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P-1 Standard and Poor's Ratings Services A-1+ 2017-03-21 2017-03-21 2017-03-21 N N N 0.0053 3400864.82 3400864.82 0.0056 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.922000% 3130A7TB1 US3130A7TB14 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-13 2017-04-13 2017-04-13 N N N 0.0055 2451208.71 2451208.71 0.0040 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.923000% 3130A7TH8 US3130A7TH83 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-18 2017-04-18 2017-04-18 N N N 0.0055 1500826.16 1500826.16 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.828000% 3130A7YX7 US3130A7YX78 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-15 2017-06-15 2017-06-15 N N N 0.0060 1501424.27 1501424.27 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.816998% 3130A8BX0 US3130A8BX09 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-03 2017-03-03 2017-03-03 N N N 0.0053 10000226.60 10000226.60 0.0164 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.841000% 3130A8EA7 US3130A8EA78 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-09 2017-06-09 2017-06-09 N N N 0.0060 7006772.22 7006772.22 0.0115 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.887000% 3130A8M59 US3130A8M590 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2017-03-16 2018-03-16 2018-03-16 N N N 0.0068 1433156.88 1433156.88 0.0024 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.793001% 3130A9HJ3 US3130A9HJ34 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-15 2018-03-15 2018-03-15 N N N 0.0068 1433151.81 1433151.81 0.0024 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.783000% 3130A9JF9 US3130A9JF93 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-19 2017-12-19 2017-12-19 N N N 0.0066 1502319.09 1502319.09 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.781999% 3130A9KV2 US3130A9KV25 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-27 2017-12-27 2017-12-27 N N N 0.0066 1402129.06 1402129.06 0.0023 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.762998% 3130A9LP4 US3130A9LP48 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-26 2017-12-26 2017-12-26 N N N 0.0064 3003309.21 3003309.21 0.0049 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.778000% 3130A9LZ2 US3130A9LZ20 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-23 2018-03-23 2018-03-23 N N N 0.0068 2003407.92 2003407.92 0.0033 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.778000% 3130A9M65 US3130A9M655 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-23 2018-03-23 2018-03-23 N N N 0.0068 2003407.92 2003407.92 0.0033 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.641999% 3130A9M81 US3130A9M812 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-27 2017-06-27 2017-06-27 N N N 0.0060 3001020.69 3001020.69 0.0049 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.589000% 3130A9NL1 US3130A9NL16 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-07 2017-04-07 2017-04-07 N N N 0.0055 7000672.28 7000672.28 0.0115 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.578002% 3130A9P54 US3130A9P542 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-03 2017-04-03 2017-04-03 N N N 0.0055 3000256.83 3000256.83 0.0049 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.574999% 3130A9PM7 US3130A9PM70 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-11 2017-04-11 2017-04-11 N N N 0.0055 1500125.54 1500125.54 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.569002% 3130A9PN5 US3130A9PN53 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-07 2017-04-07 2017-04-07 N N N 0.0055 2000151.02 2000151.02 0.0033 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.564998% 3130A9PR6 US3130A9PR67 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-06 2017-04-06 2017-04-06 N N N 0.0055 2000146.88 2000146.88 0.0033 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.564998% 3130A9PS4 US3130A9PS41 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-06 2017-04-06 2017-04-06 N N N 0.0055 1500110.16 1500110.16 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.569002% 3130A9PV7 US3130A9PV79 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-07 2017-04-07 2017-04-07 N N N 0.0055 1500113.27 1500113.27 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.731002% 3130AA7D4 US3130AA7D48 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-21 2017-08-21 2017-08-21 N N N 0.0056 500429.49 500429.49 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.718999% 3130AAAC2 US3130AAAC25 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-22 2017-08-22 2017-08-22 N N N 0.0056 1000815.12 1000815.12 0.0016 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.790999% 3130AAEZ7 US3130AAEZ73 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-28 2018-06-28 2018-06-28 N N N 0.0063 2716077.34 2716077.34 0.0045 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.636001% 3130AAF52 US3130AAF527 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-14 2017-07-14 2017-07-14 N N N 0.0054 1100444.36 1100444.36 0.0018 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.790999% 3130AAF94 US3130AAF949 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-19 2018-06-19 2018-06-19 N N N 0.0065 4007516.24 4007516.24 0.0066 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.661000% 3130AAFA1 US3130AAFA14 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-12 2017-09-12 2017-09-12 N N N 0.0057 1350802.56 1350802.56 0.0022 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.626000% 3130AAFB9 US3130AAFB96 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-13 2017-06-13 2017-06-13 N N N 0.0053 1350418.57 1350418.57 0.0022 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.621000% 3130AAFC7 US3130AAFC79 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-13 2017-06-13 