N-MFP2/A 0000798290 XXXXXXXX 2016-10-31 0000798290 213800MK2OTSN7TSAV83 S000005047 9 N N 033-07647 HSBC Global Asset Management (USA), Inc. 801-25999 PriceWaterhouseCoopers LLP New York NY HSBC Global Asset Management (USA), Inc. Citi Fund Services Ohio, Inc. 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Fees Waived, 99.25; Various SS Agents, SS Fees Waived, 274.84; C000013784 5000000.00 3890804826.76 3890819895.99 1.0000 1.0003 1.0003 1.0003 439416185.89 390676177.62 388162228.50 325258867.50 120280645.35 485697885.97 437792914.05 472080197.86 2328021998.60 1673713128.95 0.0020 Y HSBC, IA Fees Waived, 257693.40; C000013785 1.00 48773.97 48760.45 1.0003 1.0006 1.0006 1.0006 0.33 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.33 0.00 0.0001 Y HSBC, IA Fees Waived, 2.76; Various SS Agents, SS Fees Waived, 3.79; Foreside Dist Serv, 12b-1 Fees Waived, 30.71; C000013787 1000.00 1949214978.03 1949001876.84 1.0001 1.0004 1.0005 1.0004 62151463.91 51750218.33 36607153.79 28803679.11 45549625.85 90047727.41 35223980.35 36118206.50 217222590.77 215925822.84 0.0001 Y HSBC, IA Fees Waived, 156646.99; Various SS Agents, SS Fees Waived, 116317.37; C000013788 25000000.00 4686641668.11 4686743211.60 1.0000 1.0003 1.0003 1.0003 1411340179.25 726616355.15 1066785800.61 609044823.33 366440992.76 249670458.00 745486921.81 636884839.48 4135163649.00 2242752432.26 0.0031 Y HSBC, IA Fees Waived, 326285.08; HSBC, Admin Fees Waived, 32665.11; C000081883 10000000.00 2001.66 2001.71 1.0000 1.0003 1.0003 1.0003 0.30 0.00 1000.93 0.00 0.00 0.00 0.00 0.00 1001.23 0.00 0.0018 Y HSBC, IA Fees Waived, 0.08; Various SS Agents, SS Fees Waived, 0.05; BNP PARIBAS BNP Paribas, 0.3400% 0000872786 BNP316B01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2028-02-01 5.500000 1312554.00 72962.54 Agency Mortgage-Backed Securities FNMA 2035-06-01 7.000000 14.00 3.22 Agency Mortgage-Backed Securities FNMA 2031-08-01 7.500000 498567.00 31514.20 Agency Mortgage-Backed Securities FNMA 2026-01-01 4.000000 8792167.00 2737311.72 Agency Mortgage-Backed Securities FMAC 2041-03-01 4.000000 2218800.00 1848928.30 Agency Mortgage-Backed Securities FMAC 2019-01-01 4.000000 1686594.00 41055.21 Agency Mortgage-Backed Securities FMAC 2019-04-01 4.500000 1104088.00 69303.00 Agency Mortgage-Backed Securities FMAC 2019-07-01 5.500000 1525504.00 61767.97 Agency Mortgage-Backed Securities FMAC 2019-08-01 5.500000 647533.00 26564.21 Agency Mortgage-Backed Securities FMAC 2033-08-01 5.500000 652294.00 26497.90 Agency Mortgage-Backed Securities FMAC 2033-11-01 5.500000 7820021.00 489391.72 Agency Mortgage-Backed Securities FMAC 2033-12-01 6.500000 1398261.00 36288.15 Agency Mortgage-Backed Securities FNMA 2044-01-01 5.000000 55516.00 33260.41 Agency Mortgage-Backed Securities FNMA 2029-12-01 3.500000 5180136.00 4312481.40 Agency Mortgage-Backed Securities FNMA 2045-05-01 4.500000 3255165.00 3164638.31 Agency Mortgage-Backed Securities FNMA 2029-10-01 3.000000 500124.00 407217.86 Agency Mortgage-Backed Securities FNMA 2039-04-01 6.500000 3660872.00 4063392.17 Agency Mortgage-Backed Securities FNMA 2036-03-01 3.500000 943858.00 971642.63 Agency Mortgage-Backed Securities FNMA 2046-01-01 4.000000 8019408.00 8336417.44 Agency Mortgage-Backed Securities FMAC 2026-07-01 4.000000 5171484.00 1279799.40 Agency Mortgage-Backed Securities FMAC 2032-05-01 3.000000 1077420.00 613674.57 Agency Mortgage-Backed Securities FMAC 2034-09-01 5.500000 974053.00 27030.78 Agency Mortgage-Backed Securities FMAC 2031-10-01 7.000000 11086672.00 1633235.77 Agency Mortgage-Backed Securities FMAC 2026-01-01 4.000000 11828660.00 3597474.17 Agency Mortgage-Backed Securities FMAC 2026-04-01 4.000000 1570000.00 322456.05 Agency Mortgage-Backed Securities FMAC 2026-11-01 3.000000 175344.00 79862.30 Agency Mortgage-Backed Securities FMAC 2039-12-01 4.500000 1703000.00 704495.40 Agency Mortgage-Backed Securities FNMA 2024-03-01 6.000000 249427.00 57887.85 Agency Mortgage-Backed Securities FNMA 2046-05-01 3.500000 150000.00 154147.26 Agency Mortgage-Backed Securities FNMA 2045-12-01 3.500000 227804.00 220758.34 Agency Mortgage-Backed Securities FNMA 2023-02-01 6.000000 1292852.00 180144.44 Agency Mortgage-Backed Securities FNMA 2032-03-01 6.000000 58956416.00 3675903.41 Agency Mortgage-Backed Securities FNMA 2039-01-01 