835.61 0.0203 N 728742835.61 728742835.61 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.35% ABA945000 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2018-11-15 2045-08-15 0 - 8.875 Treasury Debt 73508665.71 82663488.29 FEDERAL FARM CREDIT 2025-08-19 2025-08-19 3.09 - 3.09 Government Agency Debt 1000.00 1010.28 FEDERAL HOME LOAN BANK 2016-10-19 2016-10-19 5.125 - 5.125 Government Agency Debt 90000.00 94203.63 FEDERAL HOME LOAN MORTGAGE CORP 2019-10-02 2036-11-15 0.975 - 2.375 Government Agency Debt 14856500.00 3808372.25 FEDERAL NATIONAL MORTGAGE ASSOC 2029-05-15 2046-02-25 2.5 - 6.25 Government Agency Debt 54388571.00 55056384.55 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-04-20 2041-04-20 3 - 3 Government Agency Debt 99620.00 33024.92 First Tier Security 2016-03-07 2016-03-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 138000000.00 138000000.00 0.0039 N 138000000.00 138000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.35% AAJ271000 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2018-04-30 2045-08-15 0 - 6.875 Treasury Debt 11914874.49 11215684.78 FEDERAL FARM CREDIT 2016-08-25 2025-08-19 3.09 - 5.125 Government Agency Debt 2025.00 2046.13 FEDERAL HOME LOAN BANK 2016-03-16 2016-10-19 0 - 5.125 Government Agency Debt 185000.00 188957.09 FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2041-11-01 0 - 6.5 Government Agency Debt 33122643.00 17458975.88 FEDERAL NATIONAL MORTGAGE ASSOC 2017-04-27 2046-02-01 1.125 - 6.625 Government Agency Debt 41689049.00 42685762.36 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-01-20 2042-06-15 3 - 6.5 Government Agency Debt 7068.00 1809.76 First Tier Security 2016-03-07 2016-03-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 70000000.00 70000000.00 0.0020 N 70000000.00 70000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.35% ABD140000 0001197610 Government Agency Repurchase Agreement Y US TREASURY 2016-03-03 2044-02-15 0 - 6.875 Treasury Debt 2162622.47 1891597.82 FEDERAL FARM CREDIT 2016-08-25 2025-08-19 3.09 - 5.125 Government Agency Debt 3088.00 3120.86 FEDERAL HOME LOAN BANK 2016-10-19 2016-10-19 5.125 - 5.125 Government Agency Debt 20000.00 20934.14 FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2042-11-01 2 - 7.5 Government Agency Debt 60052302.00 48787300.19 FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-30 2043-09-25 0.986 - 6.625 Government Agency Debt 27035738.00 21775595.09 First Tier Security 2016-03-07 2016-03-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 71000000.00 71000000.00 0.0020 N 71000000.00 71000000.00 Citibank NA In a joint trading account with Citibank NA at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_26602 Government Agency Repurchase Agreement Y US TREASURY 2016-06-16 2046-02-15 0 - 9.125 Treasury Debt 365220830.20 383481197.47 FEDERAL HOME LOAN BANK 2016-06-13 2020-09-11 1.375 - 5.625 Government Agency Debt 4458.34 4490.02 FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2045-10-01 2.5 - 6 Government Agency Debt 31803150.95 28243448.35 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.875 - 7.95 Government Agency Debt 18002589.41 6992670.38 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 Government Agency Debt 50301367.37 30524471.99 Unrated Security 2016-03-01 2016-03-01 N N N 439868222.00 439868221.93 0.0123 N 439868221.93 439868221.93 Citibank NA In a joint trading account with Citibank NA at 0.32%, dated 2/29/2016 due 03/01/2016 ACH876000_26602 Government Agency Repurchase Agreement Y US TREASURY 2016-06-16 2046-02-15 0 - 9.125 Treasury Debt 73055280.06 76707909.20 FEDERAL HOME LOAN BANK 2016-06-13 2020-09-11 1.375 - 5.625 Government Agency Debt 891.80 898.14 FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2045-10-01 2.5 - 6 Government Agency Debt 6361597.99 5649549.14 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.875 - 7.95 Government Agency Debt 3601065.72 