0000823535-16-000219.txt : 20160414
0000823535-16-000219.hdr.sgml : 20160414
20160307090340
ACCESSION NUMBER: 0000823535-16-000219
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20160229
FILED AS OF DATE: 20160307
DATE AS OF CHANGE: 20160307
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Variable Insurance Products Fund V
CENTRAL INDEX KEY: 0000823535
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05361
FILM NUMBER: 161486999
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY BOSTON STREET TRUST
DATE OF NAME CHANGE: 19951101
FORMER COMPANY:
FORMER CONFORMED NAME: SPARTAN U S TREASURY MONEY MARKET FUND
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY U S TREASURY MONEY MARKET FUND L P
DATE OF NAME CHANGE: 19900828
0000823535
S000017648
Government Money Market Portfolio
C000048773
Initial Class
C000048774
Investor Class
C000048775
Service Class
C000048776
Service Class 2
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2016-02-29
0000823535
S000017648
4
N
N
033-17704
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
PRICEWATERHOUSECOOPERS LLP
Boston
MA
None
FIDELITY INVESTMENTS INSTIT. OPERATIONS CO.
0000862124
084-01839
N
N
Y
Government/Agency
46
92
3366810492.36
4355674.70
24072832.86
3347093334.20
0.0041
1.0001
2016-02-29
1.0001
2016-02-29
C000048773
1.00
935266026.91
1.00
-1492696.26
85388520.89
86881217.15
0.0015
0.9999
2016-02-29
0.9999
2016-02-29
C000048775
1.00
1028256020.02
1.00
241938682.19
271747662.59
29808980.40
0.0004
1.0001
2016-02-29
1.0001
2016-02-29
C000048776
1.00
212162872.95
1.00
-1542140.26
5129516.24
6671656.50
0.0001
1.0001
2016-02-29
1.0001
2016-02-29
C000048774
1.00
1171408414.32
1.00
-16883172.39
48040228.92
64923401.31
0.0013
1.0003
2016-02-29
1.0003
2016-02-29
Fannie Mae
Fannie Mae, 0.33% to 0.38%
3135G0BA0
Government Agency Debt
First Tier Security
2016-04-11
2016-04-11
N
N
N
34777000.00
34856466.99
0.0104
N
34853961.50
34853961.50
Fannie Mae
Fannie Mae, 0.38%
313588VF9
Government Agency Debt
First Tier Security
2016-04-06
2016-04-06
N
N
N
31000000.00
30988219.99
0.0093
N
30989925.00
30989925.00
Fannie Mae
Fannie Mae, 0.45%
3135G0YH0
Government Agency Debt
First Tier Security
2016-03-15
2016-08-15
N
N
N
37600000.00
37613120.63
0.0112
N
37598909.60
37598909.60
Fannie Mae
Fannie Mae, 0.49%
313588C52
Government Agency Debt
First Tier Security
2016-08-18
2016-08-18
N
N
N
33000000.00
32924420.82
0.0098
N
32934561.00
32934561.00
Fannie Mae
Fannie Mae, 0.50%
3135G0XP3
Government Agency Debt
First Tier Security
2016-07-05
2016-07-05
N
N
N
16215000.00
16207643.05
0.0048
N
16208303.21
16208303.21
Fannie Mae
Fannie Mae, 0.54%
31359MW41
Government Agency Debt
First Tier Security
2016-09-15
2016-09-15
N
N
N
7000000.00
7177333.93
0.0021
N
7173887.00
7173887.00
Federal Farm Credit Bank
Federal Farm Credit Bank, 0.37%
3133EE2V1
Government Agency Debt
First Tier Security
2016-03-06
2016-07-06
N
N
N
3000000.00
2999949.20
0.0009
N
2999280.00
2999280.00
Federal Farm Credit Bank
Federal Farm Credit Bank, 0.38%
3133EEEV8
Government Agency Debt
First Tier Security
2016-03-09
2016-09-09
N
N
N
25000000.00
24994375.20
0.0075
N
25004125.00
25004125.00
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
2000000.00
1999120.31
0.0006
N
1999250.00
1999250.00
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
30000000.00
29999745.04
0.0090
N
29999700.00
29999700.00
Federal Farm Credit Bank
Federal Farm Credit Bank, 0.44%
3133ECYT5
Government Agency Debt
First Tier Security
2016-03-06
2016-06-06
N
N
N
25500000.00
25500408.61
0.0076
N
25500510.00
25500510.00
Federal Farm Credit Bank
Federal Farm Credit Bank, 0.44%
3133EFSB4
Government Agency Debt
First Tier Security
2016-03-10
2016-06-10
N
N
N
50000000.00
49998529.70
0.0149
N
49997500.00
49997500.00
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
10000000.00
10000000.00
0.0030
N
9999440.00
9999440.00
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
19000000.00
19000000.00
0.0057
N
18999164.00
18999164.00
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
3000000.00
2999653.85
0.0009
N
2999610.00
2999610.00
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
18000000.00
17999596.48
0.0054
N
17999712.00
17999712.00
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
30000000.00
30000000.00
0.0090
N
30003360.00
30003360.00
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
7000000.00
6982931.49
0.0021
N
6987421.00
6987421.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.18% to 0.32%
313384UG2
Government Agency Debt
First Tier Security
2016-03-14
2016-03-14
N
N
N
44000000.00
43996172.22
0.0131
N
43995556.00
43995556.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.24%
313384VH9
Government Agency Debt
First Tier Security
2016-04-08
2016-04-08
N
N
N
34000000.00
33991386.67
0.0102
N
33988338.00
33988338.00
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
18000000.00
17999312.74
0.0054
N
17999010.00
17999010.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.25% to 0.37%
313384VN6
Government Agency Debt
First Tier Security
2016-04-13
2016-04-13
N
N
N
55000000.00
54979132.73
0.0164
N
54978660.00
54978660.00
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
8000000.00
7999404.80
0.0024
N
7998720.00
7998720.00
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
19000000.00
19000000.00
0.0057
N
19000000.00
19000000.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.31%
313384TU3
Government Agency Debt
First Tier Security
2016-03-02
2016-03-02
N
N
N
7000000.00
6999939.72
0.0021
N
6999944.00
6999944.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.31%
313384TW9
Government Agency Debt
First Tier Security
2016-03-04
2016-03-04
N
N
N
7000000.00
6999819.17
0.0021
N
6999839.00
6999839.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.31%
313384TZ2
Government Agency Debt
First Tier Security
2016-03-07
2016-03-07
N
N
N
11000000.00
10999431.67
0.0033
N
10999483.00
10999483.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.34% to 0.38%
313384VX4
Government Agency Debt
First Tier Security
2016-04-22
2016-04-22
N
N
N
91000000.00
90953824.00
0.0272
N
90957321.00
90957321.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.37%
3130A5HW2
Government Agency Debt
First Tier Security
2016-03-02
2016-03-02
N
N
N
12000000.00
12000000.00
0.0036
N
12000000.00
12000000.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.37%
313384US6
Government Agency Debt
First Tier Security
2016-03-24
2016-03-24
N
N
N
31000000.00
30992671.94
0.0093
N
30994451.00
30994451.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.37%
313384VV8
Government Agency Debt
First Tier Security
2016-04-20
2016-04-20
N
N
N
30000000.00
29984583.33
0.0090
N
29986470.00
29986470.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.38%
3130A5HD4
Government Agency Debt
First Tier Security
2016-03-01
2016-06-01
N
N
N
20000000.00
20000000.00
0.0060
N
19997540.00
19997540.00
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
14000000.00
14000000.00
0.0042
N
13996794.00
13996794.00
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
7000000.00
7000000.00
0.0021
N
6998250.00
6998250.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.38%
3130A5X79
Government Agency Debt
First Tier Security
2016-03-17
2017-01-17
N
N
N
8000000.00
7998931.01
0.0024
N
7990952.00
7990952.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.38%
3130A6AZ0
Government Agency Debt
First Tier Security
2016-03-17
2016-08-17
N
N
N
5000000.00
5000000.00
0.0015
N
4998130.00
