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0.33% 3135G0RE5 B1V7KEBTPIMZEU4LTD58 US3135G0RE57 0000310522 U.S. Government Agency Debt N/A N/A 2016-08-06 2016-08-06 2018-11-06 N N N 0.0033 62006944.00 62006944.00 0.0009 N N N N Fannie Mae Fannie Mae, 0.40% 313588J63 B1V7KEBTPIMZEU4LTD58 US313588J632 U.S. Government Agency Debt N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0040 24983950.00 24983950.00 0.0004 N N N N Fannie Mae Fannie Mae, 0.40% 313589AJ2 B1V7KEBTPIMZEU4LTD58 US313589AJ21 U.S. Government Agency Debt N/A N/A 2017-01-09 2017-01-09 2017-01-09 N N N 0.0040 324418610.75 324418610.75 0.0049 N N N N Fannie Mae Fannie Mae, 0.41% 313589AS2 B1V7KEBTPIMZEU4LTD58 US313589AS20 U.S. Government Agency Debt N/A N/A 2017-01-17 2017-01-17 2017-01-17 N N N 0.0041 324374466.00 324374466.00 0.0049 N N N N Fannie Mae Fannie Mae, 0.42% 313588K95 B1V7KEBTPIMZEU4LTD58 US313588K952 U.S. Government Agency Debt N/A N/A 2016-10-17 2016-10-17 2016-10-17 N N N 0.0042 249812750.00 249812750.00 0.0038 N N N N Fannie Mae Fannie Mae, 0.46% 313588T39 B1V7KEBTPIMZEU4LTD58 US313588T391 U.S. Government Agency Debt N/A N/A 2016-12-14 2016-12-14 2016-12-14 N N N 0.0046 174664609.50 174664609.50 0.0027 N N N N Fannie Mae Fannie Mae, 0.47% 313588M93 B1V7KEBTPIMZEU4LTD58 US313588M933 U.S. Government Agency Debt N/A N/A 2016-11-02 2016-11-02 2016-11-02 N N N 0.0047 499522000.00 499522000.00 0.0076 N N N N Fannie Mae Fannie Mae, 0.47% 3135G0ES8 B1V7KEBTPIMZEU4LTD58 US3135G0ES80 0000310522 U.S. Government Agency Debt N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0047 93252123.00 93252123.00 0.0014 N N N N Fannie Mae Fannie Mae, 0.49% 313588R72 B1V7KEBTPIMZEU4LTD58 US313588R726 U.S. Government Agency Debt N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0049 499316500.00 499316500.00 0.0076 N N N N Fannie Mae Fannie Mae, 0.50% 313588T88 B1V7KEBTPIMZEU4LTD58 US313588T888 U.S. Government Agency Debt N/A N/A 2016-12-19 2016-12-19 2016-12-19 N N N 0.0050 499222000.00 499222000.00 0.0076 N N N N Fannie Mae Fannie Mae, 0.51% 313588R64 B1V7KEBTPIMZEU4LTD58 US313588R643 U.S. Government Agency Debt N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0051 499322000.00 499322000.00 0.0076 N N N N Fannie Mae Fannie Mae, 0.54% 31359MW41 B1V7KEBTPIMZEU4LTD58 US31359MW416 0000310522 U.S. Government Agency Debt N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0054 76130873.52 76130873.52 0.0012 N N N N Fannie Mae Fannie Mae, 0.63% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 0000310522 U.S. Government Agency Debt N/A N/A 2016-10-11 2018-01-11 2018-01-11 N N N 0.0063 519948328.50 519948328.50 0.0079 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.34% 3133EE4G2 US3133EE4G20 U.S. Government Agency Debt N/A N/A 2016-08-11 2016-08-11 2016-08-11 N N N 0.0034 65002405.00 65002405.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.41% 3133EEXS4 US3133EEXS45 U.S. Government Agency Debt N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0041 27000972.00 27000972.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 3133EDPM8 US3133EDPM83 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-10-03 2016-10-03 N N N 0.0044 28004536.00 28004536.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 3133EEWV8 US3133EEWV82 U.S. Government Agency Debt N/A N/A 2016-08-06 2016-10-06 2016-10-06 N N N 0.0044 42006552.00 42006552.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 313312S92 US313312S927 U.S. Government Agency Debt N/A N/A 2016-12-12 2016-12-12 2016-12-12 N N N 0.0044 149778300.00 149778300.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% to 0.50% 313313AY4 US313313AY41 U.S. Government Agency Debt N/A N/A 2017-01-23 2017-01-23 2017-01-23 N N N 0.0050 142701130.00 142701130.00 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133EEV56 US3133EEV563 U.S. Government Agency Debt N/A N/A 2016-08-09 2017-06-09 2017-06-09 N N N 0.0046 199921400.00 199921400.00 0.0030 N N N N 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N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EDSF0 US3133EDSF06 U.S. Government Agency Debt N/A N/A 2016-08-10 2017-02-10 2017-02-10 N N N 0.0049 100024300.00 100024300.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.50% 3133ED4J8 US3133ED4J86 U.S. Government Agency Debt N/A N/A 2016-08-11 2016-10-11 2016-10-11 N N N 0.0050 29108031.60 29108031.60 0.0004 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 2016-08-01 2017-01-31 2017-01-31 N N N 0.0051 250171250.00 250171250.00 0.0038 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.51% 3133EDV25 US3133EDV250 U.S. Government Agency Debt N/A N/A 2016-08-15 2017-05-15 2017-05-15 N N N 0.0051 125004750.00 125004750.00 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.52% 3133EF2X4 US3133EF2X44 U.S. Government Agency Debt N/A N/A 2016-08-15 2017-03-15 2017-03-15 N N N 0.0052 40011760.00 40011760.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EFXP7 US3133EFXP70 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-09-27 2016-09-27 N N N 0.0053 182045864.00 182045864.00 0.0028 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 105010500.00 105010500.00 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EF3J4 US3133EF3J41 U.S. Government Agency Debt N/A N/A 2016-08-15 2017-02-16 2017-02-16 N N N 0.0053 147978244.00 147978244.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt N/A N/A 2016-08-24 2017-05-24 2017-05-24 N N N 0.0053 125016125.00 125016125.00 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EF5S2 US3133EF5S22 U.S. Government Agency Debt N/A N/A 2016-08-29 2017-03-29 2017-03-29 N N N 0.0053 63013230.00 63013230.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 313312V31 US313312V319 U.S. Government Agency Debt N/A N/A 2016-12-30 2016-12-30 2016-12-30 N N N 0.0053 24958050.00 24958050.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EFY27 US3133EFY275 U.S. Government Agency Debt N/A N/A 2016-08-06 2017-03-06 2017-03-06 N N N 0.0054 251122488.00 251122488.00 0.0038 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EF3K1 US3133EF3K14 U.S. Government Agency Debt N/A N/A 2016-08-15 2017-03-16 2017-03-16 N N N 0.0054 148056980.00 148056980.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EFM20 US3133EFM205 U.S. Government Agency Debt N/A N/A 2016-08-16 2016-12-16 2016-12-16 N N N 0.0054 100046400.00 100046400.00 0.0015 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 2016-09-30 2017-03-30 2017-03-30 N N N 0.0054 40023920.00 40023920.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.55% 3133EFW94 US3133EFW949 U.S. Government Agency Debt N/A N/A 2016-08-01 2017-05-01 2017-05-01 N N N 0.0055 186092070.00 186092070.00 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.55% 3133EF2G1 US3133EF2G11 U.S. Government Agency Debt N/A N/A 2016-08-12 2017-05-12 2017-05-12 N N N 0.0055 250104500.00 250104500.00 0.0038 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 67999524.00 67999524.00 0.0010 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.57% 3133EFUM7 US3133EFUM76 U.S. Government Agency Debt N/A N/A 2016-08-04 2016-11-04 2016-11-04 N N N 0.0057 170086870.00 170086870.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 313384D30 US313384D308 U.S. Government Agency Debt N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0028 499923500.00 499923500.00 0.0076 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384D55 US313384D555 U.S. Government Agency Debt N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0029 324945725.00 324945725.00 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384A41 US313384A411 U.S. Government Agency Debt N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0030 500000000.00 500000000.00 0.0076 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384B57 US313384B575 U.S. Government Agency Debt N/A N/A 2016-08-10 2016-08-10 2016-08-10 N N N 0.0030 565196086.20 565196086.20 0.0086 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384C23 US313384C235 U.S. Government Agency Debt N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0030 43995908.00 43995908.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.33% 313384C98 US313384C987 U.S. Government Agency Debt N/A N/A 2016-08-22 2016-08-22 2016-08-22 N N N 0.0033 752894580.00 752894580.00 0.0115 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 313384B73 US313384B732 U.S. Government Agency Debt N/A N/A 2016-08-12 2016-08-12 2016-08-12 N N N 0.0031 249981750.00 249981750.00 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384B40 US313384B401 U.S. Government Agency Debt N/A N/A 2016-08-09 2016-08-09 2016-08-09 N N N 0.0032 240617246.61 240617246.61 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384C31 US313384C318 U.S. Government Agency Debt N/A N/A 2016-08-16 2016-08-16 2016-08-16 N N N 0.0032 243345663.00 243345663.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-06-02 2017-06-02 N N N 0.0032 57001482.00 57001482.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384A66 US313384A668 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0033 17999766.00 17999766.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384C64 US313384C649 U.S. Government Agency Debt N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0033 28996520.00 28996520.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384D48 US313384D480 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0033 236962080.00 236962080.00 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384D89 US313384D894 U.S. Government Agency Debt N/A N/A 2016-08-29 2016-08-29 2016-08-29 N N N 0.0033 227957364.00 227957364.00 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384G29 US313384G293 U.S. Government Agency Debt N/A N/A 2016-09-16 2016-09-16 2016-09-16 N N N 0.0033 295886632.00 295886632.00 0.0045 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 0.46% 313384E47 US313384E470 U.S. Government Agency Debt N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0046 200946333.00 200946333.00 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384E88 US313384E884 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0034 73977800.00 73977800.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 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 716736861.00 716736861.00 0.0109 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384G52 US313384G525 U.S. Government Agency Debt N/A N/A 2016-09-19 2016-09-19 2016-09-19 N N N 0.0034 365350876.00 365350876.00 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384E21 US313384E215 U.S. Government Agency Debt N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0035 87982400.00 87982400.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384M22 US313384M226 U.S. Government Agency Debt N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0037 384678140.00 384678140.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384H69 US313384H697 U.S. Government Agency Debt N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0038 249879250.00 249879250.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384K40 US313384K402 U.S. Government Agency Debt N/A N/A 2016-10-12 2016-10-12 2016-10-12 N N N 0.0038 299790000.00 299790000.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384K65 US313384K659 U.S. Government Agency Debt N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0038 499640500.00 499640500.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384L31 US313384L319 U.S. Government Agency Debt N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0038 243812608.00 243812608.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313384G86 US313384G863 U.S. Government Agency Debt N/A N/A 2016-09-22 2016-09-22 2016-09-22 N N N 0.0039 331856244.00 331856244.00 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313384F38 US313384F386 U.S. Government Agency Debt N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0040 499837500.00 499837500.00 0.0076 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313384G94 US313384G947 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0040 63971712.00 63971712.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313384J67 US313384J677 U.S. Government Agency Debt N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0040 112927454.00 112927454.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6BK2 US3130A6BK22 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-11 2016-08-11 2016-08-11 N N N 0.0042 209006897.00 209006897.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A5WM7 US3130A5WM75 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-13 2016-09-13 2016-09-13 N N N 0.0043 32000160.00 32000160.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-24 2017-01-24 2017-01-24 N N N 0.0044 61996466.00 61996466.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7N92 US3130A7N921 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-30 2016-08-30 2016-08-30 N N N 0.0045 71007313.00 71007313.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7XV2 US3130A7XV22 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-11-03 2016-11-03 N N N 0.0045 47003149.00 47003149.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7ZH1 US3130A7ZH10 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-10 2016-11-10 2016-11-10 N N N 0.0045 38002090.00 38002090.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7ZA6 US3130A7ZA66 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-10 2016-11-10 2016-11-10 N N N 0.0045 19001311.00 19001311.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7ZE8 US3130A7ZE88 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-10 2016-11-10 2016-11-10 N N N 0.0045 47002585.00 47002585.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A6KP1 US3130A6KP18 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-05 2016-10-05 2016-10-05 N N N 0.0046 220017820.00 220017820.00 0.0034 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 174529492.80 174529492.80 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8DZ3 US3130A8DZ39 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-12-05 2016-12-05 N N N 0.0047 96013536.00 96013536.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8E33 US3130A8E332 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-06 2016-12-06 2016-12-06 N N N 0.0047 96013632.00 96013632.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8DD2 US3130A8DD27 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-06 2016-12-06 2016-12-06 N N N 0.0047 46006532.00 46006532.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A82D4 US3130A82D45 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-13 2017-01-13 2017-01-13 N N N 0.0047 95010735.00 95010735.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-15 2016-10-17 2016-10-17 N N N 0.0047 182014924.00 182014924.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8JK0 US3130A8JK06 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2016-11-17 2016-11-17 N N N 0.0047 50005000.00 50005000.00 0.0008 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 20980134.00 20980134.00 0.0003 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 93014601.00 93014601.00 0.0014 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 46004002.00 46004002.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 313384T58 US313384T585 U.S. Government Agency Debt N/A N/A 2016-12-16 2016-12-16 2016-12-16 N N N 0.0047 519208560.00 519208560.00 0.0079 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 45023400.00 45023400.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2017-02-03 2017-02-03 N N N 0.0048 28005460.00 28005460.00 0.0004 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 28014504.00 28014504.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A8JP9 US3130A8JP92 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-23 2016-11-23 2016-11-23 N N N 0.0048 99010197.00 99010197.00 0.0015 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 15501085.00 15501085.00 0.0002 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 2016-08-02 2017-03-02 2017-03-02 N N N 0.0049 102019890.00 102019890.00 0.0016 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 2016-08-02 2017-03-02 2017-03-02 N N N 0.0049 47009165.00 47009165.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A76U4 US3130A76U42 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0049 101000606.00 101000606.00 0.0015 N N Y 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 189088641.00 189088641.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8EC3 US3130A8EC35 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-06 2017-03-06 2017-03-06 N N N 0.0049 100018300.00 100018300.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8ET6 US3130A8ET69 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-06 2017-03-06 2017-03-06 N N N 0.0049 100018300.00 100018300.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A77F6 US3130A77F65 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2016-08-08 2016-08-08 N N N 0.0049 77002926.00 77002926.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8FN8 US3130A8FN80 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2017-03-08 2017-03-08 N N N 0.0049 126022680.00 126022680.00 0.0019 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 235100815.00 235100815.00 0.0036 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 37002072.00 37002072.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8LY7 US3130A8LY71 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-29 2016-12-29 2016-12-29 N N N 0.0049 72020808.00 72020808.00 0.0011 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 91014287.00 91014287.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8MV2 US3130A8MV24 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2017-01-06 2017-01-06 N N N 0.0049 54031590.00 54031590.00 0.0008 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 92013340.00 92013340.00 0.0014 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 189023436.00 189023436.00 0.0029 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 97011931.00 97011931.00 0.0015 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 47005405.00 47005405.00 0.0007 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 95010925.00 95010925.00 0.0014 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 29003335.00 29003335.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A76P5 US3130A76P56 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-01 2016-09-01 2016-09-01 N N N 0.0050 71009301.00 71009301.00 0.0011 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 72045504.00 72045504.00 0.0011 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 277043766.00 277043766.00 0.0042 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 91016744.00 91016744.00 0.0014 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 153893740.00 153893740.00 0.0023 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 46007314.00 46007314.00 0.0007 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 46006946.00 46006946.00 0.0007 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 186027714.00 186027714.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384T33 US313384T338 U.S. Government Agency Debt N/A N/A 2016-12-14 2016-12-14 2016-12-14 N N N 0.0050 107838000.00 107838000.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384U23 US313384U237 U.S. Government Agency Debt N/A N/A 2016-12-21 2016-12-21 2016-12-21 N N N 0.0050 249605500.00 249605500.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8NM1 US3130A8NM16 0001026214 U.S. Government Agency Debt N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0050 54983555.00 54983555.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A7T70 US3130A7T704 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-22 2017-01-23 2017-01-23 N N N 0.0051 69017526.00 69017526.00 0.0011 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 92014812.00 92014812.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A7ZD0 US3130A7ZD06 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-19 2017-06-19 2017-06-19 N N N 0.0051 94026414.00 94026414.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8KF9 US3130A8KF91 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-21 2017-03-21 2017-03-21 N N N 0.0051 24013416.00 24013416.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8KK8 US3130A8KK86 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-22 2016-12-22 2016-12-22 N N N 0.0051 100019500.00 100019500.00 0.0015 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 146002628.00 146002628.00 0.0022 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 73002044.00 73002044.00 0.0011 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 38006194.00 38006194.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7K87 US3130A7K877 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-23 2016-09-23 2016-09-23 N N N 0.0052 78009906.00 78009906.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A75M3 US3130A75M35 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0052 72008640.00 72008640.00 0.0011 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 100010300.00 100010300.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A75F8 US3130A75F83 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0052 72008640.00 72008640.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A75H4 US3130A75H40 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0052 22002728.00 22002728.00 0.0003 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 50004150.00 50004150.00 0.0008 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 100010200.00 100010200.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8GB3 US3130A8GB34 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-10 2017-03-10 2017-03-10 N N N 0.0052 49026313.00 49026313.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8KE2 US3130A8KE27 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-20 2017-03-20 2017-03-20 N N N 0.0052 117065871.00 117065871.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8M91 US3130A8M913 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-29 2017-03-29 2017-03-29 N N N 0.0052 52034268.00 52034268.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8MD2 US3130A8MD26 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-30 2017-03-30 2017-03-30 N N N 0.0052 52034060.00 52034060.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8MA8 US3130A8MA86 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-03 2017-04-03 2017-04-03 N N N 0.0052 52033072.00 52033072.00 0.0008 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 19006517.00 19006517.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-04 2017-08-04 2017-08-04 N N N 0.0053 90030690.00 90030690.00 0.0014 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 77000616.00 77000616.00 0.0012 N N Y 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 93018507.00 93018507.00 0.0014 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 93019623.00 93019623.00 0.0014 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 90018990.00 90018990.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A8PP2 US3130A8PP29 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-07 2017-04-07 2017-04-07 N N N 0.0053 223107709.00 223107709.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7AA3 US3130A7AA32 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-26 2016-10-26 2016-10-26 N N N 0.0054 35008050.00 35008050.00 0.0005 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 90059400.00 90059400.00 0.0014 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 90059400.00 90059400.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8F73 US3130A8F735 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0054 97053156.00 97053156.00 0.0015 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 56007280.00 56007280.00 0.0009 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 171025308.00 171025308.00 0.0026 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 42007392.00 42007392.00 0.0006 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 42007392.00 42007392.00 0.0006 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 90015840.00 90015840.00 0.0014 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 90015840.00 90015840.00 0.0014 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 84014784.00 84014784.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7ND3 US3130A7ND34 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0054 184036616.00 184036616.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8QJ5 US3130A8QJ59 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-12 2017-04-12 2017-04-12 N N N 0.0054 117062478.00 117062478.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8R47 US3130A8R474 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-13 2017-04-13 2017-04-13 N N N 0.0054 442205972.00 442205972.00 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A5VX4 US3130A5VX40 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-17 2016-10-17 2016-10-17 N N N 0.0054 62009300.00 62009300.00 0.0009 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 61937566.00 61937566.00 0.0009 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 51011169.00 51011169.00 0.0008 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 146051100.00 146051100.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2017-06-06 2017-06-06 N N N 0.0055 95036575.00 95036575.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8RB1 US3130A8RB15 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-15 2017-05-15 2017-05-15 N N N 0.0055 121062073.00 121062073.00 0.0018 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 54037206.00 54037206.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8EX7 US3130A8EX71 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0055 98056644.00 98056644.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8EG4 US3130A8EG49 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-09 2017-06-09 2017-06-09 N N N 0.0055 50029300.00 50029300.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A3T53 US3130A3T539 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-12-23 2016-12-23 N N N 0.0055 137016420.75 137016420.75 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7MN2 US3130A7MN25 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-28 2017-03-28 2017-03-28 N N N 0.0055 90080370.00 90080370.00 0.0014 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 248221680.00 248221680.00 0.0038 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 300129000.00 300129000.00 0.0046 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 44014432.00 44014432.00 0.0007 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 136058480.00 136058480.