N-MFP LIVE N 2016-03-31 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 45 95 44695565034.78 35281459.01 1058698982.20 43672147511.59 0.0041 1.0003 2016-03-31 1.0003 2016-03-31 C000013039 1000000.00 22043326501.78 1.00 -1909899761.67 11322420979.59 13232320741.26 0.0023 1.0005 2016-03-31 1.0005 2016-03-31 C000013080 1000000.00 485268588.21 1.00 54007666.51 515109542.69 461101876.18 0.0008 1.0006 2016-03-31 1.0006 2016-03-31 C000013081 1000000.00 1957237798.03 1.00 32577113.99 511322787.23 478745673.24 0.0001 1.0006 2016-03-31 1.0006 2016-03-31 C000013082 1000000.00 285826217.14 1.00 61012201.83 163076973.51 102064771.68 0.0018 1.0003 2016-03-31 1.0003 2016-03-31 C000141704 10000000.00 18900488406.43 1.00 9597910276.86 26566580321.24 16968670044.38 0.0027 1.0001 2016-03-31 1.0001 2016-03-31 Fannie Mae Fannie Mae, 0.40% 313588XP5 Government Agency Debt First Tier Security 2016-06-01 2016-06-01 N N N 250000000.00 249830555.50 0.0057 N 249868750.00 249868750.00 Fannie Mae Fannie Mae, 0.54% 31359MW41 Government Agency Debt First Tier Security 2016-09-15 2016-09-15 N N N 75696000.00 77313402.11 0.0018 N 77345567.23 77345567.23 Federal Farm Credit Bank Federal Farm Credit Bank, 0.40% 3133EEW30 Government Agency Debt First Tier Security 2016-04-20 2017-01-20 N N N 75000000.00 74997562.35 0.0017 N 74947425.00 74947425.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.41% 3133EDPM8 Government Agency Debt First Tier Security 2016-04-03 2016-10-03 N N N 28000000.00 27989451.85 0.0006 N 27993448.00 27993448.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.41% 3133EECK4 Government Agency Debt First Tier Security 2016-04-20 2016-05-20 N N N 98600000.00 98597497.39 0.0023 N 98598126.60 98598126.60 Federal Farm Credit Bank Federal Farm Credit Bank, 0.42% 3133EDV90 Government Agency Debt First Tier Security 2016-04-19 2016-09-19 N N N 153900000.00 153896355.25 0.0035 N 153872451.90 153872451.90 Federal Farm Credit Bank Federal Farm Credit Bank, 0.42% 3133EFEK9 Government Agency Debt First Tier Security 2016-04-28 2016-04-28 N N N 50000000.00 49999812.39 0.0011 N 50000200.00 50000200.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.43% 3133EEV56 Government Agency Debt First Tier Security 2016-04-09 2017-06-09 N N N 200000000.00 199990386.68 0.0046 N 199719800.00 199719800.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.43% 3133EFRG4 Government Agency Debt First Tier Security 2016-04-22 2016-07-22 N N N 90000000.00 90000000.00 0.0021 N 89998740.00 89998740.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.43% 3133EFEP8 Government Agency Debt First Tier Security 2016-04-29 2016-06-29 N N N 30000000.00 29999629.71 0.0007 N 29999310.00 29999310.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 3133EFHB6 Government Agency Debt First Tier Security 2016-04-07 2016-11-07 N N N 200000000.00 199993907.60 0.0046 N 199954600.00 199954600.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 3133EFRD1 Government Agency Debt First Tier Security 2016-04-30 2016-06-30 N N N 181000000.00 181000000.00 0.0041 N 180997828.00 180997828.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133EDD58 Government Agency Debt First Tier Security 2016-04-06 2016-04-06 N N N 223300000.00 223301446.18 0.0051 N 223301116.50 223301116.50 Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133EDSF0 Government Agency Debt First Tier Security 2016-04-10 2017-02-10 N N N 100000000.00 100048281.12 0.0023 N 99961800.00 99961800.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133EDC75 Government Agency Debt First Tier Security 2016-04-20 2016-06-20 N N N 100000000.00 100013936.52 0.0023 N 100006300.00 100006300.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133ED4J8 Government Agency Debt First Tier Security 2016-04-11 2016-10-11 N N N 29100000.00 29097107.00 0.0007 N 29100931.20 29100931.20 Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133EFXP7 Government Agency Debt First Tier Security 2016-04-27 2016-09-27 N N N 182000000.00 181996522.27 0.0042 N 182005096.00 182005096.00 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 0.0057 N 249948000.00 249948000.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.50% 3133EFM20 Government Agency Debt First Tier Security 2016-04-16 2016-12-16 N N N 100000000.00 100000000.00 0.0023 N 100010000.00 100010000.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.50% 3133EFY27 Government Agency Debt First Tier Security 2016-05-06 2017-03-06 N N N 251000000.00 250994186.84 0.0057 N 250976908.00 250976908.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.52% 3133EFW94 Government Agency Debt First Tier Security 2016-04-01 2017-05-01 N N N 186000000.00 185990439.60 0.0043 N 185984190.00 185984190.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EFUM7 Government Agency Debt First Tier Security 2016-04-04 2016-11-04 N N N 170000000.00 170000000.00 0.0039 N 170073440.00 170073440.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EFFQ5 Government Agency Debt First Tier Security 2016-06-30 2017-03-30 N N N 40000000.00 39990588.89 0.0009 N 39996000.00 39996000.00 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 67867568.61 0.0016 N 67907044.00 67907044.00 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 75000000.00 74989747.92 0.0017 N 74991675.00 74991675.00 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 66000000.00 65987606.67 0.0015 N 65989968.00 65989968.00 Federal Home Loan Bank Federal Home Loan Bank, 0.31% 313384XJ3 Government Agency Debt First Tier Security 2016-05-27 2016-05-27 N N N 75000000.00 74964416.69 0.0017 N 74969700.00 74969700.00 Federal Home Loan Bank Federal Home Loan Bank, 0.32% to 0.35% 313384YT0 Government Agency Debt First Tier Security 2016-06-29 2016-06-29 N N N 106000000.00 105910728.06 0.0024 N 105918804.00 105918804.00 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 214991816.66 0.0049 N 214995055.00 214995055.00 Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 0.60% 313384YV5 Government Agency Debt First Tier Security 2016-07-01 2016-07-01 N N N 410000000.00 409628211.79 0.0094 N 409626900.00 409626900.00 Federal Home Loan Bank Federal Home Loan Bank, 0.36% to 0.37% 313384YL7 Government Agency Debt First Tier Security 2016-06-22 2016-06-22 N N N 267000000.00 266775365.50 0.0061 N 266811498.00 266811498.00 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 235991823.17 0.0054 N 235995752.00 235995752.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384YF0 Government Agency Debt First Tier Security 2016-06-17 2016-06-17 N N N 33000000.00 32974237.09 0.0008 N 32978121.00 32978121.00 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 437976883.33 0.0100 N 437987298.00 437987298.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6BK2 Government Agency Debt First Tier Security 2016-04-13 2016-08-11 N N N 209000000.00 209000000.00 0.0048 N 208946914.00 208946914.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5VQ9 Government Agency Debt First Tier Security 2016-04-08 2016-07-08 N N N 123000000.00 123000000.00 0.0028 N 122981673.00 122981673.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5WM7 Government Agency Debt First Tier Security 2016-04-13 2016-09-13 N N N 32000000.00 31986852.80 0.0007 N 31988960.00 31988960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5VY2 Government Agency Debt First Tier Security 2016-04-15 2016-07-15 N N N 62000000.00 62000000.00 0.0014 N 61989584.00 61989584.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5W39 Government Agency Debt First Tier Security 2016-04-24 2017-01-24 N N N 62000000.00 61994888.87 0.0014 N 61944014.00 61944014.