4998130.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.38%
3130A6CH8
Government Agency Debt
First Tier Security
2016-03-18
2016-05-18
N
N
N
23000000.00
22999002.42
0.0069
N
22997217.00
22997217.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.38%
3130A6BJ5
Government Agency Debt
First Tier Security
2016-03-19
2016-08-19
N
N
N
27000000.00
27000000.00
0.0081
N
26989686.00
26989686.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.38%
3130A5RG6
Government Agency Debt
First Tier Security
2016-03-24
2016-06-24
N
N
N
5000000.00
5000000.00
0.0015
N
4998295.00
4998295.00
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
32000000.00
31987840.00
0.0096
N
31989600.00
31989600.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.38%
313384VQ9
Government Agency Debt
First Tier Security
2016-04-15
2016-04-15
N
N
N
31000000.00
30985274.99
0.0093
N
30987414.00
30987414.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.39%
3130A5Q85
Government Agency Debt
First Tier Security
2016-03-20
2016-06-20
N
N
N
5000000.00
5000000.00
0.0015
N
4999155.00
4999155.00
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
8000000.00
7999271.89
0.0024
N
7989216.00
7989216.00
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
46000000.00
46000000.00
0.0137
N
45994986.00
45994986.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.39%
313384WS4
Government Agency Debt
First Tier Security
2016-05-11
2016-05-11
N
N
N
33000000.00
32974747.66
0.0099
N
32977230.00
32977230.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.39%
313384XJ3
Government Agency Debt
First Tier Security
2016-05-27
2016-05-27
N
N
N
33000000.00
32968897.51
0.0099
N
32972082.00
32972082.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.40%
3130A5J34
Government Agency Debt
First Tier Security
2016-03-03
2016-12-02
N
N
N
4000000.00
4000000.00
0.0012
N
3997588.00
3997588.00
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
31000000.00
30992460.11
0.0093
N
30994699.00
30994699.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.40%
313384WC9
Government Agency Debt
First Tier Security
2016-04-27
2016-04-27
N
N
N
30000000.00
29981000.00
0.0090
N
29984550.00
29984550.00
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
34000000.00
33968049.43
0.0101
N
33971916.00
33971916.00
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
29000000.00
28999909.36
0.0087
N
28999681.00
28999681.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.41%
3130A6LW5
Government Agency Debt
First Tier Security
2016-03-23
2016-04-22
N
N
N
30000000.00
29999763.69
0.0090
N
29999220.00
29999220.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.41%
313384WE5
Government Agency Debt
First Tier Security
2016-04-29
2016-04-29
N
N
N
30000000.00
29979841.66
0.0090
N
29984010.00
29984010.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.41%
313384WK1
Government Agency Debt
First Tier Security
2016-05-04
2016-05-04
N
N
N
23000000.00
22983235.55
0.0069
N
22985694.00
22985694.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.41%
3130A5LE7
Government Agency Debt
First Tier Security
2016-07-06
2016-07-06
N
N
N
21000000.00
20998844.37
0.0063
N
20997018.00
20997018.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.41%
3130A5N21
Government Agency Debt
First Tier Security
2016-07-08
2016-07-08
N
N
N
22000000.00
21998768.79
0.0066
N
21996546.00
21996546.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.41%
3130A5MZ9
Government Agency Debt
First Tier Security
2016-07-08
2016-07-08
N
N
N
22000000.00
21998768.79
0.0066
N
21996546.00
21996546.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.42%
3130A6MN4
Government Agency Debt
First Tier Security
2016-03-15
2016-07-15
N
N
N
30000000.00
30000000.00
0.0090
N
29996910.00
29996910.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.42%
3130A6GP6
Government Agency Debt
First Tier Security
2016-03-18
2016-03-18
N
N
N
28000000.00
28000000.00
0.0084
N
27999972.00
27999972.00
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
8000000.00
8000000.00
0.0024
N
8000040.00
8000040.00
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
7000000.00
7000000.00
0.0021
N
6999545.00
6999545.00
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
36000000.00
36000000.00
0.0108
N
35999712.00
35999712.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.42%
313384VD8
Government Agency Debt
First Tier Security
2016-04-04
2016-04-04
N
N
N
21000000.00
20991670.00
0.0063
N
20993553.00
20993553.00
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
7000000.00
7000000.00
0.0021
N
6999650.00
6999650.00
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
21000000.00
21000000.00
0.0063
N
21000000.00
21000000.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.44%
313384UL1
Government Agency Debt
First Tier Security
2016-03-18
2016-03-18
N
N
N
9000000.00
8998130.00
0.0027
N
8998812.00
8998812.00
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
31000000.00
30989391.11
0.0093
N
30993242.00
30993242.00
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
10000000.00
9999538.36
0.0030
N
9999900.00
9999900.00
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
7000000.00
6999690.71
0.0021
N
6999867.00
6999867.00
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
14000000.00
13999080.96
0.0042
N
14000070.00
14000070.00
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
7000000.00
7000000.00
0.0021
N
7000273.00
7000273.00
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
7000000.00
6999931.13
0.0021
N
7000133.00
7000133.00
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
2000000.00
2000000.00
0.0006
N
2000036.00
2000036.00
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
7000000.00
7000000.00
0.0021
N
7000182.00
7000182.00
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
11000000.00
11000000.00
0.0033
N
11000154.00
11000154.00
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
7000000.00
7000000.00
0.0021
N
7000091.00
7000091.00
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
2000000.00
2000000.00
0.0006
N
2000000.00
2000000.00
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
6000000.00
5999875.21
0.0018
N
5999982.00
5999982.00
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
30000000.00
29994187.50
0.0090
N
29996490.00
29996490.00
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
7000000.00
7000000.00
0.0021
N
7000007.00
7000007.00
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
7000000.00
7000000.00
0.0021
N
7000007.00
7000007.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.47%
3130A5R50
Government Agency Debt
First Tier Security
2016-04-02
2016-07-01
N
N
N
6000000.00
5999799.45
0.0018
N
6000186.00
6000186.00
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
30000000.00
29996800.00
0.0090
N
29998140.00
29998140.00
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
7000000.00
6999554.02
0.0021
N
6999293.00
6999293.00
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
14000000.00
13998094.40
0.0042
N
13992860.00
13992860.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.49%
3130A5YX1
Government Agency Debt
First Tier Security
2016-05-09
2017-02-09
N
N
N
65000000.00
64991511.82
0.0194
N
64974260.00
64974260.00
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
4000000.00
3999335.62
0.0012
N
3998772.00
3998772.00
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
6000000.00
6000000.00
0.0018
N
6001224.00
6001224.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.51%
3130A6NM5
Government Agency Debt
First Tier Security
2016-05-02
