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0.0048 N N N N Fannie Mae Fannie Mae, 0.54% 31359MW41 B1V7KEBTPIMZEU4LTD58 US31359MW416 0000310522 U.S. Government Agency Debt N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0054 7122626.00 7122626.00 7122626.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.39% 3133EE2V1 US3133EE2V15 U.S. Government Agency Debt N/A N/A 2016-05-06 2016-07-06 2016-07-06 N N N 0.0039 3000264.00 3000264.00 3000264.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.40% 3133EEYC8 US3133EEYC83 U.S. Government Agency Debt N/A N/A 2016-05-20 2016-07-20 2016-07-20 N N N 0.0040 5000585.00 5000585.00 5000585.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.41% 3133EDPM8 US3133EDPM83 U.S. Government Agency Debt N/A N/A 2016-05-03 2016-10-03 2016-10-03 N N N 0.0041 2000104.00 2000104.00 2000104.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.41% 3133EEWV8 US3133EEWV82 U.S. Government Agency Debt N/A N/A 2016-05-06 2016-10-06 2016-10-06 N N N 0.0041 3000066.00 3000066.00 3000066.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.42% 3133EFDG9 US3133EFDG91 U.S. Government Agency Debt N/A N/A 2016-05-20 2016-09-20 2016-09-20 N N N 0.0042 5000470.00 5000470.00 5000470.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 3133EFRD1 US3133EFRD15 U.S. Government Agency Debt N/A N/A 2016-04-30 2016-06-30 2016-06-30 N N N 0.0044 19003382.00 19003382.00 19003382.00 0.0056 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.45% 3133EFRG4 US3133EFRG46 U.S. Government Agency Debt N/A N/A 2016-04-30 2016-07-22 2016-07-22 N N N 0.0045 10002160.00 10002160.00 10002160.00 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.45% 3133EFSB4 US3133EFSB40 U.S. Government Agency Debt N/A N/A 2016-05-10 2016-06-10 2016-06-10 N N N 0.0045 50007050.00 50007050.00 50007050.00 0.0147 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133ECYT5 US3133ECYT52 U.S. Government Agency Debt N/A N/A 2016-05-06 2016-06-06 2016-06-06 N N N 0.0046 25503417.00 25503417.00 25503417.00 0.0075 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt N/A N/A 2016-05-09 2017-03-09 2017-03-09 N N N 0.0046 6998187.00 6998187.00 6998187.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133EDV25 US3133EDV250 U.S. Government Agency Debt N/A N/A 2016-05-15 2017-05-15 2017-05-15 N N N 0.0046 9996080.00 9996080.00 9996080.00 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133EFXP7 US3133EFXP70 U.S. Government Agency Debt N/A N/A 2016-05-03 2016-09-27 2016-09-27 N N N 0.0047 18005562.00 18005562.00 18005562.00 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133ED4J8 US3133ED4J86 U.S. Government Agency Debt N/A N/A 2016-05-11 2016-10-11 2016-10-11 N N N 0.0047 3000810.00 3000810.00 3000810.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133EF5S2 US3133EF5S22 U.S. Government Agency Debt N/A N/A 2016-05-29 2017-03-29 2017-03-29 N N N 0.0047 4999780.00 4999780.00 4999780.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.48% 3133EF3J4 US3133EF3J41 U.S. Government Agency Debt N/A N/A 2016-05-16 2017-02-16 2017-02-16 N N N 0.0048 9994200.00 9994200.00 9994200.00 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.48% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt N/A N/A 2016-05-24 2017-05-24 2017-05-24 N N N 0.0048 9997420.00 9997420.00 9997420.00 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EF3K1 US3133EF3K14 U.S. Government Agency Debt N/A N/A 2016-05-16 2017-03-16 2017-03-16 N N N 0.0049 10001730.00 10001730.00 10001730.00 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.51% 3133EFY27 US3133EFY275 U.S. Government Agency Debt N/A N/A 2016-05-06 2017-03-06 2017-03-06 N N N 0.0051 19005947.00 19005947.00 19005947.00 0.0056 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.52% 3133EFW94 US3133EFW949 U.S. Government Agency Debt N/A N/A 2016-05-01 2017-05-01 2017-05-01 N N N 0.0052 14004074.00 14004074.00 14004074.00 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EFUM7 US3133EFUM76 U.S. Government Agency Debt N/A N/A 2016-05-04 2016-11-04 2016-11-04 N N N 0.0054 30018330.00 30018330.00 30018330.00 0.0088 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EEEV8 US3133EEEV84 U.S. Government Agency Debt N/A N/A 2016-06-09 2016-09-09 2016-09-09 N N N 0.0054 25008800.00 25008800.00 25008800.00 0.0073 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.57% 313312A59 US313312A594 U.S. Government Agency Debt N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0057 6993917.00 6993917.00 6993917.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.63% 31331KRH5 US31331KRH58 U.S. Government Agency Debt N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0063 5002500.00 5002500.00 5002500.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130A6M61 US3130A6M610 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0026 8000000.00 8000000.00 8000000.00 0.0023 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384XW4 US313384XW40 U.S. Government Agency Debt N/A N/A 2016-06-08 2016-06-08 2016-06-08 N N N 0.0030 49985350.00 49985350.00 49985350.00 0.0147 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.39% 313384YD5 US313384YD59 U.S. Government Agency Debt N/A N/A 2016-06-15 2016-06-15 2016-06-15 N N N 0.0039 129954760.00 129954760.00 129954760.00 0.0381 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.37% 313384YF0 US313384YF08 U.S. Government Agency Debt N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N N 0.0037 108735405.90 108735405.90 108735405.90 0.0319 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130A5FP9 US3130A5FP99 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-26 2016-05-26 2016-05-26 N N N 0.0032 34999230.00 34999230.00 34999230.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 0.60% 313384YV5 US313384YV57 U.S. Government Agency Debt N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0060 9994670.00 9994670.00 9994670.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384ZA0 US313384ZA02 U.S. Government Agency Debt N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0034 2998266.00 2998266.00 2998266.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384ZB8 US313384ZB84 U.S. Government Agency Debt N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0035 24985325.00 24985325.00 24985325.00 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% to 0.58% 313384ZH5 US313384ZH54 U.S. Government Agency Debt N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0058 111928320.00 111928320.00 111928320.00 0.0329 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384ZK8 US313384ZK83 U.S. Government Agency Debt N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0035 33977628.00 33977628.00 33977628.00 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384ZS1 US313384ZS10 U.S. Government Agency Debt N/A N/A 2016-07-22 2016-07-22 2016-07-22 N N N 0.0035 47965440.00 47965440.00 47965440.00 0.0141 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384ZX0 US313384ZX05 U.S. Government Agency Debt N/A N/A 2016-07-27 2016-07-27 2016-07-27 N N N 0.0035 34973260.00 34973260.00 34973260.