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3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 0000310522 U.S. Government Agency Debt N/A N/A 2016-10-11 2018-01-11 2018-01-11 N N N 0.0063 25050625.00 25050625.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% to 0.50% 313384T33 US313384T338 U.S. Government Agency Debt N/A N/A 2016-12-14 2016-12-14 2016-12-14 N N N 0.0050 87954240.00 87954240.00 0.0174 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% to 0.30% 313384V30 US313384V300 U.S. Government Agency Debt N/A N/A 2016-12-30 2016-12-30 2016-12-30 N N N 0.0030 81941871.02 81941871.02 0.0163 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.38% 313384L31 US313384L319 U.S. Government Agency Debt N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0038 67994288.00 67994288.00 0.0135 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384J34 US313384J347 U.S. Government Agency Debt N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0032 15000000.00 15000000.00 0.0030 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% to 0.50% 313384U23 US313384U237 U.S. Government Agency Debt N/A N/A 2016-12-21 2016-12-21 2016-12-21 N N N 0.0050 90948039.00 90948039.00 0.0180 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384N88 US313384N885 U.S. Government Agency Debt N/A N/A 2016-11-09 2016-11-09 2016-11-09 N N N 0.0033 74983050.00 74983050.00 0.0149 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384P52 US313384P526 U.S. Government Agency Debt N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0034 74980725.00 74980725.00 0.0149 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384P78 US313384P781 U.S. Government Agency Debt N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0034 74979825.00 74979825.00 0.0149 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384P94 US313384P948 U.S. Government Agency Debt N/A N/A 2016-11-18 2016-11-18 2016-11-18 N N N 0.0034 74978925.00 74978925.00 0.0149 N N Y N Federal Home 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Bank Federal Home Loan Bank, 0.36% 313384M48 US313384M481 U.S. Government Agency Debt N/A N/A 2016-10-28 2016-10-28 2016-10-28 N N N 0.0036 74990100.00 74990100.00 0.0149 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384J59 US313384J594 U.S. Government Agency Debt N/A N/A 2016-10-05 2016-10-05 2016-10-05 N N N 0.0037 10999879.00 10999879.00 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384J75 US313384J750 U.S. Government Agency Debt N/A N/A 2016-10-07 2016-10-07 2016-10-07 N N N 0.0037 49998950.00 49998950.00 0.0099 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.37% to 0.38% 313384K65 US313384K659 U.S. Government Agency Debt N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0038 75995592.00 75995592.00 0.0151 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.37% to 0.42% 313384M22 US313384M226 U.S. Government Agency Debt N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0042 63992256.00 63992256.00 0.0127 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384K40 US313384K402 U.S. Government Agency Debt N/A N/A 2016-10-12 2016-10-12 2016-10-12 N N N 0.0038 74996400.00 74996400.00 0.0149 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384L23 US313384L236 U.S. Government Agency Debt N/A N/A 2016-10-18 2016-10-18 2016-10-18 N N N 0.0038 49996050.00 49996050.00 0.0099 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384L56 US313384L566 U.S. Government Agency Debt N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0038 124988125.00 124988125.00 0.0248 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A9KW0 US3130A9KW08 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-22 2017-03-22 2017-03-22 N N N 0.0042 16999337.00 16999337.00 0.0034 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 6001404.00 6001404.00 0.0012 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 3000648.00 3000648.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 313384T58 US313384T585 U.S. Government Agency Debt N/A N/A 2016-12-16 2016-12-16 2016-12-16 N N N 0.0047 49973300.00 49973300.00 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313385BZ8 US313385BZ83 U.S. Government Agency Debt N/A N/A 2017-02-17 2017-02-17 2017-02-17 N N N 0.0048 49937200.00 49937200.00 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8MV2 US3130A8MV24 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2017-01-06 2017-01-06 N N N 0.0049 4002452.00 4002452.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7ZE8 US3130A7ZE88 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-10 2016-11-10 2016-11-10 N N N 0.0049 1000149.00 1000149.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7ZH1 US3130A7ZH10 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-10 2016-11-10 2016-11-10 N N N 0.0049 1000149.00 1000149.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384K32 US313384K329 U.S. Government Agency Debt N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0050 3999832.00 3999832.00 0.0008 N N Y 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 3000768.00 3000768.00 0.0006 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 3000747.00 3000747.00 0.0006 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 12002928.00 12002928.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8NM1 US3130A8NM16 0001026214 U.S. Government Agency Debt N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0050 4000168.00 4000168.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8RN5 US3130A8RN52 0001026214 U.S. Government Agency Debt N/A N/A 2017-01-18 2017-01-18 2017-01-18 N N N 0.0050 50000150.00 50000150.00 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8KK8 US3130A8KK86 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-22 2016-12-22 2016-12-22 N N N 0.0051 50014000.00 50014000.00 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 313384U49 US313384U492 U.S. Government Agency Debt N/A N/A 2016-12-23 2016-12-23 2016-12-23 N N N 0.0051 49970750.00 49970750.00 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A9KA8 US3130A9KA87 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-30 2017-06-30 2017-06-30 N N N 0.0051 8000000.00 8000000.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8MA8 US3130A8MA86 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-03 2017-04-03 2017-04-03 N N N 0.0052 4004828.00 4004828.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8DZ3 US3130A8DZ39 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-05 2016-12-05 2016-12-05 N N N 0.0052 10002580.00 10002580.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8DD2 US3130A8DD27 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2016-12-06 2016-12-06 N N N 0.0052 5001310.00 5001310.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8E33 US3130A8E332 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2016-12-06 2016-12-06 N N N 0.0052 10002620.00 10002620.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A9L66 US3130A9L665 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-23 2017-06-23 2017-06-23 N N N 0.0052 1999878.00 1999878.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A9L41 US3130A9L418 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-23 2017-06-23 2017-06-23 N N N 0.0052 4999695.00 4999695.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A8CF8 US3130A8CF83 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-02 2017-03-01 2017-03-01 N N N 0.0053 25014375.00 25014375.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A8PP2 US3130A8PP29 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-07 2017-04-07 2017-04-07 N N N 0.0053 18020034.00 18020034.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A8YW7 US3130A8YW78 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-09 2017-05-09 2017-05-09 N N N 0.0053 14006846.00 14006846.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A9CY5 US3130A9CY55 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-01 2017-06-01 2017-06-01 N N N 0.0053 22503915.00 22503915.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8ET6 US3130A8ET69 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2017-03-06 2017-03-06 N N N 0.0054 9005544.00 9005544.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8QJ5 US3130A8QJ59 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-12 2017-04-12 2017-04-12 N N N 0.0054 9010242.00 9010242.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8R47 US3130A8R474 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-13 2017-04-13 2017-04-13 N N N 0.0054 35038150.00 35038150.00 0.0070 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8JP9 US3130A8JP92 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-23 2016-11-23 2016-11-23 N N N 0.0054 9002043.00 9002043.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A9K91 US3130A9K915 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-22 2017-06-22 2017-06-22 N N N 0.0054 8000096.00 8000096.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8D83 US3130A8D839 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-02 2017-03-02 2017-03-02 N N N 0.0055 10006170.00 10006170.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8D91 US3130A8D912 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-02 2017-03-02 2017-03-02 N N N 0.0055 5003085.00 5003085.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A9FH9 US3130A9FH95 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-12 2017-06-12 2017-06-12 N N N 0.0055 9002115.00 9002115.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A9GK1 US3130A9GK16 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-13 2017-06-13 2017-06-13 N N N 0.0055 9002106.00 9002106.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8WA7 US3130A8WA76 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-28 2017-04-28 2017-04-28 N N N 0.0056 5004650.00 5004650.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A9DE8 US3130A9DE82 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-06 2017-09-06 2017-09-06 N N N 0.0058 3000837.00 3000837.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A9E31 US3130A9E314 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2017-09-07 2017-09-07 N N N 0.0058 7001589.00 7001589.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A9D99 US3130A9D993 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-11 2017-09-11 2017-09-11 N N N 0.0058 4001012.00 4001012.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9L25 US3130A9L251 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-02 2017-10-02 2017-10-02 N N N 0.0059 16999626.00 16999626.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9K67 US3130A9K675 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-26 2017-10-26 2017-10-26 N N N 0.0059 3999164.00 3999164.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A94V0 US3130A94V07 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-19 2017-08-18 2017-08-18 N N N 0.0059 5003420.00 5003420.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A94R9 US3130A94R94 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-19 2017-08-18 2017-08-18 N N N 0.0059 17011628.00 17011628.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9A43 US3130A9A437 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2017-08-25 2017-08-25 N N N 0.0059 8003792.00 8003792.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9AD3 US3130A9AD37 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2017-08-25 2017-08-25 N N N 0.0059 5002370.00 5002370.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9B67 US3130A9B674 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-01 2017-09-01 2017-09-01 N N N 0.0059 9003150.00 9003150.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9FA4 US3130A9FA43 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-15 2017-09-15 2017-09-15 N N N 0.0059 75013650.00 75013650.00 0.0149 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A96S5 US3130A96S59 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-01 2017-09-01 2017-09-01 N N N 0.0060 5002205.00 5002205.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9A50 US3130A9A502 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-06 2017-09-06 2017-09-06 N N N 0.0060 1000417.00 1000417.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9K75 US3130A9K758 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-22 2017-09-22 2017-09-22 N N N 0.0060 4000180.00 4000180.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130A84K6 US3130A84K69 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-17 2017-02-17 2017-02-17 N N N 0.0063 35024710.00 35024710.00 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A8WL3 US3130A8WL32 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-29 2017-06-01 2017-06-01 N N N 0.0066 8008280.00 8008280.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A8WG4 US3130A8WG47 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-01 2017-06-01 2017-06-01 N N N 0.0066 17017595.00 17017595.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-02 2017-06-02 2017-06-02 N N N 0.0066 4004152.00 4004152.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A8AN3 US3130A8AN36 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0067 10003380.00 10003380.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A8AM5 US3130A8AM52 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0067 29009802.00 29009802.00 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130A8RB1 US3130A8RB15 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-15 2017-05-15 2017-05-15 N N N 0.0069 10012980.00 10012980.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8C27 US3130A8C278 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-27 2017-02-27 2017-02-27 N N N 0.0070 9008622.00 9008622.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8BY8 US3130A8BY81 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-27 2017-02-27 2017-02-27 N N N 0.0070 9008622.00 9008622.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8F73 US3130A8F735 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0070 9008406.00 9008406.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8EX7 US3130A8EX71 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0070 9008604.00 9008604.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8CG6 US3130A8CG66 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-27 2017-02-27 2017-02-27 N N N 0.0070 6005748.00 6005748.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8BU6 US3130A8BU69 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-27 2017-02-27 2017-02-27 N N N 0.0071 6005868.00 6005868.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8BX0 US3130A8BX09 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-03 2017-03-03 2017-03-03 N N N 0.0071 14013692.00 14013692.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8GB3 US3130A8GB34 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-10 2017-03-10 2017-03-10 N N N 0.0071 5004740.00 5004740.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8H89 US3130A8H897 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-13 2017-03-13 2017-03-13 N N N 0.0071 50048100.00 50048100.00 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8LY7 US3130A8LY71 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-29 2016-12-29 2016-12-29 N N N 0.0071 6003474.00 6003474.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A7ZD0 US3130A7ZD06 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-19 2017-06-19 2017-06-19 N N N 0.0072 5006850.00 5006850.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A8CT8 US3130A8CT87 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-01 2017-03-01 2017-03-01 N N N 0.0072 11010648.00 11010648.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8KE2 US3130A8KE27 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-20 2017-03-20 2017-03-20 N N N 0.0073 42043680.00 42043680.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8KF9 US3130A8KF91 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-21 2017-03-21 2017-03-21 N N N 0.0073 8008352.00 8008352.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8KN2 US3130A8KN26 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-23 2017-03-23 2017-03-23 N N N 0.0073 4004216.00 4004216.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8MD2 US3130A8MD26 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-30 2017-03-30 2017-03-30 N N N 0.0073 4004736.00 4004736.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8KJ1 US3130A8KJ14 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-22 2017-03-22 2017-03-22 N N N 0.0074 50052450.00 50052450.00 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8M91 US3130A8M913 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-29 2017-03-29 2017-03-29 N N N 0.0074 4004716.00 4004716.00 0.0008 N N N N Freddie Mac Freddie Mac, 0.44% 313396P72 S6XOOCT0IEG5ABCC6L87 US313396P728 U.S. Government Agency Debt N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0044 24993275.00 24993275.00 0.0050 N N Y N Freddie Mac Freddie Mac, 0.64% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-12 2018-01-12 2018-01-12 N N N 0.0064 25050750.00 25050750.00 0.0050 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.30% 912796HQ5 US912796HQ56 U.S. Treasury Debt N/A N/A 2016-11-10 2016-11-10 2016-11-10 N N N 0.0030 49988800.00 49988800.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% 912796JV2 US912796JV24 U.S. Treasury Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0031 49988850.00 49988850.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% 912796JZ3 US912796JZ38 U.S. Treasury Debt N/A N/A 2016-12-22 2016-12-22 2016-12-22 N N N 0.0031 49972700.00 49972700.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.32% 912796JQ3 US912796JQ39 U.S. Treasury Debt N/A N/A 2016-10-20 2016-10-20 2016-10-20 N N N 0.0032 49995850.00 49995850.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.32% 912796JR1 US912796JR12 U.S. Treasury Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0032 49993500.00 49993500.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.34% 912796HU6 US912796HU68 U.S. Treasury Debt N/A N/A 2016-12-08 2016-12-08 2016-12-08 N N N 0.0034 49983050.00 49983050.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.38% 912796JY6 US912796JY62 U.S. Treasury Debt N/A N/A 2016-12-15 2016-12-15 2016-12-15 N N N 0.0038 49980050.00 49980050.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.39% to 0.40% 912796KC2 US912796KC24 U.S. Treasury Debt N/A N/A 2017-01-12 2017-01-12 2017-01-12 N N N 0.0040 49960500.00 49960500.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.42% 912796JJ9 US912796JJ95 U.S. Treasury Debt N/A N/A 2017-03-30 2017-03-30 2017-03-30 N N N 0.0042 49892200.00 49892200.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% 912796KD0 US912796KD07 U.S. Treasury Debt N/A N/A 2017-01-19 2017-01-19 2017-01-19 N N N 0.0043 49958900.00 49958900.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% 912796KE8 US912796KE89 U.S. Treasury Debt N/A N/A 2017-01-26 2017-01-26 2017-01-26 N N N 0.0043 49955100.00 49955100.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796KH1 US912796KH11 U.S. Treasury Debt N/A N/A 2017-02-16 2017-02-16 2017-02-16 N N N 0.0045 49934950.00 49934950.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796KJ7 US912796KJ76 U.S. Treasury Debt N/A N/A 2017-02-23 2017-02-23 2017-02-23 N N N 0.0045 49931150.00 49931150.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.47% 912796KM0 US912796KM06 U.S. Treasury Debt N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0047 49913850.00 49913850.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.50% 912796KP3 US912796KP37 U.S. Treasury Debt N/A N/A 2017-03-23 2017-03-23 2017-03-23 N N N 0.0050 49899200.00 49899200.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.54% 912796KN8 US912796KN88 U.S. Treasury Debt N/A N/A 2017-03-16 2017-03-16 2017-03-16 N N N 0.0054 49906850.00 49906850.00 0.0099 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.37% 912810DX3 US912810DX38 U.S. Treasury Debt N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0037 25213325.00 25213325.00 0.0050 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.35% 912828LU2 US912828LU23 U.S. Treasury Debt N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0035 13029601.00 13029601.00 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828RX0 US912828RX08 U.S. Treasury Debt N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0040 50073050.00 50073050.00 0.0099 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828MD9 US912828MD98 U.S. Treasury Debt N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0045 13093561.00 13093561.00 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828MK3 US912828MK32 U.S. Treasury Debt N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0045 15136980.00 15136980.00 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% 912828B74 US912828B741 U.S. Treasury Debt N/A N/A 2017-02-15 2017-02-15 2017-02-15 N N N 0.0046 50048500.00 50048500.00 0.0099 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% 912828MS6 US912828MS67 U.S. Treasury Debt N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0050 2021546.00 2021546.00 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.51% 912828SJ0 US912828SJ05 U.S. Treasury Debt N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0051 12025212.00 12025212.00 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.54% 912828C32 US912828C327 U.S. Treasury Debt N/A N/A 2017-03-15 2017-03-15 2017-03-15 N N N 0.0054 17022899.00 17022899.00 0.0034 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.47% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2018-02-15 0.625 - 1 10146600.00 10200497.03 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0047 10000000.00 10000000.00 0.0020 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.50% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-01-31 2041-11-15 0 - 8.125 28617700.00 29581315.84 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0050 29000000.00 29000000.00 0.0058 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.50% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-23 2025-05-15 0 - 4.75 11077300.00 11220557.37 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0050 11000000.00 11000000.00 0.0022 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.31% 3Y4U8VZURTYWI1W2K376 AJJ019000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-15 2025-02-15 2 - 2 10870000.00 11352780.18 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-10-26 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A 1.0000 7 N N N 0.0031 11000000.00 11000000.00 0.0022 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.32% 3Y4U8VZURTYWI1W2K376 AJA801000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2020-10-31 1.75 - 1.75 49640000.00 51745133.12 U.S. Treasuries (including strips) N/A N/A 2016-10-05 2016-10-05 2016-10-05 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A 1.0000 5 N N N 0.0032 50000000.00 50000000.00 0.0099 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.32% 3Y4U8VZURTYWI1W2K376 AJF632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 46280000.00 51544257.44 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-10-17 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A 1.0000 7 N N N 0.0032 50000000.00 50000000.00 0.0099 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.36% R0MUWSFPU8MPRO8K5P83 AIE534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-10 2026-11-15 0 - 6.5 12640700.00 13266590.01 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-14 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0036 13000000.00 13000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.36% R0MUWSFPU8MPRO8K5P83 AJI124000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-10 2031-02-15 0 - 5.375 15185200.00 15301690.40 U.S. Treasuries (including strips) N/A N/A 2016-11-21 2016-11-21 2016-11-21 N N N 0.0036 15001665.00 15001665.00 0.0030 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 0.37% R0MUWSFPU8MPRO8K5P83 AII028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-10 2043-02-15 0 - 3.125 44348400.00 47060277.72 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-22 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 46000000.00 46000000.00 0.0091 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.37% R0MUWSFPU8MPRO8K5P83 AJC487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-10 2044-02-15 0 - 3.625 14996800.00 15308927.57 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-07 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 15000000.00 15000000.00 0.0030 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.37% R0MUWSFPU8MPRO8K5P83 AII024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-10 2039-11-15 0 - 6.875 23434400.00 31632391.22 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-21 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 31000000.00 31000000.00 0.0061 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.40% R0MUWSFPU8MPRO8K5P83 AJB536000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-10 2043-02-15 0 - 8.5 33728800.00 38929424.51 U.S. Treasuries (including strips) N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0040 38004408.00 38004408.00 0.0075 N N N Y Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.43% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 11168200.00 11220548.15 U.S. Treasuries (including strips) N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0043 10999797.60 10999797.60 0.0022 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.55% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 12183500.00 12240607.11 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0055 12000000.00 12000000.00 0.0024 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.25% 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2021-11-15 2 - 2 250199400.00 262005559.09 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0025 262000000.00 262000000.00 0.0520 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.53% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2020-12-31 1.75 - 1.75 12875000.00 13355044.38 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0053 13000000.00 13000000.00 0.0026 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.43% OXTKY6Q8X53C9ILVV871 AJJ395000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2021-10-31 2 - 2 72973000.00 77168509.66 U.S. Treasuries (including strips) N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0043 74999542.50 74999542.50 0.0149 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.50% OXTKY6Q8X53C9ILVV871 BAA658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-28 2023-02-28 1.5 - 1.5 25258000.00 25594183.98 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0050 25000000.00 25000000.00 0.0050 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2044-02-15 1.5 - 8.75 6658200.00 7141168.75 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-29 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 7000000.00 7000000.00 0.0014 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-15 2044-08-15 1.25 - 7.5 4933400.00 5108173.64 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 5000000.00 5000000.00 0.0010 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-15 2044-08-15 0.75 - 8.75 41965200.00 49167456.93 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-10-21 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 48000000.00 48000000.00 0.0095 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.48% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2038-05-15 2038-05-15 4.5 - 4.5 7105000.00 10303351.42 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0048 10000000.00 10000000.00 0.0020 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.35% ES7IP3U3RHIGC71XBU11 AJI978000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2021-02-28 1.13 - 1.13 7134000.00 7164005.60 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0035 7000000.00 7000000.00 0.0014 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.42% ES7IP3U3RHIGC71XBU11 AJJ412000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2020-08-31 2.13 - 2.13 17606000.00 18403182.07 U.S. Treasuries (including strips) N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0042 17999884.80 17999884.80 0.0036 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.42% ES7IP3U3RHIGC71XBU11 AJJ912000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-09-30 2020-09-30 0.75 - 2 29460000.00 30584077.72 U.S. Treasuries (including strips) N/A N/A 2016-10-05 2016-10-05 2016-10-05 N N N 0.0042 29999616.00 29999616.00 0.0060 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.43% ES7IP3U3RHIGC71XBU11 BAA306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2017-10-31 1.88 - 1.88 8996000.00 9252269.05 U.S. Treasuries (including strips) N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0043 8999834.40 8999834.40 0.0018 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.43% ES7IP3U3RHIGC71XBU11 BAA700000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2022-01-31 1.5 - 1.5 6015000.00 6136328.57 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-10-07 N N N 0.0043 6000000.00 6000000.00 0.0012 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.50% ES7IP3U3RHIGC71XBU11 BAA789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 1.38 - 1.38 1016000.00 1024177.78 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0050 1000000.00 1000000.00 0.0002 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.54% ES7IP3U3RHIGC71XBU11 BAA689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2021-07-31 1.13 - 1.38 31537000.00 31692207.40 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0054 31000000.00 31000000.00 0.0061 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.41% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-15 2017-05-15 0.875 - 0.875 5074900.00 5101859.14 U.S. Treasuries (including strips) N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0041 5000650.00 5000650.00 0.0010 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.41% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-15 2017-05-15 0.875 - 0.875 7104400.00 7142140.35 U.S. Treasuries (including strips) N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0041 7000980.00 7000980.00 0.0014 N N N Y Bank of America NA In a joint trading account with Bank of America NA at 0.52%, dated 9/30/2016 due 10/03/2016 B4TYDEB6GKMZO031MB27 49R993WG4_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 36141649.51 34826553.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2045-01-25 3 - 5.8 55893507.14 25089062.36 Agency Collateralized Mortgage Obligation N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 58167979.81 58167979.81 0.0115 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.38% R0MUWSFPU8MPRO8K5P83 AJC485000 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 2027-11-01 2045-06-01 2.5 - 6.5 3073906.00 1101978.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-04-15 2024-04-15 6.5 - 6.5 1766580.00 478650.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-01 2045-11-01 3 - 6.5 23017287.00 2500491.07 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-11-07 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0038 4000000.00 4000000.00 0.0008 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.52%, dated 9/30/2016 due 10/03/2016 R0MUWSFPU8MPRO8K5P83 49R993WG4_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-12-08 2045-05-15 0 - 8.5 6980964.14 7260442.00 U.S. Treasuries (including strips) GINNIE MAE 2046-04-20 2046-04-20 3 - 3 7.32 7.