2016-05-02
N
N
N
15000000.00
15000000.00
0.0045
N
15001230.00
15001230.00
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
14000000.00
14000000.00
0.0042
N
14001778.00
14001778.00
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
7000000.00
7000000.00
0.0021
N
7000847.00
7000847.00
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
4000000.00
4000344.67
0.0012
N
4000384.00
4000384.00
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
14000000.00
13999196.29
0.0042
N
14002786.00
14002786.00
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
8000000.00
8000000.00
0.0024
N
8000616.00
8000616.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.52%
3130A6MA2
Government Agency Debt
First Tier Security
2016-04-19
2016-07-19
N
N
N
5000000.00
5000000.00
0.0015
N
5000870.00
5000870.00
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
30000000.00
30000000.00
0.0090
N
30005220.00
30005220.00
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
8000000.00
8000000.00
0.0024
N
8000688.00
8000688.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.52%
3130A6PJ0
Government Agency Debt
First Tier Security
2016-04-26
2016-04-26
N
N
N
30000000.00
30000000.00
0.0090
N
30002580.00
30002580.00
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
7000000.00
7000000.00
0.0021
N
7000630.00
7000630.00
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
9000000.00
8999311.33
0.0027
N
8995662.00
8995662.00
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
4000000.00
3999106.91
0.0012
N
3998192.00
3998192.00
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
9000000.00
8997686.19
0.0027
N
8997597.00
8997597.00
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
11000000.00
10999610.16
0.0033
N
11002299.00
11002299.00
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
7000000.00
7000000.00
0.0021
N
7001841.00
7001841.00
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
31000000.00
30997890.25
0.0093
N
31008556.00
31008556.00
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
4000000.00
4000000.00
0.0012
N
4000988.00
4000988.00
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
7000000.00
7000000.00
0.0021
N
7001855.00
7001855.00
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
30000000.00
30000000.00
0.0090
N
30007680.00
30007680.00
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
14000000.00
14000000.00
0.0042
N
14003486.00
14003486.00
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
14000000.00
14000000.00
0.0042
N
13999440.00
13999440.00
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
4000000.00
3999592.53
0.0012
N
4000780.00
4000780.00
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
5000000.00
4998703.60
0.0015
N
4998703.60
4998703.60
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
5000000.00
5000000.00
0.0015
N
5000000.00
5000000.00
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
6000000.00
6000000.00
0.0018
N
6001566.00
6001566.00
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
7000000.00
7000000.00
0.0021
N
6999706.00
6999706.00
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
7000000.00
7000000.00
0.0021
N
6999615.00
6999615.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.57%
313384XQ7
Government Agency Debt
First Tier Security
2016-06-02
2016-06-02
N
N
N
38000000.00
37944045.01
0.0113
N
37963672.00
37963672.00
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
4000000.00
4000000.00
0.0012
N
3999908.00
3999908.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.58%
3130A6ZM2
Government Agency Debt
First Tier Security
2016-04-13
2017-01-13
N
N
N
24000000.00
24000000.00
0.0072
N
24012504.00
24012504.00
Federal Home Loan Bank
Federal Home Loan Bank, 0.58%
313384ZH5
Government Agency Debt
First Tier Security
2016-07-13
2016-07-13
N
N
N
18000000.00
17961206.99
0.0054
N
17974548.00
17974548.00
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
7000000.00
6999322.83
0.0021
N
7003024.00
7003024.00
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
7000000.00
6999322.83
0.0021
N
7003024.00
7003024.00
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
3000000.00
2993900.00
0.0009
N
2996136.00
2996136.00
Freddie Mac
Freddie Mac, 0.37%
3134G7SG7
Government Agency Debt
First Tier Security
2016-03-17
2016-08-17
N
N
N
16000000.00
16000000.00
0.0048
N
15994016.00
15994016.00
Freddie Mac
Freddie Mac, 0.37%
313396UP6
Government Agency Debt
First Tier Security
2016-03-21
2016-03-21
N
N
N
1000000.00
999794.44
0.0003
N
999844.00
999844.00
Freddie Mac
Freddie Mac, 0.37%
313396VQ3
Government Agency Debt
First Tier Security
2016-04-15
2016-04-15
N
N
N
25000000.00
24988437.58
0.0075
N
24989850.00
24989850.00
Freddie Mac
Freddie Mac, 0.38%
3137EAAD1
Government Agency Debt
First Tier Security
2016-04-18
2016-04-18
N
N
N
28296000.00
28479370.57
0.0085
N
28475396.64
28475396.64
Freddie Mac
Freddie Mac, 0.39%
3134G7TF8
Government Agency Debt
First Tier Security
2016-03-24
2016-08-24
N
N
N
27000000.00
27000000.00
0.0081
N
26986851.00
26986851.00
Freddie Mac
Freddie Mac, 0.41%
313396VA8
Government Agency Debt
First Tier Security
2016-04-01
2016-04-01
N
N
N
25000000.00
24991173.61
0.0075
N
24993000.00
24993000.00
Freddie Mac
Freddie Mac, 0.42%
3134G7ZE4
Government Agency Debt
First Tier Security
2016-03-16
2016-09-16
N
N
N
30000000.00
30000000.00
0.0090
N
29992740.00
29992740.00
Freddie Mac
Freddie Mac, 0.46%
3134G8DN6
Government Agency Debt
First Tier Security
2016-03-14
2016-06-14
N
N
N
30000000.00
30000000.00
0.0090
N
29999100.00
29999100.00
Freddie Mac
Freddie Mac, 0.75%
3134G8LG2
Government Agency Debt
First Tier Security
2017-03-09
2017-03-09
N
N
N
33000000.00
33000000.00
0.0099
N
32982048.00
32982048.00
U.S. Treasury Bills
U.S. Treasury Bills, 0.43%
912796HA0
Treasury Debt
First Tier Security
2016-08-18
2016-08-18
N
N
N
12000000.00
11975916.67
0.0036
N
11973864.00
11973864.00
U.S. Treasury Bills
U.S. Treasury Bills, 0.52%
912796GS2
Treasury Debt
First Tier Security
2016-06-23
2016-06-23
N
N
N
30000000.00
29951075.02
0.0089
N
29969700.00
29969700.00
U.S. Treasury Bills
U.S. Treasury Bills, 0.57%
912796HY8
Treasury Debt
First Tier Security
2016-06-30
2016-06-30
N
N
N
5000000.00
4990504.86
0.0015
N
4994300.00
4994300.00
U.S. Treasury Bonds
U.S. Treasury Bonds, 0.38% to 0.44%
912810DW5
Treasury Debt
First Tier Security
2016-05-15
2016-05-15
N
N
N
60000000.00
60843299.12
0.0182
N
60849480.00
60849480.00
U.S. Treasury Notes
U.S. Treasury Notes, 0.30%
912828QA1
Treasury Debt
First Tier Security
2016-03-31
2016-03-31
N
N
N
29000000.00
29046033.91
0.0087
N
29046429.00
29046429.00
U.S. Treasury Notes
U.S. Treasury Notes, 0.30%
912828KT6
Treasury Debt
First Tier Security
2016-03-31
2016-03-31
N
N
N
50000000.00
50084690.97
0.0150
N
50085450.00
50085450.00
U.S. Treasury Notes
U.S. Treasury Notes, 0.31% to 0.39%
912828KR0
Treasury Debt
First Tier Security
2016-04-30
2016-04-30
N
N
N
21000000.00
21077350.80
0.0063
N
21078834.00
21078834.00
U.S. Treasury Notes
U.S. Treasury Notes, 0.35%
912828KW9
Treasury Debt
First Tier Security
2016-05-31
2016-05-31
N
N
N
22000000.00
22157514.24
0.0066
N
22156882.00
22156882.00
U.S. Treasury Notes
U.S. Treasury Notes, 0.40%
912828VC1
Treasury Debt
First Tier Security
2016-05-15
2016-05-15
N
N
N
30000000.00
29990234.38
0.0090
N
29992980.00
29992980.00
U.S. Treasury Notes
U.S. Treasury Notes, 0.45% to 0.57%
912828WX4
Treasury Debt
First Tier Security
2016-07-31
2016-07-31
N
N
N
63000000.00
63005464.80
0.0188
N
62996913.00
62996913.00
BNP Paribas Securities Corp.
In a joint trading account with BNP Paribas Securities Corp. at 0.32%, dated 2/29/2016 due 03/01/2016
ACH835000_07629
Government Agency Repurchase Agreement
Y
US TREASURY
2016-05-15
2045-05-15
0 - 7.625
Treasury Debt
596982.33
539920.45
FEDERAL FARM CREDIT
2025-08-19
2025-08-19
3.09 - 3.09
Government Agency Debt
14.67
14.83
FEDERAL HOME LOAN BANK
2016-10-19
2016-10-19
5.125 - 5.125
Government Agency Debt
8658.07
9062.46
FEDERAL HOME LOAN MORTGAGE CORP
2016-04-01
2047-02-01
0.543 - 8
Government Agency Debt
20116450.60
10621209.56
FEDERAL NATIONAL MORTGAGE ASSOC
2016-03-25
2054-07-25
0 - 9.5
Government Agency Debt
49516568.56
23331354.66
GOVERNMENT NATIONAL MORTAGE ASSOC
2018-06-15
2045-12-20
0.728 - 7.228
Government Agency Debt
2362860.08
1085447.16
TENNESEE VALLEY AUTHORITY
2039-09-15
2039-09-15
5.25 - 5.25
Government Agency Debt
7337.35
9535.15
Unrated Security
2016-03-01
2016-03-01
N
N
N
34852391.00
34852391.16
0.0104
N
34852391.16
34852391.16
BNP Paribas Securities Corp.
BNP Paribas Securities Corp., 0.35%
ABA945000
0001197610
Government Agency Repurchase Agreement
Y
US TREASURY
2016-04-30
2043-02-15
0 - 7.25
Treasury Debt
9813747.00
9830090.67
FEDERAL FARM CREDIT
2025-08-19
2031-01-14
3.09 - 3.53
Government Agency Debt
115000.00
116278.35
FEDERAL HOME LOAN BANK
2016-10-19
2016-10-19
5.125 - 5.125
Government Agency Debt
10000.00
10467.07
FEDERAL HOME LOAN MORTGAGE CORP
2017-07-28
2038-09-01
1 - 6.25
Government Agency Debt
2667585.00
2356031.32
FEDERAL NATIONAL MORTGAGE ASSOC
2044-08-25
2046-02-25
2.5 - 3.5
Government Agency Debt
2957081.00
3083881.49
GOVERNMENT NATIONAL MORTAGE ASSOC
2032-08-20
2045-12-20
1.875 - 3
Government Agency Debt
269719.00
4139.99
First Tier Security
2016-03-07
2016-03-07
Y
BNP PARIBAS SEC CORP(GOV REPO)
N/A
N/A
N
N
15000000.00
15000000.00
0.0045
N
15000000.00
15000000.00
BNP Paribas Securities Corp.
BNP Paribas Securities Corp., 0.35%
AAJ271000
0001197610
Government Agency Repurchase Agreement
Y
US TREASURY
2017-08-15
2045-05-15
0 - 4.75
Treasury Debt
1743706.97
2431625.04
FEDERAL FARM CREDIT
2025-08-19
2030-12-23
3.09 - 3.53
Government Agency Debt
4000.00
4040.98
FEDERAL HOME LOAN MORTGAGE CORP
2017-07-28
2031-03-15
1 - 6.75
Government Agency Debt
1331008.00
1492191.97
FEDERAL NATIONAL MORTGAGE ASSOC
2030-11-15
2046-03-25
0 - 6.625
Government Agency Debt
3427911.00
3117631.05
GOVERNMENT NATIONAL MORTAGE ASSOC
2036-07-20
2046-02-20
1.75 - 4.5
Government Agency Debt
118400.00
122559.01
First Tier Security
2016-03-07
2016-03-07
Y
BNP PARIBAS SEC CORP(GOV REPO)
N/A
N/A
N
N
7000000.00
7000000.00
0.0021
N
7000000.00
7000000.00
BNP Paribas Securities Corp.
