N-MFP1 0000276516 XXXXXXXX 2016-05-31 0000276516 549300TBHBYQUTZNQR44 S000007116 1 N N 002-62417 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 N Exempt Government N 41 98 480043843.61 476390023.22 454479521.90 464282337.83 1176275269.41 1218657052.01 1242759177.99 1174601367.10 0.1500 0.1500 0.1400 0.1400 0.3600 0.3900 0.3900 0.3700 5058.51 3138385471.28 3138056768.25 1171666.46 56543165.35 3082690327.87 3082139524.52 1.0000 0.0044 1.0004 1.0004 1.0003 1.0003 C000019445 100000.00 3082690327.87 3082139524.52 1.0004 1.0004 1.0003 1.0003 73299109.29 55351465.25 21924605.86 68470469.31 25873318.88 48313663.91 24089682.98 31200549.56 150211632.72 205648846.10 0.0003 Y Fidelity Investments, Management Fees, -8.30; Fannie Mae Fannie Mae, 0.49% 313588C52 B1V7KEBTPIMZEU4LTD58 US313588C520 U.S. Government Agency Debt N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0049 13987470.00 13987470.00 13987470.00 0.0045 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133EDNS7 US3133EDNS71 U.S. Government Agency Debt N/A N/A 2016-06-20 2016-06-20 2016-06-20 N N N 0.0033 2000190.00 2000190.00 2000190.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.45% 3133EFEP8 US3133EFEP81 U.S. Government Agency Debt N/A N/A 2016-06-29 2016-06-29 2016-06-29 N N N 0.0045 7000462.00 7000462.00 7000462.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133EDSF0 US3133EDSF06 U.S. Government Agency Debt N/A N/A 2016-06-10 2017-02-10 2017-02-10 N N N 0.0046 29998530.00 29998530.00 29998530.00 0.0097 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.39% 313384XY0 US313384XY06 U.S. Government Agency Debt N/A N/A 2016-06-10 2016-06-10 2016-06-10 N N N 0.0039 53997030.00 53997030.00 53997030.00 0.0175 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.31% to 0.36% 313384YB9 US313384YB93 U.S. Government Agency Debt N/A N/A 2016-06-13 2016-06-13 2016-06-13 N N N 0.0036 33997484.00 33997484.00 33997484.00 0.0110 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.31% to 0.37% 313384YN3 US313384YN32 U.S. Government Agency Debt N/A N/A 2016-06-24 2016-06-24 2016-06-24 N N N 0.0037 30995629.00 30995629.00 30995629.00 0.0101 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% to 0.37% 313384YT0 US313384YT02 U.S. Government Agency Debt N/A N/A 2016-06-29 2016-06-29 2016-06-29 N N N 0.0037 14997420.00 14997420.00 14997420.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130A5FW4 US3130A5FW41 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N N 0.0033 2050071.75 2050071.75 2050071.75 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384A66 US313384A668 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0033 17986986.00 17986986.00 17986986.00 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384A82 US313384A825 U.S. Government Agency Debt N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0033 17986572.00 17986572.00 17986572.00 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384B57 US313384B575 U.S. Government Agency Debt N/A N/A 2016-08-10 2016-08-10 2016-08-10 N N N 0.0033 7993576.00 7993576.00 7993576.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 0.60% 313384YV5 US313384YV57 U.S. Government Agency Debt N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0060 20194424.80 20194424.80 20194424.80 0.0066 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384ZA0 US313384ZA02 U.S. Government Agency Debt N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0034 111948940.84 111948940.83 111948940.83 0.0363 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 0.47% 313384B73 US313384B732 U.S. Government Agency Debt N/A N/A 2016-08-12 2016-08-12 2016-08-12 N N N 0.0047 31973568.00 31973568.00 31973568.00 0.0104 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% to 0.37% 313384YF0 US313384YF08 U.S. Government Agency Debt N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N N 0.0037 15998432.00 15998432.00 15998432.00 0.0052 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384ZB8 US313384ZB84 U.S. Government Agency Debt N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0035 2999007.00 2999007.00 2999007.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.35% to 0.58% 313384ZH5 US313384ZH54 U.S. Government Agency Debt N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0058 38984946.00 38984946.00 38984946.00 0.0126 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384ZK8 US313384ZK83 U.S. Government Agency Debt N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0035 3998380.00 3998380.00 3998380.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384ZX0 US313384ZX05 U.S. Government Agency Debt N/A N/A 2016-07-27 2016-07-27 2016-07-27 N N N 0.0035 34981975.00 34981975.00 34981975.00 0.0113 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 313384YC7 US313384YC76 U.S. Government Agency Debt N/A N/A 2016-06-14 2016-06-14 2016-06-14 N N N 0.0036 1999840.00 1999840.00 1999840.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384YL7 US313384YL75 U.S. Government Agency Debt N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0037 30996001.00 30996001.00 30996001.00 0.0101 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.37% to 0.59% 313384YR4 US313384YR46 U.S. Government Agency Debt N/A N/A 2016-06-27 2016-06-27 2016-06-27 N N N 0.0059 22996320.00 22996320.00 22996320.00 0.0075 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384YU7 US313384YU74 U.S. Government Agency Debt N/A N/A 2016-06-30 2016-06-30 2016-06-30 N N N 0.0037 7998576.00 7998576.00 7998576.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5VY2 US3130A5VY23 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-15 2016-07-15 2016-07-15 N N N 0.0038 8000208.00 8000208.00 8000208.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5X79 US3130A5X791 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-17 2017-01-17 2017-01-17 N N N 0.0038 9996490.00 9996490.00 9996490.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6BJ5 US3130A6BJ58 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-19 2016-08-19 2016-08-19 N N N 0.0038 28000504.00 28000504.00 28000504.00 0.0091 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5VQ9 US3130A5VQ98 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-08 2016-07-08 2016-07-08 N N N 0.0039 17000816.00 17000816.00 17000816.00 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313384XW4 US313384XW40 U.S. Government Agency Debt N/A N/A 2016-06-08 2016-06-08 2016-06-08 N N N 0.0039 17999226.00 17999226.00 17999226.00 0.0058 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5WM7 US3130A5WM75 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-13 2016-09-13 2016-09-13 N N N 0.0039 2999751.00 2999751.00 2999751.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313384YD5 US313384YD59 U.S. Government Agency Debt N/A N/A 2016-06-15 2016-06-15 2016-06-15 N N N 0.0039 28997506.00 28997506.00 28997506.00 0.0094 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5RG6 US3130A5RG62 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-24 2016-06-24 2016-06-24 N N N 0.0039 6000198.00 6000198.00 6000198.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313384XR5 US313384XR54 U.S. Government Agency Debt N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0040 32999604.00 32999604.00 32999604.00 0.0107 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-24 2017-01-24 2017-01-24 N N N 0.0040 7997168.00 7997168.00 7997168.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5J34 US3130A5J345 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-03 2016-12-02 2016-12-02 N N N 0.0041 4999355.00 4999355.00 4999355.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A7PA7 US3130A7PA76 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-04 2016-08-04 2016-08-04 N N N 0.0041 3000174.00 3000174.00 3000174.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A7ZE8 US3130A7ZE88 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-10 2016-11-10 2016-11-10 N N N 0.0041 2999934.00 2999934.00 2999934.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A7ZH1 US3130A7ZH10 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-10 2016-11-10 2016-11-10 N N N 0.0041 2999934.00 2999934.00 2999934.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A7XV2 US3130A7XV22 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-03 2016-11-03 2016-11-03 N N N 0.0042 3000000.00 3000000.00 3000000.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6FK8 US3130A6FK85 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-08 2016-09-08 2016-09-08 N N N 0.0042 20000160.00 20000160.00 20000160.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6FL6 US3130A6FL68 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-09 2016-09-09 2016-09-09 N N N 0.0042 20000140.00 20000140.00 20000140.