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36043812.00 0.0095 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 8000200.00 8000200.00 0.0021 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133EDPM8 US3133EDPM83 U.S. Government Agency Debt N/A N/A 2016-09-03 2016-10-03 2016-10-03 N N N 0.0047 2000246.00 2000246.00 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.47% 3133EEWV8 US3133EEWV82 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-10-06 2016-10-06 N N N 0.0047 3000390.00 3000390.00 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.49% 3133EFDG9 US3133EFDG91 U.S. Government Agency Debt N/A N/A 2016-09-20 2016-09-20 2016-09-20 N N N 0.0049 5000450.00 5000450.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.52% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt N/A N/A 2016-09-09 2017-03-09 2017-03-09 N N N 0.0052 7003164.00 7003164.00 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133ED4J8 US3133ED4J86 U.S. Government Agency Debt N/A N/A 2016-09-11 2016-10-11 2016-10-11 N N N 0.0054 3000645.00 3000645.00 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.54% 3133EDV25 US3133EDV250 U.S. Government Agency Debt N/A N/A 2016-09-15 2017-05-15 2017-05-15 N N N 0.0054 10002970.00 10002970.00 0.0026 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 25001750.00 25001750.00 0.0066 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EF3J4 US3133EF3J41 U.S. Government Agency Debt N/A N/A 2016-09-16 2017-02-16 2017-02-16 N N N 0.0056 10001520.00 10001520.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EF3K1 US3133EF3K14 U.S. Government Agency Debt N/A N/A 2016-09-16 2017-03-16 2017-03-16 N N N 0.0056 10006270.00 10006270.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EFXP7 US3133EFXP70 U.S. Government Agency Debt N/A N/A 2016-09-27 2016-09-27 2016-09-27 N N N 0.0056 18002970.00 18002970.00 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EF5S2 US3133EF5S22 U.S. Government Agency Debt N/A N/A 2016-09-29 2017-03-29 2017-03-29 N N N 0.0056 5002390.00 5002390.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.57% 3133EFY27 US3133EFY275 U.S. Government Agency Debt N/A N/A 2016-09-06 2017-03-06 2017-03-06 N N N 0.0057 19013547.00 19013547.00 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.57% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt N/A N/A 2016-09-24 2017-05-24 2017-05-24 N N N 0.0057 10003640.00 10003640.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.58% 3133EFW94 US3133EFW949 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-05-01 2017-05-01 N N N 0.0058 14010108.00 14010108.00 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.60% 3133EFUM7 US3133EFUM76 U.S. Government Agency Debt N/A N/A 2016-09-04 2016-11-04 2016-11-04 N N N 0.0060 30013200.00 30013200.00 0.0079 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.72% 3133EF7A9 US3133EF7A95 U.S. Government Agency Debt N/A N/A 2016-11-13 2017-11-13 2017-11-13 N N N 0.0072 8009512.00 8009512.00 0.0021 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 38993799.00 38993799.00 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 11996796.00 11996796.00 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384N88 US313384N885 U.S. Government Agency Debt N/A N/A 2016-11-09 2016-11-09 2016-11-09 N N N 0.0033 76954262.00 76954262.00 0.0203 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384P52 US313384P526 U.S. Government Agency Debt N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0034 50967513.00 50967513.00 0.0135 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384P78 US313384P781 U.S. Government Agency Debt N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0034 37975148.00 37975148.00 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 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 74949600.00 74949600.00 0.0198 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 313384Q69 US313384Q698 U.S. Government Agency Debt N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0034 31977120.00 31977120.00 0.0084 N N N 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 35088311.70 35088311.70 0.0093 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384M97 US313384M978 U.S. Government Agency Debt N/A N/A 2016-11-02 2016-11-02 2016-11-02 N N N 0.0035 37979708.00 37979708.00 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 313384R35 US313384R357 U.S. Government Agency Debt N/A N/A 2016-11-28 2016-11-28 2016-11-28 N N N 0.0035 29977260.00 29977260.00 0.0079 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 38981475.00 38981475.00 0.0103 N N Y 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 7997736.00 7997736.00 0.0021 N N Y 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 63977088.00 63977088.00 0.0169 N N Y 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 92961219.00 92961219.00 0.0245 N N Y 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 59972520.00 59972520.00 0.0158 N N Y 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 73984534.00 73984534.00 0.0195 N N Y 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 30989398.00 30989398.00 0.0082 N N Y 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 13994400.00 13994400.00 0.0037 N N Y 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 20996808.00 20996808.00 0.0055 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 6997956.00 6997956.00 0.0018 N N Y 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 29360272.50 29360272.50 0.0077 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 35994816.00 35994816.00 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 19002508.00 19002508.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 313371PV2 US313371PV20 0001026214 U.S. Government Agency Debt N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0042 11934146.45 11934146.45 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A5X79 US3130A5X791 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-19 2017-01-17 2017-01-17 N N N 0.0046 8001360.00 8001360.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A8Q48 US3130A8Q484 0001026214 U.S. Government Agency Debt N/A N/A 2017-01-11 2017-01-11 2017-01-11 N N N 0.0046 12997673.00 12997673.