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Bank Federal Farm Credit Bank, 0.45% 3133EFRD1 US3133EFRD15 U.S. Government Agency Debt N/A N/A 2016-06-30 2016-06-30 2016-06-30 N N N 0.0045 181013032.00 181013032.00 181013032.00 0.0039 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt N/A N/A 2016-06-09 2017-03-09 2017-03-09 N N N 0.0046 88999644.00 88999644.00 88999644.00 0.0019 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 99995100.00 99995100.00 99995100.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133EDV25 US3133EDV250 U.S. Government Agency Debt N/A N/A 2016-06-15 2017-05-15 2017-05-15 N N N 0.0046 124978625.00 124978625.00 124978625.00 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133ED4J8 US3133ED4J86 U.S. Government Agency Debt N/A N/A 2016-06-11 2016-10-11 2016-10-11 N N N 0.0047 29111960.10 29111960.10 29111960.10 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133EF2X4 US3133EF2X44 U.S. Government Agency Debt N/A N/A 2016-06-15 2017-03-15 2017-03-15 N N N 0.0047 40004760.00 40004760.00 40004760.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133EDC75 US3133EDC755 U.S. Government Agency Debt N/A N/A 2016-06-20 2016-06-20 2016-06-20 N N N 0.0047 100006700.00 100006700.00 100006700.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.48% 3133EFXP7 US3133EFXP70 U.S. Government Agency Debt N/A N/A 2016-06-03 2016-09-27 2016-09-27 N N N 0.0048 182044954.00 182044954.00 182044954.00 0.0039 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.48% 3133EF3J4 US3133EF3J41 U.S. Government Agency Debt N/A N/A 2016-06-16 2017-02-16 2017-02-16 N N N 0.0048 147917712.00 147917712.00 147917712.00 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EFM20 US3133EFM205 U.S. 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Farm Credit Bank Federal Farm Credit Bank, 0.51% 3133EFY27 US3133EFY275 U.S. Government Agency Debt N/A N/A 2016-06-06 2017-03-06 2017-03-06 N N N 0.0051 251090360.00 251090360.00 251090360.00 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.51% 3133EF2G1 US3133EF2G11 U.S. Government Agency Debt N/A N/A 2016-06-12 2017-05-12 2017-05-12 N N N 0.0051 250092250.00 250092250.00 250092250.00 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.51% 3133EE5J5 US3133EE5J59 U.S. Government Agency Debt N/A N/A 2016-07-31 2017-01-31 2017-01-31 N N N 0.0051 250012500.00 250012500.00 250012500.00 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.52% 3133EFW94 US3133EFW949 U.S. Government Agency Debt N/A N/A 2016-06-01 2017-05-01 2017-05-01 N N N 0.0052 186066588.00 186066588.00 186066588.00 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EF7A9 US3133EF7A95 U.S. Government Agency Debt N/A N/A 2016-08-13 2017-11-13 2017-11-13 N N N 0.0053 105009030.00 105009030.00 105009030.00 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EFUM7 US3133EFUM76 U.S. Government Agency Debt N/A N/A 2016-06-04 2016-11-04 2016-11-04 N N N 0.0054 170087890.00 170087890.00 170087890.00 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EFFQ5 US3133EFFQ55 U.S. Government Agency Debt N/A N/A 2016-06-30 2017-03-30 2017-03-30 N N N 0.0054 40008520.00 40008520.00 40008520.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.57% 313312A59 US313312A594 U.S. Government Agency Debt N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0057 67951652.00 67951652.00 67951652.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.63% 31331KRH5 US31331KRH58 U.S. Government Agency Debt N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0063 70020790.00 70020790.00 70020790.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% to 0.35% 313384YT0 US313384YT02 U.S. Government Agency Debt N/A N/A 2016-06-29 2016-06-29 2016-06-29 N N N 0.0035 590398434.00 590398434.00 590398434.00 0.0126 N N Y 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 0.0004 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 500861724.00 500861724.00 500861724.00 0.0107 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 113962266.00 113962266.00 113962266.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384ZH5 US313384ZH54 U.S. Government Agency Debt N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0035 392848302.00 392848302.00 392848302.00 0.0084 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 56976915.00 56976915.00 56976915.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.36% to 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 266965557.00 266965557.00 266965557.00 0.0057 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 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 32996766.00 32996766.00 32996766.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6BK2 US3130A6BK22 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-13 2016-08-11 2016-08-11 N N N 0.0038 208998119.00 208998119.00 208998119.00 0.0045 N N N 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 62001612.00 62001612.00 62001612.00 0.0013 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 10999527.00 10999527.00 10999527.00 0.0002 N N Y 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 123005904.00 123005904.00 123005904.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 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 347980860.00 347980860.00 347980860.00 0.0075 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 31997344.00 31997344.00 31997344.00 0.0007 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 358969126.00 358969126.00 358969126.00 0.0077 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 61978052.00 61978052.00 61978052.00 0.0013 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 37999164.00 37999164.00 37999164.00 0.0008 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 46998966.00 46998966.00 46998966.00 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 47000000.00 47000000.00 47000000.00 0.0010 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 19000019.00 19000019.00 19000019.00 0.0004 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 182009646.00 182009646.00 182009646.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6KP1 US3130A6KP18 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-05 2016-10-05 2016-10-05 N N N 0.0043 220018920.00 220018920.00 220018920.00 0.0047 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 164012792.00 164012792.00 164012792.00 0.0035 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 95000000.00 95000000.00 95000000.00 0.0020 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 75003975.00 75003975.00 75003975.00 0.0016 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 68003400.00 68003400.00 68003400.00 0.0015 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 275000825.00 275000825.00 275000825.00 0.0059 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 71002130.00 71002130.00 71002130.00 0.0015 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 27999216.00 27999216.00 27999216.00 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 216021384.00 216021384.00 216021384.00 0.0046 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 39003861.00 39003861.00 39003861.00 0.0008 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 140016660.00 140016660.00 140016660.00 0.0030 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 103005253.00 103005253.00 103005253.00 0.0022 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 101013635.00 101013635.00 101013635.00 0.0022 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 77010549.00 77010549.00 77010549.00 0.0016 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 69009246.00 69009246.00 69009246.