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6DD6 Government Agency Debt First Tier Security 2016-04-26 2016-05-26 N N N 200000000.00 200000000.00 0.0046 N 199989000.00 199989000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313384XW4 Government Agency Debt First Tier Security 2016-06-08 2016-06-08 N N N 11000000.00 10991896.66 0.0003 N 10993554.00 10993554.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313384XY0 Government Agency Debt First Tier Security 2016-06-10 2016-06-10 N N N 348000000.00 347736100.12 0.0080 N 347790156.00 347790156.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313384YD5 Government Agency Debt First Tier Security 2016-06-15 2016-06-15 N N N 359000000.00 358707564.63 0.0082 N 358768086.00 358768086.00 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 99956111.12 0.0023 N 99971100.00 99971100.00 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 299820899.94 0.0069 N 299883000.00 299883000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A6MX2 Government Agency Debt First Tier Security 2016-04-20 2016-05-20 N N N 86000000.00 85999706.61 0.0020 N 85998366.00 85998366.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6QG5 Government Agency Debt First Tier Security 2016-04-04 2016-05-04 N N N 61000000.00 60998948.59 0.0014 N 60999451.00 60999451.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6JT5 Government Agency Debt First Tier Security 2016-04-15 2016-04-15 N N N 100000000.00 99999902.76 0.0023 N 100000000.00 100000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6N37 Government Agency Debt First Tier Security 2016-04-19 2016-04-19 N N N 72000000.00 72000000.00 0.0016 N 72000576.00 72000576.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A73L7 Government Agency Debt First Tier Security 2016-04-20 2016-06-20 N N N 68000000.00 68000000.00 0.0016 N 67998300.00 67998300.00 Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A7N92 Government Agency Debt First Tier Security 2016-04-30 2016-08-30 N N N 71000000.00 71000000.00 0.0016 N 70995953.00 70995953.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6LA3 Government Agency Debt First Tier Security 2016-04-06 2016-07-06 N N N 164000000.00 164000000.00 0.0038 N 163994588.00 163994588.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6SD0 Government Agency Debt First Tier Security 2016-04-13 2016-05-13 N N N 150000000.00 149998269.24 0.0034 N 149999700.00 149999700.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6RZ2 Government Agency Debt First Tier Security 2016-04-18 2016-05-18 N N N 66000000.00 66000000.00 0.0015 N 65999802.00 65999802.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6SY4 Government Agency Debt First Tier Security 2016-04-20 2016-05-20 N N N 75000000.00 75000000.00 0.0017 N 75000150.00 75000150.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A7CJ2 Government Agency Debt First Tier Security 2016-04-20 2016-06-20 N N N 75000000.00 75000000.00 0.0017 N 74999100.00 74999100.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6T80 Government Agency Debt First Tier Security 2016-04-25 2016-05-25 N N N 93000000.00 93000000.00 0.0021 N 92999907.00 92999907.00 Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A6U96 Government Agency Debt First Tier Security 2016-04-04 2016-06-02 N N N 275000000.00 275000000.00 0.0063 N 275001375.00 275001375.00 Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A6KP1 Government Agency Debt First Tier Security 2016-04-05 2016-10-05 N N N 220000000.00 220000000.00 0.0050 N 219968100.00 219968100.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A76U4 Government Agency Debt First Tier Security 2016-04-02 2016-08-02 N N N 101000000.00 100996352.60 0.0023 N 101002525.00 101002525.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A7A54 Government Agency Debt First Tier Security 2016-04-05 2016-07-05 N N N 216000000.00 216000000.00 0.0049 N 216006264.00 216006264.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A7AH8 Government Agency Debt First Tier Security 2016-04-05 2016-07-05 N N N 39000000.00 39000000.00 0.0009 N 39001131.00 39001131.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A77F6 Government Agency Debt First Tier Security 2016-04-08 2016-08-08 N N N 77000000.00 76997213.27 0.0018 N 77001771.00 77001771.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A73H6 Government Agency Debt First Tier Security 2016-04-14 2016-07-14 N N N 140000000.00 139992920.00 0.0032 N 140005180.00 140005180.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A6V61 Government Agency Debt First Tier Security 2016-04-15 2016-06-15 N N N 103000000.00 103000000.00 0.0024 N 103004120.00 103004120.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A73R4 Government Agency Debt First Tier Security 2016-04-19 2016-07-19 N N N 68000000.00 68000000.00 0.0016 N 68004284.00 68004284.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74B8 Government Agency Debt First Tier Security 2016-04-20 2016-07-20 N N N 69000000.00 68999470.37 0.0016 N 69003312.00 69003312.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74J1 Government Agency Debt First Tier Security 2016-04-21 2016-07-21 N N N 20000000.00 20000000.00 0.0005 N 20000960.00 20000960.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A75M3 Government Agency Debt First Tier Security 2016-04-25 2016-08-25 N N N 72000000.00 72000000.00 0.0016 N 72003240.00 72003240.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74U6 Government Agency Debt First Tier Security 2016-04-25 2016-07-25 N N N 106000000.00 106000000.00 0.0024 N 106004982.00 106004982.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74C6 Government Agency Debt First Tier Security 2016-04-25 2016-07-25 N N N 70000000.00 70000000.00 0.0016 N 70003850.00 70003850.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A75F8 Government Agency Debt First Tier Security 2016-04-25 2016-08-25 N N N 72000000.00 72000000.00 0.0016 N 72003240.00 72003240.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A75H4 Government Agency Debt First Tier Security 2016-04-26 2016-08-26 N N N 22000000.00 22000000.00 0.0005 N 22000990.00 22000990.00 Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A75N1 Government Agency Debt First Tier Security 2016-04-26 2016-07-26 N N N 72000000.00 72000000.00 0.0016 N 72003312.00 72003312.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A76P5 Government Agency Debt First Tier Security 2016-04-01 2016-09-01 N N N 71000000.00 70998772.14 0.0016 N 71002698.00 71002698.00 Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7K87 Government Agency Debt First Tier Security 2016-04-23 2016-09-23 N N N 78000000.00 78000000.00 0.0018 N 78003120.00 78003120.00 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 62944892.50 0.0014 N 62963649.00 62963649.00 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 61996582.26 0.0014 N 62000372.00 62000372.00 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 123984717.05 0.0028 N 123969248.00 123969248.00 Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7AA3 Government Agency Debt First Tier Security 2016-04-26 2016-10-26 N N N 35000000.00 34998290.88 0.0008 N 35003675.00 35003675.00 Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A6A98 Government Agency Debt First Tier Security 2016-05-10 2017-02-10 N N N 72000000.00 71978305.84 0.0016 N 71977104.00 71977104.00 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 36994968.57 0.0008 N 37013986.00 37013986.00 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 124988983.72 0.0029 N 125012375.00 125012375.00 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 129997723.39 0.0030 N 130014300.00 130014300.00 