N-MFP LIVE N 2016-03-31 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 41 95 3194883088.99 4349148.61 34219286.94 3165012950.66 0.0044 1.0002 2016-03-31 1.0002 2016-03-31 C000048773 1.00 881737165.34 1.00 -53544229.32 32484082.90 86028312.22 0.0018 1.0000 2016-03-31 1.0000 2016-03-31 C000048775 1.00 993478721.97 1.00 -34787203.63 44510313.03 79297516.66 0.0008 1.0002 2016-03-31 1.0002 2016-03-31 C000048776 1.00 208740974.31 1.00 -3423562.36 7464081.38 10887643.74 0.0001 1.0002 2016-03-31 1.0002 2016-03-31 C000048774 1.00 1081056089.04 1.00 -90343122.98 24445557.59 114788680.57 0.0015 1.0004 2016-03-31 1.0004 2016-03-31 Fannie Mae Fannie Mae, 0.38% 313588VF9 Government Agency Debt First Tier Security 2016-04-06 2016-04-06 N N N 31000000.00 30998363.89 0.0098 N 30999101.00 30999101.00 Fannie Mae Fannie Mae, 0.46% 3135G0YH0 Government Agency Debt First Tier Security 2016-04-15 2016-08-15 N N N 37600000.00 37610685.07 0.0119 N 37600000.00 37600000.00 Fannie Mae Fannie Mae, 0.49% 313588C52 Government Agency Debt First Tier Security 2016-08-18 2016-08-18 N N N 33000000.00 32938202.91 0.0104 N 32949048.00 32949048.00 Fannie Mae Fannie Mae, 0.50% 3135G0XP3 Government Agency Debt First Tier Security 2016-07-05 2016-07-05 N N N 16215000.00 16209453.09 0.0051 N 16210670.60 16210670.60 Fannie Mae Fannie Mae, 0.54% 31359MW41 Government Agency Debt First Tier Security 2016-09-15 2016-09-15 N N N 7000000.00 7149569.52 0.0023 N 7152544.00 7152544.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.39% 3133EE2V1 Government Agency Debt First Tier Security 2016-04-06 2016-07-06 N N N 3000000.00 2999961.60 0.0009 N 2999526.00 2999526.00 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 2000000.00 1999246.56 0.0006 N 1999532.00 1999532.00 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 10000000.00 10000000.00 0.0032 N 9999860.00 9999860.00 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 19000000.00 19000000.00 0.0060 N 18999772.00 18999772.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.45% 3133EFSB4 Government Agency Debt First Tier Security 2016-04-10 2016-06-10 N N N 50000000.00 49998980.98 0.0158 N 50001250.00 50001250.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133ECYT5 Government Agency Debt First Tier Security 2016-04-06 2016-06-06 N N N 25500000.00 25500278.02 0.0081 N 25500892.50 25500892.50 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 3000000.00 2999701.75 0.0009 N 3000096.00 3000096.00 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 18000000.00 17999656.05 0.0057 N 18000504.00 18000504.00 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 19000000.00 18999559.96 0.0060 N 18998252.00 18998252.00 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 14000000.00 13999280.40 0.0044 N 13998810.00 13998810.00 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 30000000.00 30000000.00 0.0095 N 30012960.00 30012960.00 Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EEEV8 Government Agency Debt First Tier Security 2016-06-09 2016-09-09 N N N 25000000.00 24995283.37 0.0079 N 25005650.00 25005650.00 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 6986367.36 0.0022 N 6990431.00 6990431.00 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 24000000.00 23998880.00 0.0076 N 23999016.00 23999016.00 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 38000000.00 37995593.25 0.0120 N 37997340.00 37997340.00 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 7999702.40 0.0025 N 8000336.00 8000336.00 Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130A5FP9 Government Agency Debt First Tier Security 2016-05-26 2016-05-26 N N N 35000000.00 34996039.83 0.0111 N 34998250.00 34998250.00 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 90981352.00 0.0287 N 90988807.00 90988807.00 Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384ZA0 Government Agency Debt First Tier Security 2016-07-06 2016-07-06 N N N 3000000.00 2997280.00 0.0009 N 2997120.00 2997120.00 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 29994141.67 0.0095 N 29996670.00 29996670.00 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 10000000.00 9992086.11 0.0032 N 9993370.00 9993370.00 Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384YL7 Government Agency Debt First Tier Security 2016-06-22 2016-06-22 N N N 67000000.00 66943533.87 0.0212 N 66952698.00 66952698.00 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 31998311.11 0.0101 N 31999072.00 31999072.00 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 30995418.89 0.0098 N 30997458.00 30997458.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6BJ5 Government Agency Debt First Tier Security 2016-04-19 2016-08-19 N N N 27000000.00 27000000.00 0.0085 N 26992521.00 26992521.00 Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5RG6 Government Agency Debt First Tier Security 2016-04-24 2016-06-24 N N N 5000000.00 5000000.00 0.0016 N 4999370.00 4999370.