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A7T70 US3130A7T704 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-22 2017-01-23 2017-01-23 N N N 0.0046 69012282.00 69012282.00 69012282.00 0.0015 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 174314611.80 174314611.80 174314611.80 0.0037 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 71010011.00 71010011.00 71010011.00 0.0015 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 62997669.00 62997669.00 62997669.00 0.0013 N N Y 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 68009520.00 68009520.00 68009520.00 0.0015 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 20002700.00 20002700.00 20002700.00 0.0004 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 70010080.00 70010080.00 70010080.00 0.0015 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 106014840.00 106014840.00 106014840.00 0.0023 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 72010152.00 72010152.00 72010152.00 0.0015 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 22003102.00 22003102.00 22003102.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 313384M89 US313384M895 U.S. Government Agency Debt N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0047 20954577.00 20954577.00 20954577.00 0.0004 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 92956290.00 92956290.00 92956290.00 0.0020 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 45975206.00 45975206.00 45975206.00 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 78012402.00 78012402.00 78012402.00 0.0017 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 72010152.00 72010152.00 72010152.00 0.0015 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 72010152.00 72010152.00 72010152.00 0.0015 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 44995950.00 44995950.00 44995950.00 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 27997480.00 27997480.00 27997480.00 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 15497241.00 15497241.00 15497241.00 0.0003 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 47000000.00 47000000.00 47000000.00 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 35009765.00 35009765.00 35009765.00 0.0007 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 102000000.00 102000000.00 102000000.00 0.0022 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 62007192.00 62007192.00 62007192.00 0.0013 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 188989605.00 188989605.00 188989605.00 0.0040 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 234973915.00 234973915.00 234973915.00 0.0050 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 37005106.00 37005106.00 37005106.00 0.0008 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 90998453.00 90998453.00 90998453.00 0.0019 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 91987948.00 91987948.00 91987948.00 0.0020 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 188931204.00 188931204.00 188931204.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7TP0 US3130A7TP00 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-20 2016-10-20 2016-10-20 N N N 0.0049 96961685.00 96961685.00 96961685.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7U37 US3130A7U371 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0049 28988980.00 28988980.00 28988980.00 0.0006 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 94960100.00 94960100.00 94960100.00 0.0020 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 46980260.00 46980260.00 46980260.00 0.0010 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 94998195.00 94998195.00 94998195.00 0.0020 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 93980260.00 93980260.00 93980260.00 0.0020 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 124000744.00 124000744.00 124000744.00 0.0027 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 72005400.00 72005400.00 72005400.00 0.0015 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 277000000.00 277000000.00 277000000.00 0.0059 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 90999181.00 90999181.00 90999181.00 0.0019 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 153762224.00 153762224.00 153762224.00 0.0033 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 45980128.00 45980128.00 45980128.00 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 45980128.00 45980128.00 45980128.00 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 185912394.00 185912394.00 185912394.00 0.0040 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 61010126.00 61010126.00 61010126.00 0.0013 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 125020625.00 125020625.00 125020625.00 0.0027 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 92000000.00 92000000.00 92000000.00 0.0020 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 129943898.20 129943898.20 129943898.20 0.0028 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 74007770.00 74007770.00 74007770.00 0.0016 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 146034602.00 146034602.00 146034602.00 0.0031 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 73017739.00 73017739.00 73017739.00 0.0016 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 38011628.00 38011628.00 38011628.00 0.0008 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 100016900.00 100016900.00 100016900.00 0.0021 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 50004800.00 50004800.00 50004800.00 0.0011 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 100006400.00 100006400.00 100006400.00 0.0021 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 84022848.00 84022848.00 84022848.00 0.0018 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 34010642.00 34010642.00 34010642.00 0.0007 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 84023100.00 84023100.00 84023100.00 0.0018 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 45012375.00 45012375.00 45012375.00 0.0010 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 73019929.00 73019929.00 73019929.00 0.0016 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 42011466.00 42011466.00 42011466.00 0.0009 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 84022932.00 84022932.00 84022932.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A6MT1 US3130A6MT12 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-19 2016-07-19 2016-07-19 N N N 0.0053 51010455.00 51010455.00 51010455.00 0.0011 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 93031806.00 93031806.00 93031806.00 0.0020 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 18999981.00 18999981.00 18999981.00 0.0004 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 90008280.00 90008280.00 90008280.00 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 77017710.00 77017710.00 77017710.00 0.0016 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 93006324.00 93006324.00 93006324.00 0.0020 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 93005580.00 93005580.00 93005580.00 0.0020 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 90005400.00 90005400.00 90005400.00 0.0019 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 116040948.00 116040948.00 116040948.00 0.0025 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 135004995.00 135004995.00 135004995.00 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 131043230.00 131043230.00 131043230.00 0.0028 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 44014608.00 44014608.00 44014608.00 0.0009 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 91024479.00 91024479.00 91024479.00 0.0019 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 45012105.00 45012105.00 45012105.00 0.0010 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 84022848.00 84022848.00 84022848.00 0.0018 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 137001356.25 137001356.25 137001356.25 0.0029 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 42011424.00 42011424.00 42011424.00 0.0009 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 145024795.00 145024795.00 145024795.00 0.0031 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 108019332.00 108019332.00 108019332.00 0.0023 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 17003587.00 17003587.00 17003587.00 0.0004 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 35008225.00 35008225.00 35008225.00 0.0007 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 76021812.00 76021812.00 76021812.00 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 90003330.00 90003330.00 90003330.00 0.0019 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 90003330.00 90003330.00 90003330.00 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 56005320.00 56005320.00 56005320.00 0.0012 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 171025479.00 171025479.00 171025479.00 0.0037 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 42004620.00 42004620.00 42004620.00 0.0009 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 90009900.00 90009900.00 90009900.00 0.0019 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 84009240.00 84009240.00 84009240.00 0.0018 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 42004620.00 42004620.00 42004620.00 0.0009 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 90009900.00 90009900.00 90009900.00 0.0019 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 184010120.00 184010120.00 184010120.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 313384N62 US313384N620 U.S. Government Agency Debt N/A N/A 2016-11-07 2016-11-07 2016-11-07 N N N 0.0054 61860624.00 61860624.00 61860624.00 0.0013 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 84029820.00 84029820.00 84029820.00 0.0018 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 77027335.00 77027335.00 77027335.00 0.0017 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 54019224.00 54019224.00 54019224.00 0.0012 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 24012888.00 24012888.00 24012888.00 0.0005 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 97040449.00 97040449.00 97040449.00 0.0021 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 90048510.00 90048510.00 90048510.00 0.0019 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 90048600.00 90048600.00 90048600.00 0.0019 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 46023368.00 46023368.00 46023368.00 0.0010 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 180091440.00 180091440.00 180091440.00 0.0039 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 71014697.00 71014697.00 71014697.00 0.0015 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 150051900.00 150051900.00 150051900.00 0.0032 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 36010908.00 36010908.00 36010908.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7WS0 US3130A7WS02 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-27 2017-10-27 2017-10-27 N N N 0.0055 50000000.00 50000000.00 50000000.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-27 2017-10-27 2017-10-27 N N N 0.0055 89000000.00 89000000.00 89000000.00 0.0019 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 75024450.00 75024450.00 75024450.00 0.0016 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 50016300.00 50016300.00 50016300.00 0.0011 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 50992758.00 50992758.00 50992758.00 0.0011 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 146049202.00 146049202.00 146049202.00 0.0031 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 54000000.00 54000000.00 54000000.00 0.0012 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 247902606.00 247902606.00 247902606.00 0.0053 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 34000204.00 34000204.00 34000204.00 0.0007 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 76042180.00 76042180.00 76042180.00 0.0016 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 76048412.00 76048412.00 76048412.00 0.0016 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 90048960.00 90048960.00 90048960.00 0.0019 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 57011115.00 57011115.00 57011115.00 0.0012 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 32000128.00 32000128.00 32000128.00 0.0007 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 72023760.00 72023760.00 72023760.00 0.0015 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 18001854.00 18001854.00 18001854.00 0.0004 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 14001960.00 14001960.00 14001960.00 0.0003 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 44014564.00 44014564.00 44014564.00 0.0009 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 135992384.00 135992384.00 135992384.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7X67 US3130A7X672 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2017-11-02 2017-11-02 N N N 0.0056 300000000.00 300000000.00 300000000.00 0.0064 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 39020202.00 39020202.00 39020202.00 0.0008 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 154092246.00 154092246.00 154092246.00 0.0033 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 165092400.00 165092400.00 165092400.00 0.0035 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 41023083.00 41023083.00 41023083.00 0.0009 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 41024641.00 41024641.00 41024641.00 0.0009 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 110066660.00 110066660.00 110066660.00 0.0024 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 76046056.00 76046056.00 76046056.00 0.0016 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 151053001.00 151053001.00 151053001.00 0.0032 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 48026736.00 48026736.00 48026736.00 0.0010 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 47029939.00 47029939.00 47029939.00 0.0010 N N N 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 95005510.00 95005510.00 95005510.00 0.0020 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 116856675.00 116856675.00 116856675.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 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 197968320.00 197968320.00 197968320.00 0.0042 N N Y 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 70018550.00 70018550.00 70018550.00 0.0015 N N N 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 70018550.00 70018550.00 70018550.00 0.0015 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 79048743.00 79048743.00 79048743.00 0.0017 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 16009872.00 16009872.00 16009872.00 0.0003 N N N N Freddie Mac Freddie Mac, 0.32% 313396ZH9 S6XOOCT0IEG5ABCC6L87 US313396ZH92 U.S. Government Agency Debt N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0032 413840196.00 413840196.00 413840196.00 0.0089 N N Y N Freddie Mac Freddie Mac, 0.33% 313396YN7 S6XOOCT0IEG5ABCC6L87 US313396YN79 U.S. Government Agency Debt N/A N/A 2016-06-24 2016-06-24 2016-06-24 N N N 0.0033 186533695.04 186533695.04 186533695.04 0.0040 N N Y N Freddie Mac Freddie Mac, 0.38% 3134G7SG7 S6XOOCT0IEG5ABCC6L87 US3134G7SG76 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-17 2016-08-17 2016-08-17 N N N 0.0038 149989800.00 149989800.00 149989800.00 0.0032 N N N N Freddie Mac Freddie Mac, 0.40% 3134G7TF8 S6XOOCT0IEG5ABCC6L87 US3134G7TF84 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-24 2016-08-24 2016-08-24 N N N 0.0040 200003400.00 200003400.00 200003400.00 0.0043 N N N N Freddie Mac Freddie Mac, 0.40% to 0.41% 313396N33 S6XOOCT0IEG5ABCC6L87 US313396N335 U.S. Government Agency Debt N/A N/A 2016-11-04 2016-11-04 2016-11-04 N N N 0.0041 324083491.20 324083491.20 324083491.20 0.0069 N N N N Freddie Mac Freddie Mac, 0.42% 3134G7ZE4 S6XOOCT0IEG5ABCC6L87 US3134G7ZE46 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-16 2016-09-16 2016-09-16 N N N 0.0042 92006624.00 92006624.00 92006624.00 0.0020 N N N N Freddie Mac Freddie Mac, 0.43% 313396F65 S6XOOCT0IEG5ABCC6L87 US313396F653 U.S. Government Agency Debt N/A N/A 2016-09-12 2016-09-12 2016-09-12 N N N 0.0043 299639400.00 299639400.00 299639400.00 0.0064 N N N N Freddie Mac Freddie Mac, 0.44% 3134G5Z24 S6XOOCT0IEG5ABCC6L87 US3134G5Z242 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-13 2017-01-12 2017-01-12 N N N 0.0044 287903510.44 287903510.44 287903510.44 0.0062 N N N N Freddie Mac Freddie Mac, 0.44% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-20 2017-04-20 2017-04-20 N N N 0.0044 149979450.00 149979450.00 149979450.00 0.0032 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 293926168.77 293926168.77 293926168.77 0.0063 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 136003536.00 136003536.00 136003536.00 0.0029 N N N N Freddie Mac Freddie Mac, 0.46% 3137EADS5 S6XOOCT0IEG5ABCC6L87 US3137EADS56 U.S. Government Agency Debt N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0046 74535543.05 74535543.05 74535543.05 0.0016 N N N N Freddie Mac Freddie Mac, 0.47% 313396G98 S6XOOCT0IEG5ABCC6L87 US313396G982 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0047 185752620.00 185752620.00 185752620.00 0.0040 N N N N Freddie Mac Freddie Mac, 0.48% 313396A86 S6XOOCT0IEG5ABCC6L87 US313396A860 U.S. Government Agency Debt N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0048 299776200.00 299776200.00 299776200.00 0.0064 N N N N Freddie Mac Freddie Mac, 0.49% 313396C68 S6XOOCT0IEG5ABCC6L87 US313396C684 U.S. Government Agency Debt N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0049 296231371.00 296231371.00 296231371.00 0.0063 N N N N Freddie Mac Freddie Mac, 0.49% 313396D59 S6XOOCT0IEG5ABCC6L87 US313396D591 U.S. Government Agency Debt N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0049 99901300.00 99901300.00 99901300.00 0.0021 N N N N Freddie Mac Freddie Mac, 0.52% 3134G9KL0 S6XOOCT0IEG5ABCC6L87 US3134G9KL00 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-13 2017-11-13 2017-11-13 N N N 0.0052 200000000.00 200000000.00 200000000.00 0.0043 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 300068100.00 300068100.00 300068100.00 0.0064 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 45985694.00 45985694.00 45985694.00 0.0010 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 122034770.00 122034770.00 122034770.00 0.0026 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 AFI745000_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 429224489.42 417427724.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-10-25 3 - 5.8 542144969.65 232852218.91 Agency Collateralized Mortgage Obligation N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 631334138.55 631334138.55 631334138.55 0.0135 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 AFI749000_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 23281.06 17589.50 Agency Debentures and Agency Strips US TREASURY 2016-07-15 2046-05-15 0 - 9.125 2832898.49 3052272.41 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-06-12 2018-06-12 0.72 - 0.72 561.77 562.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 27.63 27.70 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2044-04-01 0 - 6.75 99347.58 85162.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 205801.34 111099.85 Agency Mortgage-Backed Securities FINANCE CORPORATION 2017-02-03 2018-02-03 0 - 0 6.66 6.60 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2016-12-15 2016-12-15 4.875 - 4.875 1.84 1.92 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.375 - 7.95 104981.25 34388.48 Agency Debentures and Agency Strips N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 3223247.59 3223247.59 3223247.59 0.0001 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 2016-06-02 2043-02-15 0 - 8.125 39220600.00 48197923.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2017-04-18 2017-04-18 5 - 5 602000.00 627794.03 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-20 2042-12-20 2 - 2 319562.00 132044.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-02-22 2019-02-22 1.375 - 1.375 4000.00 4019.32 Agency Debentures and Agency Strips N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0031 48000000.00 48000000.00 48000000.00 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 RESOLUTION FUNDING CORP 2020-07-15 2028-10-15 N/A 12000.00 9131.97 Agency Debentures and Agency Strips US TREASURY 2023-11-15 2046-05-15 0.625 - 4.625 258433200.00 257477265.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2017-07-14 2017-07-14 0.75 - 0.75 12000.00 12028.01 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2022-06-15 2045-09-20 2.5 - 7 139345189.00 20114217.06 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2016-12-15 2016-12-15 4.875 - 4.875 1000.00 1044.96 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2019-02-22 2045-11-01 1.375 - 8 36910592.00 16055553.97 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0032 286000000.00 286000000.00 286000000.00 0.0061 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 RESOLUTION FUNDING CORP 2028-10-15 2028-10-15 N/A 500000.00 357034.98 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2033-08-15 2040-11-15 0 - 5 11537724.00 7544921.