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384YL7 US313384YL75 U.S. Government Agency Debt N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0037 66972932.00 66972932.00 66972932.00 0.0197 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5VY2 US3130A5VY23 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-16 2016-07-15 2016-07-15 N N N 0.0038 7000413.00 7000413.00 7000413.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6AZ0 US3130A6AZ00 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-17 2016-08-17 2016-08-17 N N N 0.0038 4999930.00 4999930.00 4999930.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6CH8 US3130A6CH83 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-18 2016-05-18 2016-05-18 N N N 0.0038 23000828.00 23000828.00 23000828.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A6BJ5 US3130A6BJ58 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-19 2016-08-19 2016-08-19 N N N 0.0038 26999811.00 26999811.00 26999811.00 0.0079 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5HD4 US3130A5HD42 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-01 2016-06-01 2016-06-01 N N N 0.0039 20001340.00 20001340.00 20001340.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5VQ9 US3130A5VQ98 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-08 2016-07-08 2016-07-08 N N N 0.0039 14000924.00 14000924.00 14000924.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313384WS4 US313384WS47 U.S. Government Agency Debt N/A N/A 2016-05-11 2016-05-11 2016-05-11 N N N 0.0039 32997921.00 32997921.00 32997921.00 0.0097 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5X79 US3130A5X791 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-17 2017-01-17 2017-01-17 N N N 0.0039 7995704.00 7995704.00 7995704.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5Q85 US3130A5Q852 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-20 2016-06-20 2016-06-20 N N N 0.0039 5000400.00 5000400.00 5000400.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5RG6 US3130A5RG62 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-24 2016-06-24 2016-06-24 N N N 0.0039 5000370.00 5000370.00 5000370.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-24 2017-01-24 2017-01-24 N N N 0.0039 7995656.00 7995656.00 7995656.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313384XJ3 US313384XJ39 U.S. Government Agency Debt N/A N/A 2016-05-27 2016-05-27 2016-05-27 N N N 0.0039 32994258.00 32994258.00 32994258.00 0.0097 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313384XG9 US313384XG99 U.S. Government Agency Debt N/A N/A 2016-05-25 2016-05-25 2016-05-25 N N N 0.0040 33994560.00 33994560.00 33994560.00 0.0100 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A6DD6 US3130A6DD60 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-26 2016-05-26 2016-05-26 N N N 0.0040 46002760.00 46002760.00 46002760.00 0.0135 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5J34 US3130A5J345 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-03 2016-12-02 2016-12-02 N N N 0.0041 3999400.00 3999400.00 3999400.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313384WK1 US313384WK11 U.S. Government Agency Debt N/A N/A 2016-05-04 2016-05-04 2016-05-04 N N N 0.0041 22999678.00 22999678.00 22999678.00 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5LE7 US3130A5LE78 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0041 21002562.00 21002562.00 21002562.00 0.0062 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5N21 US3130A5N214 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0041 22002728.00 22002728.00 22002728.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A5MZ9 US3130A5MZ98 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0041 22002728.00 22002728.00 22002728.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A7XV2 US3130A7XV22 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-03 2016-11-03 2016-11-03 N N N 0.0042 4000000.00 4000000.00 4000000.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A6MN4 US3130A6MN42 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-15 2016-07-15 2016-07-15 N N N 0.0042 30004200.00 30004200.00 30004200.00 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-17 2016-10-17 2016-10-17 N N N 0.0043 13000832.00 13000832.00 13000832.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A7CJ2 US3130A7CJ23 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-17 2016-06-20 2016-06-20 N N N 0.0043 7000938.00 7000938.00 7000938.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A73L7 US3130A73L79 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-20 2016-06-20 2016-06-20 N N N 0.0043 7000889.00 7000889.00 7000889.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7A54 US3130A7A548 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-05 2016-07-05 2016-07-05 N N N 0.0045 21003843.00 21003843.00 21003843.00 0.0062 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A76P5 US3130A76P56 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-01 2016-09-01 2016-09-01 N N N 0.0046 6001536.00 6001536.00 6001536.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A76U4 US3130A76U42 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-02 2016-08-02 2016-08-02 N N N 0.0046 10002020.00 10002020.00 10002020.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A77F6 US3130A77F65 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-08 2016-08-08 2016-08-08 N N N 0.0046 7001386.00 7001386.00 7001386.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A73H6 US3130A73H67 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-14 2016-07-14 2016-07-14 N N N 0.0046 14002800.00 14002800.00 14002800.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74B8 US3130A74B88 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-20 2016-07-20 2016-07-20 N N N 0.0046 7001498.00 7001498.00 7001498.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A74U6 US3130A74U69 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-25 2016-07-25 2016-07-25 N N N 0.0046 11002365.00 11002365.00 11002365.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A75N1 US3130A75N18 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-26 2016-07-26 2016-07-26 N N N 0.0046 7001505.00 7001505.00 7001505.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A73R4 US3130A73R40 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-19 2016-07-19 2016-07-19 N N N 0.0047 7001568.00 7001568.00 7001568.