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5HD4 Government Agency Debt First Tier Security 2016-04-01 2016-06-01 N N N 20000000.00 20000000.00 0.0063 N 19998540.00 19998540.00 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 14000000.00 14000000.00 0.0044 N 13997914.00 13997914.00 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 7000000.00 7000000.00 0.0022 N 6998824.00 6998824.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6AZ0 Government Agency Debt First Tier Security 2016-04-17 2016-08-17 N N N 5000000.00 5000000.00 0.0016 N 4998630.00 4998630.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5X79 Government Agency Debt First Tier Security 2016-04-17 2017-01-17 N N N 8000000.00 7999033.92 0.0025 N 7992800.00 7992800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A6CH8 Government Agency Debt First Tier Security 2016-04-18 2016-05-18 N N N 23000000.00 22999398.89 0.0073 N 22998528.00 22998528.00 Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5Q85 Government Agency Debt First Tier Security 2016-04-20 2016-06-20 N N N 5000000.00 5000000.00 0.0016 N 4999495.00 4999495.00 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 8000000.00 7999340.50 0.0025 N 7992776.00 7992776.00 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 46000000.00 46000000.00 0.0145 N 45997470.00 45997470.00 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 32985773.33 0.0104 N 32990463.00 32990463.00 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 32979980.01 0.0104 N 32986668.00 32986668.00 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 45000000.00 44963343.76 0.0142 N 44970930.00 44970930.00 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 29991333.33 0.0095 N 29995440.00 29995440.00 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 33979701.99 0.0107 N 33986740.00 33986740.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5J34 Government Agency Debt First Tier Security 2016-04-03 2016-12-02 N N N 4000000.00 4000000.00 0.0013 N 3998112.00 3998112.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A6LW5 Government Agency Debt First Tier Security 2016-04-22 2016-04-22 N N N 30000000.00 29999904.57 0.0095 N 29999910.00 29999910.00 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 29990433.33 0.0095 N 29995110.00 29995110.00 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 22991355.83 0.0073 N 22994526.00 22994526.00 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 20999126.45 0.0066 N 21004536.00 21004536.00 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 21999064.66 0.0070 N 22005544.00 22005544.00 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 21999064.66 0.0070 N 22000814.00 22000814.00 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 20999265.00 0.0066 N 20999622.00 20999622.00 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 29000000.00 28999971.80 0.0092 N 29000000.00 29000000.00 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 8000000.00 8000000.00 0.0025 N 8000064.00 8000064.00 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 7000000.00 7000000.00 0.0022 N 6999825.00 6999825.00 Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6MN4 Government Agency Debt First Tier Security 2016-04-15 2016-07-15 N N N 30000000.00 30000000.00 0.0095 N 29998500.00 29998500.00 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 7000000.00 7000000.00 0.0022 N 6999916.00 6999916.00 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 10000000.00 9999631.29 0.0032 N 10000250.00 10000250.00 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 21000000.00 21000000.00 0.0066 N 21000609.00 21000609.00 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 7000000.00 6999750.63 0.0022 N 7000161.00 7000161.00 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 14000000.00 13999292.00 0.0044 N 14000518.00 14000518.00 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 7000000.00 7000000.00 0.0022 N 7000441.00 7000441.00 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 7000000.00 6999946.27 0.0022 N 7000336.00 7000336.00 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 2000000.00 2000000.00 0.0006 N 2000096.00 2000096.00 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 7000000.00 7000000.00 0.0022 N 7000315.00 7000315.00 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 7000000.00 7000000.00 0.0022 N 7000315.00 7000315.00 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 7000000.00 7000000.00 0.0022 N 7000385.00 7000385.00 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 11000000.00 11000000.00 0.0035 N 11000517.00 11000517.00 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 2000000.00 2000000.00 0.0006 N 2000090.00 2000090.00 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 7000000.00 7000000.00 0.0022 N 7000322.00 7000322.00 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 6000000.00 5999896.24 0.0019 N 6000228.00 6000228.00 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 5999850.41 0.0019 N 6000474.00 6000474.00 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 