1398746.87 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 Government Agency Debt 10061804.19 6105823.29 Unrated Security 2016-03-01 2016-03-01 N N N 87987030.00 87987030.00 0.0025 N 87987030.00 87987030.00 Citibank NA Citibank NA, 0.32% ACF736000 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2016-07-31 2045-08-15 0.375 - 2.875 Treasury Debt 39072500.00 40030593.80 First Tier Security 2016-03-01 2016-03-01 N N N 39000000.00 39000000.00 0.0011 N 39000000.00 39000000.00 Citibank NA Citibank NA, 0.33% ACF735000 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2018-04-15 2045-08-15 0.125 - 4.375 Treasury Debt 192677800.00 199592904.60 FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-01 2045-11-01 2.484 - 8 Government Agency Debt 29729087.00 17526993.83 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-06-15 2045-09-20 2.5 - 7 Government Agency Debt 96333902.00 19548174.44 First Tier Security 2016-03-01 2016-03-01 N N N 232000000.00 232000000.00 0.0065 N 232000000.00 232000000.00 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_04361 Government Agency Repurchase Agreement Y US TREASURY 2017-02-02 2044-08-15 0 - 6.875 Treasury Debt 520327432.78 545124469.40 FEDERAL NATIONAL MORTGAGE ASSOC 2030-12-01 2046-01-01 3 - 4 Government Agency Debt 87088710.80 83708421.77 Unrated Security 2016-03-01 2016-03-01 N N N 615497629.00 615497629.42 0.0172 N 615497629.42 615497629.42 Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_26252 Government Agency Repurchase Agreement Y US TREASURY 2016-03-15 2045-08-15 0.375 - 8.75 Treasury Debt 1016410948.46 1080454019.98 U.S. TREASURY 2017-01-31 2018-01-31 0.074 - 0.577 Treasury Debt 28428639.54 28443273.48 Unrated Security 2016-03-01 2016-03-01 N N N 1085441394.00 1085441394.01 0.0303 N 1085441394.01 1085441394.01 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.32%, dated 2/29/2016 due 03/01/2016 ACH876000_39304 Government Agency Repurchase Agreement Y US TREASURY 2016-03-31 2039-02-15 0.5 - 7.875 Treasury Debt 2575132.12 2718385.79 FEDERAL HOME LOAN MORTGAGE CORP 2022-08-01 2045-12-01 3 - 8 Government Agency Debt 72211577.08 40667841.06 U.S. TREASURY 2016-04-30 2018-01-31 0.053 - 0.577 Treasury Debt 171720.96 171730.35 Unrated Security 2016-03-01 2016-03-01 N N N 42703039.00 42703038.56 0.0012 N 42703038.56 42703038.56 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_40488 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2032-05-01 2043-04-01 3.5 - 6 Government Agency Debt 143965220.95 81060526.93 Unrated Security 2016-03-01 2016-03-01 N N N 79470320.00 79470320.13 0.0022 N 79470320.13 79470320.13 ING Financial Markets LLC ING Financial Markets LLC, 0.41% ABB383000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-11-01 3 - 6 Government Agency Debt 127874799.00 55112989.23 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 54000000.00 54000000.00 0.0015 Y 54004320.00 54004320.00 ING Financial Markets LLC ING Financial Markets LLC, 0.41% ABB385000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2042-08-01 3.5 - 4.5 Government Agency Debt 74960000.00 41845138.93 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 41000000.00 41000000.00 0.0011 Y 41003280.00 41003280.00 ING Financial Markets LLC ING Financial Markets LLC, 0.41% ABB404000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2042-08-01 3.5 - 5 Government Agency Debt 91815898.00 41842416.40 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 41000000.00 41000000.00 0.0011 Y 41003280.00 41003280.00 ING Financial Markets LLC ING Financial Markets LLC, 0.41% ABB391000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-04-01 2042-06-01 3 - 3.5 Government Agency Debt 87485000.00 51029409.19 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 50000000.00 50000000.00 0.0014 Y 50004000.00 50004000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.41% ABD062000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2042-06-01 