2017-06-13 N N N 0.0053 1350399.47 1350399.47 0.0022 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.619999% 3130AAFP8 US3130AAFP82 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-15 2017-06-15 2017-06-15 N N N 0.0053 2700809.87 2700809.87 0.0044 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.616000% 3130AAFV5 US3130AAFV50 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-13 2017-06-13 2017-06-13 N N N 0.0053 1400394.45 1400394.45 0.0023 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.789001% 3130AAKN7 US3130AAKN79 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-09 2018-07-09 2018-07-09 N N N 0.0072 600972.48 600972.48 0.0010 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.798001% 3130AAKP2 US3130AAKP28 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-12 2018-07-12 2018-07-12 N N N 0.0073 801289.61 801289.61 0.0013 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.581000% 3130AAKV9 US3130AAKV95 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-12 2017-07-12 2017-07-12 N N N 0.0054 1000200.50 1000200.50 0.0016 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.605002% 3130AAKX5 US3130AAKX51 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-10 2017-07-10 2017-07-10 N N N 0.0061 2500461.45 2500461.45 0.0041 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.587999% 3130AAL22 US3130AAL228 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-25 2017-07-25 2017-07-25 N N N 0.0055 2750556.88 2750556.88 0.0045 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.582998% 3130AALE6 US3130AALE61 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-25 2017-07-25 2017-07-25 N N N 0.0055 5501003.86 5501003.86 0.0090 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.576000% 3130AALF3 US3130AALF37 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-11 2017-07-11 2017-07-11 N N N 0.0054 1400255.07 1400255.07 0.0023 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.576000% 3130AALK2 US3130AALK22 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-11 2017-07-11 2017-07-11 N N N 0.0054 1500273.29 1500273.29 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.721001% 3130AALV8 US3130AALV86 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-13 2018-07-13 2018-07-13 N N N 0.0064 2803856.55 2803856.55 0.0046 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385EN2 US313385EN27 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-19 2017-04-19 2017-04-19 N N N 0.0049 3297844.01 3297844.01 0.0054 N N Y N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.033999% 3133EAE20 US3133EAE203 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-05-01 2017-08-01 2017-08-01 N N N 0.0062 1001874.23 1001874.23 0.0016 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.926500% 3133EATH1 US3133EATH14 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2017-09-15 2017-09-15 2017-09-15 N N N 0.0072 4106085.96 4106085.96 0.0067 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.875000% 912828F54 US912828F544 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-10-15 2017-10-15 2017-10-15 N N N 0.0076 2151343.75 2151343.75 0.0035 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.500000% 912828GS3 US912828GS32 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-05-15 2017-05-15 2017-05-15 N N N 0.0049 3215913.84 3215913.84 0.0053 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.750000% 912828HA1 US912828HA15 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-08-15 2017-08-15 2017-08-15 N N N 0.0069 8567030.51 8567030.51 0.0141 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.250000% 912828HH6 US912828HH67 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-15 2017-11-15 2017-11-15 N N N 0.0080 2663070.31 2663070.31 0.0044 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.500000% 912828K66 US912828K668 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-30 2017-04-30 2017-04-30 N N N 0.0048 200009.68 200009.68 0.0003 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.875000% 912828M72 US912828M722 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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MORTGAGE ASSOCIATION 2045-09-20 3.500000 2437517.43 1866396.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-11-20 3.500000 574334.23 459795.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-12-20 3.000000 5645.72 4797.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-01-20 3.000000 127270.99 110779.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-06-20 3.000000 1553.63 1468.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-06-20 3.500000 600975.00 576552.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-06-20 3.500000 8764453.84 8408279.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-07-20 3.000000 45306.50 43676.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-09-20 4.000000 59943.72 64490.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-10-20 4.500000 97455.48 106055.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-10-20 4.000000 93351.57 100836.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-11-20 3.500000 96648.34 101258.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2047-01-20 4.000000 73327.39 78698.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2047-01-20 4.000000 226976.12 242626.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-11-20 4.000000 133894.31 43649.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-05-15 5.000000 189.42 34.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-01-15 7.000000 2157631.72 13432.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-02-15 7.500000 2537760.03 20775.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-08-15 6.500000 140.33 138.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-07-20 6.000000 57.07 5.