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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 324530700.00 324530700.00 0.0043 N N N N Fannie Mae Fannie Mae, 0.40% 313589AT0 B1V7KEBTPIMZEU4LTD58 US313589AT03 U.S. Government Agency Debt N/A N/A 2017-01-18 2017-01-18 2017-01-18 N N N 0.0040 499228000.00 499228000.00 0.0066 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 324501775.00 324501775.00 0.0043 N N N N Fannie Mae Fannie Mae, 0.41% 313589BH5 B1V7KEBTPIMZEU4LTD58 US313589BH55 U.S. Government Agency Debt N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0041 534997680.00 534997680.00 0.0071 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 249904250.00 249904250.00 0.0033 N N Y N Fannie Mae Fannie Mae, 0.42% 313589BW2 B1V7KEBTPIMZEU4LTD58 US313589BW23 U.S. Government Agency Debt N/A N/A 2017-02-14 2017-02-14 2017-02-14 N N N 0.0042 213565794.00 213565794.00 0.0028 N N N N Fannie Mae Fannie Mae, 0.43% to 0.45% 3135G0GY3 B1V7KEBTPIMZEU4LTD58 US3135G0GY31 0000310522 U.S. Government Agency Debt N/A N/A 2017-01-30 2017-01-30 2017-01-30 N N N 0.0045 72085640.40 72085640.40 0.0010 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 174755221.69 174755221.69 0.0023 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 499733000.00 499733000.00 0.0066 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 93184140.00 93184140.00 0.0012 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 499565500.00 499565500.00 0.0066 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 499485500.00 499485500.00 0.0066 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 499570500.00 499570500.00 0.0066 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 75828392.30 75828392.30 0.0010 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 520132231.50 520132231.50 0.0069 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 27000675.00 27000675.00 0.0004 N N Y 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 149855550.00 149855550.00 0.0020 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 142771200.00 142771200.00 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133EDPM8 US3133EDPM83 U.S. Government Agency Debt N/A N/A 2016-09-03 2016-10-03 2016-10-03 N N N 0.0047 28003444.00 28003444.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133EEWV8 US3133EEWV82 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-10-06 2016-10-06 N N N 0.0047 42005460.00 42005460.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.48% 3133EEW30 US3133EEW306 U.S. Government Agency Debt N/A N/A 2016-09-20 2017-01-20 2017-01-20 N N N 0.0048 75021375.00 75021375.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EFHB6 US3133EFHB68 U.S. Government Agency Debt N/A N/A 2016-09-07 2016-11-07 2016-11-07 N N N 0.0049 200049600.00 200049600.00 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EEV56 US3133EEV563 U.S. Government Agency Debt N/A N/A 2016-09-09 2017-06-09 2017-06-09 N N N 0.0049 199944400.00 199944400.00 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EFDG9 US3133EFDG91 U.S. Government Agency Debt N/A N/A 2016-09-20 2016-09-20 2016-09-20 N N N 0.0049 70006300.00 70006300.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.50% 3133EDV90 US3133EDV904 U.S. Government Agency Debt N/A N/A 2016-09-19 2016-09-19 2016-09-19 N N N 0.0050 153914158.80 153914158.80 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.52% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt N/A N/A 2016-09-09 2017-03-09 2017-03-09 N N N 0.0052 89040228.00 89040228.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EDSF0 US3133EDSF06 U.S. Government Agency Debt N/A N/A 2016-09-10 2017-02-10 2017-02-10 N N N 0.0053 100047800.00 100047800.00 0.0013 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 24971675.00 24971675.00 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133ED4J8 US3133ED4J86 U.S. Government Agency Debt N/A N/A 2016-09-11 2016-10-11 2016-10-11 N N N 0.0054 29106256.50 29106256.50 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EDV25 US3133EDV250 U.S. Government Agency Debt N/A N/A 2016-09-15 2017-05-15 2017-05-15 N N N 0.0054 125037125.00 125037125.00 0.0017 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 40053560.00 40053560.00 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.55% 3133EF2X4 US3133EF2X44 U.S. Government Agency Debt N/A N/A 2016-09-15 2017-03-15 2017-03-15 N N N 0.0055 40021880.00 40021880.00 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EF3K1 US3133EF3K14 U.S. Government Agency Debt N/A N/A 2016-09-16 2017-03-16 2017-03-16 N N N 0.0056 148092796.00 148092796.00 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EF3J4 US3133EF3J41 U.S. Government Agency Debt N/A N/A 2016-09-16 2017-02-16 2017-02-16 N N N 0.0056 148022496.00 148022496.00 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EFXP7 US3133EFXP70 U.S. Government Agency Debt N/A N/A 2016-09-27 2016-09-27 2016-09-27 N N N 0.0056 182030030.00 182030030.00 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EF5S2 US3133EF5S22 U.S. Government Agency Debt N/A N/A 2016-09-29 2017-03-29 2017-03-29 N N N 0.0056 63030114.00 63030114.00 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.57% 3133EFY27 US3133EFY275 U.S. Government Agency Debt N/A N/A 2016-09-06 2017-03-06 2017-03-06 N N N 0.0057 251178963.00 251178963.00 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.57% 3133EFM20 US3133EFM205 U.S. Government Agency Debt N/A N/A 2016-09-16 2016-12-16 2016-12-16 N N N 0.0057 100069500.00 100069500.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.57% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt N/A N/A 2016-09-24 2017-05-24 2017-05-24 N N N 0.0057 125045500.00 125045500.00 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.58% 3133EFW94 US3133EFW949 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-05-01 2017-05-01 N N N 0.0058 186134292.00 186134292.00 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.60% 3133EFUM7 US3133EFUM76 U.S. Government Agency Debt N/A N/A 2016-09-04 2016-11-04 2016-11-04 N N N 0.0060 170074800.00 170074800.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.60% 3133EF2G1 US3133EF2G11 U.S. Government Agency Debt N/A N/A 2016-09-12 2017-05-12 2017-05-12 N N N 0.0060 250160250.00 250160250.00 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.63% 3133EE5J5 US3133EE5J59 U.S. Government Agency Debt N/A N/A 2016-12-01 2017-01-31 2017-01-31 N N N 0.0063 250240250.00 250240250.00 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.72% 3133EF7A9 US3133EF7A95 U.S. Government Agency Debt N/A N/A 2016-11-13 2017-11-13 2017-11-13 N N N 0.0072 105124845.00 105124845.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 3130A9A27 US3130A9A270 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2018-03-06 2018-03-06 N N N 0.0000 349973400.00 349973400.00 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.38% 313384L31 US313384L319 U.S. Government Agency Debt N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0038 943622400.00 943622400.00 0.0125 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 295968032.00 295968032.00 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384N88 US313384N885 U.S. Government Agency Debt N/A N/A 2016-11-09 2016-11-09 2016-11-09 N N N 0.0033 608638254.00 608638254.00 0.0081 N N N 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 200998593.00 200998593.00 0.0027 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 73997336.00 73997336.00 0.0010 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 716932602.00 716932602.00 0.0095 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 365452485.00 365452485.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384P52 US313384P526 U.S. Government Agency Debt N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0034 499681500.00 499681500.00 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384P78 US313384P781 U.S. Government Agency Debt N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0034 949378700.00 949378700.00 0.0126 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 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 536139472.00 536139472.00 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384Q69 US313384Q698 U.S. Government Agency Debt N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0034 441683970.00 441683970.00 0.0059 N N N 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 384823670.00 384823670.00 0.0051 N N Y 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 249951250.00 249951250.00 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384K40 US313384K402 U.S. Government Agency Debt N/A N/A 2016-10-12 2016-10-12 2016-10-12 N N N 0.0038 299897400.00 299897400.00 0.0040 N N Y 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 499821000.00 499821000.00 0.0066 N N Y 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 331949536.00 331949536.00 0.0044 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 499971000.00 499971000.00 0.0066 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 63989824.00 63989824.00 0.0009 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 112967004.00 112967004.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A5WM7 US3130A5WM75 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-13 2016-09-13 2016-09-13 N N N 0.0046 32001536.00 32001536.00 0.0004 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 174603740.30 174603740.30 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7XV2 US3130A7XV22 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2016-11-03 2016-11-03 N N N 0.0047 47009588.00 47009588.00 0.0006 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 20988975.00 20988975.00 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 92998977.00 92998977.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A84G5 US3130A84G57 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0047 45997470.00 45997470.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 313384T58 US313384T585 U.S. Government Agency Debt N/A N/A 2016-12-16 2016-12-16 2016-12-16 N N N 0.0047 519479480.00 519479480.00 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-24 2017-01-24 2017-01-24 N N N 0.0048 62011098.00 62011098.00 0.0008 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 15500635.50 15500635.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A6KP1 US3130A6KP18 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-05 2016-10-05 2016-10-05 N N N 0.0049 220034760.00 220034760.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7ZA6 US3130A7ZA66 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-10 2016-11-10 2016-11-10 N N N 0.0049 19004199.00 19004199.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7ZE8 US3130A7ZE88 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-10 2016-11-10 2016-11-10 N N N 0.0049 47009964.00 47009964.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7ZH1 US3130A7ZH10 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-10 2016-11-10 2016-11-10 N N N 0.0049 38008056.00 38008056.00 0.0005 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 72048888.00 72048888.00 0.0010 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 91008372.00 91008372.00 0.0012 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 54038394.00 54038394.00 0.0007 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 92008280.00 92008280.00 0.0012 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 189015309.00 189015309.00 0.0025 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 97007760.00 97007760.00 0.0013 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 95007125.00 95007125.00 0.0013 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 29002175.00 29002175.00 0.0004 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 47003525.00 47003525.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2017-02-03 2017-02-03 N N N 0.0050 28010976.00 28010976.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8DZ3 US3130A8DZ39 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-05 2016-12-05 2016-12-05 N N N 0.0050 96031488.00 96031488.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8DD2 US3130A8DD27 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-12-06 2016-12-06 N N N 0.0050 46015134.00 46015134.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8E33 US3130A8E332 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-12-06 2016-12-06 N N N 0.0050 96031584.00 96031584.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A82D4 US3130A82D45 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-13 2017-01-13 2017-01-13 N N N 0.0050 95030590.00 95030590.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8JK0 US3130A8JK06 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-17 2016-11-17 2016-11-17 N N N 0.0050 50012950.00 50012950.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-17 2016-10-17 2016-10-17 N N N 0.0050 182035854.00 182035854.00 0.0024 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 91009737.00 91009737.00 0.0012 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 153948718.00 153948718.00 0.0020 N N Y 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 45999770.00 45999770.00 0.0006 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 46000046.00 46000046.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A85Y5 US3130A85Y54 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0050 185994978.00 185994978.00 0.0025 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 107893944.00 107893944.00 0.0014 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 249738000.00 249738000.00 0.0033 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 54981465.00 54981465.00 0.0007 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 94088266.00 94088266.00 0.0013 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 24025416.00 24025416.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8JP9 US3130A8JP92 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-11-23 2016-11-23 N N N 0.0051 99026730.00 99026730.00 0.0013 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 100005200.00 100005200.00 0.0013 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 100000000.00 100000000.00 0.0013 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A76P5 US3130A76P56 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0052 71000000.00 71000000.00 0.0009 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8D91 US3130A8D912 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-03-02 2017-03-02 N N N 0.0052 47017296.00 47017296.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8D83 US3130A8D839 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-03-02 2017-03-02 N N N 0.0052 102037536.00 102037536.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8ET6 US3130A8ET69 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2017-03-06 2017-03-06 N N N 0.0052 100036100.00 100036100.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8EC3 US3130A8EC35 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2017-03-06 2017-03-06 N N N 0.0052 100036100.00 100036100.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8FN8 US3130A8FN80 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-08 2017-03-08 2017-03-08 N N N 0.0052 126045108.00 126045108.00 0.0017 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 49046354.00 49046354.00 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 117123786.00 117123786.00 0.0016 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 52061152.00 52061152.00 0.0007 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 52061204.00 52061204.00 0.0007 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 52060996.00 52060996.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7ME2 US3130A7ME26 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0053 93009114.00 93009114.00 0.0012 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 90010170.00 90010170.00 0.0012 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 93010509.00 93010509.00 0.0012 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 223235265.00 223235265.00 0.0030 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 97091568.00 97091568.00 0.0013 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 56001904.00 56001904.00 0.0007 N N Y 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 171007182.00 171007182.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JF3 US3130A7JF38 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0054 42002814.00 42002814.00 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 90006030.00 90006030.00 0.0012 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 42002814.00 42002814.00 0.0006 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 84005628.00 84005628.00 0.0011 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 90006030.00 90006030.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7T70 US3130A7T704 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2017-01-23 2017-01-23 N N N 0.0054 69030015.00 69030015.00 0.0009 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 184019504.00 184019504.00 0.0024 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 117123201.00 117123201.00 0.0016 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 442438022.00 442438022.00 0.0059 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 62017422.00 62017422.00 0.0008 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 61964226.00 61964226.00 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 98095060.00 98095060.00 0.0013 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 50058400.00 50058400.00 0.0007 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 137061340.35 137061340.35 0.0018 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 90123840.00 90123840.00 0.0012 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 2016-11-07 2017-06-06 2017-06-06 N N N 0.0055 95092530.00 95092530.00 0.0013 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 135137295.00 135137295.00 0.0018 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 2016-09-05 2017-01-05 2017-01-05 N N N 0.0056 42036162.00 42036162.00 0.0006 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 2016-09-05 2017-01-05 2017-01-05 N N N 0.0056 84072324.00 84072324.00 0.0011 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 2016-09-06 2017-01-06 2017-01-06 N N N 0.0056 84072828.00 84072828.00 0.0011 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 50060250.00 50060250.00 0.0007 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 131092093.00 131092093.00 0.0017 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 44032296.00 44032296.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7K87 US3130A7K877 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0056 78010920.00 78010920.00 0.0010 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 97081189.00 97081189.00 0.0013 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 84071316.00 84071316.00 0.0011 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 45038475.00 45038475.00 0.0006 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 68048280.00 68048280.00 0.0009 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 114072618.00 114072618.00 0.0015 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 2016-09-09 2016-12-09 2016-12-09 N N N 0.0057 54038664.00 54038664.00 0.0007 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 2016-09-13 2017-01-13 2017-01-13 N N N 0.0057 45040815.00 45040815.00 0.0006 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 2016-09-13 2017-01-13 2017-01-13 N N N 0.0057 91082537.00 91082537.00 0.0012 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 24032736.00 24032736.00 0.0003 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 90123030.00 90123030.00 0.0012 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 90123210.00 90123210.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7AA3 US3130A7AA32 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-26 2016-10-26 2016-10-26 N N N 0.0057 35011445.00 35011445.00 0.0005 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 46062192.00 46062192.00 0.0006 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 180243360.00 180243360.00 0.0024 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 73065554.00 73065554.00 0.0010 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 42037716.00 42037716.00 0.0006 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 84074760.00 84074760.00 0.0011 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 227144599.00 227144599.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-06-02 2017-06-02 N N N 0.0058 57036138.00 57036138.00 0.0008 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 20024040.00 20024040.00 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 124101432.00 124101432.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A8Z89 US3130A8Z899 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-09 2017-08-09 2017-08-09 N N N 0.0058 500129000.00 500129000.00 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A94C2 US3130A94C26 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-16 2017-05-16 2017-05-16 N N N 0.0058 26000000.00 26000000.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9B67 US3130A9B674 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-09-01 2017-09-01 N N N 0.0059 127987200.00 127987200.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9A50 US3130A9A502 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2017-09-06 2017-09-06 N N N 0.0059 13000000.00 13000000.00 0.0002 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 84059052.00 84059052.00 0.0011 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 77054131.00 77054131.00 0.0010 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 41054776.00 41054776.00 0.0005 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 41053710.00 41053710.00 0.0005 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 56094192.00 56094192.00 0.0007 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 113188936.00 113188936.00 0.0015 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 150046650.00 150046650.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A94V0 US3130A94V07 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-19 2017-08-18 2017-08-18 N N N 0.0059 65000000.00 65000000.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A94R9 US3130A94R94 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-19 2017-08-18 2017-08-18 N N N 0.0059 233000000.00 233000000.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9AD3 US3130A9AD37 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2017-08-25 2017-08-25 N N N 0.0059 65000000.00 65000000.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9A43 US3130A9A437 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2017-08-25 2017-08-25 N N N 0.0059 117000000.00 117000000.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A96S5 US3130A96S59 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-09-01 2017-09-01 N N N 0.0060 65000000.00 65000000.00 0.0009 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 116077720.00 116077720.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A6WV5 US3130A6WV57 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-22 2016-09-22 2016-09-22 N N N 0.0060 34005542.00 34005542.00 0.0005 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 93115041.00 93115041.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7XF7 US3130A7XF71 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2017-02-02 2017-02-02 N N N 0.0060 45034965.00 45034965.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7XX8 US3130A7XX87 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-03 2017-02-03 2017-02-03 N N N 0.0060 28021812.00 28021812.00 0.0004 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 48064608.00 48064608.00 0.0006 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 165215325.00 165215325.00 0.0022 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 125046625.00 125046625.00 0.0017 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 39051480.00 39051480.00 0.0005 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 47063779.00 47063779.00 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 154204974.00 154204974.00 0.0020 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 2016-11-03 2017-03-03 2017-03-03 N N N 0.0062 76102220.00 76102220.00 0.0010 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 2016-11-07 2017-03-07 2017-03-07 N N N 0.0062 76103132.00 76103132.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130A8YX5 US3130A8YX51 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-08 2017-11-08 2017-11-08 N N N 0.0063 220100760.00 220100760.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130A94X6 US3130A94X62 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-22 2017-11-22 2017-11-22 N N N 0.0063 25996828.00 25996828.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130A94W8 US3130A94W89 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-22 2017-11-22 2017-11-22 N N N 0.0063 90988898.00 90988898.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130A95M9 US3130A95M98 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-22 2017-11-22 2017-11-22 N N N 0.0063 131000000.00 131000000.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130A94D0 US3130A94D09 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-22 2017-11-22 2017-11-22 N N N 0.0063 64992070.00 64992070.00 0.0009 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 32045696.00 32045696.00 0.0004 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 72030240.00 72030240.00 0.0010 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 76031920.00 76031920.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A7YN9 US3130A7YN96 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-05 2017-05-05 2017-05-05 N N N 0.0064 189181440.00 189181440.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A96Z9 US3130A96Z92 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-24 2017-11-24 2017-11-24 N N N 0.0064 77990406.00 77990406.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A97H8 US3130A97H85 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2017-11-27 2017-11-27 N N N 0.0064 83000000.00 83000000.00 0.0011 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 89146494.00 89146494.00 0.0012 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 2016-10-27 2017-10-27 2017-10-27 N N N 0.0065 50071250.00 50071250.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-03 2017-08-03 2017-08-03 N N N 0.0065 19022743.00 19022743.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A9CH2 US3130A9CH23 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-04 2017-12-04 2017-12-04 N N N 0.0066 129983750.00 129983750.00 0.0017 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 18027720.00 18027720.00 0.0002 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 14021560.00 14021560.00 0.0002 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 50022150.00 50022150.00 0.0007 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 75033225.00 75033225.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-04 2017-08-04 2017-08-04 N N N 0.0066 90107730.00 90107730.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2017-11-02 2017-11-02 N N N 0.0067 51066198.00 51066198.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A6A98 US3130A6A987 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-10 2017-02-10 2017-02-10 N N N 0.0067 72065376.00 72065376.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A7Z65 US3130A7Z651 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-11 2017-05-11 2017-05-11 N N N 0.0067 235219490.00 235219490.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A8AM5 US3130A8AM52 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0067 277129082.00 277129082.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A8AN3 US3130A8AN36 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0067 92042872.00 92042872.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A97D7 US3130A97D71 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-26 2018-02-26 2018-02-26 N N N 0.0067 219000000.00 219000000.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A97K1 US3130A97K15 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-26 2018-02-26 2018-02-26 N N N 0.0067 299955300.00 299955300.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A97G0 US3130A97G03 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-26 2018-02-26 2018-02-26 N N N 0.0067 49985150.00 49985150.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A97E5 US3130A97E54 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-26 2018-02-26 2018-02-26 N N N 0.0067 199970200.00 199970200.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A76B6 US3130A76B60 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2016-11-02 2016-11-02 N N N 0.0068 44021164.00 44021164.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A7X67 US3130A7X672 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2017-11-02 2017-11-02 N N N 0.0068 300424500.00 300424500.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2017-11-02 2017-11-02 N N N 0.0068 136192440.00 136192440.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A6BB2 US3130A6BB23 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-13 2017-02-13 2017-02-13 N N N 0.0068 11009306.00 11009306.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A6BE6 US3130A6BE61 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-14 2017-02-14 2017-02-14 N N N 0.0068 33032769.00 33032769.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130A8RB1 US3130A8RB15 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-15 2017-05-15 2017-05-15 N N N 0.0069 121122573.00 121122573.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8BY8 US3130A8BY81 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-27 2017-02-27 2017-02-27 N N N 0.0070 90091530.00 90091530.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8C27 US3130A8C278 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-27 2017-02-27 2017-02-27 N N N 0.0070 90091530.00 90091530.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A7AM7 US3130A7AM79 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-08 2016-11-08 2016-11-08 N N N 0.0071 146076942.00 146076942.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8BU6 US3130A8BU69 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-27 2017-02-27 2017-02-27 N N N 0.0071 54056268.00 54056268.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7BH7 US3130A7BH75 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-17 2017-02-17 2017-02-17 N N N 0.0074 76097052.00 76097052.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7BK0 US3130A7BK05 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-17 2017-02-17 2017-02-17 N N N 0.0074 110140470.00 110140470.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7EP6 US3130A7EP64 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0074 151095281.00 151095281.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7EF8 US3130A7EF82 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-24 2017-02-24 2017-02-24 N N N 0.0077 16021216.00 16021216.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7EB7 US3130A7EB78 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-24 2017-02-24 2017-02-24 N N N 0.0077 79104754.00 79104754.00 0.0011 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 81697058.80 81697058.80 0.0011 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 55975248.00 55975248.00 0.0007 N N Y N Freddie Mac Freddie Mac, 0.39% 313397AD3 S6XOOCT0IEG5ABCC6L87 US313397AD37 U.S. Government Agency Debt N/A N/A 2017-01-04 2017-01-04 2017-01-04 N N N 0.0039 59916660.00 59916660.00 0.0008 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 324621035.20 324621035.20 0.0043 N N N N Freddie Mac Freddie Mac, 0.40% 313397BB6 S6XOOCT0IEG5ABCC6L87 US313397BB61 U.S. Government Agency Debt N/A N/A 2017-01-26 2017-01-26 2017-01-26 N N N 0.0040 229624410.00 229624410.00 0.0031 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 499800000.00 499800000.00 0.0066 N N Y 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 119389851.38 119389851.38 0.0016 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 299976300.00 299976300.00 0.0040 N N Y 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 249866500.00 249866500.00 0.0033 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 249529500.00 249529500.00 0.0033 N N N N Freddie Mac Freddie Mac, 0.44% 313397BK6 S6XOOCT0IEG5ABCC6L87 US313397BK60 U.S. Government Agency Debt N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0044 499053000.00 499053000.00 0.0066 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 74492585.40 74492585.40 0.0010 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 185970426.00 185970426.00 0.0025 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 103902760.00 103902760.00 0.0014 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 139855940.00 139855940.00 0.0019 N N N N Freddie Mac Freddie Mac, 0.50% 3134G7ZE4 S6XOOCT0IEG5ABCC6L87 US3134G7ZE46 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-16 2016-09-16 2016-09-16 N N N 0.0050 92004692.00 92004692.00 0.0012 N N N N Freddie Mac Freddie Mac, 0.51% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-13 2017-01-13 2017-01-13 N N N 0.0051 61834237.20 61834237.20 0.0008 N N N N Freddie Mac Freddie Mac, 0.51% 3137EADC0 S6XOOCT0IEG5ABCC6L87 US3137EADC05 U.S. Government Agency Debt N/A N/A 2017-03-08 2017-03-08 2017-03-08 N N N 0.0051 24282975.50 24282975.50 0.0003 N N N N Freddie Mac Freddie Mac, 0.52% 3134G5Z24 S6XOOCT0IEG5ABCC6L87 US3134G5Z242 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-12 2017-01-12 2017-01-12 N N N 0.0052 288029335.85 288029335.85 0.0038 N N N N Freddie Mac Freddie Mac, 0.52% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-20 2017-04-20 2017-04-20 N N N 0.0052 149958450.00 149958450.00 0.0020 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 257158312.00 257158312.00 0.0034 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 301530663.00 301530663.00 0.0040 N N N N Freddie Mac Freddie Mac, 0.71% 3134G9KL0 S6XOOCT0IEG5ABCC6L87 US3134G9KL00 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-13 2017-11-13 2017-11-13 N N N 0.0071 200073200.00 200073200.00 0.0027 N N N N Freddie Mac Freddie Mac, 0.71% 3134G5PN9 S6XOOCT0IEG5ABCC6L87 US3134G5PN98 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0071 300071700.00 300071700.00 0.0040 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 46002116.00 46002116.00 0.0006 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 122005734.00 122005734.00 0.0016 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.28% to 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 902963880.00 902963880.00 0.0120 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% to 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 777625782.00 777625782.00 0.0103 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 999717000.00 999717000.00 0.0133 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% 912796HQ5 US912796HQ56 U.S. Treasury Debt N/A N/A 2016-11-10 2016-11-10 2016-11-10 N N N 0.0031 349812400.00 349812400.00 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% to 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 802417825.00 802417825.00 0.0107 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 999705000.00 999705000.00 0.0133 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 399848800.00 399848800.00 0.0053 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 499335500.00 499335500.00 0.0066 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 249744750.00 249744750.00 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% to 0.42% 912796JA8 US912796JA86 U.S. Treasury Debt N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0042 548981950.00 548981950.00 0.0073 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 218683545.00 218683545.00 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.44% to 0.45% 912796KH1 US912796KH11 U.S. Treasury Debt N/A N/A 2017-02-16 2017-02-16 2017-02-16 N N N 0.0045 498969000.00 498969000.00 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796KG3 US912796KG38 U.S. Treasury Debt N/A N/A 2017-02-09 2017-02-09 2017-02-09 N N N 0.0045 73854960.00 73854960.00 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796KJ7 US912796KJ76 U.S. Treasury Debt N/A N/A 2017-02-23 2017-02-23 2017-02-23 N N N 0.0045 997776000.00 997776000.00 0.0133 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 250000000.00 250000000.00 0.0033 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 449962200.00 449962200.00 0.0060 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 126823500.00 126823500.00 0.0017 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 456483880.00 456483880.00 0.0061 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 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 533459592.00 533459592.00 0.0071 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 509293693.00 509293693.00 0.0068 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.38% to 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 630886250.00 630886250.00 0.0084 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 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 848375528.00 848375528.00 0.0113 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 14011242.00 14011242.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828MK3 US912828MK32 U.S. Treasury Debt N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0045 225448892.34 225448892.34 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828J35 US912828J355 U.S. Treasury Debt N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0048 124987750.00 124987750.00 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828MS6 US912828MS67 U.S. Treasury Debt N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0048 48582528.00 48582528.00 0.0006 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.34% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-09-15 2025-02-15 0 - 7.625 143886800.00 157081557.03 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 154000000.00 154000000.00 0.0020 N Y 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 2016-09-15 2046-02-15 0 - 8.875 600521129.59 698263251.33 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 2 N N N 0.0033 680000000.00 680000000.00 0.0090 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 2016-09-15 2044-05-15 0 - 8.5 258764681.37 284345580.29 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-22 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 278000000.00 278000000.00 0.0037 N N 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 2016-09-15 2044-05-15 0 - 8.875 253583200.00 270850001.28 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0033 265000000.00 265000000.00 0.0035 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.36% R0MUWSFPU8MPRO8K5P83 AIE534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-09-15 2044-05-15 0 - 5.25 184657059.57 189772415.42 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-11-14 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0036 186000000.00 186000000.00 0.0025 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.37% R0MUWSFPU8MPRO8K5P83 AII028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-08 2046-08-15 0 - 7.625 626680908.94 691515569.68 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-11-22 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 676000000.00 676000000.00 0.0090 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.37% R0MUWSFPU8MPRO8K5P83 AII024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-15 2044-05-15 0.875 - 3.75 436435100.00 460055718.09 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-11-21 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 451000000.00 451000000.00 0.0060 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.34% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2023-01-31 1.75 - 1.75 96624500.00 98940993.62 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 97000000.00 97000000.00 0.0013 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.35% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-15 2021-01-31 0.875 - 1.375 155865100.00 157081549.59 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0035 154000000.00 154000000.00 0.0020 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 2019-03-31 2043-08-15 1.5 - 3.625 4814741800.00 5160035872.25 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0025 5160000000.00 5160000000.00 0.0686 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.33% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 2022-09-30 1.75 - 1.75 199050000.00 206560156.50 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 201000000.00 201000000.00 0.0027 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.35% X574KRZ6V5A7UBU45C31 AJA100000 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 427700000.00 456790443.70 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0035 446713875.00 446713875.00 0.0059 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 2016-09-08 2046-02-15 0 - 9 424333300.00 459632548.33 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 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 0.0060 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.33% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-09-30 2023-05-31 0.625 - 4.25 151422000.00 154024764.26 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 151000000.00 151000000.00 0.0020 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.33% ES7IP3U3RHIGC71XBU11 AIH650000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-08-15 2043-11-15 3.625 - 3.75 95094000.00 123870175.78 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 120000000.00 120000000.00 0.0016 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AJA114000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-04-30 1.625 - 2 136672000.00 140401725.05 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 137000000.00 137000000.00 0.0018 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AIH966000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-10-31 2019-10-31 1.5 - 1.5 251585000.00 258263575.41 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0034 251998513.20 251998513.20 0.0033 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AII824000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2021-06-30 2.125 - 2.125 240260000.00 247388314.07 U.S. Treasuries (including strips) N/A N/A 2016-09-06 2016-09-06 2016-09-06 Y ROYAL BANK OF CAN (GOV REPO) N/A N/A 1.0000 6 N N N 0.0034 242000000.00 242000000.00 0.0032 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AIJ500000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2021-03-31 2 - 2.25 204502000.00 215131643.17 U.S. Treasuries (including strips) N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0034 210993817.70 210993817.70 0.0028 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AIH305000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2046-08-15 2.125 - 2.25 265850000.00 276281857.90 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 Y ROYAL BANK OF CAN (GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 271000000.00 271000000.00 0.0036 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.35% ES7IP3U3RHIGC71XBU11 AJA133000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 137506000.00 139355455.70 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0035 136000000.00 136000000.00 0.0018 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AIC003000 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 68550000.00 73137818.48 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-14 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 71610000.00 71610000.00 0.0010 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AIA457000 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 205794000.00 213858639.61 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-09 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 209695000.00 209695000.00 0.0028 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 Y N US TREASURY 2016-12-31 2024-11-15 0.875 - 2.25 66433000.00 71053952.06 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 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 0.0009 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 AIC445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2018-11-15 3.75 - 3.75 202082000.00 219350513.15 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-16 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 212944000.00 212944000.00 0.0028 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AIF844000 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 197269000.00 209296765.36 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-27 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 205000000.00 205000000.00 0.0027 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AIB450000 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 145066000.00 155311318.81 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-13 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 151364000.00 151364000.00 0.0020 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 5493006GGLR4BTEL8O61 AID256000 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 202090000.00 210755821.29 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-20 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0046 203858000.00 203858000.00 0.0027 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.48% 5493006GGLR4BTEL8O61 AIH716000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2017-02-28 0.875 - 3 212540000.00 215192746.80 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-10-04 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0048 210950500.00 210950500.00 0.0028 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.48% 5493006GGLR4BTEL8O61 AII002000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2024-05-15 2.5 - 2.5 69410000.00 75607271.85 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-10-05 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0048 73661000.00 73661000.00 0.0010 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 2017-01-31 2017-01-31 0.5 - 0.5 65284400.00 65322081.87 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0040 64000000.00 64000000.00 0.0009 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 2017-06-30 2019-06-15 0.625 - 0.875 90723100.00 90836510.14 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0040 89000890.00 89000890.00 0.0012 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 0.33%, dated 8/31/2016 due 09/01/2016 B4TYDEB6GKMZO031MB27 AJA248000_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 994117289.42 956185990.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-10-25 3 - 5.8 1473288281.65 657263256.39 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 1566440349.64 1566440349.64 0.0208 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.32%, dated 8/31/2016 due 09/01/2016 L3I9ZG2KFGXZ61BMYR72 AJA494000_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 2045-05-15 0.5 - 8.875 372919.99 390101.42 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 382170.81 382170.81 0.0000 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.33%, dated 8/31/2016 due 09/01/2016 L3I9ZG2KFGXZ61BMYR72 AJA248000_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 2045-05-15 0.5 - 8.875 39613704.78 41438814.80 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 40596380.78 40596380.78 0.0005 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.32%, dated 8/31/2016 due 09/01/2016 R0MUWSFPU8MPRO8K5P83 AJA494000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-09-15 2046-02-15 0 - 7.5 450368657.47 487227133.66 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2046-08-01 0 - 7.5 96242053.01 19450726.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 1.002 - 4 1895863981.95 46708139.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-30 2046-08-01 0.875 - 7.5 166940870.12 116018695.62 Agency Debentures and Agency Strips N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 654088346.31 654088346.31 0.0087 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 2017-11-30 2044-05-15 0 - 2.25 30025314.70 17557492.82 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2042-10-01 0 - 8 20040522.00 11459619.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2035-05-20 2046-04-20 1.875 - 4.5 11827518.00 4021464.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-02-08 2046-06-01 0.875 - 7.25 20893523.00 24301783.90 Agency Debentures and Agency Strips N/A N/A 2016-09-07 2016-09-07 2016-09-07 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 56000000.00 56000000.00 0.0007 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.33%, dated 8/31/2016 due 09/01/2016 E57ODZWZ7FF32TWEFA76 AJA248000_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 3141662.77 2484448.73 Agency Debentures and Agency Strips US TREASURY 2016-09-08 2046-02-15 0 - 9 385677914.43 416089601.65 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 3728.24 3772.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2046-07-01 0.75 - 6.75 10759681.74 8714996.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-10-20 2 - 9 42648996.26 15485217.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.125 - 7.95 3254345.07 1975005.15 Agency Debentures and Agency Strips N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 434961222.59 434961222.59 0.0058 N Y 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 2017-01-15 2043-11-15 0.125 - 8.125 54688000.00 63555455.40 U.S. Treasuries (including strips) N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0033 61998096.60 61998096.60 0.0008 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 893839.16 Agency Debentures and Agency Strips US TREASURY 2016-09-01 2043-02-15 0 - 4.25 333640100.00 348002660.06 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2023-06-13 2023-06-13 1.98 - 1.98 138000.00 138935.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-09-28 2020-09-28 1.795 - 1.795 1005000.00 1013440.74 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2022-06-15 2045-07-15 2.5 - 7 134274630.00 18442152.29 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2024-09-15 2039-09-15 2.875 - 5.25 222000.00 246549.23 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-06-01 2044-12-01 0 - 8 28843999.00 9365076.88 Agency Mortgage-Backed Securities N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0034 369989159.00 369989159.00 0.0049 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.33%, dated 8/31/2016 due 09/01/2016 1VUV7VQFKUOQSJ21A208 AJA248000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-02-15 2045-08-15 0.625 - 3.75 917330321.90 974837722.77 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2023-06-13 2023-06-13 1.98 - 1.98 19480865.57 19612945.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2046-04-01 3.5 - 4 50232666.18 49179627.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-10-20 2041-10-20 4 - 4 52718273.22 19382874.77 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 1041587141.04 1041587141.04 0.0138 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.35% 9J6MBOOO7BECTDTUZW19 0000058056 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 S6XOOCT0IEG5ABCC6L87 2018-06-22 2018-06-22 1.06 - 1.06 32573000.00 32640480.40 Agency Debentures and Agency Strips N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0035 32000000.00 32000000.00 0.0004 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.37% 9J6MBOOO7BECTDTUZW19 0000058056 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 S6XOOCT0IEG5ABCC6L87 2018-06-22 2019-01-30 0.95 - 1.06 108009000.00 108121979.26 Agency Debentures and Agency Strips N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0037 106000000.00 106000000.00 0.0014 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.32%, dated 8/31/2016 due 09/01/2016 CYYGQCGNHMHPSMRL3R97 AJA494000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-06-30 2042-11-15 0 - 8.75 98966231.15 112681814.95 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-08-01 2046-08-01 2.5 - 8 231779140.21 121183067.34 Agency Mortgage-Backed Securities U.S. TREASURY 2018-04-30 2018-04-30 0.51 - 0.51 8524916.70 8537188.93 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 237647550.60 237647550.60 0.0032 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.38% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 53520000.00 37754522.74 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0038 36999260.00 36999260.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.40% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 64100000.00 64267940.83 Agency Mortgage-Backed Securities N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0040 63003150.00 63003150.00 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 2026-01-01 2046-03-01 2.5 - 5 221363033.00 125474817.98 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-11-21 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 122996310.00 122996310.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2044-06-01 2.5 - 7.5 153272684.00 68490187.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 56720732.00 56971636.11 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-11-28 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 123007380.00 123007380.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2042-06-01 2.5 - 6 203445652.00 100991112.39 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-11-21 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 98997030.00 98997030.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 142805000.00 143835681.84 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-11-23 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 140995770.00 140995770.00 0.0019 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2046-05-01 2046-05-01 3 - 3 149475000.00 153013459.00 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-11-22 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 149995500.00 149995500.00 0.0020 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 2041-04-01 2043-04-01 4 - 5 114250357.00 68385967.21 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 1 N N N 0.0042 67000670.00 67000670.00 0.0009 N Y Y N 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 2043-04-01 3 - 4 82796500.00 68388774.64 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 1 N N N 0.0042 67000670.00 67000670.00 0.0009 N Y Y N 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 2036-06-01 2045-12-01 3.5 - 6.5 201041901.00 113286938.12 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-10-11 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0042 111001110.00 111001110.00 0.0015 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.33%, dated 8/31/2016 due 09/01/2016 ZBUT11V806EZRVTWT807 AJA248000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-09-30 2045-08-15 0.5 - 9 785904874.15 893308559.50 U.S. Treasuries (including strips) U.S. TREASURY 2016-10-31 2018-01-31 0.053 - 0.592 18578955.97 18612800.27 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2023-03-01 2048-03-01 1.772 - 6.393 990244814.40 273022706.11 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 1159896593.59 1159896593.59 0.0154 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.36% 8NAV47T0Y26Q87Y0QP81 AIF331000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2033-09-01 4 - 4 32913747.00 21060526.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 2 - 2 19439127.00 19634781.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2046-08-01 2.362 - 4.5 388282823.00 327579924.72 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 2016-10-17 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A 1.0000 7 N N N 0.0036 361000000.00 361000000.00 0.0048 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.32%, dated 8/31/2016 due 09/01/2016 8NAV47T0Y26Q87Y0QP81 AJA494000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-04-30 2045-08-15 0.5 - 2.875 79911171.18 82265328.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3.5 - 3.5 8610905.00 9101232.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-01-15 2066-04-20 3.11 - 5.846 3860483.50 723275.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-01 2046-08-01 2.5 - 4 202262302.75 72465091.16 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 161141932.27 161141932.27 0.0021 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIA696000 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 2.267 - 4.5 46437276.00 20848143.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-06-15 2046-07-20 4 - 4 940699.00 981533.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-03-01 2046-08-01 2.067 - 5 197326643.00 78161727.25 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0039 98003920.00 98003920.00 0.0013 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIB334000 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 2031-08-01 2045-10-01 2.5 - 3.5 3146370.00 2243659.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2066-05-20 2 - 5 9159230.00 9380731.64 Agency Mortgage-Backed Securities GINNIE MAE 2044-07-20 2044-11-20 3.5 - 3.5 473922.00 475863.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-01 2046-08-01 2.5 - 4.5 88433908.00 60341712.20 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-10-07 N N N 0.0039 71002840.00 71002840.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIC402000 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 2.185 - 4 21966928.00 17793033.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-09-20 2046-07-20 3 - 4.5 4889277.00 4480874.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2046-08-01 2.107 - 5.611 208850115.00 75671551.46 Agency Mortgage-Backed Securities N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0039 96003840.00 96003840.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIC738000 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 2046-09-01 2.5 - 6 201986208.00 72044342.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2039-06-15 5 - 5 86133.00 13945.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-01-01 2048-08-01 1.917 - 5.5 233820608.00 135053305.15 Agency Mortgage-Backed Securities N/A N/A 2016-10-12 2016-10-12 2016-10-12 N N N 0.0039 203010150.00 203010150.00 0.0027 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIF339000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2046-09-01 3.037 - 4 2900752.00 2629551.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-20 2046-07-20 3 - 4.5 66529041.00 55153906.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2022-11-01 2046-08-01 3 - 4.5 3384336.00 3426487.67 Agency Mortgage-Backed Securities N/A N/A 2016-10-17 2016-10-17 2016-10-17 N N N 0.0039 60003000.00 60003000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIH261000 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 2.451 - 5 106868322.00 43095106.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-03-20 2046-04-20 3 - 5 80153879.00 20471677.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-07-01 2046-09-01 2.361 - 6 66950949.00 38442056.05 Agency Mortgage-Backed Securities N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0039 100003000.00 100003000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIH262000 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 2021-07-01 2046-08-01 2.326 - 6 111078979.00 54493343.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-20 2046-08-20 2.5 - 4.5 81728187.00 29044281.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2046-09-01 2.153 - 5.569 164113778.00 56214485.98 Agency Mortgage-Backed Securities N/A N/A 2016-10-28 2016-10-28 2016-10-28 N N N 0.0039 137004110.00 137004110.00 0.0018 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 2026-09-01 2044-11-01 2.311 - 4 9741972.00 3863756.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-06-20 2060-04-20 2 - 5.492 2377638.00 2271483.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-09-01 2046-06-01 2.544 - 4.5 103770846.00 53052236.82 Agency Mortgage-Backed Securities N/A N/A 2016-10-24 2016-10-24 2016-10-24 N N N 0.0044 58005800.00 58005800.00 0.0008 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.50% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-03-15 2046-03-15 2.75 - 2.75 22360400.00 20395841.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2043-01-25 2046-08-25 2.5 - 6.5 99550103.00 102215015.93 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-07 2016-09-07 2016-11-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A 1.0000 7 N N N 0.0050 119000000.00 119000000.00 0.0016 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.33%, dated 8/31/2016 due 09/01/2016 7TK5RJIZDFROZCA6XF66 AJA248000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2031-02-15 2046-08-15 2.25 - 5.375 183643469.93 223991215.44 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-02-15 2045-10-01 2 - 5.5 118534875.55 85154226.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-05-15 2045-11-20 2 - 4.5 24304637.93 22931925.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-07-25 2045-12-01 2.269 - 8.137 141960484.68 114039333.22 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 434961222.59 434961222.59 0.0058 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 2030-02-01 2046-07-01 1.5 - 6 117493157.00 11575888.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-20 2046-04-20 3 - 4.5 43190994.00 35717603.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-01 2046-07-01 2.349 - 5.5 104172984.00 66014124.59 Agency Mortgage-Backed Securities N/A N/A 2016-09-06 2016-09-06 2016-09-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 6 N N N 0.0034 111000000.00 111000000.00 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 FEDERAL HOME LOAN MORTGAGE CORP 2032-11-15 2046-05-01 1.5 - 4 25908562.00 10037480.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-20 2046-04-20 0.762 - 4.5 36217461.00 30762275.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-07-01 2.349 - 6 62656693.00 38829182.45 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 1 N N N 0.0035 78000000.00 78000000.00 0.0010 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2046-05-01 2.544 - 4 34683314.00 24502073.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-20 2046-04-20 2.5 - 4.5 65208740.00 62714083.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-05-01 2046-07-01 2.349 - 5 100466572.00 85240158.60 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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 0.0022 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 2040-03-01 2046-05-01 2.815 - 4 51431359.00 14406822.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2046-04-20 3.5 - 4.5 11245580.00 7888046.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-08-01 2.5 - 4.5 59313656.00 40972059.15 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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 0.0008 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 34550913.00 11932843.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2045-10-20 3.5 - 3.5 1969960.00 1835699.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2046-07-01 2.387 - 6 99103595.00 45417818.20 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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 0.0008 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 2046-05-01 1.5 - 6.076 129954572.00 76649940.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-20 2046-04-20 3.5 - 4.5 22392588.00 13739823.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-07-01 2046-07-01 2.362 - 6 167247066.00 55548256.59 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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 0.0019 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-01-15 2046-08-01 2.439 - 7.5 44558305.00 25960415.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-15 2046-04-20 2.5 - 5.5 39622389.00 23196085.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-08-01 2046-07-01 2.225 - 5 111851585.00 76339350.88 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 2016-10-03 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 123000000.00 123000000.00 0.0016 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2046-09-01 2.815 - 4 27046024.00 15631707.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2046-07-20 1.875 - 6 72273434.00 60453295.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2046-08-01 2.421 - 5 53492139.00 38208308.72 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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 0.0015 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 2.815 - 2.815 754176.00 92215.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-11-01 2046-06-01 2.311 - 6 71327364.00 50909109.34 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 2016-10-24 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0036 50000000.00 50000000.00 0.0007 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.33%, dated 8/31/2016 due 09/01/2016 O2RNE8IBXP4R0TD8PU41 AJA248000_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2021-01-15 2021-01-15 0 - 0 55116906.62 51871071.99 Agency Debentures and Agency Strips US TREASURY 2016-11-03 2045-11-15 0 - 8.875 311144224.98 332857907.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2043-02-01 2.152 - 6.75 626264605.37 9733529.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2034-11-15 2034-11-15 6 - 6 474.90 35.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2043-06-01 1.937 - 6 348566996.15 26377722.51 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 411625842.98 411625842.98 0.0055 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.33%, dated 8/31/2016 due 09/01/2016 VYVVCKR63DVZZN70PB21 AJA248000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-13 2046-02-15 0 - 9 1073039006.76 1172456434.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2021-06-15 2050-06-15 0.651 - 5.5 340332714.25 196118251.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2016-11-30 2018-10-01 0 - 0.875 50291576.23 50245459.33 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-04-20 2046-04-20 3 - 3 712234.16 264106.25 Agency Collateralized Mortgage Obligation FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-08-30 2021-01-07 0 - 1.92 1854905.97 1861151.35 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2027-08-25 2055-03-25 0.708 - 4 74258756.18 36736251.13 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 1424242246.80 1424242246.80 0.0189 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.34% 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 2045-09-01 2046-07-01 3.5 - 4 59989929.00 64264248.68 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 63000000.00 63000000.00 0.0008 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.34% 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 2040-05-15 2054-04-15 0.898 - 3.5 380834574.00 381107199.51 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0034 369989159.00 369989159.00 0.0049 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 2028-01-15 2055-01-15 2 - 3.5 188155086.00 192766430.52 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2023-03-25 2045-05-25 3 - 3.5 29406941.00 29858923.15 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0042 216002160.00 216002160.00 0.0029 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 NATIONAL MORTGAGE ASSOC 2045-12-01 2046-07-01 4 - 4 41897427.00 44907227.55 Agency Mortgage-Backed Securities N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0042 44000880.00 44000880.00 0.0006 N N N Y Fidelity Colchester Street Trust: Government Portfolio 2016-09-06 Stephanie Dorsey Stephanie Dorsey President and Treasurer