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A74J1 US3130A74J15 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-21 2016-07-21 2016-07-21 N N N 0.0047 2000428.00 2000428.00 2000428.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7K87 US3130A7K877 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-23 2016-09-23 2016-09-23 N N N 0.0047 6001668.00 6001668.00 6001668.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A74C6 US3130A74C61 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-25 2016-07-25 2016-07-25 N N N 0.0047 7001547.00 7001547.00 7001547.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A75F8 US3130A75F83 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-25 2016-08-25 2016-08-25 N N N 0.0047 7001757.00 7001757.00 7001757.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A75M3 US3130A75M35 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-25 2016-08-25 2016-08-25 N N N 0.0047 7001757.00 7001757.00 7001757.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A75H4 US3130A75H40 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-26 2016-08-26 2016-08-26 N N N 0.0047 2000506.00 2000506.00 2000506.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7XF7 US3130A7XF71 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-02 2017-02-02 2017-02-02 N N N 0.0048 2999926.22 2999926.22 2999926.22 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7XX8 US3130A7XX87 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-03 2017-02-03 2017-02-03 N N N 0.0048 2000000.00 2000000.00 2000000.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A67B7 US3130A67B79 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-07 2017-02-07 2017-02-07 N N N 0.0049 19999520.00 19999520.00 19999520.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A5YX1 US3130A5YX13 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-09 2017-02-09 2017-02-09 N N N 0.0049 64998115.00 64998115.00 64998115.00 0.0191 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A5R50 US3130A5R504 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0049 6001308.00 6001308.00 6001308.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A5VX4 US3130A5VX40 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-17 2016-10-17 2016-10-17 N N N 0.0049 7000987.00 7000987.00 7000987.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7CN3 US3130A7CN35 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0049 4000400.00 4000400.00 4000400.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7TE5 US3130A7TE52 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0049 13994638.00 13994638.00 13994638.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7TP0 US3130A7TP00 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-20 2016-10-20 2016-10-20 N N N 0.0049 6997074.00 6997074.00 6997074.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7TN5 US3130A7TN51 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0049 3998212.00 3998212.00 3998212.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7U37 US3130A7U371 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0049 1999200.00 1999200.00 1999200.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7TG0 US3130A7TG01 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0049 6996871.00 6996871.00 6996871.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7VC6 US3130A7VC68 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0049 3000243.00 3000243.00 3000243.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7V44 US3130A7V445 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0049 13001053.00 13001053.00 13001053.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A5W62 US3130A5W629 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-23 2017-01-23 2017-01-23 N N N 0.0050 14000098.00 14000098.00 14000098.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7UC7 US3130A7UC77 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-25 2016-10-25 2016-10-25 N N N 0.0050 8998542.00 8998542.00 8998542.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7U94 US3130A7U942 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0050 6999846.00 6999846.00 6999846.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7UH6 US3130A7UH64 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0050 3999912.00 3999912.00 3999912.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A6NM5 US3130A6NM59 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0051 15000000.00 15000000.00 15000000.00 0.0044 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A6ZF7 US3130A6ZF70 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-08 2016-07-08 2016-07-08 N N N 0.0051 6001776.00 6001776.00 6001776.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A7AN5 US3130A7AN52 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-08 2016-08-08 2016-08-08 N N N 0.0051 14004788.00 14004788.00 14004788.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A7AP0 US3130A7AP01 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-12 2016-08-12 2016-08-12 N N N 0.0051 7002366.00 7002366.00 7002366.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7EM3 US3130A7EM34 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0052 9002124.00 9002124.00 9002124.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7DU6 US3130A7DU68 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0052 4000548.00 4000548.00 4000548.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7EJ0 US3130A7EJ05 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0052 9001017.00 9001017.00 9001017.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A6WV5 US3130A6WV57 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-22 2016-09-22 2016-09-22 N N N 0.0053 4001900.00 4001900.00 4001900.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7LC7 US3130A7LC78 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-18 2017-01-05 2017-01-05 N N N 0.0053 7002170.00 7002170.00 7002170.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7L45 US3130A7L453 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-03 2017-01-03 2017-01-03 N N N 0.0053 7002198.00 7002198.00 7002198.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7LD5 US3130A7LD51 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-09 2017-01-09 2017-01-09 N N N 0.0053 3000930.00 3000930.00 3000930.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7L78 US3130A7L784 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-10 2017-01-10 2017-01-10 N N N 0.0053 7002170.00 7002170.00 7002170.