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10321531.14 0.0018 N N N N Fannie Mae Fannie Mae, 0.76% 3135G0F81 B1V7KEBTPIMZEU4LTD58 US3135G0F814 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-01-20 2017-07-20 2017-07-20 N N N 0.0076 3001449.00 3001449.00 0.0005 N N N N Fannie Mae Fannie Mae, 0.77% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-01-26 2017-01-26 2017-01-26 N N N 0.0077 108009180.00 108009180.00 0.0191 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 37082806.00 37082806.00 0.0066 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 313313AY4 US313313AY41 U.S. Government Agency Debt Y N/A N/A 2017-01-23 2017-01-23 2017-01-23 N N N 0.0044 6998523.00 6998523.00 0.0012 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.55% 3133EGE27 US3133EGE275 U.S. Government Agency Debt Y N/A N/A 2017-01-12 2017-12-12 2017-12-12 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2018-01-30 N N N 0.0070 15994352.00 15994352.00 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.72% 3133EFY27 US3133EFY275 U.S. Government Agency Debt Y N/A N/A 2017-01-06 2017-03-06 2017-03-06 N N N 0.0072 30015630.00 30015630.00 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.73% 3133EDV25 US3133EDV250 U.S. Government Agency Debt Y N/A N/A 2017-01-15 2017-05-15 2017-05-15 N N N 0.0073 15012885.00 15012885.00 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.74% 3133EF2X4 US3133EF2X44 U.S. Government Agency Debt Y N/A N/A 2017-01-15 2017-03-15 2017-03-15 N N N 0.0074 35018025.00 35018025.00 0.0062 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.76% 3133EF3J4 US3133EF3J41 U.S. Government Agency Debt Y N/A N/A 2017-01-16 2017-02-16 2017-02-16 N N N 0.0076 17003485.00 17003485.00 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.76% 3133EF3K1 US3133EF3K14 U.S. Government Agency Debt Y N/A N/A 2017-01-17 2017-03-16 2017-03-16 N N N 0.0076 17009367.00 17009367.00 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.79% 3133EDJX1 US3133EDJX13 U.S. Government Agency Debt Y N/A N/A 2017-01-17 2017-04-17 2017-04-17 N N N 0.0079 1000520.00 1000520.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.79% 3133EF5S2 US3133EF5S22 U.S. Government Agency Debt Y N/A N/A 2017-01-29 2017-03-29 2017-03-29 N N N 0.0079 7004130.00 7004130.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.80% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt Y N/A N/A 2017-01-24 2017-05-24 2017-05-24 N N N 0.0080 17016405.00 17016405.00 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.81% 3133EDFW7 US3133EDFW75 U.S. Government Agency Debt Y N/A N/A 2017-01-27 2017-02-27 2017-02-27 N N N 0.0081 25153710.92 25153710.92 0.0045 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.81% 3133EF7A9 US3133EF7A95 U.S. Government Agency Debt 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0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-02 2017-05-02 2017-05-02 N N N 0.0044 2000190.00 2000190.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A9Y54 US3130A9Y544 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-04 2017-05-04 2017-05-04 N N N 0.0046 5000470.00 5000470.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3133782N0 US3133782N01 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0046 25209198.00 25209198.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A9Y62 US3130A9Y627 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-09 2017-05-09 2017-05-09 N N N 0.0047 16001456.00 16001456.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A9YD7 US3130A9YD70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-11 2017-05-11 2017-05-11 N N N 0.0048 8000720.00 8000720.00 0.0014 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 8001080.00 8001080.00 0.0014 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 4999950.00 4999950.00 0.0009 N N Y 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 16002160.00 16002160.00 0.0028 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 12001620.00 12001620.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313385AL0 US313385AL07 U.S. Government Agency Debt Y N/A N/A 2017-01-11 2017-01-11 2017-01-11 N N N 0.0050 99991600.00 99991600.00 0.0177 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313385BB1 US313385BB16 U.S. Government Agency Debt Y N/A N/A 2017-01-26 2017-01-26 2017-01-26 N N N 0.0050 49987850.00 49987850.00 0.0089 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313385BN5 US313385BN53 U.S. Government Agency Debt Y N/A N/A 2017-02-06 2017-02-06 2017-02-06 N N N 0.0050 43979232.00 43979232.00 0.0078 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130AAE95 US3130AAE959 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-08 2017-06-08 2017-06-08 N N N 0.0051 4001056.00 4001056.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 313385AV8 US313385AV88 U.S. Government Agency Debt Y N/A N/A 2017-01-20 2017-01-20 2017-01-20 N N N 0.0051 49991050.00 49991050.00 0.0089 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130AAD39 US3130AAD399 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-05 2017-06-05 2017-06-05 N N N 0.0052 12003900.00 12003900.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130AAE79 US3130AAE793 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-07 2017-06-07 2017-06-07 N N N 0.0052 8002112.00 8002112.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% to 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 105917532.00 105917532.00 0.0188 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 313385CM6 US313385CM61 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0052 164864205.00 164864205.00 0.0292 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 11995236.00 11995236.