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-05-20 2045-07-20 3.5 - 6.5 10318359.00 13696955.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2021-06-25 2042-04-25 4 - 6.5 17671595.00 25755586.07 Agency Collateralized Mortgage Obligation N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 45999714.80 45999714.80 45999714.80 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 HOME LOAN MORTGAGE CORP 2035-10-15 2040-12-15 4 - 5 34925173.00 48418121.76 Agency Collateralized Mortgage Obligation N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0028 46999417.20 46999417.20 46999417.20 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2044-01-20 4.5 - 5 4760000.00 6617624.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2037-04-25 2041-07-25 5 - 6 65264135.00 61379654.79 Agency Collateralized Mortgage Obligation N/A N/A 2016-06-06 2016-06-06 2016-06-06 N N N 0.0035 66001320.00 66001320.00 66001320.00 0.0014 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 AFI745000_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 817950644.24 865526836.66 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 847587077.21 847587077.21 847587077.21 0.0182 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 AFI745000_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 31832403.90 35473942.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2045-06-01 3 - 5 63826711.74 37109090.84 Agency Mortgage-Backed Securities U.S. TREASURY 2017-01-31 2017-01-31 0.084 - 0.084 1663806.62 1664712.25 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 72762707.48 72762707.48 72762707.48 0.0016 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 AFI745000_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 58923680.86 29539795.26 Agency Mortgage-Backed Securities N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 28960281.58 28960281.58 28960281.58 0.0006 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 2026-08-01 2036-04-01 3 - 6 82771093.00 27557339.67 Agency Mortgage-Backed Securities N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0035 27000000.00 27000000.00 27000000.00 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 2029-09-01 2045-12-01 3 - 7 85831733.00 46939721.94 Agency Mortgage-Backed Securities N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0037 46002300.00 46002300.00 46002300.00 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 2042-01-01 2045-12-01 3.5 - 4 78421184.00 58152978.36 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 57002850.00 57002850.00 57002850.00 0.0012 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 NATIONAL MORTGAGE ASSOC 2046-01-01 2046-03-01 3.5 - 3.5 93145732.00 95904681.69 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 94003760.00 94003760.00 94003760.00 0.0020 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 2028-04-01 2046-05-01 2.5 - 4 71734320.00 58154779.81 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 57002280.00 57002280.00 57002280.00 0.0012 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 2026-02-01 2044-06-01 2.5 - 7.5 136515045.00 65934094.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 3353818.00 3447449.03 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 68002720.00 68002720.00 68002720.00 0.0015 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 2042-10-01 2044-06-01 3.5 - 4 82956343.00 58159814.02 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 57001710.00 57001710.00 57001710.00 0.0012 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 NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 76435000.00 78568892.67 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 77002310.00 77002310.00 77002310.00 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 2036-06-01 2045-12-01 3.5 - 6.5 89492872.00 47964038.57 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 47004700.00 47004700.00 47004700.00 0.0010 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 NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 76435000.00 78568892.67 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 77001540.00 77001540.00 77001540.00 0.0016 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 2041-05-01 2044-04-01 3.5 - 5 68361951.00 47968092.81 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 47004230.00 47004230.00 47004230.00 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 AFI745000_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 144714803.50 156056515.78 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-03-01 2045-05-01 2.087 - 6.004 323004059.41 12869298.77 Agency Mortgage-Backed Securities U.S. TREASURY 2016-10-31 2018-01-31 0.053 - 0.577 1298924.08 1300074.62 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2049-04-01 1.834 - 7.9 817604745.08 199249973.15 Agency Mortgage-Backed Securities N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 362003519.81 362003519.81 362003519.81 0.0078 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 FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2046-05-01 2.562 - 4 709255612.00 204307918.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-06-15 2046-05-20 3.5 - 4 84895427.00 83957444.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2045-01-01 2045-01-01 2.529 - 2.529 3540019.00 3579428.79 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 286000000.00 286000000.00 286000000.00 0.0061 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.3%, dated 5/31/2016 due 06/01/2016 8NAV47T0Y26Q87Y0QP81 AFI749000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-03-31 2023-03-31 1.5 - 1.75 1137215.90 1151852.89 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-01-20 2046-04-20 3 - 4 1115018.94 1150708.34 Agency Mortgage-Backed Securities N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 2257395.00 2257395.00 2257395.00 0.0000 N Y 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 FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-03-01 2.229 - 4.5 43627857.00 12782158.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2035-12-20 2046-03-20 3.5 - 3.5 2671555.00 2829765.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-01-01 2046-04-01 2.075 - 4.5 191192318.00 62952118.07 Agency Mortgage-Backed Securities N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0038 77006930.00 77006930.00 77006930.00 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 2025-04-01 2044-03-01 3 - 4.5 25577642.00 18281398.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-20 2042-05-20 4 - 4.5 150349690.00 56001088.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2031-05-01 2046-05-01 2.565 - 6 18140326.00 3256332.62 Agency Mortgage-Backed Securities N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0038 76006840.00 76006840.00 76006840.00 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 2026-08-01 2046-04-01 2.052 - 5 27040748.00 15437774.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-07-15 2042-05-20 4 - 4.5 8742775.00 1721107.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2046-05-01 1.791 - 5 214860979.00 88945751.56 Agency Mortgage-Backed Securities N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0038 104010400.00 104010400.00 104010400.00 0.0022 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 2025-04-01 2046-05-01 2.5 - 6 38045798.00 19970736.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2035-12-20 2046-05-20 1.875 - 4.5 65056465.00 40577635.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-01-01 2048-08-01 2.013 - 5.5 248862967.00 101643610.60 Agency Mortgage-Backed Securities N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0038 159019080.00 159019080.00 159019080.00 0.0034 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 FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2046-05-01 3 - 4.5 26655624.00 12299541.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-10-01 2046-05-01 2.367 - 4.5 144798877.00 63229143.42 Agency Mortgage-Backed Securities N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0043 74017760.00 74017760.00 74017760.00 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 2040-04-15 2046-03-15 2.75 - 4 63424393.00 61774297.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2045-11-25 2046-01-25 2.5 - 3 35798685.00 35070446.05 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 94000000.00 94000000.00 94000000.00 0.0020 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 AFI745000_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 681557908.17 678931762.18 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-07-29 2025-11-10 0 - 2.98 51592420.91 51666235.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2046-05-01 3 - 6.5 39840802.42 41624328.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-16 2046-05-20 2 - 5 8541077.93 8587257.10 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2041-06-15 2041-07-15 4.3 - 4.375 60038.65 60279.16 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2023-12-01 2046-05-01 3 - 6.5 118253731.23 124383088.85 Agency Mortgage-Backed Securities N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 887270627.06 887270627.06 887270627.06 0.0190 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 2026-11-15 2046-05-01 2 - 4 43585909.00 19302357.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-03-15 2046-03-20 1.75 - 5 10747345.00 4621230.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-09-25 2046-06-01 2.128 - 8.5 141677066.00 71007214.71 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 93000000.00 93000000.00 93000000.00 0.0020 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 2027-04-01 2046-05-01 2.5 - 4.5 43313950.00 41387811.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-20 2045-11-20 2 - 4.5 14653519.00 7518602.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-06-01 2.31 - 5 176045614.00 139822110.47 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 185000000.00 185000000.00 185000000.00 0.0040 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 2032-11-15 2046-05-01 1.5 - 6 116039256.00 9654970.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2046-05-20 3 - 5 61933106.00 57220674.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-01 2046-05-01 2.122 - 5.5 126229504.00 80069895.65 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 144000000.00 144000000.00 144000000.00 0.0031 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 2021-03-15 2046-05-01 1.5 - 7 32264266.00 16062291.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2045-10-20 3.5 - 5 23523715.00 17832742.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-09-25 2046-05-01 2 - 8.5 69594851.00 33465443.17 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 66000000.00 66000000.00 66000000.00 0.0014 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 2019-05-01 2046-05-01 2.548 - 4 5773881.00 3965998.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2046-05-20 1.875 - 5 23712663.00 11847226.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-06-01 2.128 - 6 98843280.00 81128226.61 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 95000000.00 95000000.00 95000000.00 0.0020 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 2034-02-01 2046-06-01 2.197 - 4 40181378.00 29321351.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2045-11-20 3 - 4 65115292.00 44776982.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2046-05-01 2.128 - 6 44381649.00 20808701.13 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 93000000.00 93000000.00 93000000.00 0.0020 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 2046-05-01 2046-05-01 3 - 3 17618800.00 18089680.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2046-04-20 3.5 - 3.5 20881227.00 20925531.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-05-01 2046-05-01 3 - 3 53437185.00 54829350.59 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 92000000.00 92000000.00 92000000.00 0.0020 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 2042-09-01 2046-05-01 2.548 - 3.5 51339280.00 35987349.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2045-10-20 3.5 - 3.5 22423406.00 22332158.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-05-01 2.5 - 3.5 38181489.00 38624770.80 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 95000000.00 95000000.00 95000000.00 0.0020 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 2032-11-15 2046-06-01 1.5 - 6.076 27083891.00 9109139.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2046-02-20 3.5 - 5 16037292.00 6699641.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-06-01 2.181 - 5 175349952.00 59712653.18 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 74000000.00 74000000.00 74000000.00 0.0016 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 2031-05-01 2046-05-01 2.5 - 4 21330417.00 15055043.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-03-15 2046-03-20 3 - 5 16437172.00 16470324.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-05-01 2.5 - 4.5 17934808.00 18465196.05 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 49000000.00 49000000.00 49000000.00 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 AFI745000_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 329400015.48 345410381.27 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2045-04-01 2.152 - 6 358140167.75 30503349.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2046-03-20 1.75 - 4 740278223.96 27309431.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2046-04-01 1.914 - 6 479267186.26 114762956.60 Agency Mortgage-Backed Securities N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 507295804.51 507295804.51 507295804.51 0.0109 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.3%, dated 5/31/2016 due 06/01/2016 O2RNE8IBXP4R0TD8PU41 AFI749000_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 2187382.15 2293699.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2045-04-01 2.152 - 6 2378231.24 202557.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2046-03-20 1.75 - 4 4915820.56 181348.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2046-04-01 1.914 - 6 3182575.70 762083.88 Agency Mortgage-Backed Securities N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 3368699.86 3368699.86 3368699.86 0.0001 N Y Y N Wells Fargo Bank NA In a joint trading account with Wells Fargo Bank NA at 0.3%, dated 5/31/2016 due 06/01/2016 KB1H1DSPRFMYMCUFXT09 AFI749000_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 5382699.43 3780901.98 Agency Mortgage-Backed Securities N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 3706734.73 3706734.73 3706734.73 0.0001 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 AFI745000_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 28544.68 28481.88 Agency Debentures and Agency Strips US TREASURY 2016-07-31 2046-05-15 0.29 - 8.875 491664007.76 554854673.45 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-06-30 2040-11-02 0.67 - 5.75 136545322.22 136344731.43 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-06-03 2016-11-16 0 - 0 31792705.64 31764743.37 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-10-14 2046-04-01 0.75 - 9 153296018.07 156922700.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2016-08-15 2046-05-20 1.75 - 10 659971327.01 356359861.30 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-07-18 2042-12-15 0 - 6.25 2212516.75 2449747.34 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2016-09-28 2046-04-01 0.75 - 7.125 109266497.23 109912712.59 Agency Debentures and Agency Strips N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 1320950843.79 1320950843.79 1320950843.79 0.0283 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 AFI749000_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 62.69 62.55 Agency Debentures and Agency Strips US TREASURY 2016-07-31 2046-05-15 0.29 - 8.875 1079736.88 1218509.07 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-06-30 2040-11-02 0.67 - 5.75 299865.39 299424.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-06-03 2016-11-16 0 - 0 69819.54 69758.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-10-14 2046-04-01 0.75 - 9 336651.38 344615.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2016-08-15 2046-05-20 1.75 - 10 1449354.38 782597.22 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-07-18 2042-12-15 0 - 6.25 4858.88 5379.86 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2016-09-28 2046-04-01 0.75 - 7.125 239958.72 241377.87 Agency Debentures and Agency Strips N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 2900922.83 2900922.83 2900922.83 0.0001 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 FEDERAL NATIONAL MORTGAGE ASSOC 2046-03-01 2046-03-01 3.5 - 3.5 44612069.00 46922189.76 Agency Mortgage-Backed Securities N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 45999714.80 45999714.80 45999714.80 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 FEDERAL HOME LOAN MORTGAGE CORP 2021-09-15 2046-02-15 1.75 - 3 345230540.00 272733161.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2044-01-25 2055-06-25 0.744 - 3.75 27096517.00 21849457.38 Agency Collateralized Mortgage Obligation N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0032 286000000.00 286000000.00 286000000.00 0.0061 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 FEDERAL HOME LOAN MORTGAGE CORP 2027-08-15 2045-11-15 3 - 4.5 8843467.00 9766431.97 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2024-01-25 2046-05-01 3.474 - 4 43234521.00 45447206.56 Agency Mortgage-Backed Securities N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0045 54014040.00 54014040.00 54014040.00 0.0012 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 FEDERAL HOME LOAN MORTGAGE CORP 2026-06-15 2030-07-15 1.75 - 3 146439223.00 126777099.84 Agency Collateralized Mortgage Obligation N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0045 123031980.00 123031980.00 123031980.00 0.0026 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 2045-01-20 2046-05-20 3.5 - 4.5 35453163.00 37764060.11 Agency Mortgage-Backed Securities N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0045 37010730.00 37010730.00 37010730.00 0.0008 N N N Y U.S. Treasury Bills U.S. Treasury Bills, 0.30% 912796GS2 US912796GS22 U.S. Treasury Debt N/A N/A 2016-06-23 2016-06-23 2016-06-23 N N N 0.0030 1980776147.00 1980776147.00 1980776147.00 0.0424 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796JR1 US912796JR12 U.S. Treasury Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0040 233593542.00 233593542.00 233593542.00 0.0050 N Y Y N 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 277459012.00 277459012.00 277459012.00 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.46% 912796JG5 US912796JG56 U.S. Treasury Debt N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0046 499656500.00 499656500.00 499656500.00 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.48% 912796JH3 US912796JH30 U.S. Treasury Debt N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0048 249785950.00 249785950.00 249785950.00 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.48% 912796JK6 US912796JK68 U.S. Treasury Debt N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0048 499561650.00 499561650.00 499561650.00 0.0107 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 129972362.00 129972362.00 129972362.00 0.0028 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 48891220.00 48891220.00 48891220.00 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.51% 912796HE2 US912796HE27 U.S. Treasury Debt N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0051 449574750.00 449574750.00 449574750.00 0.0096 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% to 0.42% 912828VG2 US912828VG29 U.S. Treasury Debt N/A N/A 2016-06-15 2016-06-15 2016-06-15 N N N 0.0042 417050874.00 417050874.00 417050874.00 0.0089 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.33% to 0.41% 912828QR4 US912828QR49 U.S. Treasury Debt N/A N/A 2016-06-30 2016-06-30 2016-06-30 N N N 0.0041 742755356.00 742755356.00 742755356.00 0.0159 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 912828LU2 US912828LU23 U.S. Treasury Debt N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0041 177883552.00 177883552.00 177883552.00 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828WV8 US912828WV86 U.S. Treasury Debt N/A N/A 2016-06-01 2016-07-31 2016-07-31 N N N 0.0042 308032648.00 308032648.00 308032648.00 0.0066 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.44% 912828LP3 US912828LP38 U.S. Treasury Debt N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0044 143194220.00 143194220.00 143194220.00 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828QX1 US912828QX17 U.S. Treasury Debt N/A N/A 2016-07-31 2016-07-31 2016-07-31 N N N 0.0045 100197500.00 100197500.00 100197500.00 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% to 0.56% 912828LD0 US912828LD08 U.S. Treasury Debt N/A N/A 2016-07-31 2016-07-31 2016-07-31 N N N 0.0056 389883740.00 389883740.00 389883740.00 0.0084 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% 912828D64 US912828D648 U.S. Treasury Debt N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0046 309091155.00 309091155.00 309091155.00 0.0066 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828VL1 US912828VL14 U.S. Treasury Debt N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0048 100045200.00 100045200.00 100045200.00 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.55% 912828RJ1 US912828RJ14 U.S. Treasury Debt N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0055 200362600.00 200362600.00 200362600.00 0.0043 N Y Y N 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 2043-11-15 0 - 7.5 212146100.00 225422011.49 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0031 221000000.00 221000000.00 221000000.00 0.0047 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.34% R0MUWSFPU8MPRO8K5P83 AFI643000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-10-31 2046-05-15 0.625 - 4.75 1153701700.00 1206977569.57 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-07-06 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 1182000000.00 1182000000.00 1182000000.00 0.0253 N N 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 2016-06-16 2042-08-15 0 - 8.875 283172400.00 304375685.91 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0031 298000000.00 298000000.00 298000000.00 0.0064 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 2039-02-15 2039-02-15 3.5 - 3.5 686235300.00 822005792.78 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0025 822000000.00 822000000.00 822000000.00 0.0176 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.29% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2024-11-15 2.25 - 2.25 53285000.00 55315851.21 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 54000000.00 54000000.00 54000000.00 0.0012 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 2023-11-15 2023-11-15 2.75 - 2.75 409425000.00 440849373.28 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0031 431000000.00 431000000.00 431000000.00 0.0092 N N Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.30% X574KRZ6V5A7UBU45C31 AFI552000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-31 2025-05-15 1 - 8.125 422600000.00 441062913.00 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 430805125.00 430805125.00 430805125.00 0.0092 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.31% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-15 2039-08-15 1.625 - 4.5 270026700.00 288672634.56 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-28 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0031 283000000.00 283000000.00 283000000.00 0.0061 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.31% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-06-02 2046-05-15 0 - 6.25 563538700.00 577879065.78 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-27 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0031 566000000.00 566000000.00 566000000.00 0.0121 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 2043-11-15 1.75 - 3.75 128902000.00 152185838.85 U.S. Treasuries (including strips) N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 147999082.40 147999082.40 147999082.40 0.0032 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 32552000.00 33686209.34 U.S. Treasuries (including strips) N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 32999795.40 32999795.40 32999795.40 0.0007 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 2023-01-31 2025-11-15 1.75 - 2.25 339961000.00 350238244.00 U.S. Treasuries (including strips) N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0028 342995746.80 342995746.80 342995746.80 0.0073 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 2020-09-30 2 - 2 142401000.00 147362678.04 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0031 144000000.00 144000000.00 144000000.00 0.0031 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.39% 5493006GGLR4BTEL8O61 AEG114000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-06-15 2018-11-15 0.5 - 3.75 151856000.00 162419903.50 U.S. Treasuries (including strips) N/A N/A 2016-06-03 2016-06-03 2016-06-03 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 3 N N N 0.0039 158931000.00 158931000.00 158931000.00 0.0034 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.39% 5493006GGLR4BTEL8O61 AEG628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-31 2017-03-31 3.25 - 3.25 148087000.00 152834373.05 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0039 149104000.00 149104000.00 149104000.00 0.0032 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.39% 5493006GGLR4BTEL8O61 AFD448000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-06-15 2024-05-15 0.5 - 2.5 61521000.00 65115864.45 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-22 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0039 63845000.00 63845000.00 63845000.00 0.0014 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.39% 5493006GGLR4BTEL8O61 AFC956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-28 2017-02-28 3 - 3 153634000.00 158621574.18 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-21 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0039 154402000.00 154402000.00 154402000.00 0.0033 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.41% 5493006GGLR4BTEL8O61 AFG190000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2024-11-15 2.25 - 2.25 60931000.00 63253263.20 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-29 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0041 61921000.00 61921000.00 61921000.00 0.0013 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.41% 5493006GGLR4BTEL8O61 AFG568000 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 2.125 - 2.125 151687000.00 158307985.86 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-07-01 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0041 154579500.00 154579500.00 154579500.00 0.0033 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.43% 5493006GGLR4BTEL8O61 AFH474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N N/A N/A 2016-06-07 2016-06-07 2016-07-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0043 62453000.00 62453000.00 62453000.00 0.0013 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.43% 5493006GGLR4BTEL8O61 AFG949000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N N/A N/A 2016-06-07 2016-06-07 2016-07-05 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0043 157812500.00 157812500.00 157812500.00 0.0034 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.45% 5493006GGLR4BTEL8O61 AFI663000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N N/A N/A 2016-06-07 2016-06-07 2016-07-08 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0045 160686500.00 160686500.00 160686500.00 0.0034 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. 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 2017-06-30 2018-03-31 0.625 - 0.875 37720800.00 37764373.39 U.S. Treasuries (including strips) N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0040 37007400.00 37007400.00 37007400.00 0.0008 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 27500900.00 27556927.40 U.S. Treasuries (including strips) N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0040 27005670.00 27005670.00 27005670.00 0.0006 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 2017-02-15 2019-03-15 0.625 - 1 55020300.00 55114329.10 U.S. Treasuries (including strips) N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0040 54011340.00 54011340.00 54011340.00 0.0012 N N N Y Fidelity Colchester Street Trust: Government Portfolio 2016-06-03 Stephanie Dorsey Stephanie Dorsey President and Treasurer