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7PF6 Government Agency Debt First Tier Security 2016-10-04 2016-10-04 N N N 91000000.00 90991679.87 0.0021 N 90956074.30 90956074.30 Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7PG4 Government Agency Debt First Tier Security 2016-10-05 2016-10-05 N N N 91000000.00 90995386.30 0.0021 N 90958130.90 90958130.90 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A6ZF7 Government Agency Debt First Tier Security 2016-04-08 2016-07-08 N N N 61000000.00 61000000.00 0.0014 N 61011712.00 61011712.00 Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A6WV5 Government Agency Debt First Tier Security 2016-04-22 2016-09-22 N N N 34000000.00 34002486.65 0.0008 N 34009418.00 34009418.00 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 0.0012 N 54005292.00 54005292.00 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 0.0015 N 67006566.00 67006566.00 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 76998671.01 0.0018 N 77013783.00 77013783.00 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 80999183.08 0.0019 N 81008100.00 81008100.00 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 0.0033 N 146026718.00 146026718.00 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 82998617.38 0.0019 N 83008715.00 83008715.00 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 0.0017 N 73013140.00 73013140.00 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 0.0009 N 38006954.00 38006954.00 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 144993707.70 0.0033 N 145030885.00 145030885.00 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 0.0012 N 51010404.00 51010404.00 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 0.0016 N 72004176.00 72004176.00 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 0.0017 N 73004672.00 73004672.00 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 0.0004 N 17003570.00 17003570.00 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 0.0049 N 216017280.00 216017280.00 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 0.0012 N 51004233.00 51004233.00 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 0.0015 N 66005478.00 66005478.00 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 0.0015 N 67006901.00 67006901.00 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A3GT5 Government Agency Debt First Tier Security 2016-06-07 2016-06-07 N N N 129940000.00 129936732.09 0.0030 N 129961050.28 129961050.28 Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6GY7 Government Agency Debt First Tier Security 2016-06-22 2016-06-22 N N N 74000000.00 74000000.00 0.0017 N 74016650.00 74016650.00 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 99993688.30 0.0023 N 100029600.00 100029600.00 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 49990780.60 0.0011 N 50016850.00 50016850.00 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 99978622.40 0.0023 N 100025900.00 100025900.00 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 107997092.32 0.0025 N 108023868.00 108023868.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7L78 Government Agency Debt First Tier Security 2016-04-10 2017-01-10 N N N 84000000.00 84000000.00 0.0019 N 84009408.00 84009408.00 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 75995652.19 0.0017 N 76020520.00 76020520.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MC6 Government Agency Debt First Tier Security 2016-07-04 2017-01-04 N N N 45000000.00 45000000.00 0.0010 N 45005715.00 45005715.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7ME2 Government Agency Debt First Tier Security 2016-09-23 2016-09-23 N N N 93000000.00 92982357.55 0.0021 N 93018786.00 93018786.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MJ1 Government Agency Debt First Tier Security 2016-09-28 2016-09-28 N N N 93000000.00 92981047.40 0.0021 N 93008091.00 93008091.00 Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MP7 Government Agency Debt First Tier Security 2016-09-28 2016-09-28 N N N 90000000.00 89981158.70 0.0021 N 90007830.00 90007830.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7L45 Government Agency Debt First Tier Security 2016-04-03 2017-01-03 N N N 84000000.00 84000000.00 0.0019 N 84010836.00 84010836.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LC7 Government Agency Debt First Tier Security 2016-04-05 2017-01-05 N N N 84000000.00 84000000.00 0.0019 N 84010416.00 84010416.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LB9 Government Agency Debt First Tier Security 2016-04-06 2017-01-06 N N N 84000000.00 84000000.00 0.0019 N 84010164.00 84010164.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LD5 Government Agency Debt First Tier Security 2016-04-09 2017-01-09 N N N 42000000.00 42000000.00 0.0010 N 42004830.00 42004830.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LG8 Government Agency Debt First Tier Security 2016-04-09 2017-01-09 N N N 73000000.00 73000000.00 0.0017 N 73008395.00 73008395.00 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 0.0016 N 71018957.00 71018957.00 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 149991204.30 0.0034 N 150049950.00 150049950.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LJ2 Government Agency Debt First Tier Security 2016-04-13 2017-01-13 N N N 91000000.00 91000000.00 0.0021 N 91009464.00 91009464.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LK9 Government Agency Debt First Tier Security 2016-04-13 2017-01-13 N N N 45000000.00 45000000.00 0.0010 N 45004680.00 45004680.00 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 0.0008 N 36017460.00 36017460.00 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 0.0016 N 72023616.00 72023616.00 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 0.0011 N 50016350.00 50016350.00 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 0.0017 N 75024525.00 75024525.00 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 0.0010 N 44014168.00 44014168.00 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 0.0033 N 146046866.00 146046866.00 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 0.0035 N 151035787.00 151035787.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7G82 Government Agency Debt First Tier Security 2016-06-02 2016-12-02 N N N 116000000.00 116000000.00 0.0027 N 116026332.00 116026332.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J30 Government Agency Debt First Tier Security 2016-06-09 2016-12-09 N N N 131000000.00 131000000.00 0.0030 N 131023842.00 131023842.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J48 Government Agency Debt First Tier Security 2016-06-14 2016-12-14 N N N 44000000.00 44000000.00 0.0010 N 44007568.00 44007568.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A3T53 Government Agency Debt First Tier Security 2016-06-23 2016-12-23 N N N 136950000.00 136937406.93 0.0031 N 136978485.60 136978485.60 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7L52 Government Agency Debt First Tier Security 2016-07-05 2017-01-05 N N N 42000000.00 42000000.00 0.0010 N 42005166.00 42005166.00 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 34997207.54 0.0008 N 35024955.00 35024955.00 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 55987374.19 0.0013 N 56028672.00 56028672.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J63 Government Agency Debt First Tier Security 2016-09-09 2016-09-09 N N N 171000000.00 170979938.28 0.0039 N 171083961.00 171083961.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J89 Government Agency Debt First Tier Security 2016-09-14 2016-09-14 N N N 90000000.00 89987044.43 0.0021 N 90052560.00 90052560.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J97 Government Agency Debt First Tier Security 2016-09-14 2016-09-14 N N N 90000000.00 89987044.43 0.0021 N 90052560.00 90052560.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JD8 Government Agency Debt First Tier Security 2016-09-14 2016-09-14 N N N 84000000.00 83987908.13 0.0019 N 84049056.00 84049056.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JF3 Government Agency Debt First Tier Security 2016-09-14 2016-09-14 N N N 42000000.00 41993937.39 0.0010 N 42022596.00 42022596.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JG1 Government Agency Debt First Tier Security 2016-09-14 2016-09-14 N N N 42000000.00 41993954.06 0.0010 N 42024528.00 42024528.00 Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7ND3 Government Agency Debt First Tier Security 2016-09-30 2016-09-30 N N N 184000000.00 183952811.03 0.0042 N 184024288.00 184024288.00 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 0.0013 N 57014934.00 57014934.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7GF6 Government Agency Debt First Tier Security 2016-06-07 2016-12-07 N N N 77000000.00 77000000.00 0.0018 N 77016863.00 77016863.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7HD0 Government Agency Debt First Tier Security 2016-06-07 2016-12-07 N N N 84000000.00 84000000.00 0.0019 N 84018396.00 84018396.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7FW0 Government Agency Debt First Tier Security 2016-06-09 2016-12-09 N N N 54000000.00 54000000.00 0.0012 N 54011664.00 54011664.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7LP8 Government Agency Debt First Tier Security 2016-06-21 2017-03-21 N N N 24000000.00 24000000.00 0.0005 N 24001944.00 24001944.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7MK8 Government Agency Debt First Tier Security 2016-06-23 2017-03-23 N N N 90000000.00 90000000.00 0.0021 N 90006660.00 90006660.00 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 0.0022 N 97025511.00 97025511.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7MF9 Government Agency Debt First Tier Security 2016-06-24 2017-03-24 N N N 90000000.00 90000000.00 0.0021 N 90006390.00 90006390.00 Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7PK5 Government Agency Debt First Tier Security 2016-07-05 2017-04-05 N N N 46000000.00 46000000.00 0.0011 N 45995998.00 45995998.00 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 0.0025 N 110033880.00 110033880.00 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 75998328.41 0.0017 N 76023408.00 76023408.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A6TU1 Government Agency Debt First Tier Security 2016-06-02 2016-06-02 N N N 34000000.00 34000000.00 0.0008 N 34007786.00 34007786.00 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 0.0017 N 76021052.00 76021052.00 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 0.0017 N 76020216.00 76020216.00 Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7MN2 Government Agency Debt First Tier Security 2016-06-28 2017-03-28 N N N 90000000.00 90000000.00 0.0021 N 90005130.00 90005130.00 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 0.0018 N 79023068.00 79023068.00 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 16004672.00 16004672.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7G66 Government Agency Debt First Tier Security 2016-06-03 2017-03-03 N N N 39000000.00 39000000.00 0.0009 N 39009009.00 39009009.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7HL2 Government Agency Debt First Tier Security 2016-06-07 2017-03-07 N N N 165000000.00 165000000.00 0.0038 N 165028545.00 165028545.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7G74 Government Agency Debt First Tier Security 2016-06-07 2017-03-07 N N N 154000000.00 154000000.00 0.0035 N 154033880.00 154033880.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7HX6 Government Agency Debt First Tier Security 2016-06-09 2017-03-09 N N N 41000000.00 41000000.00 0.0009 N 41006847.00 41006847.00 Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7GB5 Government Agency Debt First Tier Security 2016-06-09 2017-03-09 N N N 41000000.00 41000000.00 0.0009 N 41008774.00 41008774.00 Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A7EA9 Government Agency Debt First Tier Security 2016-06-01 2017-03-01 N N N 48000000.00 48000000.00 0.0011 N 48013536.00 48013536.00 Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A7FU4 Government Agency Debt First Tier Security 2016-06-07 2017-03-07 N N N 47000000.00 47000000.00 0.0011 N 47012502.00 47012502.00 Federal Home Loan Bank Federal Home Loan Bank, 0.58% 313384F87 Government Agency Debt First Tier Security 2016-09-14 2016-09-14 N N N 117000000.00 116687090.02 0.0027 N 116773371.00 116773371.00 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 197717685.02 0.0045 N 197851698.00 197851698.00 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 69994806.63 0.0016 N 70056980.00 70056980.00 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 69994806.63 0.0016 N 70059010.00 70059010.00 Freddie Mac Freddie Mac, 0.33% 313396YN7 Government Agency Debt First Tier Security 2016-06-24 2016-06-24 N N N 186560000.00 186416348.72 0.0043 N 186425117.12 186425117.12 Freddie Mac Freddie Mac, 0.36% 3137EADQ9 Government Agency Debt First Tier Security 2016-05-13 2016-05-13 N N N 104549000.00 104565191.21 0.0024 N 104566668.78 104566668.78 Freddie Mac Freddie Mac, 0.39% 3134G7SG7 Government Agency Debt First Tier Security 2016-04-17 2016-08-17 N N N 150000000.00 150000000.00 0.0034 N 149958900.00 149958900.00 Freddie Mac Freddie Mac, 0.39% 3134G7TF8 Government Agency Debt First Tier Security 2016-04-24 2016-08-24 N N N 200000000.00 200000000.00 0.0046 N 199949200.00 199949200.00 Freddie Mac Freddie Mac, 0.43% 3134G7ZE4 Government Agency Debt First Tier Security 2016-04-16 2016-09-16 N N N 92000000.00 91983549.83 0.0021 N 91987304.00 91987304.00 Freddie Mac Freddie Mac, 0.43% 3134G6AE3 Government Agency Debt First Tier Security 2016-04-21 2016-07-21 N N N 293915000.00 293905848.43 0.0067 N 293912354.77 293912354.77 Freddie Mac Freddie Mac, 0.44% 3134G5Z24 Government Agency Debt First Tier Security 2016-04-12 2017-01-12 N N N 287930000.00 287907012.41 0.0066 N 287807917.68 287807917.68 Freddie Mac Freddie Mac, 0.44% 3134G72G5 Government Agency Debt First Tier Security 2016-04-20 2017-04-20 N N N 150000000.00 149975864.76 0.0034 N 149850450.00 149850450.00 Freddie Mac Freddie Mac, 0.47% 3134G8DN6 Government Agency Debt First Tier Security 2016-04-14 2016-06-14 N N N 136000000.00 136000000.00 0.0031 N 136019856.00 136019856.00 Freddie Mac Freddie Mac, 0.47% 313396G98 Government Agency Debt First Tier Security 2016-09-23 2016-09-23 N N N 186000000.00 185575041.74 0.0042 N 185620188.00 185620188.00 Freddie Mac Freddie Mac, 0.48% 313396VG5 Government Agency Debt First Tier Security 2016-04-07 2016-04-07 N N N 250000000.00 249980000.00 0.0057 N 249991250.00 249991250.00 Freddie Mac Freddie Mac, 0.48% 313396A86 Government Agency Debt First Tier Security 2016-08-05 2016-08-05 N N N 300000000.00 299497050.12 0.0069 N 299580000.00 299580000.00 Freddie Mac Freddie Mac, 0.49% 313396C68 Government Agency Debt First Tier Security 2016-08-19 2016-08-19 N N N 296500000.00 295937308.99 0.0068 N 296038646.00 296038646.00 Freddie Mac Freddie Mac, 0.49% 313396D59 Government Agency Debt First Tier Security 2016-08-26 2016-08-26 N N N 100000000.00 99801550.00 0.0023 N 99836700.00 99836700.00 Freddie Mac Freddie Mac, 0.51% 3134G5PN9 Government Agency Debt First Tier Security 2016-05-14 2016-11-14 N N N 300000000.00 299971171.62 0.0069 N 300018600.00 300018600.00 