6000000.00 6000000.00 0.0019 N 6000240.00 6000240.00 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 6999614.13 0.0022 N 7000042.00 7000042.00 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 13998274.51 0.0044 N 13996528.00 13996528.00 Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A67B7 Government Agency Debt First Tier Security 2016-05-07 2017-02-07 N N N 20000000.00 19990394.18 0.0063 N 19993860.00 19993860.00 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 64992274.52 0.0205 N 64979590.00 64979590.00 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 3999456.06 0.0013 N 4001512.00 4001512.00 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 6000000.00 6000000.00 0.0019 N 6001152.00 6001152.00 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 4000000.00 4000292.55 0.0013 N 4001108.00 4001108.00 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 0.0047 N 15001470.00 15001470.00 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 0.0044 N 14002562.00 14002562.00 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 0.0022 N 7001260.00 7001260.00 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 13999392.47 0.0044 N 14002982.00 14002982.00 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 0.0016 N 5001020.00 5001020.00 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 0.0095 N 30006120.00 30006120.00 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 0.0025 N 8000464.00 8000464.00 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 0.0025 N 8000512.00 8000512.00 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 0.0095 N 30002400.00 30002400.00 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 0.0022 N 7000581.00 7000581.00 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 8999431.95 0.0028 N 9002664.00 9002664.00 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 3999262.45 0.0013 N 4001348.00 4001348.00 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 8998076.02 0.0028 N 9002331.00 9002331.00 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 10999703.85 0.0035 N 11002431.00 11002431.00 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 7000000.00 7000000.00 0.0022 N 7000784.00 7000784.00 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 7000000.00 7000000.00 0.0022 N 7000903.00 7000903.00 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 7000000.00 7000000.00 0.0022 N 7000868.00 7000868.00 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 7000000.00 7000000.00 0.0022 N 7000847.00 7000847.00 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 3000000.00 3000000.00 0.0009 N 3000345.00 3000345.00 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 0.0022 N 7001869.00 7001869.00 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 30998182.22 0.0098 N 31010323.00 31010323.00 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 0.0013 N 4001940.00 4001940.00 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 0.0022 N 7002296.00 7002296.00 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 0.0095 N 30009660.00 30009660.00 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 0.0044 N 14004494.00 14004494.00 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 0.0044 N 14003318.00 14003318.00 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 11000000.00 11000000.00 0.0035 N 11002497.00 11002497.00 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 3000000.00 3000000.00 0.0009 N 3000369.00 3000369.00 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 3999680.86 0.0013 N 4002852.00 4002852.00 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 4998872.70 0.0016 N 5002560.00 5002560.00 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 7000000.00 6998992.34 0.0022 N 7004088.00 7004088.00 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 3000000.00 2999566.96 0.0009 N 3001614.00 3001614.00 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 3000000.00 2999568.15 0.0009 N 3001752.00 3001752.00 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 0.0019 N 6001572.00 6001572.00 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 7000000.00 7000000.00 0.0022 N 7001533.00 7001533.00 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 5000000.00 5000000.00 0.0016 N 5001080.00 5001080.00 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 0.0022 N 7001939.00 7001939.00 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 0.0022 N 7001862.00 7001862.00 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 37962696.67 0.0120 N 37979708.00 37979708.00 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 4000000.00 4000000.00 0.0013 N 4000924.00 4000924.00 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 14000000.00 14000000.00 0.0044 N 14003080.00 14003080.00 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 4000000.00 4000000.00 0.0013 N 4000668.00 4000668.00 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 0.0076 N 24012792.00 24012792.00 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 