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A7ZA6 US3130A7ZA66 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-10 2016-11-10 2016-11-10 N N N 0.0042 1000001.00 1000001.00 1000001.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-17 2016-10-17 2016-10-17 N N N 0.0042 13000689.00 13000689.00 13000689.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6LA3 US3130A6LA30 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-06 2016-07-06 2016-07-06 N N N 0.0043 21001638.00 21001638.00 21001638.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A82D4 US3130A82D45 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-13 2017-01-13 2017-01-13 N N N 0.0043 6000000.00 6000000.00 6000000.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A7CJ2 US3130A7CJ23 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-17 2016-06-20 2016-06-20 N N N 0.0043 7000371.00 7000371.00 7000371.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A73L7 US3130A73L79 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-20 2016-06-20 2016-06-20 N N N 0.0043 8000400.00 8000400.00 8000400.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% to 0.49% 313384C64 US313384C649 U.S. Government Agency Debt N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0049 27974632.00 27974632.00 27974632.00 0.0091 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 313384F95 US313384F956 U.S. Government Agency Debt N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0043 8988867.00 8988867.00 8988867.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A6U96 US3130A6U969 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0044 35000105.00 35000105.00 35000105.00 0.0114 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A7N92 US3130A7N921 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-30 2016-08-30 2016-08-30 N N N 0.0044 5000150.00 5000150.00 5000150.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-03 2017-02-03 2017-02-03 N N N 0.0045 1999944.00 1999944.00 1999944.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7A54 US3130A7A548 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-05 2016-07-05 2016-07-05 N N N 0.0045 21002079.00 21002079.00 21002079.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7AH8 US3130A7AH84 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-05 2016-07-05 2016-07-05 N N N 0.0045 4000396.00 4000396.00 4000396.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A73H6 US3130A73H67 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-14 2016-07-14 2016-07-14 N N N 0.0045 16001904.00 16001904.00 16001904.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A6V61 US3130A6V611 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-15 2016-06-15 2016-06-15 N N N 0.0045 13000663.00 13000663.00 13000663.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 313384D55 US313384D555 U.S. Government Agency Debt N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0045 22977299.00 22977299.00 22977299.00 0.0075 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A77E9 US3130A77E90 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-02 2016-08-02 2016-08-02 N N N 0.0046 3000432.00 3000432.00 3000432.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A76U4 US3130A76U42 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-02 2016-08-02 2016-08-02 N N N 0.0046 4000540.00 4000540.00 4000540.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A77F6 US3130A77F65 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-08 2016-08-08 2016-08-08 N N N 0.0046 13001781.00 13001781.00 13001781.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74B8 US3130A74B88 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-20 2016-07-20 2016-07-20 N N N 0.0046 8001072.00 8001072.00 8001072.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A8CF8 US3130A8CF83 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-01 2017-03-01 2017-03-01 N N N 0.0046 4999625.00 4999625.00 4999625.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 313384D30 US313384D308 U.S. Government Agency Debt N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0046 7992288.00 7992288.00 7992288.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 313384N39 US313384N398 U.S. Government Agency Debt N/A N/A 2016-11-04 2016-11-04 2016-11-04 N N N 0.0046 11873748.60 11873748.60 11873748.60 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8CQ4 US3130A8CQ49 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-01 2017-03-01 2017-03-01 N N N 0.0047 5000000.00 5000000.00 5000000.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A76P5 US3130A76P56 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-01 2016-09-01 2016-09-01 N N N 0.0047 6000846.00 6000846.00 6000846.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 313384XV6 US313384XV66 U.S. Government Agency Debt N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0047 6999741.00 6999741.00 6999741.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7BU8 US3130A7BU86 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-11 2016-08-11 2016-08-11 N N N 0.0047 1000159.00 1000159.00 1000159.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A73R4 US3130A73R40 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-19 2016-07-19 2016-07-19 N N N 0.0047 8001120.00 8001120.00 8001120.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A74J1 US3130A74J15 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-21 2016-07-21 2016-07-21 N N N 0.0047 2000270.00 2000270.00 2000270.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A74U6 US3130A74U69 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-25 2016-07-25 2016-07-25 N N N 0.0047 12001680.00 12001680.00 12001680.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A74C6 US3130A74C61 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-25 2016-07-25 2016-07-25 N N N 0.0047 8001152.00 8001152.00 8001152.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A75N1 US3130A75N18 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-26 2016-07-26 2016-07-26 N N N 0.0047 8001128.00 8001128.00 8001128.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A75H4 US3130A75H40 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-27 2016-08-26 2016-08-26 N N N 0.0047 2000282.00 2000282.00 2000282.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8CV3 US3130A8CV34 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-01 2017-03-01 2017-03-01 N N N 0.0047 10000000.00 10000000.00 10000000.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7UP8 US3130A7UP80 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0047 1999892.00 1999892.00 1999892.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A84U4 US3130A84U42 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-18 2016-11-18 2016-11-18 N N N 0.0047 5997180.00 5997180.00 5997180.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A84G5 US3130A84G57 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0047 2998383.00 2998383.00 2998383.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7K87 US3130A7K877 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-23 2016-09-23 2016-09-23 N N N 0.0048 6000954.00 6000954.00 6000954.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A75F8 US3130A75F83 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-25 2016-08-25 2016-08-25 N N N 0.0048 8001128.00 8001128.00 8001128.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A75M3 US3130A75M35 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-25 2016-08-25 2016-08-25 N N N 0.0048 8001128.00 8001128.00 8001128.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7DF9 US3130A7DF91 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-25 2016-08-25 2016-08-25 N N N 0.0048 2000304.00 2000304.00 2000304.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7XF7 US3130A7XF71 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2017-02-02 2017-02-02 N N N 0.0048 2999730.00 2999730.00 2999730.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7XX8 US3130A7XX87 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2017-02-03 2017-02-03 N N N 0.0048 1999820.00 1999820.00 1999820.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7QR9 US3130A7QR92 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-07 2016-10-07 2016-10-07 N N N 0.0048 999822.00 999822.00 999822.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384K65 US313384K659 U.S. Government Agency Debt N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0048 8985789.00 8985789.00 8985789.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384L23 US313384L236 U.S. Government Agency Debt N/A N/A 2016-10-18 2016-10-18 2016-10-18 N N N 0.0048 2995122.00 2995122.00 2995122.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384L56 U.S. Government Agency Debt N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0048 5990034.00 5990034.00 5990034.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7Y74 US3130A7Y746 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-09 2016-11-09 2016-11-09 N N N 0.0048 1999512.00 1999512.00 1999512.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8D91 US3130A8D912 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-02 2017-03-02 2017-03-02 N N N 0.0049 3000000.00 3000000.00 3000000.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7AA3 US3130A7AA32 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-26 2016-10-26 2016-10-26 N N N 0.0049 4001116.00 4001116.00 4001116.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8D83 US3130A8D839 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-02 2017-03-02 2017-03-02 N N N 0.0049 7000000.00 7000000.00 7000000.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A5VX4 US3130A5VX40 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-17 2016-10-17 2016-10-17 N N N 0.0049 8000928.00 8000928.00 8000928.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7YN9 US3130A7YN96 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-05 2017-05-05 2017-05-05 N N N 0.0049 12999285.00 12999285.00 12999285.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7Z65 US3130A7Z651 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-11 2017-05-11 2017-05-11 N N N 0.0049 15998224.00 15998224.00 15998224.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7CN3 US3130A7CN35 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0049 4000552.00 4000552.00 4000552.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7PG4 US3130A7PG47 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-05 2016-10-05 2016-10-05 N N N 0.0049 6999881.00 6999881.00 6999881.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7RG2 US3130A7RG29 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0049 3998948.00 3998948.00 3998948.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7QL2 US3130A7QL23 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0049 6999083.00 6999083.00 6999083.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7TE5 US3130A7TE52 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0049 12995268.00 12995268.00 12995268.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7TN5 US3130A7TN51 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0049 2998740.00 2998740.00 2998740.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7TG0 US3130A7TG01 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0049 6997060.00 6997060.00 6997060.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7VC6 US3130A7VC68 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0049 2000050.00 2000050.00 2000050.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7V44 US3130A7V445 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0049 12000300.00 12000300.00 12000300.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-06 2017-06-06 2017-06-06 N N N 0.0050 5999886.00 5999886.00 5999886.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7ZD0 US3130A7ZD06 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-20 2017-06-19 2017-06-19 N N N 0.0050 5998740.00 5998740.00 5998740.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A5W62 US3130A5W629 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-23 2017-01-23 2017-01-23 N N N 0.0050 16000096.00 16000096.00 16000096.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A5WR6 US3130A5WR62 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2017-02-03 2017-02-03 N N N 0.0050 30002340.00 30002340.00 30002340.00 0.0097 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A67B7 US3130A67B79 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-07 2017-02-07 2017-02-07 N N N 0.0050 30002310.00 30002310.00 30002310.00 0.0097 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A5YX1 US3130A5YX13 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-09 2017-02-09 2017-02-09 N N N 0.0050 32002432.00 32002432.00 32002432.00 0.0104 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A6A98 US3130A6A987 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-10 2017-02-10 2017-02-10 N N N 0.0050 5000375.00 5000375.00 5000375.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8AM5 US3130A8AM52 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-11-25 2016-11-25 N N N 0.0050 19000000.00 19000000.00 19000000.00 0.0062 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7PF6 US3130A7PF63 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0050 6999937.00 6999937.00 6999937.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7UH6 US3130A7UH64 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0050 999946.00 999946.00 999946.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A85S8 US3130A85S86 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0050 2998704.00 2998704.00 2998704.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A85Z2 US3130A85Z20 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0050 2998704.00 2998704.00 2998704.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A85Y5 US3130A85Y54 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0050 12993877.00 12993877.00 12993877.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A6ZF7 US3130A6ZF70 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-08 2016-07-08 2016-07-08 N N N 0.0051 7001162.00 7001162.00 7001162.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A56Y0 US3130A56Y00 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-27 2016-10-27 2016-10-27 N N N 0.0051 17002805.00 17002805.00 17002805.00 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8AN3 US3130A8AN36 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2016-11-25 2016-11-25 N N N 0.0051 6000000.00 6000000.00 6000000.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A3GT5 US3130A3GT54 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0052 8000240.00 8000240.00 8000240.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6GY7 US3130A6GY70 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0052 10001050.00 10001050.00 10001050.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7AN5 US3130A7AN52 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2016-08-08 2016-08-08 N N N 0.0052 15003555.00 15003555.00 15003555.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7BX2 US3130A7BX26 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-11 2016-08-11 2016-08-11 N N N 0.0052 19005282.00 19005282.00 19005282.00 0.0062 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7AP0 US3130A7AP01 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-12 2016-08-12 2016-08-12 N N N 0.0052 8001944.00 8001944.00 8001944.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7BP9 US3130A7BP91 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-12 2016-08-12 2016-08-12 N N N 0.0052 10002630.00 10002630.00 10002630.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7BG9 US3130A7BG92 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0052 4001224.00 4001224.00 4001224.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7EM3 US3130A7EM34 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0052 9001521.00 9001521.00 9001521.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7DU6 US3130A7DU68 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0052 5000480.00 5000480.00 5000480.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7EJ0 US3130A7EJ05 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0052 9000576.00 9000576.00 9000576.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7LC7 US3130A7LC78 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-18 2017-01-05 2017-01-05 N N N 0.0053 7001904.00 7001904.00 7001904.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A6WV5 US3130A6WV57 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-22 2016-09-22 2016-09-22 N N N 0.0053 4001252.00 4001252.00 4001252.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7L45 US3130A7L453 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-03 2017-01-03 2017-01-03 N N N 0.0053 7001925.00 7001925.00 7001925.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MC6 US3130A7MC69 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-04 2017-01-04 2017-01-04 N N N 0.0053 4001100.00 4001100.00 4001100.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7LG8 US3130A7LG82 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-09 2017-01-09 2017-01-09 N N N 0.0053 6001638.00 6001638.00 6001638.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7LD5 US3130A7LD51 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-09 2017-01-09 2017-01-09 N N N 0.0053 3000819.00 3000819.00 3000819.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7L78 US3130A7L784 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-10 2017-01-10 2017-01-10 N N N 0.0053 7001911.00 7001911.00 7001911.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A6M53 US3130A6M537 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0053 30005790.00 30005790.00 30005790.00 0.0097 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7TW5 US3130A7TW50 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-20 2017-04-20 2017-04-20 N N N 0.0053 6002052.00 6002052.00 6002052.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2017-08-03 2017-08-03 N N N 0.0053 999999.00 999999.00 999999.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-04 2017-08-04 2017-08-04 N N N 0.0053 6000552.00 6000552.00 6000552.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A76L4 US3130A76L43 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0053 8001840.00 8001840.00 8001840.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7ME2 US3130A7ME26 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0053 7000476.00 7000476.00 7000476.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MP7 US3130A7MP72 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0053 7000420.00 7000420.00 7000420.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7MJ1 US3130A7MJ13 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0053 7000420.00 7000420.00 7000420.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7G82 US3130A7G826 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-02 2016-12-02 2016-12-02 N N N 0.0054 10003530.00 10003530.00 10003530.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8BX0 US3130A8BX09 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-03 2017-03-03 2017-03-03 N N N 0.0054 9000333.00 9000333.00 9000333.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J30 US3130A7J309 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-09 2016-12-09 2016-12-09 N N N 0.0054 11003630.00 11003630.00 11003630.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J48 US3130A7J481 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-14 2016-12-14 2016-12-14 N N N 0.0054 4001328.00 4001328.00 4001328.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LJ2 US3130A7LJ22 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-18 2017-01-13 2017-01-13 N N N 0.0054 7001883.00 7001883.00 7001883.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LK9 US3130A7LK94 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-18 2017-01-13 2017-01-13 N N N 0.0054 4001076.00 4001076.00 4001076.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LB9 US3130A7LB95 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-18 2017-01-06 2017-01-06 N N N 0.0054 7001904.00 7001904.00 7001904.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A3T53 US3130A3T539 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-23 2016-12-23 2016-12-23 N N N 0.0054 18006750.00 18006750.00 18006750.00 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7L52 US3130A7L529 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-05 2017-01-05 2017-01-05 N N N 0.0054 3000816.00 3000816.00 3000816.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A6YK7 US3130A6YK74 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0054 15002565.00 15002565.00 15002565.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A6ZA8 US3130A6ZA83 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0054 12002148.00 12002148.00 12002148.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A6MV6 US3130A6MV67 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-21 2016-07-21 2016-07-21 N N N 0.0054 8001688.00 8001688.00 8001688.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A74S1 US3130A74S14 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-22 2016-07-22 2016-07-22 N N N 0.0054 4000940.00 4000940.00 4000940.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A75V3 US3130A75V34 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-27 2016-10-27 2016-10-27 N N N 0.0054 8002296.00 8002296.00 8002296.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7BJ3 US3130A7BJ32 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-19 2016-10-19 2016-10-19 N N N 0.0054 5001405.00 5001405.00 5001405.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8C27 US3130A8C278 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0054 6000222.00 6000222.00 6000222.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8CG6 US3130A8CG66 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0054 4000148.00 4000148.00 4000148.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8BY8 US3130A8BY81 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0054 6000222.00 6000222.00 6000222.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7FY6 US3130A7FY62 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0054 5000475.00 5000475.00 5000475.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J63 US3130A7J630 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0054 14002086.00 14002086.00 14002086.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JD8 US3130A7JD89 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0054 7000770.00 7000770.00 7000770.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J97 US3130A7J978 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0054 7000770.00 7000770.00 7000770.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7J89 US3130A7J895 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0054 7000770.00 7000770.00 7000770.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JF3 US3130A7JF38 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0054 4000440.00 4000440.00 4000440.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JG1 US3130A7JG11 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0054 4000440.00 4000440.00 4000440.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7ND3 US3130A7ND34 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0054 14000770.00 14000770.00 14000770.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8CT8 US3130A8CT87 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-01 2017-03-01 2017-03-01 N N N 0.0055 7000266.00 7000266.00 7000266.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7GF6 US3130A7GF64 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-07 2016-12-07 2016-12-07 N N N 0.0055 7002485.00 7002485.00 7002485.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7HD0 US3130A7HD08 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-07 2016-12-07 2016-12-07 N N N 0.0055 8002840.00 8002840.00 8002840.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7FW0 US3130A7FW07 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-09 2016-12-09 2016-12-09 N N N 0.0055 5001780.00 5001780.00 5001780.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7LP8 US3130A7LP81 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-21 2017-03-21 2017-03-21 N N N 0.0055 2001074.00 2001074.00 2001074.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7EU5 US3130A7EU59 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-23 2016-12-23 2016-12-23 N N N 0.0055 9003753.00 9003753.00 9003753.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7MK8 US3130A7MK85 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-23 2017-03-23 2017-03-23 N N N 0.0055 7003773.00 7003773.00 7003773.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7MF9 US3130A7MF90 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-24 2017-03-24 2017-03-24 N N N 0.0055 8004320.00 8004320.00 8004320.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7NC5 US3130A7NC50 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-30 2017-03-30 2017-03-30 N N N 0.0055 4002184.00 4002184.00 4002184.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7Q57 US3130A7Q577 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-05 2017-04-05 2017-04-05 N N N 0.0055 13006604.00 13006604.00 13006604.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7PK5 US3130A7PK58 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-05 2017-04-05 2017-04-05 N N N 0.0055 3001524.00 3001524.00 3001524.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7P74 US3130A7P744 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-07 2017-04-07 2017-04-07 N N N 0.0055 6003054.00 6003054.00 6003054.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A6YU5 US3130A6YU56 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0055 7001449.00 7001449.00 7001449.