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0.50% 3135G0YH0 B1V7KEBTPIMZEU4LTD58 US3135G0YH06 0000310522 U.S. Government Agency Debt N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0050 37601880.00 37601880.00 0.0100 N N N N Fannie Mae Fannie Mae, 0.51% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 0000310522 U.S. Government Agency Debt N/A N/A 2016-08-26 2017-01-26 2017-01-26 N N N 0.0051 10902517.90 10902517.90 0.0029 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 7040215.00 7040215.00 0.0019 N N N N Fannie Mae Fannie Mae, 0.63% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 0000310522 U.S. Government Agency Debt N/A N/A 2016-10-11 2018-01-11 2018-01-11 N N N 0.0063 36031068.00 36031068.00 0.0095 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 3133EDPM8 US3133EDPM83 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-10-03 2016-10-03 N N N 0.0044 2000324.00 2000324.00 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 3133EEWV8 US3133EEWV82 U.S. Government Agency Debt N/A N/A 2016-08-06 2016-10-06 2016-10-06 N N N 0.0044 3000468.00 3000468.00 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.44% 3133EEXS4 US3133EEXS45 U.S. Government Agency Debt N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0044 8000288.00 8000288.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.46% 3133EFDG9 US3133EFDG91 U.S. Government Agency Debt N/A N/A 2016-08-20 2016-09-20 2016-09-20 N N N 0.0046 5000735.00 5000735.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt N/A N/A 2016-08-09 2017-03-09 2017-03-09 N N N 0.0049 7001302.00 7001302.00 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.50% 3133ED4J8 US3133ED4J86 U.S. Government Agency Debt N/A N/A 2016-08-11 2016-10-11 2016-10-11 N N N 0.0050 3000828.00 3000828.00 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.51% 3133EDV25 US3133EDV250 U.S. Government Agency Debt N/A N/A 2016-08-15 2017-05-15 2017-05-15 N N N 0.0051 10000380.00 10000380.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EFXP7 US3133EFXP70 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-09-27 2016-09-27 N N N 0.0053 18004536.00 18004536.00 0.0048 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 8000800.00 8000800.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EF3J4 US3133EF3J41 U.S. Government Agency Debt N/A N/A 2016-08-15 2017-02-16 2017-02-16 N N N 0.0053 9998530.00 9998530.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt N/A N/A 2016-08-24 2017-05-24 2017-05-24 N N N 0.0053 10001290.00 10001290.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.53% 3133EF5S2 US3133EF5S22 U.S. Government Agency Debt N/A N/A 2016-08-29 2017-03-29 2017-03-29 N N N 0.0053 5001050.00 5001050.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EFY27 US3133EFY275 U.S. Government Agency Debt N/A N/A 2016-08-06 2017-03-06 2017-03-06 N N N 0.0054 19009272.00 19009272.00 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EF3K1 US3133EF3K14 U.S. Government Agency Debt N/A N/A 2016-08-15 2017-03-16 2017-03-16 N N N 0.0054 10003850.00 10003850.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.55% 3133EFW94 US3133EFW949 U.S. Government Agency Debt N/A N/A 2016-08-01 2017-05-01 2017-05-01 N N N 0.0055 14006930.00 14006930.00 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EEEV8 US3133EEEV84 U.S. Government Agency Debt N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0056 25003200.00 25003200.00 0.0066 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 6999951.00 6999951.00 0.0019 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.57% 3133EFUM7 US3133EFUM76 U.S. Government Agency Debt N/A N/A 2016-08-04 2016-11-04 2016-11-04 N N N 0.0057 30015330.00 30015330.00 0.0079 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-06-02 2017-06-02 N N N 0.0032 3000078.00 3000078.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384G94 US313384G947 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0032 38982762.00 38982762.00 0.0103 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384J34 US313384J347 U.S. Government Agency Debt N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0032 11992644.00 11992644.00 0.0032 N N N 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 29999610.00 29999610.00 0.0079 N N Y 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 45997240.00 45997240.00 0.0122 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 35997372.00 35997372.00 0.0095 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 35996148.00 35996148.00 0.0095 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384K32 US313384K329 U.S. Government Agency Debt N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0035 35075781.00 35075781.00 0.0093 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 313384M48 US313384M481 U.S. Government Agency Debt N/A N/A 2016-10-28 2016-10-28 2016-10-28 N N N 0.0036 38969970.00 38969970.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384J59 US313384J594 U.S. Government Agency Debt N/A N/A 2016-10-05 2016-10-05 2016-10-05 N N N 0.0037 7994944.00 7994944.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% to 0.38% 313384K65 US313384K659 U.S. Government Agency Debt N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0038 63953984.00 63953984.00 0.0169 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% to 0.38% 313384L56 U.S. Government Agency Debt N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0038 92926716.00 92926716.00 0.0246 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313384M22 US313384M226 U.S. Government Agency Debt N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0037 59949840.00 59949840.00 0.0159 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384H85 US313384H853 U.S. Government Agency Debt N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0038 73963000.00 73963000.00 0.0196 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384K40 US313384K402 U.S. Government Agency Debt N/A N/A 2016-10-12 2016-10-12 2016-10-12 N N N 0.0038 30978300.00 30978300.00 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313384L31 US313384L319 U.S. Government Agency Debt N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0038 13989248.00 13989248.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313384G86 US313384G863 U.S. Government Agency Debt N/A N/A 2016-09-22 2016-09-22 2016-09-22 N N N 0.0039 20990907.00 20990907.00 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313384J67 US313384J677 U.S. Government Agency Debt N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0040 6995506.00 6995506.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313370TW8 US313370TW83 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0041 29400540.70 29400540.70 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313384G78 US313384G780 U.S. Government Agency Debt N/A N/A 2016-09-21 2016-09-21 2016-09-21 N N N 0.0041 35984700.00 35984700.00 0.0095 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3130A2T97 US3130A2T978 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0041 19002185.00 19002185.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A5X79 US3130A5X791 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2017-01-17 2017-01-17 N N N 0.0043 7999416.00 7999416.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6AZ0 US3130A6AZ00 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2016-08-17 2016-08-17 N N N 0.0043 5000240.00 5000240.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6BZ9 US3130A6BZ90 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0043 22001100.00 22001100.00 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6BJ5 US3130A6BJ58 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0043 27001404.00 27001404.00 0.0072 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 35995680.00 35995680.00 0.0095 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A5J34 US3130A5J345 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-12-02 2016-12-02 N N N 0.0044 4000224.00 4000224.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-24 2017-01-24 2017-01-24 N N N 0.0044 7999544.00 7999544.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130A6DL8 US3130A6DL86 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0044 38647627.86 38647627.86 0.0102 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7XV2 US3130A7XV22 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-11-03 2016-11-03 N N N 0.0045 4000268.00 4000268.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7ZH1 US3130A7ZH10 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-10 2016-11-10 2016-11-10 N N N 0.0045 3000165.00 3000165.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7ZA6 US3130A7ZA66 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-10 2016-11-10 2016-11-10 N N N 0.0045 1000069.00 1000069.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130A7ZE8 US3130A7ZE88 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-10 2016-11-10 2016-11-10 N N N 0.0045 4000220.00 4000220.00 0.0011 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 54990815.00 54990815.00 0.0146 N N Y 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 21996634.00 21996634.00 0.0058 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8DZ3 US3130A8DZ39 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2016-12-05 2016-12-05 N N N 0.0047 6000846.00 6000846.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8DD2 US3130A8DD27 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-06 2016-12-06 2016-12-06 N N N 0.0047 3000426.00 3000426.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8E33 US3130A8E332 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-06 2016-12-06 2016-12-06 N N N 0.0047 6000852.00 6000852.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A82S1 US3130A82S14 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-12 2017-01-12 2017-01-12 N N N 0.0047 3000336.00 3000336.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A82D4 US3130A82D45 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-13 2017-01-13 2017-01-13 N N N 0.0047 7000791.00 7000791.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-15 2016-10-17 2016-10-17 N N N 0.0047 13001066.00 13001066.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A8JK0 US3130A8JK06 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2016-11-17 2016-11-17 N N N 0.0047 3000300.00 3000300.00 0.0008 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 7001099.00 7001099.00 0.0019 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 4000348.00 4000348.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 313384T58 US313384T585 U.S. Government Agency Debt N/A N/A 2016-12-16 2016-12-16 2016-12-16 N N N 0.0047 35945208.00 35945208.00 0.0095 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A8CF8 US3130A8CF83 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-01 2017-03-01 2017-03-01 N N N 0.0048 5000700.00 5000700.00 0.0013 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 3001560.00 3001560.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2017-02-03 2017-02-03 N N N 0.0048 2000390.00 2000390.00 0.0005 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 2001036.00 2001036.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A8JP9 US3130A8JP92 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-23 2016-11-23 2016-11-23 N N N 0.0048 7000721.00 7000721.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8CQ4 US3130A8CQ49 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-01 2017-03-01 2017-03-01 N N N 0.0049 6001188.00 6001188.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8CV3 US3130A8CV34 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-01 2017-03-01 2017-03-01 N N N 0.0049 12002376.00 12002376.00 0.0032 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 2016-08-02 2017-03-02 2017-03-02 N N N 0.0049 8001560.00 8001560.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A76U4 US3130A76U42 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0049 10000060.00 10000060.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8D91 US3130A8D912 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-02 2017-03-02 2017-03-02 N N N 0.0049 3000585.00 3000585.00 0.0008 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 14006566.00 14006566.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8FN8 US3130A8FN80 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2017-03-08 2017-03-08 N N N 0.0049 9001620.00 9001620.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A77F6 US3130A77F65 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2016-08-08 2016-08-08 N N N 0.0049 7000266.00 7000266.00 0.0019 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 17007293.00 17007293.00 0.0045 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 4000224.00 4000224.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8LY7 US3130A8LY71 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-29 2016-12-29 2016-12-29 N N N 0.0049 5001445.00 5001445.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A8MV2 US3130A8MV24 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-06 2017-01-06 2017-01-06 N N N 0.0049 3001755.00 3001755.00 0.0008 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 14001736.00 14001736.00 0.0037 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 7000861.00 7000861.00 0.0019 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 7000805.00 7000805.00 0.0019 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 4000460.00 4000460.00 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 2000230.00 2000230.00 0.0005 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 3000312.00 3000312.00 0.0008 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 13001352.00 13001352.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A76P5 US3130A76P56 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-01 2016-09-01 2016-09-01 N N N 0.0050 6000786.00 6000786.00 0.0016 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 20012880.00 20012880.00 0.0053 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 65041210.00 65041210.00 0.0172 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 21003318.00 21003318.00 0.0056 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 9002007.00 9002007.00 0.0024 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 4000920.00 4000920.00 0.0011 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 7001610.00 7001610.00 0.0019 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 4000636.00 4000636.00 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 4000604.00 4000604.00 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 14002086.00 14002086.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384U23 US313384U237 U.S. Government Agency Debt N/A N/A 2016-12-21 2016-12-21 2016-12-21 N N N 0.0050 22963706.00 22963706.00 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8NM1 US3130A8NM16 0001026214 U.S. Government Agency Debt N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0050 2999103.00 2999103.00 0.0008 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 7001127.00 7001127.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A7ZD0 US3130A7ZD06 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-19 2017-06-19 2017-06-19 N N N 0.0051 7001967.00 7001967.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8KF9 US3130A8KF91 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-21 2017-03-21 2017-03-21 N N N 0.0051 6003354.00 6003354.00 0.0016 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 14000252.00 14000252.00 0.0037 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 7000196.00 7000196.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A7K87 US3130A7K877 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-23 2016-09-23 2016-09-23 N N N 0.0052 6000762.00 6000762.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A75F8 US3130A75F83 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0052 7000840.00 7000840.00 0.0019 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 9000927.00 9000927.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A75M3 US3130A75M35 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0052 7000840.00 7000840.00 0.0019 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 4000332.00 4000332.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A75H4 US3130A75H40 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0052 2000248.00 2000248.00 0.0005 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 9000918.00 9000918.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8GB3 US3130A8GB34 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-10 2017-03-10 2017-03-10 N N N 0.0052 3001611.00 3001611.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8KE2 US3130A8KE27 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-20 2017-03-20 2017-03-20 N N N 0.0052 30016890.00 30016890.00 0.0079 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8KJ1 US3130A8KJ14 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-22 2017-03-22 2017-03-22 N N N 0.0052 36019980.00 36019980.00 0.0095 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8M91 US3130A8M913 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-29 2017-03-29 2017-03-29 N N N 0.0052 3001977.00 3001977.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8MD2 US3130A8MD26 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-30 2017-03-30 2017-03-30 N N N 0.0052 3001965.00 3001965.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8MA8 US3130A8MA86 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-03 2017-04-03 2017-04-03 N N N 0.0052 3001908.00 3001908.00 0.0008 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 1000343.00 1000343.00 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 7002387.00 7002387.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A8PP2 US3130A8PP29 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-07 2017-04-07 2017-04-07 N N N 0.0053 13006279.00 13006279.00 0.0034 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 7004620.00 7004620.00 0.0019 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 7004620.00 7004620.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8F73 US3130A8F735 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0054 7003836.00 7003836.00 0.0019 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 5000650.00 5000650.00 0.0013 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 7001232.00 7001232.00 0.0019 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 3000528.00 3000528.00 0.0008 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 3000528.00 3000528.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A5VX4 US3130A5VX40 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-17 2016-10-17 2016-10-17 N N N 0.0054 7001050.00 7001050.00 0.0019 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 4000876.00 4000876.00 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 14004900.00 14004900.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-08 2017-06-06 2017-06-06 N N N 0.0055 7002695.00 7002695.00 0.0019 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 4002756.00 4002756.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8CG6 US3130A8CG66 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-27 2017-02-27 2017-02-27 N N N 0.0055 4002640.00 4002640.00 0.0011 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 2016-09-01 2017-03-01 2017-03-01 N N N 0.0055 8005240.00 8005240.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8EX7 US3130A8EX71 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0055 7004046.00 7004046.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8EG4 US3130A8EG49 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-09 2017-06-09 2017-06-09 N N N 0.0055 3001758.00 3001758.00 0.0008 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 35959680.00 35959680.00 0.0095 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 10004300.00 10004300.00 0.0026 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 30009840.00 30009840.00 0.0079 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8BX0 US3130A8BX09 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2017-03-03 2017-03-03 N N N 0.0056 10006490.00 10006490.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7L52 US3130A7L529 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-05 2017-01-05 N N N 0.0056 3002331.00 3002331.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7LB9 US3130A7LB95 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-06 2017-01-06 N N N 0.0056 7005460.00 7005460.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7LC7 US3130A7LC78 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-18 2017-01-05 2017-01-05 N N N 0.0056 7005439.00 7005439.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7L45 US3130A7L453 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-03 2017-01-03 2017-01-03 N N N 0.0056 7005390.00 7005390.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8WA7 US3130A8WA76 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-28 2017-04-28 2017-04-28 N N N 0.0056 4000788.00 4000788.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A6WV5 US3130A6WV57 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-22 2016-09-22 2016-09-22 N N N 0.0057 4000780.00 4000780.00 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 14005306.00 14005306.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A8C35 US3130A8C351 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-06-01 2017-06-01 N N N 0.0057 5003285.00 5003285.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A8WL3 US3130A8WL32 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-06-01 2017-06-01 N N N 0.0057 6000192.00 6000192.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7FW0 US3130A7FW07 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-04 2016-12-09 2016-12-09 N N N 0.0057 5002145.00 5002145.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7M77 US3130A7M774 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-24 2017-01-11 2017-01-11 N N N 0.0057 50039850.00 50039850.00 0.0133 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7Q57 US3130A7Q577 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-05 2017-04-05 2017-04-05 N N N 0.0057 13010816.00 13010816.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7LD5 US3130A7LD51 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-09 2017-01-09 2017-01-09 N N N 0.0057 3002400.00 3002400.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A7L78 US3130A7L784 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-10 2017-01-10 2017-01-10 N N N 0.0057 7005558.00 7005558.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A8WG4 US3130A8WG47 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-06-01 2017-06-01 N N N 0.0058 13000416.00 13000416.00 0.0034 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 8996697.00 8996697.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A5W62 US3130A5W629 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-23 2017-01-23 2017-01-23 N N N 0.0058 14009114.00 14009114.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A7GF6 US3130A7GF64 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2016-12-07 2016-12-07 N N N 0.0059 7002954.00 7002954.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A7HX6 US3130A7HX61 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-09 2017-03-09 2017-03-09 N N N 0.0059 4003864.00 4003864.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A8N58 US3130A8N580 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-02 2017-10-02 2017-10-02 N N N 0.0059 3002298.00 3002298.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A8NJ8 US3130A8NJ86 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-05 2017-10-05 2017-10-05 N N N 0.0059 7005292.00 7005292.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A6ZC4 US3130A6ZC40 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0059 31008277.00 31008277.00 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7G82 US3130A7G826 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2016-12-02 2016-12-02 N N N 0.0060 11004477.00 11004477.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7TW5 US3130A7TW50 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-20 2017-04-20 2017-04-20 N N N 0.0060 7005369.00 7005369.00 0.0019 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 14981340.00 14981340.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7DL6 US3130A7DL69 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-22 2017-03-07 2017-03-07 N N N 0.0062 7007203.00 7007203.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7DG7 US3130A7DG74 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-23 2017-03-03 2017-03-03 N N N 0.0062 7007231.00 7007231.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7G66 US3130A7G669 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2017-03-03 2017-03-03 N N N 0.0062 4004016.00 4004016.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7G74 US3130A7G743 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0062 14013986.00 14013986.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130A7FU4 US3130A7FU41 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-07 2017-03-07 2017-03-07 N N N 0.0062 4004116.00 4004116.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130A6ZM2 US3130A6ZM22 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-13 2017-01-13 2017-01-13 N N N 0.0063 24025248.00 24025248.00 0.0064 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-25 2017-10-25 2017-10-25 N N N 0.0064 2000936.00 2000936.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A75E1 US3130A75E19 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-25 2016-10-25 2016-10-25 N N N 0.0064 7002142.00 7002142.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2017-10-27 2017-10-27 N N N 0.0065 12004920.00 12004920.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2017-10-27 2017-10-27 N N N 0.0066 5002930.00 5002930.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-27 2017-10-27 2017-10-27 N N N 0.0066 1000586.00 1000586.00 0.0003 N N N N Freddie Mac Freddie Mac, 0.43% 3134G7SG7 S6XOOCT0IEG5ABCC6L87 US3134G7SG76 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-17 2016-08-17 2016-08-17 N N N 0.0043 16000624.00 16000624.00 0.0042 N N N N Freddie Mac Freddie Mac, 0.44% 3134G7TF8 S6XOOCT0IEG5ABCC6L87 US3134G7TF84 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0044 70004340.00 70004340.00 0.0185 N N N N Freddie Mac Freddie Mac, 0.44% 313396P80 S6XOOCT0IEG5ABCC6L87 US313396P801 U.S. Government Agency Debt N/A N/A 2016-11-17 2016-11-17 2016-11-17 N N N 0.0044 35960040.00 35960040.00 0.0095 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 6005496.00 6005496.00 0.0016 N N N N Freddie Mac Freddie Mac, 0.47% 3134G7ZE4 S6XOOCT0IEG5ABCC6L87 US3134G7ZE46 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-16 2016-09-16 2016-09-16 N N N 0.0047 65009165.00 65009165.00 0.0172 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 13993812.00 13993812.00 0.0037 N N Y N Freddie Mac Freddie Mac, 0.56% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-21 2017-12-21 2017-12-21 N N N 0.0056 54013068.00 54013068.00 0.0143 N N N N Freddie Mac Freddie Mac, 0.64% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-12 2018-01-12 2018-01-12 N N N 0.0064 18015570.00 18015570.00 0.0048 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 33008613.00 33008613.00 0.0087 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.30% to 0.31% 912796HJ1 US912796HJ14 U.S. Treasury Debt N/A N/A 2016-10-13 2016-10-13 2016-10-13 N N N 0.0031 35982504.00 35982504.00 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.32% 912796JQ3 US912796JQ39 U.S. Treasury Debt N/A N/A 2016-10-20 2016-10-20 2016-10-20 N N N 0.0032 73957524.00 73957524.00 0.0196 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 11998956.00 11998956.00 0.0032 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% 912796KD0 US912796KD07 U.S. Treasury Debt N/A N/A 2017-01-19 2017-01-19 2017-01-19 N N N 0.0043 36937988.00 36937988.00 0.0098 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 33992316.00 33992316.00 0.0090 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828RF9 US912828RF91 U.S. Treasury Debt N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0028 19012540.00 19012540.00 0.0050 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828LL2 US912828LL24 U.S. Treasury Debt N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0028 18041184.00 18041184.00 0.0048 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.35% to 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 22154550.00 22154550.00 0.0059 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.37% 912828FY1 US912828FY19 U.S. Treasury Debt N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0037 37458060.00 37458060.00 0.0099 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828RM4 US912828RM43 U.S. Treasury Debt N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0040 36063972.00 36063972.00 0.0096 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 912828MA5 US912828MA59 U.S. Treasury Debt N/A N/A 2016-11-30 2016-11-30 2016-11-30 N N N 0.0041 37293040.00 37293040.00 0.0099 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 0.35%, dated 7/29/2016 due 08/01/2016 B4TYDEB6GKMZO031MB27 AHJ219000_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 4491.95 4355.74 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-10-25 3 - 5.8 6799.20 3090.45 Agency Collateralized Mortgage Obligation N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 7229.10 7229.10 0.0000 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.35% R0MUWSFPU8MPRO8K5P83 AHC581000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2025-11-15 2044-05-15 N/A 3411781.56 2675378.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2042-11-01 1.5 - 6.75 286234.00 130151.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2035-03-20 2035-03-20 2.5 - 2.5 25000.00 1770.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-26 2044-02-01 0.875 - 7.5 294664.00 280445.17 Agency Debentures and Agency Strips N/A N/A 2016-08-05 2016-08-05 2016-09-07 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 3000000.00 3000000.00 0.0008 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.35%, dated 7/29/2016 due 08/01/2016 VJW2DOOHGDT6PR0ZRO63 AHJ219000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-31 2046-05-15 0 - 8.875 4660.38 4735.60 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-08-25 2019-09-26 0.65 - 5.125 8.98 9.03 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-08-22 2018-12-14 0.625 - 4.75 1920.58 1955.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2046-03-01 0.5 - 8.5 1004.81 886.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2016-10-15 2046-07-20 2.5 - 9.5 3220.48 2307.68 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 2017-02-17 2017-02-17 0 - 0 406.13 405.10 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-28 2046-07-01 0.75 - 8.5 2357.59 2129.74 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 12183.87 12183.87 0.0000 N Y Y N Citibank NA Citibank NA, 0.33% 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 2017-04-15 2046-02-15 0.125 - 7.125 2666300.00 2784722.37 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-04-27 2045-03-01 1.125 - 2.455 287160.00 283869.30 Agency Debentures and Agency Strips N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0033 2999981.70 2999981.70 0.0008 N N Y N Citibank NA Citibank NA, 0.34% 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 0.375 - 7.5 14229000.00 15528576.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-10-14 2017-06-29 0.875 - 1 676000.00 678493.84 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-06-12 2020-11-30 1.5 - 5.375 4158000.00 4226662.95 Agency Debentures and Agency Strips N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0034 19999882.00 19999882.00 0.0053 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.35%, dated 7/29/2016 due 08/01/2016 E57ODZWZ7FF32TWEFA76 AHJ219000_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 - 0 293.34 233.58 Agency Debentures and Agency Strips US TREASURY 2016-11-15 2043-02-15 0.125 - 9 36034.66 39083.64 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 0.35 0.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2044-04-01 0.75 - 6.75 981.75 798.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-10-20 2 - 8 2360.27 1196.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.375 - 7.95 303.87 185.95 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 40612.91 40612.91 0.0000 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.35%, dated 7/29/2016 due 08/01/2016 1VUV7VQFKUOQSJ21A208 AHJ219000_04361 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 2046-05-15 0 - 8.75 117682.67 131814.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4 - 4 5541.96 2441.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-05-20 3.5 - 3.5 3403.21 3063.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-11-15 2042-09-01 3 - 6.625 11927.88 12030.94 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 146125.26 146125.26 0.0000 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.35%, dated 7/29/2016 due 08/01/2016 1V8Y6QCX6YMJ2OELII46 AHJ219000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-11-15 2045-05-15 0.5 - 8.75 69899.95 74134.76 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 72534.66 72534.66 0.0000 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.39% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2023-05-31 2023-05-31 1.625 - 1.625 5975700.00 6120201.60 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0039 6000000.00 6000000.00 0.0016 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.35%, dated 7/29/2016 due 08/01/2016 KBVRJ5K57JZ3E2AVWX40 AHJ219000_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 2042-09-01 2045-05-01 3 - 4 5186.88 4142.55 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 4061.29 4061.29 0.0000 N Y 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-05-20 3 - 3 2625000.00 2041570.01 Agency Mortgage-Backed Securities N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0037 2000000.00 2000000.00 0.0005 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.38% KBVRJ5K57JZ3E2AVWX40 0000877559 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 2045-05-20 2045-05-20 3 - 3 3940000.00 3064299.36 Agency Mortgage-Backed Securities N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0038 3000120.00 3000120.00 0.0008 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-02-20 2041-02-20 2.5 - 2.5 13140000.00 3061955.15 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 3000330.00 3000330.00 0.0008 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-05-20 3 - 3 3940000.00 3064299.36 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-14 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 3000150.00 3000150.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.42% KBVRJ5K57JZ3E2AVWX40 0000877559 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 2043-08-20 2043-08-20 2.5 - 2.5 9225000.00 4081323.73 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-10-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0042 4000080.00 4000080.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.42% KBVRJ5K57JZ3E2AVWX40 0000877559 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 2039-11-20 2042-11-20 2 - 2 15165000.00 4081756.91 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-10-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0042 4000080.00 4000080.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.42% KBVRJ5K57JZ3E2AVWX40 0000877559 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 2040-11-20 2045-07-20 2 - 3 9633000.00 7145157.57 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-10-11 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0042 7000140.00 7000140.00 0.0019 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-20 2042-10-20 3 - 3 19370000.00 5102829.09 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-26 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 5000050.00 5000050.00 0.0013 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 2040-03-01 2040-03-01 5 - 5 7483373.00 1799704.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-05-20 2044-08-20 2 - 3.5 27605768.00 5343375.91 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-10-03 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 7000140.00 7000140.00 0.0019 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-20 2043-05-20 2 - 2.5 12275898.00 5102159.81 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-27 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 5000050.00 5000050.00 0.0013 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-20 2042-11-20 2.5 - 2.5 13130000.00 5102654.02 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-29 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 5000050.00 5000050.00 0.0013 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-20 2042-11-20 2 - 2 11505000.00 4081483.18 Agency Mortgage-Backed Securities N/A N/A 2016-09-02 2016-09-02 2016-09-28 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0043 4000040.00 4000040.00 0.0011 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.35%, dated 7/29/2016 due 08/01/2016 ZBUT11V806EZRVTWT807 AHJ219000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-31 2046-02-15 0.375 - 8.875 87551.84 94182.59 U.S. Treasuries (including strips) U.S. TREASURY 2016-07-31 2017-04-30 0.07 - 0.394 445.45 445.98 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 92657.67 92657.67 0.0000 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.35% 8NAV47T0Y26Q87Y0QP81 AGG168000 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 2045-11-20 2045-11-20 4 - 4 21997020.00 20408925.10 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-08-17 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A 1.0000 7 N N N 0.0035 20000000.00 20000000.00 0.0053 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.35%, dated 7/29/2016 due 08/01/2016 8NAV47T0Y26Q87Y0QP81 AHJ219000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2043-11-15 1.375 - 3.75 17368.77 19169.20 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2045-08-20 2045-09-20 4 - 4 5190.95 4488.00 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 23149.36 23149.36 0.0000 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AHB467000 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 2025-05-01 2046-08-01 2.247 - 4.5 9514063.00 2707325.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-10-20 2044-10-20 3 - 3 1000.00 501.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-06-01 2046-05-01 2.073 - 4.5 9537642.00 4434291.66 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0039 7000840.00 7000840.00 0.0019 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AHB773000 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 2043-09-01 2046-08-01 2.511 - 3.446 2738199.00 2827170.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-01 2046-07-01 2.512 - 5 6277529.00 2274266.15 Agency Mortgage-Backed Securities N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0039 5000700.00 5000700.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AHC111000 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 2046-08-01 2.271 - 3.868 5225.00 3154.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-15 2040-08-15 5 - 5 3886.00 696.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-01 2044-07-01 2.66 - 4.5 27384967.00 5097530.45 Agency Mortgage-Backed Securities N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0039 5000750.00 5000750.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AHD202000 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 2038-07-01 2046-08-01 2.247 - 3.868 19494710.00 6003991.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-05-01 2044-07-01 2.361 - 4 22965343.00 5218440.19 Agency Mortgage-Backed Securities N/A N/A 2016-09-12 2016-09-12 2016-09-12 N N N 0.0039 11001760.00 11001760.00 0.0029 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AHJ125000 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 2046-08-01 2.247 - 3.446 3321662.00 2366804.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-01 2046-07-01 2.382 - 4.5 25395836.00 2733361.85 Agency Mortgage-Backed Securities N/A N/A 2016-09-27 2016-09-27 2016-09-27 N N N 0.0039 5000000.00 5000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.44% K5HU16E3LMSVCCJJJ255 AHH341000 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 2040-08-15 2040-08-15 5 - 5 2594.00 482.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2043-11-01 2044-01-01 4 - 4.5 3001593.00 3059779.60 Agency Mortgage-Backed Securities N/A N/A 2016-10-24 2016-10-24 2016-10-24 N N N 0.0044 3001260.00 3001260.00 0.0008 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 NATIONAL MORTGAGE ASSOC 2032-08-25 2032-08-25 2 - 2 11654634.00 7216729.56 Agency Collateralized Mortgage Obligation N/A N/A 2016-08-05 2016-08-05 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 0.0019 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.35%, dated 7/29/2016 due 08/01/2016 7TK5RJIZDFROZCA6XF66 AHJ219000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2024-08-15 2046-05-15 1.625 - 7.625 22450.60 25261.15 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-02-15 2045-10-01 2.168 - 4.5 12522.63 8949.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-01-20 2045-11-20 2 - 4.5 3736.88 3169.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-07-25 2045-12-01 2 - 7 14413.70 13093.73 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 49385.30 49385.30 0.0000 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 2046-08-01 1.5 - 4 252748.00 183074.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2046-04-20 4.5 - 4.5 1000.00 1105.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-10-01 2046-07-01 2.604 - 5.5 7724524.00 6960059.79 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 7000000.00 7000000.00 0.0019 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 2042-09-01 2044-12-15 3 - 4 6846.00 6259.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2034-11-01 2046-07-01 2.31 - 4 6831950.00 7137148.54 Agency Mortgage-Backed Securities N/A N/A 2016-08-03 2016-08-03 2016-08-03 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 5 N N N 0.0035 7000000.00 7000000.00 0.0019 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 2042-09-01 2046-08-01 3 - 4 6968.00 5925.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-04-20 2046-06-20 3 - 4.5 8329779.00 7111529.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-08-25 2046-07-01 3 - 3.5 23761.00 24850.78 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-08-30 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 7000000.00 7000000.00 0.0019 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 2046-05-01 2.543 - 4 100058.00 30684.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2046-06-20 3 - 5 91392.00 86671.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-07-01 2.373 - 5.5 7710533.00 4984204.24 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-01 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 5000000.00 5000000.00 0.0013 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 2042-09-01 2046-08-01 2.543 - 4 6618867.00 7081983.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-01-20 2046-04-20 3.5 - 4.5 25845.00 27938.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-07-01 2.362 - 6 84535.00 31258.68 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-15 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 7000000.00 7000000.00 0.0019 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 2043-07-01 2046-08-01 2.543 - 4 3760.00 3135.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2033-09-01 2046-07-01 2.367 - 4.867 3253205.00 3057778.50 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-19 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 3000000.00 3000000.00 0.0008 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 2042-09-01 2046-05-01 3 - 4 32398.00 28858.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-02-20 2046-04-20 3 - 4 5384073.00 3934361.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-07-01 2.31 - 4 140565.00 117270.28 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-20 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 4000000.00 4000000.00 0.0011 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 2046-08-01 2.5 - 4 15009916.00 3076146.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2033-09-01 2046-07-01 2.31 - 4.867 6856564.00 7139697.60 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-16 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 10000000.00 10000000.00 0.0026 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 2046-08-01 2.543 - 4 3574560.00 3128910.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2046-06-20 3.5 - 4.5 2418451.00 2313174.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2033-09-01 2046-07-01 2.759 - 5.5 3776085.00 3739802.63 Agency Mortgage-Backed Securities N/A N/A 2016-08-05 2016-08-05 2016-09-13 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 9000000.00 9000000.00 0.0024 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.35%, dated 7/29/2016 due 08/01/2016 O2RNE8IBXP4R0TD8PU41 AHJ219000_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2021-01-15 2021-01-15 0 - 0 7523.18 7095.71 Agency Debentures and Agency Strips US TREASURY 2016-10-13 2045-05-15 0 - 8.75 17332.71 20843.41 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2043-02-01 2.152 - 6 53550.78 838.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2043-06-01 1.928 - 6 30295.11 2418.72 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 30459.69 30459.69 0.0000 N Y Y N Wells Fargo Bank, NA In a joint trading account with Wells Fargo Bank, NA at 0.35%, dated 7/29/2016 due 08/01/2016 KB1H1DSPRFMYMCUFXT09 AHJ219000_81240 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 2026-04-01 2043-01-01 2.5 - 3 34243.90 23820.19 Agency Mortgage-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 23352.43 23352.43 0.0000 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.35%, dated 7/29/2016 due 08/01/2016 VYVVCKR63DVZZN70PB21 AHJ219000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-31 2043-11-15 0 - 8.75 103907.41 116446.68 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-20 2040-11-02 0.59 - 5.7 3747.03 3792.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-09-01 2022-01-13 0 - 9 6442.18 6493.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-08-19 2036-07-15 0 - 5.625 38554.69 38922.43 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2016-09-15 2046-07-20 2 - 10 69404.16 45644.23 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-12-22 2021-01-07 0.97 - 1.92 120.01 120.47 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-07-18 2042-12-15 0 - 5.5 1130.99 1258.50 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2016-08-01 2024-09-06 0 - 8.95 7012.02 7137.48 Agency Debentures and Agency Strips N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 215248.44 215248.44 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.33% VYVVCKR63DVZZN70PB21 0000276523 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 2022-10-15 2022-10-15 1.75 - 1.75 26087212.00 20601133.46 Agency Collateralized Mortgage Obligation N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0033 19999878.00 19999878.00 0.0053 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.33% VYVVCKR63DVZZN70PB21 0000276523 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 2026-06-15 2026-06-15 1.75 - 1.75 5820143.00 3090113.81 Agency Collateralized Mortgage Obligation N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0033 2999944.80 2999944.80 0.0008 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.42% VYVVCKR63DVZZN70PB21 0000276523 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 2032-12-15 2032-12-15 3 - 3 17214793.00 13393905.71 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0042 13001560.00 13001560.00 0.0034 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.42% VYVVCKR63DVZZN70PB21 0000276523 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 2026-06-15 2026-06-15 1.75 - 1.75 5821355.00 3090757.31 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0042 3000390.00 3000390.00 0.0008 N N N Y Barclays Capital, Inc. Barclays Capital, Inc., 0.30% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2029-08-15 0.75 - 8 19684000.00 20400589.98 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0030 20000000.00 20000000.00 0.0053 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.50% AHJ059000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 55350000.00 56101525.68 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0050 55000000.00 55000000.00 0.0146 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.34% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2.5 23395000.00 25771183.36 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 25000000.00 25000000.00 0.0066 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.38% OXTKY6Q8X53C9ILVV871 AHJ047000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 1.625 31089000.00 31864608.37 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0038 31000000.00 31000000.00 0.0082 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.33% ES7IP3U3RHIGC71XBU11 AHH389000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2 977000.00 1028857.21 U.S. Treasuries (including strips) N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 1000000.00 1000000.00 0.0003 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.33% ES7IP3U3RHIGC71XBU11 AHI197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 2020-08-31 1.375 - 2.125 22894000.00 23625937.25 U.S. Treasuries (including strips) N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0033 22999859.70 22999859.70 0.0061 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 2016-09-30 2016-09-30 1 - 1 4063500.00 4081264.36 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0040 4000360.00 4000360.00 0.0011 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 2018-03-31 2018-03-31 0.875 - 0.875 5069500.00 5101467.52 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0040 5000500.00 5000500.00 0.0013 N N N Y Variable Insurance Products Fund V: Government Money Market Portfolio 2016-08-03 Stephanie Dorsey Stephanie Dorsey President and Treasurer