4000000.00 4000000.00 0.0013 N 4001064.00 4001064.00 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 17970181.49 0.0057 N 17981460.00 17981460.00 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 9000000.00 8975930.00 0.0028 N 8982567.00 8982567.00 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 6999480.66 0.0022 N 7005901.00 7005901.00 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 6999480.66 0.0022 N 7005698.00 7005698.00 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 2995450.00 0.0009 N 2997270.00 2997270.00 Freddie Mac Freddie Mac, 0.37% 313396VQ3 Government Agency Debt First Tier Security 2016-04-15 2016-04-15 N N N 25000000.00 24996402.80 0.0079 N 24997950.00 24997950.00 Freddie Mac Freddie Mac, 0.38% 3137EAAD1 Government Agency Debt First Tier Security 2016-04-18 2016-04-18 N N N 28296000.00 28360943.74 0.0090 N 28360712.95 28360712.95 Freddie Mac Freddie Mac, 0.39% 3134G7SG7 Government Agency Debt First Tier Security 2016-04-17 2016-08-17 N N N 16000000.00 16000000.00 0.0051 N 15995616.00 15995616.00 Freddie Mac Freddie Mac, 0.39% 3134G7TF8 Government Agency Debt First Tier Security 2016-04-24 2016-08-24 N N N 27000000.00 27000000.00 0.0085 N 26993142.00 26993142.00 Freddie Mac Freddie Mac, 0.40% 3137EACT4 Government Agency Debt First Tier Security 2016-05-27 2016-05-27 N N N 20000000.00 20064420.80 0.0063 N 20067960.00 20067960.00 Freddie Mac Freddie Mac, 0.41% 313396VA8 Government Agency Debt First Tier Security 2016-04-01 2016-04-01 N N N 25000000.00 25000000.00 0.0079 N 25000000.00 25000000.00 Freddie Mac Freddie Mac, 0.43% 3134G7ZE4 Government Agency Debt First Tier Security 2016-04-16 2016-09-16 N N N 65000000.00 64993643.36 0.0205 N 64991030.00 64991030.00 Freddie Mac Freddie Mac, 0.47% 3134G8DN6 Government Agency Debt First Tier Security 2016-04-14 2016-06-14 N N N 30000000.00 30000000.00 0.0095 N 30004380.00 30004380.00 Freddie Mac Freddie Mac, 0.47% 313396G98 Government Agency Debt First Tier Security 2016-09-23 2016-09-23 N N N 14000000.00 13968013.90 0.0044 N 13971412.00 13971412.00 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 0.0104 N 32979342.00 32979342.00 U.S. Treasury Bills U.S. Treasury Bills, 0.32% 912796HW2 Treasury Debt First Tier Security 2016-06-09 2016-06-09 N N N 35000000.00 34978868.75 0.0111 N 34988275.00 34988275.00 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 11980308.34 0.0038 N 11984364.00 11984364.00 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 34000000.00 33928222.19 0.0107 N 33946688.00 33946688.00 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 29964379.18 0.0095 N 29985150.00 29985150.00 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 4992937.50 0.0016 N 4997345.00 4997345.00 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 60494735.49 0.0191 N 60507000.00 60507000.00 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 21037386.22 0.0066 N 21039942.00 21039942.00 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 22103855.54 0.0070 N 22106348.00 22106348.00 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 29994270.83 0.0095 N 29998530.00 29998530.00 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 63004350.28 0.0199 N 63029484.00 63029484.00 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 96594300.00 96645706.14 0.0305 N 96628301.19 96628301.19 Bank of America NA In a joint trading account with Bank of America NA at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 Government Agency Debt 17134037.03 16722264.27 FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-25 2044-10-25 3.5 - 5.8 Government Agency Debt 16762242.17 6340218.65 Unrated Security 2016-04-01 2016-04-01 N N N 22390561.00 22390561.09 0.0071 N 22390561.09 22390561.09 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_07629 Government Agency Repurchase Agreement Y US TREASURY 2016-04-30 2046-02-15 0 - 9.125 Treasury Debt 9936609.15 9914535.34 FEDERAL HOME LOAN BANK 2016-10-19 2016-10-19 5.125 - 5.125 Government Agency Debt 2402.26 2517.48 FEDERAL HOME LOAN MORTGAGE CORP 2017-01-01 2047-01-25 1.2 - 8.5 Government Agency Debt 5442934.39 2320861.55 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-25 2054-07-25 0.9 - 7.5 Government Agency Debt 10045044.95 6883729.42 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-06-20 2045-12-20 0.726 - 5.5 Government Agency Debt 300152.98 273355.61 Unrated Security 2016-04-01 2016-04-01 N N N 18983578.00 18983577.61 0.0060 N 18983577.61 18983577.61 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_08066 Government Agency Repurchase Agreement Y US TREASURY 2016-04-15 2046-02-15 0 - 9.125 Treasury Debt 525966.08 525922.65 FEDERAL FARM CREDIT 2016-08-26 2018-04-20 0.5 - 5.1 Government Agency Debt 6679.74 6724.43 FEDERAL HOME LOAN BANK 2016-04-15 2022-09-06 0 - 5.375 Government Agency Debt 242956.30 244554.51 FEDERAL HOME LOAN MORTGAGE CORP 2016-05-18 2046-04-01 0 - 8.5 Government Agency Debt 1147798.32 828819.43 FINANCE CORPORATION 2016-04-06 2016-04-06 0 - 0 Government Agency Debt 115.17 115.17 FEDERAL NATIONAL MORTGAGE ASSOC 2016-06-01 2046-03-01 0.75 - 8.5 Government Agency Debt 1326410.37 615931.46 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-10-15 2046-03-20 2.5 - 9.5 Government Agency Debt 492302.73 226129.03 Unrated Security 2016-04-01 2016-04-01 N N N 2399331.00 2399331.45 0.0008 N 2399331.45 2399331.45 Citibank NA In a joint trading account with Citibank NA at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_26602 Government Agency Repurchase Agreement Y US TREASURY 2016-05-15 2045-11-15 0 - 9.125 Treasury Debt 8590688.57 8846683.36 FEDERAL FARM CREDIT 2018-06-18 2018-06-18 0.64 - 0.64 Government Agency Debt 5.78 5.77 FEDERAL HOME LOAN BANK 2016-06-13 2020-09-11 1.375 - 5.625 Government Agency Debt 86.75 86.85 FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2045-01-01 2.5 - 6 Government Agency Debt 560861.00 489640.58 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.875 - 7.95 Government Agency Debt 350132.79 135259.34 GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 Government Agency Debt 943052.94 554792.46 RESOLUTION FUNDING CORP 2020-07-15 2028-10-15 0 - 0 Government Agency Debt 72993.17 55005.72 Unrated Security 2016-04-01 2016-04-01 N N N 9875648.00 9875648.25 0.0031 N 9875648.25 9875648.25 Citibank NA Citibank NA, 0.33% ADG846000 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2021-10-31 2043-02-15 2 - 3.125 Treasury Debt 2940000.00 3060172.48 First Tier Security 2016-04-05 2016-04-05 N N N 3000000.00 3000000.00 0.0009 N 2999943.00 2999943.00 Citibank NA Citibank NA, 0.34% ADG847000 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2020-04-30 2044-08-15 1.125 - 3.125 Treasury Debt 19555000.00 20351478.07 RESOLUTION FUNDING CORP 2020-07-15 2028-10-15 N/A Government Agency Debt 69000.00 49168.30 First Tier Security 2016-04-05 2016-04-05 N N N 20000000.00 20000000.00 0.0063 N 19999642.00 19999642.00 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_04361 Government Agency Repurchase Agreement Y US TREASURY 2016-04-14 2044-05-15 0 - 8.875 Treasury Debt 6164692.56 6597630.24 Unrated Security 2016-04-01 2016-04-01 N N N 6459000.00 6459000.26 0.0020 N 6459000.26 6459000.26 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_39304 Government Agency Repurchase Agreement Y U.S. TREASURY 2016-04-15 2045-11-15 0.053 - 8.75 Treasury Debt 4790340.80 5124132.25 FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2045-03-01 3 - 6 Government Agency Debt 3391239.16 1563555.92 GOVERNMENT NATIONAL MORTAGE ASSOC 2046-03-20 2046-03-20 3 - 3 Government Agency Debt 16676.31 17294.12 Unrated Security 2016-04-01 2016-04-01 N N N 6569293.00 6569292.73 0.0021 N 6569292.73 6569292.73 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_40488 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2045-12-01 2046-02-01 3.5 - 4 Government Agency Debt 1060358.38 1115985.68 Unrated Security 2016-04-01 2016-04-01 N N N 1094095.00 1094095.14 0.0003 N 1094095.14 1094095.14 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ACF492000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2046-02-01 2046-02-01 3.5 - 3.5 Government Agency Debt 1955000.00 2045717.03 First Tier Security 2016-04-01 2016-04-01 N N N 2000000.00 2000000.00 0.0006 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ACD975000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2046-02-01 2046-02-01 3.5 - 3.5 Government Agency Debt 3905000.00 4086202.05 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 4000000.00 4000000.00 0.0013 Y 4000440.00 4000440.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ACG100000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2046-02-01 2046-02-01 3.5 - 3.5 Government Agency Debt 2930000.00 3065959.54 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 3000000.00 3000000.00 0.0009 Y 3000420.00 3000420.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% ADA780000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2026-08-01 4 - 4 Government Agency Debt 21905000.00 6122161.73 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 6000000.00 6000000.00 0.0019 Y 6000360.00 6000360.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADD386000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2046-02-01 2046-02-01 3.5 - 3.5 Government Agency Debt 3900000.00 4080970.04 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 4000000.00 4000000.00 0.0013 Y 4000440.00 4000440.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADC637000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-08-01 3.5 - 4 Government Agency Debt 21445000.00 7142834.50 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 7000000.00 7000000.00 0.0022 Y 7000700.00 7000700.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADB602000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2046-02-01 2046-02-01 3.5 - 3.5 Government Agency Debt 3905000.00 4086202.05 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 4000000.00 4000000.00 0.0013 Y 4000280.00 4000280.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADC983000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2046-02-01 2046-02-01 3.5 - 3.5 Government Agency Debt 3900000.00 4080970.04 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 4000000.00 4000000.00 0.0013 Y 4000400.00 4000400.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADB601000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2046-02-01 3.5 - 4 Government Agency Debt 16580147.00 6121751.08 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 6000000.00 6000000.00 0.0019 Y 6000420.00 6000420.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% ADC232000 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2046-02-01 2046-02-01 3.5 - 3.5 Government Agency Debt 4880000.00 5106444.56 First Tier Security 2016-05-05 2016-05-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 5000000.00 5000000.00 0.0016 Y 5000450.00 5000450.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_55502 Government Agency Repurchase Agreement Y U.S. TREASURY 2016-04-30 2045-11-15 0.053 - 9 Treasury Debt 5266046.65 5596020.72 FEDERAL HOME LOAN MORTGAGE CORP 2031-12-01 2046-03-01 2.375 - 5.981 Government Agency Debt 13593517.01 2785842.25 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2050-05-01 1.025 - 9.2 Government Agency Debt 12461933.48 5204549.05 Unrated Security 2016-04-01 2016-04-01 N N N 13311491.00 13311490.88 0.0042 N 13311490.88 13311490.88 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.36% ACE462000 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2045-09-20 2045-09-20 4 - 4 Government Agency Debt 21245936.00 21429211.38 First Tier Security 2016-04-07 2016-04-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 21000000.00 21000000.00 0.0066 N 21000000.00 21000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% ADG784000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2042-07-01 2.274 - 2.274 Government Agency Debt 18853.00 17431.74 FEDERAL NATIONAL MORTGAGE ASSOC 2032-07-01 2043-08-01 1.815 - 3.5 Government Agency Debt 56905402.00 8142833.75 First Tier Security 2016-06-02 2016-06-02 N N N 8000000.00 8000000.00 0.0025 Y 8001120.00 8001120.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% ADH207000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2044-06-01 2.248 - 3.223 Government Agency Debt 6663065.00 3875800.16 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2045-01-01 2.688 - 3.006 Government Agency Debt 2193774.00 2244333.02 First Tier Security 2016-06-02 2016-06-02 N N N 6000000.00 6000000.00 0.0019 Y 6000840.00 6000840.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% ADA067000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2046-03-01 2.227 - 2.511 Government Agency Debt 8942785.00 6593933.98 FEDERAL NATIONAL MORTGAGE ASSOC 2037-12-01 2038-09-01 2.446 - 2.688 Government Agency Debt 7307867.00 548287.38 First Tier Security 2016-05-03 2016-05-03 N N N 7000000.00 7000000.00 0.0022 Y 7000770.00 7000770.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.41% ADC642000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2042-11-01 2.248 - 2.274 Government Agency Debt 3316258.00 3065858.36 FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2043-06-01 2.228 - 4.5 Government Agency Debt 10041859.00 4075605.51 First Tier Security 2016-05-13 2016-05-13 N N N 7000000.00 7000000.00 0.0022 Y 7001050.00 7001050.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.41% ADD322000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-03-01 2044-06-01 2.248 - 3.449 Government Agency Debt 5946603.00 1353312.44 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2040-01-01 2.446 - 2.948 Government Agency Debt 56898183.00 7828361.10 First Tier Security 2016-05-16 2016-05-16 N N N 9000000.00 9000000.00 0.0028 Y 9001440.00 9001440.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.45% AAJ589000 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2045-06-01 2.274 - 2.658 Government Agency Debt 4380174.00 3530177.91 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2045-10-01 2.688 - 4.5 Government Agency Debt 5867594.00 3617319.50 First Tier Security 2016-04-08 2016-04-08 N N N 7000000.00 7000000.00 0.0022 Y 7000070.00 7000070.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.40% ACB470000 0000812291 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2046-03-01 4 - 4 Government Agency Debt 6016746.00 6531721.30 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2045-10-20 4 - 4 Government Agency Debt 563862.00 612324.93 First Tier Security 2016-04-07 2016-04-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0022 N 7000000.00 7000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_08126 Government Agency Repurchase Agreement Y US TREASURY 2016-08-11 2023-02-28 0 - 1.5 Treasury Debt 1922264.65 1918714.68 FEDERAL HOME LOAN MORTGAGE CORP 2022-10-15 2046-03-01 2 - 4.5 Government Agency Debt 4063391.24 2005096.27 FINANCE CORPORATION 2018-05-11 2018-05-11 0 - 0 Government Agency Debt 15048.61 14725.36 FEDERAL NATIONAL MORTGAGE ASSOC 2024-06-25 2046-03-01 2.5 - 8.17 Government Agency Debt 4183163.43 3079540.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-16 2046-02-20 0.781 - 7.26 Government Agency Debt 1156363.21 694262.82 Unrated Security 2016-04-01 2016-04-01 N N N 7524303.00 7524303.43 0.0024 N 7524303.43 7524303.43 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% ACB113000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2046-02-01 2.429 - 4.5 Government Agency Debt 316741.00 98238.71 FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-03-01 2.022 - 4.867 Government Agency Debt 1386734.00 1297112.25 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2045-10-20 3.5 - 5 Government Agency Debt 6698960.00 5748362.08 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0022 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 2046-06-01 2.275 - 4 Government Agency Debt 6840791.00 7142004.86 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-05-20 3.5 - 3.5 Government Agency Debt 1664.00 1636.75 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0022 N 7000000.00 7000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% ADC290000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2046-01-01 2.429 - 4.5 Government Agency Debt 162301.00 36755.24 FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-02-01 2.533 - 5.5 Government Agency Debt 5146429.00 5086759.55 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2045-10-20 3.5 - 5 Government Agency Debt 4735517.00 997770.57 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0019 N 6000000.00 6000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% ACB746000 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2034-07-01 2046-03-01 2.085 - 4 Government Agency Debt 6663916.00 7143570.30 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0022 N 7000000.00 7000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.38% ACJ130000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-09-15 2046-01-01 2.429 - 7 Government Agency Debt 165476.00 58568.54 FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-02-01 2.222 - 5.5 Government Agency Debt 7585141.00 5018017.90 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2045-11-20 3 - 5 Government Agency Debt 97962.00 25028.60 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0016 N 5000000.00 5000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.38% ACJ549000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2044-12-01 1.5 - 4.5 Government Agency Debt 246362.00 175009.11 FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-03-01 0.783 - 5.5 Government Agency Debt 11711469.00 11045188.39 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-11-20 3 - 3.5 Government Agency Debt 4821.00 4855.97 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 11000000.00 11000000.00 0.0035 N 11000000.00 11000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% ACD267000 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2044-12-01 2.533 - 2.648 Government Agency Debt 13042.00 7044.82 FEDERAL NATIONAL MORTGAGE ASSOC 2029-03-01 2046-02-01 2.538 - 4.867 Government Agency Debt 6694478.00 7136436.49 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0022 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 2040-03-01 2046-02-01 2.506 - 4.5 Government Agency Debt 11821272.00 3606482.06 FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-06-01 2.275 - 4.867 Government Agency Debt 2391204.00 2274280.99 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2045-10-20 3.5 - 4 Government Agency Debt 2197957.00 1262718.16 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0022 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 2042-05-01 2044-12-01 2.648 - 4.5 Government Agency Debt 12656.00 12798.00 FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-02-01 2.022 - 4.867 Government Agency Debt 4438881.00 4379053.39 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2045-10-20 1.75 - 5 Government Agency Debt 12650769.00 2751552.24 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0022 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 2024-12-15 2042-09-01 3 - 4.5 Government Agency Debt 30095.00 13821.37 FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-02-01 3 - 4 Government Agency Debt 22943.00 22867.04 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-11-20 2046-02-20 3.5 - 4 Government Agency Debt 5093640.00 4045230.87 First Tier Security 2016-04-07 2016-04-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0013 N 4000000.00 4000000.00 Societe Generale In a joint trading account with Societe Generale at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_74037 Government Agency Repurchase Agreement Y US TREASURY 2016-04-28 2044-08-15 0 - 7.875 Treasury Debt 3157213.88 3326105.01 FEDERAL AGRICULTURE MORTGAGE CORP 2019-08-14 2019-08-14 1.81 - 1.81 Government Agency Debt 4.68 4.82 FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2045-10-01 2.152 - 6.75 Government Agency Debt 6850947.84 472541.21 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2045-09-01 0.807 - 6 Government Agency Debt 5993800.60 1206361.51 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2045-12-20 1.75 - 4.5 Government Agency Debt 16375383.73 1321551.88 RESOLUTION FUNDING CORP 2021-01-15 2027-07-15 0 - 0 Government Agency Debt 23.40 20.74 Unrated Security 2016-04-01 2016-04-01 N N N 6199872.00 6199872.47 0.0020 N 6199872.47 6199872.47 Wells Fargo Bank, NA In a joint trading account with Wells Fargo Bank, NA at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_81240 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 Government Agency Debt 1584555.30 1585876.65 Unrated Security 2016-04-01 2016-04-01 N N N 1554767.00 1554766.78 0.0005 N 1554766.78 1554766.78 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.32%, dated 3/31/2016 due 04/01/2016 ADH721000_08395 Government Agency Repurchase Agreement Y US TREASURY 2016-07-07 2041-02-15 0 - 8 Treasury Debt 1734603.50 2017601.69 FEDERAL AGRICULTURE MORTGAGE CORP 2016-06-01 2021-01-07 0.8 - 2.17 Government Agency Debt 45093.62 45472.78 FEDERAL FARM CREDIT 2017-08-01 2040-11-02 0.875 - 5.75 Government Agency Debt 1766862.31 1782604.90 FEDERAL HOME LOAN BANK 2016-04-13 2036-07-15 0 - 5.625 Government Agency Debt 949459.12 973663.82 FEDERAL HOME LOAN MORTGAGE CORP 2016-05-13 2046-03-01 0.5 - 8.25 Government Agency Debt 3015254.76 3176932.84 FINANCE CORPORATION 2018-08-03 2018-08-03 10.35 - 10.35 Government Agency Debt 1428.77 1761.55 FEDERAL NATIONAL MORTGAGE ASSOC 2017-02-13 2046-03-01 0.75 - 7.25 Government Agency Debt 1808799.21 1944326.04 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-03-15 2046-03-20 1.75 - 9 Government Agency Debt 2594048.74 2284490.80 TENNESEE VALLEY AUTHORITY 2017-07-18 2048-01-15 1.75 - 5.5 Government Agency Debt 5184.38 6247.51 Unrated Security 2016-04-01 2016-04-01 N N N 11987060.00 11987059.92 0.0038 N 11987059.92 11987059.92 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.34% ADG834000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2028-05-25 2055-03-25 0.786 - 1.75 Government Agency Debt 28891134.00 20600584.22 First Tier Security 2016-04-05 2016-04-05 N N N 20000000.00 20000000.00 0.0063 N 19999642.00 19999642.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.34% ADH582000 0000276523 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2028-05-25 2037-07-25 1.75 - 6 Government Agency Debt 8165893.00 3090029.48 First Tier Security 2016-04-07 2016-04-07 N N N 3000000.00 3000000.00 0.0009 N 3000000.00 3000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% AAI855000 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-15 2046-02-15 3 - 3.5 Government Agency Debt 3568131.00 3026177.75 FEDERAL NATIONAL MORTGAGE ASSOC 2044-01-25 2044-01-25 3.75 - 3.75 Government Agency Debt 1313250.00 1098251.98 First Tier Security 2016-04-06 2016-04-06 N N N 4000000.00 4000000.00 0.0013 N 4000000.00 4000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% AAJ177000 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-08-15 2033-04-15 2 - 3 Government Agency Debt 4235000.00 3171031.10 FEDERAL NATIONAL MORTGAGE ASSOC 2029-05-25 2044-01-25 1.5 - 3.75 Government Agency Debt 8762885.00 7139912.66 First Tier Security 2016-04-07 2016-04-07 N N N 10000000.00 10000000.00 0.0032 N 10000100.00 10000100.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% ABA086000 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2046-02-15 2046-02-15 3 - 3 Government Agency Debt 3631426.00 3093128.95 First Tier Security 2016-04-11 2016-04-11 N N N 3000000.00 3000000.00 0.0009 Y 3000180.00 3000180.00 BMO Harris Bank NA BMO Harris Bank NA, 0.34% ACB098000 Treasury Repurchase Agreement Y US TREASURY 2019-08-15 2022-06-30 0.125 - 7.875 Treasury Debt USTR 6277000.00 8152604.32 First Tier Security 2016-04-07 2016-04-07 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0025 N 8000000.00 8000000.00 BMO Harris Bank NA BMO Harris Bank NA, 0.38% ACI351000 Treasury Repurchase Agreement Y US TREASURY 2019-08-15 2020-08-31 1.375 - 3.625 Treasury Debt USTR 8186000.00 8252338.17 First Tier Security 2016-04-07 2016-04-07 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0025 N 8000000.00 8000000.00 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 2.25 Treasury Debt USTR 7810000.00 8116909.57 First Tier Security 2016-04-06 2016-04-06 N N N 8000000.00 8000000.00 0.0025 N 7999788.00 7999788.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.32% ADH649000 0000812291 Treasury Repurchase Agreement Y US TREASURY 2019-01-15 2019-01-15 1.125 - 1.125 Treasury Debt USTR 12135000.00 12242673.86 First Tier Security 2016-04-01 2016-04-01 N N N 12000000.00 12000000.00 0.0038 N 12000000.00 12000000.00 Royal Bank of Canada Royal Bank of Canada, 0.32% ADH587000 Treasury Repurchase Agreement Y US TREASURY 2020-09-30 2020-09-30 2 - 2 Treasury Debt USTR 37455000.00 38755699.79 First Tier Security 2016-04-01 2016-04-01 N N N 38000000.00 38000000.00 0.0120 N 38000000.00 38000000.00