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7M77 US3130A7M774 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-11 2017-01-11 2017-01-11 N N N 0.0053 50015300.00 50015300.00 50015300.00 0.0147 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A6MT1 US3130A6MT12 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-19 2016-07-19 2016-07-19 N N N 0.0053 30010020.00 30010020.00 30010020.00 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A6MA2 US3130A6MA21 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-19 2016-07-19 2016-07-19 N N N 0.0053 5001670.00 5001670.00 5001670.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7TW5 US3130A7TW50 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-20 2017-04-20 2017-04-20 N N N 0.0053 7000805.00 7000805.00 7000805.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-04 2017-08-04 2017-08-04 N N N 0.0053 6999977.44 6999977.44 6999977.44 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A76B6 US3130A76B60 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-02 2016-11-02 2016-11-02 N N N 0.0054 30011910.00 30011910.00 30011910.00 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7AM7 US3130A7AM79 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-08 2016-11-08 2016-11-08 N N N 0.0054 14005614.00 14005614.00 14005614.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7EP6 US3130A7EP64 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-25 2016-11-25 2016-11-25 N N N 0.0054 14004900.00 14004900.00 14004900.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7G82 US3130A7G826 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-02 2016-12-02 2016-12-02 N N N 0.0054 11003883.00 11003883.00 11003883.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7LB9 US3130A7LB95 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-18 2017-01-06 2017-01-06 N N N 0.0054 7002170.00 7002170.00 7002170.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7L52 US3130A7L529 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-05 2017-01-05 2017-01-05 N N N 0.0054 3000930.00 3000930.00 3000930.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A6YK7 US3130A6YK74 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0054 14004452.00 14004452.00 14004452.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A6ZA8 US3130A6ZA83 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0054 11003575.00 11003575.00 11003575.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A74S1 US3130A74S14 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-22 2016-07-22 2016-07-22 N N N 0.0054 4001572.00 4001572.00 4001572.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7FY6 US3130A7FY62 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0054 5000770.00 5000770.00 5000770.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JG1 US3130A7JG11 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0054 3000513.00 3000513.00 3000513.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JD8 US3130A7JD89 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0054 7001197.00 7001197.00 7001197.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7JF3 US3130A7JF38 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0054 3000513.00 3000513.00 3000513.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7GF6 US3130A7GF64 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-07 2016-12-07 2016-12-07 N N N 0.0055 7002471.00 7002471.00 7002471.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7FW0 US3130A7FW07 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-09 2016-12-09 2016-12-09 N N N 0.0055 5001765.00 5001765.00 5001765.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7Q57 US3130A7Q577 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-05 2017-04-05 2017-04-05 N N N 0.0055 13004329.00 13004329.00 13004329.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A6YU5 US3130A6YU56 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0055 7002541.00 7002541.00 7002541.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A6ZC4 US3130A6ZC40 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-11 2016-10-11 2016-10-11 N N N 0.0055 31013175.00 31013175.00 31013175.00 0.0091 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A6ZR1 US3130A6ZR19 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0055 4002076.00 4002076.00 4002076.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-27 2017-10-27 2017-10-27 N N N 0.0055 12000000.00 12000000.00 12000000.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-02 2017-11-02 2017-11-02 N N N 0.0056 9996410.00 9996410.00 9996410.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7DG7 US3130A7DG74 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-03 2017-03-03 2017-03-03 N N N 0.0056 7003815.00 7003815.00 7003815.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7DL6 US3130A7DL69 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-07 2017-03-07 2017-03-07 N N N 0.0056 7003801.00 7003801.00 7003801.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A6Z26 US3130A6Z265 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0056 6002118.00 6002118.00 6002118.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-25 2017-10-25 2017-10-25 N N N 0.0056 2000010.00 2000010.00 2000010.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A75E1 US3130A75E19 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-25 2016-10-25 2016-10-25 N N N 0.0056 7002793.00 7002793.00 7002793.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-27 2017-10-27 2017-10-27 N N N 0.0056 999961.00 999961.00 999961.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-27 2017-10-27 2017-10-27 N N N 0.0056 5000740.00 5000740.00 5000740.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 313384XQ7 US313384XQ71 U.S. Government Agency Debt N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0057 37990690.00 37990690.00 37990690.00 0.0112 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7G66 US3130A7G669 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-03 2017-03-03 2017-03-03 N N N 0.0057 4002012.00 4002012.00 4002012.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7G74 US3130A7G743 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-07 2017-03-07 2017-03-07 N N N 0.0057 14007014.00 14007014.00 14007014.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7HX6 US3130A7HX61 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-09 2017-03-09 2017-03-09 N N N 0.0057 4001824.00 4001824.00 4001824.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A7FU4 US3130A7FU41 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-07 2017-03-07 2017-03-07 N N N 0.0058 4002172.00 4002172.00 4002172.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 313384F87 US313384F873 U.S. Government Agency Debt N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0058 8987175.00 8987175.00 8987175.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A72K0 US3130A72K06 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-12 2016-07-12 2016-07-12 N N N 0.0059 7003493.00 7003493.00 7003493.