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0000310522 U.S. Government Agency Debt Y N/A N/A 2017-03-14 2017-03-14 2017-03-14 N N N 0.0057 24001512.00 24001512.00 0.0044 N N N N Fannie Mae Fannie Mae, 0.55% to 0.64% 31359M7X5 B1V7KEBTPIMZEU4LTD58 US31359M7X52 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-05-11 2017-05-11 2017-05-11 N N N 0.0064 115269376.57 115269376.57 0.0214 N N N N Fannie Mae Fannie Mae, 0.63% 3135G0JA2 B1V7KEBTPIMZEU4LTD58 US3135G0JA28 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2017-04-27 2017-04-27 N N N 0.0063 10315285.71 10315285.71 0.0019 N N N N Fannie Mae Fannie Mae, 0.78% 3135G0PQ0 B1V7KEBTPIMZEU4LTD58 US3135G0PQ06 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2017-10-26 2017-10-26 N N N 0.0078 8002344.00 8002344.00 0.0015 N N N N Fannie Mae Fannie Mae, 0.80% 3135G0F81 B1V7KEBTPIMZEU4LTD58 US3135G0F814 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-03-20 2017-07-20 2017-07-20 N N N 0.0080 3002838.00 3002838.00 0.0006 N N N N Fannie Mae Fannie Mae, 0.98% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-04-11 2018-01-11 2018-01-11 N N N 0.0098 37098679.00 37098679.00 0.0069 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 313313CS5 US313313CS54 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-03-06 2017-03-06 N N N 0.0047 57996213.76 57996213.76 0.0107 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.60% 3133EG7A7 US3133EG7A77 U.S. Government Agency Debt Y N/A N/A 2017-03-15 2018-03-15 2018-03-15 N N N 0.0060 14993010.00 14993010.00 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.60% 3133EHAR4 US3133EHAR40 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2018-03-27 2018-03-27 N N N 0.0060 10994709.00 10994709.00 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.66% 3133EGE27 US3133EGE275 U.S. Government Agency Debt Y N/A N/A 2017-03-12 2017-12-12 2017-12-12 N N N 0.0066 12001872.00 12001872.00 0.0022 N N N N Federal 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N Federal Farm Credit Bank Federal Farm Credit Bank, 0.80% 3133EDV25 US3133EDV250 U.S. Government Agency Debt Y N/A N/A 2017-03-15 2017-05-15 2017-05-15 N N N 0.0080 15009075.00 15009075.00 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.81% 3133EEEA4 US3133EEEA48 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-05-08 2017-05-08 N N N 0.0081 5002760.00 5002760.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.81% 3133EF2X4 US3133EF2X44 U.S. Government Agency Debt Y N/A N/A 2017-03-15 2017-03-15 2017-03-15 N N N 0.0081 35004130.00 35004130.00 0.0065 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.81% 3133EF5S2 US3133EF5S22 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-03-29 2017-03-29 N N N 0.0081 7001645.00 7001645.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.82% 3133EDJX1 US3133EDJX13 U.S. Government Agency Debt Y N/A N/A 2017-03-17 2017-04-17 2017-04-17 N N N 0.0082 1000383.00 1000383.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.82% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt Y N/A N/A 2017-03-24 2017-05-24 2017-05-24 N N N 0.0082 17012019.00 17012019.00 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.83% 3133EF3K1 US3133EF3K14 U.S. Government Agency Debt Y N/A N/A 2017-03-16 2017-03-16 2017-03-16 N N N 0.0083 17002244.00 17002244.00 0.0031 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.85% 3133EFY27 US3133EFY275 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-03-06 2017-03-06 N N N 0.0085 30001470.00 30001470.00 0.0056 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.94% 3133EF7A9 US3133EF7A95 U.S. Government Agency Debt Y N/A N/A 2017-05-13 2017-11-13 2017-11-13 N N N 0.0094 12027192.00 12027192.00 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.00% 3133EFLH8 US3133EFLH82 U.S. Government Agency Debt Y N/A N/A 2017-04-26 2018-01-26 2018-01-26 N N N 0.0100 56183400.00 56183400.00 0.0104 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 3130AAVQ8 US3130AAVQ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-12-01 2017-12-01 N N N 0.0000 7999400.00 7999400.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 3130AAVU9 US3130AAVU93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-12-01 2017-12-01 N N N 0.0000 7999400.00 7999400.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 3130AAVR6 US3130AAVR64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-12-01 2017-12-01 N N N 0.0000 7999400.00 7999400.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 3130AAVT2 US3130AAVT21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-09-06 2017-09-06 N N N 0.0000 7999600.00 7999600.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 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 0.0050 50504141.00 50504141.00 0.0094 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% to 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 215000000.00 215000000.00 0.0398 N Y 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 49996650.00 49996650.00 0.0093 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385CU8 US313385CU87 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-03-08 2017-03-08 N N N 0.0053 49996100.00 49996100.00 0.0093 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385CW4 US313385CW44 U.S. Government Agency Debt Y N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0053 24997500.00 24997500.00 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385DB9 US313385DB97 U.S. Government Agency Debt Y N/A N/A 2017-03-15 2017-03-15 2017-03-15 N N N 0.0053 5999064.00 5999064.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385DC7 US313385DC70 U.S. Government Agency Debt Y N/A N/A 2017-03-16 2017-03-16 2017-03-16 N N N 0.0053 100223259.92 100223259.92 0.0186 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385DR4 US313385DR40 U.S. Government Agency Debt Y N/A N/A 2017-03-29 2017-03-29 2017-03-29 N N N 0.0053 999689.00 999689.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385DX1 US313385DX18 U.S. Government Agency Debt Y N/A N/A 2017-04-04 2017-04-04 2017-04-04 N N N 0.0053 4997735.00 4997735.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385EL6 US313385EL60 U.S. Government Agency Debt Y N/A N/A 2017-04-17 2017-04-17 2017-04-17 N N N 0.0053 7994984.00 7994984.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% to 0.54% 313385EM4 US313385EM44 U.S. Government Agency Debt Y N/A N/A 2017-04-18 2017-04-18 2017-04-18 N N N 0.0054 64958400.00 64958400.00 0.0120 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385EW2 US313385EW26 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2017-04-27 2017-04-27 N N N 0.0053 24981000.00 24981000.00 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 313385EN2 US313385EN27 U.S. Government Agency Debt Y N/A N/A 2017-04-19 2017-04-19 2017-04-19 N N N 0.0054 59960820.00 59960820.00 0.0111 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130AAT24 US3130AAT247 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-08-09 2017-08-09 N N N 0.0055 4999345.00 4999345.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130AASZ2 US3130AASZ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-08-09 2017-08-09 N N N 0.0055 15997904.00 15997904.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130AAU48 US3130AAU484 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-08-22 2017-08-22 N N N 0.0055 4999050.00 4999050.00 0.0009 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 20994624.00 20994624.00 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313385EX0 US313385EX09 U.S. Government Agency Debt Y N/A N/A 2017-04-28 2017-04-28 2017-04-28 N N N 0.0055 49961350.00 49961350.00 0.0093 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AARQ3 US3130AARQ38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-08-01 2017-08-01 N N N 0.0056 23996976.00 23996976.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AANU8 US3130AANU85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-14 2017-07-14 2017-07-14 N N N 0.0056 4000436.00 4000436.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AAMT2 US3130AAMT22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-17 2017-07-17 2017-07-17 N N N 0.0056 2000214.00 2000214.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AAMV7 US3130AAMV77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-17 2017-07-17 2017-07-17 N N N 0.0056 2000214.00 2000214.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AAQ27 US3130AAQ276 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-24 2017-07-24 2017-07-24 N N N 0.0056 50005150.00 50005150.00 0.0093 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AAVB1 US3130AAVB13 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-24 2017-08-24 2017-08-24 N N N 0.0056 3999424.00 3999424.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 313385FS0 US313385FS05 U.S. Government Agency Debt Y N/A N/A 2017-05-17 2017-05-17 2017-05-17 N N N 0.0056 99884500.00 99884500.00 0.0185 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130AALX4 US3130AALX43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-12 2017-07-12 2017-07-12 N N N 0.0057 9001476.00 9001476.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130AAM21 US3130AAM218 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-12 2017-07-12 2017-07-12 N N N 0.0057 9001476.00 9001476.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130AAMZ8 US3130AAMZ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-20 2017-07-20 2017-07-20 N N N 0.0057 3000318.00 3000318.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130AALL0 US3130AALL05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-11 2017-07-11 2017-07-11 N N N 0.0058 4000728.00 4000728.00 0.0007 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 99908500.00 99908500.00 0.0185 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130AAK80 US3130AAK808 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-05 2017-07-05 2017-07-05 N N N 0.0059 4000860.00 4000860.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9Y62 US3130A9Y627 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-05-09 2017-05-09 N N N 0.0059 16002592.00 16002592.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9YD7 US3130A9YD70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-11 2017-05-11 2017-05-11 N N N 0.0059 8001328.00 8001328.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9X89 US3130A9X892 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-02 2017-05-02 2017-05-02 N N N 0.0060 2000300.00 2000300.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9X97 US3130A9X975 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-02 2017-05-02 2017-05-02 N N N 0.0060 4000600.00 4000600.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9WY3 US3130A9WY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-02 2017-05-02 2017-05-02 N N N 0.0060 4000600.00 4000600.00 0.0007 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 2017-03-03 2017-07-03 2017-07-03 N N N 0.0060 8001608.00 8001608.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9Y54 US3130A9Y544 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-04 2017-05-04 2017-05-04 N N N 0.0060 5000770.00 5000770.00 0.0009 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 4000768.00 4000768.00 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 4000768.00 4000768.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJ41 US3130AAJ412 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 3000666.00 3000666.00 0.0006 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 24004608.00 24004608.00 0.0044 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 7001344.00 7001344.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9VE8 US3130A9VE80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-26 2017-04-26 2017-04-26 N N N 0.0060 8001128.00 8001128.00 0.0015 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 8001568.00 8001568.00 0.0015 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 11002156.00 11002156.00 0.0020 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 11002156.00 11002156.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9WT4 US3130A9WT41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-04-28 2017-04-28 N N N 0.0060 8001136.00 8001136.00 0.0015 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 12002376.00 12002376.00 0.0022 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 2017-04-03 2017-07-03 2017-07-03 N N N 0.0060 8001608.00 8001608.00 0.0015 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 2017-04-05 2017-07-05 2017-07-05 N N N 0.0060 7001407.00 7001407.00 0.0013 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 8001608.00 8001608.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130AAPB8 US3130AAPB86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2018-01-23 2018-01-23 N N N 0.0061 110021560.00 110021560.00 0.0204 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 2017-04-06 2017-07-06 2017-07-06 N N N 0.0061 4000808.00 4000808.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130AAVC9 US3130AAVC95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-27 2017-08-25 2017-08-25 N N N 0.0062 3999808.00 3999808.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130AAVP0 US3130AAVP09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-28 2017-08-28 2017-08-28 N N N 0.0062 8999334.00 8999334.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAE79 US3130AAE793 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-06-07 2017-06-07 N N N 0.0064 8002584.00 8002584.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAE95 US3130AAE959 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-06-08 2017-06-08 N N N 0.0064 4001304.00 4001304.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAEA2 US3130AAEA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-12 2017-06-12 2017-06-12 N N N 0.0064 7002373.00 7002373.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAE87 US3130AAE876 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-13 2017-06-13 2017-06-13 N N N 0.0064 11003718.00 11003718.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAES3 US3130AAES31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-15 2017-06-15 2017-06-15 N N N 0.0064 4001372.00 4001372.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AATW8 US3130AATW87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-15 2017-11-15 2017-11-15 N N N 0.0064 4000408.00 4000408.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAU22 US3130AAU229 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-17 2017-11-17 2017-11-17 N N N 0.0064 12001176.00 12001176.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AATZ1 US3130AATZ19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-17 2017-11-17 2017-11-17 N N N 0.0064 16001568.00 16001568.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 313385JW7 US313385JW70 U.S. Government Agency Debt Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0064 15956480.00 15956480.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAW46 US3130AAW464 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-12-06 2017-12-06 N N N 0.0065 8000000.00 8000000.00 0.0015 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 9004023.00 9004023.00 0.0017 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 8003776.00 8003776.00 0.0015 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 7003199.00 7003199.00 0.0013 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 2000920.00 2000920.00 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 2000920.00 2000920.00 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 7003227.00 7003227.00 0.0013 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 8003688.00 8003688.00 0.0015 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 2017-04-03 2017-10-03 2017-10-03 N N N 0.0065 7003248.00 7003248.00 0.0013 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 2017-04-04 2017-10-04 2017-10-04 N N N 0.0065 4001856.00 4001856.00 0.0007 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 4001856.00 4001856.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9NC1 US3130A9NC17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-07-06 2017-07-06 N N N 0.0065 12004092.00 12004092.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9NS6 US3130A9NS68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-07-06 2017-07-06 N N N 0.0065 8002728.00 8002728.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9NR8 US3130A9NR85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-07-06 2017-07-06 N N N 0.0065 16005456.00 16005456.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AALA4 US3130AALA40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-10 2017-10-10 2017-10-10 N N N 0.0065 4001616.00 4001616.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAN95 US3130AAN950 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-18 2017-10-18 2017-10-18 N N N 0.0065 4001356.00 4001356.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAT40 US3130AAT403 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-09 2018-02-09 2018-02-09 N N N 0.0065 3998872.00 3998872.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAT57 US3130AAT577 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-09 2018-02-09 2018-02-09 N N N 0.0065 3998872.00 3998872.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAUR7 US3130AAUR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-22 2017-11-22 2017-11-22 N N N 0.0065 12001056.00 12001056.00 0.0022 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 8988795.00 8988795.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAUQ9 US3130AAUQ90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-24 2017-11-24 2017-11-24 N N N 0.0065 16001344.00 16001344.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAUS5 US3130AAUS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-24 2017-11-24 2017-11-24 N N N 0.0065 8000672.00 8000672.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAUV8 US3130AAUV85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-24 2017-11-24 2017-11-24 N N N 0.0065 5000420.00 5000420.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAVD7 US3130AAVD78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-27 2017-11-27 2017-11-27 N N N 0.0065 1999852.00 1999852.00 0.0004 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 5000490.00 5000490.00 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 4000252.00 4000252.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 313385JX5 US313385JX53 U.S. Government Agency Debt Y N/A N/A 2017-08-02 2017-08-02 2017-08-02 N N N 0.0065 35901432.00 35901432.00 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAD39 US3130AAD399 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-05 2017-06-05 2017-06-05 N N N 0.0066 12004332.00 12004332.00 0.0022 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 8003728.00 8003728.00 0.0015 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 2000758.00 2000758.00 0.0004 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 5001895.00 5001895.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAKM9 US3130AAKM96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-10 2017-10-10 2017-10-10 N N N 0.0066 8003480.00 8003480.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAP93 US3130AAP930 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-20 2017-10-20 2017-10-20 N N N 0.0066 4001224.00 4001224.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AANX2 US3130AANX25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-10-25 2017-10-25 N N N 0.0066 22006644.00 22006644.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAPK8 US3130AAPK85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-10-25 2017-10-25 N N N 0.0066 9002421.00 9002421.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AATP3 US3130AATP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-15 2018-02-15 2018-02-15 N N N 0.0066 7997712.00 7997712.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AATG3 US3130AATG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-16 2018-02-16 2018-02-16 N N N 0.0066 3998852.00 3998852.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAUH9 US3130AAUH91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-21 2017-11-21 2017-11-21 N N N 0.0066 5000455.00 5000455.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAU55 US3130AAU559 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-21 2017-11-21 2017-11-21 N N N 0.0066 16001456.00 16001456.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAUN6 US3130AAUN69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-21 2017-11-21 2017-11-21 N N N 0.0066 2000182.00 2000182.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAUM8 US3130AAUM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-21 2017-11-21 2017-11-21 N N N 0.0066 2000182.00 2000182.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAUG1 US3130AAUG19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-21 2017-11-21 2017-11-21 N N N 0.0066 8000728.00 8000728.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 313385KP0 US313385KP01 U.S. Government Agency Debt Y N/A N/A 2017-08-18 2017-08-18 2017-08-18 N N N 0.0066 2990934.00 2990934.00 0.0006 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 8003256.00 8003256.00 0.0015 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 8003432.00 8003432.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AAPA0 US3130AAPA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-23 2017-10-23 2017-10-23 N N N 0.0067 2000612.00 2000612.00 0.0004 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 9008568.00 9008568.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AACY2 US3130AACY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-05 2017-09-05 2017-09-05 N N N 0.0068 4002680.00 4002680.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AAV39 US3130AAV391 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-20 2018-02-20 2018-02-20 N N N 0.0068 3999028.00 3999028.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AAV21 US3130AAV219 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-20 2018-02-20 2018-02-20 N N N 0.0068 5998542.00 5998542.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AAV47 US3130AAV474 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-23 2018-02-23 2018-02-23 N N N 0.0068 3999024.00 3999024.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130AACC0 US3130AACC07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-09-01 2017-09-01 N N N 0.0069 12008304.00 12008304.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AA7G7 US3130AA7G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-05-23 2017-05-23 N N N 0.0070 8003296.00 8003296.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AA3X4 US3130AA3X48 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-16 2017-05-16 2017-05-16 N N N 0.0071 15006195.00 15006195.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AA4A3 US3130AA4A36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-05-22 2017-05-22 N N N 0.0071 15006630.00 15006630.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AAAW8 US3130AAAW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-08-23 2017-08-23 N N N 0.0071 1000572.00 1000572.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AAB31 US3130AAB310 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-08-28 2017-08-28 N N N 0.0071 8004512.00 8004512.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130AAC30 US3130AAC300 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-12-01 2017-12-01 N N N 0.0072 8005536.00 8005536.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130AAC97 US3130AAC979 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-05 2017-12-05 2017-12-05 N N N 0.0072 8005464.00 8005464.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A9MZ1 US3130A9MZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-10-06 2017-10-06 N N N 0.0072 8006592.00 8006592.00 0.0015 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 4003612.00 4003612.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130AABP2 US3130AABP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-11-28 2017-11-28 N N N 0.0073 4004312.00 4004312.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A9L25 US3130A9L251 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-02 2017-10-02 2017-10-02 N N N 0.0073 17016014.00 17016014.00 0.0032 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 9014220.00 9014220.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AA4C9 US3130AA4C91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-17 2017-08-17 2017-08-17 N N N 0.0074 7005159.00 7005159.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AA3Y2 US3130AA3Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-17 2017-08-17 2017-08-17 N N N 0.0074 15011055.00 15011055.00 0.0028 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 2017-03-01 2017-06-01 2017-06-01 N N N 0.0075 18013248.00 18013248.00 0.0033 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 2017-03-01 2017-06-01 2017-06-01 N N N 0.0075 8005888.00 8005888.00 0.0015 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 4002908.00 4002908.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AA4E5 US3130AA4E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-18 2017-08-18 2017-08-18 N N N 0.0075 7005215.00 7005215.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A9K67 US3130A9K675 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-26 2017-10-26 2017-10-26 N N N 0.0076 4003948.00 4003948.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A6G43 US3130A6G430 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-17 2017-03-17 2017-03-17 N N N 0.0077 50006300.00 50006300.00 0.0093 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAAK4 US3130AAAK41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-23 2017-08-23 2017-08-23 N N N 0.0077 8006200.00 8006200.00 0.0015 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 4006184.00 4006184.