BNP Paribas Securities Corp., 0.35%
ABD140000
0001197610
Government Agency Repurchase Agreement
Y
FEDERAL FARM CREDIT
2025-08-19
2033-02-01
3.09 - 3.33
Government Agency Debt
164000.00
166452.28
FEDERAL HOME LOAN MORTGAGE CORP
2020-05-01
2044-03-01
1.375 - 5
Government Agency Debt
5536.00
4822.01
FEDERAL NATIONAL MORTGAGE ASSOC
2030-11-15
2046-02-01
3 - 6.625
Government Agency Debt
6788000.00
6966521.50
GOVERNMENT NATIONAL MORTAGE ASSOC
2045-03-15
2045-03-15
4 - 4
Government Agency Debt
5442.00
4981.34
First Tier Security
2016-03-07
2016-03-07
Y
BNP PARIBAS SEC CORP(GOV REPO)
N/A
N/A
N
N
7000000.00
7000000.00
0.0021
N
7000000.00
7000000.00
BNY Mellon Capital Markets LLC
In a joint trading account with BNY Mellon Capital Markets LLC at 0.32%, dated 2/29/2016 due 03/01/2016
ACH835000_08066
Government Agency Repurchase Agreement
Y
US TREASURY
2016-03-03
2046-02-15
0 - 9.125
Treasury Debt
890916.04
897149.14
FEDERAL FARM CREDIT
2016-03-01
2024-03-05
0.4 - 3.15
Government Agency Debt
141955.37
143356.57
FEDERAL HOME LOAN BANK
2016-03-11
2022-03-28
0 - 5.375
Government Agency Debt
892883.36
905396.83
FEDERAL HOME LOAN MORTGAGE CORP
2016-04-18
2046-02-01
0.5 - 8.5
Government Agency Debt
979296.23
557534.62
FEDERAL NATIONAL MORTGAGE ASSOC
2016-03-10
2046-02-01
0.451 - 8.5
Government Agency Debt
3647275.40
2542406.55
GOVERNMENT NATIONAL MORTAGE ASSOC
2016-08-20
2046-02-20
2 - 9.5
Government Agency Debt
1636429.29
1050137.99
Unrated Security
2016-03-01
2016-03-01
N
N
N
5976062.00
5976061.58
0.0018
N
5976061.58
5976061.58
Citibank NA
Citibank NA, 0.32%
ACF736000
0000036684
Government Agency Repurchase Agreement
Y
US TREASURY
2018-04-15
2045-08-15
0.125 - 2.875
Treasury Debt
2935600.00
3060466.60
First Tier Security
2016-03-01
2016-03-01
N
N
N
3000000.00
3000000.00
0.0009
N
3000000.00
3000000.00
Citibank NA
Citibank NA, 0.33%
ACF735000
0000036684
Government Agency Repurchase Agreement
Y
US TREASURY
2016-04-28
2045-08-15
0 - 3.5
Treasury Debt
19450100.00
21501278.08
First Tier Security
2016-03-01
2016-03-01
N
N
N
21000000.00
21000000.00
0.0063
N
21000000.00
21000000.00
Credit Agricole CIB New York Branch
In a joint trading account with Credit Agricole CIB New York Branch at 0.32%, dated 2/29/2016 due 03/01/2016
ACH835000_04361
Government Agency Repurchase Agreement
Y
US TREASURY
2017-02-02
2044-08-15
0 - 6.875
Treasury Debt
22239009.55
23298845.15
FEDERAL NATIONAL MORTGAGE ASSOC
2030-12-01
2046-01-01
3 - 4
Government Agency Debt
3722207.50
3577732.55
Unrated Security
2016-03-01
2016-03-01
N
N
N
26306623.00
26306623.09
0.0079
N
26306623.09
26306623.09
Credit Suisse Securities (USA) LLC
In a joint trading account with Credit Suisse Securities (USA) LLC at 0.32%, dated 2/29/2016 due 03/01/2016
ACH835000_26252
Government Agency Repurchase Agreement
Y
US TREASURY
2016-03-15
2045-08-15
0.375 - 8.75
Treasury Debt
53366964.02
56729564.84
U.S. TREASURY
2017-01-31
2018-01-31
0.074 - 0.577
Treasury Debt
1492654.31
1493422.67
Unrated Security
2016-03-01
2016-03-01
N
N
N
56991428.00
56991428.42
0.0170
N
56991428.42
56991428.42
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
ACH835000_39304
Government Agency Repurchase Agreement
Y
US TREASURY
2016-03-31
2039-02-15
0.5 - 7.875
Treasury Debt
5203.83
5493.32
FEDERAL HOME LOAN MORTGAGE CORP
2022-08-01
2045-12-01
3 - 8
Government Agency Debt
145925.20
82181.60
U.S. TREASURY
2016-04-30
2018-01-31
0.053 - 0.577
Treasury Debt
347.01
347.03
Unrated Security
2016-03-01
2016-03-01
N
N
N
86294.00
86294.33
0.0000
N
86294.33
86294.33
ING Financial Markets LLC
ING Financial Markets LLC, 0.41%
ABB391000
0000877559
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2042-08-01
2042-08-01
3.5 - 3.5
Government Agency Debt
6775000.00
5103297.44
First Tier Security
2016-04-04
2016-04-04
Y
ING FINL MKTS LLC (GOV RP JPM)
N/A
N/A
N
N
5000000.00
5000000.00
0.0015
Y
5000400.00
5000400.00
ING Financial Markets LLC
ING Financial Markets LLC, 0.41%
ABD062000
0000877559
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2042-12-01
2042-12-01
3.5 - 3.5
Government Agency Debt
4750000.00
4083487.63
First Tier Security
2016-04-04
2016-04-04
Y
ING FINL MKTS LLC (GOV RP JPM)
N/A
N/A
N
N
4000000.00
4000000.00
0.0012
Y
4000400.00
4000400.00
ING Financial Markets LLC
ING Financial Markets LLC, 0.41%
ABB385000
0000877559
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2042-12-01
2042-12-01
3.5 - 3.5
Government Agency Debt
4750000.00
4083487.63
First Tier Security
2016-04-04
2016-04-04
Y
ING FINL MKTS LLC (GOV RP JPM)
N/A
N/A
N
N
4000000.00
4000000.00
0.0012
Y
4000320.00
4000320.00
ING Financial Markets LLC
ING Financial Markets LLC, 0.41%
ABB400000
0000877559
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2042-08-01
2042-08-01
3.5 - 3.5
Government Agency Debt
9485000.00
7144616.42
First Tier Security
2016-04-04
2016-04-04
Y
ING FINL MKTS LLC (GOV RP JPM)
N/A
N/A
N
N
7000000.00
7000000.00
0.0021
Y
7000560.00
7000560.00
ING Financial Markets LLC
ING Financial Markets LLC, 0.41%
ABB388000
0000877559
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2042-08-01
2042-08-01
3.5 - 3.5
Government Agency Debt
8130000.00
6123956.93
First Tier Security
2016-04-04
2016-04-04
Y
ING FINL MKTS LLC (GOV RP JPM)
N/A
N/A
N
N
6000000.00
6000000.00
0.0018
Y
6000480.00
6000480.00
ING Financial Markets LLC
ING Financial Markets LLC, 0.41%
ABB383000
0000877559
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2042-08-01
2042-08-01
3.5 - 3.5
Government Agency Debt
8130000.00
6123956.93
First Tier Security
2016-04-04
2016-04-04
Y
ING FINL MKTS LLC (GOV RP JPM)
N/A
N/A
N
N
6000000.00
6000000.00
0.0018
Y
6000480.00
6000480.00
ING Financial Markets LLC
ING Financial Markets LLC, 0.41%
ABB404000
0000877559
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2042-12-01
2042-12-01
3.5 - 3.5
Government Agency Debt
4750000.00
4083487.63
First Tier Security
2016-04-04
2016-04-04
Y
ING FINL MKTS LLC (GOV RP JPM)
N/A
N/A
N
N
4000000.00
4000000.00
0.0012
Y
4000320.00
4000320.00
ING Financial Markets LLC
ING Financial Markets LLC, 0.43%
ACF492000
0000877559
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2042-12-01
2042-12-01
3.5 - 3.5
Government Agency Debt
2375000.00
2041743.81
First Tier Security
2016-04-01
2016-04-01
N
N
N
2000000.00
2000000.00
0.0006
Y
2000260.00
2000260.00
ING Financial Markets LLC
ING Financial Markets LLC, 0.43%
ACD975000
0000877559
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2042-08-01
2042-12-01
3.5 - 3.5
Government Agency Debt
4984171.00
4082144.22
First Tier Security
2016-04-04
2016-04-04
Y
ING FINL MKTS LLC (GOV RP JPM)
N/A
N/A
N
N
4000000.00
4000000.00
0.0012
Y
4000400.00
4000400.00
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
3560000.00
3060466.52
First Tier Security
2016-04-04
2016-04-04
Y
ING FINL MKTS LLC (GOV RP JPM)
N/A
N/A
N
N
3000000.00
3000000.00
0.0009
Y
3000360.00
3000360.00
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
ACH835000_55502
Government Agency Repurchase Agreement
Y
US TREASURY
2016-08-15
2045-08-15
0.375 - 4.75
Treasury Debt
5832415.42
5979771.21
FEDERAL NATIONAL MORTGAGE ASSOC
2018-05-01
2048-03-01
1.894 - 7
Government Agency Debt
49181001.67
18808098.30
GOVERNMENT NATIONAL MORTAGE ASSOC
2041-11-20
2042-11-15
3 - 3.5
Government Agency Debt
2596894.59
1649844.40
U.S. TREASURY
2016-04-30
2018-01-31
0.069 - 0.577
Treasury Debt
325720.90
325836.95
Unrated Security
2016-03-01
2016-03-01
N
N
N
26235867.00
26235866.52
0.0078
N
26235866.52
26235866.52
Merrill Lynch, Pierce, Fenner & Smith
Merrill Lynch, Pierce, Fenner & Smith, 0.36%
ACE462000
Government Agency Repurchase Agreement
Y
FEDERAL NATIONAL MORTGAGE ASSOC
2025-10-01
2043-09-01
2.11 - 2.802
Government Agency Debt
21240459.00
21422570.42
First Tier Security
2016-03-07
2016-03-07
Y
MERRILL LYN PF&S(GOV REPO BNY)
N/A
N/A
N
N
21000000.00
21000000.00
0.0063
N
21000000.00
21000000.00
Mitsubishi UFJ Securities (U.S.A.), Inc.
Mitsubishi UFJ Securities (U.S.A.), Inc., 0.38%
ACC644000
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2042-08-01
2042-11-01
2.255 - 4
Government Agency Debt
5213158.00
3635734.72
FEDERAL NATIONAL MORTGAGE ASSOC
2023-11-01
2043-06-01
2.37 - 4.5
Government Agency Debt
8883926.00
3502934.48
GOVERNMENT NATIONAL MORTAGE ASSOC
2045-12-20
2045-12-20
3.5 - 3.5
Government Agency Debt
2550.00
2687.41
First Tier Security
2016-04-15
2016-04-15
N
N
N
7000000.00
7000000.00
0.0021
Y
6993560.00
6993560.00
Mitsubishi UFJ Securities (U.S.A.), Inc.
Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39%
ACE843000
Government Agency Repurchase Agreement
Y
US TREASURY
2024-01-15
2024-01-15
0.625 - 0.625
Treasury Debt
623900.00
650234.46
FEDERAL HOME LOAN MORTGAGE CORP
2041-03-01
2046-02-01
2.255 - 3.5
Government Agency Debt
7272771.00
2784667.26
FEDERAL NATIONAL MORTGAGE ASSOC
2023-11-01
2044-10-01
2.53 - 4
Government Agency Debt
18734013.00
5752505.22
First Tier Security
2016-04-19
2016-04-19
N
N
N
9000000.00
9000000.00
0.0027
Y
8990640.00
8990640.00
Mitsubishi UFJ Securities (U.S.A.), Inc.
Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40%
AAI169000
Government Agency Repurchase Agreement
Y
US TREASURY
2024-01-15
2024-01-15
0.625 - 0.625
Treasury Debt
2104100.00
2192912.87
FEDERAL HOME LOAN MORTGAGE CORP
2043-07-01
2043-07-01
2.229 - 2.229
Government Agency Debt
7287614.00
4953279.93
FEDERAL NATIONAL MORTGAGE ASSOC
2028-08-01
2037-12-01
2.688 - 3
Government Agency Debt
89082.00
19619.68
First Tier Security
2016-03-04
2016-03-04
N
N
N
7000000.00
7000000.00
0.0021
N
7000070.00
7000070.00
Mitsubishi UFJ Securities (U.S.A.), Inc.
Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40%
ABH464000
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2031-02-01
2046-02-01
3 - 4
Government Agency Debt
5988376.00
5828367.21
FEDERAL NATIONAL MORTGAGE ASSOC
2029-12-01
2044-10-01
2.716 - 4.5
Government Agency Debt
12544545.00
2334262.20
First Tier Security
2016-04-05
2016-04-05
N
N
N
8000000.00
8000000.00
0.0024
Y
8000880.00
8000880.00
Mitsubishi UFJ Securities (U.S.A.), Inc.
Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40%
ABI287000
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2042-11-01
2044-06-01
2.255 - 3.225
Government Agency Debt
6650635.00
3883698.61
FEDERAL NATIONAL MORTGAGE ASSOC
2023-11-01
2045-01-01
2.688 - 4.5
Government Agency Debt
2275165.00
2238205.42
First Tier Security
2016-04-06
2016-04-06
N
N
N
6000000.00
6000000.00
0.0018
Y
6000720.00
6000720.00
Mitsubishi UFJ Securities (U.S.A.), Inc.
Mitsubishi UFJ Securities (U.S.A.), Inc., 0.45%
AAJ589000
Government Agency Repurchase Agreement
Y
US TREASURY
2017-04-15
2017-04-15
0.875 - 0.875
Treasury Debt
2527900.00
2540919.38
FEDERAL HOME LOAN MORTGAGE CORP
2041-03-01
2046-02-01
2.662 - 3.5
Government Agency Debt
4043745.00
4068245.86
FEDERAL NATIONAL MORTGAGE ASSOC
2029-12-01
2041-07-01
2.688 - 4.5
Government Agency Debt
2799349.00
535565.06
First Tier Security
2016-04-08
2016-04-08
N
N
N
7000000.00
7000000.00
0.0021
Y
7001190.00
7001190.00
Mizuho Securities U.S.A., Inc.
Mizuho Securities U.S.A., Inc., 0.40%
ACB470000
0000812291
Government Agency Repurchase Agreement
Y
FEDERAL FARM CREDIT
2018-08-08
2018-08-08
0.618 - 0.618
Government Agency Debt
7140000.00
7141915.76
First Tier Security
2016-03-07
2016-03-07
Y
MIZUHO SECS USA INC (GOV REPO)
N/A
N/A
N
N
7000000.00
7000000.00
0.0021
N
7000000.00
7000000.00
Mizuho Securities USA, Inc.
In a joint trading account with Mizuho Securities USA, Inc. at 0.32%, dated 2/29/2016 due 03/01/2016
ACH835000_08126
Government Agency Repurchase Agreement
Y
US TREASURY
2020-04-30
2022-05-15
1.125 - 1.75
Treasury Debt
4937047.13
5007600.04
FEDERAL HOME LOAN MORTGAGE CORP
2030-06-01
2046-01-01
2.5 - 4.5
Government Agency Debt
1545752.40
1553689.53
FINANCE CORPORATION
2018-12-27
2018-12-27
0 - 0
Government Agency Debt
8004.87
7754.00
FEDERAL NATIONAL MORTGAGE ASSOC
2022-06-01
2046-02-01
2.47 - 6.883
Government Agency Debt
2746767.47
2782289.73
Unrated Security
2016-03-01
2016-03-01
N
N
N
9167278.00
9167278.47
0.0027
N
9167278.47
9167278.47
RBC Capital Markets Corp.
RBC Capital Markets Corp., 0.35%
48P99SPT3
0000050916
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2021-09-15
2042-07-01
2.39 - 7
Government Agency Debt
157365.00
52032.24
FEDERAL NATIONAL MORTGAGE ASSOC
2029-03-01
2046-02-01
2.222 - 5.5
Government Agency Debt
9040591.00
6078380.83
First Tier Security
2016-03-02
2016-03-02
Y
RBC CAP MARKETS LLC(GOV REPO)
N/A
N/A
N
N
6000000.00
6000000.00
0.0018
N
6000000.00
6000000.00
RBC Capital Markets Corp.
RBC Capital Markets Corp., 0.35%
48P99SPU0
0000050916
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2036-05-01
2044-12-01
1.5 - 4
Government Agency Debt
352746.00
237465.36
FEDERAL NATIONAL MORTGAGE ASSOC
2028-10-01
2046-02-01
0.786 - 5.5
Government Agency Debt
1715341.00
631013.12
GOVERNMENT NATIONAL MORTAGE ASSOC
2045-05-20
2063-09-20
3.5 - 4
Government Agency Debt
14119265.00
12536118.35
First Tier Security
2016-03-03
2016-03-03
Y
RBC CAP MARKETS LLC(GOV REPO)
N/A
N/A
N
N
13000000.00
13000000.00
0.0039
N
13000000.00
13000000.00
RBC Capital Markets Corp.
RBC Capital Markets Corp., 0.35%
48P99SPV8
0000050916
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2036-05-01
2044-12-01
2.39 - 2.833
Government Agency Debt
209258.00
36471.33
FEDERAL NATIONAL MORTGAGE ASSOC
2029-03-01
2046-02-01
2.459 - 5.5
Government Agency Debt
5083298.00
5044037.95
GOVERNMENT NATIONAL MORTAGE ASSOC
2045-06-20
2045-10-20
3 - 3.5
Government Agency Debt
2068776.00
2071152.85
First Tier Security
2016-03-07
2016-03-07
Y
RBC CAP MARKETS LLC(GOV REPO)
N/A
N/A
N
N
7000000.00
7000000.00
0.0021
N
7000000.00
7000000.00
RBC Capital Markets Corp.
RBC Capital Markets Corp., 0.36%
ACB746000
0000050916
Government Agency Repurchase Agreement
Y
FEDERAL NATIONAL MORTGAGE ASSOC
2045-11-01
2045-11-01
4 - 4
Government Agency Debt
6594194.00
7141356.99
First Tier Security
2016-03-07
2016-03-07
Y
RBC CAP MARKETS LLC(GOV REPO)
N/A
N/A
N
N
7000000.00
7000000.00
0.0021
N
7000000.00
7000000.00
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
2.39 - 4
Government Agency Debt
327690.00
96556.91
FEDERAL NATIONAL MORTGAGE ASSOC
2029-03-01
2046-02-01
2.011 - 4.865
Government Agency Debt
1341497.00
1279851.40
GOVERNMENT NATIONAL MORTAGE ASSOC
2043-10-20
2046-02-20
3.5 - 4.5
Government Agency Debt
6234766.00
5765091.35
First Tier Security
2016-03-07
2016-03-07
Y
RBC CAP MARKETS LLC(GOV REPO)
N/A
N/A
N
N
7000000.00
7000000.00
0.0021
N
7000000.00
7000000.00
RBC Capital Markets Corp.
RBC Capital Markets Corp., 0.36%
ACB104000
0000050916
Government Agency Repurchase Agreement
Y
FEDERAL NATIONAL MORTGAGE ASSOC
2029-03-01
2046-02-01
3 - 3.5
Government Agency Debt
6797975.00
7126761.49
GOVERNMENT NATIONAL MORTAGE ASSOC
2045-09-20
2045-10-20
3.5 - 4
Government Agency Debt
14130.00
14666.63
First Tier Security
2016-03-07
2016-03-07
Y
RBC CAP MARKETS LLC(GOV REPO)
N/A
N/A
N
N
7000000.00
7000000.00
0.0021
N
7000000.00
7000000.00
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
2044-12-01
2.432 - 4
Government Agency Debt
12672080.00
3040498.09
FEDERAL NATIONAL MORTGAGE ASSOC
2029-03-01
2045-07-01
2.538 - 4.865
Government Agency Debt
4118849.00
4073373.50
GOVERNMENT NATIONAL MORTAGE ASSOC
2045-10-20
2045-10-20
3.5 - 3.5
Government Agency Debt
26114.00
27212.34
First Tier Security
2016-03-07
2016-03-07
Y
RBC CAP MARKETS LLC(GOV REPO)
N/A
N/A
N
N
7000000.00
7000000.00
0.0021
N
7000000.00
7000000.00
RBC Capital Markets Corp.
RBC Capital Markets Corp., 0.39%
ACE461000
0000050916
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2046-02-01
2046-03-01
2.66 - 3.5
Government Agency Debt
2105.00
2186.91
FEDERAL NATIONAL MORTGAGE ASSOC
2045-05-01
2045-05-01
3.5 - 3.5
Government Agency Debt
2086.00
2131.67
GOVERNMENT NATIONAL MORTAGE ASSOC
2045-02-20
2063-09-20
3.5 - 4
Government Agency Debt
5012362.00
4076221.04
First Tier Security
2016-03-07
2016-03-07
Y
RBC CAP MARKETS LLC(GOV REPO)
N/A
N/A
N
N
4000000.00
4000000.00
0.0012
N
4000000.00
4000000.00
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
2044-12-01
2.538 - 2.833
Government Agency Debt
100082.00
25298.26
FEDERAL NATIONAL MORTGAGE ASSOC
2029-03-01
2046-02-01
2.538 - 4.865
Government Agency Debt
6645232.00
7100697.78
GOVERNMENT NATIONAL MORTAGE ASSOC
2045-10-20
2045-10-20
3.5 - 3.5
Government Agency Debt
14478.00
15086.94
First Tier Security
2016-03-07
2016-03-07
Y
RBC CAP MARKETS LLC(GOV REPO)
N/A
N/A
N
N
7000000.00
7000000.00
0.0021
N
7000000.00
7000000.00
RBC Capital Markets Corp.
RBC Capital Markets Corp., 0.39%
ACE074000
0000050916
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2036-05-01
2044-12-01
2.63 - 2.833
Government Agency Debt
189559.00
40238.22
FEDERAL NATIONAL MORTGAGE ASSOC
2029-03-01
2046-02-01
2.011 - 4.865
Government Agency Debt
4347281.00
4304119.30
GOVERNMENT NATIONAL MORTAGE ASSOC
2042-03-20
2045-10-20
1.75 - 4
Government Agency Debt
3630153.00
2796648.08
First Tier Security
2016-03-07
2016-03-07
Y
RBC CAP MARKETS LLC(GOV REPO)
N/A
N/A
N
N
7000000.00
7000000.00
0.0021
N
7000000.00
7000000.00
Societe Generale
In a joint trading account with Societe Generale at 0.32%, dated 2/29/2016 due 03/01/2016
ACH835000_74037
Government Agency Repurchase Agreement
Y
US TREASURY
2016-03-31
2045-11-15
0 - 8
Treasury Debt
19027121.42
20475395.59
FEDERAL HOME LOAN MORTGAGE CORP
2017-05-12
2046-01-01
1.25 - 5.967
Government Agency Debt
10942732.95
909558.84
FEDERAL NATIONAL MORTGAGE ASSOC
2017-06-01
2046-01-01
0 - 6
Government Agency Debt
9769384.07
2582932.23
GOVERNMENT NATIONAL MORTAGE ASSOC
2018-03-15
2046-01-20
1.75 - 7.5
Government Agency Debt
19811039.32
2039315.06
Unrated Security
2016-03-01
2016-03-01
N
N
N
25446070.00
25446070.23
0.0076
N
25446070.23
25446070.23
Wells Fargo Bank, NA
In a joint trading account with Wells Fargo Bank, NA at 0.32%, dated 2/29/2016 due 03/01/2016
ACH835000_81240
Government Agency Repurchase Agreement
Y
FEDERAL HOME LOAN MORTGAGE CORP
2045-07-01
2045-09-01
3.5 - 3.5
Government Agency Debt
6869722.73
6986340.53
FEDERAL NATIONAL MORTGAGE ASSOC
2032-11-01
2042-09-01
3 - 3.5
Government Agency Debt
30733.44
23643.98
Unrated Security
2016-03-01
2016-03-01
N
N
N
6872471.00
6872470.82
0.0021
N
6872470.82
6872470.82
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
ACH835000_08395
Government Agency Repurchase Agreement
Y
US TREASURY
2016-04-15
2023-02-28
0 - 1.5
Treasury Debt
15318721.97
15298355.87
FEDERAL AGRICULTURE MORTGAGE CORP
2016-06-01
2021-01-07
0 - 5.125
Government Agency Debt
229366.87
233861.99
FEDERAL FARM CREDIT
2017-01-17
2040-11-02
0.72 - 5.75
Government Agency Debt
1501187.14
1530137.57
FEDERAL HOME LOAN BANK
2016-03-02
2036-07-15
0 - 5.625
Government Agency Debt
10334562.81
10469721.48
FEDERAL HOME LOAN MORTGAGE CORP
2016-05-13
2032-07-15
0 - 8.25
Government Agency Debt
4817990.78
5288701.05
FINANCE CORPORATION
2018-02-08
2018-02-08
9.4 - 9.4
Government Agency Debt
58143.35
67917.44
FEDERAL NATIONAL MORTGAGE ASSOC
2016-03-15
2045-12-01
0 - 7.125
Government Agency Debt
6916145.78
7197943.59
GOVERNMENT NATIONAL MORTAGE ASSOC
2016-06-15
2046-02-20
2 - 10
Government Agency Debt
62512063.38
48145159.05
RESOLUTION FUNDING CORP
2016-04-15
2016-04-15
0 - 0
Government Agency Debt
989.67
989.07
Unrated Security
2016-03-01
2016-03-01
N
N
N
86497515.00
86497515.37
0.0258
N
86497515.37
86497515.37
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC, 0.33%
ACF709000
0000276523
Government Agency Repurchase Agreement
Y
FEDERAL NATIONAL MORTGAGE ASSOC
2045-10-01
2045-12-01
4 - 4
Government Agency Debt
20130448.00
21421374.91
First Tier Security
2016-03-01
2016-03-01
N
N
N
21000000.00
21000000.00
0.0063
N
21000000.00
21000000.00
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC, 0.34%
ACG586000
0000276523
Government Agency Repurchase Agreement
Y
FEDERAL NATIONAL MORTGAGE ASSOC
2040-06-25
2040-06-25
0.807 - 0.807
Government Agency Debt
5593988.00
3090146.30
First Tier Security
2016-03-03
2016-03-03
N
N
N
3000000.00
3000000.00
0.0009
N
2999982.00
2999982.00
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC, 0.45%
AAI855000
0000276523
Government Agency Repurchase Agreement
Y
FEDERAL NATIONAL MORTGAGE ASSOC
2045-12-01
2045-12-01
4 - 4
Government Agency Debt
3835472.00
4082805.29
First Tier Security
2016-04-06
2016-04-06
N
N
N
4000000.00
4000000.00
0.0012
Y
4000680.00
4000680.00
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
9590764.00
10206885.94
First Tier Security
2016-04-07
2016-04-07
N
N
N
10000000.00
10000000.00
0.0030
Y
10001700.00
10001700.00
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC, 0.45%
ABA086000
0000276523
Government Agency Repurchase Agreement
Y
FEDERAL NATIONAL MORTGAGE ASSOC
2045-12-01
2045-12-01
4 - 4
Government Agency Debt
2876425.00
3061913.42
First Tier Security
2016-04-11
2016-04-11
N
N
N
3000000.00
3000000.00
0.0009
Y
3000570.00
3000570.00
BMO Harris Bank NA
BMO Harris Bank NA, 0.33%
ABB900000
Treasury Repurchase Agreement
Y
US TREASURY
2021-08-15
2.125
Treasury Debt
USTR
20582000.00
21420087.45
First Tier Security
2016-03-07
2016-03-07
Y
BMO CHICAGO BRH IL (GOV REPO)
N/A
N/A
N
N
21000000.00
21000000.00
0.0063
N
21000000.00
21000000.00
BMO Harris Bank NA
BMO Harris Bank NA, 0.34%
ACB098000
Treasury Repurchase Agreement
Y
US TREASURY
2021-02-15
2022-06-30
2.125 - 7.875
Treasury Debt
USTR
6242000.00
8170513.21
First Tier Security
2016-03-07
2016-03-07
Y
BMO CHICAGO BRH IL (GOV REPO)
N/A
N/A
N
N
8000000.00
8000000.00
0.0024
N
8000000.00
8000000.00
Mizuho Securities U.S.A., Inc.
Mizuho Securities U.S.A., Inc., 0.31%
ACH646000
0000812291
Treasury Repurchase Agreement
Y
US TREASURY
2025-05-15
2.125 - 2.125
Treasury Debt
USTR
17700000.00
18363689.22
First Tier Security
2016-03-01
2016-03-01
N
N
N
18000000.00
18000000.00
0.0054
N
18000000.00
18000000.00
Mizuho Securities U.S.A., Inc.
Mizuho Securities U.S.A., Inc., 0.31%
ACG995000
0000812291
Treasury Repurchase Agreement
Y
US TREASURY
2021-05-31
2
Treasury Debt
USTR
14715000.00
15285603.56
First Tier Security
2016-03-04
2016-03-04
N
N
N
15000000.00
15000000.00
0.0045
N
14999820.00
14999820.00
Mizuho Securities U.S.A., Inc.
Mizuho Securities U.S.A., Inc., 0.32%
ACH631000
0000812291
Treasury Repurchase Agreement
Y
US TREASURY
2022-02-15
2
Treasury Debt
USTR
5915000.00
6124124.83
First Tier Security
2016-03-07
2016-03-07
N
N
N
6000000.00
6000000.00
0.0018
N
6000000.00
6000000.00
Mizuho Securities U.S.A., Inc.
Mizuho Securities U.S.A., Inc., 0.33%
ACG559000
0000812291
Treasury Repurchase Agreement
Y
US TREASURY
2021-05-31
2
Treasury Debt
USTR
5880000.00
6108008.76
First Tier Security
2016-03-03
2016-03-03
N
N
N
6000000.00
6000000.00
0.0018
N
5999961.00
5999961.00