N-MFP1 0000740766 XXXXXXXX 2016-07-29 0000740766 S000000128 5 N N 002-89359 The Dreyfus Corporation 801-08147 Ernst@Young New York NY none Dreyfus Transfer Inc 0001285911 084-06102 N N N Government/Agency N 26 113 10487108756.61 10563517175.73 13644082834.44 11982715673.90 12708066746.29 14320872332.74 14381074446.79 17339114305.05 17035654973.56 16937676331.62 0.4179 0.4243 0.4958 0.4317 0.4624 0.5706 0.5776 0.6301 0.6138 0.6163 639691.20 26927813853.10 26927813853.10 555722394.30 10207489.53 27473328757.91 27473718068.22 1.0000 0.0042 1.0001 1.0001 1.0001 1.0001 1.0001 C000000287 10000000.00 23958830044.62 23959179686.78 1.0001 1.0001 1.0001 1.0001 1.0001 1381186957.67 1290789513.21 2210682206.56 2529080180.92 4120131132.09 1557361952.17 2386411135.19 2387539300.06 2542835061.49 2904737610.31 12641246493.00 10669508556.67 0.0024 Y Dreyfus. Institutional Class expenses are capped at 18 bps. Mgt fee is capped at 18 basis points. Yield is supported to 1 basis point . 565,441.67 C000000286 10000000.00 1429634684.81 1429664459.75 1.0001 1.0001 1.0001 1.0001 1.0001 35394075.56 127609698.40 65382815.93 33187915.54 60984449.27 28362094.39 167016998.73 21030200.45 143170224.61 66290532.93 471948564.10 276480441.71 0.0001 Y Dreyfus Mgt. fee is capped at 18 basis points. Yield is supported to 1 basis point via waiving of mgt fee. 56,956.57 C000000288 10000000.00 1937312090.50 1937317866.69 1.0001 1.0001 1.0001 1.0001 1.0001 33093253.98 2742308113.30 218668345.71 163429843.59 251537554.04 200853967.92 267000656.53 178204719.83 209486018.06 213839663.10 979785828.32 3498636307.74 0.0013 Y Dreyfus Mgt. fee is capped at 18 basis points. Yield is supported to 1 basis point via waiving of mgt fee. 31,452.53 C000000289 10000000.00 50073452.95 50074691.44 1.0001 1.0001 1.0001 1.0001 1.0001 53.14 4149345.53 30410524.17 54665.90 2871936.79 28486852.98 3189997.60 1401751.23 5697218.68 2098637.04 42169730.38 36191252.68 0.0001 Y Dreyfus Mgt. fee is capped at 18 basis points. Yield is supported to 1 basis point via waiving of mgt fee. 8,231.00 C000053659 10000000.00 97478485.03 97481363.56 1.0001 1.0001 1.0001 1.0001 1.0001 8269.20 601568617.36 301954.62 199995.09 1001756140.12 1001741588.48 719652.52 1480903.77 27238622.75 16649620.85 1030024639.21 1621640725.55 0.0017 Y Dreyfus Mgt. fee is capped at 18 basis points. Yield is supported to 1 basis point via waiving of mgt fee. 2,087.85 ABN AMRO BANK NV REPO ABN AMRO BANK NV REPO BFXS5XCH7N0Y05NIXW11 023000 0000897878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2018-12-31 1.500 7582267.50 7725133.07 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-10-31 1.500 2003190.00 2050061.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-08-31 2.000 12026250.00 12643575.71 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-08-31 1.375 7.50 7.65 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-02-28 2.000 7177.50 7533.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2045-11-15 3.000 26046180.00 30530658.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-05-15 3.375 18750000.00 23543032.43 U.S. Treasuries (including strips) First Tier Security FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 75000000.00 75000000.00 0.0027 N Y Y N - N/A - ABN AMRO BANK NV REPO ABN AMRO BANK NV REPO BFXS5XCH7N0Y05NIXW11 023000 0000897878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2039-08-15 4.500 8495112.92 1677376.27 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2040-12-20 4.500 11125990.38 3333603.65 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-01-20 4.000 55153846.15 22982571.52 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2042-06-15 4.000 90148.61 35688.44 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2042-06-15 4.000 1101532.61 350199.31 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2042-06-15 4.000 4884547.15 1694646.15 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-10-20 3.000 6922845.69 1668648.51 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-07-20 3.000 1628235.46 408866.62 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2040-06-20 4.500 29564978.30 8810644.86 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2042-01-20 4.000 68902196.07 26681261.09 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2046-06-20 3.500 76936047.00 81717519.77 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2045-12-20 3.500 45181157.07 44975693.03 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2046-04-20 3.000 23076923.07 23972165.21 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2046-01-20 3.500 9953511.46 10008663.85 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-07-20 2.000 3523699.38 1949630.58 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-06-20 4.000 69230769.23 37982089.93 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2043-12-20 4.000 34615384.61 18708803.33 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2043-09-20 4.500 35293026.46 15768532.26 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2043-06-20 4.500 6923076.92 3273397.71 Agency Mortgage-Backed Securities First Tier Security FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-08-01 2016-08-01 2016-08-01 N N N 0.0036 300000000.00 300000000.00 0.0109 N Y Y N - N/A - BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064149 0000814020 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-12-31 2.125 22750.00 23934.46 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-12-31 1.500 5255775.00 5354804.65 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-12-31 2.750 699912.50 721551.77 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-11-30 2.000 2295825.00 2395955.21 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-11-15 2.250 4169112.50 4452385.34 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-10-31 1.250 517650.00 524894.54 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-08-31 1.625 8480675.00 8737027.13 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-07-31 2.250 874912.50 932942.27 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-07-31 2.000 7463837.50 7831544.27 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-07-31 1.375 43662.50 44525.63 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-07-31 0.500 670512.50 671436.81 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-07-15 2.625 4489537.50 5372280.01 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-06-30 1.375 8038625.00 8063332.19 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-06-30 1.125 1406125.00 1409621.39 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-05-31 1.375 12812416.06 13018010.88 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-05-31 1.375 7639362.50 7771496.96 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-05-31 1.500 12249912.50 12516875.24 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-05-31 2.375 1715000.00 1773552.76 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-05-15 2.500 119000.00 129311.95 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-05-15 1.000 1936550.00 1949947.13 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-04-30 2.250 26250.00 27805.38 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-04-15 0.125 3182375.00 3307737.23 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-04-15 0.125 7624400.00 7985576.14 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-03-31 1.625 39873575.00 40962836.09 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-02-29 1.375 1625137.50 1659192.22 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-02-15 0.750 7874912.50 7895227.61 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-01-31 1.250 186462.50 189829.32 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-01-15 0.625 4375087.50 4653079.39 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-01-15 1.375 773500.00 911033.48 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-01-15 2.125 56875.00 67758.26 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2036-02-15 4.500 37.62 55.14 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2016-12-08 0.000 12194787.50 12181495.18 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-03-20 3.000 12925206.00 3762163.39 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2040-05-15 4.500 224362.25 54831.03 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-07-20 3.500 1178108.75 1254539.99 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-05-20 3.500 9699480.00 10247541.71 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-04-20 3.000 290707.37 301985.02 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2040-11-01 4.000 75729.50 40248.55 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-01-01 4.500 6193936.87 1730678.50 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-12-01 6.424 422436.87 88962.91 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-06-01 4.000 76431.25 83296.74 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-07-01 3.500 742241.50 790542.28 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-07-01 3.500 1624929.25 1739079.26 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-06-01 3.500 1655991.75 1758463.05 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-05-01 3.000 2957237.50 3051408.88 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-01-01 3.500 1752905.00 1785247.04 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2035-10-01 4.000 27416.37 27047.47 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-01-01 3.500 5066733.00 5119161.40 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-11-01 3.500 1562776.25 1532494.45 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-08-01 4.500 1715365.75 1624988.59 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2036-08-01 6.000 3106250.00 158558.24 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-09-01 3.000 738697.75 533756.46 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-07-01 3.000 2555203.00 2668944.88 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-05-01 4.000 1151258.50 1249373.53 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-07-01 3.000 218106.87 228293.41 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-06-01 3.500 3204427.62 3441581.02 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-04-01 4.000 9026.50 9107.62 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-09-01 2.500 80735.37 49227.72 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-04-01 5.000 1603540.75 794753.99 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-02-01 5.000 738115.87 359918.51 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2040-12-01 4.000 4110624.00 2104166.49 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-10-02 1.250 54537875.00 55193556.60 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-03-27 3.750 5802125.00 6309209.45 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-05-15 7.250 3780000.00 6083070.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-05-15 6.250 22450750.00 32974252.19 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-01-15 7.125 27109250.00 42534978.02 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-04-25 0.900 1211875.00 1217619.28 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-06-01 3.500 528970.75 563259.11 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-03-01 3.500 1688111.25 1776076.38 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2035-09-01 4.000 9985.50 10661.24 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-11-01 3.500 12958.75 11148.02 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-08-01 3.500 468911.62 193533.04 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2032-04-01 3.500 7983.50 5218.14 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-12-31 1.625 70392.21 72176.20 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-12-31 1.500 111443.11 113542.93 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-11-30 0.625 537673.65 537838.99 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-11-30 2.250 190565.86 195217.20 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-11-15 3.750 11811.37 12709.99 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-10-31 1.875 464739.52 483354.94 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-10-31 1.375 2775736.52 2824541.66 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-10-31 1.250 3796359.28 3849489.57 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-09-30 1.750 201410.17 208104.59 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-09-15 1.000 46505.98 46932.19 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2016-08-31 1.000 11592.81 11645.81 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2016-08-15 0.625 733.53 735.61 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2016-07-31 0.500 175239.52 175676.31 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-07-15 0.375 14970.05 15626.64 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-07-15 1.875 86347.30 104301.35 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-07-15 2.625 783904.19 938037.11 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-05-31 1.375 1497005.98 1522898.99 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-05-31 1.500 9700.59 9912.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-05-31 2.375 88239.52 91252.15 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-05-31 1.000 2540335.32 2557233.69 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-04-30 1.250 118844.31 120693.18 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-04-30 1.625 1071856.28 1100147.06 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-04-30 0.875 84952.09 85333.01 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-04-15 0.125 2681431.13 2787059.86 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-04-15 0.125 299.40 313.58 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-03-31 2.875 4820.35 5038.07 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2018-03-31 0.875 2071254.49 2082623.30 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-03-31 1.000 103221.55 103889.26 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-02-15 0.625 49068.86 49253.90 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-01-31 1.250 531697.60 541298.10 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2017-01-15 2.375 3320344.31 3999998.06 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-08-15 3.750 204709.58 273440.54 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-08-15 6.125 59005.98 91714.62 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-04-15 3.875 52335.32 111161.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-02-15 0.750 356017.96 376220.11 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2039-02-15 3.500 449.10 578.46 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2031-02-15 5.375 2.99 4.51 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2016-09-15 0.000 5.98 5.98 Agency Mortgage-Backed Securities First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2016-08-01 2016-08-01 2016-08-01 N N N 0.0032 375000000.00 375000000.00 0.0136 N Y Y N - N/A - BARCLAYS CAPITAL INC. BARCLAYS CAPITAL INC. 067800 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2046-05-15 2.500 144510100.00 153000068.37 U.S. Treasuries (including strips) First Tier Security FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-2 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 150000000.00 150000000.00 0.0055 N Y Y N - N/A - CIBC WORLD MARKETS CORP CIBC WORLD MARKETS CORP 549300TDJKVQJ41VN031 136066 0000074654 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2038-02-15 4.375 2.00 2.91 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2041-08-15 3.750 16290482.00 21762595.84 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2045-11-15 3.000 213104000.00 249794988.58 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2018-10-31 1.750 16515000.00 16952810.69 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2018-10-31 1.750 15000.00 15397.65 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2020-10-31 1.750 16910500.00 17484270.30 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) 549300TDJKVQJ41VN031 2021-04-30 1.375 1.00 1.02 U.S. Treasuries (including strips) First Tier Security FITCH'S RATING n/a MOODY'S RATING n/a S&P RATING n/a 2016-08-01 2016-08-01 2016-08-01 N Y CIBC FITCH'S RATING F1 MOODY'S RATING P1 S&P RATING A1 0.0000 N 0.0032 300000000.00 300000000.00 0.0109 N Y Y N - N/A - CITIGROUP GLB MKTS INC CITIGROUP GLB MKTS INC MBNUM2BPBDO7JBLYG310 173032 0000091154 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2019-12-31 1.625 39791600.00 40800061.22 U.S. Treasuries (including strips) First Tier Security FITCH'S RATING F1 MOODY'S RATING Baa1 S&P RATING A-1 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 40000000.00 40000000.00 0.0015 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 22532Y 0001330437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2033-08-15 0.000 790723.51 562180.69 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 0.000 528568.59 497842.90 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-02-15 0.000 526933.33 331620.22 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2035-02-15 0.000 234897.99 159779.96 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 2.250 16242474.66 17346079.31 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-15 2.750 21867776.00 24125856.09 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-31 1.500 17355413.33 17761503.59 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 2.000 22920981.33 24114612.84 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.000 15989376.00 16777094.36 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-15 0.375 15190325.33 15856573.09 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-15 0.125 14379200.00 14683287.11 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-06-30 1.375 9845717.33 9875978.73 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 21607530.66 22743537.78 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 1.375 21973301.33 22353363.20 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 3.500 26184917.33 28834651.65 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-04-15 0.125 11576117.33 12032131.46 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-04-15 0.125 78646432.00 83199989.89 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-31 0.750 23590912.00 23660953.80 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-28 0.750 19693952.00 19767557.07 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 0.625 16320352.00 17357342.80 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-11-15 3.750 12153728.00 16320009.70 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-08-15 3.625 18478933.33 24433085.98 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 12336128.00 18208412.99 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-05-15 2.875 19413333.33 22244950.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-05-15 3.000 14208906.66 16715743.29 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-04-15 3.375 12034848.00 24080615.48 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 3.125 13302773.33 16101883.32 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 2.500 12949674.66 18411903.18 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-08-15 0.000 1609856.00 811995.26 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 0.000 577280.00 468341.49 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 0.000 660800.00 561131.53 U.S. Treasuries (including strips) First Tier Security FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-08-01 2016-08-01 2016-08-01 N N N 0.0031 520000000.00 520000000.00 0.0189 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 22532Y 0001330437 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-31 0.750 1653400.00 1655799.13 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 2.000 39953100.00 41865498.55 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 2.625 2034600.00 2180277.08 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 0.625 350000.00 349625.68 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 1.375 99.82 101.43 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-05-15 1.625 18700.00 18954.72 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-15 0.875 59600.00 59815.94 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-05-15 3.000 800000.00 936766.50 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 130800.00 139741.93 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-07-20 3.500 6498553.00 7012693.96 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-07-20 4.000 6254559.00 6827345.95 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-06-15 4.500 31951.00 35785.96 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-07-20 4.000 1583687.00 1741492.08 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-07-15 3.839 3248.00 3549.05 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-07-20 4.000 406836.00 435652.64 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-07-20 3.500 2563669.00 2686871.81 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-07-20 3.500 3424630.00 3647491.98 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-05-20 3.000 1303472.00 553895.82 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-10-15 3.000 96640768.00 66317475.98 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-09-01 3.511 33315111.00 6228448.87 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-12-01 5.500 726.00 67.38 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-07-01 5.000 169000000.00 74431754.13 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-07-01 2.500 4348096.00 4488454.47 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-07-01 2.500 3648612.00 3792930.82 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-12-01 3.500 24251537.00 12576057.25 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-12-01 3.500 195654.00 158164.74 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-12-01 3.000 4430000.00 3142810.39 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-01 3.000 85305.00 46838.40 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-03-01 2.000 5751578.00 3920422.16 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-04-01 4.500 1369.00 341.80 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-06-01 5.500 1024.00 51.25 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-07-01 5.500 1.00 0.07 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-01 4.500 12623.00 603.39 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-07-01 4.000 1167.00 1252.61 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-01-01 4.000 71375033.00 75208801.91 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-05-01 2.802 7990247.00 6778710.28 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-01 4.000 103418400.00 74795861.73 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-01-01 3.000 17882.00 10378.90 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-03-01 2.915 15473175.00 7848961.74 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-07-01 4.000 66544921.00 71341105.72 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-06-01 3.500 65982929.00 69452980.40 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2033-10-01 3.500 1429.00 1135.82 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-04-01 3.500 3764.00 2483.30 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-09-01 2.267 10037642.00 5639629.08 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-06-01 2.020 18411410.00 8033816.25 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-07-01 3.000 62814257.00 66908950.90 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2034-07-01 4.500 5080000.00 3967115.01 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-05-01 4.500 1323.00 558.94 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-05-01 3.464 91657516.00 18049798.89 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-01-01 5.000 1386.00 1.43 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-12-01 6.000 115280.00 51.46 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-05-01 6.000 1500000.00 1711.66 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-04-01 6.000 6815.00 6.97 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-12-01 7.000 279999.00 155.83 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-01 6.000 29000.00 31.77 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-05-01 5.500 102832.00 90.32 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-05-01 6.500 1045153.00 1630.45 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-01 5.500 98000.00 4604.25 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2037-11-01 5.500 59000.00 1699.53 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-01 7.000 62393.00 78.76 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-27 1.200 984000.00 981103.76 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-19 1.125 90000.00 90843.75 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-26 1.375 2061000.00 2090892.22 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-09 0.000 9911359.00 9513417.93 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-05-01 4.000 64873668.00 67739147.35 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-08-01 3.000 1000.00 992.85 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-01-01 3.000 15362183.00 15274415.33 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-12-01 3.000 96778006.00 74654561.13 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-10-01 3.500 43647357.00 33702848.63 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-05-01 4.000 87600000.00 69840191.62 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-06-01 3.000 5818683.00 6120498.73 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-01 2.782 100000000.00 66037538.53 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-01-01 2.758 7800.00 785.62 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-09-01 3.000 3594587.00 2727266.02 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-01 5.000 120717.00 4097.71 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-09-01 3.000 4302.00 2927.03 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-01 2.000 1775.00 1170.12 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-08-01 3.500 2964169.00 3132362.53 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-09-01 6.500 2000000.00 1323878.75 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2037-02-01 7.000 5866555.00 1075436.52 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-10-01 4.500 144520.00 28227.87 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2034-07-01 7.500 2500000.00 862955.12 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-06-01 8.000 676969.00 274719.27 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-05-01 4.500 386688.00 76906.72 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-05-01 4.500 875000.00 165175.33 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-01-01 5.000 586702.00 33326.92 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-09-01 4.500 610098.00 41419.50 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2037-11-01 6.000 49630464.00 3674581.57 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-04-01 6.000 42064803.00 1712423.94 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-07-01 6.000 35300000.00 2099015.67 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-10-01 7.000 9567252.00 1420961.61 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-06-01 7.645 2000000.00 1394131.23 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-08-01 5.500 479661.00 35740.26 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-07-01 5.000 103986.00 73803.48 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-03-01 5.000 35922.00 1482.75 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-06-01 2.500 2735.00 2093.75 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-01 2.500 445000.00 418064.48 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-04-01 7.500 4672266.00 63210.45 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2037-05-01 4.500 4620.00 84.69 Agency Mortgage-Backed Securities First Tier Security FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-08-05 2016-08-05 2016-08-05 N N N 0.0034 1000000000.00 1000000000.00 0.0364 N N Y N - N/A - FED HOME LOAN MTG CORP FED HOME LOAN MTG CORP 313396A45 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0048 1000000000.00 1000000000.00 0.0364 N Y Y N - N/A - FED RESERVE BANK OF NY FED RESERVE BANK OF NY 313589 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2020-05-31 1.375 196902800.00 200308535.19 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2021-11-15 8.000 433134300.00 592876113.03 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2037-02-15 4.750 400359100.00 606844543.40 U.S. Treasuries (including strips) First Tier Security FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0025 1400000000.00 1400000000.00 0.0510 N Y Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 313313BY3 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-02-16 2017-02-16 2017-02-16 N N N 0.0050 59863680.00 59863680.00 0.0022 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EEDE7 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-01 2016-12-01 2016-12-01 N N N 0.0045 280060480.00 280060480.00 0.0102 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EEWW6 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-06 2017-04-06 2017-04-06 N N N 0.0046 224991900.00 224991900.00 0.0082 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EDW81 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-26 2017-04-26 2017-04-26 N N N 0.0052 100007300.00 100007300.00 0.0036 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGER2 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-01 2018-06-13 2018-06-13 N N N 0.0062 114978265.00 114978265.00 0.0042 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFR74 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-23 2018-01-23 2018-01-23 N N N 0.0064 110066440.00 110066440.00 0.0040 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFVY0 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-25 2018-01-25 2018-01-25 N N N 0.0063 75048375.00 75048375.00 0.0027 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EF6A0 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-06 2017-11-06 2017-11-06 N N N 0.0056 200013000.00 200013000.00 0.0073 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFZM2 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-01 2018-06-12 2018-06-12 N N N 0.0072 50082850.00 50082850.00 0.0018 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFEE3 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-21 2017-03-21 2017-03-21 N N N 0.0048 225005625.00 225005625.00 0.0082 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFUC9 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-28 2017-11-28 2017-11-28 N N N 0.0065 85085000.00 85085000.00 0.0031 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFVE4 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-21 2017-08-21 2017-08-21 N N N 0.0060 250170250.00 250170250.00 0.0091 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EE4L1 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-05-22 2017-05-22 2017-05-22 N N N 0.0044 139890100.00 139890100.00 0.0051 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFDH7 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-01 2017-09-18 2017-09-18 N N N 0.0057 99976200.00 99976200.00 0.0036 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFL47 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-08 2017-03-08 2017-03-08 N N N 0.0055 207620350.00 207620350.00 0.0076 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7JA4 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-14 2017-06-14 2017-06-14 N N N 0.0061 200243600.00 200243600.00 0.0073 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7C78 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-25 2017-02-24 2017-02-24 N N N 0.0057 84053088.00 84053088.00 0.0031 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7DE2 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-22 2018-02-22 2018-02-22 N N N 0.0065 50038700.00 50038700.00 0.0018 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A73C7 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-19 2016-10-19 2016-10-19 N N N 0.0056 500155500.00 500155500.00 0.0182 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A72Y0 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-10-13 2017-01-13 2017-01-13 N N N 0.0062 500526000.00 500526000.00 0.0182 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A73D5 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-23 2017-01-23 2017-01-23 N N N 0.0058 750477000.00 750477000.00 0.0273 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A6KS5 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-25 2017-04-25 2017-04-25 N N N 0.0049 169997110.00 169997110.00 0.0062 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7PT6 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-05 2017-04-05 2017-04-05 N N N 0.0054 200102800.00 200102800.00 0.0073 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7WH4 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-10-27 2017-10-27 2017-10-27 N N N 0.0065 582040876.20 582040876.20 0.0212 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A8CR2 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-27 2017-11-27 2017-11-27 N N N 0.0056 299920800.00 299920800.00 0.0109 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A8L92 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-26 2017-12-26 2017-12-26 N N N 0.0058 499912500.00 499912500.00 0.0182 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A8MU4 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-29 2017-12-29 2017-12-29 N N N 0.0060 350273350.00 350273350.00 0.0127 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A8SN4 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-10-19 2018-01-19 2018-01-19 N N N 0.0063 300071100.00 300071100.00 0.0109 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384E88 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-06 2016-09-06 2016-09-06 N N N 0.0034 299927700.00 299927700.00 0.0109 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384F20 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-08 2016-09-08 2016-09-08 N N N 0.0041 14995410.00 14995410.00 0.0005 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7SD8 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-10-14 2016-10-14 2016-10-14 N N N 0.0044 100013200.00 100013200.00 0.0036 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7UH6 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-10-26 2016-10-26 2016-10-26 N N N 0.0047 100028800.00 100028800.00 0.0036 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7Y33 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2017-02-06 2017-02-06 2017-02-06 N N N 0.0053 100002200.00 100002200.00 0.0036 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384C49 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-17 2016-08-17 2016-08-17 N N N 0.0047 49994900.00 49994900.00 0.0018 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384C64 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-19 2016-08-19 2016-08-19 N N N 0.0049 149982750.00 149982750.00 0.0055 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384G52 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-19 2016-09-19 2016-09-19 N N N 0.0041 24991800.00 24991800.00 0.0009 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384G86 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-22 2016-09-22 2016-09-22 N N N 0.0041 24991300.00 24991300.00 0.0009 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384K40 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-10-12 2016-10-12 2016-10-12 N N N 0.0045 249847500.00 249847500.00 0.0091 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384T58 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-16 2016-12-16 2016-12-16 N N N 0.0041 99870200.00 99870200.00 0.0036 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384U80 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-27 2016-12-27 2016-12-27 N N N 0.0042 24964950.00 24964950.00 0.0009 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384V30 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-30 2016-12-30 2016-12-30 N N N 0.0044 98838036.00 98838036.00 0.0036 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384E47 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-02 2016-09-02 2016-09-02 N N N 0.0043 109976460.00 109976460.00 0.0040 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384M48 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-10-28 2016-10-28 2016-10-28 N N N 0.0037 100003341.81 100003341.81 0.0036 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384H69 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-28 2016-09-28 2016-09-28 N N N 0.0037 62245917.58 62245917.58 0.0023 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384H85 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-30 2016-09-30 2016-09-30 N N N 0.0041 24987925.00 24987925.00 0.0009 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384L31 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-10-19 2016-10-19 2016-10-19 N N N 0.0037 138396679.00 138396679.00 0.0050 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384P52 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-11-14 2016-11-14 2016-11-14 N N N 0.0045 99895000.00 99895000.00 0.0036 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384P78 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-11-16 2016-11-16 2016-11-16 N N N 0.0044 125774225.90 125774225.90 0.0046 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384F61 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-12 2016-09-12 2016-09-12 N N N 0.0041 24992975.00 24992975.00 0.0009 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384F87 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-14 2016-09-14 2016-09-14 N N N 0.0040 703792320.00 703792320.00 0.0256 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384F95 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-15 2016-09-15 2016-09-15 N N N 0.0041 314885655.00 314885655.00 0.0115 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384G29 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-16 2016-09-16 2016-09-16 N N N 0.0040 314403134.00 314403134.00 0.0114 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384L56 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-10-21 2016-10-21 2016-10-21 N N N 0.0038 776966635.00 776966635.00 0.0283 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384M22 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-10-26 2016-10-26 2016-10-26 N N N 0.0038 199854200.00 199854200.00 0.0073 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384K32 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-10-11 2016-10-11 2016-10-11 N N N 0.0042 99932900.00 99932900.00 0.0036 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384F38 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-09 2016-09-09 2016-09-09 N N N 0.0040 395646709.25 395646709.25 0.0144 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384N88 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-11-09 2016-11-09 2016-11-09 N N N 0.0044 170840457.00 170840457.00 0.0062 N N N N - N/A - FEDERAL NATL MTG ASSN FEDERAL NATL MTG ASSN 3135G0ZW6 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-10-21 2016-10-21 2016-10-21 N N N 0.0059 200065800.00 200065800.00 0.0073 N N N N - N/A - FEDERAL NATL MTG ASSN FEDERAL NATL MTG ASSN 3135G0B44 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-26 2017-01-26 2017-01-26 N N N 0.0050 361101080.00 361101080.00 0.0131 N N N N - N/A - FEDERAL NATL MTG ASSN FEDERAL NATL MTG ASSN 3135G0E66 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-08 2017-09-08 2017-09-08 N N N 0.0048 199934000.00 199934000.00 0.0073 N N N N - N/A - FEDERAL NATL MTG ASSN FEDERAL NATL MTG ASSN 3135G0L35 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-09-21 2018-03-21 2018-03-21 N N N 0.0059 500244500.00 500244500.00 0.0182 N N N N - N/A - GOLDMAN, SACHS & CO REPO GOLDMAN, SACHS & CO REPO FOR8UP27PHTHYVLBNG30 381906 0000042352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2044-09-01 4.000 43100000.00 37583763.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2044-07-01 4.000 40293294.00 37283707.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2045-06-01 4.000 37900000.00 37719343.06 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2044-04-01 4.000 36502934.00 36831004.64 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2042-05-01 2.620 83791882.00 30647986.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2022-05-01 2.750 36650000.00 37978810.11 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities FOR8UP27PHTHYVLBNG30 2042-10-01 3.000 50000000.00 36955384.44 Agency Mortgage-Backed Securities First Tier Security FITCH'S RATING F1 MOODY'S RATING NR S&P RATING A-1 2016-08-01 2016-08-01 2016-08-01 N N N 0.0032 250000000.00 250000000.00 0.0091 N Y Y N - N/A - HSBC SECURITIES HSBC SECURITIES CYYGQCGNHMHPSMRL3R97 40427S 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2025-01-15 2.375 42700.00 64889.43 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-01-15 2.000 49676900.00 70681220.33 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2027-01-15 2.375 13781000.00 20152868.92 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2028-01-15 1.750 25997300.00 34941483.31 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2028-04-15 3.625 42907900.00 88891727.67 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2029-01-15 2.500 18288200.00 26005729.76 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2029-04-15 3.875 62272100.00 132284058.04 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2032-04-15 3.375 7282700.00 14573946.22 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2040-02-15 2.125 1214500.00 1812760.77 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2041-02-15 2.125 8154600.00 12122299.15 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2042-02-15 0.750 62978700.00 69098460.11 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2043-02-15 0.625 44759200.00 46975537.56 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2044-02-15 1.375 126365000.00 155176361.24 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2045-02-15 0.750 67321500.00 71133741.02 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2046-02-15 1.000 18672900.00 21088341.02 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2016-08-04 0.000 15192000.00 15191847.87 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2016-08-11 0.000 16650000.00 16649168.35 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2016-08-18 0.000 29134000.00 29131086.12 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2016-10-13 0.000 16377200.00 16369175.01 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2016-10-27 0.000 19713800.00 19701972.11 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2016-11-10 0.000 2116000.00 2114434.18 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2021-01-31 1.375 302692237.00 308843465.94 U.S. Treasuries (including strips) First Tier Security FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0031 1150000000.00 1150000000.00 0.0419 N Y Y N - N/A - J.P.MORGAN SECURITIES RP J.P.MORGAN SECURITIES RP ZBUT11V806EZRVTWT807 617436 0001168524 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2021-02-28 2.000 51960000.00 54538077.25 U.S. Treasuries (including strips) U.S. TREASURY-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2021-05-31 1.375 127025000.00 129063324.86 U.S. Treasuries (including strips) First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 180000000.00 180000000.00 0.0066 N Y Y N - N/A - J.P.MORGAN SECURITIES RP J.P.MORGAN SECURITIES RP ZBUT11V806EZRVTWT807 617436 0001168524 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-08-01 5.000 64703000.00 4315533.69 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2026-10-01 3.500 54370000.00 25219822.19 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-12-01 3.500 65439720.00 43547952.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2043-09-01 4.500 69000000.00 54949758.23 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2043-02-01 3.500 28920000.00 24967450.35 Agency Mortgage-Backed Securities First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2016-08-04 2016-08-04 2016-08-04 N N N 0.0042 150000000.00 150000000.00 0.0055 N N Y N - N/A - MIZUHO SECURITIES USA MIZUHO SECURITIES USA 7TK5RJIZDFROZCA6XF66 606975 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2020-07-31 1.625 10939100.00 11297067.98 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2020-07-31 2.000 20590000.00 21604368.61 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2020-06-30 1.625 53000.00 54372.20 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2020-06-30 1.875 66654500.00 69044235.89 U.S. Treasuries (including strips) First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 100000000.00 100000000.00 0.0036 N Y Y N - N/A - NATIXIS, NY BRANCH REPO NATIXIS, NY BRANCH REPO AELIZRVUG3YVEFFUVL97 638730 0001456764 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2017-12-15 1.000 379152.00 381266.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-11-30 2.000 336960000.00 352472642.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-11-30 1.625 48.00 49.32 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-11-30 1.500 72000000.00 73600418.36 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-11-30 1.250 34560000.00 35021204.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2017-11-30 0.625 24000048.00 24007428.34 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2016-11-30 0.500 58464.00 58536.84 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2016-11-30 0.875 2879952.00 2888938.94 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-11-15 2.250 54273600.00 58031265.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2024-11-15 2.250 48000000.00 51261388.69 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-11-15 2.625 45519840.00 48779054.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-11-15 1.250 43197840.00 43788680.80 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-10-31 1.875 32160000.00 33448188.02 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-10-31 2.000 12000000.00 12579495.65 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-10-31 1.375 17518080.00 17826096.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-10-31 1.750 57029952.00 58964972.07 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2016-10-31 0.375 131999952.00 132121011.73 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-09-30 2.125 105308640.00 111258284.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-09-30 1.375 127680000.00 130105689.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-09-30 1.750 8040048.00 8307280.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2017-09-30 0.625 2400096.00 2404270.19 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2017-09-15 1.000 240000000.00 241851756.52 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-08-31 1.875 168000000.00 175382527.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-08-31 2.000 35999952.00 37847884.31 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-08-31 1.625 12960000.00 13351752.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2017-08-15 4.750 21120000.00 22475641.97 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-07-31 2.000 528.00 554.01 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-07-31 1.375 24000000.00 24474442.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2024-07-15 0.125 96000000.00 98030179.90 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-07-15 0.375 9120000.00 9697047.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-07-15 0.125 49680000.00 52760306.65 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-07-15 1.250 38880000.00 45687177.28 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-07-15 0.750 3840000.00 3833454.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-07-15 1.375 11040000.00 12797354.58 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-06-30 2.125 25695936.00 26991643.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-06-30 1.625 48.00 49.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-06-30 1.875 5280000.00 5469301.63 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-06-30 2.375 30240000.00 31251062.40 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2017-06-30 2.500 46703616.00 47598368.95 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-05-31 1.375 43.19 43.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-05-31 1.500 58944.00 60263.05 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-05-31 1.000 1920000.00 1932771.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-05-15 1.625 24096000.00 24424231.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-05-15 2.125 41674032.00 44079908.97 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-05-15 0.875 48.00 48.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-05-15 3.125 36000048.00 38552447.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-04-30 1.375 4824960.00 4905453.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-04-30 1.125 12960000.00 13074584.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-04-15 0.125 45504000.00 47415658.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-04-15 0.125 7199952.00 7483577.30 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-04-15 0.125 68120160.00 71347086.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-04-15 0.750 96000000.00 96251581.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2017-04-15 0.125 4429536.00 4686002.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-03-31 1.750 535200.00 554225.13 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-03-31 1.250 7707456.00 7799855.76 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-03-31 1.125 2400000.00 2425172.45 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-03-31 0.750 48577920.00 48722148.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2017-03-15 0.750 45599904.00 45796518.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-02-29 1.250 12000000.00 12196548.91 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-02-29 1.375 161760000.00 165149678.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-02-28 2.000 1034832.00 1086172.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-02-28 1.375 96.00 98.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-02-28 1.500 117600000.00 120487655.21 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-02-28 0.750 5280000.00 5299733.71 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-02-15 1.625 10053120.00 10227703.20 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-02-15 2.000 130904160.00 137761696.69 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2024-02-15 2.750 30004752.00 33346431.01 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-02-15 3.625 6288000.00 6986722.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-02-15 2.750 7199616.00 7651598.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-01-31 1.500 24000000.00 24581221.97 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-01-31 2.125 20166240.00 21314873.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2020-01-31 1.250 52799952.00 53718212.79 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-01-31 1.500 62375232.00 63956293.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-01-31 2.625 24000000.00 24997698.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-01-15 0.625 384000.00 408399.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-01-15 0.250 33600048.00 34614368.48 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2024-01-15 0.625 11519952.00 12394440.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2023-01-15 0.125 16962672.00 17820071.19 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2022-01-15 0.125 16800000.00 18068175.97 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-01-15 1.125 3840000.00 4477521.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-01-15 1.125 423840.00 427598.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2019-01-15 2.125 11039952.00 13152492.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2018-01-15 1.625 10560000.00 12477824.08 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2044-11-15 3.000 2400000.00 2810299.51 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2042-11-15 2.750 45492768.00 50993645.21 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2041-11-15 3.125 2400000.00 2884410.92 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2040-11-15 4.250 15360000.00 21838643.47 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2021-11-15 8.000 72000000.00 98553913.04 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2045-08-15 2.875 11040864.00 12708048.59 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2044-08-15 3.125 47999952.00 57927375.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2043-08-15 3.625 2399952.00 3173247.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2040-08-15 3.875 67200.00 91207.41 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2046-05-15 2.500 240.00 254.09 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2032-04-15 3.375 4320000.00 8643919.63 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2028-04-15 3.625 3754848.00 7777821.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2044-02-15 3.625 23570832.00 31143574.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2043-02-15 3.125 96.00 116.03 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2043-02-15 0.625 4718160.00 4951124.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2042-02-15 0.750 2015952.00 2211554.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2041-02-15 2.125 3840000.00 5707659.87 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2040-02-15 2.125 21600000.00 32235775.35 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-02-15 6.000 336.00 480.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2028-01-15 1.750 4320000.00 5805505.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2026-01-15 2.000 2396352.00 3409123.25 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) AELIZRVUG3YVEFFUVL97 2025-01-15 2.375 6720000.00 10210824.61 U.S. Treasuries (including strips) First Tier Security FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 3600000000.00 3600000000.00 0.1310 N Y Y N - N/A - RBC CAPITAL MARKETS RBC CAPITAL MARKETS 549300LCO2FLSSVFFR64 780050 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2020-12-31 1.750 97466200.00 100532396.60 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2025-11-15 2.250 38896000.00 41588987.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2023-11-15 2.750 24766000.00 27323352.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2016-11-15 0.625 662200.00 663560.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2022-07-31 2.000 2890900.00 3045736.92 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2019-07-15 0.750 47000000.00 46919880.32 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 549300LCO2FLSSVFFR64 2018-04-15 0.125 33346500.00 34926160.05 U.S. Treasuries (including strips) First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0032 250000000.00 250000000.00 0.0091 N Y Y N - N/A - RBC CAPITAL MARKETS RBC CAPITAL MARKETS 549300LCO2FLSSVFFR64 780050 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2021-12-01 6.000 7227190.00 466245.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2023-03-01 6.000 16918688.00 747821.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2046-04-01 3.500 41472.00 43635.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2046-05-01 3.500 223219279.00 233732823.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2046-04-01 3.500 3657920.00 3800789.47 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2046-04-01 3.500 226304.00 238110.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2044-06-01 4.000 2399252.00 1615489.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2043-11-01 4.000 10161507.00 6843040.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2023-05-01 6.000 9676629.00 6360123.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 549300LCO2FLSSVFFR64 2026-06-01 4.500 4695241.00 1151921.37 Agency Mortgage-Backed Securities First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 250000000.00 250000000.00 0.0091 N Y Y N - N/A - SOCIETE GENERALE- NY SOCIETE GENERALE- NY O2RNE8IBXP4R0TD8PU41 83365N 0000906433 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Fannie Mae-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-02-01 2.620 22895131.00 2994458.32 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-01-01 2.795 25572627.00 2836643.99 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2024-07-01 3.180 703599.00 741851.59 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2023-07-01 3.020 2550000.00 2612546.57 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-03-01 2.669 25778557.00 24830709.69 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-05-01 3.036 20217380.00 3096113.00 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2021-11-30 2.100 211003000.00 212123777.60 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-07-01 3.000 4231309.00 3095591.22 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-12-01 2.500 4037133.00 2668393.96 Agency Mortgage-Backed Securities First Tier Security FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-08-05 2016-08-05 2016-08-05 N N N 0.0035 250000000.00 250000000.00 0.0091 N N Y N - N/A - TD SECURITIES (USA) LLC TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 891100 0000803012 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2032-08-15 0.000 4000000.00 2921520.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2034-05-15 0.000 5600000.00 3889704.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2032-05-15 0.000 1500000.00 1102290.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2030-05-15 0.000 7990000.00 6190092.70 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2028-05-15 0.000 2100000.00 1700916.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2019-04-15 0.125 146100.00 151855.26 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2044-11-15 0.000 17700000.00 9143997.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2042-11-15 0.000 74650000.00 41070190.50 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2045-08-15 0.000 18600000.00 9381654.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2044-08-15 0.000 10000000.00 5211500.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2042-08-15 0.000 3900000.00 2165085.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2040-08-15 0.000 27600000.00 16337544.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2039-08-15 0.000 8150000.00 5000514.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2045-05-15 0.000 33150000.00 16875670.50 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2044-05-15 0.000 17459000.00 9224986.41 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2042-05-15 0.000 15500000.00 8684340.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2040-05-15 0.000 1700000.00 1014798.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2039-05-15 4.250 11232400.00 6956674.61 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2045-02-15 0.000 18400000.00 9434232.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2042-02-15 0.000 2900000.00 1642531.00 U.S. Treasuries (including strips) First Tier Security FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 155000000.00 155000000.00 0.0056 N Y Y N - N/A - TD SECURITIES (USA) LLC TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 891100 0000803012 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2017-06-30 2.500 414600.00 422542.95 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2022-02-28 1.750 7500.00 7780.35 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2044-08-15 3.125 25000.00 30170.53 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2031-06-01 2.500 28886321.00 29723440.26 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2043-10-01 4.000 47192653.00 35371517.86 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2044-09-01 4.000 116751980.00 107456026.02 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2045-10-01 4.000 115400000.00 118245210.90 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2044-08-01 4.000 132482571.00 116743371.52 Agency Mortgage-Backed Securities First Tier Security FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2016-08-05 2016-08-05 2016-08-05 N N N 0.0035 400000000.00 400000000.00 0.0146 N N Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828RF9 U.S. Treasury Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-31 2016-08-31 2016-08-31 N N N 0.0098 54036288.00 54036288.00 0.0020 N Y Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828FQ8 U.S. Treasury Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-15 2016-08-15 2016-08-15 N N N 0.0482 10018060.00 10018060.00 0.0004 N Y Y N - N/A - WELLS FARGO BANK N.A. WELLS FARGO BANK N.A. KB1H1DSPRFMYMCUFXT09 949748 0000105982 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE-Agency Mortgage-Backed Securities KB1H1DSPRFMYMCUFXT09 2043-04-01 3.000 187052207.00 150260327.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities KB1H1DSPRFMYMCUFXT09 2043-03-01 3.000 40320195.00 32048478.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities KB1H1DSPRFMYMCUFXT09 2042-03-01 3.500 138521456.00 72691194.48 Agency Mortgage-Backed Securities First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0036 250000000.00 250000000.00 0.0091 N Y Y N - N/A - WELLS FARGO SEC LLC WELLS FARGO SEC LLC 949750 0001224385 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE-Agency Mortgage-Backed Securities 2046-07-01 3.500 19174028.00 19948087.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-04-01 3.000 330834.00 343937.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-04-01 3.500 1494615.00 1554660.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-06-01 3.000 1158648.00 1205120.53 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-04-01 3.500 500000.00 520082.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-07-01 3.000 384001583.00 399203768.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-04-01 3.500 1558868.00 1620614.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-08-01 3.000 1270230853.00 1321527008.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-07-01 2.500 37579859.00 39076719.06 Agency Mortgage-Backed Securities First Tier Security FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0036 1750000000.00 1750000000.00 0.0637 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2016-08-03 /S/John Delise John Delise Treasury Manager