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2045-06-01 1 - 7.5 2455166.04 543082.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 1.049 - 7 53412933.45 1276674.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-30 2046-06-01 1.125 - 7.5 4341090.56 2983969.47 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 11796004.72 11796004.72 0.0023 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.52%, dated 9/30/2016 due 10/03/2016 VJW2DOOHGDT6PR0ZRO63 49R993WG4_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-06 2046-08-15 0 - 5.5 1865102.21 1877896.69 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-10-03 2020-10-19 0.83 - 5.875 13612.42 13764.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-10-14 2020-12-11 0.55 - 5.375 628586.01 630755.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-05-12 2046-10-01 0.75 - 8.5 2878622.16 1707725.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2017-01-15 2046-09-20 2.5 - 9.5 1455428.25 693330.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2016-11-01 2046-09-01 0 - 8.5 3690483.38 1617813.66 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 6410872.13 6410872.13 0.0013 N Y Y N Citibank NA Citibank NA, 0.40% 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 2017-04-15 2022-08-31 0.125 - 2 4010800.00 4087755.39 U.S. Treasuries (including strips) N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0040 3999972.00 3999972.00 0.0008 N N Y N Citibank NA Citibank NA, 0.42% 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 2022-08-31 0.125 - 7.5 23278800.00 24131104.04 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-20 2042-12-15 2.5 - 4 803419.00 372011.33 Agency Mortgage-Backed Securities N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0042 23999846.40 23999846.40 0.0048 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.52%, dated 9/30/2016 due 10/03/2016 E57ODZWZ7FF32TWEFA76 49R993WG4_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 2019-10-15 2028-10-15 0 - 0 96771.39 77149.66 Agency Debentures and Agency Strips US TREASURY 2016-10-13 2046-08-15 0 - 9 10904088.11 11790060.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 114.83 116.16 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2046-07-01 1 - 6.75 338105.36 268504.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-10-20 2 - 9 1307530.47 461607.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.125 - 7.95 218313.07 164104.00 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 12501200.66 12501200.66 0.0025 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.52%, dated 9/30/2016 due 10/03/2016 1VUV7VQFKUOQSJ21A208 49R993WG4_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-30 2046-02-15 0.875 - 3.125 8112503.75 8413016.38 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 8227285.90 8227285.90 0.0016 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.57% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 7107100.00 7140412.75 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0057 7000000.00 7000000.00 0.0014 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.52%, dated 9/30/2016 due 10/03/2016 CYYGQCGNHMHPSMRL3R97 49R993WG4_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-31 2046-08-15 0.5 - 8.75 35060370.77 37871792.65 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2046-08-01 2.5 - 6.5 3334037.02 2383802.04 Agency Mortgage-Backed Securities U.S. TREASURY 2016-10-31 2018-04-30 0.053 - 0.592 1435142.44 1437884.71 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2046-09-01 2046-09-01 3 - 3 2671977.66 2786003.40 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 43583609.00 43583609.00 0.0086 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.38% 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 2040-03-01 2040-03-01 5 - 5 13655000.00 3062184.47 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0038 3000000.00 3000000.00 0.0006 N Y Y N 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 2040-03-01 2040-03-01 5 - 5 18205000.00 4082538.86 Agency Mortgage-Backed Securities N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0040 4000520.00 4000520.00 0.0008 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 2042-12-01 2042-12-01 3.5 - 3.5 11455000.00 9183120.46 Agency Mortgage-Backed Securities N/A N/A 2016-11-04 2016-11-04 2016-12-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 9000720.00 9000720.00 0.0018 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 2026-08-01 2040-03-01 4 - 5 31760147.00 7143796.11 Agency Mortgage-Backed Securities N/A N/A 2016-11-04 2016-11-04 2016-11-21 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 7001260.00 7001260.00 0.0014 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 2042-12-01 2042-12-01 3.5 - 3.5 11460000.00 9187128.81 Agency Mortgage-Backed Securities N/A N/A 2016-11-04 2016-11-04 2016-11-21 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 9001620.00 9001620.00 0.0018 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 2042-12-01 2042-12-01 3.5 - 3.5 12730000.00 10205248.67 Agency Mortgage-Backed Securities N/A N/A 2016-11-04 2016-11-04 2016-11-22 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 10001900.00 10001900.00 0.0020 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 2042-12-01 2042-12-01 3.5 - 3.5 12730000.00 10205248.67 Agency Mortgage-Backed Securities N/A N/A 2016-11-04 2016-11-04 2016-11-23 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 10001900.00 10001900.00 0.0020 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 2042-12-01 2042-12-01 3.5 - 3.5 11460000.00 9187128.81 Agency Mortgage-Backed Securities N/A N/A 2016-11-04 2016-11-04 2016-11-28 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 9000270.00 9000270.00 0.0018 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 2042-12-01 2042-12-01 3.5 - 3.5 12730000.00 10205248.67 Agency Mortgage-Backed Securities N/A N/A 2016-11-04 2016-11-04 2016-12-01 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 10000400.00 10000400.00 0.0020 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.52%, dated 9/30/2016 due 10/03/2016 ZBUT11V806EZRVTWT807 49R993WG4_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-31 2046-05-15 0.875 - 8.75 18290050.37 20796220.67 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-02-01 2048-07-01 2.295 - 8 9148741.74 3276505.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2046-01-20 3 - 5 8492290.97 7444903.83 Agency Mortgage-Backed Securities U.S. TREASURY 2016-10-31 2018-07-31 0.053 - 0.592 727657.69 728743.14 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2047-07-01 3 - 6.5 19516501.51 12888744.73 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 44213648.14 44213648.14 0.0088 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.36% 8NAV47T0Y26Q87Y0QP81 AIF331000 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 2043-10-01 2043-10-01 2.172 - 2.172 26825626.00 26532464.48 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-10-17 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A 1.0000 7 N N N 0.0036 26000000.00 26000000.00 0.0052 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.52%, dated 9/30/2016 due 10/03/2016 8NAV47T0Y26Q87Y0QP81 49R993WG4_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-11-30 2044-11-15 1.625 - 3.625 3988707.61 4446476.85 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3 - 3 257604.35 181372.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-01 2046-08-01 2.5 - 4 1471487.09 1322419.15 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 5812524.07 5812524.07 0.0012 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJC080000 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 2040-08-01 2046-09-01 2.002 - 3.5 6613741.00 3230603.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2044-10-01 2046-10-01 3.5 - 4 1996512.00 1870889.46 Agency Mortgage-Backed Securities N/A N/A 2016-11-07 2016-11-07 2016-11-07 N N N 0.0039 5001200.00 5001200.00 0.0010 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJC377000 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 2043-06-01 2046-07-01 2.002 - 2.855 964162.00 973305.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-03-01 2046-09-01 2.679 - 5 6308145.00 6168705.75 Agency Mortgage-Backed Securities N/A N/A 2016-11-08 2016-11-08 2016-11-08 N N N 0.0039 7001750.00 7001750.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJD008000 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 2044-12-01 2.333 - 2.672 6805510.00 4591217.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-03-01 2046-07-01 2.646 - 3.083 12333745.00 3570993.04 Agency Mortgage-Backed Securities N/A N/A 2016-11-10 2016-11-10 2016-11-10 N N N 0.0039 8002080.00 8002080.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJD009000 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 2025-07-01 2046-05-01 2.5 - 4.5 4230110.00 2459593.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-06-01 2046-10-01 2.399 - 4 7426362.00 4682340.44 Agency Mortgage-Backed Securities N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0039 7002030.00 7002030.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJE443000 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 2027-07-01 2046-09-01 2.002 - 4.5 4000988.00 2536629.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-03-01 2046-10-01 2.679 - 4 1629918.00 1544254.73 Agency Mortgage-Backed Securities N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0039 4001200.00 4001200.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJH984000 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 2045-06-01 2046-07-01 2.002 - 3.056 2552822.00 2568952.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2033-09-01 2041-02-01 2.561 - 3.003 31375629.00 4571898.14 Agency Mortgage-Backed Securities N/A N/A 2016-11-21 2016-11-21 2016-11-21 N N N 0.0039 7001050.00 7001050.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJI922000 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 2038-03-01 2046-02-01 2.002 - 4 8663012.00 3438737.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2046-06-01 2.364 - 4 26856046.00 5741958.63 Agency Mortgage-Backed Securities N/A N/A 2016-11-22 2016-11-22 2016-11-22 N N N 0.0039 9001440.00 9001440.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJJ867000 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 2045-06-01 2.002 - 3.893 90259.00 80686.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-03-01 2046-09-01 2.679 - 4 7943166.00 6039645.27 Agency Mortgage-Backed Securities N/A N/A 2016-11-28 2016-11-28 2016-11-28 N N N 0.0039 6001020.00 6001020.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.44% K5HU16E3LMSVCCJJJ255 AJH133000 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 2031-09-01 2045-06-01 2.002 - 3 485702.00 513001.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-03-01 2046-08-01 2.679 - 4 3569624.00 3567646.71 Agency Mortgage-Backed Securities N/A N/A 2016-12-19 2016-12-19 2016-12-19 N N N 0.0044 4000960.00 4000960.00 0.0008 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.50% 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 2040-01-15 2041-03-15 2.5 - 5 26249558.00 9277210.70 Agency Collateralized Mortgage Obligation N/A N/A 2016-10-07 2016-10-07 2016-11-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A 1.0000 7 N N N 0.0050 9000000.00 9000000.00 0.0018 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.52%, dated 9/30/2016 due 10/03/2016 7TK5RJIZDFROZCA6XF66 49R993WG4_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2024-02-15 2046-08-15 1.5 - 6.875 5516969.86 5880483.12 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2046-10-01 3 - 4 838877.65 877972.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-05-20 2046-09-20 3 - 6.5 4242440.62 4641081.24 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2048-01-15 2048-01-15 4.875 - 4.875 345.67 449.13 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2046-06-01 2046-10-01 2.55 - 4.5 3134261.79 3299485.14 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 14403092.72 14403092.72 0.0029 N Y 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 2042-09-01 2046-07-01 3 - 4 4652311.00 4300823.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-20 2046-08-20 1.875 - 3.5 43427.00 19349.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-09-01 2046-07-01 2.5 - 5 4836944.00 4865271.66 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 3 N N N 0.0035 9000000.00 9000000.00 0.0018 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% 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 2040-01-15 2040-01-15 2.5 - 2.5 999370.00 417570.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2046-02-20 2046-08-20 3 - 3.5 2996.00 3120.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-25 2046-04-01 2.5 - 5 3213130.00 2644617.79 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-10-24 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0036 3000000.00 3000000.00 0.0006 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% 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 2046-07-01 2046-07-01 3.5 - 3.5 6533587.00 7021681.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-09-01 2046-07-01 2.5 - 5 141057.00 120246.71 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-11-08 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0036 7000000.00 7000000.00 0.0014 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 2046-07-01 2046-07-01 3 - 3 4268969.00 4434323.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-02-20 2046-02-20 3 - 3 1599.00 1576.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-09-01 2046-07-01 2.5 - 5.5 4181342.00 2705382.52 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-11-15 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 7000000.00 7000000.00 0.0014 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2046-02-20 2046-02-20 3 - 3 1000.00 985.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-05-01 2046-07-01 2.923 - 4 4242690.00 4079688.83 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-11-21 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 4000000.00 4000000.00 0.0008 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 2041-04-15 2041-04-15 1.5 - 1.5 3056961.00 1771321.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-20 2045-08-20 1.875 - 5 11884520.00 3253124.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-05-01 2046-07-01 2.923 - 3.5 140208.00 93813.87 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-11-10 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 5000000.00 5000000.00 0.0010 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2046-02-20 2046-02-20 3 - 3 1000.00 985.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-25 2046-07-01 2.923 - 5 3890851.00 4080495.48 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-11-18 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 4000000.00 4000000.00 0.0008 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 2044-11-01 2046-07-01 2.703 - 3 227144.00 231438.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-02-20 2046-02-20 3 - 3 1000.00 985.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-09-01 2046-04-01 2.212 - 5 25562943.00 3848624.74 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-11-14 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 4000000.00 4000000.00 0.0008 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.52%, dated 9/30/2016 due 10/03/2016 O2RNE8IBXP4R0TD8PU41 49R993WG4_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 0 - 0 1378.34 1309.03 Agency Debentures and Agency Strips US TREASURY 2017-05-15 2042-11-15 0 - 8.875 4725400.42 5354283.94 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-07-20 3 - 3.5 98810.43 103335.51 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 5342393.44 5342393.44 0.0011 N Y Y N Wells Fargo Bank, NA In a joint trading account with Wells Fargo Bank, NA at 0.52%, dated 9/30/2016 due 10/03/2016 KB1H1DSPRFMYMCUFXT09 49R993WG4_81240 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 2026-04-01 2043-01-01 2.5 - 3 18298847.42 12533829.48 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 12287504.92 12287504.92 0.0024 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.52%, dated 9/30/2016 due 10/03/2016 VYVVCKR63DVZZN70PB21 49R993WG4_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-15 2041-05-15 0 - 7.625 36755516.38 38563762.61 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-20 2040-11-02 0.6 - 5.16 1282523.88 1284312.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-10-14 2022-01-13 0 - 2.375 2474355.42 2494317.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-10-31 2026-09-28 0 - 7.5 11149309.38 11181789.99 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2016-11-15 2046-09-20 2 - 10 42186167.97 34177900.17 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-12-22 2021-01-07 1.2 - 1.92 77956.88 79857.57 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-01-30 2030-11-15 0.875 - 6.625 3948539.80 4067132.30 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2016-10-04 2042-12-15 0 - 5.5 1454958.21 1538451.49 Agency Debentures and Agency Strips N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 91525884.48 91525884.48 0.0182 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.41% VYVVCKR63DVZZN70PB21 0000276523 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 2041-04-15 2041-04-15 2.5 - 2.5 3007584.00 3090845.62 Agency Collateralized Mortgage Obligation N/A N/A 2016-11-08 2016-11-08 2016-11-08 N N N 0.0041 3000660.00 3000660.00 0.0006 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.42% VYVVCKR63DVZZN70PB21 0000276523 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 2041-04-15 2041-05-15 2.5 - 2.5 17045390.00 17515311.94 Agency Collateralized Mortgage Obligation N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0042 17002720.00 17002720.00 0.0034 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.43% VYVVCKR63DVZZN70PB21 0000276523 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 2041-05-15 2041-05-15 2.5 - 2.5 24058693.00 24721771.96 Agency Collateralized Mortgage Obligation N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0043 23999853.60 23999853.60 0.0048 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.48% 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 2046-08-20 2046-08-20 3 - 3 3876800.00 4080218.28 Agency Mortgage-Backed Securities N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0048 3999942.80 3999942.80 0.0008 N N Y N Fidelity Salem Street Trust: Fidelity Series Government Money Market Fund 2016-10-04 Stephanie Dorsey Stephanie Dorsey President and Treasurer