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A6ZC4 US3130A6ZC40 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-11 2016-10-11 2016-10-11 N N N 0.0055 17005882.00 17005882.00 17005882.00 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A6YY7 US3130A6YY78 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-12 2016-10-12 2016-10-12 N N N 0.0055 11003795.00 11003795.00 11003795.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A6ZR1 US3130A6ZR19 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0055 4001212.00 4001212.00 4001212.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A76C4 US3130A76C44 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-28 2016-10-28 2016-10-28 N N N 0.0055 5001630.00 5001630.00 5001630.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A75Y7 US3130A75Y72 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-28 2016-10-28 2016-10-28 N N N 0.0055 8002608.00 8002608.00 8002608.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2017-11-02 2017-11-02 N N N 0.0055 2999574.00 2999574.00 2999574.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7AM7 US3130A7AM79 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2016-11-08 2016-11-08 N N N 0.0055 15005055.00 15005055.00 15005055.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8BU6 US3130A8BU69 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0055 4000000.00 4000000.00 4000000.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313384P94 US313384P948 U.S. Government Agency Debt N/A N/A 2016-11-18 2016-11-18 2016-11-18 N N N 0.0055 16959132.00 16959132.00 16959132.00 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8C35 US3130A8C351 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-01 2017-06-01 2017-06-01 N N N 0.0056 5000250.00 5000250.00 5000250.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A6TU1 US3130A6TU12 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0056 4000024.00 4000024.00 4000024.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7DG7 US3130A7DG74 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-03 2017-03-03 2017-03-03 N N N 0.0056 7003885.00 7003885.00 7003885.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7DL6 US3130A7DL69 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-07 2017-03-07 2017-03-07 N N N 0.0056 7004459.00 7004459.00 7004459.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7MN2 US3130A7MN25 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-28 2017-03-28 2017-03-28 N N N 0.0056 7003808.00 7003808.00 7003808.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7NH4 US3130A7NH48 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-29 2017-03-29 2017-03-29 N N N 0.0056 4002180.00 4002180.00 4002180.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A6Z26 US3130A6Z265 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0056 6001170.00 6001170.00 6001170.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8AL7 US3130A8AL79 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-21 2017-07-21 2017-07-21 N N N 0.0056 2000000.00 2000000.00 2000000.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-25 2017-10-25 2017-10-25 N N N 0.0056 2000008.00 2000008.00 2000008.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A75E1 US3130A75E19 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-25 2016-10-25 2016-10-25 N N N 0.0056 8002640.00 8002640.00 8002640.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-27 2017-10-27 2017-10-27 N N N 0.0056 5000700.00 5000700.00 5000700.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-27 2017-10-27 2017-10-27 N N N 0.0056 1000103.00 1000103.00 1000103.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2017-11-02 2017-11-02 N N N 0.0056 9999440.00 9999440.00 9999440.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A76B6 US3130A76B60 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2016-11-02 2016-11-02 N N N 0.0056 5001655.00 5001655.00 5001655.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7G66 US3130A7G669 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-03 2017-03-03 2017-03-03 N N N 0.0057 3001554.00 3001554.00 3001554.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7G74 US3130A7G743 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-07 2017-03-07 2017-03-07 N N N 0.0057 14008386.00 14008386.00 14008386.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7HL2 US3130A7HL24 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-07 2017-03-07 2017-03-07 N N N 0.0057 14007840.00 14007840.00 14007840.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7GB5 US3130A7GB50 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-09 2017-03-09 2017-03-09 N N N 0.0057 4002404.00 4002404.00 4002404.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7HX6 US3130A7HX61 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-09 2017-03-09 2017-03-09 N N N 0.0057 4002252.00 4002252.00 4002252.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7F26 US3130A7F265 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-30 2017-03-30 2017-03-30 N N N 0.0057 5003350.00 5003350.00 5003350.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A8AJ2 US3130A8AJ24 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-26 2017-07-26 2017-07-26 N N N 0.0057 5000000.00 5000000.00 5000000.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7BH7 US3130A7BH75 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2017-02-17 2017-02-17 N N N 0.0057 8004848.00 8004848.00 8004848.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7BK0 US3130A7BK05 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2017-02-17 2017-02-17 N N N 0.0057 12007272.00 12007272.00 12007272.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7EP6 US3130A7EP64 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-11-25 2016-11-25 N N N 0.0057 14004914.00 14004914.00 14004914.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A7EA9 US3130A7EA95 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-01 2017-03-01 2017-03-01 N N N 0.0058 5002785.00 5002785.00 5002785.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A7FU4 US3130A7FU41 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-07 2017-03-07 2017-03-07 N N N 0.0058 4002548.00 4002548.00 4002548.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 313384ZC6 US313384ZC67 U.S. Government Agency Debt N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0058 1274566.50 1274566.50 1274566.50 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A8BC6 US3130A8BC61 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-26 2017-07-26 2017-07-26 N N N 0.0058 6000348.00 6000348.00 6000348.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 313384F87 US313384F873 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0058 8988975.00 8988975.00 8988975.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 313384ZF9 US313384ZF98 U.S. Government Agency Debt N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0059 32987856.00 32987856.00 32987856.00 0.0107 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A72H7 US3130A72H76 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-12 2016-07-12 2016-07-12 N N N 0.0059 8002120.00 8002120.00 8002120.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A72K0 US3130A72K06 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-12 2016-07-12 2016-07-12 N N N 0.0059 8002120.00 8002120.00 8002120.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7EB7 US3130A7EB78 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-24 2017-02-24 2017-02-24 N N N 0.0060 8004936.00 8004936.00 8004936.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7EF8 US3130A7EF82 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-24 2017-02-24 2017-02-24 N N N 0.0060 2001234.00 2001234.00 2001234.00 0.0006 N N N N Freddie Mac Freddie Mac, 0.44% 3134G6AE3 S6XOOCT0IEG5ABCC6L87 US3134G6AE38 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-21 2016-07-21 2016-07-21 N N N 0.0044 32001216.00 32001216.00 32001216.00 0.0104 N N N N Freddie Mac Freddie Mac, 0.46% 3134G8DN6 S6XOOCT0IEG5ABCC6L87 US3134G8DN65 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-14 2016-06-14 2016-06-14 N N N 0.0046 33000858.00 33000858.00 33000858.00 0.0107 N N N N Freddie Mac Freddie Mac, 0.52% 3134G5PN9 S6XOOCT0IEG5ABCC6L87 US3134G5PN98 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-14 2016-11-14 2016-11-14 N N N 0.0052 29006583.00 29006583.00 29006583.00 0.0094 N N N N Freddie Mac Freddie Mac, 0.75% 3134G8LG2 S6XOOCT0IEG5ABCC6L87 US3134G8LG23 0001026214 U.S. Government Agency Debt N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0075 4998445.00 4998445.00 4998445.00 0.0016 N N N N Freddie Mac Freddie Mac, 0.75% 3134G8LF4 S6XOOCT0IEG5ABCC6L87 US3134G8LF40 0001026214 U.S. Government Agency Debt N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0075 13003705.00 13003705.00 13003705.00 0.0042 N N N N Bank of America NA In a joint trading account with Bank of America NA at 0.3%, dated 5/31/2016 due 06/01/2016 B4TYDEB6GKMZO031MB27 AFI707000_04197 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 19939844.13 19391819.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-10-25 3 - 5.8 25185623.05 10817269.44 Agency Collateralized Mortgage Obligation N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 29328951.70 29328951.70 29328951.70 0.0095 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.3%, dated 5/31/2016 due 06/01/2016 L3I9ZG2KFGXZ61BMYR72 AFI707000_04240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-06-30 2045-11-15 0.5 - 6.125 304400.32 308876.79 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 302613.53 302613.53 302613.53 0.0001 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.3%, dated 5/31/2016 due 06/01/2016 R0MUWSFPU8MPRO8K5P83 AFI707000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-08-31 2045-11-15 0 - 8.75 22854536.81 23283494.54 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2046-01-01 1 - 7.5 11114994.54 7706129.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-02-16 2066-04-20 0.954 - 7 5383878.59 3454624.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-28 2051-09-01 1.25 - 7.5 29559096.10 20824273.25 Agency Debentures and Agency Strips N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 54151502.50 54151502.50 54151502.50 0.0176 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.3%, dated 5/31/2016 due 06/01/2016 VJW2DOOHGDT6PR0ZRO63 AFI707000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-06-09 2045-08-15 0 - 8.875 596439.59 597033.19 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-06-20 2034-10-10 0.42 - 5.45 24498.89 24718.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-06-06 2026-03-30 0 - 6.015 159466.84 160738.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2046-05-01 0 - 8.5 1254822.23 726128.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2016-10-15 2046-05-20 2.5 - 9.5 993329.82 505018.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2016-07-15 2046-05-01 0 - 8.5 1152853.59 525966.49 Agency Debentures and Agency Strips N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 2489724.25 2489724.25 2489724.25 0.0008 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.3%, dated 5/31/2016 due 06/01/2016 E57ODZWZ7FF32TWEFA76 AFI707000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2028-10-15 0 - 0 112393.27 84916.29 Agency Debentures and Agency Strips US TREASURY 2016-07-15 2046-05-15 0 - 9.125 13676299.85 14735364.81 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-06-12 2018-06-12 0.72 - 0.72 2712.02 2714.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 133.38 133.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2044-04-01 0 - 6.75 479617.34 411137.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 993541.00 536353.43 Agency Mortgage-Backed Securities FINANCE CORPORATION 2017-02-03 2018-02-03 0 - 0 32.14 31.85 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2016-12-15 2016-12-15 4.875 - 4.875 8.89 9.29 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.375 - 7.95 506814.84 166016.24 Agency Debentures and Agency Strips N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 15560776.58 15560776.58 15560776.58 0.0050 N Y Y N Citibank NA Citibank NA, 0.31% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-11-15 2039-02-15 0.125 - 7.625 2624800.00 3073949.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2017-07-14 2017-07-14 0.75 - 0.75 2000.00 2004.67 Agency Debentures and Agency Strips N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0031 3000000.00 3000000.00 3000000.00 0.0010 N N Y N Citibank NA Citibank NA, 0.32% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2039-02-15 2045-08-15 2.875 - 4.625 15104100.00 18196255.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-10-18 2018-04-09 0.75 - 5.125 101000.00 103328.35 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-15 2042-12-15 2.5 - 2.5 97465.00 70154.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-02-26 2041-10-01 1.375 - 3.5 277998.00 167178.79 Agency Debentures and Agency Strips N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0032 18000000.00 18000000.00 18000000.00 0.0058 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.3%, dated 5/31/2016 due 06/01/2016 1VUV7VQFKUOQSJ21A208 AFI707000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-02-28 2045-11-15 0.5 - 6 45752184.95 47647631.58 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 46682329.74 46682329.74 46682329.74 0.0151 N Y Y N Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.28% 1V8Y6QCX6YMJ2OELII46 0000318336 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2031-03-15 6.75 - 6.75 1406000.00 902272.31 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2025-01-15 2025-01-15 N/A 2660000.00 2159813.55 Agency Debentures and Agency Strips N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 2999981.40 2999981.40 2999981.40 0.0010 N N Y N Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.28% 1V8Y6QCX6YMJ2OELII46 0000318336 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2025-01-15 2029-05-15 0 - 6.25 3855000.00 3060563.72 Agency Debentures and Agency Strips N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0028 2999962.80 2999962.80 2999962.80 0.0010 N N Y N Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.35% 1V8Y6QCX6YMJ2OELII46 0000318336 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2031-03-15 6.75 - 6.75 7950000.00 5101753.11 Agency Debentures and Agency Strips N/A N/A 2016-06-06 2016-06-06 2016-06-06 N N N 0.0035 5000100.00 5000100.00 5000100.00 0.0016 N N Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.3%, dated 5/31/2016 due 06/01/2016 1V8Y6QCX6YMJ2OELII46 AFI707000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-31 2045-05-15 0.5 - 8.75 55965643.25 59220891.26 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 57993420.90 57993420.90 57993420.90 0.0188 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.3%, dated 5/31/2016 due 06/01/2016 CYYGQCGNHMHPSMRL3R97 AFI707000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-11-30 2037-02-15 1 - 7.875 1628369.76 1814650.75 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2045-06-01 3 - 5 3265021.63 1898295.88 Agency Mortgage-Backed Securities U.S. TREASURY 2017-01-31 2017-01-31 0.084 - 0.084 85111.15 85157.47 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 3722137.76 3722137.76 3722137.76 0.0012 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.3%, dated 5/31/2016 due 06/01/2016 KBVRJ5K57JZ3E2AVWX40 AFI707000_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2031-01-01 2045-12-01 3.5 - 5 3039412.10 1523727.13 Agency Mortgage-Backed Securities N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 1493834.55 1493834.55 1493834.55 0.0005 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.35% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 2660000.00 2044824.93 Agency Mortgage-Backed Securities N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0035 2000000.00 2000000.00 2000000.00 0.0006 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.37% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 3985000.00 3063393.74 Agency Mortgage-Backed Securities N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0037 3000150.00 3000150.00 3000150.00 0.0010 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.40% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-11-01 2044-11-01 4 - 4 6595000.00 6124453.57 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-08-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0040 6000240.00 6000240.00 6000240.00 0.0019 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.40% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-11-01 2044-11-01 4 - 4 4395000.00 4081421.30 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-08-08 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0040 4000160.00 4000160.00 4000160.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.40% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 5310000.00 4081962.55 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-08-09 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0040 4000200.00 4000200.00 4000200.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 5310000.00 4081962.55 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-08-03 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 4000120.00 4000120.00 4000120.