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Fannie Mae Fannie Mae, 0.46% 313588T39 B1V7KEBTPIMZEU4LTD58 US313588T391 U.S. Government Agency Debt Y N/A N/A 2016-12-14 2016-12-14 2016-12-14 N N N 0.0046 174914930.04 174914930.04 0.0016 N N Y N Fannie Mae Fannie Mae, 0.46% 313589BJ1 B1V7KEBTPIMZEU4LTD58 US313589BJ12 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0046 299758500.00 299758500.00 0.0027 N N N N Fannie Mae Fannie Mae, 0.49% 313588R72 B1V7KEBTPIMZEU4LTD58 US313588R726 U.S. Government Agency Debt Y N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0049 499997500.00 499997500.00 0.0046 N N Y N Fannie Mae Fannie Mae, 0.50% 313588T88 B1V7KEBTPIMZEU4LTD58 US313588T888 U.S. Government Agency Debt Y N/A N/A 2016-12-19 2016-12-19 2016-12-19 N N N 0.0050 499952500.00 499952500.00 0.0046 N N Y N Fannie Mae Fannie Mae, 0.51% 313588R64 B1V7KEBTPIMZEU4LTD58 US313588R643 U.S. Government Agency Debt Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0051 500000000.00 500000000.00 0.0046 N Y Y N Fannie Mae Fannie Mae, 0.54% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 0000310522 U.S. Government Agency Debt Y N/A N/A 2016-12-05 2017-10-05 2017-10-05 N N N 0.0054 138955285.26 138955285.26 0.0013 N N N N Fannie Mae Fannie Mae, 0.58% 3135G0F81 B1V7KEBTPIMZEU4LTD58 US3135G0F814 0000310522 U.S. Government Agency Debt Y N/A N/A 2016-12-20 2017-07-20 2017-07-20 N N N 0.0058 52031200.00 52031200.00 0.0005 N N N N Fannie Mae Fannie Mae, 0.85% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-01-11 2018-01-11 2018-01-11 N N N 0.0085 521113047.50 521113047.50 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.43% 3133EGE27 US3133EGE275 U.S. Government Agency Debt Y N/A N/A 2016-12-12 2017-12-12 2017-12-12 N N N 0.0043 237682270.00 237682270.00 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 313312S92 US313312S927 U.S. Government Agency Debt Y N/A N/A 2016-12-12 2016-12-12 2016-12-12 N N N 0.0044 149991300.00 149991300.00 0.0014 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% to 0.50% 313313AY4 US313313AY41 U.S. Government Agency Debt Y N/A N/A 2017-01-23 2017-01-23 2017-01-23 N N N 0.0050 142926355.00 142926355.00 0.0013 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.50% 3133EGYM1 US3133EGYM14 U.S. Government Agency Debt Y N/A N/A 2016-12-19 2017-10-19 2017-10-19 N N N 0.0050 189957060.00 189957060.00 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EEV56 US3133EEV563 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2017-06-09 2017-06-09 N N N 0.0053 200048800.00 200048800.00 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EEW30 US3133EEW306 U.S. Government Agency Debt Y N/A N/A 2016-12-20 2017-01-20 2017-01-20 N N N 0.0053 75007425.00 75007425.00 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 313312V31 US313312V319 U.S. Government Agency Debt Y N/A N/A 2016-12-30 2016-12-30 2016-12-30 N N N 0.0053 24996175.00 24996175.00 0.0002 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2017-03-09 2017-03-09 N N N 0.0056 89025899.00 89025899.00 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EDSF0 US3133EDSF06 U.S. Government Agency Debt Y N/A N/A 2016-12-10 2017-02-10 2017-02-10 N N N 0.0056 100034200.00 100034200.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.57% 3133EEEA4 US3133EEEA48 U.S. Government Agency Debt Y N/A N/A 2016-12-08 2017-05-08 2017-05-08 N N N 0.0057 103043363.00 103043363.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.57% 3133EDV25 US3133EDV250 U.S. Government Agency Debt Y N/A N/A 2016-12-15 2017-05-15 2017-05-15 N N N 0.0057 125053750.00 125053750.00 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.58% 3133EF2X4 US3133EF2X44 U.S. Government Agency Debt Y N/A N/A 2016-12-15 2017-03-15 2017-03-15 N N N 0.0058 40014400.00 40014400.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.59% 3133EFNC7 US3133EFNC77 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2017-11-06 2017-11-06 N N N 0.0059 47542892.50 47542892.50 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.59% 3133EF3J4 US3133EF3J41 U.S. Government Agency Debt Y N/A N/A 2016-12-16 2017-02-16 2017-02-16 N N N 0.0059 148032116.00 148032116.00 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.60% 3133EFY27 US3133EFY275 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2017-03-06 2017-03-06 N N N 0.0060 251104416.00 251104416.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.60% 3133EF3K1 US3133EF3K14 U.S. Government Agency Debt Y N/A N/A 2016-12-16 2017-03-16 2017-03-16 N N N 0.0060 148060088.00 148060088.00 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.60% 3133EFM20 US3133EFM205 U.S. Government Agency Debt Y N/A N/A 2016-12-16 2016-12-16 2016-12-16 N N N 0.0060 100007300.00 100007300.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.60% 3133EDJX1 US3133EDJX13 U.S. Government Agency Debt Y N/A N/A 2016-12-17 2017-04-17 2017-04-17 N N N 0.0060 16007584.00 16007584.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.62% 3133EFW94 US3133EFW949 U.S. Government Agency Debt Y N/A N/A 2016-12-01 2017-05-01 2017-05-01 N N N 0.0062 186119040.00 186119040.00 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.62% 3133EF2G1 US3133EF2G11 U.S. Government Agency Debt Y N/A N/A 2016-12-12 2017-05-12 2017-05-12 N N N 0.0062 250159500.00 250159500.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.63% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt Y N/A N/A 2016-12-24 2017-05-24 2017-05-24 N N N 0.0063 153078336.00 153078336.00 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.64% 3133EF5S2 US3133EF5S22 U.S. Government Agency Debt Y N/A N/A 2016-12-29 2017-03-29 2017-03-29 N N N 0.0064 63023184.00 63023184.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.66% 3133EDFW7 US3133EDFW75 U.S. Government Agency Debt Y N/A N/A 2016-12-27 2017-02-27 2017-02-27 N N N 0.0066 46021850.00 46021850.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.75% 3133EFFQ5 US3133EFFQ55 U.S. Government Agency Debt Y N/A N/A 2016-12-30 2017-03-30 2017-03-30 N N N 0.0075 40031680.00 40031680.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.76% 3133EE5J5 US3133EE5J59 U.S. Government Agency Debt Y N/A N/A 2016-12-01 2017-01-31 2017-01-31 N N N 0.0076 250150250.00 250150250.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.81% 3133EF7A9 US3133EF7A95 U.S. Government Agency Debt Y N/A N/A 2017-02-13 2017-11-13 2017-11-13 N N N 0.0081 105158865.00 105158865.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.27% to 0.30% 313384S34 US313384S348 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0030 750980474.00 750980474.00 0.0069 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.27% to 0.30% 313384S91 US313384S918 U.S. Government Agency Debt Y N/A N/A 2016-12-12 2016-12-12 2016-12-12 N N N 0.0030 449223943.50 449223943.50 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384T82 US313384T825 U.S. Government Agency Debt Y N/A N/A 2016-12-19 2016-12-19 2016-12-19 N N N 0.0029 27997340.00 27997340.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% to 0.32% 313384U49 US313384U492 U.S. Government Agency Debt Y N/A N/A 2016-12-23 2016-12-23 2016-12-23 N N N 0.0032 1207859872.00 1207859872.00 0.0110 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384S59 US313384S595 U.S. Government Agency Debt Y N/A N/A 2016-12-08 2016-12-08 2016-12-08 N N N 0.0030 348987087.00 348987087.00 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384S67 US313384S678 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0030 249989500.00 249989500.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.50% 313384U23 US313384U237 U.S. Government Agency Debt Y N/A N/A 2016-12-21 2016-12-21 2016-12-21 N N N 0.0050 1143578767.80 1143578767.80 0.0104 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.31% to 0.50% 313384T33 US313384T338 U.S. Government Agency Debt Y N/A N/A 2016-12-14 2016-12-14 2016-12-14 N N N 0.0050 357975298.00 357975298.00 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 0.47% 313384T58 US313384T585 U.S. Government Agency Debt Y N/A N/A 2016-12-16 2016-12-16 2016-12-16 N N N 0.0047 868931349.00 868931349.00 0.0079 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313385AF3 US313385AF39 U.S. Government Agency Debt Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0034 89968500.00 89968500.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384R76 US313384R761 U.S. Government Agency Debt Y N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0035 119559402.20 119559402.20 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A9WY3 US3130A9WY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-02 2017-05-02 2017-05-02 N N N 0.0035 76970509.00 76970509.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A9X97 US3130A9X975 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-02 2017-05-02 2017-05-02 N N N 0.0035 76970509.00 76970509.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A9X89 US3130A9X892 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-02 2017-05-02 2017-05-02 N N N 0.0035 30988127.00 30988127.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A9Y54 US3130A9Y544 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-04 2017-05-04 2017-05-04 N N N 0.0035 93963246.00 93963246.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384S42 US313384S421 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0035 399987200.00 399987200.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A9YD7 US3130A9YD70 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-11 2017-05-11 2017-05-11 N N N 0.0035 156934060.00 156934060.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313385AK2 US313385AK24 U.S. Government Agency Debt Y N/A N/A 2017-01-10 2017-01-10 2017-01-10 N N N 0.0035 224912475.00 224912475.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130A9Y62 US3130A9Y627 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2017-05-09 2017-05-09 N N N 0.0036 313870632.00 313870632.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 313385AN6 US313385AN62 U.S. Government Agency Debt Y N/A N/A 2017-01-13 2017-01-13 2017-01-13 N N N 0.0036 999582000.00 999582000.00 0.0091 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A9TC5 US3130A9TC52 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-20 2017-04-20 2017-04-20 N N N 0.0038 31988864.00 31988864.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313385AD8 US313385AD80 U.S. Government Agency Debt Y N/A N/A 2017-01-04 2017-01-04 2017-01-04 N N N 0.0038 334889115.00 334889115.00 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A9SM4 US3130A9SM44 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-18 2017-04-18 2017-04-18 N N N 0.0039 31990560.00 31990560.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A9T50 US3130A9T502 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-19 2017-04-19 2017-04-19 N N N 0.0039 99968400.00 99968400.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A9SL6 US3130A9SL60 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-19 2017-04-19 2017-04-19 N N N 0.0039 78976616.00 78976616.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A9RY9 US3130A9RY90 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-19 2017-04-17 2017-04-17 N N N 0.0039 474879350.00 474879350.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A9S93 US3130A9S934 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-19 2017-04-19 2017-04-19 N N N 0.0039 157953232.00 157953232.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A9SG7 US3130A9SG75 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-19 2017-04-19 2017-04-19 N N N 0.0039 78976616.00 78976616.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A9S77 US3130A9S777 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-19 2017-04-19 2017-04-19 N N N 0.0039 125962704.00 125962704.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A9U25 US3130A9U252 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-25 2017-04-25 2017-04-25 N N N 0.0041 314906130.00 314906130.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A9TZ4 US3130A9TZ48 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-25 2017-04-25 2017-04-25 N N N 0.0041 157952916.00 157952916.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A9TY7 US3130A9TY72 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-25 2017-04-25 2017-04-25 N N N 0.0041 157952916.00 157952916.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A9VE8 US3130A9VE80 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-26 2017-04-26 2017-04-26 N N N 0.0041 154950090.00 154950090.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A9WT4 US3130A9WT41 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-28 2017-04-28 2017-04-28 N N N 0.0041 154949470.00 154949470.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 313385BK1 US313385BK15 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0042 535561552.00 535561552.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 313385AL0 US313385AL07 U.S. Government Agency Debt Y N/A N/A 2017-01-11 2017-01-11 2017-01-11 N N N 0.0044 499800500.00 499800500.00 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 313385BQ8 US313385BQ84 U.S. Government Agency Debt Y N/A N/A 2017-02-08 2017-02-08 2017-02-08 N N N 0.0046 78930322.00 78930322.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A9LC3 US3130A9LC35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-03-27 2017-03-27 N N N 0.0047 71980992.00 71980992.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A9LH2 US3130A9LH22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-03-27 2017-03-27 N N N 0.0047 71980992.00 71980992.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AA3X4 US3130AA3X48 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-16 2017-05-16 2017-05-16 N N N 0.0048 298025330.00 298025330.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130AA7G7 US3130AA7G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-23 2017-05-23 2017-05-23 N N N 0.0049 153007344.00 153007344.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A9KY6 US3130A9KY63 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-26 2017-04-26 2017-04-26 N N N 0.0049 50000100.00 50000100.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A9ML2 US3130A9ML25 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-29 2017-06-29 2017-06-29 N N N 0.0049 109956770.00 109956770.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 313385BF2 US313385BF20 U.S. Government Agency Debt Y N/A N/A 2017-01-30 2017-01-30 2017-01-30 N N N 0.0049 282505203.39 282505203.39 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130AA4A3 US3130AA4A36 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-22 2017-05-22 2017-05-22 N N N 0.0050 298023244.00 298023244.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130AAAW8 US3130AAAW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-23 2017-08-23 2017-08-23 N N N 0.0050 13998978.00 13998978.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A9NC1 US3130A9NC17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-06 2017-07-06 2017-07-06 N N N 0.0050 230900670.00 230900670.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8NM1 US3130A8NM16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0050 55003080.00 55003080.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A9NS6 US3130A9NS68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-06 2017-07-06 2017-07-06 N N N 0.0050 153933780.00 153933780.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A9NR8 US3130A9NR85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-06 2017-07-06 2017-07-06 N N N 0.0050 307867560.00 307867560.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% to 0.53% 313385CG9 US313385CG93 U.S. Government Agency Debt Y N/A N/A 2017-02-24 2017-02-24 2017-02-24 N N N 0.0053 313658996.00 313658996.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8KK8 US3130A8KK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-22 2016-12-22 2016-12-22 N N N 0.0051 100006900.00 100006900.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A9KA8 US3130A9KA87 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-30 2017-06-30 2017-06-30 N N N 0.0051 127971328.00 127971328.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 313385BS4 US313385BS41 U.S. Government Agency Debt Y N/A N/A 2017-02-10 2017-02-10 2017-02-10 N N N 0.0051 129882090.00 129882090.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130AA4C9 US3130AA4C91 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-17 2017-08-17 2017-08-17 N N N 0.0052 149021158.00 149021158.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130AA3Y2 US3130AA3Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-17 2017-08-17 2017-08-17 N N N 0.0052 298042316.00 298042316.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A9L41 US3130A9L418 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-23 2017-06-23 2017-06-23 N N N 0.0052 78980171.00 78980171.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A9L66 US3130A9L665 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-23 2017-06-23 2017-06-23 N N N 0.0052 39989960.00 39989960.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130AAB31 US3130AAB310 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-28 2017-08-28 2017-08-28 N N N 0.0052 146983683.00 146983683.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 313385CE4 US313385CE46 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-02-22 2017-02-22 N N N 0.0052 499469500.00 499469500.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A8DZ3 US3130A8DZ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N N N 0.0053 96001248.00 96001248.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A8E33 US3130A8E332 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0053 96001536.00 96001536.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A8DD2 US3130A8DD27 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0053 46000736.00 46000736.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A82D4 US3130A82D45 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-13 2017-01-13 2017-01-13 N N N 0.0053 95010355.00 95010355.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130AA4E5 US3130AA4E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-18 2017-08-18 2017-08-18 N N N 0.0053 149021307.00 149021307.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130AACC0 US3130AACC07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-01 2017-09-01 2017-09-01 N N N 0.0053 229982750.00 229982750.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385BX3 US313385BX36 U.S. Government Agency Debt Y N/A N/A 2017-02-15 2017-02-15 2017-02-15 N N N 0.0053 249757250.00 249757250.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385CK0 US313385CK06 U.S. Government Agency Debt Y N/A N/A 2017-02-27 2017-02-27 2017-02-27 N N N 0.0053 375577376.00 375577376.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385CL8 US313385CL88 U.S. Government Agency Debt Y N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0053 113870382.00 113870382.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385CM6 US313385CM61 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 439428000.00 439428000.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-03 2017-02-03 2017-02-03 N N N 0.0054 28005292.00 28005292.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A9E49 US3130A9E496 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-08 2017-06-08 2017-06-08 N N N 0.0054 134002144.00 134002144.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130AA7K8 US3130AA7K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-22 2017-11-22 2017-11-22 N N N 0.0054 50004850.00 50004850.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A9K91 US3130A9K915 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-22 2017-06-22 2017-06-22 N N N 0.0054 127975424.00 127975424.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-24 2017-01-24 2017-01-24 N N N 0.0054 62005208.00 62005208.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8D83 US3130A8D839 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-02 2017-03-02 2017-03-02 N N N 0.0055 102028152.00 102028152.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8D91 US3130A8D912 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-02 2017-03-02 2017-03-02 N N N 0.0055 47012972.00 47012972.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8EC3 US3130A8EC35 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2017-03-06 2017-03-06 N N N 0.0055 100028300.00 100028300.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8ET6 US3130A8ET69 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2017-03-06 2017-03-06 N N N 0.0055 100028300.00 100028300.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A9FH9 US3130A9FH95 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-12 2017-06-12 2017-06-12 N N N 0.0055 130000650.00 130000650.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A9GK1 US3130A9GK16 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-13 2017-06-13 2017-06-13 N N N 0.0055 131000262.00 131000262.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130AABP2 US3130AABP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-28 2017-11-28 2017-11-28 N N N 0.0055 75990576.00 75990576.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A9MZ1 US3130A9MZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-06 2017-10-06 2017-10-06 N N N 0.0055 143958240.00 143958240.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313385DL7 US313385DL79 U.S. Government Agency Debt Y N/A N/A 2017-03-24 2017-03-24 2017-03-24 N N N 0.0055 410329248.00 410329248.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8FN8 US3130A8FN80 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-08 2017-03-08 2017-03-08 N N N 0.0056 126036162.00 126036162.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AAC30 US3130AAC300 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-01 2017-12-01 2017-12-01 N N N 0.0056 153972434.00 153972434.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AAC97 US3130AAC979 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-05 2017-12-05 2017-12-05 N N N 0.0056 153984754.00 153984754.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A9LY5 US3130A9LY54 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-27 2017-09-27 2017-09-27 N N N 0.0057 13997326.00 13997326.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A9LX7 US3130A9LX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-04 2017-10-04 2017-10-04 N N N 0.0057 42991314.00 42991314.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A9DE8 US3130A9DE82 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2017-09-06 2017-09-06 N N N 0.0058 38001178.00 38001178.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A9E72 US3130A9E728 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2017-09-07 2017-09-07 N N N 0.0058 71999424.00 71999424.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A9E31 US3130A9E314 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2017-09-07 2017-09-07 N N N 0.0058 26999784.00 26999784.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A9D99 US3130A9D993 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-11 2017-09-11 2017-09-11 N N N 0.0058 67001809.00 67001809.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9B67 US3130A9B674 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-01 2017-09-01 2017-09-01 N N N 0.0059 128009088.00 128009088.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9FA4 US3130A9FA43 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-15 2017-09-15 2017-09-15 N N N 0.0059 34999440.00 34999440.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A7T70 US3130A7T704 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-23 2017-01-23 2017-01-23 N N N 0.0059 69012075.00 69012075.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9L25 US3130A9L251 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-02 2017-10-02 2017-10-02 N N N 0.0059 285966824.00 285966824.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A96S5 US3130A96S59 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-01 2017-09-01 2017-09-01 N N N 0.0060 65009490.00 65009490.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9A50 US3130A9A502 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2017-09-06 2017-09-06 N N N 0.0060 13001885.00 13001885.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9K75 US3130A9K758 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-22 2017-09-22 2017-09-22 N N N 0.0060 63993408.00 63993408.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130A9K67 US3130A9K675 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-26 2017-10-26 2017-10-26 N N N 0.0061 66990084.00 66990084.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 313385GG5 US313385GG57 U.S. Government Agency Debt Y N/A N/A 2017-05-31 2017-05-31 2017-05-31 N N N 0.0063 241342970.00 241342970.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A9CH2 US3130A9CH23 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-04 2017-12-04 2017-12-04 N N N 0.0064 130061100.00 130061100.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAAK4 US3130AAAK41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-23 2017-08-23 2017-08-23 N N N 0.0064 146978538.00 146978538.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9HH7 US3130A9HH77 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-15 2017-12-15 2017-12-15 N N N 0.0065 250092000.00 250092000.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9GL9 US3130A9GL98 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-15 2017-12-15 2017-12-15 N N N 0.0065 91033488.00 91033488.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9JF9 US3130A9JF93 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-19 2017-12-19 2017-12-19 N N N 0.0065 68020128.00 68020128.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 313385FY7 US313385FY72 U.S. Government Agency Debt Y N/A N/A 2017-05-23 2017-05-23 2017-05-23 N N N 0.0065 152602965.00 152602965.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AACG1 US3130AACG11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-05 2017-06-05 2017-06-05 N N N 0.0065 97994057.28 97994057.28 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-02 2017-06-02 2017-06-02 N N N 0.0066 57036081.00 57036081.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A9E23 US3130A9E231 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2018-03-09 2018-03-09 N N N 0.0066 527406844.00 527406844.00 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A8WL3 US3130A8WL32 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-29 2017-06-01 2017-06-01 N N N 0.0066 114072162.00 114072162.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A8WG4 US3130A8WG47 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-01 2017-06-01 2017-06-01 N N N 0.0066 227143691.00 227143691.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A9A27 US3130A9A270 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2018-03-06 2018-03-06 N N N 0.0067 350277550.00 350277550.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A94C2 US3130A94C26 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-16 2017-05-16 2017-05-16 N N N 0.0067 26008840.00 26008840.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A9FN6 US3130A9FN63 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-12 2018-03-12 2018-03-12 N N N 0.0068 90067590.00 90067590.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A9D24 US3130A9D241 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-12 2018-03-12 2018-03-12 N N N 0.0068 90067590.00 90067590.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A8Z89 US3130A8Z899 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-09 2017-08-09 2017-08-09 N N N 0.0068 500173500.00 500173500.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130A94R9 US3130A94R94 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-19 2017-08-18 2017-08-18 N N N 0.0069 233059415.00 233059415.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130A94V0 US3130A94V07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-19 2017-08-18 2017-08-18 N N N 0.0069 65016575.00 65016575.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130A9AD3 US3130A9AD37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-25 2017-08-25 2017-08-25 N N N 0.0069 65005590.00 65005590.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130A9A43 US3130A9A437 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-25 2017-08-25 2017-08-25 N N N 0.0069 117010062.00 117010062.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8EX7 US3130A8EX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0070 98054978.00 98054978.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8F73 US3130A8F735 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0070 97053156.00 97053156.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-06 2017-06-06 2017-06-06 N N N 0.0070 95082365.00 95082365.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8BX0 US3130A8BX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-03 2017-03-03 2017-03-03 N N N 0.0071 135077085.00 135077085.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8GB3 US3130A8GB34 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-10 2017-03-10 2017-03-10 N N N 0.0071 49027391.00 49027391.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8LY7 US3130A8LY71 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-29 2016-12-29 2016-12-29 N N N 0.0071 72017280.00 72017280.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8WA7 US3130A8WA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-28 2017-04-28 2017-04-28 N N N 0.0071 68039032.00 68039032.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A8MV2 US3130A8MV24 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2017-01-06 2017-01-06 N N N 0.0072 54017118.00 54017118.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A8EG4 US3130A8EG49 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2017-06-09 2017-06-09 N N N 0.0072 50050150.00 50050150.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A7XF7 US3130A7XF71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0072 45019575.00 45019575.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A7XX8 US3130A7XX87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0072 28012348.00 28012348.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A8YX5 US3130A8YX51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-08 2017-11-08 2017-11-08 N N N 0.0072 220190080.00 220190080.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A7ZD0 US3130A7ZD06 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-19 2017-06-19 2017-06-19 N N N 0.0072 94081028.00 94081028.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8E66 US3130A8E662 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2017-06-06 2017-06-06 N N N 0.0073 20020420.00 20020420.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8KE2 US3130A8KE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-20 2017-03-20 2017-03-20 N N N 0.0073 117073125.00 117073125.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8KF9 US3130A8KF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-21 2017-03-21 2017-03-21 N N N 0.0073 24015096.00 24015096.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8MD2 US3130A8MD26 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-30 2017-03-30 2017-03-30 N N N 0.0073 52037752.00 52037752.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8MA8 US3130A8MA86 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-03 2017-04-03 2017-04-03 N N N 0.0074 52038740.00 52038740.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8E82 US3130A8E829 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-08 2017-06-08 2017-06-08 N N N 0.0074 50051300.00 50051300.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7FW0 US3130A7FW07 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0074 54004374.00 54004374.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7J30 US3130A7J309 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0074 131010480.00 131010480.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8M91 US3130A8M913 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-29 2017-03-29 2017-03-29 N N N 0.0074 52037544.00 52037544.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A9NX5 US3130A9NX53 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-05 2018-10-05 2018-10-05 N N N 0.0074 161961282.00 161961282.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8PP2 US3130A8PP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-07 2017-04-07 2017-04-07 N N N 0.0074 223154762.00 223154762.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8R47 US3130A8R474 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-13 2017-04-13 2017-04-13 N N N 0.0074 442301444.00 442301444.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7YN9 US3130A7YN96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-05 2017-05-05 2017-05-05 N N N 0.0074 189144018.00 189144018.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7Z65 US3130A7Z651 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-11 2017-05-11 2017-05-11 N N N 0.0074 235181185.00 235181185.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A94X6 US3130A94X62 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-11-22 2017-11-22 N N N 0.0074 26017940.00 26017940.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A95M9 US3130A95M98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-11-22 2017-11-22 N N N 0.0074 131090390.00 131090390.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A94D0 US3130A94D09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-11-22 2017-11-22 N N N 0.0074 65044850.00 65044850.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A94W8 US3130A94W89 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-11-22 2017-11-22 N N N 0.0074 91062790.00 91062790.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A96Z9 US3130A96Z92 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-24 2017-11-24 2017-11-24 N N N 0.0074 78046254.00 78046254.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A97H8 US3130A97H85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-27 2017-11-27 2017-11-27 N N N 0.0074 83049385.00 83049385.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A7G82 US3130A7G826 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0075 116001160.00 116001160.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A7L45 US3130A7L453 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-03 2017-01-03 2017-01-03 N N N 0.0075 84027888.00 84027888.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A7HD0 US3130A7HD08 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0075 84005124.00 84005124.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A7GF6 US3130A7GF64 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0075 77004697.00 77004697.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A8QJ5 US3130A8QJ59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-12 2017-04-12 2017-04-12 N N N 0.0075 117083655.00 117083655.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A5W62 US3130A5W629 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-23 2017-01-23 2017-01-23 N N N 0.0075 124057784.00 124057784.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A6A98 US3130A6A987 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-10 2017-02-10 2017-02-10 N N N 0.0075 72038448.00 72038448.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A6BB2 US3130A6BB23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-13 2017-02-13 2017-02-13 N N N 0.0075 11006094.00 11006094.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A6BE6 US3130A6BE61 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-14 2017-02-14 2017-02-14 N N N 0.0075 33018513.00 33018513.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A7MC6 US3130A7MC69 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-04 2017-01-04 2017-01-04 N N N 0.0076 45015390.00 45015390.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A7LC7 US3130A7LC78 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-05 2017-01-05 2017-01-05 N N N 0.0076 84029568.00 84029568.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A7L52 US3130A7L529 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-05 2017-01-05 2017-01-05 N N N 0.0076 42014784.00 42014784.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A7HX6 US3130A7HX61 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2017-03-09 2017-03-09 N N N 0.0076 41030586.00 41030586.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A7J48 US3130A7J481 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-14 2016-12-14 2016-12-14 N N N 0.0076 44005676.00 44005676.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7G66 US3130A7G669 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-03 2017-03-03 2017-03-03 N N N 0.0077 39028236.00 39028236.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7LB9 US3130A7LB95 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2017-01-06 2017-01-06 N N N 0.0077 84030408.00 84030408.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7G74 US3130A7G743 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0077 154115192.00 154115192.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7HL2 US3130A7HL24 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0077 165121110.00 165121110.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7GB5 US3130A7GB50 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2017-03-09 2017-03-09 N N N 0.0077 41031160.00 41031160.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7LG8 US3130A7LG82 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-09 2017-01-09 2017-01-09 N N N 0.0077 73028543.00 73028543.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7LD5 US3130A7LD51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-09 2017-01-09 2017-01-09 N N N 0.0077 42016422.00 42016422.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A8RB1 US3130A8RB15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-15 2017-05-15 2017-05-15 N N N 0.0077 121102366.00 121102366.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2017-08-03 2017-08-03 N N N 0.0077 19019665.00 19019665.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-04 2017-08-04 2017-08-04 N N N 0.0077 90093960.00 90093960.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A97K1 US3130A97K15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-26 2018-02-26 2018-02-26 N N N 0.0077 300148800.00 300148800.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A97E5 US3130A97E54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-26 2018-02-26 2018-02-26 N N N 0.0077 200099200.00 200099200.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A97G0 US3130A97G03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-26 2018-02-26 2018-02-26 N N N 0.0077 50024800.00 50024800.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A97D7 US3130A97D71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-26 2018-02-26 2018-02-26 N N N 0.0077 219108624.00 219108624.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7EA9 US3130A7EA95 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-01 2017-03-01 2017-03-01 N N N 0.0078 48034752.00 48034752.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7FU4 US3130A7FU41 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0078 47035767.00 47035767.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7L78 US3130A7L784 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-10 2017-01-10 2017-01-10 N N N 0.0078 84033684.00 84033684.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7LK9 US3130A7LK94 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-13 2017-01-13 2017-01-13 N N N 0.0078 45019305.00 45019305.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A3T53 US3130A3T539 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-23 2016-12-23 2016-12-23 N N N 0.0078 136980402.90 136980402.90 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7EU5 US3130A7EU59 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-23 2016-12-23 2016-12-23 N N N 0.0078 97022019.00 97022019.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7MF9 US3130A7MF90 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-24 2017-03-24 2017-03-24 N N N 0.0078 90073080.00 90073080.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7MN2 US3130A7MN25 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-28 2017-03-28 2017-03-28 N N N 0.0078 90074790.00 90074790.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7Q57 US3130A7Q577 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-05 2017-04-05 2017-04-05 N N N 0.0078 180154620.00 180154620.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7PK5 US3130A7PK58 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-05 2017-04-05 2017-04-05 N N N 0.0078 46039514.00 46039514.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7LJ2 US3130A7LJ22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-13 2017-01-13 2017-01-13 N N N 0.0078 91039039.00 91039039.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7TW5 US3130A7TW50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-20 2017-04-20 2017-04-20 N N N 0.0078 93080352.00 93080352.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7DG7 US3130A7DG74 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2017-03-03 2017-03-03 N N N 0.0078 76055936.00 76055936.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7DL6 US3130A7DL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-07 2017-03-07 2017-03-07 N N N 0.0078 76057836.00 76057836.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A7LP8 US3130A7LP81 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-21 2017-03-21 2017-03-21 N N N 0.0079 24019128.00 24019128.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A7MK8 US3130A7MK85 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-23 2017-03-23 2017-03-23 N N N 0.0079 90072630.00 90072630.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A8N58 US3130A8N580 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-02 2017-10-02 2017-10-02 N N N 0.0079 56091784.00 56091784.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-11-02 2017-11-02 N N N 0.0079 51076500.00 51076500.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A8NJ8 US3130A8NJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-05 2017-10-05 2017-10-05 N N N 0.0080 113186789.00 113186789.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-25 2017-10-25 2017-10-25 N N N 0.0080 32049952.00 32049952.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A7X67 US3130A7X672 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-11-02 2017-11-02 N N N 0.0080 300477600.00 300477600.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-11-02 2017-11-02 N N N 0.0080 136216512.00 136216512.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A7WS0 US3130A7WS02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-27 2017-10-27 2017-10-27 N N N 0.0081 50078450.00 50078450.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-27 2017-10-27 2017-10-27 N N N 0.0081 89139641.00 89139641.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8BY8 US3130A8BY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-27 2017-02-27 2017-02-27 N N N 0.0081 90060390.00 90060390.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8C27 US3130A8C278 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-27 2017-02-27 2017-02-27 N N N 0.0081 90060390.00 90060390.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8BU6 US3130A8BU69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-27 2017-02-27 2017-02-27 N N N 0.0081 54036882.00 54036882.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-27 2017-10-27 2017-10-27 N N N 0.0082 18029880.00 18029880.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-27 2017-10-27 2017-10-27 N N N 0.0082 14023240.00 14023240.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130A7BK0 US3130A7BK05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-17 2017-02-17 2017-02-17 N N N 0.0085 110081730.00 110081730.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130A7BH7 US3130A7BH75 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-17 2017-02-17 2017-02-17 N N N 0.0085 76056468.00 76056468.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A7EB7 US3130A7EB78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-24 2017-02-24 2017-02-24 N N N 0.0087 79063516.00 79063516.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A7EF8 US3130A7EF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-24 2017-02-24 2017-02-24 N N N 0.0087 16012864.00 16012864.00 0.0001 N N N N Freddie Mac Freddie Mac, 0.38% 3134GAXL3 S6XOOCT0IEG5ABCC6L87 US3134GAXL35 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-08 2017-05-08 2017-05-08 N N N 0.0038 367983808.00 367983808.00 0.0034 N N N N Freddie Mac Freddie Mac, 0.39% 313397AD3 S6XOOCT0IEG5ABCC6L87 US313397AD37 U.S. Government Agency Debt Y N/A N/A 2017-01-04 2017-01-04 2017-01-04 N N N 0.0039 59980140.00 59980140.00 0.0005 N N Y N Freddie Mac Freddie Mac, 0.40% 3134GAYP3 S6XOOCT0IEG5ABCC6L87 US3134GAYP30 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-16 2017-05-16 2017-05-16 N N N 0.0040 623971296.00 623971296.00 0.0057 N N N N Freddie Mac Freddie Mac, 0.40% 313397BB6 S6XOOCT0IEG5ABCC6L87 US313397BB61 U.S. Government Agency Debt Y N/A N/A 2017-01-26 2017-01-26 2017-01-26 N N N 0.0040 229874880.00 229874880.00 0.0021 N N Y N Freddie Mac Freddie Mac, 0.42% 313396U92 S6XOOCT0IEG5ABCC6L87 US313396U926 U.S. Government Agency Debt Y N/A N/A 2016-12-28 2016-12-28 2016-12-28 N N N 0.0042 119505908.21 119505908.21 0.0011 N N Y N Freddie Mac Freddie Mac, 0.44% to 0.47% 313397BJ9 S6XOOCT0IEG5ABCC6L87 US313397BJ97 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0047 549557250.00 549557250.00 0.0050 N N N N Freddie Mac Freddie Mac, 0.44% 313397BK6 S6XOOCT0IEG5ABCC6L87 US313397BK60 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0044 499591000.00 499591000.00 0.0046 N N N N Freddie Mac Freddie Mac, 0.47% 313396S61 S6XOOCT0IEG5ABCC6L87 US313396S615 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0047 103995632.00 103995632.00 0.0010 N N N N Freddie Mac Freddie Mac, 0.47% 313396T86 S6XOOCT0IEG5ABCC6L87 US313396T860 U.S. Government Agency Debt Y N/A N/A 2016-12-19 2016-12-19 2016-12-19 N N N 0.0047 139986700.00 139986700.00 0.0013 N N Y N Freddie Mac Freddie Mac, 0.50% to 0.51% 3137EADC0 S6XOOCT0IEG5ABCC6L87 US3137EADC05 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-03-08 2017-03-08 N N N 0.0051 97354775.06 97354775.06 0.0009 N N N N Freddie Mac Freddie Mac, 0.50% 313397ET4 S6XOOCT0IEG5ABCC6L87 US313397ET43 U.S. Government Agency Debt Y N/A N/A 2017-04-24 2017-04-24 2017-04-24 N N N 0.0050 292378840.00 292378840.00 0.0027 N N N N Freddie Mac Freddie Mac, 0.50% 313397EU1 S6XOOCT0IEG5ABCC6L87 US313397EU16 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-04-25 2017-04-25 N N N 0.0050 145688290.00 145688290.00 0.0013 N N N N Freddie Mac Freddie Mac, 0.51% 313397BX8 S6XOOCT0IEG5ABCC6L87 US313397BX81 U.S. Government Agency Debt Y N/A N/A 2017-02-15 2017-02-15 2017-02-15 N N N 0.0051 137366487.50 137366487.50 0.0013 N N N N Freddie Mac Freddie Mac, 0.52% 313397FD8 S6XOOCT0IEG5ABCC6L87 US313397FD81 U.S. Government Agency Debt Y N/A N/A 2017-05-04 2017-05-04 2017-05-04 N N N 0.0052 156637330.00 156637330.00 0.0014 N N N N Freddie Mac Freddie Mac, 0.52% 313397FE6 S6XOOCT0IEG5ABCC6L87 US313397FE64 U.S. Government Agency Debt Y N/A N/A 2017-05-05 2017-05-05 2017-05-05 N N N 0.0052 156634975.00 156634975.00 0.0014 N N N N Freddie Mac Freddie Mac, 0.52% 313397FJ5 S6XOOCT0IEG5ABCC6L87 US313397FJ51 U.S. Government Agency Debt Y N/A N/A 2017-05-09 2017-05-09 2017-05-09 N N N 0.0052 156625555.00 156625555.00 0.0014 N N N N Freddie Mac Freddie Mac, 0.53% 3137EADU0 S6XOOCT0IEG5ABCC6L87 US3137EADU03 U.S. Government Agency Debt Y N/A N/A 2017-01-27 2017-01-27 2017-01-27 N N N 0.0053 34002686.00 34002686.00 0.0003 N N N N Freddie Mac Freddie Mac, 0.54% 3134G5Z24 S6XOOCT0IEG5ABCC6L87 US3134G5Z242 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-12 2017-01-12 2017-01-12 N N N 0.0054 287997087.69 287997087.69 0.0026 N N N N Freddie Mac Freddie Mac, 0.54% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-13 2017-01-13 2017-01-13 N N N 0.0054 61814770.20 61814770.20 0.0006 N N N N Freddie Mac Freddie Mac, 0.57% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-20 2017-04-20 2017-04-20 N N N 0.0057 263067328.00 263067328.00 0.0024 N N N N Freddie Mac Freddie Mac, 0.57% 3137EADT3 S6XOOCT0IEG5ABCC6L87 US3137EADT30 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-02-22 2017-02-22 N N N 0.0057 95087590.00 95087590.00 0.0009 N N N N Freddie Mac Freddie Mac, 0.69% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-21 2017-07-21 2017-07-21 N N N 0.0069 548943656.00 548943656.00 0.0050 N N N N Freddie Mac Freddie Mac, 0.74% 3134G8LG2 S6XOOCT0IEG5ABCC6L87 US3134G8LG23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0074 46019504.00 46019504.00 0.0004 N N N N Freddie Mac Freddie Mac, 0.74% 3134G8LF4 S6XOOCT0IEG5ABCC6L87 US3134G8LF40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0074 122037210.00 122037210.00 0.0011 N N N N Freddie Mac Freddie Mac, 0.78% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-21 2017-12-21 2017-12-21 N N N 0.0078 257729623.00 257729623.00 0.0024 N N N N Freddie Mac Freddie Mac, 0.79% 3134G9KL0 S6XOOCT0IEG5ABCC6L87 US3134G9KL00 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-13 2017-11-13 2017-11-13 N N N 0.0079 200399800.00 200399800.00 0.0018 N N N N Freddie Mac Freddie Mac, 0.84% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-12 2018-01-12 2018-01-12 N N N 0.0084 302004136.00 302004136.00 0.0028 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.30% 912796JW0 US912796JW07 U.S. Treasury Debt Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0030 270000000.00 270000000.00 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% to 0.40% 912796JZ3 US912796JZ38 U.S. Treasury Debt Y N/A N/A 2016-12-22 2016-12-22 2016-12-22 N N N 0.0040 1249820000.00 1249820000.00 0.0114 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% to 0.31% 912796HV4 US912796HV42 U.S. Treasury Debt Y N/A N/A 2017-01-05 2017-01-05 2017-01-05 N N N 0.0031 1003699804.00 1003699804.00 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% to 0.38% 912796JY6 US912796JY62 U.S. Treasury Debt Y N/A N/A 2016-12-15 2016-12-15 2016-12-15 N N N 0.0038 1949888850.00 1949888850.00 0.0178 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.32% to 0.34% 912796KA6 US912796KA67 U.S. Treasury Debt Y N/A N/A 2016-12-29 2016-12-29 2016-12-29 N N N 0.0034 1469570760.00 1469570760.00 0.0134 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.34% 912796HU6 US912796HU68 U.S. Treasury Debt Y N/A N/A 2016-12-08 2016-12-08 2016-12-08 N N N 0.0034 499985000.00 499985000.00 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796KC2 US912796KC24 U.S. Treasury Debt Y N/A N/A 2017-01-12 2017-01-12 2017-01-12 N N N 0.0040 559044755.25 559044755.25 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.42% to 0.45% 912796KG3 US912796KG38 U.S. Treasury Debt Y N/A N/A 2017-02-09 2017-02-09 2017-02-09 N N N 0.0045 1422783904.00 1422783904.00 0.0130 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.42% to 0.43% 912796JJ9 US912796JJ95 U.S. Treasury Debt Y N/A N/A 2017-03-30 2017-03-30 2017-03-30 N N N 0.0043 358657713.79 358657713.79 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% 912796KD0 US912796KD07 U.S. Treasury Debt Y N/A N/A 2017-01-19 2017-01-19 2017-01-19 N N N 0.0043 218897070.00 218897070.00 0.0020 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796KJ7 US912796KJ76 U.S. Treasury Debt Y N/A N/A 2017-02-23 2017-02-23 2017-02-23 N N N 0.0045 998924000.00 998924000.00 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.47% 912796KM0 US912796KM06 U.S. Treasury Debt Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0047 499324500.00 499324500.00 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.47% 912796KT5 US912796KT58 U.S. Treasury Debt Y N/A N/A 2017-04-20 2017-04-20 2017-04-20 N N N 0.0047 534161952.20 534161952.20 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.48% to 0.49% 912796KQ1 US912796KQ10 U.S. Treasury Debt Y N/A N/A 2017-04-06 2017-04-06 2017-04-06 N N N 0.0049 1981442880.00 1981442880.00 0.0181 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.48% 912796JP5 US912796JP55 U.S. Treasury Debt Y N/A N/A 2017-04-27 2017-04-27 2017-04-27 N N N 0.0048 1496623500.00 1496623500.00 0.0137 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.49% to 0.50% 912796KP3 US912796KP37 U.S. Treasury Debt Y N/A N/A 2017-03-23 2017-03-23 2017-03-23 N N N 0.0050 773799525.00 773799525.00 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.50% 912796KS7 US912796KS75 U.S. Treasury Debt Y N/A N/A 2017-04-13 2017-04-13 2017-04-13 N N N 0.0050 998072000.00 998072000.00 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.50% 912796KU2 US912796KU22 U.S. Treasury Debt Y N/A N/A 2017-05-04 2017-05-04 2017-05-04 N N N 0.0050 1995084000.00 1995084000.00 0.0182 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.51% to 0.52% 912796KH1 US912796KH11 U.S. Treasury Debt Y N/A N/A 2017-02-16 2017-02-16 2017-02-16 N N N 0.0052 749279250.00 749279250.00 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.53% to 0.54% 912796KY4 US912796KY44 U.S. Treasury Debt Y N/A N/A 2017-05-11 2017-05-11 2017-05-11 N N N 0.0054 1496155500.00 1496155500.00 0.0137 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.54% 912796KN8 US912796KN88 U.S. Treasury Debt Y N/A N/A 2017-03-16 2017-03-16 2017-03-16 N N N 0.0054 509262030.00 509262030.00 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.63% 912796KZ1 US912796KZ19 U.S. Treasury Debt Y N/A N/A 2017-05-18 2017-05-18 2017-05-18 N N N 0.0063 997297000.00 997297000.00 0.0091 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.62% 912810DY1 US912810DY11 U.S. Treasury Debt Y N/A N/A 2017-05-15 2017-05-15 2017-05-15 N N N 0.0062 98517945.00 98517945.00 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828A59 US912828A594 U.S. Treasury Debt Y N/A N/A 2016-12-15 2016-12-15 2016-12-15 N N N 0.0028 640094080.00 640094080.00 0.0058 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 0.43% 912828RX0 US912828RX08 U.S. Treasury Debt Y N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0043 947482023.00 947482023.00 0.0087 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 0.42% 912828H29 US912828H292 U.S. Treasury Debt Y N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0042 38011590.00 38011590.00 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.38% to 0.45% 912828MD9 US912828MD98 U.S. Treasury Debt Y N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0045 1285130644.00 1285130644.00 0.0117 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% to 0.47% 912828MK3 US912828MK32 U.S. Treasury Debt Y N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0047 860919918.00 860919918.00 0.0079 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% to 0.48% 912828MS6 US912828MS67 U.S. Treasury Debt Y N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0048 857328408.00 857328408.00 0.0078 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% to 0.56% 912828MV9 US912828MV96 U.S. Treasury Debt Y N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0056 865758036.00 865758036.00 0.0079 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.51% 912828SM3 US912828SM34 U.S. Treasury Debt Y N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0051 295484685.00 295484685.00 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% 912828J92 US912828J926 U.S. Treasury Debt Y N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0047 117755882.24 117755882.24 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828J35 US912828J355 U.S. Treasury Debt Y N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0048 125015125.00 125015125.00 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828SJ0 US912828SJ05 U.S. Treasury Debt Y N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0048 224233184.00 224233184.00 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.49% to 0.60% 912828K66 US912828K668 U.S. Treasury Debt Y N/A N/A 2017-04-30 2017-04-30 2017-04-30 N N N 0.0060 300937392.00 300937392.00 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% to 0.59% 912828SS0 US912828SS04 U.S. Treasury Debt Y N/A N/A 2017-04-30 2017-04-30 2017-04-30 N N N 0.0059 270362340.00 270362340.00 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.54% 912828C32 US912828C327 U.S. Treasury Debt Y N/A N/A 2017-03-15 2017-03-15 2017-03-15 N N N 0.0054 502387544.00 502387544.00 0.0046 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.58% 912828C73 US912828C731 U.S. Treasury Debt Y N/A N/A 2017-04-15 2017-04-15 2017-04-15 N N N 0.0058 521664275.00 521664275.00 0.0048 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.58% 912828WH9 US912828WH92 U.S. Treasury Debt Y N/A N/A 2017-05-15 2017-05-15 2017-05-15 N N N 0.0058 225263700.00 225263700.00 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.59% 912828NA4 US912828NA41 U.S. Treasury Debt Y N/A N/A 2017-04-30 2017-04-30 2017-04-30 N N N 0.0059 247606800.00 247606800.00 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.60% to 0.65% 912828SY7 US912828SY71 U.S. Treasury Debt Y N/A N/A 2017-05-31 2017-05-31 2017-05-31 N N N 0.0065 780908623.00 780908623.00 0.0071 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.28% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-15 2045-02-15 0 - 8.125 191197200.00 188310676.75 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 184000000.00 184000000.00 0.0017 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.39% 3Y4U8VZURTYWI1W2K376 BBC400000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2024-05-15 2.375 - 2.5 136025000.00 139450923.70 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0039 136000000.00 136000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.40% 3Y4U8VZURTYWI1W2K376 BAJ986000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2020-09-30 1.375 - 2.375 136745000.00 136142698.40 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0040 133000000.00 133000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.40% 3Y4U8VZURTYWI1W2K376 BBA655000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2020-10-31 1.375 - 2.375 68295000.00 68681272.66 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0040 67000000.00 67000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.41% 3Y4U8VZURTYWI1W2K376 BBF162000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2021-08-15 2.125 - 2.375 69110000.00 70941465.05 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0041 69000000.00 69000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.42% 3Y4U8VZURTYWI1W2K376 BBF161000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2022-11-30 1.125 - 3.625 70820000.00 70428503.98 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0042 69000000.00 69000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.46% 3Y4U8VZURTYWI1W2K376 BBJ637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2025-11-15 2.25 - 2.625 347350000.00 355287217.10 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0046 343000000.00 343000000.00 0.0031 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.50% 3Y4U8VZURTYWI1W2K376 BCA005000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-11-15 2043-11-15 3.75 - 3.75 126365000.00 146746790.00 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-02-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 142000000.00 142000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.31% R0MUWSFPU8MPRO8K5P83 BBI670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2046-05-15 0 - 3.75 283732600.00 287665072.13 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2016-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0031 282000000.00 282000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.36% R0MUWSFPU8MPRO8K5P83 BAE286000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-02 2045-11-15 0 - 6.125 674073800.00 681955368.44 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2016-12-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0036 665000000.00 665000000.00 0.0061 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.40% R0MUWSFPU8MPRO8K5P83 AJB536000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2046-08-15 0 - 6.375 597373600.00 586280085.21 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0040 571000000.00 571000000.00 0.0052 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.41% R0MUWSFPU8MPRO8K5P83 BBD800000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-28 2045-11-15 0 - 8.125 258793000.00 277222568.07 U.S. Treasuries (including strips) Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0041 269996085.00 269996085.00 0.0025 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 0.45% R0MUWSFPU8MPRO8K5P83 BBE864000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2045-11-15 0 - 4.625 547708200.00 546014490.90 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-02-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0045 534000000.00 534000000.00 0.0049 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.50% R0MUWSFPU8MPRO8K5P83 BBI358000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-02 2046-05-15 0 - 8.5 394264800.00 415705366.41 U.S. Treasuries (including strips) Y N/A N/A 2017-01-20 2017-01-20 2017-01-20 N N N 0.0050 403927603.20 403927603.20 0.0037 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 0.50% R0MUWSFPU8MPRO8K5P83 BBI666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-02 2045-08-15 0 - 8.5 693086300.00 708189091.72 U.S. Treasuries (including strips) Y N/A N/A 2017-01-20 2017-01-20 2017-01-20 N N N 0.0050 689876421.00 689876421.00 0.0063 N N N Y Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.28% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-31 2026-11-15 1.125 - 2 442627800.00 433503461.92 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 425000000.00 425000000.00 0.0039 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 2020-07-31 2043-08-15 1.625 - 3.625 5509908200.00 5606038955.01 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0025 5606000000.00 5606000000.00 0.0512 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.28% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2024-08-15 1.375 - 2.375 580900000.00 581617614.40 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 567000000.00 567000000.00 0.0052 N Y Y N Mufg Securities Emea PLC (GOV REPO) Mufg Securities Emea PLC (GOV REPO), 0.33% U7M81AY481YLIOR75625 BBI316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2026-02-15 1.375 - 6 84680000.00 82825947.24 U.S. Treasuries (including strips) Y N/A N/A 2016-12-02 2016-12-02 2016-12-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0033 81000000.00 81000000.00 0.0007 N N Y N Mufg Securities Emea PLC (GOV REPO) Mufg Securities Emea PLC (GOV REPO), 0.37% U7M81AY481YLIOR75625 BBG881000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-15 2025-05-15 0.75 - 2.625 111075000.00 111676148.90 U.S. Treasuries (including strips) Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0037 109000000.00 109000000.00 0.0010 N N Y N Mufg Securities Emea PLC (GOV REPO) Mufg Securities Emea PLC (GOV REPO), 0.43% U7M81AY481YLIOR75625 BBH443000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2025-05-15 1.75 - 2.625 112689000.00 111380377.00 U.S. Treasuries (including strips) Y N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0043 108999956.40 108999956.40 0.0010 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.28% OXTKY6Q8X53C9ILVV871 BCA188000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-30 2021-01-31 1.375 - 1.75 1537327000.00 1551825886.00 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 1510000000.00 1510000000.00 0.0138 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.30% X574KRZ6V5A7UBU45C31 BCA189000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-06-15 2031-02-15 0.875 - 8 697250000.00 728271697.80 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0030 713936250.00 713936250.00 0.0065 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.38% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-01-15 2045-11-15 0.75 - 8.125 85812200.00 95020397.92 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-06 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0038 93000000.00 93000000.00 0.0008 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.43% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-01 2046-02-15 0 - 8.875 101822576.11 106243043.71 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-19 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0043 104000000.00 104000000.00 0.0010 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.50% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-15 2046-08-15 0 - 8.75 131670924.60 143004354.47 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-02-03 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 140000000.00 140000000.00 0.0013 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.28% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-15 2023-11-15 0.5 - 2.75 71917200.00 72420468.01 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 71000000.00 71000000.00 0.0006 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.32% ES7IP3U3RHIGC71XBU11 BBC759000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2045-05-15 1.375 - 3 155124300.00 153767793.09 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0032 150000000.00 150000000.00 0.0014 N N Y N Societe Generale Societe Generale, 0.34% O2RNE8IBXP4R0TD8PU41 BBH770000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-15 2044-08-15 0.625 - 3.125 137691800.00 137716991.46 U.S. Treasuries (including strips) Y N/A N/A 2016-12-16 2016-12-16 2016-12-16 N N N 0.0034 134997016.50 134997016.50 0.0012 N N N Y Societe Generale Societe Generale, 0.38% O2RNE8IBXP4R0TD8PU41 BAH128000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-01-26 2042-05-15 0 - 9.125 50070400.00 54084552.49 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2016-12-14 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0038 53000000.00 53000000.00 0.0005 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.49% 5493006GGLR4BTEL8O61 BBA014000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2020-08-15 0.875 - 3.75 222970000.00 234531700.60 U.S. Treasuries (including strips) Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0049 228031000.00 228031000.00 0.0021 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.49% 5493006GGLR4BTEL8O61 BBF160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2024-11-15 0.875 - 2.25 74404000.00 74672211.27 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2016-12-21 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0049 73118000.00 73118000.00 0.0007 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.49% 5493006GGLR4BTEL8O61 BBC470000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-28 2018-05-15 3 - 3.875 223110000.00 227961767.60 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2016-12-13 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0049 222000000.00 222000000.00 0.0020 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.50% 5493006GGLR4BTEL8O61 BBG382000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2020-08-31 0.875 - 2.125 224592000.00 231262182.10 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2016-12-22 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0050 225254000.00 225254000.00 0.0021 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.50% 5493006GGLR4BTEL8O61 BBG845000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2024-08-15 0.875 - 2.375 74329000.00 76293627.56 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2016-12-21 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0050 74261000.00 74261000.00 0.0007 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.51% 5493006GGLR4BTEL8O61 BBH860000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-31 2018-11-15 0.875 - 3.75 146830000.00 154748482.10 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0051 151364500.00 151364500.00 0.0014 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.51% 5493006GGLR4BTEL8O61 BBH459000 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 150000000.00 158100300.00 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0051 154687500.00 154687500.00 0.0014 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 2017-03-09 2017-03-09 N/A 75658000.00 75557374.86 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0041 74000000.00 74000000.00 0.0007 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.41% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-02 2017-03-02 N/A 103244700.00 103119773.91 U.S. Treasuries (including strips) Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0041 101001010.00 101001010.00 0.0009 N N Y N Mufg Securities Emea PLC (GOV REPO) Mufg Securities Emea PLC (GOV REPO), 0.28% U7M81AY481YLIOR75625 BCA235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-05-15 1.625 - 2.625 142889000.00 135153266.20 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 132412000.00 132412000.00 0.0012 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 0.28%, dated 11/30/2016 due 12/01/2016 B4TYDEB6GKMZO031MB27 BCA334000_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 1447162423.56 1316072065.55 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-12-25 3 - 5.8 2039707607.90 868556166.79 Agency Collateralized Mortgage Obligation Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 2120981197.75 2120981197.75 0.0194 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.28%, dated 11/30/2016 due 12/01/2016 R0MUWSFPU8MPRO8K5P83 BCA334000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-01-12 2046-08-15 0 - 8.5 740867942.05 748912301.85 U.S. Treasuries (including strips) GINNIE MAE 2046-04-20 2046-04-20 3 - 3 252.30 236.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2022-12-09 2022-12-09 5.25 - 5.25 21445.09 25873.23 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2046-08-01 0.75 - 7.5 43904873.11 12197484.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2057-09-15 1.062 - 7 1926500393.09 53471399.30 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2024-09-15 2.875 - 3.875 837367.68 868571.01 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-26 2046-10-01 0 - 7.5 159981155.24 109764269.96 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 905991968.49 905991968.49 0.0083 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.43% R0MUWSFPU8MPRO8K5P83 BBD796000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2026-08-15 2046-05-16 0 - 3.875 15765652.13 8031603.81 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2045-02-01 0.873 - 4 42737412.00 23164747.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-08-20 2046-07-20 3 - 7.316 12122445.00 10192746.60 Agency Collateralized Mortgage Obligation TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2024-09-15 2024-09-15 2.875 - 2.875 651000.00 675236.46 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-01 2044-08-01 2.125 - 7.5 275090240.00 34652167.97 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0043 75000757.50 75000757.50 0.0007 N N N Y Citibank NA In a joint trading account with Citibank NA at 0.28%, dated 11/30/2016 due 12/01/2016 E57ODZWZ7FF32TWEFA76 BCA334000_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 1911495.00 1417147.84 Agency Debentures and Agency Strips US TREASURY 2016-12-08 2046-02-15 0 - 9 153995482.85 166509410.23 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2017-07-21 2017-07-21 0.841 - 0.841 623001.30 624549.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2046-07-01 1 - 6.75 6654178.72 4957213.59 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2020-11-15 2045-10-20 2 - 9 19140435.43 6733186.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-12-14 2051-04-01 1.125 - 6.5 2858467.56 1950301.58 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 178153420.69 178153420.69 0.0016 N Y Y N Citibank NA Citibank NA, 0.28% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-04-30 2045-11-15 0.625 - 8.125 74071400.00 80284337.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2035-06-01 2035-06-01 3.013 - 3.013 1399.00 115.74 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0028 77999578.80 77999578.80 0.0007 N N Y N Citibank NA Citibank NA, 0.29% 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 831142.83 Agency Debentures and Agency Strips US TREASURY 2017-01-15 2045-02-15 0.25 - 4.25 450064796.30 451404928.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-07-01 3.5 - 3.5 1163.00 1208.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2017-07-21 2017-07-21 0.841 - 0.841 1135000.00 1137819.84 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2022-06-15 2045-07-15 2.5 - 7 117439610.00 15640337.52 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2024-09-15 2039-09-15 2.875 - 5.25 222000.00 232492.90 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-01 2046-09-01 2.5 - 6 28128492.00 8391517.81 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0029 467998128.00 467998128.00 0.0043 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.28%, dated 11/30/2016 due 12/01/2016 1VUV7VQFKUOQSJ21A208 BCA334000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-06-30 2046-02-15 0.75 - 3.625 853384511.13 848393878.65 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 830992633.35 830992633.35 0.0076 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.28%, dated 11/30/2016 due 12/01/2016 1V8Y6QCX6YMJ2OELII46 BCA334000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-04-30 2045-02-15 0.5 - 8.125 2221744741.45 2339486040.78 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2038-07-20 2046-11-20 3 - 6 306499451.43 166920066.62 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N Y CREDIT SUISSE AG 1.0000 N/A N/A N 0.0028 2454693239.43 2454693239.43 0.0224 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.29% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-03-23 2017-12-31 0 - 1 161577100.00 162181371.55 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0029 159000000.00 159000000.00 0.0015 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.27%, dated 11/30/2016 due 12/01/2016 CYYGQCGNHMHPSMRL3R97 BCA416000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-02-15 2046-02-15 0.625 - 8.125 320838677.29 331386036.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-07-01 2046-10-01 2.5 - 8 264653037.09 132616114.72 Agency Mortgage-Backed Securities U.S. TREASURY 2017-01-31 2018-07-31 0.077 - 0.494 2256953.93 2259517.44 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 456624311.12 456624311.12 0.0042 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.39% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-09-20 2045-09-20 4 - 4 60570000.00 44909110.94 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0039 43999458.80 43999458.80 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.42% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-09-20 2045-09-20 4 - 4 103215000.00 76527883.21 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0042 74998432.50 74998432.50 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-12-01 2046-03-01 3 - 6 308104861.00 179611674.81 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-04 2017-01-04 2017-01-19 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0043 176000000.00 176000000.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2045-12-01 3.5 - 5 304710752.00 169403273.41 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-04 2017-01-04 2017-01-20 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0043 166000000.00 166000000.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-08-01 3.5 - 4 286873190.00 119402057.22 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-04 2017-01-04 2017-01-17 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0043 117000000.00 117000000.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2043-04-01 3 - 4.5 230356903.00 148999526.11 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-04 2017-01-04 2017-01-18 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0043 146000000.00 146000000.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.44% 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 2024-06-01 2046-10-01 2.5 - 7.5 231224072.00 107544453.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 79697732.00 73072036.60 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-04 2017-01-04 2017-01-26 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0044 177000000.00 177000000.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.44% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2042-06-01 2.5 - 6 292502373.00 151027503.25 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-04 2017-01-04 2017-01-23 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0044 148000000.00 148000000.00 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.44% 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 2045-12-01 2.5 - 7 284969761.00 153054353.94 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-04 2017-01-04 2017-01-31 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0044 150000000.00 150000000.00 0.0014 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.28%, dated 11/30/2016 due 12/01/2016 ZBUT11V806EZRVTWT807 BCA334000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-12-15 2046-11-15 0.5 - 8 36621431.45 37619645.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2046-11-01 2.5 - 4 26869660.03 17724593.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2017-01-15 2058-06-15 2 - 9 4949211.85 2177784.66 Agency Mortgage-Backed Securities U.S. TREASURY 2017-10-31 2018-01-31 0.488 - 0.592 2230239.74 2235536.14 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2017-04-01 2046-12-01 2 - 7.5 164692118.40 103492181.42 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 159998581.63 159998581.63 0.0015 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.37% 8NAV47T0Y26Q87Y0QP81 BAG094000 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 2046-08-01 2046-08-01 3 - 3.5 83073010.00 81954692.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2031-02-01 2046-09-01 2.5 - 4 380231581.00 365011933.94 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2016-12-15 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0037 438000000.00 438000000.00 0.0040 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.27%, dated 11/30/2016 due 12/01/2016 8NAV47T0Y26Q87Y0QP81 BCA416000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-05-31 2045-02-15 0.625 - 5.5 96835672.70 99507183.68 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-10-20 2046-10-20 3 - 3 8155256.76 8336675.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 23619173.27 21879379.12 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 126888944.71 126888944.71 0.0012 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 BBC710000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-02-02 2017-02-02 N/A 100.00 99.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2046-12-01 2.247 - 5 75156557.00 43731847.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-15 2040-05-15 5.05 - 5.05 1701293.00 1463272.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2046-09-01 2.148 - 5.611 281056914.00 78262217.74 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0039 120989872.30 120989872.30 0.0011 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 BBD256000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2046-06-01 2.61 - 5.832 109013529.00 37418245.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2046-10-20 1.5 - 4.5 55784535.00 11724289.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-01-01 2048-08-01 2.019 - 5.5 134288894.00 89652941.84 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-05 2017-01-05 2017-01-05 N N N 0.0039 135988154.40 135988154.40 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% K5HU16E3LMSVCCJJJ255 BBF022000 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 2046-12-01 2.162 - 5 22534342.00 16542818.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-11-20 2046-11-20 2.5 - 4.5 11886870.00 11649343.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2046-10-01 2.11 - 5.321 272106988.00 92195922.13 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-09 2017-01-09 2017-01-09 N N N 0.0040 117989368.20 117989368.20 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% K5HU16E3LMSVCCJJJ255 BBF784000 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 2046-11-01 2.495 - 5 19873340.00 7923740.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2039-08-15 4.5 - 4.5 8939735.00 1557132.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-02-01 2046-11-01 2.349 - 4.5 197652509.00 66013384.15 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-13 2017-01-13 2017-01-13 N N N 0.0040 73992311.40 73992311.40 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.44% K5HU16E3LMSVCCJJJ255 BBH287000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE 2046-10-20 2046-10-20 3 - 3 114800.00 117010.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2046-12-01 2.5 - 5 140203658.00 63762998.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-04-20 2046-11-20 2 - 4.5 13520612.00 13692594.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-11-01 2046-09-01 1.953 - 6 90131449.00 44848340.78 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-17 2017-01-17 2017-01-17 N N N 0.0044 119992152.00 119992152.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.44% K5HU16E3LMSVCCJJJ255 BBH689000 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 2046-11-01 2.371 - 5.5 195946882.00 66492900.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-10-20 2046-11-20 2 - 4 2205035.00 2329508.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2048-08-01 2.148 - 5.5 188993982.00 98484169.82 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-19 2017-01-19 2017-01-19 N N N 0.0044 163988372.40 163988372.40 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.44% K5HU16E3LMSVCCJJJ255 BAJ074000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-05-01 2046-11-01 2.371 - 5 61561471.00 39970583.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2046-11-20 2 - 4.5 4631556.00 4437795.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2046-10-01 2.304 - 5.032 180704491.00 76061322.64 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-23 2017-01-23 2017-01-23 N N N 0.0044 117990406.60 117990406.60 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.47% K5HU16E3LMSVCCJJJ255 BCA152000 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 2046-12-01 2.321 - 4.5 121652523.00 52786573.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-15 2042-01-15 4 - 5 109158550.00 23554933.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-12-01 2046-11-01 1.998 - 4.5 32391139.00 19539745.19 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0047 94000000.00 94000000.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.50% K5HU16E3LMSVCCJJJ255 BBG704000 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 2031-10-01 2045-06-01 2.302 - 3.258 47175169.00 12543337.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2046-10-01 2.195 - 4.5 155904836.00 64000770.77 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-14 2017-02-14 2017-02-14 N N N 0.0050 74994127.50 74994127.50 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 US TREASURY 2017-03-02 2020-11-30 0 - 1.625 153452100.00 153051057.88 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-02-06 Y MIZUHO SECS USA INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 150000000.00 150000000.00 0.0014 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 2028-10-01 2046-12-01 2.487 - 4 113628708.00 74761485.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-12-20 2045-12-20 4.5 - 4.5 249937.00 275347.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-11-01 2 - 5 108862022.00 74196769.67 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 1 N N/A N/A N N 0.0036 146000000.00 146000000.00 0.0013 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.40% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-04-15 2046-12-01 1.5 - 4 75482471.00 56479189.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-05-20 2044-05-20 6 - 6 1484986.00 743959.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-02-01 2046-11-01 2 - 5 77467900.00 65239056.48 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2017-01-09 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0040 120000000.00 120000000.00 0.0011 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.41% 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 2037-01-01 2046-12-01 1.5 - 6.076 64378504.00 28647561.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2046-08-20 3.5 - 3.5 159738.00 166476.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-09-25 2046-11-01 2 - 8.5 173578092.00 61992855.20 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2017-01-09 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0041 89000000.00 89000000.00 0.0008 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.45% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2046-12-01 2.5 - 4.5 17424542.00 16554113.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2045-06-20 2.125 - 3.5 11493136.00 4022590.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-02-01 2046-12-01 2.283 - 5 75351495.00 56959769.76 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2017-01-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0045 76000000.00 76000000.00 0.0007 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.45% 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 2046-12-01 0.878 - 8 22791934.00 17777686.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-12-20 2045-12-20 4.5 - 4.5 269338.00 296720.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-10-01 2046-11-25 2 - 4.866 137663861.00 102361529.46 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2017-01-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0045 118000000.00 118000000.00 0.0011 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.46% 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 2025-12-01 2046-09-01 0.878 - 4 22602559.00 14454110.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2046-12-01 2.271 - 6 103175258.00 61142833.91 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2017-01-17 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0046 74000000.00 74000000.00 0.0007 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.50% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2046-11-01 0.873 - 5.5 93895439.00 42666603.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-12-01 2 - 4.5 54178710.00 39120378.32 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2017-01-20 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 80000000.00 80000000.00 0.0007 N N Y N Royal Bank of Canada In a joint trading account with Royal Bank of Canada at 0.28%, dated 11/30/2016 due 12/01/2016 ES7IP3U3RHIGC71XBU11 BCA334000_07750 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-09-30 2045-05-15 1.375 - 3.625 723618319.33 735775955.47 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 719993617.34 719993617.34 0.0066 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.29% ES7IP3U3RHIGC71XBU11 BBJ227000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-06-30 2020-06-30 1.625 - 1.625 537800.00 541853.46 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2046-06-20 3.5 - 3.5 180355870.00 180210895.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-10-01 2038-10-01 6 - 6 129304753.00 8976420.93 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0029 186000148.80 186000148.80 0.0017 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.30% ES7IP3U3RHIGC71XBU11 BBJ530000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2044-06-20 2046-04-20 3.5 - 4 217822172.00 126483162.21 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2016-12-12 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0030 124000000.00 124000000.00 0.0011 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.27%, dated 11/30/2016 due 12/01/2016 O2RNE8IBXP4R0TD8PU41 BCA416000_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-09 2044-08-15 0 - 8 83469496.39 87152880.07 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-07-26 2046-08-01 1.25 - 6.75 2958749.58 3237636.15 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2046-09-01 2.5 - 3.5 3898333.59 2629894.80 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 90739700.05 90739700.05 0.0008 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.27%, dated 11/30/2016 due 12/01/2016 VYVVCKR63DVZZN70PB21 BCA416000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-04-13 2046-05-15 0 - 2.5 100156075.63 99712006.92 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-20 2033-03-09 0.682 - 5.16 451278.02 466340.13 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-12-01 2026-09-11 0 - 6.05 35690741.50 35796589.46 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2017-03-27 2046-10-01 0 - 5.125 17277607.07 17388889.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2017-01-15 2046-11-20 2 - 10 106611111.11 68978443.66 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-01-26 2021-01-07 0.633 - 1.92 974442.30 972548.27 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-12-15 2042-12-15 0 - 7.125 1518233.98 1557710.83 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-01-30 2026-09-24 0.811 - 2.625 8399259.09 8379621.64 Agency Debentures and Agency Strips Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 228664044.12 228664044.12 0.0021 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.28%, dated 11/30/2016 due 12/01/2016 VYVVCKR63DVZZN70PB21 BCA334000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-04-13 2046-05-15 0 - 2.5 872498930.90 868630473.89 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-20 2033-03-09 0.682 - 5.16 3931260.15 4062472.13 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-12-01 2026-09-11 0 - 6.05 310916073.77 311838156.94 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2017-03-27 2046-10-01 0 - 5.125 150512024.41 151481452.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2017-01-15 2046-11-20 2 - 10 928731281.42 600898327.66 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-01-26 2021-01-07 0.633 - 1.92 8488749.75 8472250.13 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-12-15 2042-12-15 0 - 7.125 13225932.75 13569831.10 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-01-30 2026-09-24 0.811 - 2.625 73169246.36 72998176.87 Agency Debentures and Agency Strips Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 1991982341.31 1991982341.31 0.0182 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.28% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2046-12-01 3.5 - 4.5 161765128.00 172513748.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-02-20 2046-11-20 0.926 - 6 486891945.00 306183214.30 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0028 467997472.80 467997472.80 0.0043 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.29% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-10-01 2046-12-01 4 - 4 75197157.00 79560641.56 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0029 78000000.00 78000000.00 0.0007 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.42% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-12-01 3 - 4 245031390.00 253210852.16 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0042 248002480.00 248002480.00 0.0023 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.50% 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 2046-12-01 3 - 3.5 48420157.00 49478041.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2041-10-25 2046-12-25 3 - 4 11561769.00 12086524.19 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0050 60002028.00 60002028.00 0.0005 N N N Y California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FNMA California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.50% 13077V6P2 US13077V6P21 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2037-12-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 12250000.00 12250000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FNMA California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.50% 13077VK68 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2035-01-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 11300000.00 11300000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FNMA California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.50% 13077V3E0 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2037-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 20290000.00 20290000.00 0.0002 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FNMA California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.50% 13077VXM9 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2030-10-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 6150000.00 6150000.00 0.0001 N N Y N Orange County Apt. Dev. Rev. FNMA Orange County Apt. Dev. Rev., 0.49% 684209MY2 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2031-08-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0049 16000000.00 16000000.00 0.0001 N N Y N Orange County Apt. Dev. Rev. FNMA Orange County Apt. Dev. Rev., 0.49% 684209MW6 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2034-08-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0049 23500000.00 23500000.00 0.0002 N N Y N Pleasanton Multi-family Rev. FNMA Pleasanton Multi-family Rev., 0.50% 728828AC8 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2034-09-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 13750000.00 13750000.00 0.0001 N N Y N San Diego Hsg. Auth. Multi-family Hsg. Rev FNMA San Diego Hsg. Auth. Multi-family Hsg. Rev., 0.50% 79728FJX0 US79728FJX06 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2038-02-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 14500000.00 14500000.00 0.0001 N N Y N Santa Cruz Redev. Agcy. Multi-family Rev. FNMA Santa Cruz Redev. Agcy. Multi-family Rev., 0.50% 80176PAA2 US80176PAA21 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2035-08-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 29925000.00 29925000.00 0.0003 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.46% 64970HAW4 US64970HAW43 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2032-08-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0046 51500000.00 51500000.00 0.0005 N N Y N Montgomery County Hsg. Fin. Corp. Multi-family Hsg. Rev. FHLMC Montgomery County Hsg. Fin. Corp. Multi-family Hsg. Rev., 0.55% 613907BR4 US613907BR44 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2039-05-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0055 7470000.00 7470000.00 0.0001 N N Y N Dallas Hsg. Fin. Corp. Multi-family Hsg. Rev. FNMA Dallas Hsg. Fin. Corp. Multi-family Hsg. Rev., 0.50% 235298AP1 US235298AP12 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2037-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 6780000.00 6780000.00 0.0001 N N Y N Harris County Hsg. Fin. Corp. Multi-family Hsg. Rev. FNMA Harris County Hsg. Fin. Corp. Multi-family Hsg. Rev., 0.50% 414158RY3 US414158RY38 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2038-01-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 6080000.00 6080000.00 0.0001 N N Y N Texas Dept. of Hsg. & Cmnty. Affairs Multi-family Hsg. Rev. FNMA Texas Dept. of Hsg. & Cmnty. Affairs Multi-family Hsg. Rev., 0.50% 88275BKV9 US88275BKV98 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2037-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 13265000.00 13265000.00 0.0001 N N Y N Texas Dept. of Hsg. & Cmnty. Affairs Multi-family Hsg. Rev. FNMA Texas Dept. of Hsg. & Cmnty. Affairs Multi-family Hsg. Rev., 0.50% 88275BKU1 US88275BKU16 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2037-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 10700000.00 10700000.00 0.0001 N N Y N Maryland Cmnty. Dev. Administration Dept. of Hsg. & Cmnty. Dev. FNMA Maryland Cmnty. Dev. Administration Dept. of Hsg. & Cmnty. Dev., 0.50% 57419NH98 US57419NH986 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2037-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 39765000.00 39765000.00 0.0004 N N Y N Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev. FNMA Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev., 0.50% 566823RX0 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2035-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 6000000.00 6000000.00 0.0001 N N Y N Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev. FNMA Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev., 0.50% 566823SW1 US566823SW15 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2037-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 14500000.00 14500000.00 0.0001 N N Y N Lakewood Hsg. Auth. Multi-family Rev. FNMA Lakewood Hsg. Auth. Multi-family Rev., 0.50% 51252RAA6 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2037-01-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 13325000.00 13325000.00 0.0001 N N Y N Washington Hsg. Fin. Commission Multi-family Hsg. Rev. FNMA Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.50% 93978PDR5 US93978PDR55 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2038-01-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 7535000.00 7535000.00 0.0001 N N Y N Mufg Securities Emea PLC (GOV REPO) Mufg Securities Emea PLC (GOV REPO), 0.75% U7M81AY481YLIOR75625 BBJ896000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-01-17 2017-01-17 2017-01-17 N N N 0.0075 84995690.50 84995690.50 0.0008 N N N Y 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. Treasuries as collateral on settlement date. Mufg Securities Emea PLC (GOV REPO) Mufg Securities Emea PLC (GOV REPO), 0.77% U7M81AY481YLIOR75625 BCA255000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0077 86000000.00 86000000.00 0.0008 N N N Y 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. Treasuries as collateral on settlement date. Fidelity Colchester Street Trust: Government Portfolio 2016-12-06 Stephanie Dorsey Stephanie Dorsey President and Treasurer