3.5 - 4.5 Government Agency Debt 77327124.00 43880381.34 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 43000000.00 43000000.00 0.0012 Y 43004300.00 43004300.00 ING Financial Markets LLC ING Financial Markets LLC, 0.41% ABB400000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-01-01 2045-12-01 3.5 - 4 Government Agency Debt 91041184.00 69399407.71 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 68000000.00 68000000.00 0.0019 Y 68005440.00 68005440.00 ING Financial Markets LLC ING Financial Markets LLC, 0.41% ABB388000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2040-05-01 3 - 5.5 Government Agency Debt 115881944.00 55110788.49 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 54000000.00 54000000.00 0.0015 Y 54004320.00 54004320.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ACF492000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 Government Agency Debt 22720000.00 23465813.64 First Tier Security 2016-04-01 2016-04-01 N N N 23000000.00 23000000.00 0.0006 Y 23002990.00 23002990.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ACD975000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2045-10-01 3.5 - 5 Government Agency Debt 84620563.00 38768386.77 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 38000000.00 38000000.00 0.0011 Y 38003800.00 38003800.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ACG100000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2045-10-01 2045-10-01 3.5 - 3.5 Government Agency Debt 37530000.00 38766315.39 First Tier Security 2016-04-04 2016-04-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 38000000.00 38000000.00 0.0011 Y 38004560.00 38004560.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_55502 Government Agency Repurchase Agreement Y US TREASURY 2016-08-15 2045-08-15 0.375 - 4.75 Treasury Debt 120034186.97 123066847.07 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2048-03-01 1.894 - 7 Government Agency Debt 1012170966.82 387080587.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-11-20 2042-11-15 3 - 3.5 Government Agency Debt 53445461.06 33954668.31 U.S. TREASURY 2016-04-30 2018-01-31 0.069 - 0.577 Treasury Debt 6703507.99 6705896.43 Unrated Security 2016-03-01 2016-03-01 N N N 539947978.00 539947977.54 0.0151 N 539947977.54 539947977.54 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.32%, dated 2/29/2016 due 03/01/2016 ACH876000_55502 Government Agency Repurchase Agreement Y US TREASURY 2016-08-15 2045-08-15 0.375 - 4.75 Treasury Debt 26137912.30 26798285.87 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2048-03-01 1.894 - 7 Government Agency Debt 220404175.14 84288307.50 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-11-20 2042-11-15 3 - 3.5 Government Agency Debt 11637957.57 7393761.44 U.S. TREASURY 2016-04-30 2018-01-31 0.069 - 0.577 Treasury Debt 1459715.01 1460235.10 Unrated Security 2016-03-01 2016-03-01 N N N 117575778.00 117575777.72 0.0033 N 117575777.72 117575777.72 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.36% ACE462000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-10-01 2045-05-01 2.182 - 4.5 Government Agency Debt 158197942.00 91536365.18 FEDERAL NATIONAL MORTGAGE ASSOC 2042-08-01 2045-03-01 2.268 - 4 Government Agency Debt 187947248.00 140031419.93 First Tier Security 2016-03-07 2016-03-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 227000000.00 227000000.00 0.0063 N 227000000.00 227000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.32%, dated 2/29/2016 due 03/01/2016 ACH876000_53651 Government Agency Repurchase Agreement Y US TREASURY 2017-02-28 2017-09-30 0.625 - 3 Treasury Debt 41186400.26 41593549.84 FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2043-02-01 2.16 - 4.5 Government Agency Debt 38146774.04 26455740.81 FEDERAL NATIONAL MORTGAGE ASSOC 2041-02-01 2046-02-01 0 - 3.129 Government Agency Debt 19629637.04 15426423.10 Unrated Security 2016-03-01 2016-03-01 N N N 81838262.00 81838261.71 0.0023 N 81838261.71 81838261.71 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.40% ACB470000 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2019-09-30 2020-10-31 1 - 1.375 Treasury Debt 73011700.00 73456327.75 First Tier Security 2016-03-07 2016-03-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 72000000.00 72000000.00 0.0020 N 72000000.00 72000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_08126 Government Agency Repurchase Agreement Y US TREASURY 2020-04-30 2022-05-15 1.125 - 1.75 Treasury Debt 296595833.99 300834339.09 FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2046-01-01 2.5 - 4.5 Government Agency Debt 92861929.27 93338756.99 FINANCE CORPORATION 2018-12-27 2018-12-27 0 - 0 Government Agency Debt 480896.94 465825.63 FEDERAL NATIONAL MORTGAGE ASSOC 2022-06-01 2046-02-01 2.47 - 6.883 Government Agency Debt 165013573.30 167147592.78 Unrated Security 2016-03-01 2016-03-01 N N N 550729319.00 550729318.52 0.0154 N 550729318.52 550729318.52 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 2045-05-01 1.5 - 7 Government Agency Debt 22234661.00 7026865.49 FEDERAL NATIONAL MORTGAGE ASSOC 2020-09-25 2046-02-01 0.927 - 8.5 Government Agency Debt 59397315.00 23911348.88 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2063-09-20 3 - 4 Government Agency Debt 22584641.00 20196707.32 First Tier Security 2016-03-02 2016-03-02 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 50000000.00 50000000.00 0.0014 N 50000000.00 50000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 48P99SPU0 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-01-15 2045-06-15 1.5 - 6.049 Government Agency Debt 127367843.00 12438395.69 FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-01 2046-02-01 0.927 - 6 Government Agency Debt 118920699.00 67481484.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2063-09-20 1.75 - 5 Government Agency Debt 30791057.00 30528621.01 First Tier Security 2016-03-03 2016-03-03 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 108000000.00 108000000.00 0.0030 N 108000000.00 108000000.00 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 2044-12-01 1.5 - 6.053 Government Agency Debt 20837029.00 2683277.96 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-02-01 2.161 - 5 Government Agency Debt 170197700.00 51623989.91 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-05-20 2045-10-20 1.75 - 4 Government Agency Debt 2897272.00 2910283.37 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 56000000.00 56000000.00 0.0016 N 56000000.00 56000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% ACB104000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2042-09-01 3.5 - 3.5 Government Agency Debt 51734156.00 37768643.16 FEDERAL NATIONAL MORTGAGE ASSOC 2029-03-01 2046-02-01 3 - 4 Government Agency Debt 33869237.00 35518955.64 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-10-20 3.5 - 4 Government Agency Debt 165354.00 167090.09 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 72000000.00 72000000.00 0.0020 N 72000000.00 72000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% ACB113000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2046-03-01 2.209 - 4 Government Agency Debt 34379890.00 25091908.11 FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2046-02-01 2.011 - 5.5 Government Agency Debt 45166066.00 21796628.00 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-07-20 2046-02-20 3 - 4 Government Agency Debt 27527125.00 26566886.58 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 72000000.00 72000000.00 0.0020 N 72000000.00 72000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% ACB746000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2019-05-01 2046-03-01 2.66 - 4.5 Government Agency Debt 10318339.00 8968149.79 FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2046-02-01 2.396 - 4 Government Agency Debt 71561624.00 63324157.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-04-15 2045-10-20 3.5 - 7 Government Agency Debt 2474846.00 1161646.03 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 72000000.00 72000000.00 0.0020 N 72000000.00 72000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% ACE074000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-11-15 2046-03-01 2 - 3.5 Government Agency Debt 41940432.00 22101717.62 FEDERAL NATIONAL MORTGAGE ASSOC 2021-09-25 2046-02-01 2.011 - 8.5 Government Agency Debt 84352154.00 46905842.19 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-08-20 2063-09-20 2 - 4 Government Agency Debt 10296036.00 8562390.82 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 76000000.00 76000000.00 0.0021 N 76000000.00 76000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% ACD263000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2046-02-01 2.538 - 4.5 Government Agency Debt 19338898.00 16386778.24 FEDERAL NATIONAL MORTGAGE ASSOC 2029-03-01 2046-02-01 2.254 - 5 Government Agency Debt 53900542.00 55177327.92 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-10-20 3.5 - 4 Government Agency Debt 2791143.00 2907186.96 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 73000000.00 73000000.00 0.0020 N 73000000.00 73000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% ACD267000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2045-01-01 2.538 - 4.5 Government Agency Debt 61201046.00 56266456.55 FEDERAL NATIONAL MORTGAGE ASSOC 2029-03-01 2046-02-01 2.414 - 4.865 Government Agency Debt 7289310.00 7478789.23 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2046-01-20 3 - 4 Government Agency Debt 10358840.00 10726047.63 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 73000000.00 73000000.00 0.0020 N 73000000.00 73000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% ACE461000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2046-03-01 2.66 - 3.5 Government Agency Debt 20769628.00 15174867.38 FEDERAL NATIONAL MORTGAGE ASSOC 2045-05-01 2046-02-01 3.5 - 3.5 Government Agency Debt 7112688.00 7465306.49 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-03-15 2046-02-20 3.5 - 5 Government Agency Debt 16658410.00 18165130.55 First Tier Security 2016-03-07 2016-03-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 40000000.00 40000000.00 0.0011 N 40000000.00 40000000.00 Societe Generale In a joint trading account with Societe Generale at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_74037 Government Agency Repurchase Agreement Y US TREASURY 2016-03-31 2045-11-15 0 - 8 Treasury Debt 412992471.90 444427932.56 FEDERAL HOME LOAN MORTGAGE CORP 2017-05-12 2046-01-01 1.25 - 5.967 Government Agency Debt 237517080.53 19742395.35 FEDERAL NATIONAL MORTGAGE ASSOC 2017-06-01 2046-01-01 0 - 6 Government Agency Debt 212049000.37 56063738.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-03-15 2046-01-20 1.75 - 7.5 Government Agency Debt 430007772.48 44264276.72 Unrated Security 2016-03-01 2016-03-01 N N N 552318725.00 552318724.92 0.0154 N 552318724.92 552318724.92 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.31%, dated 2/29/2016 due 03/01/2016 ACH846000_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-04-15 2023-02-28 0 - 1.5 Treasury Debt 42433727.23 42377311.99 FEDERAL AGRICULTURE MORTGAGE CORP 2016-06-01 2021-01-07 0 - 5.125 Government Agency Debt 635359.21 647810.96 FEDERAL FARM CREDIT 2017-01-17 2040-11-02 0.72 - 5.75 Government Agency Debt 4158373.38 4238567.71 FEDERAL HOME LOAN BANK 2016-03-02 2036-07-15 0 - 5.625 Government Agency Debt 28627324.14 29001721.30 FEDERAL HOME LOAN MORTGAGE CORP 2016-05-13 2032-07-15 0 - 8.25 Government Agency Debt 13346107.26 14650001.38 FINANCE CORPORATION 2018-02-08 2018-02-08 9.4 - 9.4 Government Agency Debt 161060.38 188135.17 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-15 2045-12-01 0 - 7.125 Government Agency Debt 19158115.41 19938711.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-06-15 2046-02-20 2 - 10 Government Agency Debt 173161955.10 133364816.63 RESOLUTION FUNDING CORP 2016-04-15 2016-04-15 0 - 0 Government Agency Debt 2741.45 2739.78 Unrated Security 2016-03-01 2016-03-01 N N N 239603015.00 239603015.20 0.0067 N 239603015.20 239603015.20 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.32%, dated 2/29/2016 due 03/01/2016 ACH876000_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-04-15 2023-02-28 0 - 1.5 Treasury Debt 37398036.53 37348316.19 FEDERAL AGRICULTURE MORTGAGE CORP 2016-06-01 2021-01-07 0 - 5.125 Government Agency Debt 559959.93 570934.00 FEDERAL FARM CREDIT 2017-01-17 2040-11-02 0.72 - 5.75 Government Agency Debt 3664891.34 3735568.86 FEDERAL HOME LOAN BANK 2016-03-02 2036-07-15 0 - 5.625 Government Agency Debt 25230065.42 25560032.16 FEDERAL HOME LOAN MORTGAGE CORP 2016-05-13 2032-07-15 0 - 8.25 Government Agency Debt 11762299.46 12911457.99 FINANCE CORPORATION 2018-02-08 2018-02-08 9.4 - 9.4 Government Agency Debt 141947.04 165808.81 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-15 2045-12-01 0 - 7.125 Government Agency Debt 16884585.60 17572546.72 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-06-15 2046-02-20 2 - 10 Government Agency Debt 152612498.23 117538161.48 RESOLUTION FUNDING CORP 2016-04-15 2016-04-15 0 - 0 Government Agency Debt 2416.12 2414.65 Unrated Security 2016-03-01 2016-03-01 N N N 211168872.00 211168872.01 0.0059 N 211168872.01 211168872.01 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.33% ACF709000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2045-11-01 2045-12-01 4 - 4 Government Agency Debt 222034744.00 236655184.83 First Tier Security 2016-03-01 2016-03-01 N N N 232000000.00 232000000.00 0.0065 N 232000000.00 232000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.34% ACG586000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2045-09-01 2045-12-01 4 - 4 Government Agency Debt 36359405.00 38761830.60 First Tier Security 2016-03-03 2016-03-03 N N N 38000000.00 38000000.00 0.0011 N 37999772.00 37999772.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% AAI855000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2045-11-01 2045-11-01 4 - 4 Government Agency Debt 41165811.00 43890154.14 First Tier Security 2016-04-06 2016-04-06 N N N 43000000.00 43000000.00 0.0012 Y 43007310.00 43007310.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% AAJ177000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2045-10-01 2045-12-01 4 - 4 Government Agency Debt 89963791.00 95944719.68 First Tier Security 2016-04-07 2016-04-07 N N N 94000000.00 94000000.00 0.0026 Y 94015980.00 94015980.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% ABA086000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2045-11-01 2046-01-01 4 - 4 Government Agency Debt 26785419.00 28577850.82 First Tier Security 2016-04-11 2016-04-11 N N N 28000000.00 28000000.00 0.0008 Y 28005320.00 28005320.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.32% AAJ269000 0001197610 Treasury Repurchase Agreement Y US TREASURY 2016-08-18 2029-08-15 0 - 7.625 Treasury Debt 63914300.00 67351740.09 First Tier Security 2016-03-07 2016-03-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 66000000.00 66000000.00 0.0018 N 66000000.00 66000000.00 Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.25% ACH781000 0001457970 Treasury Repurchase Agreement Y US TREASURY 2029-08-15 2029-08-15 6.125 - 6.125 Treasury Debt 796813600.00 1188008256.23 First Tier Security 2016-03-01 2016-03-01 N N N 1188000000.00 1188000000.00 0.0332 N 1188000000.00 1188000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.31% ACH646000 0000812291 Treasury Repurchase Agreement Y US TREASURY 2023-01-31 2025-05-15 1.625 - 2.125 Treasury Debt USTR 464880000.00 476387331.93 First Tier Security 2016-03-01 2016-03-01 N N N 468000000.00 468000000.00 0.0131 N 468000000.00 468000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.31% ACH723000 0000812291 Treasury Repurchase Agreement Y US TREASURY 2022-07-31 2022-07-31 2 - 2 Treasury Debt USTR 156090000.00 161200714.64 First Tier Security 2016-03-01 2016-03-01 N N N 158000000.00 158000000.00 0.0044 N 158000000.00 158000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.31% ACG995000 0000812291 Treasury Repurchase Agreement Y US TREASURY 2019-12-15 2020-05-31 1 - 1.5 Treasury Debt USTR 176600000.00 178369422.40 First Tier Security 2016-03-04 2016-03-04 N N N 175000000.00 175000000.00 0.0049 N 174997900.00 174997900.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.32% ACH631000 0000812291 Treasury Repurchase Agreement Y US TREASURY 2019-04-30 2022-02-15 1.625 - 2 Treasury Debt USTR 70375000.00 72458058.81 First Tier Security 2016-03-07 2016-03-07 N N N 71000000.00 71000000.00 0.0020 N 71000000.00 71000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.33% ACG559000 0000812291 Treasury Repurchase Agreement Y US TREASURY 2024-05-15 2024-05-15 2.5 - 2.5 Treasury Debt USTR 64425000.00 69065919.30 First Tier Security 2016-03-03 2016-03-03 N N N 68000000.00 68000000.00 0.0019 N 67999558.00 67999558.00 Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.31% ACH651000 Treasury Repurchase Agreement Y US TREASURY 2019-07-31 2025-05-15 1 - 8.125 Treasury Debt USTR 394100000.00 411374949.26 First Tier Security 2016-03-01 2016-03-01 N N N 403327125.00 403327125.00 0.0113 N 403327125.00 403327125.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.36% ABG473000 Treasury Repurchase Agreement Y US TREASURY 2016-06-15 2017-02-28 0.5 - 3 Treasury Debt USTR 136681000.00 139788204.00 First Tier Security 2016-03-07 2016-03-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 136870000.00 136870000.00 0.0038 N 136870000.00 136870000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.37% ACA776000 Treasury Repurchase Agreement Y US TREASURY 2016-06-15 2020-08-31 0.5 - 2.125 Treasury Debt USTR 136346000.00 141560037.96 First Tier Security 2016-03-07 2016-03-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 138891000.00 138891000.00 0.0039 N 138891000.00 138891000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.37% ACC662000 Treasury Repurchase Agreement Y US TREASURY 2016-06-15 2021-01-31 0.5 - 2.125 Treasury Debt USTR 81547000.00 84934928.31 First Tier Security 2016-03-07 2016-03-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 83381500.00 83381500.00 0.0023 N 83381500.00 83381500.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.37% ACB071000 Treasury Repurchase Agreement Y US TREASURY 2016-06-15 2020-08-15 0.5 - 3.75 Treasury Debt USTR 136385000.00 145708348.60 First Tier Security 2016-03-07 2016-03-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 143207500.00 143207500.00 0.0040 N 143207500.00 143207500.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.38% ACE475000 Treasury Repurchase Agreement Y US TREASURY 2018-11-15 2018-11-15 3.75 - 3.75 Treasury Debt USTR 136800000.00 148845924.00 First Tier Security 2016-03-07 2016-03-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 146215000.00 146215000.00 0.0041 N 146215000.00 146215000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.38% ACD715000 Treasury Repurchase Agreement Y US TREASURY 2025-08-15 2025-08-15 2 - 2 Treasury Debt USTR 80952000.00 82637744.45 First Tier Security 2016-03-07 2016-03-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 81094000.00 81094000.00 0.0023 N 81094000.00 81094000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.38% ACD241000 Treasury Repurchase Agreement Y US TREASURY 2017-03-31 2017-03-31 3.25 - 3.25 Treasury Debt USTR 135325000.00 140884962.95 First Tier Security 2016-03-07 2016-03-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 138032000.00 138032000.00 0.0039 N 138032000.00 138032000.00