6.500000 1045.00 69.62 Agency Mortgage-Backed Securities FNMA 2028-04-01 3.500000 5281896.00 3606746.30 Agency Mortgage-Backed Securities FNMA 2035-09-01 4.500000 10.00 0.53 Agency Mortgage-Backed Securities FNMA 2045-11-01 3.500000 2039785.00 1924599.60 Agency Mortgage-Backed Securities FNMA 2045-11-01 3.500000 3599835.00 3677149.27 Agency Mortgage-Backed Securities FNMA 2044-06-01 4.500000 7890761.00 6359548.33 Agency Mortgage-Backed Securities FNMA 2045-04-01 3.500000 9850368.00 8858753.14 Agency Mortgage-Backed Securities FNMA 2045-09-01 3.500000 2826311.00 2317085.39 Agency Mortgage-Backed Securities FNMA 2046-05-01 3.000000 1652224.00 1643012.45 Agency Mortgage-Backed Securities FNMA 2043-05-01 3.000000 9002.00 6098.58 Agency Mortgage-Backed Securities FNMA 2031-05-01 3.000000 1013180.00 1039689.74 Agency Mortgage-Backed Securities FNMA 2044-11-01 4.500000 100350.00 91597.67 Agency Mortgage-Backed Securities FNMA 2030-04-01 3.500000 831638.00 675684.04 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.000000 11796374.00 12121803.89 Agency Mortgage-Backed Securities FNMA 2018-07-01 4.500000 5.00 0.09 Agency Mortgage-Backed Securities FNMA 2035-04-01 5.000000 2200000.00 153185.72 Agency Mortgage-Backed Securities FNMA 2018-08-01 4.000000 2000000.00 71988.83 Agency Mortgage-Backed Securities FNMA 2021-08-01 5.500000 3948250.00 220313.72 Agency Mortgage-Backed Securities FNMA 2034-04-01 4.500000 736000.00 99898.26 Agency Mortgage-Backed Securities FNMA 2025-07-01 5.000000 2161.00 317.52 Agency Mortgage-Backed Securities FNMA 2040-05-01 6.000000 31605558.00 3555191.33 Agency Mortgage-Backed Securities FNMA 2031-10-01 2.500000 3017980.00 3114173.08 Agency Mortgage-Backed Securities FNMA 2046-05-01 3.000000 126256.00 129684.20 Agency Mortgage-Backed Securities FNMA 2034-12-01 4.000000 95000.00 77657.84 Agency Mortgage-Backed Securities GNMA 2040-06-15 4.100000 3099662.00 3308937.89 U.S. Treasuries (including strips) GNMA 2045-12-20 3.000000 5939301.00 5530801.21 U.S. Treasuries (including strips) GNMA 2046-01-20 3.500000 3835740.00 3529531.97 U.S. Treasuries (including strips) GNMA 2040-05-15 5.050000 3623.00 3122.92 U.S. Treasuries (including strips) GNMA 2038-11-15 6.000000 3312893.00 605849.26 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0034 100000000.00 100000000.00 0.0095 N Y Y N BNP PARIBAS BNP Paribas, 0.3200% 0000872786 BNP216B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-03-31 2.250000 195616900.00 203999907.47 U.S. Treasuries (including strips) USTR 2020-08-15 8.750000 100.00 129.92 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0032 200000000.00 200000000.00 0.0190 N Y Y N CITIGROUP INC. Citigroup Global Markets, 0.3400% 0000831001 CGM116B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2017-10-12 0.000000 1200.00 1192.58 U.S. Treasuries (including strips) USTR 2044-05-15 0.000000 8843000.00 4213247.35 U.S. Treasuries (including strips) USTR 2019-12-31 1.625000 13138800.00 13440090.89 U.S. Treasuries (including strips) USTR 2017-01-15 2.375000 3632000.00 4396546.04 U.S. Treasuries (including strips) USTR 2018-04-30 0.750000 10045000.00 10037154.86 U.S. Treasuries (including strips) USTR 2034-05-15 0.000000 15983442.50 10403303.05 U.S. Treasuries (including strips) USTR 2027-05-15 0.000000 9283000.00 7464924.45 U.S. Treasuries (including strips) USTR 2029-08-15 0.000000 25149952.00 19014118.21 U.S. Treasuries (including strips) USTR 2030-08-15 0.000000 4592204.46 3360988.52 U.S. Treasuries (including strips) USTR 2031-02-15 0.000000 3753366.00 2718975.86 U.S. Treasuries (including strips) USTR 2040-02-15 0.000000 18107000.00 9682899.32 U.S. Treasuries (including strips) USTR 2040-11-15 0.000000 14829200.00 7730461.96 U.S. Treasuries (including strips) USTR 2041-11-15 0.000000 18953921.34 9536096.90 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0034 100000000.00 100000000.00 0.0095 N Y Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.5846% 3133EDJX1 US3133EDJX13 COEK1765412 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-17 2017-04-17 2017-04-17 N N N 0.0058 20626458.36 20626458.36 0.0020 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.5640% 3133EDW81 US3133EDW811 COEK5044764 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-26 2017-04-26 2017-04-26 N N N 0.0056 10184320.30 