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 0.0028 N 122041114.00 122041114.00 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 0.0011 N 45971204.00 45971204.00 U.S. Treasury Bills U.S. Treasury Bills, 0.29% 912796HW2 Treasury Debt First Tier Security 2016-06-09 2016-06-09 N N N 497000000.00 496723750.70 0.0114 N 496833505.00 496833505.00 U.S. Treasury Bills U.S. Treasury Bills, 0.30% 912796GS2 Treasury Debt First Tier Security 2016-06-23 2016-06-23 N N N 1981000000.00 1979636716.13 0.0453 N 1980019405.00 1980019405.00 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 299900833.56 0.0069 N 299974800.00 299974800.00 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 499077360.20 0.0114 N 499316000.00 499316000.00 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 249489999.30 0.0057 N 249627250.00 249627250.00 U.S. Treasury Bills U.S. Treasury Bills, 0.48% 912796JK6 Treasury Debt First Tier Security 2016-09-08 2016-09-08 N N N 500000000.00 498944444.00 0.0114 N 499216000.00 499216000.00 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 129824860.96 0.0030 N 129916930.00 129916930.00 U.S. Treasury Bills U.S. Treasury Bills, 0.51% 912796HE2 Treasury Debt First Tier Security 2016-09-15 2016-09-15 N N N 450000000.00 448935375.92 0.0103 N 449301150.00 449301150.00 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 208723268.11 0.0048 N 208749150.00 208749150.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% to 0.30% 912828QF0 Treasury Debt First Tier Security 2016-04-30 2016-04-30 N N N 210000000.00 210286301.33 0.0048 N 210295680.00 210295680.00 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 150000000.00 149999176.50 0.0034 N 150001800.00 150001800.00 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 140805240.33 0.0032 N 140827820.00 140827820.00 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 450031761.81 0.0103 N 450045000.00 450045000.00 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 252989019.09 0.0058 N 252987603.00 252987603.00 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 299538529.76 0.0069 N 299568698.00 299568698.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 0.32% 912828QP8 Treasury Debt First Tier Security 2016-05-31 2016-05-31 N N N 518000000.00 519216697.45 0.0119 N 519228696.00 519228696.00 U.S. Treasury Notes U.S. Treasury Notes, 0.32% to 0.42% 912828VG2 Treasury Debt First Tier Security 2016-06-15 2016-06-15 N N N 417000000.00 417128445.88 0.0096 N 417163047.00 417163047.00 U.S. Treasury Notes U.S. Treasury Notes, 0.33% to 0.41% 912828QR4 Treasury Debt First Tier Security 2016-06-30 2016-06-30 N N N 742000000.00 744025619.33 0.0170 N 744174060.00 744174060.00 U.S. Treasury Notes U.S. Treasury Notes, 0.37% 912828WV8 Treasury Debt First Tier Security 2016-04-01 2016-07-31 N N N 410000000.00 410054522.54 0.0094 N 410036490.00 410036490.00 U.S. Treasury Notes U.S. Treasury Notes, 0.45% to 0.56% 912828LD0 Treasury Debt First Tier Security 2016-07-31 2016-07-31 N N N 388000000.00 391555552.46 0.0090 N 391698028.00 391698028.00 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 100345532.24 0.0023 N 100375000.00 100375000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.46% 912828D64 Treasury Debt First Tier Security 2016-08-31 2016-08-31 N N N 309000000.00 309033767.09 0.0071 N 309126690.00 309126690.00 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 150679154.82 0.0035 N 150725100.00 150725100.00 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 100039687.00 0.0023 N 100078100.00 100078100.00 U.S. Treasury Notes U.S. Treasury Notes, 0.55% 912828RJ1 Treasury Debt First Tier Security 2016-09-30 2016-09-30 N N N 200000000.00 200437075.60 0.0046 N 200554600.00 200554600.00 U.S. Treasury Notes U.S. Treasury Notes, 0.35% to 0.37% 912828QD5 Treasury Debt First Tier Security 2016-04-15 2016-04-15 N N N 1202479902.00 1203119810.21 0.0275 N 1202903174.91 1202903174.91 Bank of America NA In a joint trading account with Bank of America NA at 0.31%, dated 3/31/2016 due 04/01/2016 ADH701000_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 Government Agency Debt 387880092.00 378558385.98 FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-25 2044-10-25 3.5 - 5.8 Government Agency Debt 379463405.19 143529781.73 Unrated Security 2016-04-01 2016-04-01 N N N 506877211.00 506877210.59 0.0116 N 506877210.59 506877210.59 Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.31%, dated 3/31/2016 due 04/01/2016 ADH753000_04240 Government Agency Repurchase Agreement Y US TREASURY 2017-07-31 2043-08-15 0.625 - 8.5 Treasury Debt 8144448.37 8739636.50 Unrated Security 2016-04-01 2016-04-01 N N N 8568184.00 8568183.60 0.0002 N 8568183.60 8568183.60 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.31%, dated 3/31/2016 due 04/01/2016 ADH701000_07629 Government Agency Repurchase Agreement Y US TREASURY 2016-04-30 2046-02-15 0 - 9.125 Treasury Debt 225081387.19 224581377.20 FEDERAL HOME LOAN BANK 2016-10-19 2016-10-19 5.125 - 5.125 Government Agency Debt 54415.37 57025.26 FEDERAL HOME LOAN MORTGAGE CORP 2017-01-01 2047-01-25 1.2 - 8.5 Government Agency Debt 123291880.09 52571529.21 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-25 2054-07-25 0.9 - 7.5 Government Agency Debt 227537645.69 155928380.00 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-06-20 2045-12-20 0.726 - 5.5 Government Agency Debt 6798984.27 6191977.41 Unrated Security 2016-04-01 2016-04-01 N N N 430010874.00 430010873.66 0.0098 N 430010873.66 430010873.66 Citibank NA In a joint trading account with Citibank NA at 0.31%, dated 3/31/2016 due 04/01/2016 ADH753000_26602 Government Agency Repurchase Agreement Y US TREASURY 2016-05-15 2045-11-15 0 - 9.125 Treasury Debt 52588077.84 54155155.23 FEDERAL FARM CREDIT 2018-06-18 2018-06-18 0.64 - 0.64 Government Agency Debt 35.35 35.34 FEDERAL HOME LOAN BANK 2016-06-13 2020-09-11 1.375 - 5.625 Government Agency Debt 531.04 531.63 FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2045-01-01 2.5 - 6 Government Agency Debt 3433322.23 2997344.96 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.875 - 7.95 Government Agency Debt 2143345.10 827992.82 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 Government Agency Debt 5772918.08 3396173.52 RESOLUTION FUNDING CORP 2020-07-15 2028-10-15 0 - 0 Government Agency Debt 446829.19 336718.67 Unrated Security 2016-04-01 2016-04-01 N N N 60453985.00 60453985.06 0.0014 N 60453985.06 60453985.06 Citibank NA In a joint trading account with Citibank NA at 0.31%, dated 3/31/2016 due 04/01/2016 ADH701000_26602 Government Agency Repurchase Agreement Y US TREASURY 2016-05-15 2045-11-15 0 - 9.125 Treasury Debt 76357201.90 78632577.80 FEDERAL FARM CREDIT 2018-06-18 2018-06-18 0.64 - 0.64 Government Agency Debt 51.33 51.31 FEDERAL HOME LOAN BANK 2016-06-13 2020-09-11 1.375 - 5.625 Government Agency Debt 771.06 771.92 FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2045-01-01 2.5 - 6 Government Agency Debt 4985139.02 4352105.71 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.875 - 7.95 Government Agency Debt 3112109.07 1202234.76 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 Government Agency Debt 8382201.62 4931199.57 RESOLUTION FUNDING CORP 2020-07-15 2028-10-15 0 - 0 Government Agency Debt 648790.15 488911.11 Unrated Security 2016-04-01 2016-04-01 N N N 87778396.00 87778396.40 0.0020 N 87778396.40 87778396.40 Citibank NA Citibank NA, 0.33% ADG846000 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2017-07-31 2045-05-15 0.125 - 3.125 Treasury Debt 44478200.00 46166050.99 First Tier Security 2016-04-05 2016-04-05 N N N 45000000.00 45000000.00 0.0010 