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A72H7 US3130A72H76 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-12 2016-07-12 2016-07-12 N N N 0.0059 7003493.00 7003493.00 7003493.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A6ZM2 US3130A6ZM22 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-13 2017-01-13 2017-01-13 N N N 0.0059 24016536.00 24016536.00 24016536.00 0.0070 N N N N Freddie Mac Freddie Mac, 0.38% 3134G7SG7 S6XOOCT0IEG5ABCC6L87 US3134G7SG76 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-17 2016-08-17 2016-08-17 N N N 0.0038 15998496.00 15998496.00 15998496.00 0.0047 N N N N Freddie Mac Freddie Mac, 0.39% 3134G7TF8 S6XOOCT0IEG5ABCC6L87 US3134G7TF84 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-24 2016-08-24 2016-08-24 N N N 0.0039 27000594.00 27000594.00 27000594.00 0.0079 N N N N Freddie Mac Freddie Mac, 0.40% 3137EACT4 S6XOOCT0IEG5ABCC6L87 US3137EACT49 U.S. Government Agency Debt N/A N/A 2016-05-27 2016-05-27 2016-05-27 N N N 0.0040 20031240.00 20031240.00 20031240.00 0.0059 N N N N Freddie Mac Freddie Mac, 0.43% 3134G7ZE4 S6XOOCT0IEG5ABCC6L87 US3134G7ZE46 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-16 2016-09-16 2016-09-16 N N N 0.0043 65005980.00 65005980.00 65005980.00 0.0191 N N N N Freddie Mac Freddie Mac, 0.47% 3134G8DN6 S6XOOCT0IEG5ABCC6L87 US3134G8DN65 0001026214 U.S. Government Agency Debt N/A N/A 2016-05-14 2016-06-14 2016-06-14 N N N 0.0047 30002580.00 30002580.00 30002580.00 0.0088 N N N N Freddie Mac Freddie Mac, 0.47% 313396G98 S6XOOCT0IEG5ABCC6L87 US313396G982 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0047 13978720.00 13978720.00 13978720.00 0.0041 N N N N Freddie Mac Freddie Mac, 0.75% 3134G8LG2 S6XOOCT0IEG5ABCC6L87 US3134G8LG23 0001026214 U.S. Government Agency Debt N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0075 33003927.00 33003927.00 33003927.00 0.0097 N N N N BNP Paribas, S.A In a joint trading account with BNP Paribas, S.A at 0.3%, dated 4/29/2016 due 05/02/2016 R0MUWSFPU8MPRO8K5P83 49R993TB9_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-05-15 2046-02-15 0 - 8.75 971343.73 945408.81 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2036-07-15 2036-07-15 5.5 - 5.5 781.42 1081.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-05-01 2048-05-01 1.5 - 8.5 2258813.26 1024557.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2023-04-15 2058-07-20 1.112 - 6.5 532563.85 349601.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2016-11-01 2054-07-25 2.227 - 8.5 2109075.62 1148315.33 Agency Debentures and Agency Strips N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 3395522.98 3395522.98 3395522.98 0.0010 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.3%, dated 4/29/2016 due 05/02/2016 VJW2DOOHGDT6PR0ZRO63 49R993TB9_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-04-30 2046-02-15 0 - 9 373732.82 373799.34 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-08-25 2023-12-05 0.5 - 5.125 13344.94 13519.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-05-18 2022-12-21 0 - 5.625 186834.61 189668.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-05-13 2046-04-01 0.5 - 8.5 414398.34 192755.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2016-10-15 2046-04-20 2.5 - 9.5 324667.27 124257.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2016-06-01 2046-04-01 0.375 - 8.5 491301.95 205869.04 Agency Debentures and Agency Strips N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 1077943.80 1077943.80 1077943.80 0.0003 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.3%, dated 4/29/2016 due 05/02/2016 E57ODZWZ7FF32TWEFA76 49R993TB9_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2028-10-15 0 - 0 33048.25 24935.41 Agency Debentures and Agency Strips US TREASURY 2016-06-30 2045-11-15 0 - 9.125 4017332.99 4354219.26 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 39.22 39.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2044-04-01 2.5 - 6 94419.84 67742.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 324546.74 176130.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-05-11 2051-04-01 1.875 - 7.95 158557.62 60617.04 Agency Debentures and Agency Strips N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 4575871.44 4575871.44 4575871.44 0.0013 N Y Y N Citibank NA Citibank NA, 0.30% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2024-11-15 2044-05-15 2.125 - 3.625 3651700.00 4100501.95 U.S. Treasuries (including strips) N/A N/A 2016-05-03 2016-05-03 2016-05-03 N N N 0.0030 3999989.60 3999989.60 3999989.60 0.0012 N N Y N Citibank NA Citibank NA, 0.31% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2028-10-15 N/A 69000.00 49224.50 Agency Debentures and Agency Strips US TREASURY 2020-04-30 2023-02-15 1.125 - 7.625 20351000.00 21009479.73 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2042-01-20 2043-02-20 3.5 - 4 576082.00 362414.58 Agency Mortgage-Backed Securities N/A N/A 2016-05-03 2016-05-03 2016-05-03 N N N 0.0031 20999951.70 20999951.70 20999951.70 0.0062 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.3%, dated 4/29/2016 due 05/02/2016 1VUV7VQFKUOQSJ21A208 49R993TB9_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-08-31 2044-02-15 0.625 - 3.625 10593940.17 11062696.05 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2035-05-01 2046-05-01 3 - 4 1553420.89 1580679.06 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 12390964.01 12390964.01 12390964.01 0.0036 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.3%, dated 4/29/2016 due 05/02/2016 1V8Y6QCX6YMJ2OELII46 49R993TB9_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-04-30 2045-08-15 0.25 - 9.125 16464761.96 17349358.15 U.S. Treasuries (including strips) U.S. TREASURY 2017-07-31 2017-07-31 0.077 - 0.077 54596.81 54633.30 U.S. Treasuries (including strips) N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 17042474.76 17042474.76 17042474.76 0.0050 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.3%, dated 4/29/2016 due 05/02/2016 CYYGQCGNHMHPSMRL3R97 49R993TB9_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-05-31 2042-05-15 0.375 - 8.75 786363.25 851342.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2045-03-01 3 - 6.5 1338985.18 529442.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-07-20 2045-09-20 4 - 4 33916.73 32899.65 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 1385157.79 1385157.79 1385157.79 0.0004 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.3%, dated 4/29/2016 due 05/02/2016 KBVRJ5K57JZ3E2AVWX40 49R993TB9_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-12-01 3.5 - 4.5 1014874.89 466317.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2031-01-01 2031-01-01 4 - 4 303717.67 99928.87 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 555141.06 555141.06 555141.06 0.0002 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.35% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 2770000.00 2041067.96 Agency Mortgage-Backed Securities N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0035 2000300.00 2000300.00 2000300.00 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.37% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 5 - 5 11505000.00 4081088.19 Agency Mortgage-Backed Securities N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0037 4000360.00 4000360.00 4000360.00 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 5540000.00 4082135.92 Agency Mortgage-Backed Securities N/A N/A 2016-06-03 2016-06-03 2016-07-20 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 4000360.00 4000360.00 4000360.00 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2025-10-01 4 - 4 19580000.00 6125102.89 Agency Mortgage-Backed Securities N/A N/A 2016-06-03 2016-06-03 2016-06-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 6000900.00 6000900.00 6000900.00 0.0018 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 5 - 5 11505000.00 4081088.19 Agency Mortgage-Backed Securities N/A N/A 2016-06-03 2016-06-03 2016-07-12 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 4000360.00 4000360.00 4000360.00 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.44% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 5545000.00 4085820.16 Agency Mortgage-Backed Securities N/A N/A 2016-06-03 2016-06-03 2016-06-08 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0044 4000640.00 4000640.00 4000640.00 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.44% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 5 - 5 14390000.00 5104464.06 Agency Mortgage-Backed Securities N/A N/A 2016-06-03 2016-06-03 2016-06-09 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0044 5000900.00 5000900.00 5000900.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.44% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 5545000.00 4085820.16 Agency Mortgage-Backed Securities N/A N/A 2016-06-03 2016-06-03 2016-06-14 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0044 4000720.00 4000720.00 4000720.00 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.44% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2042-12-01 3.5 - 5 9070563.00 4083049.67 Agency Mortgage-Backed Securities N/A N/A 2016-06-03 2016-06-03 2016-06-13 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0044 4000680.00 4000680.00 4000680.00 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.44% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 9245000.00 7145741.95 Agency Mortgage-Backed Securities N/A N/A 2016-06-03 2016-06-03 2016-06-10 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0044 7001190.00 7001190.00 7001190.00 0.0021 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.44% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2041-04-01 4 - 5 17425898.00 6125394.74 Agency Mortgage-Backed Securities N/A N/A 2016-06-03 2016-06-03 2016-06-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0044 6000960.00 6000960.00 6000960.00 0.0018 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.3%, dated 4/29/2016 due 05/02/2016 ZBUT11V806EZRVTWT807 49R993TB9_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-04-30 2045-08-15 0.5 - 8.75 841856.27 907188.74 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-03-01 2040-12-01 2.072 - 3.331 3096791.94 63438.79 Agency Mortgage-Backed Securities U.S. TREASURY 2016-04-30 2018-01-31 0.053 - 0.577 7120.97 7135.21 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2048-04-01 0.992 - 8.042 13087359.18 3696050.09 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 4581261.16 4581261.16 4581261.16 0.0013 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.35% 8NAV47T0Y26Q87Y0QP81 AED818000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2044-04-20 2044-04-20 4.5 - 4.5 35868588.00 21422915.71 Agency Mortgage-Backed Securities N/A N/A 2016-05-06 2016-05-06 2016-06-17 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A 1.0000 7 N N N 0.0035 21000000.00 21000000.00 21000000.00 0.0062 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AEB483000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-02-01 2042-11-01 2.249 - 3.856 23401050.00 4079917.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2044-04-20 4 - 5 1716750.00 995782.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2043-10-01 2.505 - 5 86446.00 25460.85 Agency Mortgage-Backed Securities N/A N/A 2016-06-10 2016-06-10 2016-06-10 N N N 0.0039 5001100.00 5001100.00 5001100.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AEB925000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2037-05-01 2044-06-01 2.249 - 3.913 5996621.00 1322466.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-08-20 2045-08-20 4.5 - 4.5 1000.00 1008.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2044-01-01 2.53 - 3.151 56073925.00 6838539.55 Agency Mortgage-Backed Securities N/A N/A 2016-06-13 2016-06-13 2016-06-13 N N N 0.0039 8001920.00 8001920.00 8001920.00 0.0023 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AEI441000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2044-06-01 2.249 - 3.223 6803293.00 3890152.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-03-20 2046-03-20 3 - 4.5 12740766.00 6129144.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-01 2044-04-01 2.447 - 3 15473116.00 2221100.96 Agency Mortgage-Backed Securities N/A N/A 2016-06-28 2016-06-28 2016-06-28 N N N 0.0039 12000000.00 12000000.00 12000000.00 0.0035 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% K5HU16E3LMSVCCJJJ255 ADA067000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2046-03-01 2.23 - 3.45 8943838.00 6581371.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2037-12-01 2044-01-01 2.505 - 3 7334878.00 563309.92 Agency Mortgage-Backed Securities N/A N/A 2016-05-03 2016-05-03 2016-05-03 N N N 0.0040 7000000.00 7000000.00 7000000.00 0.0021 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.43% K5HU16E3LMSVCCJJJ255 AEB119000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-01 2044-01-01 2.505 - 3.5 5631017.00 5101462.17 Agency Mortgage-Backed Securities N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0043 5002050.00 5002050.00 5002050.00 0.0015 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.40% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-02-15 2041-11-15 3.125 - 3.625 6446200.00 7177019.82 U.S. Treasuries (including strips) N/A N/A 2016-05-06 2016-05-06 2016-05-09 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A 1.0000 7 N N N 0.0040 7000000.00 7000000.00 7000000.00 0.0021 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.3%, dated 4/29/2016 due 05/02/2016 7TK5RJIZDFROZCA6XF66 49R993TB9_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-05-15 2020-03-31 0.25 - 1.125 1958619.48 1961703.10 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-10-27 2031-05-21 0 - 4.75 325102.10 327702.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2035-08-01 3 - 4 306019.53 322477.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2016-06-30 2026-03-13 0.45 - 2.375 372940.37 374269.76 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-12-03 2019-04-29 1.08 - 1.3 5550.33 5716.59 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2031-02-01 2046-03-01 3.5 - 4 1036540.37 1092896.16 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 4004561.23 4004561.23 4004561.23 0.0012 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 2.56 - 2.56 3100.00 2490.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2034-07-01 2046-04-01 2.085 - 6 6659216.00 7138481.57 Agency Mortgage-Backed Securities N/A N/A 2016-05-06 2016-05-06 2016-06-15 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 7000000.00 7000000.00 7000000.00 0.0021 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-12-15 2044-12-15 3 - 3 3848.00 3779.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2029-03-01 2046-06-01 2.247 - 4 6871120.00 7137437.88 Agency Mortgage-Backed Securities N/A N/A 2016-05-06 2016-05-06 2016-06-14 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 7000000.00 7000000.00 7000000.00 0.0021 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2046-03-01 2.491 - 4.5 352846.00 128692.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2045-10-20 3.5 - 5 5525202.00 5047988.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-05-01 2.085 - 6 2180989.00 1964777.51 Agency Mortgage-Backed Securities N/A N/A 2016-05-06 2016-05-06 2016-06-10 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 7000000.00 7000000.00 7000000.00 0.0021 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2045-12-01 2.491 - 4.5 154145.00 26962.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-03-01 2046-05-01 2.539 - 5.5 5157911.00 5074079.49 Agency Mortgage-Backed Securities N/A N/A 2016-05-06 2016-05-06 2016-06-10 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 5000000.00 5000000.00 5000000.00 0.0015 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.38% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2045-12-01 2.491 - 4.5 171706.00 62332.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2045-11-20 3 - 5 42980.00 16914.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-05-01 2.085 - 5.5 7632214.00 5024036.89 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 3 N N N 0.0038 5000000.00 5000000.00 5000000.00 0.0015 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.38% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2046-03-01 1.5 - 4.5 3098670.00 2669845.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-03-20 2045-10-20 3.5 - 4 42593.00 31433.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-10-01 2046-05-01 2.477 - 5.5 9853503.00 8527502.28 Agency Mortgage-Backed Securities N/A N/A 2016-05-04 2016-05-04 2016-05-04 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 5 N N N 0.0038 11000000.00 11000000.00 11000000.00 0.0032 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2044-12-15 3 - 4.5 37581.00 32797.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-11-20 2046-02-20 3 - 4 5078041.00 3896546.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-05-01 3 - 4.5 148937.00 153941.07 Agency Mortgage-Backed Securities N/A N/A 2016-05-06 2016-05-06 2016-05-23 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0039 4000000.00 4000000.00 4000000.00 0.0012 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2046-02-01 2.532 - 4.5 11831185.00 3596755.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-20 2045-10-20 3.5 - 4.5 2177785.00 1218864.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-06-01 2.284 - 4.867 2461291.00 2330300.33 Agency Mortgage-Backed Securities N/A N/A 2016-05-06 2016-05-06 2016-05-16 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0039 7000000.00 7000000.00 7000000.00 0.0021 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2045-12-01 2.532 - 4.5 17405.00 10518.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-03-01 2046-05-01 2.539 - 4.867 6716147.00 7135360.86 Agency Mortgage-Backed Securities N/A N/A 2016-05-06 2016-05-06 2016-05-16 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0039 7000000.00 7000000.00 7000000.00 0.0021 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.39% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2045-12-01 2.56 - 4.5 25253.00 25815.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2045-10-20 1.75 - 5 12137430.00 2625599.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-05-01 2.097 - 4.867 4594622.00 4494387.13 Agency Mortgage-Backed Securities N/A N/A 2016-05-06 2016-05-06 2016-05-17 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0039 7000000.00 7000000.00 7000000.00 0.0021 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.3%, dated 4/29/2016 due 05/02/2016 O2RNE8IBXP4R0TD8PU41 49R993TB9_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-04-30 2045-08-15 0 - 8.75 4553972.75 4695246.03 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2032-05-01 2045-10-01 2.726 - 3.5 607386.69 323878.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2046-01-20 1.75 - 4.5 6738770.61 425604.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2045-09-01 0.879 - 4.5 1756782.11 755224.26 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 6074213.33 6074213.33 6074213.33 0.0018 N Y Y N Wells Fargo Bank NA In a joint trading account with Wells Fargo Bank NA at 0.3%, dated 4/29/2016 due 05/02/2016 KB1H1DSPRFMYMCUFXT09 49R993TB9_81240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2035-07-01 3 - 3 1012749.42 1000850.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2043-02-01 3 - 3 3573383.70 2160301.03 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 3099088.43 3099088.43 3099088.43 0.0009 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.3%, dated 4/29/2016 due 05/02/2016 VYVVCKR63DVZZN70PB21 49R993TB9_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-04-30 2046-02-15 0 - 6.25 12101945.36 12448257.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2046-05-01 3.5 - 5.5 4905577.74 5243628.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2016-08-15 2054-05-16 0.789 - 10.329 17047134.04 12286034.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-11-01 2046-05-01 3.5 - 6 3056925.63 3293064.48 Agency Mortgage-Backed Securities N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 32607800.02 32607800.02 32607800.02 0.0096 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.29% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 4 - 4 3824357.00 4080132.11 Agency Mortgage-Backed Securities N/A N/A 2016-05-05 2016-05-05 2016-05-05 N N N 0.0029 3999962.00 3999962.00 3999962.00 0.0012 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.31% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2046-02-01 2046-02-01 4 - 4 20090552.00 21421107.42 Agency Mortgage-Backed Securities N/A N/A 2016-05-03 2016-05-03 2016-05-03 N N N 0.0031 20999951.70 20999951.70 20999951.70 0.0062 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2035-03-25 2035-03-25 3.5 - 3.5 8894830.00 9272897.83 Agency Collateralized Mortgage Obligation N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0045 9004050.00 9004050.00 9004050.00 0.0026 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 4 - 4 3825477.00 4081327.01 Agency Mortgage-Backed Securities N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0045 4001800.00 4001800.00 4001800.00 0.0012 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.45% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2046-02-01 2046-02-01 4 - 4 2865421.00 3060803.60 Agency Mortgage-Backed Securities N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0045 3001410.00 3001410.00 3001410.00 0.0009 N N N Y U.S. Treasury Bills U.S. Treasury Bills, 0.32% 912796HW2 US912796HW25 U.S. Treasury Debt N/A N/A 2016-06-09 2016-06-09 2016-06-09 N N N 0.0032 34995275.00 34995275.00 34995275.00 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% 912796HA0 US912796HA05 U.S. Treasury Debt N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0043 11990952.00 11990952.00 11990952.00 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.48% 912796JK6 US912796JK68 U.S. Treasury Debt N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0048 33972290.00 33972290.00 33972290.00 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.52% 912796GS2 US912796GS22 U.S. Treasury Debt N/A N/A 2016-06-23 2016-06-23 2016-06-23 N N N 0.0052 29993820.00 29993820.00 29993820.00 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.57% 912796HY8 US912796HY80 U.S. Treasury Debt N/A N/A 2016-06-30 2016-06-30 2016-06-30 N N N 0.0057 4998720.00 4998720.00 4998720.00 0.0015 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.38% to 0.44% 912810DW5 US912810DW54 U.S. Treasury Debt N/A N/A 2016-05-15 2016-05-15 2016-05-15 N N N 0.0044 60151680.00 60151680.00 60151680.00 0.0177 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.35% 912828KW9 US912828KW97 U.S. Treasury Debt N/A N/A 2016-05-31 2016-05-31 2016-05-31 N N N 0.0035 22052646.00 22052646.00 22052646.00 0.0065 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828VC1 US912828VC15 U.S. Treasury Debt N/A N/A 2016-05-15 2016-05-15 2016-05-15 N N N 0.0040 30000870.00 30000870.00 30000870.00 0.0088 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% to 0.57% 912828WX4 US912828WX43 U.S. Treasury Debt N/A N/A 2016-07-31 2016-07-31 2016-07-31 N N N 0.0057 63026838.00 63026838.00 63026838.00 0.0185 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.38% 3Y4U8VZURTYWI1W2K376 ACI351000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-15 2020-08-31 1.375 - 3.625 8161000.00 8253414.12 U.S. Treasuries (including strips) N/A N/A 2016-05-06 2016-05-06 2016-07-01 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A 1.0000 7 N N N 0.0038 8000000.00 8000000.00 8000000.00 0.0023 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.39% AEI381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2024-08-15 2.375 - 2.375 49355000.00 52020576.96 U.S. Treasuries (including strips) N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0039 51000000.00 51000000.00 51000000.00 0.0150 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.30% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2021-01-31 1.375 - 1.375 8098900.00 8160289.26 U.S. Treasuries (including strips) N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 8000000.00 8000000.00 8000000.00 0.0023 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.29% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-15 1.75 16120000.00 16543327.32 U.S. Treasuries (including strips) N/A N/A 2016-05-04 2016-05-04 2016-05-04 N N N 0.0029 16000000.00 16000000.00 16000000.00 0.0047 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.29% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2.625 5720000.00 6200485.72 U.S. Treasuries (including strips) N/A N/A 2016-05-05 2016-05-05 2016-05-05 N N N 0.0029 6000000.00 6000000.00 6000000.00 0.0018 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.31% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2.75 29945000.00 33075061.02 U.S. Treasuries (including strips) N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0031 32000000.00 32000000.00 32000000.00 0.0094 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.31% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-31 1.875 31965000.00 32819712.14 U.S. Treasuries (including strips) N/A N/A 2016-05-06 2016-05-06 2016-05-06 N N N 0.0031 32000000.00 32000000.00 32000000.00 0.0094 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.31% ES7IP3U3RHIGC71XBU11 AEH467000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-08-15 2.875 12990000.00 13666493.22 U.S. Treasuries (including strips) N/A N/A 2016-05-04 2016-05-04 2016-05-04 N N N 0.0031 12999935.00 12999935.00 12999935.00 0.0038 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.32% ES7IP3U3RHIGC71XBU11 AEG591000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 1.75 12961000.00 13393923.32 U.S. Treasuries (including strips) N/A N/A 2016-05-03 2016-05-03 2016-05-03 N N N 0.0032 12999974.00 12999974.00 12999974.00 0.0038 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.32% ES7IP3U3RHIGC71XBU11 AEI431000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-03-31 1.5 18500000.00 18421985.50 U.S. Treasuries (including strips) N/A N/A 2016-05-06 2016-05-06 2016-05-06 N N N 0.0032 18000000.00 18000000.00 18000000.00 0.0053 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2020-12-31 1.75 - 1.75 2980000.00 3060982.19 U.S. Treasuries (including strips) N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0040 3001020.00 3001020.00 3001020.00 0.0009 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-09-30 2020-12-31 0.5 - 1.75 2038500.00 2040584.28 U.S. Treasuries (including strips) N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0040 2000700.00 2000700.00 2000700.00 0.0006 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2020-12-31 0.625 - 1.75 4077100.00 4081256.20 U.S. Treasuries (including strips) N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0040 4001400.00 4001400.00 4001400.00 0.0012 N N N Y Variable Insurance Products Fund V: Government Money Market Portfolio 2016-05-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer