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32970465.00 32970465.00 32970465.00 0.0094 N N N N Fannie Mae Fannie Mae, 0.50% 3135G0XP3 B1V7KEBTPIMZEU4LTD58 US3135G0XP31 0000310522 U.S. Government Agency Debt N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0050 16215632.39 16215632.39 16215632.39 0.0046 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 7095018.00 7095018.00 7095018.00 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.38% 3133EE2V1 US3133EE2V15 U.S. Government Agency Debt N/A N/A 2016-06-06 2016-07-06 2016-07-06 N N N 0.0038 3000087.00 3000087.00 3000087.00 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 2016-06-20 2016-07-20 2016-07-20 N N N 0.0040 5000300.00 5000300.00 5000300.00 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.41% 3133EDPM8 US3133EDPM83 U.S. Government 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3001233.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.48% 3133EFXP7 US3133EFXP70 U.S. Government Agency Debt N/A N/A 2016-06-03 2016-09-27 2016-09-27 N N N 0.0048 18004446.00 18004446.00 18004446.00 0.0051 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 2016-06-16 2017-02-16 2017-02-16 N N N 0.0048 9994440.00 9994440.00 9994440.00 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 2016-06-16 2017-03-16 2017-03-16 N N N 0.0049 10002360.00 10002360.00 10002360.00 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt N/A N/A 2016-06-24 2017-05-24 2017-05-24 N N N 0.0049 10002510.00 10002510.00 10002510.00 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EF5S2 US3133EF5S22 U.S. Government Agency Debt N/A N/A 2016-06-29 2017-03-29 2017-03-29 N N N 0.0049 5000215.00 5000215.00 5000215.00 0.0014 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 2016-06-06 2017-03-06 2017-03-06 N N N 0.0051 19006840.00 19006840.00 19006840.00 0.0054 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 2016-06-01 2017-05-01 2017-05-01 N N N 0.0052 14005012.00 14005012.00 14005012.00 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EF7A9 US3133EF7A95 U.S. Government Agency Debt N/A N/A 2016-08-13 2017-11-13 2017-11-13 N N N 0.0053 8000688.00 8000688.00 8000688.00 0.0023 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 2016-06-04 2016-11-04 2016-11-04 N N N 0.0054 30015510.00 30015510.00 30015510.00 0.0086 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 25006725.00 25006725.00 25006725.00 0.0071 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 6995023.00 6995023.00 6995023.00 0.0020 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 5001485.00 5001485.00 5001485.00 0.0014 N N N 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 49997850.00 49997850.00 49997850.00 0.0143 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 129988820.00 129988820.00 129988820.00 0.0371 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 72767868.05 72767868.05 72767868.05 0.0208 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 313384YN3 US313384YN32 U.S. Government Agency Debt N/A N/A 2016-06-24 2016-06-24 2016-06-24 N N N 0.0031 22996757.00 22996757.00 22996757.00 0.0066 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384A66 US313384A668 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0033 29978310.00 29978310.00 29978310.00 0.0086 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384B57 US313384B575 U.S. Government Agency Debt N/A N/A 2016-08-10 2016-08-10 2016-08-10 N N N 0.0033 45963062.00 45963062.00 45963062.00 0.0131 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 9997240.00 9997240.00 9997240.00 0.0029 N N Y 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 2999034.00 2999034.00 2999034.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384B73 US313384B732 U.S. Government Agency Debt N/A N/A 2016-08-12 2016-08-12 2016-08-12 N N N 0.0034 35970264.00 35970264.00 35970264.00 0.0103 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 24991725.00 24991725.00 24991725.00 0.0071 N N Y 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 111956768.00 111956768.00 111956768.00 0.0319 N N Y 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 33986230.00 33986230.00 33986230.00 0.0097 N N Y 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 47977488.00 47977488.00 47977488.00 0.0137 N N Y 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 53972190.00 53972190.00 53972190.00 0.0154 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384C49 US313384C490 U.S. Government Agency Debt N/A N/A 2016-08-17 2016-08-17 2016-08-17 N N N 0.0035 35968212.00 35968212.00 35968212.00 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 66991357.00 66991357.00 66991357.00 0.0191 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 2016-06-15 2016-07-15 2016-07-15 N N N 0.0038 7000182.00 7000182.00 7000182.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130A5X79 US3130A5X791 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-17 2017-01-17 2017-01-17 N N N 0.0038 7997192.00 7997192.00 7997192.00 0.0023 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 2016-06-17 2016-08-17 2016-08-17 N N N 0.0038 4999950.00 4999950.00 4999950.00 0.0014 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 2016-06-19 2016-08-19 2016-08-19 N N N 0.0038 27000486.00 27000486.00 27000486.00 0.0077 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 2016-06-01 2016-06-01 2016-06-01 N N N 0.0039 20000000.00 20000000.00 20000000.00 0.0057 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 3130A5VQ9 US3130A5VQ98 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-08 2016-07-08 2016-07-08 N N N 0.0039 14000672.00 14000672.00 14000672.00 0.0040 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 2016-06-20 2016-06-20 2016-06-20 N N N 0.0039 5000160.00 5000160.00 5000160.00 0.0014 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 2016-06-24 2016-06-24 2016-06-24 N N N 0.0039 5000165.00 5000165.00 5000165.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-24 2017-01-24 2017-01-24 N N N 0.0040 7997168.00 7997168.00 7997168.00 0.0023 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 2016-06-03 2016-12-02 2016-12-02 N N N 0.0041 3999484.00 3999484.00 3999484.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A7ZH1 US3130A7ZH10 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-10 2016-11-10 2016-11-10 N N N 0.0041 2999934.00 2999934.00 2999934.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A7ZE8 US3130A7ZE88 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-10 2016-11-10 2016-11-10 N N N 0.0041 3999912.00 3999912.00 3999912.00 0.0011 N N N 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 21000630.00 21000630.00 21000630.00 0.0060 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 22000682.00 22000682.00 22000682.00 0.0063 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 22000682.00 22000682.00 22000682.00 0.0063 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 2016-06-03 2016-11-03 2016-11-03 N N N 0.0042 4000000.00 4000000.00 4000000.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A7ZA6 US3130A7ZA66 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-10 2016-11-10 2016-11-10 N N N 0.0042 1000001.00 1000001.00 1000001.00 0.0003 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 2016-06-15 2016-07-15 2016-07-15 N N N 0.0042 30002520.00 30002520.00 30002520.00 0.0086 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-17 2016-10-17 2016-10-17 N N N 0.0042 13000689.00 13000689.00 13000689.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A82S1 US3130A82S14 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-12 2017-01-12 2017-01-12 N N N 0.0043 3000000.00 3000000.00 3000000.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A82D4 US3130A82D45 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-13 2017-01-13 2017-01-13 N N N 0.0043 7000000.00 7000000.00 7000000.00 0.0020 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 2016-06-17 2016-06-20 2016-06-20 N N N 0.0043 7000371.00 7000371.00 7000371.00 0.0020 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 2016-06-20 2016-06-20 2016-06-20 N N N 0.0043 7000350.00 7000350.00 7000350.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 313384C64 US313384C649 U.S. Government Agency Debt N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0043 35967384.00 35967384.00 35967384.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-03 2017-02-03 2017-02-03 N N N 0.0045 1999944.00 1999944.00 1999944.00 0.0006 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 2016-06-05 2016-07-05 2016-07-05 N N N 0.0045 21002079.00 21002079.00 21002079.00 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A73H6 US3130A73H67 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-14 2016-07-14 2016-07-14 N N N 0.0045 14001666.00 14001666.00 14001666.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 313384D55 US313384D555 U.S. Government Agency Debt N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0045 54945715.00 54945715.00 54945715.00 0.0157 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 2016-06-02 2016-08-02 2016-08-02 N N N 0.0046 10001350.00 10001350.00 10001350.00 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 2016-06-08 2016-08-08 2016-08-08 N N N 0.0046 7000959.00 7000959.00 7000959.00 0.0020 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 2016-06-20 2016-07-20 2016-07-20 N N N 0.0046 7000938.00 7000938.00 7000938.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A8CF8 US3130A8CF83 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-01 2017-03-01 2017-03-01 N N N 0.0046 4999625.00 4999625.00 4999625.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 313384D30 US313384D308 U.S. Government Agency Debt N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0046 21978792.00 21978792.00 21978792.00 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8CQ4 US3130A8CQ49 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-01 2017-03-01 2017-03-01 N N N 0.0047 6000000.00 6000000.00 6000000.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A76P5 US3130A76P56 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-01 2016-09-01 2016-09-01 N N N 0.0047 6000846.00 6000846.00 6000846.00 0.0017 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 2016-06-19 2016-07-19 2016-07-19 N N N 0.0047 7000980.00 7000980.00 7000980.00 0.0020 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 2016-06-21 2016-07-21 2016-07-21 N N N 0.0047 2000270.00 2000270.00 2000270.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A74U6 US3130A74U69 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-25 2016-07-25 2016-07-25 N N N 0.0047 11001540.00 11001540.00 11001540.00 0.0031 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 2016-06-25 2016-07-25 2016-07-25 N N N 0.0047 7001008.00 7001008.00 7001008.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A75N1 US3130A75N18 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-26 2016-07-26 2016-07-26 N N N 0.0047 7000987.00 7000987.00 7000987.00 0.0020 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 2016-06-27 2016-08-26 2016-08-26 N N N 0.0047 2000282.00 2000282.00 2000282.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8CV3 US3130A8CV34 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-01 2017-03-01 2017-03-01 N N N 0.0047 12000000.00 12000000.00 12000000.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A84U4 US3130A84U42 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-18 2016-11-18 2016-11-18 N N N 0.0047 6996710.00 6996710.00 6996710.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A84G5 US3130A84G57 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0047 3997844.00 3997844.00 3997844.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7K87 US3130A7K877 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-23 2016-09-23 2016-09-23 N N N 0.0048 6000954.00 6000954.00 6000954.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A75F8 US3130A75F83 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-25 2016-08-25 2016-08-25 N N N 0.0048 7000987.00 7000987.00 7000987.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A75M3 US3130A75M35 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-25 2016-08-25 2016-08-25 N N N 0.0048 7000987.00 7000987.00 7000987.00 0.0020 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 2016-08-02 2017-02-02 2017-02-02 N N N 0.0048 2999730.00 2999730.00 2999730.00 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 2016-08-03 2017-02-03 2017-02-03 N N N 0.0048 1999820.00 1999820.00 1999820.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8D91 US3130A8D912 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-02 2017-03-02 2017-03-02 N N N 0.0049 3000000.00 3000000.00 3000000.00 0.0009 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 6000654.00 6000654.00 6000654.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8D83 US3130A8D839 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-02 2017-03-02 2017-03-02 N N N 0.0049 8000000.00 8000000.00 8000000.00 0.0023 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 7000812.00 7000812.00 7000812.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7YN9 US3130A7YN96 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-05 2017-05-05 2017-05-05 N N N 0.0049 13999230.00 13999230.00 13999230.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7Z65 US3130A7Z651 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-11 2017-05-11 2017-05-11 N N N 0.0049 16998113.00 16998113.00 16998113.00 0.0048 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 4000552.00 4000552.00 4000552.00 0.0011 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 13994904.00 13994904.00 13994904.00 0.0040 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 6997235.00 6997235.00 6997235.00 0.0020 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 3998320.00 3998320.00 3998320.00 0.0011 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 1999240.00 1999240.00 1999240.00 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 6997060.00 6997060.00 6997060.00 0.0020 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 3000075.00 3000075.00 3000075.00 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 13000325.00 13000325.00 13000325.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-06 2017-06-06 2017-06-06 N N N 0.0050 6999867.00 6999867.00 6999867.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7ZD0 US3130A7ZD06 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-20 2017-06-19 2017-06-19 N N N 0.0050 6998530.00 6998530.00 6998530.00 0.0020 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 14000084.00 14000084.00 14000084.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A67B7 US3130A67B79 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-07 2017-02-07 2017-02-07 N N N 0.0050 20001540.00 20001540.00 20001540.00 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A5YX1 US3130A5YX13 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-09 2017-02-09 2017-02-09 N N N 0.0050 65004940.00 65004940.00 65004940.00 0.0185 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8AM5 US3130A8AM52 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-11-25 2016-11-25 N N N 0.0050 21000000.00 21000000.00 21000000.00 0.0060 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 8998389.00 8998389.00 8998389.00 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 6999622.00 6999622.00 6999622.00 0.0020 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 3999784.00 3999784.00 3999784.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A85Z2 US3130A85Z20 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0050 3998272.00 3998272.00 3998272.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A85S8 US3130A85S86 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0050 3998272.00 3998272.00 3998272.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A85Y5 US3130A85Y54 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0050 13993406.00 13993406.00 13993406.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A6ZF7 US3130A6ZF70 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-08 2016-07-08 2016-07-08 N N N 0.0051 6000996.00 6000996.00 6000996.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8AN3 US3130A8AN36 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2016-11-25 2016-11-25 N N N 0.0051 7000000.00 7000000.00 7000000.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7AN5 US3130A7AN52 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2016-08-08 2016-08-08 N N N 0.0052 14003318.00 14003318.00 14003318.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7AP0 US3130A7AP01 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-12 2016-08-12 2016-08-12 N N N 0.0052 7001701.00 7001701.00 7001701.00 0.0020 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 9001521.00 9001521.00 9001521.00 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 4000384.00 4000384.00 4000384.00 0.0011 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 9000576.00 9000576.00 9000576.00 0.0026 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 7001904.00 7001904.00 7001904.00 0.0020 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 2016-06-22 2016-09-22 2016-09-22 N N N 0.0053 4001252.00 4001252.00 4001252.00 0.0011 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 7001925.00 7001925.00 7001925.00 0.0020 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 3000819.00 3000819.00 3000819.00 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 7001911.00 7001911.00 7001911.00 0.0020 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 50013500.00 50013500.00 50013500.00 0.0143 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 5001025.00 5001025.00 5001025.00 0.0014 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 30006150.00 30006150.00 30006150.00 0.0086 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 7002394.00 7002394.00 7002394.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2017-08-03 2017-08-03 N N N 0.0053 999999.00 999999.00 999999.00 0.0003 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 7000644.00 7000644.00 7000644.00 0.0020 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 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8BX0 US3130A8BX09 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-03 2017-03-03 2017-03-03 N N N 0.0054 10000370.00 10000370.00 10000370.00 0.0029 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 7001904.00 7001904.00 7001904.00 0.0020 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 3000816.00 3000816.00 3000816.00 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 14002394.00 14002394.00 14002394.00 0.0040 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 11001969.00 11001969.00 11001969.00 0.0031 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 4000940.00 4000940.00 4000940.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8C27 US3130A8C278 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0054 7000259.00 7000259.00 7000259.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8BY8 US3130A8BY81 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0054 7000259.00 7000259.00 7000259.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8CG6 US3130A8CG66 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0054 4000148.00 4000148.00 4000148.00 0.0011 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 5000475.00 5000475.00 5000475.00 0.0014 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 3000330.00 3000330.00 3000330.00 0.0009 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 3000330.00 3000330.00 3000330.00 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 7000770.00 7000770.00 7000770.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8CT8 US3130A8CT87 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-01 2017-03-01 2017-03-01 N N N 0.0055 8000304.00 8000304.00 8000304.00 0.0023 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 7002485.00 7002485.00 7002485.00 0.0020 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 5001780.00 5001780.00 5001780.00 0.0014 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 13006604.00 13006604.00 13006604.00 0.0037 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 7001449.00 7001449.00 7001449.00 0.0020 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 31010726.00 31010726.00 31010726.00 0.0088 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 4001212.00 4001212.00 4001212.00 0.0011 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 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2017-11-02 2017-11-02 N N N 0.0055 3999432.00 3999432.00 3999432.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7AM7 US3130A7AM79 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2016-11-08 2016-11-08 N N N 0.0055 14004718.00 14004718.00 14004718.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8BU6 US3130A8BU69 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0055 4000000.00 4000000.00 4000000.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313384P94 US313384P948 U.S. Government Agency Debt N/A N/A 2016-11-18 2016-11-18 2016-11-18 N N N 0.0055 35913456.00 35913456.00 35913456.00 0.0102 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8C35 US3130A8C351 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-01 2017-06-01 2017-06-01 N N N 0.0056 5000250.00 5000250.00 5000250.00 0.0014 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 7003885.00 7003885.00 7003885.00 0.0020 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 7004459.00 7004459.00 7004459.00 0.0020 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 6001170.00 6001170.00 6001170.00 0.0017 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 7002310.00 7002310.00 7002310.00 0.0020 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 2000008.00 2000008.00 2000008.00 0.0006 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 1000103.00 1000103.00 1000103.00 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 5000700.00 5000700.00 5000700.00 0.0014 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 2016-08-02 2017-11-02 2017-11-02 N N N 0.0056 9999440.00 9999440.00 9999440.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A76B6 US3130A76B60 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2016-11-02 2016-11-02 N N N 0.0056 30009930.00 30009930.00 30009930.00 0.0086 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 37999772.00 37999772.00 37999772.00 0.0108 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 4002072.00 4002072.00 4002072.00 0.0011 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 14008386.00 14008386.00 14008386.00 0.0040 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 4002252.00 4002252.00 4002252.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7EP6 US3130A7EP64 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-11-25 2016-11-25 N N N 0.0057 14004914.00 14004914.00 14004914.00 0.0040 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 4002548.00 4002548.00 4002548.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A8BC6 US3130A8BC61 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-26 2017-07-26 2017-07-26 N N N 0.0058 7000406.00 7000406.00 7000406.00 0.0020 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 8988975.00 8988975.00 8988975.00 0.0026 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 7001855.00 7001855.00 7001855.00 0.0020 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 7001855.00 7001855.00 7001855.00 0.0020 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 24014568.00 24014568.00 24014568.00 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 313384R50 US313384R506 U.S. Government Agency Debt N/A N/A 2016-11-30 2016-11-30 2016-11-30 N N N 0.0060 14954651.70 14954651.70 14954651.70 0.0043 N N N N Freddie Mac Freddie Mac, 0.38% 3134G7SG7 S6XOOCT0IEG5ABCC6L87 US3134G7SG76 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-17 2016-08-17 2016-08-17 N N N 0.0038 15998912.00 15998912.00 15998912.00 0.0046 N N N N Freddie Mac Freddie Mac, 0.40% 3134G7TF8 S6XOOCT0IEG5ABCC6L87 US3134G7TF84 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-24 2016-08-24 2016-08-24 N N N 0.0040 27000459.00 27000459.00 27000459.00 0.0077 N N N N Freddie Mac Freddie Mac, 0.42% 3134G7ZE4 S6XOOCT0IEG5ABCC6L87 US3134G7ZE46 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-16 2016-09-16 2016-09-16 N N N 0.0042 65004680.00 65004680.00 65004680.00 0.0185 N N N N Freddie Mac Freddie Mac, 0.46% 3134G8DN6 S6XOOCT0IEG5ABCC6L87 US3134G8DN65 0001026214 U.S. Government Agency Debt N/A N/A 2016-06-14 2016-06-14 2016-06-14 N N N 0.0046 30000780.00 30000780.00 30000780.00 0.0086 N N N N Freddie Mac Freddie Mac, 0.46% 3137EADS5 S6XOOCT0IEG5ABCC6L87 US3137EADS56 U.S. Government Agency Debt N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0046 6006894.00 6006894.00 6006894.00 0.0017 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 13981380.00 13981380.00 13981380.00 0.0040 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 32989737.00 32989737.00 32989737.00 0.0094 N N N N Bank of America NA In a joint trading account with Bank of America NA at 0.3%, dated 5/31/2016 due 06/01/2016 B4TYDEB6GKMZO031MB27 AFI707000_04197 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 2021-01-25 2043-06-15 2.413 - 3.531 3137157.61 3050936.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-10-25 3 - 5.8 3962481.78 1701892.90 Agency Collateralized Mortgage Obligation N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 4614356.23 4614356.23 4614356.23 0.0013 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.3%, dated 5/31/2016 due 06/01/2016 L3I9ZG2KFGXZ61BMYR72 AFI707000_04240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-06-30 2045-11-15 0.5 - 6.125 47891.64 48595.92 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 47610.52 47610.52 47610.52 0.0000 N Y Y N Bnp Paribas, Paris (C) In a joint trading account with Bnp Paribas, Paris (C) at 0.3%, dated 5/31/2016 due 06/01/2016 R0MUWSFPU8MPRO8K5P83 AFI707000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-08-31 2045-11-15 0 - 8.75 3595729.41 3663217.80 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2046-01-01 1 - 7.5 1748734.32 1212413.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-02-16 2066-04-20 0.954 - 7 847051.54 543519.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-28 2051-09-01 1.25 - 7.5 4650565.10 3276305.81 Agency Debentures and Agency Strips N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 8519715.45 8519715.45 8519715.45 0.0024 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.3%, dated 5/31/2016 due 06/01/2016 VJW2DOOHGDT6PR0ZRO63 AFI707000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-06-09 2045-08-15 0 - 8.875 93838.50 93931.89 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-06-20 2034-10-10 0.42 - 5.45 3854.44 3888.93 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-06-06 2026-03-30 0 - 6.015 25089.09 25289.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2046-05-01 0 - 8.5 197422.56 114242.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2016-10-15 2046-05-20 2.5 - 9.5 156281.67 79455.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2016-07-15 2046-05-01 0 - 8.5 181379.72 82750.89 Agency Debentures and Agency Strips N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 391711.06 391711.06 391711.06 0.0001 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.3%, dated 5/31/2016 due 06/01/2016 E57ODZWZ7FF32TWEFA76 AFI707000_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 17682.96 13359.97 Agency Debentures and Agency Strips US TREASURY 2016-07-15 2046-05-15 0 - 9.125 2151707.30 2318331.15 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-06-12 2018-06-12 0.72 - 0.72 426.69 427.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 20.98 21.04 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2044-04-01 0 - 6.75 75458.72 64684.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-11-20 2 - 8 156314.90 84385.07 Agency Mortgage-Backed Securities FINANCE CORPORATION 2017-02-03 2018-02-03 0 - 0 5.06 5.01 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2016-12-15 2016-12-15 4.875 - 4.875 1.40 1.46 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.375 - 7.95 79737.74 26119.52 Agency Debentures and Agency Strips N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 2448194.09 2448194.09 2448194.09 0.0007 N Y 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 US TREASURY 2016-10-15 2046-05-15 0.625 - 3.875 3400.00 3419.11 U.S. Treasuries (including strips) TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2016-12-15 2016-12-15 4.875 - 4.875 1992000.00 2081558.66 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-01-30 2019-02-22 1.125 - 1.375 970000.00 975110.13 Agency Debentures and Agency Strips N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0031 3000000.00 3000000.00 3000000.00 0.0009 N N Y N Citibank NA Citibank NA, 0.32% 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 2016-11-15 2046-05-15 1.375 - 7.5 1700.00 1949.66 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-10-14 2020-09-28 0.5 - 1.795 16925000.00 17003970.76 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-01-30 2024-09-06 1.125 - 5.375 4396000.00 4414664.16 Agency Debentures and Agency Strips N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0032 21000000.00 21000000.00 21000000.00 0.0060 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 5/31/2016 due 06/01/2016 1VUV7VQFKUOQSJ21A208 AFI707000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-02-28 2045-11-15 0.5 - 6 7198241.58 7496454.28 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 7344582.28 7344582.28 7344582.28 0.0021 N Y Y N Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.28% 1V8Y6QCX6YMJ2OELII46 0000318336 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 2031-03-15 2031-03-15 6.75 - 6.75 6360000.00 4081402.49 Agency Debentures and Agency Strips N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 3999975.20 3999975.20 3999975.20 0.0011 N N Y N Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.28% 1V8Y6QCX6YMJ2OELII46 0000318336 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 2031-03-15 2031-03-15 6.75 - 6.75 6360000.00 4081402.49 Agency Debentures and Agency Strips N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0028 3999950.40 3999950.40 3999950.40 0.0011 N N Y N Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.35% 1V8Y6QCX6YMJ2OELII46 0000318336 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 2031-03-15 2031-03-15 6.75 - 6.75 7950000.00 5101753.11 Agency Debentures and Agency Strips N/A N/A 2016-06-06 2016-06-06 2016-06-06 N N N 0.0035 5000100.00 5000100.00 5000100.00 0.0014 N N Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.3%, dated 5/31/2016 due 06/01/2016 1V8Y6QCX6YMJ2OELII46 AFI707000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-31 2045-05-15 0.5 - 8.75 8805136.21 9317287.96 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 9124168.70 9124168.70 9124168.70 0.0026 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.3%, dated 5/31/2016 due 06/01/2016 CYYGQCGNHMHPSMRL3R97 AFI707000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-11-30 2037-02-15 1 - 7.875 256193.21 285501.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2045-06-01 3 - 5 513689.44 298660.98 Agency Mortgage-Backed Securities U.S. TREASURY 2017-01-31 2017-01-31 0.084 - 0.084 13390.63 13397.92 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 585608.03 585608.03 585608.03 0.0002 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.3%, dated 5/31/2016 due 06/01/2016 KBVRJ5K57JZ3E2AVWX40 AFI707000_40488 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 2031-01-01 2045-12-01 3.5 - 5 478194.05 239729.67 Agency Mortgage-Backed Securities N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 235026.63 235026.63 235026.63 0.0001 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 2042-08-01 2042-08-01 3.5 - 3.5 2660000.00 2044824.93 Agency Mortgage-Backed Securities N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0035 2000000.00 2000000.00 2000000.00 0.0006 N N Y N 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 2042-08-01 2044-11-01 3.5 - 4 4459695.00 4083929.22 Agency Mortgage-Backed Securities N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0037 4000200.00 4000200.00 4000200.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.40% 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 2040-08-01 2040-08-01 4.5 - 4.5 20275000.00 7143060.51 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-08-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0040 7000280.00 7000280.00 7000280.00 0.0020 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.40% 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 2044-11-01 2044-11-01 4 - 4 4395000.00 4081421.30 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-08-08 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0040 4000160.00 4000160.00 4000160.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.40% 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 5310000.00 4081962.55 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-08-09 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0040 4000200.00 4000200.00 4000200.00 0.0011 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 2042-08-01 2042-08-01 3.5 - 3.5 5310000.00 4081962.55 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-07-20 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 4000400.00 4000400.00 4000400.00 0.0011 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 2042-08-01 2042-08-01 3.5 - 3.5 5310000.00 4081962.55 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-08-03 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 4000120.00 4000120.00 4000120.00 0.0011 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 2044-11-01 2044-11-01 4 - 4 6595000.00 6124453.57 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-08-01 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 6000120.00 6000120.00 6000120.00 0.0017 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 2044-11-01 2044-11-01 4 - 4 6595000.00 6124453.57 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-08-02 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 6000180.00 6000180.00 6000180.00 0.0017 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 2044-11-01 2044-11-01 4 - 4 5495000.00 5102937.44 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 2016-08-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 5000200.00 5000200.00 5000200.00 0.0014 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 2042-08-01 2042-08-01 3.5 - 3.5 5315000.00 4085806.20 Agency Mortgage-Backed Securities N/A N/A 2016-07-05 2016-07-05 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 0.0011 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.3%, dated 5/31/2016 due 06/01/2016 ZBUT11V806EZRVTWT807 AFI707000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-15 2046-02-15 0.5 - 8.75 1056987.30 1139826.41 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-03-01 2045-05-01 2.087 - 6.004 2359200.16 93996.50 Agency Mortgage-Backed Securities U.S. TREASURY 2016-10-31 2018-01-31 0.053 - 0.577 9487.26 9495.66 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2049-04-01 1.834 - 7.9 5971730.66 1455308.55 Agency Mortgage-Backed Securities N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 2644049.62 2644049.62 2644049.62 0.0008 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 2045-03-20 2045-03-20 3.5 - 3.5 24266622.00 21429163.77 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 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 0.0060 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.38% K5HU16E3LMSVCCJJJ255 AEJ660000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2044-08-15 2044-08-15 3.125 - 3.125 800.00 888.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2046-03-01 2.229 - 4 8253412.00 5944024.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2035-09-01 2036-05-01 2.565 - 3.5 177182.00 177072.92 Agency Mortgage-Backed Securities N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0038 6000540.00 6000540.00 6000540.00 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.38% K5HU16E3LMSVCCJJJ255 AFB587000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-02-15 2019-02-15 2.75 - 2.75 384700.00 406054.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-07-01 2046-05-01 2.249 - 4 17786322.00 3614203.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2056-07-15 2056-07-15 3 - 3 440126.00 461226.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2043-10-01 2.53 - 5 1771906.00 1640026.50 Agency Mortgage-Backed Securities N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0038 6000540.00 6000540.00 6000540.00 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.38% K5HU16E3LMSVCCJJJ255 AFB909000 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 2031-05-01 2046-02-01 2.249 - 4.5 15275720.00 4552548.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-20 2040-12-20 4.5 - 4.5 2408557.00 765455.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2046-05-01 2.075 - 4 3918943.00 2843890.64 Agency Mortgage-Backed Securities N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0038 8000800.00 8000800.00 8000800.00 0.0023 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.38% K5HU16E3LMSVCCJJJ255 AFG908000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2044-08-15 2044-08-15 3.125 - 3.125 1827600.00 2030703.52 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2044-06-01 2.249 - 3.243 21133451.00 7924956.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-20 2040-12-20 4.5 - 4.5 173456.00 55125.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-05-01 2046-05-01 2.447 - 4 15542536.00 2249890.66 Agency Mortgage-Backed Securities N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0038 12001440.00 12001440.00 12001440.00 0.0034 N N N Y 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 HOME LOAN MORTGAGE CORP 2027-07-01 2030-09-01 2.5 - 3 80870.00 79579.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-20 2040-12-20 4.5 - 4.5 21150.00 6721.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-05-01 2044-01-01 2.565 - 3.5 5632807.00 5016987.97 Agency Mortgage-Backed Securities N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0043 5001200.00 5001200.00 5001200.00 0.0014 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 FEDERAL HOME LOAN MORTGAGE CORP 2040-10-15 2040-10-15 3 - 3 7131138.00 7211842.87 Agency Collateralized Mortgage Obligation N/A N/A 2016-06-07 2016-06-07 2016-08-08 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 0.0020 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.3%, dated 5/31/2016 due 06/01/2016 7TK5RJIZDFROZCA6XF66 AFI707000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-08-25 2046-05-15 0 - 2.5 825952.05 822769.53 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-07-29 2025-11-10 0 - 2.98 62522.74 62612.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2046-05-01 3 - 6.5 48281.43 50442.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-16 2046-05-20 2 - 5 10350.58 10406.54 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2041-06-15 2041-07-15 4.3 - 4.375 72.76 73.05 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2023-12-01 2046-05-01 3 - 6.5 143306.84 150734.76 Agency Mortgage-Backed Securities N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 1075246.85 1075246.85 1075246.85 0.0003 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 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 2046-06-01 1.5 - 3.5 282430.00 212079.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2046-05-20 2046-05-20 3.5 - 3.5 186762.00 197991.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-10-01 2046-05-01 2.55 - 5.5 12217244.00 10814573.43 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-07-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 11000000.00 11000000.00 11000000.00 0.0031 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 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 2046-05-01 2.548 - 3.5 14391.00 14524.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2046-05-20 2 - 5 12087293.00 2682293.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-05-01 2.225 - 4.867 4586995.00 4444193.63 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-07-19 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 7000000.00 7000000.00 7000000.00 0.0020 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 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 2046-05-01 2.531 - 3.5 10074211.00 1704425.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-20 2046-05-20 3.5 - 4.5 2235151.00 1294869.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-06-01 2.29 - 4.867 11752893.00 11282905.32 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-07-18 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 14000000.00 14000000.00 14000000.00 0.0040 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.34% 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 2046-05-01 2.531 - 3.5 167682.00 58119.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2046-05-20 3 - 5 143976.00 145132.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-05-01 2.128 - 5.5 7558735.00 4898193.33 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-07-01 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 5000000.00 5000000.00 5000000.00 0.0014 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 2046-06-01 2046-06-01 3 - 3 1000.00 1026.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-05-20 2046-05-20 3.5 - 3.5 6734410.00 7139320.89 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-06-29 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 0.0020 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 2046-05-01 3 - 3.5 23177.00 24084.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-05-20 2046-05-20 3.5 - 3.5 3961.00 4199.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-03-01 2046-06-01 2.245 - 4 6898061.00 7115016.71 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 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 0.0020 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 2046-06-01 2.491 - 4 340087.00 113497.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2046-05-20 3 - 5 6605618.00 6121921.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-06-01 2.128 - 6 1100596.00 908121.76 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 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 0.0020 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 2046-06-01 2.548 - 3.5 173609.00 47035.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2046-05-20 3.5 - 3.5 2457813.00 2448936.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-03-01 2046-05-01 2.758 - 5.5 2764786.00 2606557.96 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 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 0.0014 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 2042-06-01 2046-05-01 2.548 - 4 20711.00 19617.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-11-20 2045-05-20 3.5 - 4 79916.00 72536.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2034-07-01 2046-04-01 2.128 - 6 6872888.00 7050901.00 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 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 0.0020 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.37% 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 2042-06-01 2046-05-01 3 - 4 37841.00 32629.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-02-20 2045-11-20 3 - 4 4990651.00 3715224.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-05-01 3 - 4.5 350831.00 334172.53 Agency Collateralized Mortgage Obligation N/A N/A 2016-06-07 2016-06-07 2016-07-20 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 4000000.00 4000000.00 4000000.00 0.0011 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.3%, dated 5/31/2016 due 06/01/2016 O2RNE8IBXP4R0TD8PU41 AFI707000_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-06-23 2045-05-15 0 - 8.875 763043.73 800131.19 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2045-04-01 2.152 - 6 829619.30 70659.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2046-03-20 1.75 - 4 1714828.87 63261.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2046-04-01 1.914 - 6 1110205.84 265844.42 Agency Mortgage-Backed Securities N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 1175133.17 1175133.17 1175133.17 0.0003 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.3%, dated 5/31/2016 due 06/01/2016 VYVVCKR63DVZZN70PB21 AFI707000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2016-07-15 2016-10-15 0 - 0 10.62 10.60 Agency Debentures and Agency Strips US TREASURY 2016-07-31 2046-05-15 0.29 - 8.875 182974.81 206491.48 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-06-30 2040-11-02 0.67 - 5.75 50815.91 50741.26 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-06-03 2016-11-16 0 - 0 11831.79 11821.38 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-10-14 2046-04-01 0.75 - 9 57049.75 58399.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2016-08-15 2046-05-20 1.75 - 10 245611.09 132620.81 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-07-18 2042-12-15 0 - 6.25 823.40 911.68 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2016-09-28 2046-04-01 0.75 - 7.125 40663.98 40904.48 Agency Debentures and Agency Strips N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 491597.37 491597.37 491597.37 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.28% 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 3845153.00 4080191.03 Agency Mortgage-Backed Securities N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 3999975.20 3999975.20 3999975.20 0.0011 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.32% 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 2046-03-01 2046-03-01 4 - 4 20187497.00 21420190.44 Agency Mortgage-Backed Securities N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0032 21000000.00 21000000.00 21000000.00 0.0060 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 2031-03-01 2031-03-01 3.5 - 3.5 8708332.00 9186312.16 Agency Mortgage-Backed Securities N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0045 9002340.00 9002340.00 9002340.00 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 2046-02-01 2046-02-01 4 - 4 3847665.00 4082856.57 Agency Mortgage-Backed Securities N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0045 4001040.00 4001040.00 4001040.00 0.0011 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 2043-10-01 2043-10-01 4.5 - 4.5 2871063.00 3061951.32 Agency Mortgage-Backed Securities N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0045 3000870.00 3000870.00 3000870.00 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 34998845.00 34998845.00 34998845.00 0.0100 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 11992392.00 11992392.00 11992392.00 0.0034 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 33970192.20 33970192.20 33970192.20 0.0097 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 29996610.00 29996610.00 29996610.00 0.0086 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 4999083.00 4999083.00 4999083.00 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828QR4 US912828QR49 U.S. Treasury Debt N/A N/A 2016-06-30 2016-06-30 2016-06-30 N N N 0.0032 56057008.00 56057008.00 56057008.00 0.0160 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828VL1 US912828VL14 U.S. Treasury Debt N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0032 30013560.00 30013560.00 30013560.00 0.0086 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 912828LU2 US912828LU23 U.S. Treasury Debt N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0041 13139126.00 13139126.00 13139126.00 0.0037 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 63020727.00 63020727.00 63020727.00 0.0180 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.31% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-01-31 2021-09-30 2.125 - 3.125 15851700.00 16320228.67 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0031 16000000.00 16000000.00 16000000.00 0.0046 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.35% 3Y4U8VZURTYWI1W2K376 AFB217000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-31 2023-11-15 1.875 - 2.75 4000000.00 4104470.98 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-07-27 Y BMO CHICAGO BRH IL (GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 4000000.00 4000000.00 4000000.00 0.0011 N N 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 8232827.54 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 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, 0.40% AFI567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2019-02-15 2.75 - 2.75 50250000.00 53043309.33 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0040 52000000.00 52000000.00 52000000.00 0.0148 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.31% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-06-30 2022-11-15 1.625 - 3.25 22120400.00 22440206.96 U.S. Treasuries (including strips) N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0031 22000000.00 22000000.00 22000000.00 0.0063 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 2023-05-15 1.75 12180000.00 12267610.74 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0031 12000000.00 12000000.00 12000000.00 0.0034 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.28% ES7IP3U3RHIGC71XBU11 AFH482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2 2969000.00 3072448.87 U.S. Treasuries (including strips) N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 2999981.40 2999981.40 2999981.40 0.0009 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.28% ES7IP3U3RHIGC71XBU11 AFH356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 1.75 11049000.00 11279084.38 U.S. Treasuries (including strips) N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 10999931.80 10999931.80 10999931.80 0.0031 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.28% ES7IP3U3RHIGC71XBU11 AFI086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2 25629000.00 26603491.47 U.S. Treasuries (including strips) N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0028 25999677.60 25999677.60 25999677.60 0.0074 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.31% ES7IP3U3RHIGC71XBU11 AFI580000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2 10878000.00 11257022.15 U.S. Treasuries (including strips) N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0031 11000000.00 11000000.00 11000000.00 0.0031 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 2017-06-30 2017-06-30 0.625 - 0.625 3057900.00 3062058.41 U.S. Treasuries (including strips) N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0040 3000600.00 3000600.00 3000600.00 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 2017-03-15 2017-03-15 0.75 - 0.75 2037100.00 2041250.17 U.S. Treasuries (including strips) N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0040 2000420.00 2000420.00 2000420.00 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 2017-02-15 2046-05-15 0.625 - 2.5 4086600.00 4085586.57 U.S. Treasuries (including strips) N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0040 4000840.00 4000840.00 4000840.00 0.0011 N N N Y Variable Insurance Products Fund V: Government Money Market Portfolio 2016-06-02 Stephanie Dorsey Stephanie Dorsey President and Treasurer