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8BX0 US3130A8BX09 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2017-03-03 2017-03-03 N N N 0.0056 135087615.00 135087615.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8E82 US3130A8E829 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-08 2017-06-08 2017-06-08 N N N 0.0056 50031600.00 50031600.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7J30 US3130A7J309 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-09 2016-12-09 2016-12-09 N N N 0.0056 131053841.00 131053841.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7J48 US3130A7J481 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-12-14 2016-12-14 N N N 0.0056 44018788.00 44018788.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7LB9 US3130A7LB95 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-06 2017-01-06 N N N 0.0056 84065520.00 84065520.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7LC7 US3130A7LC78 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-05 2017-01-05 N N N 0.0056 84065268.00 84065268.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7L52 US3130A7L529 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-05 2017-01-05 N N N 0.0056 42032634.00 42032634.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7EU5 US3130A7EU59 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-12-23 2016-12-23 N N N 0.0056 97049955.00 97049955.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7L45 US3130A7L453 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-03 2017-01-03 2017-01-03 N N N 0.0056 84064680.00 84064680.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7MC6 US3130A7MC69 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-04 2017-01-04 2017-01-04 N N N 0.0056 45034785.00 45034785.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8WA7 US3130A8WA76 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-28 2017-04-28 2017-04-28 N N N 0.0056 68013396.00 68013396.00 0.0010 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 110112860.00 110112860.00 0.0017 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 76077976.00 76077976.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A6WV5 US3130A6WV57 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-22 2016-09-22 2016-09-22 N N N 0.0057 34006630.00 34006630.00 0.0005 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 151057229.00 151057229.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A8WL3 US3130A8WL32 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-06-01 2017-06-01 N N N 0.0057 114003648.00 114003648.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7FW0 US3130A7FW07 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-04 2016-12-09 2016-12-09 N N N 0.0057 54023166.00 54023166.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LK9 US3130A7LK94 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-13 2017-01-13 N N N 0.0057 45036135.00 45036135.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LJ2 US3130A7LJ22 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-13 2017-01-13 N N N 0.0057 91073073.00 91073073.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LP8 US3130A7LP81 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-21 2017-03-21 2017-03-21 N N N 0.0057 24021864.00 24021864.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7MK8 US3130A7MK85 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2017-03-23 2017-03-23 N N N 0.0057 90081540.00 90081540.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7MF9 US3130A7MF90 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-24 2017-03-24 2017-03-24 N N N 0.0057 90081360.00 90081360.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7Q57 US3130A7Q577 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-05 2017-04-05 2017-04-05 N N N 0.0057 180149760.00 180149760.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7PK5 US3130A7PK58 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-05 2017-04-05 2017-04-05 N N N 0.0057 46038272.00 46038272.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LD5 US3130A7LD51 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-09 2017-01-09 2017-01-09 N N N 0.0057 42033600.00 42033600.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LG8 US3130A7LG82 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-09 2017-01-09 2017-01-09 N N N 0.0057 73058400.00 73058400.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7L78 US3130A7L784 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-10 2017-01-10 2017-01-10 N N N 0.0057 84066696.00 84066696.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A8WG4 US3130A8WG47 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-06-01 2017-06-01 N N N 0.0058 227007264.00 227007264.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A8E66 US3130A8E662 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2017-06-06 2017-06-06 N N N 0.0058 20012780.00 20012780.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A5W62 US3130A5W629 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-23 2017-01-23 2017-01-23 N N N 0.0058 124080724.00 124080724.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A7HD0 US3130A7HD08 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2016-12-07 2016-12-07 N N N 0.0059 84035448.00 84035448.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A7GF6 US3130A7GF64 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2016-12-07 2016-12-07 N N N 0.0059 77032494.00 77032494.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A7HX6 US3130A7HX61 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-09 2017-03-09 2017-03-09 N N N 0.0059 41039606.00 41039606.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A7GB5 US3130A7GB50 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-09 2017-03-09 2017-03-09 N N N 0.0059 41040836.00 41040836.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A8N58 US3130A8N580 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-02 2017-10-02 2017-10-02 N N N 0.0059 56042896.00 56042896.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A8NJ8 US3130A8NJ86 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-05 2017-10-05 2017-10-05 N N N 0.0059 113085428.00 113085428.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A6ZC4 US3130A6ZC40 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0059 150040050.00 150040050.00 0.0023 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 79080817.00 79080817.00 0.0012 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 16016368.00 16016368.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7G82 US3130A7G826 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2016-12-02 2016-12-02 N N N 0.0060 116047212.00 116047212.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7TW5 US3130A7TW50 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-20 2017-04-20 2017-04-20 N N N 0.0060 93071331.00 93071331.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130A7EA9 US3130A7EA95 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-03-01 2017-03-01 N N N 0.0061 48049680.00 48049680.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130A7HL2 US3130A7HL24 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0061 165159885.00 165159885.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130A56Y0 US3130A56Y00 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0061 125027125.00 125027125.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7DL6 US3130A7DL69 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-22 2017-03-07 2017-03-07 N N N 0.0062 76078204.00 76078204.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7DG7 US3130A7DG74 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-23 2017-03-03 2017-03-03 N N N 0.0062 76078508.00 76078508.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7G66 US3130A7G669 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2017-03-03 2017-03-03 N N N 0.0062 39039156.00 39039156.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7G74 US3130A7G743 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0062 154153846.00 154153846.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7FU4 US3130A7FU41 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0062 47048363.00 47048363.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A75E1 US3130A75E19 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-25 2016-10-25 2016-10-25 N N N 0.0064 72022032.00 72022032.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-25 2017-10-25 2017-10-25 N N N 0.0064 32014976.00 32014976.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A75V3 US3130A75V34 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0064 76021964.00 76021964.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2017-10-27 2017-10-27 N N N 0.0065 89036490.00 89036490.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A7WS0 US3130A7WS02 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-28 2017-10-27 2017-10-27 N N N 0.0065 50023150.00 50023150.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2017-10-27 2017-10-27 N N N 0.0066 14008204.00 14008204.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2017-10-27 2017-10-27 N N N 0.0066 18010548.00 18010548.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A75Y7 US3130A75Y72 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-28 2016-10-28 2016-10-28 N N N 0.0066 75051525.00 75051525.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A76C4 US3130A76C44 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-28 2016-10-28 2016-10-28 N N N 0.0066 50015850.00 50015850.00 0.0008 N N N N Freddie Mac Freddie Mac, 0.30% 313396E82 S6XOOCT0IEG5ABCC6L87 US313396E821 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0030 81679493.30 81679493.30 0.0012 N N Y N Freddie Mac Freddie Mac, 0.34% 313396L84 S6XOOCT0IEG5ABCC6L87 US313396L842 U.S. Government Agency Debt N/A N/A 2016-10-24 2016-10-24 2016-10-24 N N N 0.0034 55954248.00 55954248.00 0.0009 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 324482995.20 324482995.20 0.0049 N N N N Freddie Mac Freddie Mac, 0.42% 313396L35 S6XOOCT0IEG5ABCC6L87 US313396L354 U.S. Government Agency Debt N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0042 499616000.00 499616000.00 0.0076 N N N N Freddie Mac Freddie Mac, 0.42% 313396U92 S6XOOCT0IEG5ABCC6L87 US313396U926 U.S. Government Agency Debt N/A N/A 2016-12-28 2016-12-28 2016-12-28 N N N 0.0042 119325069.91 119325069.91 0.0018 N N N N Freddie Mac Freddie Mac, 0.43% 3134G7SG7 S6XOOCT0IEG5ABCC6L87 US3134G7SG76 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2016-08-17 2016-08-17 N N N 0.0043 150005850.00 150005850.00 0.0023 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 299895000.00 299895000.00 0.0046 N N Y N Freddie Mac Freddie Mac, 0.44% 3134G7TF8 S6XOOCT0IEG5ABCC6L87 US3134G7TF84 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0044 200012400.00 200012400.00 0.0031 N N N N Freddie Mac Freddie Mac, 0.44% 313396M91 S6XOOCT0IEG5ABCC6L87 US313396M915 U.S. Government Agency Debt N/A N/A 2016-11-02 2016-11-02 2016-11-02 N N N 0.0044 249761000.00 249761000.00 0.0038 N N N N Freddie Mac Freddie Mac, 0.44% 313397BJ9 S6XOOCT0IEG5ABCC6L87 US313397BJ97 U.S. Government Agency Debt N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0044 249459250.00 249459250.00 0.0038 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 74518196.20 74518196.20 0.0011 N N N N Freddie Mac Freddie Mac, 0.47% 3134G7ZE4 S6XOOCT0IEG5ABCC6L87 US3134G7ZE46 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-16 2016-09-16 2016-09-16 N N N 0.0047 92012972.00 92012972.00 0.0014 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 185917788.00 185917788.00 0.0028 N N Y N Freddie Mac Freddie Mac, 0.47% 313396S61 S6XOOCT0IEG5ABCC6L87 US313396S615 U.S. Government Agency Debt N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0047 103849824.00 103849824.00 0.0016 N N N N Freddie Mac Freddie Mac, 0.47% 313396T86 S6XOOCT0IEG5ABCC6L87 US313396T860 U.S. Government Agency Debt N/A N/A 2016-12-19 2016-12-19 2016-12-19 N N N 0.0047 139782160.00 139782160.00 0.0021 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 299991900.00 299991900.00 0.0046 N N Y N Freddie Mac Freddie Mac, 0.48% 3134G5Z24 S6XOOCT0IEG5ABCC6L87 US3134G5Z242 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-12 2017-01-12 2017-01-12 N N N 0.0048 287978372.24 287978372.24 0.0044 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 296464420.00 296464420.00 0.0045 N N Y N Freddie Mac Freddie Mac, 0.49% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-20 2017-04-20 2017-04-20 N N N 0.0049 149962500.00 149962500.00 0.0023 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 99983300.00 99983300.00 0.0015 N N Y N Freddie Mac Freddie Mac, 0.52% 3134G9KL0 S6XOOCT0IEG5ABCC6L87 US3134G9KL00 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-13 2017-11-13 2017-11-13 N N N 0.0052 200001200.00 200001200.00 0.0031 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 300099900.00 300099900.00 0.0046 N N N N Freddie Mac Freddie Mac, 0.56% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-21 2017-12-21 2017-12-21 N N N 0.0056 257062194.00 257062194.00 0.0039 N N N N Freddie Mac Freddie Mac, 0.64% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-12 2018-01-12 2018-01-12 N N N 0.0064 301260365.00 301260365.00 0.0046 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 46012006.00 46012006.00 0.0007 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 122051850.00 122051850.00 0.0019 N N N N Bank of America NA In a joint trading account with Bank of America NA at 0.35%, dated 7/29/2016 due 08/01/2016 B4TYDEB6GKMZO031MB27 AHJ226000_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 1255869812.44 1217788324.95 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-10-25 3 - 5.8 1900936911.44 864036025.35 Agency Collateralized Mortgage Obligation N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 2021128055.71 2021128055.71 0.0308 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.34%, dated 7/29/2016 due 08/01/2016 L3I9ZG2KFGXZ61BMYR72 AHJ246000_04240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-03-31 2045-02-15 0.5 - 8.875 42005038.37 42544301.71 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 41708491.00 41708491.00 0.0006 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.34%, dated 7/29/2016 due 08/01/2016 R0MUWSFPU8MPRO8K5P83 AHJ246000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-01-15 2046-05-15 0 - 7.5 180906404.72 189807247.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-05-01 2046-07-01 0 - 7.5 28924295.12 7407745.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 1.002 - 4 804617906.52 20541801.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-25 2046-07-01 1.1 - 7.5 83696555.89 53046666.45 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 265156309.40 265156309.40 0.0040 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.35%, dated 7/29/2016 due 08/01/2016 R0MUWSFPU8MPRO8K5P83 AHJ226000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-01-15 2046-05-15 0 - 7.5 399056215.82 418690328.10 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-05-01 2046-07-01 0 - 7.5 63803267.62 16340532.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 1.002 - 4 1774883412.53 45312566.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-25 2046-07-01 1.1 - 7.5 184623816.50 117014110.19 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 584900648.45 584900648.45 0.0089 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.35% R0MUWSFPU8MPRO8K5P83 AHC581000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-05-15 2044-02-15 0 - 1.375 29789281.23 18144302.12 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2042-08-01 2.375 - 8 14823902.00 7617070.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-08-20 2045-02-20 1.75 - 4.5 43353747.00 18053000.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-11-27 2046-06-01 1.625 - 6.625 13481584.00 13518465.89 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-07 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 56000000.00 56000000.00 0.0009 N N Y N Citibank NA Citibank NA, 0.33% 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 2018-04-15 2043-11-15 0.125 - 8.125 56702100.00 59558121.30 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-20 2042-12-20 2 - 2 319562.00 125832.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-02-22 2019-02-22 1.375 - 1.375 4000.00 4025.87 Agency Debentures and Agency Strips N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0033 57999646.20 57999646.20 0.0009 N N Y N Citibank NA Citibank NA, 0.34% 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 2030-04-15 N/A 1174000.00 897037.18 Agency Debentures and Agency Strips US TREASURY 2020-04-30 2045-08-15 0.625 - 4.25 307711100.00 323604127.75 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2023-06-13 2023-06-13 1.98 - 1.98 138000.00 138815.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-09-28 2020-09-28 1.795 - 1.795 2305000.00 2323032.46 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2022-06-15 2045-07-15 2.5 - 7 134276736.00 18744715.96 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2024-09-15 2039-09-15 2.875 - 5.25 222000.00 246419.53 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-06-01 2044-12-01 0 - 8 28889999.00 9592584.00 Agency Mortgage-Backed Securities N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0034 347997946.80 347997946.80 0.0053 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.35%, dated 7/29/2016 due 08/01/2016 E57ODZWZ7FF32TWEFA76 AHJ226000_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 2791621.47 2222893.34 Agency Debentures and Agency Strips US TREASURY 2016-11-15 2043-02-15 0.125 - 9 342928658.96 371944673.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 3312.84 3354.55 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2044-04-01 0.75 - 6.75 9342925.20 7603617.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-10-20 2 - 8 22461833.81 11382497.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.375 - 7.95 2891808.44 1769611.78 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 386498225.85 386498225.85 0.0059 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.35%, dated 7/29/2016 due 08/01/2016 1VUV7VQFKUOQSJ21A208 AHJ226000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-08-31 2046-05-15 0 - 8.75 270595798.45 303090039.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4 - 4 12743011.63 5613093.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-05-20 3.5 - 3.5 7825242.99 7044042.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-11-15 2042-09-01 3 - 6.625 27426583.00 27663569.38 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 335995791.01 335995791.01 0.0051 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.35%, dated 7/29/2016 due 08/01/2016 1V8Y6QCX6YMJ2OELII46 AHJ226000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-11-15 2045-05-15 0.5 - 8.75 1582207000.08 1678063214.18 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 1641844463.41 1641844463.41 0.0250 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.39% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-30 2017-11-30 2.25 - 2.25 93541500.00 95883128.97 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0039 94000000.00 94000000.00 0.0014 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.34%, dated 7/29/2016 due 08/01/2016 CYYGQCGNHMHPSMRL3R97 AHJ246000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-11-15 2046-02-15 0.5 - 6.125 63600466.21 70768539.82 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2045-06-01 3 - 6.5 76001388.25 35717475.07 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 104271227.49 104271227.49 0.0016 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.37% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-12-01 3.5 - 3.5 39000000.00 30620587.96 Agency Mortgage-Backed Securities N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0037 30000000.00 30000000.00 0.0005 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.38% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-08-01 3.5 - 4 138479200.00 53061381.38 Agency Mortgage-Backed Securities N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0038 52002080.00 52002080.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-11-01 2042-08-01 3.5 - 4 81728990.00 51031044.89 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 50005500.00 50005500.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-11-01 2031-11-01 4 - 4 100870000.00 52047907.19 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-14 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 51002550.00 51002550.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.42% 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 2042-08-01 3 - 3.5 84735000.00 68362306.72 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-10-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0042 67001340.00 67001340.00 0.0010 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.42% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2044-11-01 3.5 - 4 78349695.00 68360465.17 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-10-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0042 67001340.00 67001340.00 0.0010 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.42% 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 2025-09-01 2044-06-01 2.5 - 7.5 108658336.00 46005758.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 66055732.00 67239735.34 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-10-11 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0042 111002220.00 111002220.00 0.0017 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-01-01 2045-12-01 3.5 - 4 134081184.00 90814826.57 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-27 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 89000890.00 89000890.00 0.0014 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 2026-08-01 2042-11-01 3 - 7 215845806.00 83668752.66 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-29 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 82000820.00 82000820.00 0.0013 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 2029-01-01 2042-08-01 3 - 4 135846130.00 89795608.58 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-26 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 88000880.00 88000880.00 0.0013 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 NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 111260000.00 113254258.59 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-10-03 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 111002220.00 111002220.00 0.0017 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 2029-09-01 2043-04-01 3 - 4 78136500.00 68368073.19 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-28 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 67000670.00 67000670.00 0.0010 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.35%, dated 7/29/2016 due 08/01/2016 ZBUT11V806EZRVTWT807 AHJ226000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-31 2046-02-15 0.375 - 8.875 392057865.21 421750432.60 U.S. Treasuries (including strips) U.S. TREASURY 2016-07-31 2017-04-30 0.07 - 0.394 1994725.77 1997120.18 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 414921820.71 414921820.71 0.0063 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.35% 8NAV47T0Y26Q87Y0QP81 AGG168000 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 2044-11-01 2.562 - 4 835313619.00 266856355.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-06-01 2042-06-01 2.489 - 2.489 100145219.00 46420643.15 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-08-17 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A 1.0000 7 N N N 0.0035 307000000.00 307000000.00 0.0047 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.34%, dated 7/29/2016 due 08/01/2016 8NAV47T0Y26Q87Y0QP81 AHJ246000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2043-11-15 1.375 - 3.75 54879312.84 60568056.14 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2045-08-20 2045-09-20 4 - 4 16401604.96 14180520.32 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 73143972.12 73143972.12 0.0011 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AHB467000 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 2046-08-01 2.175 - 6 101867560.00 54990149.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-05-20 2042-05-20 4 - 4 4345121.00 1755464.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2046-07-01 1.815 - 5 180876435.00 67730784.41 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0039 122014640.00 122014640.00 0.0019 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AHB773000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-07-01 2046-08-01 2.271 - 4.5 42542838.00 16213005.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-03-01 2046-07-01 2.073 - 5 191835776.00 74592564.12 Agency Mortgage-Backed Securities N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0039 89012460.00 89012460.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AHC111000 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 2025-10-01 2046-08-01 2.147 - 4 16793303.00 15773705.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2046-07-01 2.159 - 5.43 167641026.00 75030880.74 Agency Mortgage-Backed Securities N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0039 89013350.00 89013350.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AHD202000 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 2046-08-01 2.5 - 6 208486036.00 74095802.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-06-20 2066-06-20 2 - 4.5 11787077.00 13239190.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-10-01 2048-08-01 1.917 - 5.5 196144998.00 104466555.07 Agency Mortgage-Backed Securities N/A N/A 2016-09-12 2016-09-12 2016-09-12 N N N 0.0039 188030080.00 188030080.00 0.0029 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AHJ125000 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 2046-08-01 2.5 - 5 77004068.00 37697944.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-03-20 2042-07-20 3 - 5 78179674.00 14255732.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-04-01 2046-07-01 2.361 - 6 68914539.00 42909405.34 Agency Mortgage-Backed Securities N/A N/A 2016-09-27 2016-09-27 2016-09-27 N N N 0.0039 93000000.00 93000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.44% K5HU16E3LMSVCCJJJ255 AHH341000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2042-11-01 2.319 - 3.27 8585692.00 2979690.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-05-20 2042-05-20 4 - 4 1704172.00 688499.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-01 2046-05-01 2.519 - 4.5 105453985.00 55496871.38 Agency Mortgage-Backed Securities N/A N/A 2016-10-24 2016-10-24 2016-10-24 N N N 0.0044 58024360.00 58024360.00 0.0009 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 2035-06-15 2040-04-15 2 - 5.5 102107777.00 77636422.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2032-08-25 2039-10-25 2 - 8.143 118483647.00 19273942.89 Agency Collateralized Mortgage Obligation N/A N/A 2016-08-05 2016-08-05 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 0.0014 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.35%, dated 7/29/2016 due 08/01/2016 7TK5RJIZDFROZCA6XF66 AHJ226000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2024-08-15 2046-05-15 1.625 - 7.625 66532652.90 74861740.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-02-15 2045-10-01 2.168 - 4.5 37110984.72 26522733.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-01-20 2045-11-20 2 - 4.5 11074297.69 9393073.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-07-25 2045-12-01 2 - 7 42715177.45 38803433.74 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 146353994.86 146353994.86 0.0022 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2032-11-15 2046-08-01 1.5 - 6 116548295.00 11383739.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2046-06-20 3 - 5 45761840.00 35319206.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-01 2046-07-01 2.338 - 5.5 103798726.00 66571739.97 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 111000000.00 111000000.00 0.0017 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 2023-01-15 2046-08-01 2.543 - 7.5 304628.00 287555.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-15 2046-06-20 3.5 - 6 99868604.00 49303125.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-07-01 2.5 - 4.5 53867980.00 52457404.33 Agency Mortgage-Backed Securities N/A N/A 2016-08-03 2016-08-03 2016-08-03 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 5 N N N 0.0035 100000000.00 100000000.00 0.0015 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 US TREASURY 2022-08-15 2025-08-15 1.625 - 2 22453400.00 23472851.72 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2046-08-01 3 - 4 5594109.00 5772901.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-11-15 2046-05-15 3.5 - 6 50102184.00 49938488.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-07-01 2046-07-01 3 - 7 33982585.00 35074649.39 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-15 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 112000000.00 112000000.00 0.0017 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 2046-08-01 1.5 - 6.076 100547066.00 65423157.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2035-11-20 2046-06-20 3 - 6 23174526.00 13456068.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-07-01 2046-07-01 2.36 - 6 183984905.00 67015143.99 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-13 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 143000000.00 143000000.00 0.0022 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 2029-09-01 2046-08-01 2.543 - 4 9935212.00 8589223.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-20 2046-06-20 2.5 - 4.5 19536712.00 19024025.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-07-01 2.338 - 5 157757475.00 144791125.10 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-16 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 169000000.00 169000000.00 0.0026 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 2046-08-01 1.5 - 4 28657393.00 13431240.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2046-06-20 3 - 5 35426538.00 28985149.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-07-01 2.338 - 6 56713251.00 37207866.99 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-01 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 78000000.00 78000000.00 0.0012 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 2041-03-01 2046-08-01 3 - 4 51051978.00 14361891.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-11-20 2046-04-20 3.5 - 4 1019286.00 991059.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-07-01 2.5 - 4.5 66180716.00 47894941.18 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-20 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 62000000.00 62000000.00 0.0009 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 2046-08-01 3 - 4 26882.00 25283.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2046-04-20 3.5 - 5 47573654.00 38312326.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-07-01 2.31 - 6 96760989.00 74919022.69 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-08-30 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 111000000.00 111000000.00 0.0017 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 2033-06-15 2045-05-01 2.562 - 4.5 33324339.00 11731289.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2045-10-20 3.5 - 3.5 2132350.00 2038950.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2046-07-01 2.219 - 6 97930757.00 45398308.83 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-19 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 58000000.00 58000000.00 0.0009 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.33% 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 2036-06-01 2046-08-01 3 - 3.5 335920918.00 354979523.68 Agency Mortgage-Backed Securities N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0033 347997877.20 347997877.20 0.0053 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.33% 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 2046-06-01 2046-06-01 3.5 - 3.5 56251313.00 59162170.02 Agency Mortgage-Backed Securities N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0033 57998932.80 57998932.80 0.0009 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.42% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-07-01 3.5 - 3.5 208550239.00 220384260.10 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0042 216025920.00 216025920.00 0.0033 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.42% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2021-10-15 2041-07-15 2.75 - 4.5 31999200.00 21753566.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2029-01-25 2055-03-25 0.838 - 4 34933958.00 23577537.87 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0042 44005720.00 44005720.00 0.0007 N N N Y U.S. Treasury Bills U.S. Treasury Bills, 0.29% 912796JF7 US912796JF73 U.S. Treasury Debt N/A N/A 2016-08-11 2016-08-11 2016-08-11 N N N 0.0029 999958000.00 999958000.00 0.0153 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% to 0.31% 912796HJ1 US912796HJ14 U.S. Treasury Debt N/A N/A 2016-10-13 2016-10-13 2016-10-13 N N N 0.0031 999514000.00 999514000.00 0.0152 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.32% 912796JQ3 US912796JQ39 U.S. Treasury Debt N/A N/A 2016-10-20 2016-10-20 2016-10-20 N N N 0.0032 999426000.00 999426000.00 0.0152 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.32% 912796JR1 US912796JR12 U.S. Treasury Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0032 399743200.00 399743200.00 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.39% to 0.40% 912796KC2 US912796KC24 U.S. Treasury Debt N/A N/A 2017-01-12 2017-01-12 2017-01-12 N N N 0.0040 998422000.00 998422000.00 0.0152 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 277802620.00 277802620.00 0.0042 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796JZ3 US912796JZ38 U.S. Treasury Debt N/A N/A 2016-12-22 2016-12-22 2016-12-22 N N N 0.0040 249702500.00 249702500.00 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% 912796KD0 US912796KD07 U.S. Treasury Debt N/A N/A 2017-01-19 2017-01-19 2017-01-19 N N N 0.0043 218632956.00 218632956.00 0.0033 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 499937000.00 499937000.00 0.0076 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 249954250.00 249954250.00 0.0038 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 499887000.00 499887000.00 0.0076 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 48957762.00 48957762.00 0.0007 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 449877600.00 449877600.00 0.0069 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.37% 912810DX3 US912810DX38 U.S. Treasury Debt N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0037 127581000.00 127581000.00 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 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 457535629.50 457535629.50 0.0070 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.31% 912828VR8 US912828VR83 U.S. Treasury Debt N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0031 246041082.00 246041082.00 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.31% to 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 509608255.00 509608255.00 0.0078 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.35% to 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 333325275.00 333325275.00 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828H29 US912828H292 U.S. Treasury Debt N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0042 14014714.00 14014714.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% to 0.43% 912828RX0 US912828RX08 U.S. Treasury Debt N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0043 708471974.00 708471974.00 0.0108 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828MD9 US912828MD98 U.S. Treasury Debt N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0045 177077775.00 177077775.00 0.0027 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 309077868.00 309077868.00 0.0047 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.36% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2044-05-15 0 - 8.5 217432000.00 230534085.14 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0036 226000000.00 226000000.00 0.0034 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.33% R0MUWSFPU8MPRO8K5P83 AHC579000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-01-31 2044-08-15 0.099 - 6.75 260647931.86 270460387.32 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-09-07 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 265000000.00 265000000.00 0.0040 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.33% R0MUWSFPU8MPRO8K5P83 AHG944000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-01-12 2045-05-15 0 - 6.75 270890200.00 283683631.30 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-09-22 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 278000000.00 278000000.00 0.0042 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.33% R0MUWSFPU8MPRO8K5P83 AHB742000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-15 2046-05-15 0.099 - 4.75 594344400.00 696803741.23 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-09-02 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 680000000.00 680000000.00 0.0104 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.38% 9J6MBOOO7BECTDTUZW19 0000058056 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 1.375 - 1.375 190835100.00 194826262.82 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0038 191000000.00 191000000.00 0.0029 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 2022-05-15 2022-05-15 1.75 - 1.75 743435600.00 770016081.29 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0025 770000000.00 770000000.00 0.0117 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.34% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2024-08-15 1.375 - 2.375 401900000.00 422718037.10 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 412000000.00 412000000.00 0.0063 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.36% X574KRZ6V5A7UBU45C31 AHJ060000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-31 2031-02-15 1 - 8.125 411200000.00 447365902.10 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0036 435737875.00 435737875.00 0.0066 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.33% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-07-31 2046-02-15 0 - 8.75 538793700.00 587315210.08 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-29 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 574000000.00 574000000.00 0.0088 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.33% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-09-08 2045-11-15 0 - 8.875 428129100.00 459350056.26 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-09-28 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 450000000.00 450000000.00 0.0069 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.33% ES7IP3U3RHIGC71XBU11 AHH389000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2 20499000.00 21587045.92 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 21000000.00 21000000.00 0.0003 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.33% ES7IP3U3RHIGC71XBU11 AHI197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2025-11-15 1.5 - 2.25 385759000.00 407381245.53 U.S. Treasuries (including strips) N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0033 396997578.30 396997578.30 0.0061 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.35% ES7IP3U3RHIGC71XBU11 AHJ067000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 1.375 - 1.375 178879000.00 179642276.69 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 176000000.00 176000000.00 0.0027 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.35% ES7IP3U3RHIGC71XBU11 AHJ085000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2045-05-15 3 - 3 58974000.00 69458397.72 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0035 67000000.00 67000000.00 0.0010 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AGI273000 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 62545000.00 67081701.58 U.S. Treasuries (including strips) N/A N/A 2016-08-03 2016-08-03 2016-08-03 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 5 N N N 0.0046 65444000.00 65444000.00 0.0010 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AHA622000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2024-08-15 0.875 - 2.375 63961000.00 69959858.78 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-10 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 67968000.00 67968000.00 0.0010 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AHJ141000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N N/A N/A 2016-08-05 2016-08-05 2016-09-07 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 69201000.00 69201000.00 0.0011 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., 0.46% 5493006GGLR4BTEL8O61 AGJ338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2020-08-31 0.875 - 2.125 192321000.00 204197818.03 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-05 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 198587000.00 198587000.00 0.0030 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AHB463000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2018-11-15 0.875 - 3.75 191425000.00 207427010.10 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-12 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 201875500.00 201875500.00 0.0031 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AHG994000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY 2024-05-15 2024-05-15 2.5 - 2.5 66208000.00 72283047.46 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-31 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 70574000.00 70574000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AHG534000 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 201034000.00 208967002.67 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-30 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 202290500.00 202290500.00 0.0031 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AGJ752000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2024-11-15 0.875 - 3.75 191789000.00 207695538.73 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-09 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 201675500.00 201675500.00 0.0031 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AHC139000 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 195413000.00 203165424.54 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-16 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 197000000.00 197000000.00 0.0030 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AHD861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2020-08-15 0.875 - 2.625 193905000.00 210996192.21 U.S. Treasuries (including strips) N/A N/A 2016-08-05 2016-08-05 2016-08-23 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 204493000.00 204493000.00 0.0031 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-09-30 2016-09-30 1 - 1 65015400.00 65299627.08 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0040 64005760.00 64005760.00 0.0010 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-31 2018-03-31 0.875 - 0.875 90236300.00 90805316.79 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0040 89008900.00 89008900.00 0.0014 N N N Y Fidelity Colchester Street Trust: Government Portfolio 2016-08-03 Stephanie Dorsey Stephanie Dorsey President and Treasurer