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-07-15 8.500000 7373.23 2334.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-12-15 6.500000 41991.81 15761.04 Agency Mortgage-Backed Securities TINT 08/15/17 2017-08-15 0.00 0.50 0.50 U.S. Treasuries (including strips) TINT 02/15/18 2018-02-15 0.00 1239.80 1228.56 U.S. Treasuries (including strips) TINT 02/15/21 2021-02-15 0.00 0.46 0.42 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 793238.09 631116.08 U.S. Treasuries (including strips) STRIP PRINC 2044-11-15 0.00 4.18 1.80 U.S. Treasuries (including strips) STRIPS 2037-02-15 0.00 8.48 4.72 U.S. Treasuries (including strips) STRIPS 2019-11-15 0.00 0.42 0.38 U.S. Treasuries (including strips) STRIPS 2040-05-15 0.00 0.33 0.17 U.S. Treasuries (including strips) STRIPS 2042-08-15 0.00 5.93 2.67 U.S. Treasuries (including strips) STRIPS 2043-05-15 0.00 2.88 1.25 U.S. Treasuries (including strips) STRIPS 2044-05-15 0.00 4.01 1.71 U.S. Treasuries (including strips) STRIPS 2044-11-15 0.00 1.84 0.79 U.S. Treasuries (including strips) TREASURY BILL 2017-09-14 0.00 34303.73 34183.66 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-01-15 0.250000 2172444.44 2210893.54 U.S. Treasuries (including strips) US TREASURY N/B 2037-02-15 4.750000 54896.00 72333.33 U.S. Treasuries (including strips) US TREASURY N/B 2045-08-15 2.875000 54311.11 53289.44 U.S. Treasuries (including strips) US TREASURY N/B 2045-11-15 3.000000 2504017.96 2536762.12 U.S. Treasuries (including strips) US TREASURY N/B 2047-02-15 3.000000 563456.89 568201.38 U.S. Treasuries (including strips) US TREASURY N/B 2025-08-15 2.000000 4281140.18 4181865.82 U.S. Treasuries (including strips) US TREASURY N/B 2017-10-31 1.875000 2809087.64 2847615.61 U.S. Treasuries (including strips) US TREASURY N/B 2021-06-30 1.125000 50417.42 49107.61 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-15 1.625000 127021.16 124940.46 U.S. Treasuries (including strips) US TREASURY N/B 2023-02-15 2.000000 807982.22 806415.72 U.S. Treasuries (including strips) US TREASURY N/B 2023-12-31 2.250000 20805.33 21014.89 U.S. Treasuries (including strips) US TREASURY N/B 2018-07-31 1.375000 4.18 4.22 U.S. Treasuries (including strips) US TREASURY N/B 2024-02-29 2.125000 2497170.58 2490146.02 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 45955449.86 45955449.86 0.0755 N Y Y N CITIGROUP GLOBAL MARKETS INC. Joint Account III 0.540000% MBNUM2BPBDO7JBLYG310 0000315030 TPR022D19779162CGM U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-09-01 6.000000 3384.00 114.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-02-01 5.000000 83555.56 4603.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-08-01 5.500000 104444.44 5755.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-05-01 4.500000 41.78 19.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-02-01 5.500000 125.33 80.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-01-01 4.500000 41.78 21.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-02-01 4.000000 208.89 130.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-08-01 3.500000 125.33 108.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 4.500000 41.78 30.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-09-01 3.500000 41.78 20.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-07-01 3.500000 250.67 134.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 4.500000 41.78 16.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-02-01 4.500000 41.78 27.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-02-01 3.500000 41.78 33.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-12-01 4.000000 334.22 203.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 41.78 33.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 3.000000 83.56 79.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 4.500000 41.78 12.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-10-01 3.500000 83.56 36.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-12-01 4.500000 41.78 19.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-03-01 4.500000 83.56 19.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-07-01 4.500000 208.89 27.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-01-01 3.500000 292.44 161.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-12-01 4.000000 208.89 139.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-01-01 4.500000 83.56 29.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-06-01 3.500000 83.56 65.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-02-01 5.500000 1420.44 72.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-04-01 3.500000 250.67 172.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 167.11 148.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-03-01 5.000000 60.37 3.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-09-01 6.000000 527.19 21.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-07-01 4.500000 125.33 23.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-08-01 4.000000 167.11 52.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-07-01 4.500000 459.56 53.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 41.78 40.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 4.000000 41.78 36.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-03-01 4.500000 668.44 130.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-10-01 3.500000 250.67 64.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-01-01 4.500000 125.33 31.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-11-01 4.500000 83.56 19.38 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-01-01 7.500000 133.15 0.42 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 6.500000 88.90 2.46 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-12-01 3.500000 9400.00 7650.30 Agency Mortgage-Backed Securities TSY INFL IX N/B 2025-01-15 0.250000 120027.56 122042.37 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-30 1.500000 1614197.24 1623654.48 U.S. Treasuries (including strips) US TREASURY N/B 2017-11-15 4.250000 928999.91 963166.07 U.S. Treasuries (including strips) US TREASURY N/B 2025-02-15 2.000000 15556473.60 15238316.23 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-31 2.375000 5078005.33 5193516.