10184320.30 0.0010 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.4700% 313312U99 US313312U998 COQJ2110022 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-12-28 2016-12-28 2016-12-28 N N N 0.0047 40987003.00 40987003.00 0.0039 N N Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.5900% 313313HK7 US313313HK73 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-06-27 2017-06-27 2017-06-27 N N N 0.0059 9967610.00 9967610.00 0.0009 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.5203% 3133EEXK1 US3133EEXK19 COEK8408669 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-07 2017-04-10 2017-04-10 N N N 0.0052 50003200.00 50003200.00 0.0047 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.5040% 3133EGWC5 US3133EGWC59 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-25 2017-10-25 2017-10-25 N N N 0.0050 100069300.00 100069300.00 0.0095 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.5057% 3133EGYY5 US3133EGYY51 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-20 2018-04-20 2018-04-20 N N N 0.0051 50015100.00 50015100.00 0.0047 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.5300% 3133EFS81 US3133EFS814 COJK5255860 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-01 2017-04-28 2017-04-28 N N N 0.0053 50010950.00 50010950.00 0.0047 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.6000% 3133EGRS6 US3133EGRS66 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-01 2017-12-22 2017-12-22 N N N 0.0060 66011352.00 66011352.00 0.0063 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4050% 3130A9LB5 US3130A9LB51 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-21 2017-04-21 2017-04-21 N N N 0.0041 130041080.00 130041080.00 0.0123 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5830% 3130A9RE3 US3130A9RE37 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-19 2018-01-19 2018-01-19 N N N 0.0058 150036000.00 150036000.00 0.0142 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5300% 313384P78 US313384P781 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-16 2016-11-16 2016-11-16 N N N 0.0053 29997630.00 29997630.00 0.0028 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.3500% 313384Q85 US313384Q854 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-25 2016-11-25 2016-11-25 N N N 0.0035 72600778.53 72600778.53 0.0069 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.2500% 313384N96 US313384N968 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-10 2016-11-10 2016-11-10 N N N 0.0025 49997600.00 49997600.00 0.0047 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.2800% 313384P52 US313384P526 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-14 2016-11-14 2016-11-14 N N N 0.0028 199986200.00 199986200.00 0.0190 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.6690% 3130A7X83 US3130A7X839 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-02 2017-11-02 2017-11-02 N N N 0.0067 50133900.00 50133900.00 0.0047 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.8060% 3130A7WN1 US3130A7WN15 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-27 2017-10-27 2017-10-27 N N N 0.0081 8022176.00 8022176.00 0.0008 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5120% 3130A8DY6 US3130A8DY63 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-03 2016-11-03 2016-11-03 N N N 0.0051 63000819.00 63000819.00 0.0060 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5010% 3130A84L4 US3130A84L43 COLW1382834 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-18 2016-11-18 2016-11-18 N N N 0.0050 200001000.00 200001000.00 0.0190 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.8060% 3130A7WH4 US3130A7WH47 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-27 2017-10-27 2017-10-27 N N N 0.0081 8022176.00 8022176.00 0.0008 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5146% 3130A6C54 US3130A6C546 COUV5155394 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-21 2017-08-21 2017-08-21 N N N 0.0051 100096600.00 100096600.00 0.0095 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4850% 3130A5VZ9 US3130A5VZ97 COAF2173199 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-09 2017-01-09 2017-01-09 N N N 0.0048 85028815.00 85028815.00 0.0081 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.8340% 3130A7P66 US3130A7P660 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-12-29 2017-09-29 2017-09-29 N N N 0.0083 100310300.00 100310300.00 0.0095 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5390% 3130A6KS5 US3130A6KS56 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-25 2017-04-25 2017-04-25 N N N 0.0054 14864181.75 14864181.75 0.0014 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5750% 3130A9E31 US3130A9E314 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-12-07 2017-09-07 2017-09-07 N N N 0.0057 190190380.00 190190380.00 0.0180 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5800% 3130A9BQ3 US3130A9BQ31 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-05-30 2017-05-30 2017-05-30 N N N 0.0061 50016700.00 50016700.00 0.0047 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4040% 3130A9KD2 US3130A9KD27 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-22 2017-03-22 2017-03-22 N N N 0.0040 100033600.00 100033600.00 0.0095 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5090% 3130A9F97 US3130A9F972 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-12 2017-09-12 2017-09-12 N N N 0.0051 100081800.00 100081800.00 0.0095 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5760% 3130A95P2 US3130A95P20 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-22 2017-08-22 2017-08-22 N N N 0.0058 16022624.00 16022624.00 0.0015 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.7970% 3130A8Q97 US3130A8Q971 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-10 2017-10-10 2017-10-10 N N N 0.0080 100280900.00 100280900.00 0.0095 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.8320% 3130A8PQ0 US3130A8PQ02 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-08 2018-01-08 2018-01-08 N N N 0.0083 100335800.00 100335800.00 0.0095 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4350% 3130A93G4 US3130A93G49 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-16 2017-03-16 2017-03-16 N N N 0.0043 30012180.00 30012180.00 0.0028 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5980% 3130A8ZM8 US3130A8ZM87 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-08 2017-11-08 2017-11-08 N N N 0.0060 175291375.00 175291375.00 0.0166 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.7500% 3137EADV8 US3137EADV85 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-07-14 2017-07-14 2017-07-14 N N N 0.0062 20924160.40 20924160.40 0.0020 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.5759% 3134G75N7 S6XOOCT0IEG5ABCC6L87 US3134G75N75 COQJ3497246 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-27 2017-04-27 2017-04-27 N N N 0.0058 16020432.00 16020432.00 0.0015 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.5357% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 COEK6905781 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-13 2017-01-13 2017-01-13 N N N 0.0054 232606020.00 232606020.00 0.0220 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.4304% 3134GAWE0 US3134GAWE01 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-28 2017-04-28 2017-04-28 N N N 0.0043 100002500.00 100002500.00 0.0095 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.5446% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 COUV8740051 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-16 2017-08-16 2017-08-16 N N N 0.0054 150130350.00 150130350.00 0.0142 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.5383% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 COQJ0773557 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-05 2017-10-05 2017-10-05 N N N 0.0054 100095900.00 100095900.00 0.0095 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.8071% 3135G0L27 US3135G0L275 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-12-20 2017-12-20 2017-12-20 N N N 0.0081 27812371.00 27812371.00 0.0026 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.5490% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 COEK7135727 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-11-26 2017-01-26 2017-01-26 N N N 0.0055 100056300.00 100056300.00 0.0095 N N N N FEDERAL RESERVE BANK OF NEW YORK Federal Reserve Bank, N.Y., 0.2500% 0001390776 FRB116B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2037-05-15 5.000000 269653200.00 394997972.80 U.S. Treasuries (including strips) USTR 2043-02-15 3.125000 386014900.00 429506705.78 U.S. Treasuries (including strips) USTR 2021-03-31 2.250000 209630000.00 218613527.79 U.S. Treasuries (including strips) USTR 2021-11-15 2.000000 1180342600.00 1226594068.20 U.S. Treasuries (including strips) USTR 2022-02-15 2.000000 5131000.00 5303580.07 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0025 2275000000.00 2275000000.00 0.2157 N Y Y N GOLDMAN SACHS GROUP INC. Goldman Sachs & Co., 0.3200% 0000886982 GOL116B01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2040-02-01 4.500000 250018000.00 59297037.22 Agency Mortgage-Backed Securities FMAC 2044-08-01 4.000000 6686795.00 5628252.90 Agency Mortgage-Backed Securities FNMA 2028-05-01 3.000000 54697023.00 37074710.28 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0032 100000000.00 100000000.00 0.0095 N Y Y N GOLDMAN SACHS GROUP INC. Goldman Sachs & Co., 0.3300% 0000886982 GOL216A28 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2019-07-01 4.000000 44367234.00 2779723.55 Agency Mortgage-Backed Securities FNMA 2030-02-01 3.500000 3413766.00 2997717.28 Agency Mortgage-Backed Securities FNMA 2045-07-01 4.500000 2777401.00 2798719.58 Agency Mortgage-Backed Securities FNMA 2045-09-01 4.500000 2888697.00 3173088.34 Agency Mortgage-Backed Securities FNMA 2046-03-01 3.500000 3444044.00 2773411.65 Agency Mortgage-Backed Securities FNMA 2026-06-01 2.000000 2824743.00 2750716.63 Agency Mortgage-Backed Securities FNMA 2046-08-01 3.000000 2750000.00 2805391.02 Agency Mortgage-Backed Securities FNMA 2042-10-01 3.500000 6654603.00 3264918.66 Agency Mortgage-Backed Securities FNMA 2030-04-01 5.000000 5504198.00 2775884.79 Agency Mortgage-Backed Securities FNMA 2034-06-01 5.500000 41254509.00 2768822.51 Agency Mortgage-Backed Securities FNMA 2032-12-01 6.500000 51000000.00 3330515.93 Agency Mortgage-Backed Securities FNMA 2033-06-01 3.000000 3491330.00 3176362.72 Agency Mortgage-Backed Securities FNMA 2028-05-01 2.500000 4492293.00 3145114.96 Agency Mortgage-Backed Securities FNMA 2045-06-01 3.034000 3491220.00 3283097.27 Agency Mortgage-Backed Securities FNMA 2030-06-01 3.000000 3532346.00 3305121.53 Agency Mortgage-Backed Securities FNMA 2035-06-01 3.500000 3166979.00 3062438.83 Agency Mortgage-Backed Securities FNMA 2035-07-01 3.500000 3257848.00 2960211.00 Agency Mortgage-Backed Securities FNMA 2045-07-01 2.636000 4230344.00 3074772.11 Agency Mortgage-Backed Securities FNMA 2030-07-01 3.000000 3075940.00 2745724.50 Agency Mortgage-Backed Securities FNMA 2035-08-01 3.500000 3204335.00 2848843.31 Agency Mortgage-Backed Securities FNMA 2034-02-01 2.524000 50019177.00 2825735.60 Agency Mortgage-Backed Securities FNMA 2044-12-01 3.060000 3461660.00 2780732.21 Agency Mortgage-Backed Securities FNMA 2045-05-01 4.000000 3410000.00 2793334.64 Agency Mortgage-Backed Securities FNMA 2043-09-01 4.500000 3816000.00 3227704.78 Agency Mortgage-Backed Securities FNMA 2044-11-01 4.000000 1653385.00 1646128.59 Agency Mortgage-Backed Securities FNMA 2045-03-01 3.000000 3200000.00 3117659.52 Agency Mortgage-Backed Securities FNMA 2029-06-01 3.000000 3780123.00 3019765.89 Agency Mortgage-Backed Securities FNMA 2046-04-01 4.000000 2843211.00 3102946.57 Agency Mortgage-Backed Securities FNMA 2029-12-01 3.000000 3282154.00 3021531.26 Agency Mortgage-Backed Securities FNMA 2045-12-01 2.640000 3880000.00 3101645.14 Agency Mortgage-Backed Securities FNMA 2031-02-01 2.500000 2981525.00 2925572.67 Agency Mortgage-Backed Securities FNMA 2045-12-01 3.500000 3229875.00 3185252.77 Agency Mortgage-Backed Securities FNMA 2046-01-01 3.500000 3114075.00 3001523.82 Agency Mortgage-Backed Securities FNMA 2036-04-01 2.625000 18326816.00 3103564.43 Agency Mortgage-Backed Securities FNMA 2042-10-01 4.000000 4221962.00 3148798.84 Agency Mortgage-Backed Securities FNMA 2045-10-01 2.531000 3464556.00 3072622.99 Agency Mortgage-Backed Securities FNMA 2046-06-01 4.500000 2645162.00 2859553.47 Agency Mortgage-Backed Securities FNMA 2046-04-01 4.000000 2529521.00 2739200.84 Agency Mortgage-Backed Securities FNMA 2031-05-01 3.000000 2915544.00 3005765.33 Agency Mortgage-Backed Securities FNMA 2046-09-01 4.500000 2745229.00 3098184.76 Agency Mortgage-Backed Securities FNMA 2043-10-01 4.000000 3655750.00 3244785.70 Agency Mortgage-Backed Securities FNMA 2046-09-01 4.500000 2639968.00 2964189.82 Agency Mortgage-Backed Securities FNMA 2046-09-01 4.000000 2485687.00 2743872.72 Agency Mortgage-Backed Securities FNMA 2036-09-01 3.000000 3181575.00 3315750.02 Agency Mortgage-Backed Securities FNMA 2040-05-01 4.500000 8528362.00 2939316.15 Agency Mortgage-Backed Securities FNMA 2039-12-01 2.580000 24672000.00 2949578.77 Agency Mortgage-Backed Securities FNMA 2043-11-01 4.000000 3461630.00 3174598.59 Agency Mortgage-Backed Securities FNMA 2032-09-01 3.000000 4586681.00 2814815.97 Agency Mortgage-Backed Securities FNMA 2020-04-01 4.000000 61788271.00 3103222.59 Agency Mortgage-Backed Securities FNMA 2046-09-01 4.000000 2886129.00 3165808.18 Agency Mortgage-Backed Securities FNMA 2030-09-01 2.500000 2720732.00 2787812.26 Agency Mortgage-Backed Securities FNMA 2029-10-01 3.000000 2797045.00 2876131.00 Agency Mortgage-Backed Securities FNMA 2023-09-01 5.000000 3183094.00 3074115.58 Agency Mortgage-Backed Securities FNMA 2044-07-01 4.000000 2872547.00 3102624.96 Agency Mortgage-Backed Securities FNMA 2031-10-01 2.500000 2879877.00 2977586.43 Agency Mortgage-Backed Securities FNMA 2046-05-01 4.500000 2746444.00 3044284.06 Agency Mortgage-Backed Securities FMAC 2039-03-01 4.500000 9309238.00 1704229.03 Agency Mortgage-Backed Securities FMAC 2040-05-01 5.500000 9222627.00 2912610.88 Agency Mortgage-Backed Securities FMAC 2040-12-01 4.000000 5200000.00 2985336.58 Agency Mortgage-Backed Securities FMAC 2036-05-01 2.844000 30000000.00 2761662.29 Agency Mortgage-Backed Securities FMAC 2039-03-01 4.500000 11176180.00 2807417.94 Agency Mortgage-Backed Securities FMAC 2032-06-01 4.000000 5044969.00 2842475.72 Agency Mortgage-Backed Securities FMAC 2044-09-01 2.731000 5502069.00 3153856.06 Agency Mortgage-Backed Securities FMAC 2045-04-01 2.832000 3953688.00 2756375.94 Agency Mortgage-Backed Securities FMAC 2045-05-01 2.826000 4014185.00 3336751.54 Agency Mortgage-Backed Securities FMAC 2041-07-01 5.000000 5463389.00 3063342.08 Agency Mortgage-Backed Securities FMAC 2041-11-01 4.000000 5248527.00 2768869.25 Agency Mortgage-Backed Securities FMAC 2042-09-01 4.500000 3919306.00 2798957.03 Agency Mortgage-Backed Securities FMAC 2045-02-01 4.000000 2634120.00 2799503.40 Agency Mortgage-Backed Securities FMAC 2042-12-01 3.000000 4650000.00 2942976.27 Agency Mortgage-Backed Securities FMAC 2029-07-01 3.500000 3650114.00 3203317.75 Agency Mortgage-Backed Securities FMAC 2043-09-01 4.500000 3683593.00 2990320.52 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.500000 3967138.00 2785402.13 Agency Mortgage-Backed Securities FMAC 2035-02-01 3.500000 3087160.00 2840913.35 Agency Mortgage-Backed Securities FMAC 2035-03-01 3.500000 3112625.00 3092280.52 Agency Mortgage-Backed Securities FMAC 2044-08-01 4.000000 5177950.00 2873458.92 Agency Mortgage-Backed Securities FMAC 2046-03-01 4.500000 2578447.00 2856259.26 Agency Mortgage-Backed Securities FMAC 2046-09-01 4.000000 2664708.00 2918953.71 Agency Mortgage-Backed Securities FMAC 2046-02-01 4.000000 2743406.00 2993541.77 Agency Mortgage-Backed Securities FMAC 2046-05-01 4.000000 2919472.00 3190785.09 Agency Mortgage-Backed Securities FMAC 2045-12-01 4.000000 2631711.00 2844022.05 Agency Mortgage-Backed Securities FMAC 2046-06-01 3.000000 3200000.00 3232862.03 Agency Mortgage-Backed Securities FNMA 2022-05-01 6.500000 255682033.00 3169912.96 Agency Mortgage-Backed Securities FNMA 2036-04-01 4.000000 3000000.00 3173336.43 Agency Mortgage-Backed Securities FNMA 2036-03-01 3.500000 3240000.00 3321948.48 Agency Mortgage-Backed Securities FNMA 2042-04-01 3.000000 4697520.00 3248541.72 Agency Mortgage-Backed Securities FNMA 2043-10-01 3.210000 8085803.00 3343063.20 Agency Mortgage-Backed Securities FNMA 2043-11-01 2.867000 7606652.00 2985528.25 Agency Mortgage-Backed Securities FNMA 2028-05-01 2.000000 3944565.00 2927070.51 Agency Mortgage-Backed Securities FNMA 2033-08-01 4.000000 3240952.00 2829157.23 Agency Mortgage-Backed Securities FNMA 2028-11-01 6.500000 2999999.00 3097577.51 Agency Mortgage-Backed Securities FNMA 2022-11-01 2.420000 3323427.00 3173183.47 Agency Mortgage-Backed Securities FNMA 2025-05-01 2.850000 2775000.00 2788899.08 Agency Mortgage-Backed Securities FNMA 2023-07-01 3.670000 2500000.00 2746983.33 Agency Mortgage-Backed Securities FNMA 2044-05-01 4.500000 3430388.00 3173680.57 Agency Mortgage-Backed Securities FMAC 2029-08-01 3.500000 3799317.00 3185355.71 Agency Mortgage-Backed Securities FMAC 2031-10-01 3.000000 2676987.00 2830190.97 Agency Mortgage-Backed Securities FNMA 2041-08-01 3.670000 7663636.00 2790875.62 Agency Mortgage-Backed Securities FNMA 2041-08-01 4.500000 5955000.00 2836418.80 Agency Mortgage-Backed Securities FNMA 2043-01-01 2.167000 4325000.00 3078282.74 Agency Mortgage-Backed Securities FNMA 2020-06-01 4.000000 10484227.00 2849718.26 Agency Mortgage-Backed Securities FNMA 2018-12-01 4.000000 143316897.00 3102652.00 Agency Mortgage-Backed Securities FNMA 2042-07-01 4.000000 3983000.00 3014829.24 Agency Mortgage-Backed Securities Y Moody's P 1 Standard & Poor's A-1+ 2016-11-03 2016-11-03 2016-11-03 N N N 0.0033 300000000.00 300000000.00 0.0285 N N Y N MERRILL LYNCH & CO. INC. Merrill Lynch Pierce Fenner & Smith, Inc., 0.3100% 0001102113 MER116B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2023-01-15 0.125000 144693000.00 153000023.04 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0031 150000000.00 150000000.00 0.0142 N Y Y N ROYAL BANK OF SCOTLAND RBS Securities, Inc., 0.2800% 0000844150 RBS216B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2023-01-15 0.125000 97375700.00 102975058.59 U.S. Treasuries (including strips) USTR 2017-04-15 0.125000 85345000.00 90726584.87 U.S. Treasuries (including strips) USTR 2026-07-15 0.125000 213038500.00 214302822.84 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0028 400000000.00 400000000.00 0.0379 N Y Y N SOCIETE GENERALE SAA. Societe' Generale, 0.3800% 0000865845 SOC316A13 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2027-11-01 2.500000 3101492.00 1417588.41 Agency Mortgage-Backed Securities FNMA 2044-01-01 4.000000 1899.00 1498.40 Agency Mortgage-Backed Securities FNMA 2046-05-01 3.500000 51780000.00 52494224.34 Agency Mortgage-Backed Securities FNMA 2036-09-01 2.486000 1036.00 90.82 Agency Mortgage-Backed Securities FNMA 2039-07-01 2.915000 28900083.00 7155832.79 Agency Mortgage-Backed Securities USTR 2016-11-03 0.000000 800.00 799.99 U.S. Treasuries (including strips) USTR 2044-02-15 1.375000 75368600.00 89817169.75 U.S. Treasuries (including strips) USTR 2017-01-15 2.375000 132000.00 159786.37 U.S. Treasuries (including strips) USTR 2025-01-15 0.250000 56775000.00 58439105.44 U.S. Treasuries (including strips) USTR 2021-05-31 1.375000 30335700.00 30614362.25 U.S. Treasuries (including strips) USTR 2022-07-31 2.000000 14425100.00 14899541.54 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2016-11-15 2016-11-15 2016-11-15 N N N 0.0038 250000000.00 250000000.00 0.0237 N N N N SOCIETE GENERALE SAA. Societe' Generale, 0.3300% 0000865845 SOC116B01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2018-10-31 0.000000 7583900.00 7583824.16 U.S. Treasuries (including strips) USTR 2019-10-31 1.250000 135511100.00 136442738.81 U.S. Treasuries (including strips) USTR 2044-05-15 3.375000 31300700.00 36726655.08 U.S. Treasuries (including strips) USTR 2045-02-15 2.500000 43323800.00 42555278.17 U.S. Treasuries (including strips) USTR 2022-05-31 1.875000 1435700.00 1478359.12 U.S. Treasuries (including strips) FNMA 2041-01-01 3.294000 24473399.00 3685128.44 Agency Mortgage-Backed Securities FNMA 2019-10-01 4.655000 75000.00 54549.39 Agency Mortgage-Backed Securities USTR 2039-11-15 4.375000 23586900.00 31965243.13 U.S. Treasuries (including strips) USTR 2041-02-15 4.750000 2889000.00 4101856.68 U.S. Treasuries (including strips) USTR 2021-11-15 8.000000 100.00 135.92 U.S. Treasuries (including strips) USTR 2027-08-15 6.375000 8100.00 11747.99 U.S. Treasuries (including strips) USTR 2029-02-15 5.250000 4900.00 6697.92 U.S. Treasuries (including strips) USTR 2016-11-03 0.000000 100.00 100.00 U.S. Treasuries (including strips) FHLB 2019-09-26 1.000000 5105000.00 5100008.44 Agency Mortgage-Backed Securities FNMA 2029-11-01 3.630000 2728000.00 2890449.28 Agency Mortgage-Backed Securities FNMA 2042-05-01 2.488000 2752460.00 1566264.85 Agency Mortgage-Backed Securities FMAC 2032-05-01 3.500000 13592640.00 6978797.84 Agency Mortgage-Backed Securities FNMA 2038-04-01 2.774000 1008.00 117.39 Agency Mortgage-Backed Securities FNMA 2032-03-01 3.500000 50345304.00 24267662.86 Agency Mortgage-Backed Securities FNMA 2036-01-01 2.496000 1031.00 108.33 Agency Mortgage-Backed Securities FNMA 2027-11-01 3.000000 1063898.00 583313.17 Agency Mortgage-Backed Securities FNMA 2044-08-01 4.000000 1104.00 963.81 Agency Mortgage-Backed Securities Y Moody's P 1 Standard & Poor's A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0033 300000000.00 300000000.00 0.0285 N Y Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 0.2800% 0000947263 TOR116B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2017-09-14 0.000000 288000.00 286467.84 U.S. Treasuries (including strips) USTR 2045-02-15 2.500000 103550500.00 101713615.43 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0028 100000000.00 100000000.00 0.0095 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 0.7500% 912828C32 US9128C327 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-03-15 2017-03-15 2017-03-15 N N N 0.0046 100131100.00 100131100.00 0.0095 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 0.6250% 912828B74 US912828B741 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-02-15 2017-02-15 2017-02-15 N N N 0.0042 125115000.00 125115000.00 0.0119 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 4.7500% 912828HA1 US912828HA15 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-08-15 2017-08-15 2017-08-15 N N N 0.0066 92879280.00 92879280.00 0.0088 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 0.6250% 912828H29 US912828H292 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-12-31 2016-12-31 2016-12-31 N N N 0.0038 280173040.00 280173040.00 0.0266 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.4300% 912796JA8 US912796JA86 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-02-02 2017-02-02 2017-02-02 N N N 0.0043 224801100.00 224801100.00 0.0213 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 0.8750% 912828RX0 US912828RX08 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-12-31 2016-12-31 2016-12-31 N N N 0.0040 350359100.00 350359100.00 0.0332 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 0.7500% 912828A91 US912828A917 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-15 2017-01-15 2017-01-15 N N N 0.0035 100098700.00 100098700.00 0.0095 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.3200% 912796KC2 US912796KC24 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-12 2017-01-12 2017-01-12 N N N 0.0032 49974350.00 49974350.00 0.0047 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 0.5000% 912828J35 US912828J355 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-02-28 2017-02-28 2017-02-28 N N N 0.0051 75045525.00 75045525.00 0.0071 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 1.0000% 912828SM3 US912828SM34 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-03-31 2017-03-31 2017-03-31 N N N 0.0049 375917250.00 375917250.00 0.0356 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 0.8750% 912828SS0 US912828SS04 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-04-30 2017-04-30 2017-04-30 N N N 0.0052 180312300.00 180312300.00 0.0171 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 3.0000% 912828MS6 US912828MS67 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-02-28 2017-02-28 2017-02-28 N N N 0.0053 151321800.00 151321800.00 0.0143 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 0.8750% 912828SJ0 US912828SJ05 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-02-28 2017-02-28 2017-02-28 N N N 0.0041 75137775.00 75137775.00 0.0071 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 3.2500% 912828MD9 US912828MD98 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2016-12-31 2016-12-31 2016-12-31 N N N 0.0045 50244650.00 50244650.00 0.0048 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 0.5000% 912828K66 US912828K668 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-04-30 2017-04-30 2017-04-30 N N N 0.0054 119987880.00 119987880.00 0.0114 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 0.6250% 912828SY7 US912828SY71 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-05-31 2017-05-31 2017-05-31 N N N 0.0054 50026350.00 50026350.00 0.0047 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 0.7500% 912828TB6 US912828TB69 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-06-30 2017-06-30 2017-06-30 N N N 0.0060 50051750.00 50051750.00 0.0047 N Y Y N HSBC Funds 2016-12-02 Scott H Rhodes Scott H Rhodes Treasurer