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130AACY2 US3130AACY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-05 2017-09-05 2017-09-05 N N N 0.0053 3998256.00 3998256.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130AAEA2 US3130AAEA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-12 2017-06-12 2017-06-12 N N N 0.0053 7001848.00 7001848.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385CE4 US313385CE46 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-02-22 2017-02-22 N N N 0.0053 49965300.00 49965300.00 0.0089 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 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 49963900.00 49963900.00 0.0089 N N Y 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 18985484.00 18985484.00 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385CT1 US313385CT15 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0053 49954500.00 49954500.00 0.0089 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 8001208.00 8001208.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130AAE87 US3130AAE876 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-13 2017-06-13 2017-06-13 N N N 0.0055 11002904.00 11002904.00 0.0020 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 20975724.00 20975724.00 0.0037 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 7998000.00 7998000.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130AAES3 US3130AAES31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-15 2017-06-15 2017-06-15 N N N 0.0057 4001064.00 4001064.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 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 0.0058 7997792.00 7997792.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130AAJ41 US3130AAJ412 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-23 2017-06-23 2017-06-23 N N N 0.0058 2999859.00 2999859.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A9VE8 US3130A9VE80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-26 2017-04-26 2017-04-26 N N N 0.0058 8000768.00 8000768.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A9WT4 US3130A9WT41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-28 2017-04-28 2017-04-28 N N N 0.0058 8000776.00 8000776.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 313385FA9 US313385FA96 U.S. Government Agency Debt Y N/A N/A 2017-05-01 2017-05-01 2017-05-01 N N N 0.0058 99819700.00 99819700.00 0.0177 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 17005100.00 17005100.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJW9 US3130AAJW97 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-03 2017-07-03 2017-07-03 N N N 0.0060 7999600.00 7999600.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJN9 US3130AAJN98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-03 2017-07-03 2017-07-03 N N N 0.0060 7999600.00 7999600.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJL3 US3130AAJL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-05 2017-07-05 2017-07-05 N N N 0.0060 6999657.00 6999657.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAHS0 US3130AAHS04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-06-22 2017-06-22 N N N 0.0060 3999812.00 3999812.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJ82 US3130AAJ826 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0060 3999812.00 3999812.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAHP6 US3130AAHP64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0060 6999671.00 6999671.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAHR2 US3130AAHR21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0060 23998872.00 23998872.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJ74 US3130AAJ743 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-06-27 2017-06-27 N N N 0.0060 7995784.00 7995784.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAHK7 US3130AAHK77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-06-28 2017-06-28 N N N 0.0060 10999472.00 10999472.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJ66 US3130AAJ669 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-06-28 2017-06-28 N N N 0.0060 10999472.00 10999472.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJF6 US3130AAJF64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-30 2017-06-30 2017-06-30 N N N 0.0060 11999412.00 11999412.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAK23 US3130AAK238 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-07-05 2017-07-05 N N N 0.0060 8000000.00 8000000.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130AAJU3 US3130AAJU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-06 2017-07-06 2017-07-06 N N N 0.0061 3999804.00 3999804.00 0.0007 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 4001296.00 4001296.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AA3X4 US3130AA3X48 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-16 2017-05-16 2017-05-16 N N N 0.0064 15007665.00 15007665.00 0.0027 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 7999488.00 7999488.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-03 2017-02-03 2017-02-03 N N N 0.0065 3000639.00 3000639.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJJ8 US3130AAJJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-03 2017-10-03 2017-10-03 N N N 0.0065 6999475.00 6999475.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJH2 US3130AAJH21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-04 2017-10-04 2017-10-04 N N N 0.0065 3999704.00 3999704.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9E49 US3130A9E496 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-06-08 2017-06-08 N N N 0.0065 9003735.00 9003735.