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A6P50 US3130A6P506 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-21 2017-04-21 2017-04-21 N N N 0.0080 16606606.80 16606606.80 0.0031 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 13000000.00 13000000.00 0.0024 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-06-06 2017-06-06 N N N 0.0081 10008740.00 10008740.00 0.0019 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 10000660.00 10000660.00 0.0019 N N Y 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 10000650.00 10000650.00 0.0019 N N Y 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 5000490.00 5000490.00 0.0009 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 16000368.00 16000368.00 0.0030 N N Y 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 8007416.00 8007416.00 0.0015 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 2001906.00 2001906.00 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 5004835.00 5004835.00 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 5004860.00 5004860.00 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 2000448.00 2000448.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130A8WA7 US3130A8WA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-28 2017-04-28 2017-04-28 N N N 0.0086 5002685.00 5002685.00 0.0009 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 7000000.00 7000000.00 0.0013 N Y Y 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 12002556.00 12002556.00 0.0022 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 50011750.00 50011750.00 0.0093 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 5000130.00 5000130.00 0.0009 N N Y 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 22001716.00 22001716.00 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A8YX5 US3130A8YX51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-08 2017-11-08 2017-11-08 N N N 0.0088 15026445.00 15026445.00 0.0028 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 6000624.00 6000624.00 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 5001645.00 5001645.00 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 5001705.00 5001705.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A8MA8 US3130A8MA86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-03 2017-04-03 2017-04-03 N N N 0.0089 5001845.00 5001845.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A7YN9 US3130A7YN96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-05 2017-05-05 2017-05-05 N N N 0.0089 21012768.00 21012768.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A7Z65 US3130A7Z651 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-11 2017-05-11 2017-05-11 N N N 0.0089 26017030.00 26017030.00 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A9CE9 US3130A9CE91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-23 2018-02-23 2018-02-23 N N N 0.0089 5009030.00 5009030.00 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 3000762.00 3000762.00 0.0006 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 11003080.00 11003080.00 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 12003516.00 12003516.00 0.0022 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 11003773.00 11003773.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7Q57 US3130A7Q577 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-04-05 2017-04-05 N N N 0.0092 22009262.00 22009262.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-04 2017-08-04 2017-08-04 N N N 0.0092 11015840.00 11015840.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130A7TW5 US3130A7TW50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-20 2017-04-20 2017-04-20 N N N 0.0093 11006314.00 11006314.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-03 2017-08-03 2017-08-03 N N N 0.0093 2002864.00 2002864.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130A8N58 US3130A8N580 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-02 2017-10-02 2017-10-02 N N N 0.0094 5010935.00 5010935.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-02 2017-11-02 2017-11-02 N N N 0.0095 6013218.00 6013218.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-10-25 2017-10-25 N N N 0.0096 4008888.00 4008888.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2017-10-27 2017-10-27 N N N 0.0096 52116272.00 52116272.00 0.0097 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-02 2017-11-02 2017-11-02 N N N 0.0096 16036320.00 16036320.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2017-10-27 2017-10-27 N N N 0.0097 8018416.00 8018416.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2017-10-27 2017-10-27 N N N 0.0097 2004604.00 2004604.00 0.0004 N N N 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 85081081.94 85081081.94 0.0158 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 28979120.00 28979120.00 0.0054 N N Y 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 13989738.00 13989738.00 0.0026 N N Y 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 7992320.00 7992320.00 0.0015 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 7992200.00 7992200.00 0.0015 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 7991720.00 7991720.00 0.0015 N N N N Freddie Mac Freddie Mac, 0.60% to 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 74091020.00 74091020.00 0.0137 N N N N Freddie Mac Freddie Mac, 0.62% 3134GAXL3 S6XOOCT0IEG5ABCC6L87 US3134GAXL35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-05-08 2017-05-08 N N N 0.0062 2000632.00 2000632.00 0.0004 N N N N Freddie Mac Freddie Mac, 0.63% 3134GAYP3 S6XOOCT0IEG5ABCC6L87 US3134GAYP30 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-16 2017-05-16 2017-05-16 N N N 0.0063 32012672.00 32012672.00 0.0059 N N N N Freddie Mac Freddie Mac, 0.63% to 0.68% 3137EADV8 S6XOOCT0IEG5ABCC6L87 US3137EADV85 U.S. Government Agency Debt Y N/A N/A 2017-07-14 2017-07-14 2017-07-14 N N N 0.0068 17004352.00 17004352.00 0.0032 N N N N Freddie Mac Freddie Mac, 0.64% 3134GAQ64 S6XOOCT0IEG5ABCC6L87 US3134GAQ648 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-12 2017-10-12 2017-10-12 N N N 0.0064 50024600.00 50024600.00 0.0093 N N N N Freddie Mac Freddie Mac, 0.67% 3134GAP24 S6XOOCT0IEG5ABCC6L87 US3134GAP244 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-11 2018-01-11 2018-01-11 N N N 0.0067 50034400.00 50034400.00 0.0093 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 15376680.96 15376680.96 0.0028 N N N N Freddie Mac Freddie Mac, 0.75% 3137EADL0 S6XOOCT0IEG5ABCC6L87 US3137EADL04 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2017-09-29 2017-09-29 N N N 0.0075 5006725.00 5006725.00 0.0009 N N N N Freddie Mac Freddie Mac, 0.79% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-20 2017-04-20 2017-04-20 N N N 0.0079 46017434.00 46017434.00 0.0085 N N N N Freddie Mac Freddie Mac, 0.91% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-21 2017-07-21 2017-07-21 N N N 0.0091 27037314.00 27037314.00 0.0050 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 25070250.00 25070250.00 0.0046 N N N N Freddie Mac Freddie Mac, 0.92% 3134G9KL0 S6XOOCT0IEG5ABCC6L87 US3134G9KL00 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-13 2017-11-13 2017-11-13 N N N 0.0092 50116500.00 50116500.00 0.0093 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.42% 912796JE0 US912796JE09 U.S. Treasury Debt Y N/A N/A 2017-03-02 2017-03-02 2017-03-02 N N N 0.0042 124998375.00 124998375.00 0.0232 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 77536911.20 77536911.20 0.0144 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 61943146.00 61943146.00 0.0115 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.53% to 0.54% 912796QG7 US912796QG73 U.S. Treasury Debt Y N/A N/A 2017-03-15 2017-03-15 2017-03-15 N N N 0.0054 37993996.00 37993996.00 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.53% 912796KQ1 US912796KQ10 U.S. Treasury Debt Y N/A N/A 2017-04-06 2017-04-06 2017-04-06 N N N 0.0053 110950272.00 110950272.00 0.0206 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 99896000.00 99896000.00 0.0185 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.53% 912796KZ1 US912796KZ19 U.S. Treasury Debt Y N/A N/A 2017-05-18 2017-05-18 2017-05-18 N N N 0.0053 49941200.00 49941200.00 0.0093 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 38993136.00 38993136.00 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 29990100.00 29990100.00 0.0056 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 49926850.00 49926850.00 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.62% to 0.63% 912796LM9 US912796LM96 U.S. Treasury Debt Y N/A N/A 2017-08-03 2017-08-03 2017-08-03 N N N 0.0063 68808594.00 68808594.00 0.0127 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.62% to 0.63% 912796LP2 US912796LP28 U.S. Treasury Debt Y N/A N/A 2017-08-10 2017-08-10 2017-08-10 N N N 0.0063 60816451.00 60816451.00 0.0113 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.63% to 0.64% 912796LG2 US912796LG29 U.S. Treasury Debt Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 N N N 0.0064 30936605.00 30936605.00 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.64% to 0.65% 912796KF5 US912796KF54 U.S. Treasury Debt Y N/A N/A 2017-08-17 2017-08-17 2017-08-17 N N N 0.0065 48844425.00 48844425.00 0.0090 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 49919250.00 49919250.00 0.0092 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 16968669.00 16968669.00 0.0031 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 11025784.00 11025784.00 0.0020 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 61030073.00 61030073.00 0.0113 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 100003200.00 100003200.00 0.0185 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 31004433.00 31004433.00 0.0057 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 13001066.00 13001066.00 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.56% 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 51014382.00 51014382.00 0.0095 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 25012775.00 25012775.00 0.0046 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 9039348.00 9039348.00 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.61% 912828WT3 US912828WT31 U.S. Treasury Debt Y N/A N/A 2017-07-15 2017-07-15 2017-07-15 N N N 0.0061 39030459.00 39030459.00 0.0072 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 8006864.00 8006864.00 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.66% 912828V64 US912828V640 U.S. Treasury Debt Y N/A N/A 2017-03-01 2019-01-31 2019-01-31 N N N 0.0066 59999940.00 59999940.00 0.0111 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.51%, dated 2/28/2017 due 03/01/2017 L3I9ZG2KFGXZ61BMYR72 BEI449000_04240 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2046-05-15 1.125 - 8.75 22546269.80 23477271.66 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0051 23000000.00 23000000.00 0.0043 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.54% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-15 2042-11-15 0.625 - 4.5 7103800.00 7140137.95 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 7000000.00 7000000.00 0.0013 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.51%, dated 2/28/2017 due 03/01/2017 1V8Y6QCX6YMJ2OELII46 BEI449000_26252 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-15 2046-08-15 0.625 - 8.875 90890509.29 94261008.87 U.S. Treasuries (including strips) U.S. TREASURY 2017-04-30 2018-10-31 0.077 - 0.51 932093.42 933850.03 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N Y Credit Suisse AG 1.0000 N/A N/A N 0.0051 93241000.00 93241000.00 0.0173 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.54% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-15 2017-12-15 1 - 1 12199800.00 12240186.70 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 12000000.00 12000000.00 0.0022 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.54% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-15 2025-11-15 2.25 - 2.25 14300000.00 14376662.30 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 14000000.00 14000000.00 0.0026 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.51%, dated 2/28/2017 due 03/01/2017 7TK5RJIZDFROZCA6XF66 BEI449000_08126 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2046-08-15 1.125 - 2.875 6305394.52 6120674.60 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0051 6000000.00 6000000.00 0.0011 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.53% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-20 2046-08-15 0 - 6.25 43085400.00 43943507.72 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 43000000.00 43000000.00 0.0080 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.54% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-31 2046-08-15 0.875 - 5.25 8099200.00 8167323.07 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-03 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 8000000.00 8000000.00 0.0015 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.54% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2046-02-15 1 - 7.875 6161400.00 6124375.40 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-16 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 6000000.00 6000000.00 0.0011 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.53% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2037-05-15 2037-05-15 5 - 5 1510000.00 2064823.40 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 2000000.00 2000000.00 0.0004 N Y Y N Societe Generale Societe Generale, 0.53% O2RNE8IBXP4R0TD8PU41 BDI108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2039-08-15 2039-08-15 4.5 - 4.5 4852000.00 6182767.85 U.S. Treasuries (including strips) Y N/A N/A 2017-03-02 2017-03-02 2017-03-02 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 2 N N/A N/A N N 0.0053 6000000.00 6000000.00 0.0011 N N Y N Societe Generale Societe Generale, 0.53% O2RNE8IBXP4R0TD8PU41 BEC103000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-18 2028-11-15 0 - 5.25 11180500.00 11223197.32 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-13 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 11000000.00 11000000.00 0.0020 N N Y N Societe Generale Societe Generale, 0.54% O2RNE8IBXP4R0TD8PU41 BEF638000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2036-02-15 0.625 - 4.5 26859000.00 26524840.37 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-24 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 26000000.00 26000000.00 0.0048 N N Y N Societe Generale Societe Generale, 0.55% O2RNE8IBXP4R0TD8PU41 BDJ620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-15 2044-11-15 0.875 - 3 5242700.00 5102185.89 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-03 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 5000000.00 5000000.00 0.0009 N N Y N Societe Generale Societe Generale, 0.55% O2RNE8IBXP4R0TD8PU41 BDE683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-27 2024-08-15 0 - 2.375 8176500.00 8165175.30 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-15 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 8000000.00 8000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.59% O2RNE8IBXP4R0TD8PU41 BDH130000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-09 2046-02-15 0 - 5.5 49365700.00 48987365.40 U.S. Treasuries (including strips) Y N/A N/A 2017-04-04 2017-04-04 2017-04-26 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 35 N N/A N/A N N 0.0059 48000000.00 48000000.00 0.0089 N N N Y Societe Generale Societe Generale, 0.59% O2RNE8IBXP4R0TD8PU41 BDH742000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-27 2046-05-15 0 - 8.5 78429200.00 79895298.83 U.S. Treasuries (including strips) Y N/A N/A 2017-04-04 2017-04-04 2017-04-28 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 35 N N/A N/A N N 0.0059 78000000.00 78000000.00 0.0144 N N N Y Societe Generale Societe Generale, 0.60% O2RNE8IBXP4R0TD8PU41 BEB536000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-27 2039-08-15 0 - 8 6860700.00 7142790.57 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-05-15 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0060 7000000.00 7000000.00 0.0013 N N Y N North Carolina Capital Management Trust: Government Portfolio 2017-03-02 Stephanie Dorsey Stephanie Dorsey President and Treasurer