N 44999145.00 44999145.00 Citibank NA Citibank NA, 0.34% ADG847000 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2020-08-31 2025-02-15 0.125 - 3.125 Treasury Debt 198456700.00 207435927.25 FEDERAL FARM CREDIT 2018-03-19 2018-03-19 0.59 - 0.59 Government Agency Debt 31503000.00 31494074.15 FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-01 2045-11-01 2.484 - 8 Government Agency Debt 29725739.00 17474332.54 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-06-15 2045-09-20 2.5 - 7 Government Agency Debt 139469755.00 21034469.68 RESOLUTION FUNDING CORP 2020-07-15 2028-10-15 N/A Government Agency Debt 12000.00 9100.75 First Tier Security 2016-04-05 2016-04-05 N N N 272000000.00 272000000.00 0.0062 N 271995131.20 271995131.20 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.31%, dated 3/31/2016 due 04/01/2016 ADH701000_04361 Government Agency Repurchase Agreement Y US TREASURY 2016-04-14 2044-05-15 0 - 8.875 Treasury Debt 139631213.54 149437317.13 Unrated Security 2016-04-01 2016-04-01 N N N 146297327.00 146297327.33 0.0033 N 146297327.33 146297327.33 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.31%, dated 3/31/2016 due 04/01/2016 ADH701000_39304 Government Agency Repurchase Agreement Y U.S. TREASURY 2016-04-15 2045-11-15 0.053 - 8.75 Treasury Debt 148699146.70 159060518.65 FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2045-03-01 3 - 6 Government Agency Debt 105268996.55 48535050.09 GOVERNMENT NATIONAL MORTAGE ASSOC 2046-03-20 2046-03-20 3 - 3 Government Agency Debt 517657.03 536834.68 Unrated Security 2016-04-01 2016-04-01 N N N 203920402.00 203920402.28 0.0047 N 203920402.28 203920402.28 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.31%, dated 3/31/2016 due 04/01/2016 ADH753000_39304 Government Agency Repurchase Agreement Y U.S. TREASURY 2016-04-15 2045-11-15 0.053 - 8.75 Treasury Debt 85106598.60 91036835.21 FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2045-03-01 3 - 6 Government Agency Debt 60249748.80 27778592.67 GOVERNMENT NATIONAL MORTAGE ASSOC 2046-03-20 2046-03-20 3 - 3 Government Agency Debt 296276.27 307252.43 Unrated Security 2016-04-01 2016-04-01 N N N 116711980.00 116711979.92 0.0027 N 116711979.92 116711979.92 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.31%, dated 3/31/2016 due 04/01/2016 ADH701000_40488 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2045-12-01 2046-02-01 3.5 - 4 Government Agency Debt 23909046.15 25163335.08 Unrated Security 2016-04-01 2016-04-01 N N N 24669745.00 24669745.39 0.0006 N 24669745.39 24669745.39 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ACF492000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-11-01 2031-11-01 4 - 4 Government Agency Debt 42095000.00 23472090.10 First Tier Security 2016-04-01 2016-04-01 N N N 23000000.00 23000000.00 0.0005 N 23000000.00 23000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ACD975000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 Government Agency Debt 45525000.00 38781091.42 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 38000000.00 38000000.00 0.0009 Y 38004180.00 38004180.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ADA780000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2044-11-01 3.5 - 4.5 Government Agency Debt 129387124.00 68361085.52 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 67000000.00 67000000.00 0.0015 Y 67004020.00 67004020.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ACG100000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 Government Agency Debt 45520000.00 38776832.10 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 38000000.00 38000000.00 0.0009 Y 38005320.00 38005320.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADC232000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2045-08-01 3.5 - 3.5 Government Agency Debt 92340000.00 64278305.82 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 63000000.00 63000000.00 0.0014 Y 63005670.00 63005670.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADB602000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-12-01 3.5 - 3.5 Government Agency Debt 69114171.00 52034426.87 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 51000000.00 51000000.00 0.0012 Y 51003570.00 51003570.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADB601000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-05-01 2042-06-01 3.5 - 5.5 Government Agency Debt 122546531.00 69380412.26 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 68000000.00 68000000.00 0.0016 Y 68004760.00 68004760.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADD386000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2042-09-01 3.5 - 4.5 Government Agency Debt 72067606.00 53053577.35 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 52000000.00 52000000.00 0.0012 Y 52005720.00 52005720.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADC983000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-09-01 3.5 - 3.5 Government Agency Debt 68149485.00 52032251.77 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 51000000.00 51000000.00 0.0012 Y 51005100.00 51005100.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADC637000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2044-04-01 3 - 4 Government Agency Debt 127730197.00 88762220.62 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 87000000.00 87000000.00 0.0020 Y 87008700.00 87008700.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.31%, dated 3/31/2016 due 04/01/2016 ADH701000_55502 Government Agency Repurchase Agreement Y U.S. TREASURY 2016-04-30 2045-11-15 0.053 - 9 Treasury Debt 46186880.29 49080981.61 FEDERAL HOME LOAN MORTGAGE CORP 2031-12-01 2046-03-01 2.375 - 5.981 Government Agency Debt 119224569.01 24433768.05 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2050-05-01 1.025 - 9.2 Government Agency Debt 109299796.88 45647503.63 Unrated Security 2016-04-01 2016-04-01 N N N 116751004.00 116751004.36 0.0027 N 116751004.36 116751004.36 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.31%, dated 3/31/2016 due 04/01/2016 ADH753000_55502 Government Agency Repurchase Agreement Y U.S. TREASURY 2016-04-30 2045-11-15 0.053 - 9 Treasury Debt 31887588.30 33885686.27 FEDERAL HOME LOAN MORTGAGE CORP 2031-12-01 2046-03-01 2.375 - 5.981 Government Agency Debt 82313071.34 16869161.36 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2050-05-01 1.025 - 9.2 Government Agency Debt 75460972.96 31515200.71 Unrated Security 2016-04-01 2016-04-01 N N N 80605313.00 80605313.41 0.0018 N 80605313.41 80605313.41 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.36% ACE462000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-12-01 2044-06-01 4 - 4 Government Agency Debt 89181284.00 75212190.77 FEDERAL NATIONAL MORTGAGE ASSOC 2042-12-01 2046-02-01 2.292 - 2.448 Government Agency Debt 42244745.00 41080676.56 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-12-20 2065-03-20 3 - 3.5 Government Agency Debt 160278885.00 115346695.02 First Tier Security 2016-04-07 2016-04-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 227000000.00 227000000.00 0.0052 N 227000000.00 227000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.31%, dated 3/31/2016 due 04/01/2016 ADH753000_53651 Government Agency Repurchase Agreement Y US TREASURY 2017-03-30 2017-03-30 0 - 0 Treasury Debt 28950188.24 28783724.66 FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2044-10-01 2.324 - 4 Government Agency Debt 20357212.38 15757749.54 FEDERAL NATIONAL MORTGAGE ASSOC 2042-08-01 2042-08-01 2.936 - 2.936 Government Agency Debt 16010910.36 6522575.50 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-06-20 2045-06-20 5 - 5 Government Agency Debt 7249308.83 6495987.72 Unrated Security 2016-04-01 2016-04-01 N N N 56430974.00 56430973.87 0.0013 N 56430973.87 56430973.87 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.40% ACB470000 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2021-10-31 2021-10-31 2 - 2 Treasury Debt 70597600.00 73481628.33 First Tier Security 2016-04-07 2016-04-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 72000000.00 72000000.00 0.0016 N 72000000.00 72000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.31%, dated 3/31/2016 due 04/01/2016 ADH701000_08126 Government Agency Repurchase Agreement Y US TREASURY 2016-08-11 2023-02-28 0 - 1.5 Treasury Debt 15829487.17 15800253.83 FEDERAL HOME LOAN MORTGAGE CORP 2022-10-15 2046-03-01 2 - 4.5 Government Agency Debt 33461261.25 16511590.00 FINANCE CORPORATION 2018-05-11 2018-05-11 0 - 0 Government Agency Debt 123922.44 121260.59 FEDERAL NATIONAL MORTGAGE ASSOC 2024-06-25 2046-03-01 2.5 - 8.17 Government Agency Debt 34447562.63 25359436.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-16 2046-02-20 0.781 - 7.26 Government Agency Debt 9522433.17 5717123.49 Unrated Security 2016-04-01 2016-04-01 N N N 61961221.00 61961220.99 0.0014 N 61961220.99 61961220.99 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% ACB104000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2042-09-01 3.5 - 4.5 Government Agency Debt 51392156.00 37327565.61 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-03-01 2.5 - 4.5 Government Agency Debt 34655835.00 36132270.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-11-20 3 - 3.5 Government Agency Debt 17688.00 17618.26 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 72000000.00 72000000.00 0.0016 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 2044-10-01 3.384 - 4.5 Government Agency Debt 10071527.00 8507179.17 FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2046-03-01 2.085 - 4.5 Government Agency Debt 72555516.00 63357611.06 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2045-10-20 3.5 - 5 Government Agency Debt 3270271.00 1611929.88 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 72000000.00 72000000.00 0.0016 N 72000000.00 72000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% ADC290000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-11-15 2044-12-01 1.5 - 6.076 Government Agency Debt 20846724.00 2696414.26 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-03-01 2.163 - 5 Government Agency Debt 186225104.00 62641554.09 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-05-20 2045-10-20 1.75 - 5 Government Agency Debt 14410627.00 5061055.36 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 69000000.00 69000000.00 0.0016 N 69000000.00 69000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% ACB113000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-01-01 2046-02-01 2.208 - 4.5 Government Agency Debt 34114392.00 24671446.13 FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2046-03-01 2.022 - 5.5 Government Agency Debt 47503410.00 23176459.54 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2045-10-20 3 - 4 Government Agency Debt 28173077.00 25630283.69 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 72000000.00 72000000.00 0.0016 N 72000000.00 72000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.38% ACJ130000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-03-15 2045-05-01 1.5 - 7 Government Agency Debt 22301173.00 7080083.39 FEDERAL NATIONAL MORTGAGE ASSOC 2020-09-25 2046-03-01 0.936 - 8.5 Government Agency Debt 66378054.00 31006740.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2045-10-20 3.5 - 5 Government Agency Debt 26768115.00 19082085.42 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 56000000.00 56000000.00 0.0013 N 56000000.00 56000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.38% ACJ549000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-01-15 2046-03-01 1.5 - 6 Government Agency Debt 121075693.00 13318131.99 FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-01 2046-03-01 0.936 - 5.5 Government Agency Debt 119830982.00 77959163.17 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2046-02-20 2.5 - 5 Government Agency Debt 33569877.00 30197778.36 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 119000000.00 119000000.00 0.0027 N 119000000.00 119000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% ACE461000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2043-01-15 2.5 - 4.5 Government Agency Debt 20906307.00 15183893.35 FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-03-01 3 - 4.5 Government Agency Debt 7349393.00 7685398.36 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-20 2045-09-20 3 - 5 Government Agency Debt 17148187.00 17950512.90 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 40000000.00 40000000.00 0.0009 N 40000000.00 40000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% ACD267000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-11-15 2046-04-01 2 - 4.5 Government Agency Debt 18877348.00 10768106.16 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-03-01 2.059 - 4.867 Government Agency Debt 33037919.00 20816808.22 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-20 2046-02-20 1.875 - 5 Government Agency Debt 52888094.00 43042062.72 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 73000000.00 73000000.00 0.0017 N 73000000.00 73000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% ACD263000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2046-02-01 2.533 - 4.5 Government Agency Debt 19041549.00 16356804.31 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-03-01 2.265 - 5 Government Agency Debt 54713054.00 55635172.39 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-10-20 3.5 - 3.5 Government Agency Debt 2424408.00 2504322.80 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 73000000.00 73000000.00 0.0017 N 73000000.00 73000000.00 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 2045-11-01 2 - 4.5 Government Agency Debt 32680336.00 13840420.48 FEDERAL NATIONAL MORTGAGE ASSOC 2021-09-25 2046-03-01 2.022 - 8.5 Government Agency Debt 94814552.00 55137389.88 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-20 2046-01-20 2 - 4 Government Agency Debt 10390546.00 8599829.05 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 76000000.00 76000000.00 0.0017 N 76000000.00 76000000.00 Societe Generale In a joint trading account with Societe Generale at 0.31%, dated 3/31/2016 due 04/01/2016 ADH701000_74037 Government Agency Repurchase Agreement Y US TREASURY 2016-04-28 2044-08-15 0 - 7.875 Treasury Debt 99187567.20 104493479.52 FEDERAL AGRICULTURE MORTGAGE CORP 2019-08-14 2019-08-14 1.81 - 1.81 Government Agency Debt 147.00 151.52 FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2045-10-01 2.152 - 6.75 Government Agency Debt 215230540.15 14845434.78 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2045-09-01 0.807 - 6 Government Agency Debt 188302257.03 37899257.95 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2045-12-20 1.75 - 4.5 Government Agency Debt 514451834.52 41518098.00 RESOLUTION FUNDING CORP 2021-01-15 2027-07-15 0 - 0 Government Agency Debt 735.00 651.43 Unrated Security 2016-04-01 2016-04-01 N N N 194776246.00 194776245.61 0.0045 N 194776245.61 194776245.61 Wells Fargo Bank, NA In a joint trading account with Wells Fargo Bank, NA at 0.31%, dated 3/31/2016 due 04/01/2016 ADH701000_81240 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 Government Agency Debt 120742014.17 120842700.27 Unrated Security 2016-04-01 2016-04-01 N N N 118472149.00 118472149.39 0.0027 N 118472149.39 118472149.39 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.31%, dated 3/31/2016 due 04/01/2016 ADH701000_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-07-07 2041-02-15 0 - 8 Treasury Debt 81442812.30 94730095.48 FEDERAL AGRICULTURE MORTGAGE CORP 2016-06-01 2021-01-07 0.8 - 2.17 Government Agency Debt 2117228.18 2135030.32 FEDERAL FARM CREDIT 2017-08-01 2040-11-02 0.875 - 5.75 Government Agency Debt 82957422.29 83696565.84 FEDERAL HOME LOAN BANK 2016-04-13 2036-07-15 0 - 5.625 Government Agency Debt 44578845.23 45715300.25 FEDERAL HOME LOAN MORTGAGE CORP 2016-05-13 2046-03-01 0.5 - 8.25 Government Agency Debt 141571734.85 149162817.12 FINANCE CORPORATION 2018-08-03 2018-08-03 10.35 - 10.35 Government Agency Debt 67083.21 82707.89 FEDERAL NATIONAL MORTGAGE ASSOC 2017-02-13 2046-03-01 0.75 - 7.25 Government Agency Debt 84926436.83 91289669.53 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-03-15 2046-03-20 1.75 - 9 Government Agency Debt 121795340.66 107261028.40 TENNESEE VALLEY AUTHORITY 2017-07-18 2048-01-15 1.75 - 5.5 Government Agency Debt 243416.21 293332.03 Unrated Security 2016-04-01 2016-04-01 N N N 562814424.00 562814423.98 0.0129 N 562814423.98 562814423.98 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.31%, dated 3/31/2016 due 04/01/2016 ADH753000_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-07-07 2041-02-15 0 - 8 Treasury Debt 20995379.00 24420746.30 FEDERAL AGRICULTURE MORTGAGE CORP 2016-06-01 2021-01-07 0.8 - 2.17 Government Agency Debt 545806.40 550395.66 FEDERAL FARM CREDIT 2017-08-01 2040-11-02 0.875 - 5.75 Government Agency Debt 21385834.71 21576380.67 FEDERAL HOME LOAN BANK 2016-04-13 2036-07-15 0 - 5.625 Government Agency Debt 11492109.92 11785079.96 FEDERAL HOME LOAN MORTGAGE CORP 2016-05-13 2046-03-01 0.5 - 8.25 Government Agency Debt 36496188.49 38453115.63 FINANCE CORPORATION 2018-08-03 2018-08-03 10.35 - 10.35 Government Agency Debt 17293.57 21321.51 FEDERAL NATIONAL MORTGAGE ASSOC 2017-02-13 2046-03-01 0.75 - 7.25 Government Agency Debt 21893432.68 23533828.91 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-03-15 2046-03-20 1.75 - 9 Government Agency Debt 31397974.43 27651131.88 TENNESEE VALLEY AUTHORITY 2017-07-18 2048-01-15 1.75 - 5.5 Government Agency Debt 62750.97 75618.91 Unrated Security 2016-04-01 2016-04-01 N N N 145089564.00 145089564.14 0.0033 N 145089564.14 145089564.14 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.34% ADG834000 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-03-15 2045-12-15 0.777 - 2.5 Government Agency Debt 37127548.00 35883536.52 FEDERAL NATIONAL MORTGAGE ASSOC 2044-07-25 2046-03-25 0.736 - 3 Government Agency Debt 257915683.00 244284402.22 First Tier Security 2016-04-05 2016-04-05 N N N 272000000.00 272000000.00 0.0062 N 271995131.20 271995131.20 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.34% ADH582000 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-02-15 2046-02-15 3 - 3.5 Government Agency Debt 24275543.00 23916639.52 FEDERAL NATIONAL MORTGAGE ASSOC 2045-07-25 2046-03-25 0.783 - 0.836 Government Agency Debt 22917579.00 22433798.65 First Tier Security 2016-04-07 2016-04-07 N N N 45000000.00 45000000.00 0.0010 N 45000000.00 45000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% AAI855000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2045-10-01 2046-02-01 4 - 4 Government Agency Debt 41018289.00 43907149.69 First Tier Security 2016-04-06 2016-04-06 N N N 43000000.00 43000000.00 0.0010 N 43000000.00 43000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% AAJ177000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2031-02-01 2046-04-01 3.5 - 4.5 Government Agency Debt 89611918.00 95981873.42 First Tier Security 2016-04-07 2016-04-07 N N N 94000000.00 94000000.00 0.0022 N 94000940.00 94000940.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% ABA086000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2046-03-01 2046-03-01 4 - 4 Government Agency Debt 26680057.00 28588917.25 First Tier Security 2016-04-11 2016-04-11 N N N 28000000.00 28000000.00 0.0006 Y 28001680.00 28001680.00 Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.25% ADH681000 0001457970 Treasury Repurchase Agreement Y US TREASURY 2020-05-31 2029-08-15 1.375 - 8.125 Treasury Debt 4838574800.00 5471038080.93 First Tier Security 2016-04-01 2016-04-01 N N N 5471000000.00 5471000000.00 0.1253 N 5471000000.00 5471000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.31% ADH241000 0000812291 Treasury Repurchase Agreement Y US TREASURY 2024-11-15 2024-11-15 2.25 - 2.25 Treasury Debt USTR 110300000.00 114634459.10 First Tier Security 2016-04-06 2016-04-06 N N N 113000000.00 113000000.00 0.0026 N 112997005.50 112997005.50 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.32% ADH649000 0000812291 Treasury Repurchase Agreement Y US TREASURY 2016-10-15 2019-03-31 0.625 - 1.625 Treasury Debt USTR 161950000.00 164280830.16 First Tier Security 2016-04-01 2016-04-01 N N N 161000000.00 161000000.00 0.0037 N 161000000.00 161000000.00 Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.30% ADH557000 Treasury Repurchase Agreement Y US TREASURY 2019-07-31 2025-05-15 1 - 8.125 Treasury Debt USTR 414500000.00 431911147.70 First Tier Security 2016-04-01 2016-04-01 N N N 423421875.00 423421875.00 0.0097 N 423421875.00 423421875.00 Royal Bank of Canada Royal Bank of Canada, 0.32% ADH666000 Treasury Repurchase Agreement Y US TREASURY 2043-08-15 2043-08-15 3.625 - 3.625 Treasury Debt USTR 16150000.00 19577256.10 First Tier Security 2016-04-01 2016-04-01 N N N 19000000.00 19000000.00 0.0004 N 19000000.00 19000000.00 Royal Bank of Canada Royal Bank of Canada, 0.32% ADH587000 Treasury Repurchase Agreement Y US TREASURY 2045-08-15 2045-08-15 2.875 - 2.875 Treasury Debt USTR 502941000.00 527476473.74 First Tier Security 2016-04-01 2016-04-01 N N N 512000000.00 512000000.00 0.0117 N 512000000.00 512000000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.38% ACJ602000 Treasury Repurchase Agreement Y US TREASURY 2017-02-28 2017-02-28 3 - 3 Treasury Debt USTR 140211000.00 143206888.44 First Tier Security 2016-04-07 2016-04-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 140386500.00 140386500.00 0.0032 N 140386500.00 140386500.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.38% ADD058000 Treasury Repurchase Agreement Y US TREASURY 2020-08-31 2020-08-31 2.125 - 2.125 Treasury Debt USTR 147165000.00 152953882.44 First Tier Security 2016-04-07 2016-04-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 148637000.00 148637000.00 0.0034 N 148637000.00 148637000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.39% ADD506000 Treasury Repurchase Agreement Y US TREASURY 2018-11-15 2020-08-15 2.625 - 3.75 Treasury Debt USTR 148835000.00 158590241.36 First Tier Security 2016-04-07 2016-04-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 154640000.00 154640000.00 0.0035 N 154640000.00 154640000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.39% ADF345000 Treasury Repurchase Agreement Y US TREASURY 2016-06-15 2017-03-31 0.5 - 3.25 Treasury Debt USTR 150359000.00 154192377.18 First Tier Security 2016-04-07 2016-04-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 151358500.00 151358500.00 0.0035 N 151358500.00 151358500.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.39% ADF757000 Treasury Repurchase Agreement Y US TREASURY 2018-11-15 2018-11-15 3.75 - 3.75 Treasury Debt USTR 149197000.00 160538359.15 First Tier Security 2016-04-07 2016-04-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A N N 158708500.00 158708500.00 0.0036 N 158708500.00 158708500.00