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9FH9 US3130A9FH95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-12 2017-06-12 2017-06-12 N N N 0.0065 8003400.00 8003400.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAHY7 US3130AAHY71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-09-22 2017-09-22 N N N 0.0065 6999496.00 6999496.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJ90 US3130AAJ909 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-09-27 2017-09-27 N N N 0.0065 1999854.00 1999854.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJA7 US3130AAJA77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-09-27 2017-09-27 N N N 0.0065 1999854.00 1999854.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJK5 US3130AAJK59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-29 2017-09-29 2017-09-29 N N N 0.0065 6999489.00 6999489.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJT6 US3130AAJT68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-29 2017-09-29 2017-09-29 N N N 0.0065 7999416.00 7999416.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJX7 US3130AAJX70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-10-05 2017-10-05 N N N 0.0065 4000000.00 4000000.00 0.0007 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 8980749.00 8980749.00 0.0016 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 4999575.00 4999575.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAEM6 US3130AAEM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-09 2017-06-09 2017-06-09 N N N 0.0065 3999808.00 3999808.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A9GK1 US3130A9GK16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-13 2017-06-13 2017-06-13 N N N 0.0066 8003368.00 8003368.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A9L41 US3130A9L418 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0066 5001225.00 5001225.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A9L66 US3130A9L665 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0066 2000490.00 2000490.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A9K91 US3130A9K915 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-06-22 2017-06-22 N N N 0.0067 8002328.00 8002328.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A9KA8 US3130A9KA87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-30 2017-06-30 2017-06-30 N N N 0.0067 8002344.00 8002344.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AA4A3 US3130AA4A36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-22 2017-05-22 2017-05-22 N N N 0.0068 15007890.00 15007890.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AA7G7 US3130AA7G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-23 2017-05-23 2017-05-23 N N N 0.0068 8003760.00 8003760.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AAB31 US3130AAB310 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-28 2017-08-28 2017-08-28 N N N 0.0068 8001336.00 8001336.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A9B67 US3130A9B674 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-09-01 2017-09-01 N N N 0.0068 9006219.00 9006219.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130A5X79 US3130A5X791 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-17 2017-01-17 2017-01-17 N N N 0.0069 10001010.00 10001010.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130AAAW8 US3130AAAW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-23 2017-08-23 2017-08-23 N N N 0.0069 1000231.00 1000231.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AABP2 US3130AABP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-28 2017-11-28 2017-11-28 N N N 0.0070 4002636.00 4002636.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AA4C9 US3130AA4C91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-17 2017-08-17 2017-08-17 N N N 0.0071 7003171.00 7003171.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AA3Y2 US3130AA3Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-17 2017-08-17 2017-08-17 N N N 0.0071 15006795.00 15006795.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AA4E5 US3130AA4E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-18 2017-08-18 2017-08-18 N N N 0.0071 7003136.00 7003136.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-24 2017-01-24 2017-01-24 N N N 0.0071 8001240.00 8001240.00 0.0014 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 5003675.00 5003675.00 0.0009 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 2017-01-06 2017-01-06 2017-01-06 N N N 0.0072 5000130.00 5000130.00 0.0009 N N Y 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 5000455.00 5000455.00 0.0009 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 3000282.00 3000282.00 0.0005 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 15021750.00 15021750.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A84K6 US3130A84K69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-17 2017-02-17 2017-02-17 N N N 0.0073 37004366.00 37004366.00 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A9K75 US3130A9K758 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-09-22 2017-09-22 N N N 0.0073 4002108.00 4002108.00 0.0007 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 21019047.00 21019047.00 0.0037 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 26024336.00 26024336.00 0.0046 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 2017-03-03 2017-04-03 2017-04-03 N N N 0.0074 5003855.00 5003855.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A9CH2 US3130A9CH23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-04 2017-12-04 2017-12-04 N N N 0.0074 9006219.00 9006219.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A7L45 US3130A7L453 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0075 11000000.00 11000000.00 0.0020 N Y Y 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 18003168.00 18003168.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 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 0.0075 8007152.00 8007152.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 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 0.0075 18016092.00 18016092.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A67B7 US3130A67B79 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-07 2017-02-07 2017-02-07 N N N 0.0075 42005460.00 42005460.00 0.0074 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 1000153.00 1000153.00 0.0002 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 2000312.00 2000312.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-02 2017-06-02 2017-06-02 N N N 0.0075 4003596.00 4003596.00 0.0007 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 2017-01-04 2017-01-04 2017-01-04 N N N 0.0076 6000060.00 6000060.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A7LC7 US3130A7LC78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-05 2017-01-05 2017-01-05 N N N 0.0076 11000220.00 11000220.00 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A7L52 US3130A7L529 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-05 2017-01-05 2017-01-05 N N N 0.0076 5000100.00 5000100.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A6P50 US3130A6P506 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-21 2017-04-21 2017-04-21 N N N 0.0076 16608532.40 16608532.40 0.0029 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 2017-01-06 2017-01-06 2017-01-06 N N N 0.0077 11000330.00 11000330.00 0.0020 N N Y 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 9000540.00 9000540.00 0.0016 N N Y 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 5000300.00 5000300.00 0.0009 N N Y 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 2001868.00 2001868.00 0.0004 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 11010428.00 11010428.00 0.0020 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 22018986.00 22018986.00 0.0039 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 2017-01-10 2017-01-10 2017-01-10 N N N 0.0078 11000770.00 11000770.00 0.0020 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 12001200.00 12001200.00 0.0021 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 2017-01-13 2017-01-13 2017-01-13 N N N 0.0078 6000600.00 6000600.00 0.0011 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 11010219.00 11010219.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7T70 US3130A7T704 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-23 2017-01-23 2017-01-23 N N N 0.0078 8001464.00 8001464.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A9JF9 US3130A9JF93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-19 2017-12-19 2017-12-19 N N N 0.0078 4002380.00 4002380.00 0.0007 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 5009375.00 5009375.00 0.0009 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 6012078.00 6012078.00 0.0011 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 4007432.00 4007432.00 0.0007 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 16033536.00 16033536.00 0.0028 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 52097292.00 52097292.00 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 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 0.0081 10011070.00 10011070.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8CG6 US3130A8CG66 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 6001320.00 6001320.00 0.0011 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 10002200.00 10002200.00 0.0018 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 6001368.00 6001368.00 0.0011 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 10002200.00 10002200.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8CT8 US3130A8CT87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0081 13006058.00 13006058.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8EX7 US3130A8EX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0081 10004980.00 10004980.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8F73 US3130A8F735 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0081 10004890.00 10004890.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8GB3 US3130A8GB34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0081 5002560.00 5002560.00 0.0009 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 8015616.00 8015616.00 0.0014 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 2003904.00 2003904.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130A8BX0 US3130A8BX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0082 16007712.00 16007712.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130A8C35 US3130A8C351 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-06-01 2017-06-01 N N N 0.0083 8009600.00 8009600.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130A8E66 US3130A8E662 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-06-06 2017-06-06 N N N 0.0084 2002468.00 2002468.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130A8EG4 US3130A8EG49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-06-09 2017-06-09 N N N 0.0084 5006160.00 5006160.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130A8E82 US3130A8E829 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-06-08 2017-06-08 N N N 0.0085 5006235.00 5006235.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130A8KF9 US3130A8KF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-21 2017-03-21 2017-03-21 N N N 0.0086 2001238.00 2001238.00 0.0004 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 12003624.00 12003624.00 0.0021 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 2000604.00 2000604.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A7EA9 US3130A7EA95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0087 7003983.00 7003983.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A8KE2 US3130A8KE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-20 2017-03-20 2017-03-20 N N N 0.0087 12007332.00 12007332.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A8KJ1 US3130A8KJ14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-03-22 2017-03-22 N N N 0.0087 50031350.00 50031350.00 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A7G66 US3130A7G669 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0088 5002905.00 5002905.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A7G74 US3130A7G743 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0088 22013640.00 22013640.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A7GB5 US3130A7GB50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0089 6003840.00 6003840.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A8M91 US3130A8M913 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-29 2017-03-29 2017-03-29 N N N 0.0089 5003655.00 5003655.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A8MD2 US3130A8MD26 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-30 2017-03-30 2017-03-30 N N N 0.0089 5003695.00 5003695.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7LP8 US3130A7LP81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-21 2017-03-21 2017-03-21 N N N 0.0092 3002211.00 3002211.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7MK8 US3130A7MK85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-03-23 2017-03-23 N N N 0.0092 11008316.00 11008316.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7MF9 US3130A7MF90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-24 2017-03-24 2017-03-24 N N N 0.0092 12009180.00 12009180.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7MN2 US3130A7MN25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-03-28 2017-03-28 N N N 0.0092 11008844.00 11008844.00 0.0020 N N N N Freddie Mac Freddie Mac, 0.29% 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 0.0029 55299391.70 55299391.70 0.0098 N N Y N Freddie Mac Freddie Mac, 0.45% to 0.55% 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 0.0055 18739998.73 18739998.73 0.0033 N N N N Freddie Mac Freddie Mac, 0.49% 3134GAXL3 S6XOOCT0IEG5ABCC6L87 US3134GAXL35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-08 2017-05-08 2017-05-08 N N N 0.0049 1999930.00 1999930.00 0.0004 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 28950816.00 28950816.00 0.0051 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 13976046.00 13976046.00 0.0025 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 7985208.00 7985208.00 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 7985088.00 7985088.00 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 7984600.00 7984600.00 0.0014 N N N N Freddie Mac Freddie Mac, 0.54% 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 0.0054 7627908.46 7627908.46 0.0014 N N N N Freddie Mac Freddie Mac, 0.57% 3134GAYP3 S6XOOCT0IEG5ABCC6L87 US3134GAYP30 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-16 2017-05-16 2017-05-16 N N N 0.0057 31998816.00 31998816.00 0.0057 N N N N Freddie Mac Freddie Mac, 0.62% 3137EADF3 S6XOOCT0IEG5ABCC6L87 US3137EADF36 U.S. Government Agency Debt Y N/A N/A 2017-05-12 2017-05-12 2017-05-12 N N N 0.0062 36078732.00 36078732.00 0.0064 N N N N Freddie Mac Freddie Mac, 0.69% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-13 2017-01-13 2017-01-13 N N N 0.0069 60003420.00 60003420.00 0.0106 N N N N Freddie Mac Freddie Mac, 0.70% 3137EADH9 S6XOOCT0IEG5ABCC6L87 US3137EADH91 U.S. Government Agency Debt Y N/A N/A 2017-06-29 2017-06-29 2017-06-29 N N N 0.0070 15383608.32 15383608.32 0.0027 N N N N Freddie Mac Freddie Mac, 0.74% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-20 2017-04-20 2017-04-20 N N N 0.0074 46021114.00 46021114.00 0.0082 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 50090350.00 50090350.00 0.0089 N N N N Freddie Mac Freddie Mac, 0.87% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-21 2017-07-21 2017-07-21 N N N 0.0087 27045954.00 27045954.00 0.0048 N N N N Freddie Mac Freddie Mac, 0.91% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-21 2017-12-21 2017-12-21 N N N 0.0091 25064800.00 25064800.00 0.0044 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.34% 912796KD0 US912796KD07 U.S. Treasury Debt Y N/A N/A 2017-01-19 2017-01-19 2017-01-19 N N N 0.0034 49990800.00 49990800.00 0.0089 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.39% to 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 46995300.00 46995300.00 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.42% 912796KG3 US912796KG38 U.S. Treasury Debt Y N/A N/A 2017-02-09 2017-02-09 2017-02-09 N N N 0.0042 49977000.00 49977000.00 0.0089 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% to 0.55% 912796JJ9 US912796JJ95 U.S. Treasury Debt Y N/A N/A 2017-03-30 2017-03-30 2017-03-30 N N N 0.0055 75909676.28 75909676.28 0.0135 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 54911505.00 54911505.00 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.48% 912796KQ1 US912796KQ10 U.S. Treasury Debt Y N/A N/A 2017-04-06 2017-04-06 2017-04-06 N N N 0.0048 49931950.00 49931950.00 0.0089 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 99826600.00 99826600.00 0.0177 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.49% 912796KE8 US912796KE89 U.S. Treasury Debt Y N/A N/A 2017-01-26 2017-01-26 2017-01-26 N N N 0.0049 99973100.00 99973100.00 0.0177 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 49945150.00 49945150.00 0.0089 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 99801700.00 99801700.00 0.0177 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 49973100.00 49973100.00 0.0089 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 49894000.00 49894000.00 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.54% to 0.55% 912796KN8 US912796KN88 U.S. Treasury Debt Y N/A N/A 2017-03-16 2017-03-16 2017-03-16 N N N 0.0055 38961000.00 38961000.00 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.62% to 0.63% 912796LD9 US912796LD97 U.S. Treasury Debt Y N/A N/A 2017-06-08 2017-06-08 2017-06-08 N N N 0.0063 49865650.00 49865650.00 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.65% 912796LE7 US912796LE70 U.S. Treasury Debt Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0065 49862450.00 49862450.00 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.67% 912796LF4 US912796LF46 U.S. Treasury Debt Y N/A N/A 2017-06-29 2017-06-29 2017-06-29 N N N 0.0067 16948813.00 16948813.00 0.0030 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 56117992.00 56117992.00 0.0099 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% to 0.46% 912828MS6 US912828MS67 U.S. Treasury Debt Y N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0046 62244900.00 62244900.00 0.0110 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% to 0.56% 912828SM3 US912828SM34 U.S. Treasury Debt Y N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0056 61075518.00 61075518.00 0.0108 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% 912828MV9 US912828MV96 U.S. Treasury Debt Y N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0046 11072633.00 11072633.00 0.0020 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 115077050.00 115077050.00 0.0204 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.49% 912828K66 US912828K668 U.S. Treasury Debt Y N/A N/A 2017-04-30 2017-04-30 2017-04-30 N N N 0.0049 99993400.00 99993400.00 0.0177 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% 912828SC5 US912828SC51 U.S. Treasury Debt Y N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0050 100039800.00 100039800.00 0.0177 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.51% 912828A91 US912828A917 U.S. Treasury Debt Y N/A N/A 2017-01-15 2017-01-15 2017-01-15 N N N 0.0051 55007535.00 55007535.00 0.0098 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 31017546.00 31017546.00 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.55% 912828J92 US912828J926 U.S. Treasury Debt Y N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0055 13000598.00 13000598.00 0.0023 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 25026175.00 25026175.00 0.0044 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 9075564.00 9075564.00 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.62% 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 19001501.00 19001501.00 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.64% 912828H60 US912828H607 U.S. Treasury Debt Y N/A N/A 2017-01-03 2017-01-31 2017-01-31 N N N 0.0064 130011960.00 130011960.00 0.0230 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.64% 912828WP1 US912828WP19 U.S. Treasury Debt Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0064 8009376.00 8009376.00 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.55% to 0.59% 912828GD6 US912828GD62 U.S. Treasury Debt Y N/A N/A 2017-01-15 2017-01-15 2017-01-15 N N N 0.0059 128262123.12 128262123.12 0.0227 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.51% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2025-05-15 1.125 - 2.125 3115300.00 3060246.71 U.S. Treasuries (including strips) Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0051 3000000.00 3000000.00 0.0005 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.50% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 121241000.00 113226367.04 U.S. Treasuries (including strips) Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 111000000.00 111000000.00 0.0197 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.51%, dated 12/30/2016 due 01/03/2017 ZBUT11V806EZRVTWT807 BCI619000_55502 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-28 2044-08-15 0.5 - 9 37948284.91 39605053.44 U.S. Treasuries (including strips) U.S. TREASURY 2017-04-30 2018-07-31 0.394 - 0.592 355818.36 357210.26 U.S. Treasuries (including strips) Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0051 39101000.00 39101000.00 0.0069 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 2018-10-31 2041-11-15 0.685 - 6 5125400.00 5103096.41 U.S. Treasuries (including strips) Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0038 5000000.00 5000000.00 0.0009 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 2016-12-31 2041-11-15 0.625 - 7.875 6113800.00 6125508.07 U.S. Treasuries (including strips) Y N/A N/A 2017-01-06 2017-01-06 2017-01-19 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0043 6000000.00 6000000.00 0.0011 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 2018-10-31 2041-11-15 0.685 - 5.5 7143800.00 7143620.28 U.S. Treasuries (including strips) Y N/A N/A 2017-01-06 2017-01-06 2017-02-03 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 7000000.00 7000000.00 0.0012 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.50% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-31 2020-03-31 1 - 1.125 13983900.00 13980829.90 U.S. Treasuries (including strips) Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 13703000.00 13703000.00 0.0024 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2017-01-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer