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Fannie Mae, 0.40% 313588J63 B1V7KEBTPIMZEU4LTD58 US313588J632 U.S. Government Agency Debt N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0040 24999600.00 24999600.00 0.0003 N N Y N Fannie Mae Fannie Mae, 0.40% 313589AJ2 B1V7KEBTPIMZEU4LTD58 US313589AJ21 U.S. Government Agency Debt N/A N/A 2017-01-09 2017-01-09 2017-01-09 N N N 0.0040 324761125.00 324761125.00 0.0035 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 499598500.00 499598500.00 0.0053 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 324741625.00 324741625.00 0.0035 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 535405576.00 535405576.00 0.0057 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 249981500.00 249981500.00 0.0027 N N Y N Fannie Mae Fannie Mae, 0.42% to 0.44% 313589BW2 B1V7KEBTPIMZEU4LTD58 US313589BW23 U.S. Government Agency Debt N/A N/A 2017-02-14 2017-02-14 2017-02-14 N N N 0.0044 463430208.00 463430208.00 0.0049 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 72046548.56 72046548.56 0.0008 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 174836037.96 174836037.96 0.0019 N N N N Fannie Mae Fannie Mae, 0.46% 313589BJ1 B1V7KEBTPIMZEU4LTD58 US313589BJ12 U.S. Government Agency Debt N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0046 299664600.00 299664600.00 0.0032 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 499908500.00 499908500.00 0.0053 N N Y 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 93105927.00 93105927.00 0.0010 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 499783500.00 499783500.00 0.0053 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 499722000.00 499722000.00 0.0053 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 499787000.00 499787000.00 0.0053 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 520551987.50 520551987.50 0.0055 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 313312S92 US313312S927 U.S. Government Agency Debt N/A N/A 2016-12-12 2016-12-12 2016-12-12 N N N 0.0044 149924100.00 149924100.00 0.0016 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 142879880.00 142879880.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.50% 3133EDPM8 US3133EDPM83 U.S. Government Agency Debt N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0050 28000000.00 28000000.00 0.0003 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.50% 3133EEWV8 US3133EEWV82 U.S. Government Agency Debt N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0050 42000504.00 42000504.00 0.0004 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.50% 3133EEV56 US3133EEV563 U.S. Government Agency Debt N/A N/A 2016-10-09 2017-06-09 2017-06-09 N N N 0.0050 200094600.00 200094600.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.50% 3133EEW30 US3133EEW306 U.S. Government Agency Debt N/A N/A 2016-10-20 2017-01-20 2017-01-20 N N N 0.0050 75024525.00 75024525.00 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.51% 3133EFHB6 US3133EFHB68 U.S. Government Agency Debt N/A N/A 2016-10-07 2016-11-07 2016-11-07 N N N 0.0051 200042400.00 200042400.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt N/A N/A 2016-10-09 2017-03-09 2017-03-09 N N N 0.0053 89052065.00 89052065.00 0.0009 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 24984100.00 24984100.00 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EDSF0 US3133EDSF06 U.S. Government Agency Debt N/A N/A 2016-10-10 2017-02-10 2017-02-10 N N N 0.0054 100052900.00 100052900.00 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.55% 3133ED4J8 US3133ED4J86 U.S. Government Agency Debt N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0055 29101367.70 29101367.70 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.55% 3133EDV25 US3133EDV250 U.S. Government Agency Debt N/A N/A 2016-10-15 2017-05-15 2017-05-15 N N N 0.0055 125092250.00 125092250.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EF2X4 US3133EF2X44 U.S. Government Agency Debt N/A N/A 2016-10-15 2017-03-15 2017-03-15 N N N 0.0056 40027480.00 40027480.00 0.0004 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 2016-10-29 2017-03-29 2017-03-29 N N N 0.0056 63043659.00 63043659.00 0.0007 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 2016-10-24 2017-05-24 2017-05-24 N N N 0.0057 125104875.00 125104875.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.58% 3133EF3J4 US3133EF3J41 U.S. Government Agency Debt N/A N/A 2016-10-16 2017-02-16 2017-02-16 N N N 0.0058 148043956.00 148043956.00 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.58% 3133EF3K1 US3133EF3K14 U.S. Government Agency Debt N/A N/A 2016-10-17 2017-03-16 2017-03-16 N N N 0.0058 148112036.00 148112036.00 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.59% 3133EFM20 US3133EFM205 U.S. Government Agency Debt N/A N/A 2016-10-16 2016-12-16 2016-12-16 N N N 0.0059 100038500.00 100038500.00 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.60% 3133EFY27 US3133EFY275 U.S. Government Agency Debt N/A N/A 2016-10-06 2017-03-06 2017-03-06 N N N 0.0060 251200298.00 251200298.00 0.0027 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 2016-10-12 2017-05-12 2017-05-12 N N N 0.0060 250256000.00 250256000.00 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.61% 3133EFW94 US3133EFW949 U.S. Government Agency Debt N/A N/A 2016-10-01 2017-05-01 2017-05-01 N N N 0.0061 186194928.00 186194928.00 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.63% 3133EFUM7 US3133EFUM76 U.S. Government Agency Debt N/A N/A 2016-10-04 2016-11-04 2016-11-04 N N N 0.0063 170048960.00 170048960.00 0.0018 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 250197250.00 250197250.00 0.0027 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 105181020.00 105181020.00 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.75% 3133EFFQ5 US3133EFFQ55 U.S. Government Agency Debt N/A N/A 2016-12-30 2017-03-30 2017-03-30 N N N 0.0075 40051320.00 40051320.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384N70 US313384N703 U.S. Government Agency Debt N/A N/A 2016-11-08 2016-11-08 2016-11-08 N N N 0.0029 419907600.00 419907600.00 0.0045 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% to 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 808817166.00 808817166.00 0.0086 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% to 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 2449340950.00 2449340950.00 0.0261 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384T82 US313384T825 U.S. Government Agency Debt N/A N/A 2016-12-19 2016-12-19 2016-12-19 N N N 0.0029 27984432.00 27984432.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% to 0.32% 313384U49 US313384U492 U.S. Government Agency Debt N/A N/A 2016-12-23 2016-12-23 2016-12-23 N N N 0.0032 1207293320.00 1207293320.00 0.0129 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 943920704.00 943920704.00 0.0101 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 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 657331022.50 657331022.50 0.0070 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 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 811271968.50 811271968.50 0.0086 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384S34 US313384S348 U.S. Government Agency Debt N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0030 89958420.00 89958420.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% to 0.50% 313384T33 US313384T338 U.S. Government Agency Debt N/A N/A 2016-12-14 2016-12-14 2016-12-14 N N N 0.0050 357813840.00 357813840.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% to 0.50% 313384U23 US313384U237 U.S. Government Agency Debt N/A N/A 2016-12-21 2016-12-21 2016-12-21 N N N 0.0050 803241087.30 803241087.30 0.0086 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 441862096.00 441862096.00 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 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 868535954.00 868535954.00 0.0093 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384R76 US313384R761 U.S. Government Agency Debt N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0035 119508230.52 119508230.52 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384S42 US313384S421 U.S. Government Agency Debt N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0035 399812400.00 399812400.00 0.0043 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 384953415.00 384953415.00 0.0041 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 299985600.00 299985600.00 0.0032 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 499971000.00 499971000.00 0.0053 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 112998192.00 112998192.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A9KY6 US3130A9KY63 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-26 2017-04-26 2017-04-26 N N N 0.0043 49998950.00 49998950.00 0.0005 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 174665758.80 174665758.80 0.0019 N N Y 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 20996283.00 20996283.00 0.0002 N N Y 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 93021762.00 93021762.00 0.0010 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 46009936.00 46009936.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A9LC3 US3130A9LC35 0001026214 U.S. Government Agency Debt N/A N/A 2017-03-27 2017-03-27 2017-03-27 N N N 0.0047 71982792.00 71982792.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A9LH2 US3130A9LH22 0001026214 U.S. Government Agency Debt N/A N/A 2017-03-27 2017-03-27 2017-03-27 N N N 0.0047 71982792.00 71982792.00 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 15500449.50 15500449.50 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-24 2017-01-24 2017-01-24 N N N 0.0048 62018166.00 62018166.00 0.0007 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 91001729.00 91001729.00 0.0010 N N Y 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 54033102.00 54033102.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7ZE8 US3130A7ZE88 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-10 2016-11-10 2016-11-10 N N N 0.0049 47007003.00 47007003.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7ZH1 US3130A7ZH10 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-10 2016-11-10 2016-11-10 N N N 0.0049 38005662.00 38005662.00 0.0004 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 92006072.00 92006072.00 0.0010 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 189021924.00 189021924.00 0.0020 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 97011737.00 97011737.00 0.0010 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 47005875.00 47005875.00 0.0005 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 29003625.00 29003625.00 0.0003 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 95011875.00 95011875.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A9ML2 US3130A9ML25 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-29 2017-06-29 2017-06-29 N N N 0.0049 109975800.00 109975800.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7XV2 US3130A7XV22 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-03 2016-11-03 2016-11-03 N N N 0.0050 47006063.00 47006063.00 0.0005 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 91001001.00 91001001.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7ZA6 US3130A7ZA66 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-10 2016-11-10 2016-11-10 N N N 0.0050 19002926.00 19002926.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384K32 US313384K329 U.S. Government Agency Debt N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0050 153993532.00 153993532.00 0.0016 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 46011454.00 46011454.00 0.0005 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 46011776.00 46011776.00 0.0005 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 186045384.00 186045384.00 0.0020 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 55002310.00 55002310.00 0.0006 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 100028000.00 100028000.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A9KA8 US3130A9KA87 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-30 2017-06-30 2017-06-30 N N N 0.0051 128000000.00 128000000.00 0.0014 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 52062764.00 52062764.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A6KP1 US3130A6KP18 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-05 2016-10-05 2016-10-05 N N N 0.0052 220002200.00 220002200.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8DZ3 US3130A8DZ39 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-05 2016-12-05 2016-12-05 N N N 0.0052 96024768.00 96024768.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8E33 US3130A8E332 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2016-12-06 2016-12-06 N N N 0.0052 96025152.00 96025152.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8DD2 US3130A8DD27 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2016-12-06 2016-12-06 N N N 0.0052 46012052.00 46012052.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A82D4 US3130A82D45 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-13 2017-01-13 2017-01-13 N N N 0.0052 95034295.00 95034295.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8JK0 US3130A8JK06 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-17 2016-11-17 2016-11-17 N N N 0.0052 50009750.00 50009750.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-17 2016-10-17 2016-10-17 N N N 0.0052 182012012.00 182012012.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A9L66 US3130A9L665 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-23 2017-06-23 2017-06-23 N N N 0.0052 39997560.00 39997560.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A9L41 US3130A9L418 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-23 2017-06-23 2017-06-23 N N N 0.0052 78995181.00 78995181.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-03 2017-02-03 2017-02-03 N N N 0.0053 28013160.00 28013160.00 0.0003 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 223248199.00 223248199.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8ET6 US3130A8ET69 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2017-03-06 2017-03-06 N N N 0.0054 100061600.00 100061600.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8EC3 US3130A8EC35 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2017-03-06 2017-03-06 N N N 0.0054 100061600.00 100061600.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8FN8 US3130A8FN80 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-08 2017-03-08 2017-03-08 N N N 0.0054 126076734.00 126076734.00 0.0013 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 117133146.00 117133146.00 0.0012 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 442481780.00 442481780.00 0.0047 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 62006572.00 62006572.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8JP9 US3130A8JP92 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-23 2016-11-23 2016-11-23 N N N 0.0054 99022473.00 99022473.00 0.0011 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 61986732.00 61986732.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A9E49 US3130A9E496 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-08 2017-06-08 2017-06-08 N N N 0.0054 134031758.00 134031758.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A9K91 US3130A9K915 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-22 2017-06-22 2017-06-22 N N N 0.0054 128001536.00 128001536.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8D83 US3130A8D839 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-02 2017-03-02 2017-03-02 N N N 0.0055 102062934.00 102062934.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8D91 US3130A8D912 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-02 2017-03-02 2017-03-02 N N N 0.0055 47028999.00 47028999.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A9MZ1 US3130A9MZ11 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2017-10-06 2017-10-06 N N N 0.0055 143963712.00 143963712.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A9FH9 US3130A9FH95 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-12 2017-06-12 2017-06-12 N N N 0.0055 130030550.00 130030550.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A9GK1 US3130A9GK16 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-13 2017-06-13 2017-06-13 N N N 0.0055 131030654.00 131030654.00 0.0014 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 84060732.00 84060732.00 0.0009 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 45032175.00 45032175.00 0.0005 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 68063240.00 68063240.00 0.0007 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 2016-12-05 2017-01-05 2017-01-05 N N N 0.0056 84060648.00 84060648.00 0.0009 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 2016-12-05 2017-01-05 2017-01-05 N N N 0.0056 42030324.00 42030324.00 0.0004 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 2016-12-06 2017-01-06 2017-01-06 N N N 0.0056 84061236.00 84061236.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A9LX7 US3130A9LX71 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-04 2017-10-04 2017-10-04 N N N 0.0057 42994152.00 42994152.00 0.0005 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 180244080.00 180244080.00 0.0019 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 46062376.00 46062376.00 0.0005 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 73055845.00 73055845.00 0.0008 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 42032130.00 42032130.00 0.0004 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 84063588.00 84063588.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7T70 US3130A7T704 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-24 2017-01-23 2017-01-23 N N N 0.0057 69034017.00 69034017.00 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 2016-12-13 2017-01-13 2017-01-13 N N N 0.0057 45035010.00 45035010.00 0.0005 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 2016-12-13 2017-01-13 2017-01-13 N N N 0.0057 91070798.00 91070798.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A9LY5 US3130A9LY54 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-27 2017-09-27 2017-09-27 N N N 0.0057 13998810.00 13998810.00 0.0001 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 124091388.00 124091388.