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A7XV2 US3130A7XV22 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2016-11-03 2016-11-03 N N N 0.0047 4000816.00 4000816.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A5J34 US3130A5J345 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-12-02 2016-12-02 N N N 0.0047 4001036.00 4001036.00 0.0011 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 6999923.00 6999923.00 0.0018 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 3999780.00 3999780.00 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 35963964.00 35963964.00 0.0095 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-24 2017-01-24 2017-01-24 N N N 0.0048 8001432.00 8001432.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313385BQ8 US313385BQ84 U.S. Government Agency Debt N/A N/A 2017-02-08 2017-02-08 2017-02-08 N N N 0.0048 13972616.00 13972616.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7ZA6 US3130A7ZA66 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-10 2016-11-10 2016-11-10 N N N 0.0049 1000221.00 1000221.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7ZH1 US3130A7ZH10 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-10 2016-11-10 2016-11-10 N N N 0.0049 3000636.00 3000636.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A7ZE8 US3130A7ZE88 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-10 2016-11-10 2016-11-10 N N N 0.0049 4000848.00 4000848.00 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 5003395.00 5003395.00 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 3002133.00 3002133.00 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 14001134.00 14001134.00 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 7000560.00 7000560.00 0.0018 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 2000150.00 2000150.00 0.0005 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 4000300.00 4000300.00 0.0011 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 7000525.00 7000525.00 0.0018 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 13000897.00 13000897.00 0.0034 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 3000207.00 3000207.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8CF8 US3130A8CF83 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-03-01 2017-03-01 N N N 0.0050 5001580.00 5001580.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-03 2017-02-03 2017-02-03 N N N 0.0050 2000784.00 2000784.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8DZ3 US3130A8DZ39 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-05 2016-12-05 2016-12-05 N N N 0.0050 6001968.00 6001968.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8E33 US3130A8E332 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-12-06 2016-12-06 N N N 0.0050 6001974.00 6001974.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8DD2 US3130A8DD27 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-06 2016-12-06 2016-12-06 N N N 0.0050 3000987.00 3000987.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A82D4 US3130A82D45 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-13 2017-01-13 2017-01-13 N N N 0.0050 7002254.00 7002254.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8JK0 US3130A8JK06 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-17 2016-11-17 2016-11-17 N N N 0.0050 3000777.00 3000777.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A7SA4 US3130A7SA40 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-17 2016-10-17 2016-10-17 N N N 0.0050 13002561.00 13002561.00 0.0034 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 9001368.00 9001368.00 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 4000628.00 4000628.00 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 7001099.00 7001099.00 0.0018 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 4000004.00 4000004.00 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 3999980.00 3999980.00 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 13999622.00 13999622.00 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 22975896.00 22975896.00 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 2998989.00 2998989.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8CV3 US3130A8CV34 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-03-01 2017-03-01 N N N 0.0051 12004380.00 12004380.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8CQ4 US3130A8CQ49 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2017-03-01 2017-03-01 N N N 0.0051 6002190.00 6002190.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A82S1 US3130A82S14 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-12 2017-01-12 2017-01-12 N N N 0.0051 3000966.00 3000966.00 0.0008 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 7006573.00 7006573.00 0.0018 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 6006354.00 6006354.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8JP9 US3130A8JP92 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-11-23 2016-11-23 N N N 0.0051 7001890.00 7001890.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A76P5 US3130A76P56 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0052 6000000.00 6000000.00 0.0016 N Y Y 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 9000000.00 9000000.00 0.0024 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8D83 US3130A8D839 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-03-02 2017-03-02 N N N 0.0052 8002944.00 8002944.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8D91 US3130A8D912 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-03-02 2017-03-02 N N N 0.0052 3001104.00 3001104.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A8FN8 US3130A8FN80 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-08 2017-03-08 2017-03-08 N N N 0.0052 9003222.00 9003222.00 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 3002838.00 3002838.00 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 30031740.00 30031740.00 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 36038124.00 36038124.00 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 3003528.00 3003528.00 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 3003531.00 3003531.00 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 3003519.00 3003519.00 0.0008 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 13013715.00 13013715.00 0.0034 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 7006608.00 7006608.00 0.0018 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 5000170.00 5000170.00 0.0013 N N Y 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 3000201.00 3000201.00 0.0008 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 7000469.00 7000469.00 0.0018 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 3000201.00 3000201.00 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 7001967.00 7001967.00 0.0018 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 8008160.00 8008160.00 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 7006790.00 7006790.00 0.0018 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 3003504.00 3003504.00 0.0008 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 2016-11-07 2017-06-06 2017-06-06 N N N 0.0055 7006818.00 7006818.00 0.0018 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 10010170.00 10010170.00 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 2016-09-05 2017-01-05 2017-01-05 N N N 0.0056 3002583.00 3002583.00 0.0008 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 2016-09-05 2017-01-05 2017-01-05 N N N 0.0056 7006027.00 7006027.00 0.0018 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 2016-09-06 2017-01-06 2017-01-06 N N N 0.0056 7006069.00 7006069.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A7K87 US3130A7K877 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0056 6000840.00 6000840.00 0.0016 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 7005943.00 7005943.00 0.0018 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 4002840.00 4002840.00 0.0011 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 6003822.00 6003822.00 0.0016 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 5006000.00 5006000.00 0.0013 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 2016-09-09 2016-12-09 2016-12-09 N N N 0.0057 5003580.00 5003580.00 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 2016-09-11 2017-01-11 2017-01-11 N N N 0.0057 50044800.00 50044800.00 0.0132 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 13017576.00 13017576.00 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 3002694.00 3002694.00 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 7006230.00 7006230.00 0.0018 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 13008281.00 13008281.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-02 2017-06-02 2017-06-02 N N N 0.0058 3001902.00 3001902.00 0.0008 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 8999154.00 8999154.00 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 14011452.00 14011452.00 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 7004921.00 7004921.00 0.0018 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 4005240.00 4005240.00 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 3005046.00 3005046.00 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 7011704.00 7011704.00 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 31009641.00 31009641.00 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 11007370.00 11007370.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A6WV5 US3130A6WV57 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-22 2016-09-22 2016-09-22 N N N 0.0060 4000652.00 4000652.00 0.0011 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 7008659.00 7008659.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7XF7 US3130A7XF71 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2017-02-02 2017-02-02 N N N 0.0060 3002331.00 3002331.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A7XX8 US3130A7XX87 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-03 2017-02-03 2017-02-03 N N N 0.0060 2001558.00 2001558.00 0.0005 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 14988375.00 14988375.00 0.0040 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 4005280.00 4005280.00 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 14018634.00 14018634.00 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 4005428.00 4005428.00 0.0011 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 2016-11-03 2017-03-03 2017-03-03 N N N 0.0062 7009415.00 7009415.00 0.0019 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 2016-11-07 2017-03-07 2017-03-07 N N N 0.0062 7009499.00 7009499.00 0.0019 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 24026616.00 24026616.00 0.0063 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 2002856.00 2002856.00 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 7002940.00 7002940.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A7YN9 US3130A7YN96 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-05 2017-05-05 2017-05-05 N N N 0.0064 14013440.00 14013440.00 0.0037 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 12019752.00 12019752.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-03 2017-08-03 2017-08-03 N N N 0.0065 1001197.00 1001197.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A67B7 US3130A67B79 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-07 2017-02-07 2017-02-07 N N N 0.0065 20017960.00 20017960.00 0.0053 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 5007700.00 5007700.00 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 1001540.00 1001540.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-04 2017-08-04 2017-08-04 N N N 0.0066 7008379.00 7008379.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A5YX1 US3130A5YX13 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-09 2017-02-09 2017-02-09 N N N 0.0066 65058825.00 65058825.00 0.0172 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2017-11-02 2017-11-02 N N N 0.0067 4005192.00 4005192.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A7Z65 US3130A7Z651 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-11 2017-05-11 2017-05-11 N N N 0.0067 17015878.00 17015878.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A8AN3 US3130A8AN36 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0067 7003262.00 7003262.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A8AM5 US3130A8AM52 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0067 21009786.00 21009786.00 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A97K1 US3130A97K15 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-26 2018-02-26 2018-02-26 N N N 0.0067 37994338.00 37994338.00 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A97G0 US3130A97G03 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-26 2018-02-26 2018-02-26 N N N 0.0067 39988120.00 39988120.00 0.0106 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A76B6 US3130A76B60 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2016-11-02 2016-11-02 N N N 0.0068 30014430.00 30014430.00 0.0079 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-02 2017-11-02 2017-11-02 N N N 0.0068 10014150.00 10014150.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8CG6 US3130A8CG66 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-27 2017-02-27 2017-02-27 N N N 0.0070 4004068.00 4004068.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8C27 US3130A8C278 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-27 2017-02-27 2017-02-27 N N N 0.0070 7007119.00 7007119.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8BY8 US3130A8BY81 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-27 2017-02-27 2017-02-27 N N N 0.0070 7007119.00 7007119.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A7AM7 US3130A7AM79 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-08 2016-11-08 2016-11-08 N N N 0.0071 14007378.00 14007378.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8BU6 US3130A8BU69 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-27 2017-02-27 2017-02-27 N N N 0.0071 4004168.00 4004168.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7EP6 US3130A7EP64 0001026214 U.S. Government Agency Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0074 14008834.00 14008834.00 0.0037 N N N N Freddie Mac Freddie Mac, 0.32% to 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 17931250.81 17931250.81 0.0047 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 35976132.00 35976132.00 0.0095 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 13997774.00 13997774.00 0.0037 N N Y N Freddie Mac Freddie Mac, 0.50% 3134G7ZE4 S6XOOCT0IEG5ABCC6L87 US3134G7ZE46 0001026214 U.S. Government Agency Debt N/A N/A 2016-09-16 2016-09-16 2016-09-16 N N N 0.0050 65003315.00 65003315.00 0.0172 N N N 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 54033264.00 54033264.00 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 18031734.00 18031734.00 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 33001518.00 33001518.00 0.0087 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.29% 912796JS9 US912796JS94 U.S. Treasury Debt N/A N/A 2016-11-03 2016-11-03 2016-11-03 N N N 0.0029 59971140.00 59971140.00 0.0158 N Y Y 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 35989812.00 35989812.00 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% to 0.32% 912796JV2 US912796JV24 U.S. Treasury Debt N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0032 75944900.00 75944900.00 0.0200 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 73978170.00 73978170.00 0.0195 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796JA8 US912796JA86 U.S. Treasury Debt N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0040 37929662.00 37929662.00 0.0100 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 36946535.00 36946535.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796KG3 US912796KG38 U.S. Treasury Debt N/A N/A 2017-02-09 2017-02-09 2017-02-09 N N N 0.0045 9980400.00 9980400.00 0.0026 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 33998640.00 33998640.00 0.0090 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.33% to 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 53463114.00 53463114.00 0.0141 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 22101904.00 22101904.00 0.0058 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.36% 912828A59 US912828A594 U.S. Treasury Debt N/A N/A 2016-12-15 2016-12-15 2016-12-15 N N N 0.0036 46032246.00 46032246.00 0.0121 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 36042192.00 36042192.00 0.0095 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 37219780.00 37219780.00 0.0098 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828MK3 US912828MK32 U.S. Treasury Debt N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0045 11120797.38 11120797.38 0.0029 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 0.34%, dated 8/31/2016 due 09/01/2016 B4TYDEB6GKMZO031MB27 AJA489000_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 3907263.60 3758178.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-10-25 3 - 5.8 5790590.04 2583297.59 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 6156713.52 6156713.52 0.0016 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.34%, dated 8/31/2016 due 09/01/2016 L3I9ZG2KFGXZ61BMYR72 AJA489000_04240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-03-31 2045-05-15 0.5 - 8.875 507458.21 530838.18 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 520046.46 520046.46 0.0001 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.34%, dated 8/31/2016 due 09/01/2016 R0MUWSFPU8MPRO8K5P83 AJA489000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-09-15 2046-02-15 0 - 7.5 3333156.18 3605943.95 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2046-08-01 0 - 7.5 712282.68 143953.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 1.002 - 4 14031195.67 345684.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-30 2046-08-01 0.875 - 7.5 1235521.13 858648.63 Agency Debentures and Agency Strips N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 4840875.54 4840875.54 0.0013 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 2018-05-15 2045-02-15 0 - 3.375 2335536.73 1713450.24 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2042-11-01 0 - 6.75 185654.00 126742.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2035-03-20 2035-03-20 2.5 - 2.5 25000.00 1756.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-02-08 2044-02-01 0.875 - 7.25 1248521.00 1237303.60 Agency Debentures and Agency Strips N/A N/A 2016-09-07 2016-09-07 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 0.34%, dated 8/31/2016 due 09/01/2016 VJW2DOOHGDT6PR0ZRO63 AJA489000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-09-01 2046-05-15 0 - 9 216597.94 217443.50 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-10-28 2019-10-09 0.6 - 5.05 2856.12 2870.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-09-09 2020-12-11 0 - 5.375 129207.37 129532.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-09-15 2046-08-01 0 - 8.5 1053521.71 542539.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2016-10-15 2046-07-20 2.5 - 9.5 385816.51 226670.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-15 2046-09-01 0 - 8.5 504095.65 339889.00 Agency Debentures and Agency Strips N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 1430258.68 1430258.68 0.0004 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 2017-01-15 2029-02-15 0.125 - 7.125 2691800.00 2829222.41 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-04-27 2045-03-01 1.125 - 2.452 263160.00 258244.11 Agency Debentures and Agency Strips N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0033 2999907.90 2999907.90 0.0008 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.34%, dated 8/31/2016 due 09/01/2016 E57ODZWZ7FF32TWEFA76 AJA489000_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 31786.32 25136.84 Agency Debentures and Agency Strips US TREASURY 2016-09-08 2046-02-15 0 - 9 3902163.49 4209859.03 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 37.72 38.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2046-07-01 0.75 - 6.75 108862.95 88175.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-10-20 2 - 9 431508.65 156674.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.125 - 7.95 32926.40 19982.46 Agency Debentures and Agency Strips N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 4400795.94 4400795.94 0.0012 N Y 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 2025-07-15 0.25 - 7.5 15364000.00 15580235.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-10-14 2017-06-29 0.875 - 1 626000.00 628465.05 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-06-12 2020-11-30 1.5 - 5.375 4158000.00 4223479.00 Agency Debentures and Agency Strips N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0034 19999414.00 19999414.00 0.0053 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.34%, dated 8/31/2016 due 09/01/2016 1VUV7VQFKUOQSJ21A208 AJA489000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-02-15 2045-08-15 0.625 - 3.75 9511213.48 10107471.07 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2023-06-13 2023-06-13 1.98 - 1.98 201984.68 203354.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2046-04-01 3.5 - 4 520830.50 509912.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-10-20 2041-10-20 4 - 4 546602.18 200968.68 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 10799553.24 10799553.24 0.0029 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.34%, dated 8/31/2016 due 09/01/2016 1V8Y6QCX6YMJ2OELII46 AJA489000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2028-10-15 2028-10-15 0 - 0 2200.40 1654.46 Agency Debentures and Agency Strips US TREASURY 2016-10-15 2046-08-15 0 - 8.75 26074464.45 27378146.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2021-04-15 2054-05-15 3.5 - 8 1460626.89 1284627.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-20 2046-07-20 3.5 - 6.5 934887.70 726496.12 Agency Collateralized Mortgage Obligation U.S. TREASURY 2018-04-30 2018-04-30 0.51 - 0.51 163372.68 163607.86 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2021-06-25 2046-02-25 0 - 8 1979151.65 1736125.35 Agency Debentures and Agency Strips N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 30585531.80 30585531.80 0.0081 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.35% 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 2017-11-30 2017-11-30 2.25 - 2.25 1991200.00 2040107.33 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0035 2000000.00 2000000.00 0.0005 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.37% 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 2017-11-30 2017-11-30 2.25 - 2.25 4977800.00 5100063.42 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0037 5000000.00 5000000.00 0.0013 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.34%, dated 8/31/2016 due 09/01/2016 KBVRJ5K57JZ3E2AVWX40 AJA489000_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 2032-05-01 2046-07-01 3.5 - 3.5 478586.56 448897.65 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 440079.59 440079.59 0.0001 N Y 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 FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5 - 5 8720000.00 2041761.43 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0038 1999960.00 1999960.00 0.0005 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 2040-03-01 2040-03-01 5 - 5 13070000.00 3060300.67 Agency Mortgage-Backed Securities N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0040 3000150.00 3000150.00 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 FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 9995000.00 8161135.62 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-11-22 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 7999760.00 7999760.00 0.0021 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 2026-08-01 2026-08-01 4 - 4 20330000.00 5101165.99 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-11-21 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 4999850.00 4999850.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 8750000.00 7144565.95 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-11-21 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 6999790.00 6999790.00 0.0018 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 8750000.00 7144565.95 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-11-23 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 6999790.00 6999790.00 0.0018 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 8745000.00 7140483.35 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-11-28 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0041 7000420.00 7000420.00 0.0018 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 FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2026-08-01 4 - 4 16275000.00 4083692.89 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 1 N N N 0.0042 4000040.00 4000040.00 0.0011 N Y Y N 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 FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5 - 5 17440000.00 4083522.85 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 1 N N N 0.0042 4000040.00 4000040.00 0.0011 N Y Y N 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 FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 8750000.00 7144565.95 Agency Mortgage-Backed Securities N/A N/A 2016-10-05 2016-10-05 2016-10-11 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A 1.0000 35 N N N 0.0042 7000070.00 7000070.00 0.0018 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.34%, dated 8/31/2016 due 09/01/2016 ZBUT11V806EZRVTWT807 AJA489000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-09-30 2045-08-15 0.5 - 9 1789094.13 2033596.12 U.S. Treasuries (including strips) U.S. TREASURY 2016-10-31 2018-01-31 0.053 - 0.592 42294.56 42371.61 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2023-03-01 2048-03-01 1.772 - 6.393 2254269.24 621529.83 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 2640477.57 2640477.57 0.0007 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.36% 8NAV47T0Y26Q87Y0QP81 AIF331000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2044-04-20 2044-04-20 4.5 - 4.5 37584941.00 20403060.07 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 2016-10-17 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A 1.0000 7 N N N 0.0036 20000000.00 20000000.00 0.0053 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIA696000 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 2046-03-01 2.512 - 3.451 3956725.00 3209798.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-06-15 2042-06-15 4 - 4 1648.00 639.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-05-01 2046-06-01 2.4 - 3.5 8312202.00 1891164.55 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0039 5000200.00 5000200.00 0.0013 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIB334000 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 2044-05-01 2044-05-01 3.188 - 3.188 1542188.00 1019383.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2039-06-15 5 - 5 3797.00 614.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-07-01 2046-06-01 3.005 - 3.651 7038774.00 3061239.12 Agency Mortgage-Backed Securities N/A N/A 2016-10-07 2016-10-07 2016-10-07 N N N 0.0039 4000160.00 4000160.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIC402000 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 2043-11-01 2.267 - 3.792 1709565.00 1020126.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2046-04-20 3.5 - 5 5569.00 2005.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2031-08-01 2046-08-01 2.5 - 3.5 26353404.00 4079194.90 Agency Mortgage-Backed Securities N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0039 5000200.00 5000200.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIC738000 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 2044-06-01 2.246 - 3.792 22055041.00 7358875.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-06-15 2042-06-15 4 - 4 2825.00 1096.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2040-07-01 2046-09-01 2.5 - 3.651 17333094.00 3862823.48 Agency Mortgage-Backed Securities N/A N/A 2016-10-12 2016-10-12 2016-10-12 N N N 0.0039 11000550.00 11000550.00 0.0029 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIF339000 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 2043-11-01 2043-11-01 2.728 - 2.728 2561348.00 1529080.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2039-06-15 5 - 5 9459.00 1531.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-10-01 2046-06-01 3.5 - 3.5 2141893.00 1529885.02 Agency Mortgage-Backed Securities N/A N/A 2016-10-17 2016-10-17 2016-10-17 N N N 0.0039 3000150.00 3000150.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIH261000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2043-09-01 2.134 - 3.451 7672858.00 4798525.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-05-20 2046-05-20 3 - 3 1000.00 1037.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2037-03-01 2046-06-01 3.5 - 3.541 5257127.00 300878.54 Agency Mortgage-Backed Securities N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0039 5000150.00 5000150.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 AIH262000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2037-05-01 2044-06-01 2.246 - 3.956 9675764.00 2377122.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-09-20 2046-05-20 3 - 4.5 891644.00 279383.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-06-01 2046-08-01 2.067 - 3.5 8987386.00 4484113.04 Agency Mortgage-Backed Securities N/A N/A 2016-10-28 2016-10-28 2016-10-28 N N N 0.0039 7000210.00 7000210.00 0.0018 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 FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 2.728 - 2.728 3539468.00 2113001.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-06-15 2042-06-15 4 - 4 1000.00 388.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-07-01 2046-06-01 3.005 - 3.5 4591249.00 948031.19 Agency Mortgage-Backed Securities N/A N/A 2016-10-24 2016-10-24 2016-10-24 N N N 0.0044 3000300.00 3000300.00 0.0008 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.50% 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 2042-05-25 2043-01-25 3 - 7 13564388.00 7212403.71 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-07 2016-09-07 2016-11-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A 1.0000 7 N N N 0.0050 7000000.00 7000000.00 0.0018 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.34%, dated 8/31/2016 due 09/01/2016 7TK5RJIZDFROZCA6XF66 AJA489000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2031-02-15 2046-08-15 2.25 - 5.375 1393533.60 1699702.61 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-02-15 2045-10-01 2 - 5.5 899472.94 646172.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-05-15 2045-11-20 2 - 4.5 184429.81 174013.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-07-25 2045-12-01 2.269 - 8.137 1077232.45 865359.62 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 3300596.96 3300596.96 0.0009 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 2046-07-01 1.5 - 4 273213.00 190616.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2045-10-20 3.5 - 3.5 53429.00 49787.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-10-01 2046-07-01 2.362 - 5.5 7711781.00 6905138.00 Agency Mortgage-Backed Securities N/A N/A 2016-09-06 2016-09-06 2016-09-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 6 N N N 0.0034 7000000.00 7000000.00 0.0018 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 2.544 - 4 124482.00 34104.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-20 2046-04-20 3 - 4.5 130468.00 120746.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-07-01 2.391 - 5.5 7715195.00 4948245.03 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 1 N N N 0.0035 5000000.00 5000000.00 0.0013 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.35% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-12-15 2046-07-01 2.498 - 3 4848.00 5043.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2034-11-01 2046-07-01 2.311 - 4 6876437.00 7137046.45 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 2016-10-03 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0035 7000000.00 7000000.00 0.0018 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 2.815 - 4 64152.00 35046.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-02-20 2046-04-20 3 - 4 5355198.00 3827759.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-07-01 2.311 - 5 245369.00 218914.44 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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 2046-07-01 2.544 - 4 6729508.00 7074589.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2045-10-20 3.5 - 3.5 1117.00 1040.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-09-01 2046-07-01 2.362 - 6 119256.00 67701.63 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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 0.0018 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 2026-01-01 2044-12-15 2.752 - 4 10109750.00 1642351.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2029-06-20 2046-04-20 1.875 - 7 2396192.00 1101068.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2033-08-01 2046-07-01 2.311 - 4.867 7236644.00 7461529.09 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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 2044-05-01 2.544 - 4 23751.00 13457.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2045-10-20 3.5 - 3.5 3350.00 3121.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2033-09-01 2046-07-01 2.362 - 4.867 3271628.00 3044751.67 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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 2040-03-01 2046-05-01 2.544 - 4 3640766.00 3109052.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2046-04-20 3.5 - 4.5 2476659.00 2308246.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2033-09-01 2046-07-01 2.759 - 5.5 3821886.00 3767355.40 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 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 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.36% 549300LCO2FLSSVFFR64 0000050916 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 3.5 - 3.5 3489652.00 3059019.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-07-01 2046-07-01 3 - 3 1000.00 1042.02 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 2016-10-24 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A 1.0000 7 N N N 0.0036 3000000.00 3000000.00 0.0008 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.34%, dated 8/31/2016 due 09/01/2016 O2RNE8IBXP4R0TD8PU41 AJA489000_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 92515.20 87066.98 Agency Debentures and Agency Strips US TREASURY 2016-11-03 2045-11-15 0 - 8.875 522263.89 558710.88 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2043-02-01 2.152 - 6.75 1051201.85 16337.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2034-11-15 2034-11-15 6 - 6 0.80 0.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2043-06-01 1.937 - 6 585079.01 44275.71 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 690924.96 690924.96 0.0002 N Y Y N Wells Fargo Bank, NA In a joint trading account with Wells Fargo Bank, NA at 0.34%, dated 8/31/2016 due 09/01/2016 KB1H1DSPRFMYMCUFXT09 AJA489000_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 3379671.77 2581091.20 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 2530457.67 2530457.67 0.0007 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.34%, dated 8/31/2016 due 09/01/2016 VYVVCKR63DVZZN70PB21 AJA489000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-13 2046-02-15 0 - 9 11923992.34 13028754.28 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2021-06-15 2050-06-15 0.651 - 5.5 3781898.56 2179336.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2016-11-30 2018-10-01 0 - 0.875 558857.94 558345.47 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-04-20 2046-04-20 3 - 3 7914.60 2934.84 Agency Collateralized Mortgage Obligation FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-08-30 2021-01-07 0 - 1.92 20612.38 20681.78 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2027-08-25 2055-03-25 0.708 - 4 825189.80 408226.33 Agency Collateralized Mortgage Obligation N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 15826688.07 15826688.07 0.0042 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.34% 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 2046-06-01 2046-06-01 3.5 - 3.5 2908876.00 3060202.33 Agency Mortgage-Backed Securities N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 3000000.00 3000000.00 0.0008 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.34% 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 2046-09-01 4 - 4.5 18535954.00 20400386.36 Agency Mortgage-Backed Securities N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0034 19999414.00 19999414.00 0.0053 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 NATIONAL MORTGAGE ASSOC 2046-06-01 2046-06-01 4 - 4 12375666.00 13268663.39 Agency Mortgage-Backed Securities N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0042 13000130.00 13000130.00 0.0034 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 2046-06-01 2046-06-01 3.5 - 3.5 2910449.00 3061857.16 Agency Mortgage-Backed Securities N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0042 3000060.00 3000060.00 0.0008 N N N Y Barclays Capital, Inc. Barclays Capital, Inc., 0.34% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-06-30 2027-08-15 0.75 - 6.375 6163900.00 8160161.95 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 8000000.00 8000000.00 0.0021 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.35% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2028-11-15 1.5 - 6.375 8629300.00 11220124.64 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0035 11000000.00 11000000.00 0.0029 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.36% R0MUWSFPU8MPRO8K5P83 AIE534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2044-05-15 1.5 - 4.75 8597300.00 10262390.26 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-11-14 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0036 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.37% R0MUWSFPU8MPRO8K5P83 AII024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2043-08-15 1.375 - 3.625 23094100.00 23462273.94 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-11-21 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 23000000.00 23000000.00 0.0061 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.37% R0MUWSFPU8MPRO8K5P83 AII028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2043-11-15 1.375 - 4.5 33340306.00 35701127.05 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-11-22 Y BNP PARIBAS (GOV REPO) N/A N/A 1.0000 7 N N N 0.0037 35000000.00 35000000.00 0.0092 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.50% AJA070000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2020-05-31 1.5 - 1.5 56025000.00 57120320.23 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0050 56000000.00 56000000.00 0.0148 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.34% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2017-11-30 2.25 - 2.25 4977800.00 5100063.42 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 5000000.00 5000000.00 0.0013 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.35% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2017-11-30 2.25 - 2.25 7964500.00 8160121.96 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0035 8000000.00 8000000.00 0.0021 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.37% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2017-11-30 2.25 - 2.25 7965700.00 8161351.43 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A 1.0000 1 N N N 0.0037 8000000.00 8000000.00 0.0021 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.38% OXTKY6Q8X53C9ILVV871 AII820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-15 2025-11-15 2.25 - 2.25 53845000.00 57701540.44 U.S. Treasuries (including strips) N/A N/A 2016-09-06 2016-09-06 2016-09-06 Y NOMURA SECS INTL INC (GOV REPO) N/A N/A 1.0000 6 N N N 0.0038 56000000.00 56000000.00 0.0148 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.33% ES7IP3U3RHIGC71XBU11 AIH650000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2046-08-15 2.125 - 2.25 5855000.00 6159229.25 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 6000000.00 6000000.00 0.0016 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AJA114000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2023-07-31 1.25 - 1.75 7064000.00 7166211.31 U.S. Treasuries (including strips) N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 7000000.00 7000000.00 0.0018 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AIH966000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2046-08-15 2 - 2.25 12774000.00 13246357.59 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0034 12999923.30 12999923.30 0.0034 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AIJ500000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2.25 10608000.00 11315203.54 U.S. Treasuries (including strips) N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0034 10999677.70 10999677.70 0.0029 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AII824000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2046-08-15 2 - 2.25 12767000.00 13246475.23 U.S. Treasuries (including strips) N/A N/A 2016-09-06 2016-09-06 2016-09-06 Y ROYAL BANK OF CAN (GOV REPO) N/A N/A 1.0000 6 N N N 0.0034 13000000.00 13000000.00 0.0034 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.34% ES7IP3U3RHIGC71XBU11 AIH305000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2046-08-15 2 - 2.25 13710000.00 14416548.40 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 Y ROYAL BANK OF CAN (GOV REPO) N/A N/A 1.0000 7 N N N 0.0034 14000000.00 14000000.00 0.0037 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.35% ES7IP3U3RHIGC71XBU11 AJA133000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 1.375 7017000.00 7180720.64 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0035 7000000.00 7000000.00 0.0018 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 2017-01-31 2017-01-31 0.5 - 0.5 4080300.00 4082655.13 U.S. Treasuries (including strips) N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0040 4000000.00 4000000.00 0.0011 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 2019-06-15 2019-06-15 0.875 - 0.875 5096200.00 5103191.21 U.S. Treasuries (including strips) N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0040 5000050.00 5000050.00 0.0013 N N Y N Variable Insurance Products Fund V: Government Money Market Portfolio 2016-09-02 Stephanie Dorsey Stephanie Dorsey President and Treasurer