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-11-01 2044-11-01 4 - 4 5495000.00 5102937.44 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-08-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 5000200.00 5000200.00 5000200.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-11-01 2044-11-01 4 - 4 5495000.00 5102937.44 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-08-02 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 5000150.00 5000150.00 5000150.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-11-01 2044-11-01 4 - 4 5495000.00 5102937.44 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-08-01 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 5000100.00 5000100.00 5000100.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 3985000.00 3063393.74 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-07-20 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 3000300.00 3000300.00 3000300.00 0.0010 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 3985000.00 3063393.74 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-07-12 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 3000270.00 3000270.00 3000270.00 0.0010 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.3%, dated 5/31/2016 due 06/01/2016 ZBUT11V806EZRVTWT807 AFI707000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-15 2046-02-15 0.5 - 8.75 6718234.96 7244762.22 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-03-01 2045-05-01 2.087 - 6.004 14995129.13 597443.87 Agency Mortgage-Backed Securities U.S. TREASURY 2016-10-31 2018-01-31 0.053 - 0.577 60301.21 60354.62 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2049-04-01 1.834 - 7.9 37956454.01 9249973.77 Agency Mortgage-Backed Securities N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 16805638.71 16805638.71 16805638.71 0.0055 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.35% 8NAV47T0Y26Q87Y0QP81 AED818000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-03-20 2045-03-20 3.5 - 3.5 23111068.00 20408726.89 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-06-17 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A 1.0000 7 N N N 0.0035 20000000.00 20000000.00 20000000.00 0.0065 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.38% K5HU16E3LMSVCCJJJ255 AEJ660000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2025-01-15 2025-01-15 0.25 - 0.25 3100.00 3114.09 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2045-02-01 2.85 - 5.186 32774365.00 3047569.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-11-20 2045-11-20 3.5 - 3.5 1739232.00 1755383.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-05-01 2044-10-01 2.565 - 3.013 1374214.00 295565.12 Agency Mortgage-Backed Securities N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0038 5000450.00 5000450.00 5000450.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.38% K5HU16E3LMSVCCJJJ255 AFB587000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2043-05-01 2.275 - 5.186 7513551.00 5101238.25 Agency Mortgage-Backed Securities N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0038 5000450.00 5000450.00 5000450.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.38% K5HU16E3LMSVCCJJJ255 AFB909000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-11-01 2046-05-01 2.275 - 3.5 18262922.00 2055797.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-05-01 2046-03-01 2.565 - 3.5 16070693.00 5085861.14 Agency Mortgage-Backed Securities N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0038 7000700.00 7000700.00 7000700.00 0.0023 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.38% K5HU16E3LMSVCCJJJ255 AFG908000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-05-01 2044-06-01 2.275 - 3.5 571965.00 606328.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-05-20 2042-05-20 4 - 4 2009380.00 853520.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2046-05-01 2.552 - 4.5 11118853.00 9760980.30 Agency Mortgage-Backed Securities N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0038 11001320.00 11001320.00 11001320.00 0.0036 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.43% K5HU16E3LMSVCCJJJ255 AEB119000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-02-28 2017-02-28 0.5 - 0.5 747200.00 747200.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2035-11-01 2041-04-01 2.587 - 3.35 22400383.00 2949431.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-05-01 2045-05-01 2.565 - 4 22307937.00 1406746.70 Agency Mortgage-Backed Securities N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0043 5001200.00 5001200.00 5001200.00 0.0016 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.40% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-10-15 2040-10-15 3 - 3 6112404.00 6181579.61 Agency Collateralized Mortgage Obligation N/A N/A 2016-06-07 2016-06-07 2016-08-08 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A 1.0000 7 N N N 0.0040 6000000.00 6000000.00 6000000.00 0.0019 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.3%, dated 5/31/2016 due 06/01/2016 7TK5RJIZDFROZCA6XF66 AFI707000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-08-25 2046-05-15 0 - 2.5 5249769.74 5229541.58 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-07-29 2025-11-10 0 - 2.98 397395.92 397964.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2046-05-01 3 - 6.5 306877.87 320615.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-16 2046-05-20 2 - 5 65788.53 66144.23 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2041-06-15 2041-07-15 4.3 - 4.375 462.45 464.31 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2023-12-01 2046-05-01 3 - 6.5 910861.50 958073.51 Agency Mortgage-Backed Securities N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 6834293.07 6834293.07 6834293.07 0.0022 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2046-06-01 1.5 - 3.5 515469.00 241167.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-20 2045-10-20 3.5 - 4.5 84325.00 77370.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-06-01 2.29 - 5 7066334.00 4784109.58 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-07-01 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 5000000.00 5000000.00 5000000.00 0.0016 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2046-06-01 1.5 - 3.5 2225468.00 1568037.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2045-10-20 3.5 - 3.5 162099.00 161439.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-05-01 2.181 - 4.867 12300278.00 8477688.19 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-07-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 10000000.00 10000000.00 10000000.00 0.0032 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2046-05-01 3 - 4 71631.00 51512.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-11-20 2045-11-20 3 - 4 3173905.00 2928525.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-06-01 2.225 - 6 3343102.00 3142282.43 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-07-19 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 6000000.00 6000000.00 6000000.00 0.0019 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2046-05-01 3 - 4 7762335.00 6730738.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-11-20 2046-03-20 3.5 - 4 7006915.00 6120689.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-05-01 2.181 - 5.5 619814.00 411646.67 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-07-18 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 13000000.00 13000000.00 13000000.00 0.0042 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-05-20 2046-05-20 3.5 - 3.5 4449708.00 4717249.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-05-01 2046-05-01 3 - 3 1366044.00 1403048.77 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-06-29 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 6000000.00 6000000.00 6000000.00 0.0019 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2046-05-01 2.548 - 4 20721.00 19626.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-11-20 2045-05-20 3.5 - 4 80112.00 72722.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-12-01 2046-06-01 2.29 - 6 6834739.00 7050705.58 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-06-15 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 7000000.00 7000000.00 7000000.00 0.0023 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-05-01 2046-05-01 1.5 - 4 1950111.00 1753671.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2045-11-20 1.875 - 4.5 4955075.00 1813984.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-05-01 2.413 - 4.867 2488124.00 1535025.74 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-06-10 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 5000000.00 5000000.00 5000000.00 0.0016 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-12-15 2046-05-01 3 - 3.5 17301.00 17922.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-03-01 2046-06-01 2.29 - 4 6912502.00 7125378.31 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-06-14 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 7000000.00 7000000.00 7000000.00 0.0023 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2046-05-01 2.197 - 4 361949.00 90870.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-11-20 2046-03-20 3.5 - 4 104970.00 96483.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2046-05-01 2.128 - 6 10790959.00 6956187.19 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-06-10 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 7000000.00 7000000.00 7000000.00 0.0023 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.37% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2046-05-01 3 - 4 30757.00 27649.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-02-20 2045-11-20 3 - 4 3675956.00 2736632.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-06-01 3 - 4.5 308758.00 297270.28 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-07-20 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 3000000.00 3000000.00 3000000.00 0.0010 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.3%, dated 5/31/2016 due 06/01/2016 O2RNE8IBXP4R0TD8PU41 AFI707000_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-06-23 2045-05-15 0 - 8.875 4849923.06 5085651.78 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2045-04-01 2.152 - 6 5273078.86 449116.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2046-03-20 1.75 - 4 10899490.78 402090.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2046-04-01 1.914 - 6 7056493.23 1689713.07 Agency Mortgage-Backed Securities N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 7469172.76 7469172.76 7469172.76 0.0024 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.3%, dated 5/31/2016 due 06/01/2016 VYVVCKR63DVZZN70PB21 AFI707000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2016-07-15 2016-10-15 0 - 0 67.52 67.37 Agency Debentures and Agency Strips US TREASURY 2016-07-31 2046-05-15 0.29 - 8.875 1162992.02 1312464.51 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-06-30 2040-11-02 0.67 - 5.75 322987.08 322512.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-06-03 2016-11-16 0 - 0 75203.11 75136.97 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-10-14 2046-04-01 0.75 - 9 362609.51 371188.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2016-08-15 2046-05-20 1.75 - 10 1561109.57 842940.85 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-07-18 2042-12-15 0 - 6.25 5233.53 5794.68 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2016-09-28 2046-04-01 0.75 - 7.125 258461.19 259989.76 Agency Debentures and Agency Strips N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 3124603.94 3124603.94 3124603.94 0.0010 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.28% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2031-05-20 2046-05-20 3.5 - 3.5 2876424.00 3060143.24 Agency Mortgage-Backed Securities N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 2999981.40 2999981.40 2999981.40 0.0010 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.32% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-12-20 2046-05-20 3 - 4 17810842.00 18459449.10 Agency Collateralized Mortgage Obligation N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0032 18000000.00 18000000.00 18000000.00 0.0058 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-11-20 2046-04-20 3.5 - 4 8643590.00 9186312.29 Agency Mortgage-Backed Securities N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0045 9002340.00 9002340.00 9002340.00 0.0029 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2031-05-20 2046-04-20 3.5 - 3.5 3838829.00 4082857.06 Agency Mortgage-Backed Securities N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0045 4001040.00 4001040.00 4001040.00 0.0013 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-05-20 2046-05-20 3.5 - 3.5 2872242.00 3061950.88 Agency Mortgage-Backed Securities N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0045 3000870.00 3000870.00 3000870.00 0.0010 N N N Y Barclays Capital, Inc. Barclays Capital, Inc., 0.31% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-06-23 2029-08-15 0 - 7.5 12586600.00 14280198.30 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0031 14000000.00 14000000.00 14000000.00 0.0045 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.35% 3Y4U8VZURTYWI1W2K376 AFB217000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-31 2024-05-15 1.875 - 2.5 4047000.00 4154056.09 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-07-27 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 4000000.00 4000000.00 4000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.38% 3Y4U8VZURTYWI1W2K376 ACI351000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2024-05-15 1.375 - 2.5 8194000.00 8267725.84 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-07-01 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A 1.0000 7 N N N 0.0038 8000000.00 8000000.00 8000000.00 0.0026 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.40% AFI567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2021-05-31 1.375 - 2.75 45100000.00 45900888.53 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0040 45000000.00 45000000.00 45000000.00 0.0146 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.31% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2022-11-15 1.625 - 1.625 19348400.00 19380199.52 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0031 19000000.00 19000000.00 19000000.00 0.0062 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.31% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-15 1.75 28420000.00 28624425.06 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0031 28000000.00 28000000.00 28000000.00 0.0091 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.28% ES7IP3U3RHIGC71XBU11 AFH482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2 1979000.00 2047954.30 U.S. Treasuries (including strips) N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 1999987.60 1999987.60 1999987.60 0.0006 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.28% ES7IP3U3RHIGC71XBU11 AFH356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 1.75 10044000.00 10253156.26 U.S. Treasuries (including strips) N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 9999938.00 9999938.00 9999938.00 0.0032 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.28% ES7IP3U3RHIGC71XBU11 AFI086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2 22672000.00 23534057.46 U.S. Treasuries (including strips) N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0028 22999714.80 22999714.80 22999714.80 0.0075 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.31% ES7IP3U3RHIGC71XBU11 AFI580000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2 8901000.00 9211137.54 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0031 9000000.00 9000000.00 9000000.00 0.0029 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-31 2018-03-31 0.875 - 0.875 3058500.00 3062003.00 U.S. Treasuries (including strips) N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0040 3000600.00 3000600.00 3000600.00 0.0010 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-15 2019-03-15 1 - 1 4076600.00 4082581.97 U.S. Treasuries (including strips) N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0040 4000840.00 4000840.00 4000840.00 0.0013 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-15 2017-03-15 0.75 - 0.75 2037100.00 2041250.17 U.S. Treasuries (including strips) N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0040 2000420.00 2000420.00 2000420.00 0.0006 N N N Y U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796JS9 US912796JS94 U.S. Treasury Debt N/A N/A 2016-11-03 2016-11-03 2016-11-03 N N N 0.0040 18963026.00 18963026.00 18963026.00 0.0062 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.50% 912796HZ5 US912796HZ55 U.S. Treasury Debt N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0050 15171773.80 15171773.80 15171773.80 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.50% 912796JV2 US912796JV24 U.S. Treasury Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0050 2993340.00 2993340.00 2993340.00 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828VL1 US912828VL14 U.S. Treasury Debt N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0032 30013560.00 30013560.00 30013560.00 0.0097 N Y Y N Fidelity Money Market Trust: Retirement Government Money Market Portfolio 2016-06-03 Stephanie Dorsey Stephanie Dorsey President and Treasurer