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A7AA3 US3130A7AA32 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0058 35005145.00 35005145.00 0.0004 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 500398000.00 500398000.00 0.0053 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 26016094.00 26016094.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A9DE8 US3130A9DE82 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-06 2017-09-06 2017-09-06 N N N 0.0058 38010602.00 38010602.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A9E31 US3130A9E314 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2017-09-07 2017-09-07 N N N 0.0058 27006129.00 27006129.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A9E72 US3130A9E728 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2017-09-07 2017-09-07 N N N 0.0058 72016344.00 72016344.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A9D99 US3130A9D993 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-11 2017-09-11 2017-09-11 N N N 0.0058 67016951.00 67016951.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9L25 US3130A9L251 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-02 2017-10-02 2017-10-02 N N N 0.0059 285993708.00 285993708.00 0.0030 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 56116256.00 56116256.00 0.0006 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 113232780.00 113232780.00 0.0012 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 150011250.00 150011250.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9K67 US3130A9K675 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-26 2017-10-26 2017-10-26 N N N 0.0059 66985997.00 66985997.00 0.0007 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 65044460.00 65044460.00 0.0007 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 233159372.00 233159372.00 0.0025 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 65030810.00 65030810.00 0.0007 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 117055458.00 117055458.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9B67 US3130A9B674 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-01 2017-09-01 2017-09-01 N N N 0.0059 128044800.00 128044800.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9FA4 US3130A9FA43 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-15 2017-09-15 2017-09-15 N N N 0.0059 35006370.00 35006370.00 0.0004 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 93124620.00 93124620.00 0.0010 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 45031275.00 45031275.00 0.0005 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 28019600.00 28019600.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A96S5 US3130A96S59 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-01 2017-09-01 2017-09-01 N N N 0.0060 65028665.00 65028665.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9A50 US3130A9A502 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-06 2017-09-06 2017-09-06 N N N 0.0060 13005421.00 13005421.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9K75 US3130A9K758 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-22 2017-09-22 2017-09-22 N N N 0.0060 64002880.00 64002880.00 0.0007 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 125023375.00 125023375.00 0.0013 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 220194700.00 220194700.00 0.0023 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 26014898.00 26014898.00 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 91052143.00 91052143.00 0.0010 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 131075063.00 131075063.00 0.0014 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 65037245.00 65037245.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A75E1 US3130A75E19 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-25 2016-10-25 2016-10-25 N N N 0.0064 72014184.00 72014184.00 0.0008 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 32057824.00 32057824.00 0.0003 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 76015732.00 76015732.00 0.0008 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 189224532.00 189224532.00 0.0020 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 78034866.00 78034866.00 0.0008 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 83035275.00 83035275.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A9CH2 US3130A9CH23 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-04 2017-12-04 2017-12-04 N N N 0.0064 130033150.00 130033150.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A7WS0 US3130A7WS02 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2017-10-27 2017-10-27 N N N 0.0065 50090050.00 50090050.00 0.0005 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 89160289.00 89160289.00 0.0009 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 19031293.00 19031293.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9GL9 US3130A9GL98 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-15 2017-12-15 2017-12-15 N N N 0.0065 91009555.00 91009555.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9HH7 US3130A9HH77 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-15 2017-12-15 2017-12-15 N N N 0.0065 250026250.00 250026250.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9JF9 US3130A9JF93 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-19 2017-12-19 2017-12-19 N N N 0.0065 68000680.00 68000680.00 0.0007 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 18034326.00 18034326.00 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 14026698.00 14026698.00 0.0001 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 75016650.00 75016650.00 0.0008 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 50011100.00 50011100.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A8WL3 US3130A8WL32 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-29 2017-06-01 2017-06-01 N N N 0.0066 114117990.00 114117990.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A8WG4 US3130A8WG47 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-01 2017-06-01 2017-06-01 N N N 0.0066 227234945.00 227234945.00 0.0024 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 90148230.00 90148230.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-02 2017-06-02 2017-06-02 N N N 0.0066 57059166.00 57059166.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A9E23 US3130A9E231 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-09 2018-03-09 2018-03-09 N N N 0.0066 527183923.00 527183923.00 0.0056 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 51085374.00 51085374.00 0.0005 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 72059040.00 72059040.00 0.0008 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 235282940.00 235282940.00 0.0025 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 277093626.00 277093626.00 0.0030 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 92031096.00 92031096.00 0.0010 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 50025750.00 50025750.00 0.0005 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 219112785.00 219112785.00 0.0023 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 300154500.00 300154500.00 0.0032 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 200103000.00 200103000.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A9A27 US3130A9A270 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-06 2018-03-06 2018-03-06 N N N 0.0067 350124600.00 350124600.00 0.0037 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 44011660.00 44011660.00 0.0005 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 136242352.00 136242352.00 0.0015 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 300534600.00 300534600.00 0.0032 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 11009328.00 11009328.00 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 33027720.00 33027720.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A9D24 US3130A9D241 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-12 2018-03-12 2018-03-12 N N N 0.0068 90030690.00 90030690.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A9FN6 US3130A9FN63 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-12 2018-03-12 2018-03-12 N N N 0.0068 90030690.00 90030690.00 0.0010 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 121157058.00 121157058.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-07 2017-06-06 2017-06-06 N N N 0.0070 95128630.00 95128630.00 0.0010 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 90086220.00 90086220.00 0.0010 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 90086220.00 90086220.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8F73 US3130A8F735 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0070 97090598.00 97090598.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8EX7 US3130A8EX71 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0070 98093688.00 98093688.00 0.0010 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 146045990.00 146045990.00 0.0016 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 54052812.00 54052812.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8BX0 US3130A8BX09 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-03 2017-03-03 2017-03-03 N N N 0.0071 135132030.00 135132030.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8GB3 US3130A8GB34 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-10 2017-03-10 2017-03-10 N N N 0.0071 49046452.00 49046452.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8LY7 US3130A8LY71 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-29 2016-12-29 2016-12-29 N N N 0.0071 72041688.00 72041688.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A7ZD0 US3130A7ZD06 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-19 2017-06-19 2017-06-19 N N N 0.0072 94128780.00 94128780.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A8EG4 US3130A8EG49 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-09 2017-06-09 2017-06-09 N N N 0.0072 50076850.00 50076850.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8E66 US3130A8E662 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-06 2017-06-06 2017-06-06 N N N 0.0073 20031120.00 20031120.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8KE2 US3130A8KE27 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-20 2017-03-20 2017-03-20 N N N 0.0073 117121680.00 117121680.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8KF9 US3130A8KF91 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-21 2017-03-21 2017-03-21 N N N 0.0073 24025056.00 24025056.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8MD2 US3130A8MD26 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-30 2017-03-30 2017-03-30 N N N 0.0073 52061568.00 52061568.00 0.0006 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 76086336.00 76086336.00 0.0008 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 110124960.00 110124960.00 0.0012 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 151066591.00 151066591.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8E82 US3130A8E829 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-08 2017-06-08 2017-06-08 N N N 0.0074 50078300.00 50078300.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7FW0 US3130A7FW07 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0074 54029700.00 54029700.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7J30 US3130A7J309 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0074 131070740.00 131070740.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8M91 US3130A8M913 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-29 2017-03-29 2017-03-29 N N N 0.0074 52061308.00 52061308.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A7G82 US3130A7G826 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0075 116057536.00 116057536.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A7HD0 US3130A7HD08 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0075 84044856.00 84044856.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A7GF6 US3130A7GF64 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0075 77041118.00 77041118.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A7HX6 US3130A7HX61 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-09 2017-03-09 2017-03-09 N N N 0.0076 41051168.00 41051168.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A7J48 US3130A7J481 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-14 2016-12-14 2016-12-14 N N N 0.0076 44025432.00 44025432.00 0.0005 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 16019232.00 16019232.00 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 79094958.00 79094958.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7G66 US3130A7G669 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-03 2017-03-03 2017-03-03 N N N 0.0077 39047970.00 39047970.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7HL2 US3130A7HL24 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0077 165203775.00 165203775.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7G74 US3130A7G743 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0077 154193578.00 154193578.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7GB5 US3130A7GB50 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-09 2017-03-09 2017-03-09 N N N 0.0077 41052070.00 41052070.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7DG7 US3130A7DG74 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-03 2017-03-03 2017-03-03 N N N 0.0078 76095076.00 76095076.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7DL6 US3130A7DL69 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-07 2017-03-07 2017-03-07 N N N 0.0078 76097128.00 76097128.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7EA9 US3130A7EA95 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-01 2017-03-01 2017-03-01 N N N 0.0078 48059376.00 48059376.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7FU4 US3130A7FU41 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0078 47060066.00 47060066.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A3T53 US3130A3T539 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-23 2016-12-23 2016-12-23 N N N 0.0078 137040523.95 137040523.95 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7EU5 US3130A7EU59 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-23 2016-12-23 2016-12-23 N N N 0.0078 97065766.00 97065766.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7MF9 US3130A7MF90 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-24 2017-03-24 2017-03-24 N N N 0.0078 90118890.00 90118890.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7MN2 US3130A7MN25 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-28 2017-03-28 2017-03-28 N N N 0.0078 90121050.00 90121050.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A7LP8 US3130A7LP81 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-21 2017-03-21 2017-03-21 N N N 0.0079 24031248.00 24031248.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A7MK8 US3130A7MK85 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-23 2017-03-23 2017-03-23 N N N 0.0079 90118260.00 90118260.00 0.0010 N N N 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 55993784.00 55993784.00 0.0006 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 59958120.00 59958120.00 0.0006 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 324736339.20 324736339.20 0.0035 N N Y 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 229801740.00 229801740.00 0.0024 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 499958000.00 499958000.00 0.0053 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 119448776.22 119448776.22 0.0013 N N N N Freddie Mac Freddie Mac, 0.44% 313396M91 S6XOOCT0IEG5ABCC6L87 US313396M915 U.S. Government Agency Debt N/A N/A 2016-11-02 2016-11-02 2016-11-02 N N N 0.0044 249954250.00 249954250.00 0.0027 N N Y 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 249720500.00 249720500.00 0.0027 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 499436500.00 499436500.00 0.0053 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 74462805.40 74462805.40 0.0008 N N N 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 103949664.00 103949664.00 0.0011 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 139922160.00 139922160.00 0.0015 N N N N Freddie Mac Freddie Mac, 0.50% to 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 97454242.38 97454242.38 0.0010 N N N N Freddie Mac Freddie Mac, 0.52% 3134G5Z24 S6XOOCT0IEG5ABCC6L87 US3134G5Z242 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-12 2017-01-12 2017-01-12 N N N 0.0052 288028759.99 288028759.99 0.0031 N N N N Freddie Mac Freddie Mac, 0.53% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-13 2017-01-13 2017-01-13 N N N 0.0053 61821135.60 61821135.60 0.0007 N N N N Freddie Mac Freddie Mac, 0.54% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-20 2017-04-20 2017-04-20 N N N 0.0054 150100800.00 150100800.00 0.0016 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 301611030.00 301611030.00 0.0032 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 200245200.00 200245200.00 0.0021 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 300166200.00 300166200.00 0.0032 N N N N Freddie Mac Freddie Mac, 0.74% 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 0.0074 122059780.00 122059780.00 0.0013 N N N N Freddie Mac Freddie Mac, 0.74% 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 0.0074 46044758.00 46044758.00 0.0005 N N N N Freddie Mac Freddie Mac, 0.78% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-21 2017-12-21 2017-12-21 N N N 0.0078 257272677.00 257272677.00 0.0027 N N N N Barclays Capital, Inc. Barclays Capital, Inc., 0.47% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-08 2022-06-30 0 - 3.5 179148900.00 183607282.39 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0047 180000000.00 180000000.00 0.0019 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.36% R0MUWSFPU8MPRO8K5P83 AIE534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-10 2041-05-15 0 - 4.375 177906300.00 189970061.95 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-14 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0036 186000000.00 186000000.00 0.0020 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.36% R0MUWSFPU8MPRO8K5P83 