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-12-31 1.375000 1720308.62 1730339.76 U.S. Treasuries (including strips) US TREASURY N/B 2021-09-30 1.125000 1059768.53 1031352.83 U.S. Treasuries (including strips) US TREASURY N/B 2023-12-31 2.250000 1515029.33 1528932.94 U.S. Treasuries (including strips) US TREASURY N/B 2027-02-15 2.250000 2400567.82 2377565.60 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 29244377.18 29244377.18 0.0480 N Y Y N BANK OF NOVA SCOTIA (THE) Joint Account III 0.530000% L3I9ZG2KFGXZ61BMYR72 0000009631 TPR022D19779162THE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2017-10-26 0.875000 9567.11 9601.45 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-07-01 6.500000 4018.14 181.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-12-01 3.000000 128.05 61.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-12-01 3.000000 11050.35 4702.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 249.58 166.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-04-01 4.000000 257552.02 165593.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 3.000000 685839.25 660514.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-05-01 4.000000 185488.90 155344.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-07-01 3.000000 544347.90 375635.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 2328.69 2396.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-07-01 4.000000 45.54 46.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 41.78 41.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 40887.87 43148.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-09-01 2.500000 109838.21 107416.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-08-01 3.000000 38259.25 26300.24 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-05-01 5.000000 5112.76 2662.37 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 3.500000 9543.34 4003.90 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-04-01 4.000000 892.21 407.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-02-01 5.000000 388760.81 129264.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-04-01 4.000000 2887.55 2220.95 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 3.500000 25647.09 14855.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-09-01 3.500000 17321.53 15316.90 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-09-01 3.500000 252296.67 259060.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-08-01 3.500000 36085.10 32078.48 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-01-01 4.500000 79.04 70.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-04-20 3.500000 23745.95 16617.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-05-20 5.000000 124384.48 68144.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-08-15 4.000000 39538.91 30874.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-06-20 4.500000 169822.32 152818.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-02-20 4.500000 51589.46 53161.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-06-20 4.500000 24883.01 26241.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-09-20 3.500000 74014.18 65184.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-02-20 4.500000 28256.73 24108.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-05-15 4.500000 5604.32 1072.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-10-15 4.000000 711.06 265.12 Agency Mortgage-Backed Securities TSY INFL IX N/B 2022-07-15 0.125000 8202653.07 8733959.41 U.S. Treasuries (including strips) US TREASURY N/B 2044-05-15 3.375000 11724022.58 12738236.87 U.S. Treasuries (including strips) US TREASURY N/B 2017-11-30 0.875000 5561328.27 5575962.69 U.S. Treasuries (including strips) US TREASURY N/B 2021-07-31 1.125000 15940494.93 15488600.50 U.S. Treasuries (including strips) US TREASURY N/B 2018-12-31 1.250000 4614104.89 4629992.60 U.S. Treasuries (including strips) US TREASURY N/B 2023-05-15 1.750000 5502041.42 5420787.11 U.S. Treasuries (including strips) US TREASURY N/B 2020-02-15 1.375000 8274799.11 8259488.93 U.S. Treasuries (including strips) US TREASURY N/B 2023-11-15 2.750000 619648.00 648020.75 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 62666522.54 62666522.54 0.1029 N Y Y N WELLS FARGO SECURITIES, LLC Joint Account III 0.540000% VYVVCKR63DVZZN70PB21 0000276523 TPR022D19779162WEL U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-02-01 2.500000 10316728.36 10300743.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 4.000000 12488008.54 8010258.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 3.500000 20691436.33 21288032.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 3.000000 14973632.07 14833376.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 3.500000 16451370.35 16888030.31 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 3.000000 5215648.57 5180624.67 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 3.500000 10363471.84 10640504.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-01-01 2.500000 11044315.35 11047528.31 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 3.000000 15621492.19 15553210.63 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 4.000000 14546721.80 15351024.61 Agency Mortgage-Backed Securities Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 125333045.06 125333045.06 0.2059 N Y Y N Goldman Sachs VIT - Government Money Market Fund 2017-03-07 Peter W. Fortner Peter W. Fortner Assistant Treasurer