AJI124000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-10 2044-05-15 0 - 6.125 221439100.00 247480718.03 U.S. Treasuries (including strips) N/A N/A 2016-11-21 2016-11-21 2016-11-21 N N N 0.0036 242026862.00 242026862.00 0.0026 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 0.37% R0MUWSFPU8MPRO8K5P83 AJC487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-10 2043-02-15 0 - 3.5 214914700.00 227821873.99 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-07 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 223000000.00 223000000.00 0.0024 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.37% R0MUWSFPU8MPRO8K5P83 AII024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-10 2041-05-15 0 - 4.375 420524200.00 460802060.66 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-21 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 451000000.00 451000000.00 0.0048 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 2016-11-10 2045-08-15 0 - 5.25 599099900.00 695579663.74 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-22 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 676000000.00 676000000.00 0.0072 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.40% R0MUWSFPU8MPRO8K5P83 AJB536000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-11-10 2045-05-15 0 - 6 539970400.00 583867153.31 U.S. Treasuries (including strips) N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0040 571066236.00 571066236.00 0.0061 N N N Y Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.55% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-15 2025-11-15 2.25 - 2.25 216492500.00 230530631.42 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0055 226000000.00 226000000.00 0.0024 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.25% 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-15 2043-08-15 1.625 - 3.625 14704106800.00 15507323131.66 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0025 15507000000.00 15507000000.00 0.1652 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.53% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2020-02-29 1.38 - 1.38 230850000.00 234711889.65 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0053 230000000.00 230000000.00 0.0025 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.53% X574KRZ6V5A7UBU45C31 BAA678000 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 - 8.13 414200000.00 443649040.50 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0053 433609625.00 433609625.00 0.0046 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-10-20 2044-08-15 0 - 8 72473300.00 80845530.94 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 79000000.00 79000000.00 0.0008 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-10-15 2046-02-15 0 - 9 117051500.00 124496509.75 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-29 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 122000000.00 122000000.00 0.0013 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.48% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-01-31 2043-05-15 0.5 - 3.375 176082700.00 179447698.69 U.S. Treasuries (including strips) U.S. TREASURY 2018-04-30 2018-04-30 0.51 - 0.51 11297000.00 11315944.13 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0048 187000000.00 187000000.00 0.0020 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.35% ES7IP3U3RHIGC71XBU11 AJI978000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2026-05-15 1.25 - 1.63 108659000.00 110674677.61 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0035 108000000.00 108000000.00 0.0012 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.42% ES7IP3U3RHIGC71XBU11 AJJ412000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2021-03-31 1.88 - 2.25 297117000.00 306532354.00 U.S. Treasuries (including strips) N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0042 298998086.40 298998086.40 0.0032 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.42% ES7IP3U3RHIGC71XBU11 AJJ912000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-31 2020-08-31 0.88 - 2.13 514233000.00 523202115.79 U.S. Treasuries (including strips) N/A N/A 2016-10-05 2016-10-05 2016-10-05 N N N 0.0042 511993446.40 511993446.40 0.0055 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.43% ES7IP3U3RHIGC71XBU11 BAA306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2020-07-31 1.63 - 1.63 159221000.00 163766441.10 U.S. Treasuries (including strips) N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0043 159997056.00 159997056.00 0.0017 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.43% ES7IP3U3RHIGC71XBU11 BAA700000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2022-01-31 1.5 - 1.5 105260000.00 107383199.46 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-10-07 N N N 0.0043 105000000.00 105000000.00 0.0011 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.50% ES7IP3U3RHIGC71XBU11 BAA789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 1.38 - 1.38 13203000.00 13309270.95 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0050 13000000.00 13000000.00 0.0001 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.54% ES7IP3U3RHIGC71XBU11 BAA689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2026-08-15 1.5 - 2.13 543179000.00 573148048.64 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0054 558000000.00 558000000.00 0.0059 N Y 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 0.88 - 3 212390000.00 215762597.15 U.S. Treasuries (including strips) N/A N/A 2016-10-04 2016-10-04 2016-10-04 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 4 N N N 0.0048 210950500.00 210950500.00 0.0022 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 69165000.00 75856921.25 U.S. Treasuries (including strips) N/A N/A 2016-10-05 2016-10-05 2016-10-05 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 5 N N N 0.0048 73661000.00 73661000.00 0.0008 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.48% 5493006GGLR4BTEL8O61 AJA747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2024-11-15 2.25 - 2.25 69202000.00 74489655.62 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-10-12 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0048 72393000.00 72393000.00 0.0008 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.48% 5493006GGLR4BTEL8O61 BAA368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N/A N/A 2016-10-07 2016-10-07 2016-11-08 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0048 215023500.00 215023500.00 0.0023 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., 0.48% 5493006GGLR4BTEL8O61 BAA769000 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 71825000.00 78774284.23 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-09 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0048 76583000.00 76583000.00 0.0008 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.48% 5493006GGLR4BTEL8O61 AJC017000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2020-08-31 2.13 - 2.13 208324000.00 217756702.40 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-10-14 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0048 212923500.00 212923500.00 0.0023 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.48% 5493006GGLR4BTEL8O61 AJH705000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 2.63 - 2.63 196638000.00 209856989.55 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-11-01 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0048 205000000.00 205000000.00 0.0022 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.48% 5493006GGLR4BTEL8O61 AJD062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2020-08-15 2.63 - 3.75 166122000.00 180795858.75 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-10-18 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0048 175000000.00 175000000.00 0.0019 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.48% 5493006GGLR4BTEL8O61 AJE540000 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 142204000.00 155090953.09 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-10-21 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0048 150000000.00 150000000.00 0.0016 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.48% 5493006GGLR4BTEL8O61 AJF095000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2017-03-31 0.88 - 3.25 150949000.00 153018365.32 U.S. Treasuries (including strips) N/A N/A 2016-10-07 2016-10-07 2016-10-25 Y SUMITOMO MITSUI TR BK LTD(GOV) N/A N/A 1.0000 7 N N N 0.0048 150000000.00 150000000.00 0.0016 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.41% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-10-31 2023-06-30 1 - 1.375 75188700.00 75506660.26 U.S. Treasuries (including strips) N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0041 74009620.00 74009620.00 0.0008 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.41% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-15 2017-05-15 0.875 - 0.875 102506000.00 103050537.50 U.S. Treasuries (including strips) N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0041 101014140.00 101014140.00 0.0011 N N N Y 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 777865406.00 777865406.00 0.0083 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 999955000.00 999955000.00 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% to 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 749590500.00 749590500.00 0.0080 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 349921600.00 349921600.00 0.0037 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 802820931.00 802820931.00 0.0086 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 999917000.00 999917000.00 0.0107 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 399948000.00 399948000.00 0.0043 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.34% 912796HU6 US912796HU68 U.S. Treasury Debt N/A N/A 2016-12-08 2016-12-08 2016-12-08 N N N 0.0034 499830500.00 499830500.00 0.0053 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.36% to 0.38% 912796JY6 US912796JY62 U.S. Treasury Debt N/A N/A 2016-12-15 2016-12-15 2016-12-15 N N N 0.0038 749700750.00 749700750.00 0.0080 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 194096542.50 194096542.50 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.42% to 0.43% 912796JJ9 US912796JJ95 U.S. Treasury Debt N/A N/A 2017-03-30 2017-03-30 2017-03-30 N N N 0.0043 1496766000.00 1496766000.00 0.0159 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 218819982.00 218819982.00 0.0023 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 499349500.00 499349500.00 0.0053 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 73909276.00 73909276.00 0.0008 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 998623000.00 998623000.00 0.0106 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.47% 912796KM0 US912796KM06 U.S. Treasury Debt N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0047 499138500.00 499138500.00 0.0053 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.49% to 0.50% 912796KP3 US912796KP37 U.S. Treasury Debt N/A N/A 2017-03-23 2017-03-23 2017-03-23 N N N 0.0050 773437600.00 773437600.00 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.54% 912796KN8 US912796KN88 U.S. Treasury Debt N/A N/A 2017-03-16 2017-03-16 2017-03-16 N N N 0.0054 509049870.00 509049870.00 0.0054 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 126066625.00 126066625.00 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828A59 US912828A594 U.S. Treasury Debt N/A N/A 2016-12-15 2016-12-15 2016-12-15 N N N 0.0028 493348551.00 493348551.00 0.0053 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828F70 US912828F700 U.S. Treasury Debt N/A N/A 2016-10-03 2016-10-31 2016-10-31 N N N 0.0030 100003700.00 100003700.00 0.0011 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 532209087.00 532209087.00 0.0057 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 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 955393794.00 955393794.00 0.0102 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 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 38032566.00 38032566.00 0.0004 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 1291226554.00 1291226554.00 0.0138 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% to 0.47% 912828MK3 US912828MK32 U.S. Treasury Debt N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0047 864826124.00 864826124.00 0.0092 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% to 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 861178596.00 861178596.00 0.0092 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828SJ0 US912828SJ05 U.S. Treasury Debt N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0048 224470624.00 224470624.00 0.0024 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 125071375.00 125071375.00 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.51% 912828MV9 US912828MV96 U.S. Treasury Debt N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0051 76030350.00 76030350.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.51% 912828SM3 US912828SM34 U.S. Treasury Debt N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0051 190512810.00 190512810.00 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.54% 912828C32 US912828C327 U.S. Treasury Debt N/A N/A 2017-03-15 2017-03-15 2017-03-15 N N N 0.0054 502676194.00 502676194.00 0.0054 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 0.49%, dated 9/30/2016 due 10/03/2016 B4TYDEB6GKMZO031MB27 49R993WH2_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 1771820.40 1707348.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2045-01-25 3 - 5.8 2740142.12 1229974.64 Agency Collateralized Mortgage Obligation N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 2851646.63 2851646.63 0.0000 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 0.52%, dated 9/30/2016 due 10/03/2016 B4TYDEB6GKMZO031MB27 BAA844000_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 639390085.11 616124417.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2045-01-25 3 - 5.8 988824660.08 443856269.36 Agency Collateralized Mortgage Obligation N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 1029062869.85 1029062869.85 0.0110 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.38% R0MUWSFPU8MPRO8K5P83 AJC485000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-06-01 2046-06-15 1.008 - 4 28928735.00 12172808.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-08-20 2040-04-20 6.336 - 7.316 10996486.00 9442498.97 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2045-02-01 2.389 - 7.5 330690121.00 41791685.00 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-11-07 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0038 62000000.00 62000000.00 0.0007 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.49%, dated 9/30/2016 due 10/03/2016 R0MUWSFPU8MPRO8K5P83 49R993WH2_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-12-08 2045-05-15 0 - 8.5 53083057.05 55208198.92 U.S. Treasuries (including strips) GINNIE MAE 2046-04-20 2046-04-20 3 - 3 55.63 57.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2045-06-01 1 - 7.5 18669014.21 4129581.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 1.049 - 7 406150459.44 9707800.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-30 2046-06-01 1.125 - 7.5 33009531.79 22690020.82 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 89696491.63 89696491.63 0.0010 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.52%, dated 9/30/2016 due 10/03/2016 R0MUWSFPU8MPRO8K5P83 BAA844000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-12-08 2045-05-15 0 - 8.5 123331821.06 128269321.48 U.S. Treasuries (including strips) GINNIE MAE 2046-04-20 2046-04-20 3 - 3 129.25 133.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2045-06-01 1 - 7.5 43375111.53 9594563.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 1.049 - 7 943639620.10 22554856.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-30 2046-06-01 1.125 - 7.5 76693504.38 52717415.74 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 208398541.27 208398541.27 0.0022 N Y Y N Citibank NA Citibank NA, 0.40% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-04-15 2024-02-15 0.125 - 8.125 65624100.00 69872299.78 U.S. Treasuries (including strips) N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0040 67999524.00 67999524.00 0.0007 N N Y N Citibank NA Citibank NA, 0.42% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 N/A 1174000.00 900940.98 Agency Debentures and Agency Strips US TREASURY 2019-06-30 2043-08-15 0.125 - 3.625 372488200.00 387416303.55 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2023-06-13 2023-06-13 1.98 - 1.98 138000.00 139034.31 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2022-06-15 2045-07-15 2.5 - 7 131918434.00 17793781.84 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2024-09-15 2039-09-15 2.875 - 5.25 222000.00 243779.62 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-06-01 2045-02-01 0 - 6 28120042.00 8906151.42 Agency Mortgage-Backed Securities N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0042 406997395.20 406997395.20 0.0043 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.52%, dated 9/30/2016 due 10/03/2016 E57ODZWZ7FF32TWEFA76 BAA844000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2019-10-15 2028-10-15 0 - 0 6170219.89 4919123.09 Agency Debentures and Agency Strips US TREASURY 2016-10-13 2046-08-15 0 - 9 695253238.62 751743505.84 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 7321.68 7406.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2046-07-01 1 - 6.75 21557863.82 17120030.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-10-20 2 - 9 83369171.76 29432479.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.125 - 7.95 13919813.01 10463400.06 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 797086391.43 797086391.43 0.0085 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.49%, dated 9/30/2016 due 10/03/2016 1VUV7VQFKUOQSJ21A208 49R993WH2_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-30 2046-02-15 0.875 - 3.125 33292448.08 34525704.98 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 33763496.12 33763496.12 0.0004 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.52%, dated 9/30/2016 due 10/03/2016 1VUV7VQFKUOQSJ21A208 BAA844000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-30 2046-02-15 0.875 - 3.125 143243788.92 148549988.97 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 145270516.00 145270516.00 0.0015 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.57% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2043-08-15 2043-08-15 3.625 - 3.625 100726000.00 128756157.19 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0057 125000000.00 125000000.00 0.0013 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.49%, dated 9/30/2016 due 10/03/2016 CYYGQCGNHMHPSMRL3R97 49R993WH2_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-31 2046-08-15 0.5 - 8.75 45881096.05 49560210.53 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2046-08-01 2.5 - 6.5 4363024.95 3119517.79 Agency Mortgage-Backed Securities U.S. TREASURY 2016-10-31 2018-04-30 0.053 - 0.592 1878072.22 1881660.83 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2046-09-01 2046-09-01 3 - 3 3496633.40 3645851.05 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 57034871.76 57034871.76 0.0006 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.52%, dated 9/30/2016 due 10/03/2016 CYYGQCGNHMHPSMRL3R97 BAA844000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-31 2046-08-15 0.5 - 8.75 712420880.20 769548503.48 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2046-08-01 2.5 - 6.5 67747075.49 48438459.41 Agency Mortgage-Backed Securities U.S. TREASURY 2016-10-31 2018-04-30 0.053 - 0.592 29161854.83 29217577.23 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2046-09-01 2046-09-01 3 - 3 54294139.86 56611123.86 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 885611657.91 885611657.91 0.0094 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 2026-08-01 2042-08-01 3.5 - 4 119594200.00 37765240.65 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0038 37000000.00 37000000.00 0.0004 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.40% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2045-08-01 3.5 - 4.5 121114660.00 64286445.31 Agency Mortgage-Backed Securities N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0040 63008190.00 63008190.00 0.0007 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 2025-07-01 2045-12-01 3.5 - 5 210435752.00 125505167.41 Agency Mortgage-Backed Securities N/A N/A 2016-11-04 2016-11-04 2016-11-28 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 123003690.00 123003690.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2042-09-01 3 - 4.5 210015328.00 125514823.17 Agency Mortgage-Backed Securities N/A N/A 2016-11-04 2016-11-04 2016-11-21 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 123022140.00 123022140.00 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 155700572.00 153064477.46 Agency Mortgage-Backed Securities N/A N/A 2016-11-04 2016-11-04 2016-11-22 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 150028500.00 150028500.00 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 NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 145305000.00 143883104.47 Agency Mortgage-Backed Securities N/A N/A 2016-11-04 2016-11-04 2016-11-23 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 141026790.00 141026790.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-12-01 2043-11-01 3 - 5 223002196.00 126515103.74 Agency Mortgage-Backed Securities N/A N/A 2016-11-04 2016-11-04 2016-12-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 124009920.00 124009920.00 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 160490000.00 156113836.41 Agency Mortgage-Backed Securities N/A N/A 2016-11-04 2016-11-04 2016-12-01 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 153006120.00 153006120.00 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 2029-09-01 2043-04-01 3 - 5 164062420.00 101024830.16 Agency Mortgage-Backed Securities N/A N/A 2016-11-04 2016-11-04 2016-11-21 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 99017820.00 99017820.00 0.0011 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.49%, dated 9/30/2016 due 10/03/2016 KBVRJ5K57JZ3E2AVWX40 49R993WH2_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2043-01-01 2046-03-01 3 - 3.5 12934712.78 11635185.00 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 11406586.53 11406586.53 0.0001 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.52%, dated 9/30/2016 due 10/03/2016 ZBUT11V806EZRVTWT807 BAA844000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-31 2046-05-15 0.875 - 8.75 9753586.87 11090059.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-02-01 2048-07-01 2.295 - 8 4878775.37 1747271.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2046-01-20 3 - 5 4528708.02 3970164.92 Agency Mortgage-Backed Securities U.S. TREASURY 2016-10-31 2018-07-31 0.053 - 0.592 388040.08 388618.92 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2047-07-01 3 - 6.5 10407619.94 6873217.35 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 23577937.15 23577937.15 0.0003 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 2042-06-01 2046-09-01 3 - 4 78265114.00 68790240.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2046-09-01 2.481 - 4 398795848.00 299602823.75 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-10-17 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A 1.0000 7 N N N 0.0036 361000000.00 361000000.00 0.0038 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.49%, dated 9/30/2016 due 10/03/2016 8NAV47T0Y26Q87Y0QP81 49R993WH2_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-11-30 2044-11-15 1.625 - 3.625 12365416.58 13784549.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3 - 3 798600.79 562273.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-01 2046-08-01 2.5 - 4 4561766.01 4099639.61 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 18019441.00 18019441.00 0.0002 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.52%, dated 9/30/2016 due 10/03/2016 8NAV47T0Y26Q87Y0QP81 BAA844000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-11-30 2044-11-15 1.625 - 3.625 135701577.95 151275546.66 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3 - 3 8764070.91 6170549.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-01 2046-08-01 2.5 - 4 50062110.09 44990604.22 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 197750440.62 197750440.62 0.0021 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJC080000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2046-09-01 2.5 - 4.5 21550509.00 14529343.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-01-20 2046-02-20 2.5 - 3.5 279572.00 284605.49 Agency Mortgage-Backed Securities GINNIE MAE 2044-07-20 2044-11-20 3.5 - 3.5 473922.00 476099.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-01 2046-09-01 2.5 - 4.5 87998252.00 63272924.60 Agency Mortgage-Backed Securities N/A N/A 2016-11-07 2016-11-07 2016-11-07 N N N 0.0039 77018480.00 77018480.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJC377000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2046-08-01 2.246 - 4.5 22940037.00 18519830.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-09-20 2046-07-20 2.5 - 5 9395765.00 2537368.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2046-09-01 2.107 - 5.611 220201456.00 79951243.79 Agency Mortgage-Backed Securities N/A N/A 2016-11-08 2016-11-08 2016-11-08 N N N 0.0039 99024750.00 99024750.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJD008000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2046-08-01 2.669 - 5.828 107280157.00 32714990.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-01-01 2048-08-01 2.019 - 5.65 162794557.00 82576226.14 Agency Mortgage-Backed Securities N/A N/A 2016-11-10 2016-11-10 2016-11-10 N N N 0.0039 113029380.00 113029380.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJD009000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-07-01 2046-09-01 2.387 - 4 36845907.00 23470670.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-09-20 2046-07-20 2.5 - 5 78878116.00 13343108.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-01 2046-10-01 2.197 - 5.71 111576658.00 66234122.57 Agency Mortgage-Backed Securities N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0039 101029290.00 101029290.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJE443000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2046-09-01 2.999 - 4.5 18200432.00 10206307.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-05-20 2046-09-20 2 - 4.5 24966508.00 8496152.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-02-01 2046-10-01 2.349 - 4.5 79795095.00 46591684.09 Agency Mortgage-Backed Securities N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0039 64019200.00 64019200.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJH984000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2046-08-01 2.447 - 5 113600192.00 48113992.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-03-20 2046-07-20 3 - 5 91446189.00 20231682.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-04-01 2046-09-01 2.36 - 6 76181996.00 40807331.41 Agency Mortgage-Backed Securities N/A N/A 2016-11-21 2016-11-21 2016-11-21 N N N 0.0039 107016050.00 107016050.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJI922000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2021-07-01 2046-10-01 2.378 - 6 75960515.00 45552968.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-15 2046-07-20 3 - 5 97642772.00 28999390.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2046-10-01 2.153 - 5.569 183030718.00 76419089.25 Agency Mortgage-Backed Securities N/A N/A 2016-11-22 2016-11-22 2016-11-22 N N N 0.0039 148023680.00 148023680.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AJJ867000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-07-01 2046-10-01 2.275 - 4.5 65071749.00 32551803.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-03-01 2046-10-01 2.059 - 4.5 218771377.00 78634219.38 Agency Mortgage-Backed Securities N/A N/A 2016-11-28 2016-11-28 2016-11-28 N N N 0.0039 109018530.00 109018530.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.44% K5HU16E3LMSVCCJJJ255 AJH133000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-09-01 2044-05-01 2.312 - 3.253 45149353.00 11205123.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-05-01 2046-10-01 2.545 - 4.5 110393488.00 55105410.89 Agency Mortgage-Backed Securities N/A N/A 2016-12-19 2016-12-19 2016-12-19 N N N 0.0044 65015600.00 65015600.00 0.0007 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 19796501.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2044-07-25 2046-07-25 2.5 - 6.5 97730474.00 102868831.62 Agency Collateralized Mortgage Obligation N/A N/A 2016-10-07 2016-10-07 2016-11-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A 1.0000 7 N N N 0.0050 119000000.00 119000000.00 0.0013 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.52%, dated 9/30/2016 due 10/03/2016 7TK5RJIZDFROZCA6XF66 BAA844000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2024-02-15 2046-08-15 1.5 - 6.875 167807531.82 178864373.67 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2046-10-01 3 - 4 25515815.96 26704950.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-05-20 2046-09-20 3 - 6.5 129040670.45 141165967.64 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2048-01-15 2048-01-15 4.875 - 4.875 10514.24 13660.90 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2046-06-01 2046-10-01 2.55 - 4.5 95333624.94 100359159.49 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 438093283.84 438093283.84 0.0047 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 2030-12-01 2046-05-01 2.482 - 4 40233425.00 21695340.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-01-20 2045-08-20 2.5 - 3 37576411.00 33338448.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-08-01 2046-10-01 2.225 - 5 107170109.00 70500617.14 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 3 N N N 0.0035 123000000.00 123000000.00 0.0013 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2046-07-01 1.5 - 4 8998401.00 8310786.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-20 2045-11-20 3 - 5 17671222.00 3833632.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-01 2046-09-01 2 - 5.5 158235041.00 91943373.57 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-11-08 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0036 102000000.00 102000000.00 0.0011 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 2025-03-15 2046-01-01 3.5 - 3.5 750813.00 726418.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-20 2042-12-20 5 - 5 23959.00 8558.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-04-01 2046-06-01 2.31 - 6 70681583.00 50282421.92 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-10-24 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0036 50000000.00 50000000.00 0.0005 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.37% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-11-01 2046-07-01 3 - 4.5 19862140.00 17549984.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-02-20 2046-02-20 3 - 3 3967.00 3910.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-02-01 2046-09-01 2.418 - 5 63494505.00 47738182.50 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-11-14 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 64000000.00 64000000.00 0.0007 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.37% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2032-11-15 2046-05-01 1.5 - 6.076 57547591.00 20420469.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-20 2045-11-20 3 - 5 17395318.00 3501495.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-07-01 2046-09-01 2.361 - 6 166766044.00 54637733.01 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-11-10 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 77000000.00 77000000.00 0.0008 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.37% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2022-12-25 2046-06-01 2.531 - 8 77095.00 59976.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-11-20 2046-09-20 3 - 3 33058371.00 32941570.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-10-01 2046-07-01 2.361 - 4.866 83309122.00 72076828.63 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-11-15 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 103000000.00 103000000.00 0.0011 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.37% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2045-05-01 2.568 - 3.5 35314539.00 12757566.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-20 2045-12-20 3 - 5 2185018.00 1872877.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2046-07-01 2.387 - 6 105508709.00 50659913.28 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-11-18 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 64000000.00 64000000.00 0.0007 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.37% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-03-01 2046-05-01 3 - 4 51193942.00 13569571.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-20 2042-12-20 5 - 5 87335.00 31196.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-07-01 2.5 - 4.5 90663137.00 56789071.19 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-11-21 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 69000000.00 69000000.00 0.0007 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.49%, dated 9/30/2016 due 10/03/2016 O2RNE8IBXP4R0TD8PU41 49R993WH2_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 0 - 0 7357.25 6987.33 Agency Debentures and Agency Strips US TREASURY 2017-05-15 2042-11-15 0 - 8.875 25223099.63 28579935.05 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-07-20 3 - 3.5 527427.33 551581.14 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 28516466.32 28516466.32 0.0003 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.52%, dated 9/30/2016 due 10/03/2016 VYVVCKR63DVZZN70PB21 BAA844000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-15 2041-05-15 0 - 7.625 737632156.37 773921146.20 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-20 2040-11-02 0.6 - 5.16 25738472.68 25774365.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-10-14 2022-01-13 0 - 2.375 49656876.07 50057490.18 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-10-31 2026-09-28 0 - 7.5 223751151.68 224402992.35 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2016-11-15 2046-09-20 2 - 10 846617789.91 685902979.52 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-12-22 2021-01-07 1.2 - 1.92 1564486.26 1602630.47 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-01-30 2030-11-15 0.875 - 6.625 79241708.82 81621695.55 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2016-10-04 2042-12-15 0 - 5.5 29198990.13 30874584.36 Agency Debentures and Agency Strips N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 1836797361.93 1836797361.93 0.0196 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.41% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-04-15 2043-02-15 1.75 - 3 25185736.00 18035051.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2032-08-25 2032-08-25 3 - 3 47022277.00 34509307.11 Agency Collateralized Mortgage Obligation N/A N/A 2016-11-08 2016-11-08 2016-11-08 N N N 0.0041 51011220.00 51011220.00 0.0005 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.42% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-01-15 2045-01-15 4 - 4 23990503.00 29715192.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-11-16 2046-09-20 2.5 - 4 215497103.00 223945625.59 Agency Mortgage-Backed Securities N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0042 248039680.00 248039680.00 0.0026 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.43% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2021-06-15 2041-09-15 1.5 - 5.5 699311827.00 346291473.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-25 2055-03-25 0.774 - 4.5 138815583.00 72948569.69 Agency Collateralized Mortgage Obligation N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0043 406997517.30 406997517.30 0.0043 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.48% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-04-15 2023-04-15 1.75 - 1.75 100993991.00 72103845.58 Agency Collateralized Mortgage Obligation N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0048 69998999.00 69998999.00 0.0007 N N Y N Fidelity Colchester Street Trust: Government Portfolio 2016-10-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer