N-MFP2 0000823535 XXXXXXXX 2016-11-30 0000823535 549300GBOACVX8TTUG24 S000017648 4 N N 033-17704 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N Y Exempt Government N 47 104 1182518827.56 1279933898.53 1227313681.73 1007251857.07 2050384175.12 2165314958.95 2054904573.94 1896803602.73 0.3000 0.3100 0.3000 0.2500 0.5200 0.5300 0.5100 0.4800 35654.16 3906616135.18 3905658790.42 3097758.80 27677061.91 3881115141.47 3880799852.22 1.0000 0.0051 1.0005 1.0004 1.0003 1.0003 C000048773 1.00 1182020439.54 1182068673.31 1.0004 1.0003 1.0002 1.0002 25496716.61 24113457.32 33248307.67 16070488.11 7924200.20 16568510.68 5974772.88 28692811.59 74613458.01 90432300.06 0.0025 N C000048775 1.00 1204645937.97 1204635921.59 1.0005 1.0004 1.0003 1.0002 44459958.07 9888952.48 22016285.88 19533232.31 20101337.67 20018204.66 12444542.91 20777731.44 101957591.77 84458615.28 0.0015 N C000048776 1.00 227877400.86 227869853.92 1.0005 1.0004 1.0003 1.0003 2925696.95 1185199.62 4348095.59 3533305.07 946513.71 4399888.15 3389007.60 576046.94 11553221.71 10917994.01 0.0001 Y Fidelity Investments, Distribution Fees, -3809.76; C000048774 1.00 1266571363.10 1266225403.40 1.0007 1.0006 1.0005 1.0005 20734737.03 4341710.88 59165016.10 1989851.33 16873820.70 10325001.69 269288.88 7009769.18 97199688.85 27963382.35 0.0023 N Fannie Mae Fannie Mae, 0.44% 313589BW2 B1V7KEBTPIMZEU4LTD58 US313589BW23 U.S. Government Agency Debt Y N/A N/A 2017-02-14 2017-02-14 2017-02-14 N N N 0.0044 37963596.00 37963596.00 0.0098 N N N N Fannie Mae Fannie Mae, 0.62% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 0000310522 U.S. Government Agency Debt Y N/A N/A 2016-12-26 2017-01-26 2017-01-26 N N N 0.0062 77908880.60 77908880.60 0.0201 N N N N Fannie Mae Fannie Mae, 0.85% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-01-11 2018-01-11 2018-01-11 N N N 0.0085 36111780.00 36111780.00 0.0093 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.56% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2017-03-09 2017-03-09 N N N 0.0056 7002037.00 7002037.00 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.57% 3133EDV25 US3133EDV250 U.S. Government Agency Debt Y N/A N/A 2016-12-15 2017-05-15 2017-05-15 N N N 0.0057 10004300.00 10004300.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.59% 3133EF3J4 US3133EF3J41 U.S. Government Agency Debt Y N/A N/A 2016-12-16 2017-02-16 2017-02-16 N N N 0.0059 10002170.00 10002170.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.60% 3133EFY27 US3133EFY275 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2017-03-06 2017-03-06 N N N 0.0060 19007904.00 19007904.00 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.60% 3133EF3K1 US3133EF3K14 U.S. Government Agency Debt Y N/A N/A 2016-12-16 2017-03-16 2017-03-16 N N N 0.0060 10004060.00 10004060.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.62% 3133EFW94 US3133EFW949 U.S. Government Agency Debt Y N/A N/A 2016-12-01 2017-05-01 2017-05-01 N N N 0.0062 14008960.00 14008960.00 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.63% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt Y N/A N/A 2016-12-24 2017-05-24 2017-05-24 N N N 0.0063 10005120.00 10005120.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.64% 3133EF5S2 US3133EF5S22 U.S. Government Agency Debt Y N/A N/A 2016-12-29 2017-03-29 2017-03-29 N N N 0.0064 5001840.00 5001840.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.81% 3133EF7A9 US3133EF7A95 U.S. Government Agency Debt Y N/A N/A 2017-02-13 2017-11-13 2017-11-13 N N N 0.0081 8012104.00 8012104.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% to 0.50% 313384U23 US313384U237 U.S. Government Agency Debt Y N/A N/A 2016-12-21 2016-12-21 2016-12-21 N N N 0.0050 135985584.00 135985584.00 0.0350 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384T82 US313384T825 U.S. Government Agency Debt Y N/A N/A 2016-12-19 2016-12-19 2016-12-19 N N N 0.0029 999905.00 999905.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% to 0.30% 313384U49 US313384U492 U.S. Government Agency Debt Y N/A N/A 2016-12-23 2016-12-23 2016-12-23 N N N 0.0030 9998840.00 9998840.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384S59 US313384S595 U.S. Government Agency Debt Y N/A N/A 2016-12-08 2016-12-08 2016-12-08 N N N 0.0030 24999075.00 24999075.00 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% to 0.42% 313371PV2 US313371PV20 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0042 21436278.99 21436278.99 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% to 0.40% 313385AK2 US313385AK24 U.S. Government Agency Debt Y N/A N/A 2017-01-10 2017-01-10 2017-01-10 N N N 0.0040 50480355.50 50480355.50 0.0130 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384V30 US313384V300 U.S. Government Agency Debt Y N/A N/A 2016-12-30 2016-12-30 2016-12-30 N N N 0.0033 39993880.00 39993880.00 0.0103 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% to 0.35% 313385AF3 US313385AF39 U.S. Government Agency Debt Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0035 48022186.35 48022186.35 0.0124 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.35% to 0.45% 313385AT3 US313385AT33 U.S. Government Agency Debt Y N/A N/A 2017-01-18 2017-01-18 2017-01-18 N N N 0.0045 83960772.00 83960772.00 0.0216 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 313385AN6 US313385AN62 U.S. Government Agency Debt Y N/A N/A 2017-01-13 2017-01-13 2017-01-13 N N N 0.0036 12994566.00 12994566.00 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 313385BA3 US313385BA33 U.S. Government Agency Debt Y N/A N/A 2017-01-25 2017-01-25 2017-01-25 N N N 0.0036 39978600.00 39978600.00 0.0103 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 313385BC9 US313385BC98 U.S. Government Agency Debt Y N/A N/A 2017-01-27 2017-01-27 2017-01-27 N N N 0.0036 28983934.00 28983934.00 0.0075 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.37% to 0.39% 313385AL0 US313385AL07 U.S. Government Agency Debt Y N/A N/A 2017-01-11 2017-01-11 2017-01-11 N N N 0.0039 30987631.00 30987631.00 0.0080 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 313385AD8 US313385AD80 U.S. Government Agency Debt Y N/A N/A 2017-01-04 2017-01-04 2017-01-04 N N N 0.0038 12995697.00 12995697.00 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.39% 313385AM8 US313385AM89 U.S. Government Agency Debt Y N/A N/A 2017-01-12 2017-01-12 2017-01-12 N N N 0.0039 25489596.00 25489596.00 0.0066 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 313385BK1 US313385BK15 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0042 78935378.00 78935378.00 0.0203 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% to 0.48% 313385BS4 US313385BS41 U.S. Government Agency Debt Y N/A N/A 2017-02-10 2017-02-10 2017-02-10 N N N 0.0048 99909300.00 99909300.00 0.0257 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130A8Q48 US3130A8Q484 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-11 2017-01-11 2017-01-11 N N N 0.0046 13000299.00 13000299.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% to 0.48% 313385BQ8 US313385BQ84 U.S. Government Agency Debt Y N/A N/A 2017-02-08 2017-02-08 2017-02-08 N N N 0.0048 26976186.00 26976186.00 0.0070 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 313384T58 US313384T585 U.S. Government Agency Debt Y N/A N/A 2016-12-16 2016-12-16 2016-12-16 N N N 0.0047 35997156.00 35997156.00 0.0093 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AA3X4 US3130AA3X48 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-16 2017-05-16 2017-05-16 N N N 0.0048 12001020.00 12001020.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 3130A9ML2 US3130A9ML25 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-29 2017-06-29 2017-06-29 N N N 0.0049 4998035.00 4998035.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 313385BF2 US313385BF20 U.S. Government Agency Debt Y N/A N/A 2017-01-30 2017-01-30 2017-01-30 N N N 0.0049 39976680.00 39976680.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A5X79 US3130A5X791 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-19 2017-01-17 2017-01-17 N N N 0.0050 8000552.00 8000552.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130AA4A3 US3130AA4A36 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-22 2017-05-22 2017-05-22 N N N 0.0050 12000936.00 12000936.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130AAAW8 US3130AAAW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-23 2017-08-23 2017-08-23 N N N 0.0050 999927.00 999927.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A8NM1 US3130A8NM16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0050 3000168.00 3000168.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313385CG9 US313385CG93 U.S. Government Agency Debt Y N/A N/A 2017-02-24 2017-02-24 2017-02-24 N N N 0.0050 44951130.00 44951130.00 0.0116 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A5J34 US3130A5J345 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0051 4000012.00 4000012.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A9KA8 US3130A9KA87 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-30 2017-06-30 2017-06-30 N N N 0.0051 5998656.00 5998656.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 313385DJ2 US313385DJ24 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-03-22 2017-03-22 N N N 0.0051 39935880.00 39935880.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130AA4C9 US3130AA4C91 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-17 2017-08-17 2017-08-17 N N N 0.0052 6000852.00 6000852.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130AA3Y2 US3130AA3Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-17 2017-08-17 2017-08-17 N N N 0.0052 12001704.00 12001704.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A9L66 US3130A9L665 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-23 2017-06-23 2017-06-23 N N N 0.0052 1999498.00 1999498.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130A9L41 US3130A9L418 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-23 2017-06-23 2017-06-23 N N N 0.0052 3998996.00 3998996.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 3130AAB31 US3130AAB310 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-28 2017-08-28 2017-08-28 N N N 0.0052 5999334.00 5999334.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 313385CE4 US313385CE46 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-02-22 2017-02-22 N N N 0.0052 53942706.00 53942706.00 0.0139 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A8DZ3 US3130A8DZ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N N N 0.0053 6000078.00 6000078.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A8E33 US3130A8E332 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0053 6000096.00 6000096.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A8DD2 US3130A8DD27 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0053 3000048.00 3000048.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A82S1 US3130A82S14 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-12 2017-01-12 2017-01-12 N N N 0.0053 3000321.00 3000321.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130A82D4 US3130A82D45 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-13 2017-01-13 2017-01-13 N N N 0.0053 7000763.00 7000763.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130AA4E5 US3130AA4E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-18 2017-08-18 2017-08-18 N N N 0.0053 6000858.00 6000858.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 3130AACC0 US3130AACC07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-01 2017-09-01 2017-09-01 N N N 0.0053 7999400.00 7999400.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385BX3 US313385BX36 U.S. Government Agency Debt Y N/A N/A 2017-02-15 2017-02-15 2017-02-15 N N N 0.0053 52948537.00 52948537.00 0.0136 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A8CF8 US3130A8CF83 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-02 2017-03-01 2017-03-01 N N N 0.0054 5001215.00 5001215.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-03 2017-02-03 2017-02-03 N N N 0.0054 2000378.00 2000378.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A9K91 US3130A9K915 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-22 2017-06-22 2017-06-22 N N N 0.0054 5998848.00 5998848.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130A5W39 US3130A5W397 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-24 2017-01-24 2017-01-24 N N N 0.0054 8000672.00 8000672.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8CQ4 US3130A8CQ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-01 2017-03-01 2017-03-01 N N N 0.0055 6001608.00 6001608.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8CV3 US3130A8CV34 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-01 2017-03-01 2017-03-01 N N N 0.0055 12003216.00 12003216.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8D83 US3130A8D839 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-02 2017-03-02 2017-03-02 N N N 0.0055 8002208.00 8002208.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130A8D91 US3130A8D912 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-02 2017-03-02 2017-03-02 N N N 0.0055 3000828.00 3000828.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130AABP2 US3130AABP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-28 2017-11-28 2017-11-28 N N N 0.0055 2999628.00 2999628.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130A8FN8 US3130A8FN80 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-08 2017-03-08 2017-03-08 N N N 0.0056 9002583.00 9002583.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AAC30 US3130AAC300 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-01 2017-12-01 2017-12-01 N N N 0.0056 5998926.00 5998926.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AAC97 US3130AAC979 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-05 2017-12-05 2017-12-05 N N N 0.0056 5999406.00 5999406.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A9LY5 US3130A9LY54 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-27 2017-09-27 2017-09-27 N N N 0.0057 999809.00 999809.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A9LX7 US3130A9LX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-04 2017-10-04 2017-10-04 N N N 0.0057 1999596.00 1999596.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 313385FK7 US313385FK78 U.S. Government Agency Debt Y N/A N/A 2017-05-10 2017-05-10 2017-05-10 N N N 0.0057 21947200.00 21947200.00 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9L25 US3130A9L251 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-02 2017-10-02 2017-10-02 N N N 0.0059 12998492.00 12998492.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9K75 US3130A9K758 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-22 2017-09-22 2017-09-22 N N N 0.0060 2999691.00 2999691.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 313385GG5 US313385GG57 U.S. Government Agency Debt Y N/A N/A 2017-05-31 2017-05-31 2017-05-31 N N N 0.0063 29918550.00 29918550.00 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAAK4 US3130AAAK41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-23 2017-08-23 2017-08-23 N N N 0.0064 5999124.00 5999124.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 313385FY7 US313385FY72 U.S. Government Agency Debt Y N/A N/A 2017-05-23 2017-05-23 2017-05-23 N N N 0.0065 5984430.00 5984430.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-02 2017-06-02 2017-06-02 N N N 0.0066 3001899.00 3001899.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A9E23 US3130A9E231 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2018-03-09 2018-03-09 N N N 0.0066 39030108.00 39030108.00 0.0101 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A8WL3 US3130A8WL32 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-29 2017-06-01 2017-06-01 N N N 0.0066 6003798.00 6003798.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A8WG4 US3130A8WG47 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-01 2017-06-01 2017-06-01 N N N 0.0066 13008229.00 13008229.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8EX7 US3130A8EX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0070 7003927.00 7003927.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A8F73 US3130A8F735 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0070 7003836.00 7003836.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-06 2017-06-06 2017-06-06 N N N 0.0070 7006069.00 7006069.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8BX0 US3130A8BX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-03 2017-03-03 2017-03-03 N N N 0.0071 10005710.00 10005710.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8GB3 US3130A8GB34 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-10 2017-03-10 2017-03-10 N N N 0.0071 3001677.00 3001677.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8LY7 US3130A8LY71 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-29 2016-12-29 2016-12-29 N N N 0.0071 5001200.00 5001200.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A8WA7 US3130A8WA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-28 2017-04-28 2017-04-28 N N N 0.0071 4002296.00 4002296.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A8CT8 US3130A8CT87 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-01 2017-03-01 2017-03-01 N N N 0.0072 8004496.00 8004496.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A8MV2 US3130A8MV24 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2017-01-06 2017-01-06 N N N 0.0072 3000951.00 3000951.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A8EG4 US3130A8EG49 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2017-06-09 2017-06-09 N N N 0.0072 3003009.00 3003009.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A7XF7 US3130A7XF71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0072 3001305.00 3001305.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A7XX8 US3130A7XX87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0072 2000882.00 2000882.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A7ZD0 US3130A7ZD06 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-19 2017-06-19 2017-06-19 N N N 0.0072 7006034.00 7006034.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A9F71 US3130A9F717 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-14 2018-09-14 2018-09-14 N N N 0.0073 22427785.89 22427785.89 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8KE2 US3130A8KE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-20 2017-03-20 2017-03-20 N N N 0.0073 30018750.00 30018750.00 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8KF9 US3130A8KF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-21 2017-03-21 2017-03-21 N N N 0.0073 6003774.00 6003774.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A8MD2 US3130A8MD26 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-30 2017-03-30 2017-03-30 N N N 0.0073 3002178.00 3002178.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8C35 US3130A8C351 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-01 2017-06-01 2017-06-01 N N N 0.0074 5005035.00 5005035.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8MA8 US3130A8MA86 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-03 2017-04-03 2017-04-03 N N N 0.0074 3002235.00 3002235.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7FW0 US3130A7FW07 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0074 5000405.00 5000405.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8KJ1 US3130A8KJ14 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-22 2017-03-22 2017-03-22 N N N 0.0074 36022752.00 36022752.00 0.0093 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A9LA7 US3130A9LA78 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-26 2018-09-26 2018-09-26 N N N 0.0074 17018938.00 17018938.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8M91 US3130A8M913 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-29 2017-03-29 2017-03-29 N N N 0.0074 3002166.00 3002166.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A8PP2 US3130A8PP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-07 2017-04-07 2017-04-07 N N N 0.0074 13009022.00 13009022.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7YN9 US3130A7YN96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-05 2017-05-05 2017-05-05 N N N 0.0074 14010668.00 14010668.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7Z65 US3130A7Z651 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-11 2017-05-11 2017-05-11 N N N 0.0074 17013107.00 17013107.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A7G82 US3130A7G826 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0075 11000110.00 11000110.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A7L45 US3130A7L453 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-03 2017-01-03 2017-01-03 N N N 0.0075 7002324.00 7002324.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A7GF6 US3130A7GF64 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0075 7000427.00 7000427.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A5W62 US3130A5W629 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-23 2017-01-23 2017-01-23 N N N 0.0075 14006524.00 14006524.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A67B7 US3130A67B79 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-07 2017-02-07 2017-02-07 N N N 0.0075 20010260.00 20010260.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A5YX1 US3130A5YX13 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-09 2017-02-09 2017-02-09 N N N 0.0075 65034255.00 65034255.00 0.0168 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A7L52 US3130A7L529 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-05 2017-01-05 2017-01-05 N N N 0.0076 3001056.00 3001056.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A7LC7 US3130A7LC78 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-05 2017-01-05 2017-01-05 N N N 0.0076 7002464.00 7002464.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A7HX6 US3130A7HX61 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2017-03-09 2017-03-09 N N N 0.0076 4002984.00 4002984.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7G66 US3130A7G669 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-03 2017-03-03 2017-03-03 N N N 0.0077 4002896.00 4002896.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7LB9 US3130A7LB95 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-06 2017-01-06 2017-01-06 N N N 0.0077 7002534.00 7002534.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7G74 US3130A7G743 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0077 14010472.00 14010472.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7LD5 US3130A7LD51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-09 2017-01-09 2017-01-09 N N N 0.0077 3001173.00 3001173.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2017-08-03 2017-08-03 N N N 0.0077 1001035.00 1001035.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-04 2017-08-04 2017-08-04 N N N 0.0077 7007308.00 7007308.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A97K1 US3130A97K15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-26 2018-02-26 2018-02-26 N N N 0.0077 38018848.00 38018848.00 0.0098 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A97G0 US3130A97G03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-26 2018-02-26 2018-02-26 N N N 0.0077 40019840.00 40019840.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7FU4 US3130A7FU41 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2017-03-07 2017-03-07 N N N 0.0078 4003044.00 4003044.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7L78 US3130A7L784 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-10 2017-01-10 2017-01-10 N N N 0.0078 7002807.00 7002807.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7M77 US3130A7M774 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-11 2017-01-11 2017-01-11 N N N 0.0078 50020500.00 50020500.00 0.0129 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7Q57 US3130A7Q577 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-05 2017-04-05 2017-04-05 N N N 0.0078 13011167.00 13011167.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7TW5 US3130A7TW50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-20 2017-04-20 2017-04-20 N N N 0.0078 7006048.00 7006048.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7DG7 US3130A7DG74 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2017-03-03 2017-03-03 N N N 0.0078 7005152.00 7005152.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7DL6 US3130A7DL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-07 2017-03-07 2017-03-07 N N N 0.0078 7005327.00 7005327.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A8N58 US3130A8N580 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-02 2017-10-02 2017-10-02 N N N 0.0079 3004917.00 3004917.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-11-02 2017-11-02 N N N 0.0079 4006000.00 4006000.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A8NJ8 US3130A8NJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-05 2017-10-05 2017-10-05 N N N 0.0080 7011571.00 7011571.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-25 2017-10-25 2017-10-25 N N N 0.0080 2003122.00 2003122.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-11-02 2017-11-02 N N N 0.0080 10015920.00 10015920.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8CG6 US3130A8CG66 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-27 2017-02-27 2017-02-27 N N N 0.0081 4003076.00 4003076.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-27 2017-10-27 2017-10-27 N N N 0.0081 12018828.00 12018828.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8BY8 US3130A8BY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-27 2017-02-27 2017-02-27 N N N 0.0081 7004697.00 7004697.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8BU6 US3130A8BU69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-27 2017-02-27 2017-02-27 N N N 0.0081 4002732.00 4002732.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8C27 US3130A8C278 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-27 2017-02-27 2017-02-27 N N N 0.0081 7004697.00 7004697.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-27 2017-10-27 2017-10-27 N N N 0.0082 1001660.00 1001660.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-27 2017-10-27 2017-10-27 N N N 0.0082 5008300.00 5008300.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130A6ZM2 US3130A6ZM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-13 2017-01-13 2017-01-13 N N N 0.0084 24011880.00 24011880.00 0.0062 N N N N Freddie Mac Freddie Mac, 0.50% 313397ET4 S6XOOCT0IEG5ABCC6L87 US313397ET43 U.S. Government Agency Debt Y N/A N/A 2017-04-24 2017-04-24 2017-04-24 N N N 0.0050 7983040.00 7983040.00 0.0021 N N N N Freddie Mac Freddie Mac, 0.50% 313397EU1 S6XOOCT0IEG5ABCC6L87 US313397EU16 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-04-25 2017-04-25 N N N 0.0050 3991460.00 3991460.00 0.0010 N N N N Freddie Mac Freddie Mac, 0.74% 3134G8LG2 S6XOOCT0IEG5ABCC6L87 US3134G8LG23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0074 33013992.00 33013992.00 0.0085 N N N N Freddie Mac Freddie Mac, 0.78% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2016-12-21 2017-12-21 2017-12-21 N N N 0.0078 54153306.00 54153306.00 0.0140 N N N N Freddie Mac Freddie Mac, 0.84% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-01-12 2018-01-12 2018-01-12 N N N 0.0084 18060048.00 18060048.00 0.0047 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.24% to 0.30% 912796HV4 US912796HV42 U.S. Treasury Debt Y N/A N/A 2017-01-05 2017-01-05 2017-01-05 N N N 0.0030 143917955.66 143917955.66 0.0371 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.28% to 0.34% 912796HU6 US912796HU68 U.S. Treasury Debt Y N/A N/A 2016-12-08 2016-12-08 2016-12-08 N N N 0.0034 78997630.00 78997630.00 0.0204 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% 912796JW0 US912796JW07 U.S. Treasury Debt Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0030 11000000.00 11000000.00 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% to 0.38% 912796JY6 US912796JY62 U.S. Treasury Debt Y N/A N/A 2016-12-15 2016-12-15 2016-12-15 N N N 0.0038 65996238.00 65996238.00 0.0170 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.33% 912796JZ3 US912796JZ38 U.S. Treasury Debt Y N/A N/A 2016-12-22 2016-12-22 2016-12-22 N N N 0.0033 53992224.00 53992224.00 0.0139 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.35% 912796KE8 US912796KE89 U.S. Treasury Debt Y N/A N/A 2017-01-26 2017-01-26 2017-01-26 N N N 0.0035 10993664.00 10993664.00 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796KC2 US912796KC24 U.S. Treasury Debt Y N/A N/A 2017-01-12 2017-01-12 2017-01-12 N N N 0.0040 14994495.00 14994495.00 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% 912796KD0 US912796KD07 U.S. Treasury Debt Y N/A N/A 2017-01-19 2017-01-19 2017-01-19 N N N 0.0043 31984960.00 31984960.00 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796KG3 US912796KG38 U.S. Treasury Debt Y N/A N/A 2017-02-09 2017-02-09 2017-02-09 N N N 0.0045 9991460.00 9991460.00 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.47% 912796KM0 US912796KM06 U.S. Treasury Debt Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0047 38947311.00 38947311.00 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.47% 912796KT5 US912796KT58 U.S. Treasury Debt Y N/A N/A 2017-04-20 2017-04-20 2017-04-20 N N N 0.0047 12972362.00 12972362.00 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.48% 912796JP5 US912796JP55 U.S. Treasury Debt Y N/A N/A 2017-04-27 2017-04-27 2017-04-27 N N N 0.0048 39909960.00 39909960.00 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.49% 912796KQ1 US912796KQ10 U.S. Treasury Debt Y N/A N/A 2017-04-06 2017-04-06 2017-04-06 N N N 0.0049 38930112.00 38930112.00 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.53% to 0.54% 912796KY4 US912796KY44 U.S. Treasury Debt Y N/A N/A 2017-05-11 2017-05-11 2017-05-11 N N N 0.0054 39897480.00 39897480.00 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.62% to 0.63% 912796KZ1 US912796KZ19 U.S. Treasury Debt Y N/A N/A 2017-05-18 2017-05-18 2017-05-18 N N N 0.0063 51859444.00 51859444.00 0.0134 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.36% 912828A59 US912828A594 U.S. Treasury Debt Y N/A N/A 2016-12-15 2016-12-15 2016-12-15 N N N 0.0036 46006762.00 46006762.00 0.0119 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828H29 US912828H292 U.S. Treasury Debt Y N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0040 20006100.00 20006100.00 0.0052 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% to 0.45% 912828MK3 US912828MK32 U.S. Treasury Debt Y N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0045 47214978.00 47214978.00 0.0122 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 912828MD9 US912828MD98 U.S. Treasury Debt Y N/A N/A 2016-12-31 2016-12-31 2016-12-31 N N N 0.0041 19046398.00 19046398.00 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% to 0.56% 912828SS0 US912828SS04 U.S. Treasury Debt Y N/A N/A 2017-04-30 2017-04-30 2017-04-30 N N N 0.0056 34045628.00 34045628.00 0.0088 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.57% 912828WH9 US912828WH92 U.S. Treasury Debt Y N/A N/A 2017-05-15 2017-05-15 2017-05-15 N N N 0.0057 30035160.00 30035160.00 0.0077 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.66% 912828S84 US912828S844 U.S. Treasury Debt Y N/A N/A 2016-12-01 2018-07-31 2018-07-31 N N N 0.0066 40031680.00 40031680.00 0.0103 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.35% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-31 2045-11-15 1 - 3 32815000.00 32997683.83 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-05 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0035 32000000.00 32000000.00 0.0082 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.39% 3Y4U8VZURTYWI1W2K376 BBC400000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2024-05-15 2.375 - 2.5 5007000.00 5133740.36 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0039 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.40% 3Y4U8VZURTYWI1W2K376 BAJ986000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2024-05-15 1.375 - 2.5 5145000.00 5123299.22 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0040 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.40% 3Y4U8VZURTYWI1W2K376 BBA655000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2020-02-15 2.375 - 3.625 2860000.00 3113822.22 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0040 3000000.00 3000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.41% 3Y4U8VZURTYWI1W2K376 BBF162000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2022-12-31 2.125 - 2.375 3035000.00 3104920.45 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0041 3000000.00 3000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.42% 3Y4U8VZURTYWI1W2K376 BBF161000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2021-08-15 2.125 - 2.375 3005000.00 3084637.96 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0042 3000000.00 3000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.46% 3Y4U8VZURTYWI1W2K376 BBJ637000 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 12335000.00 12316534.51 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0046 12000000.00 12000000.00 0.0031 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.48% 3Y4U8VZURTYWI1W2K376 BBI699000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-08-15 2044-08-15 3.125 - 3.125 15025000.00 15804602.18 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-31 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0048 15000000.00 15000000.00 0.0039 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.50% 3Y4U8VZURTYWI1W2K376 BCA005000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2025-05-15 2.125 - 2.125 5175000.00 5126499.90 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-02-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 5000000.00 5000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.36% R0MUWSFPU8MPRO8K5P83 BAE286000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2046-02-15 0 - 3.75 27702200.00 27557510.32 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2016-12-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0036 27000000.00 27000000.00 0.0070 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.40% R0MUWSFPU8MPRO8K5P83 AJB536000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2046-05-15 0 - 3.75 30167900.00 29894886.46 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0040 29000000.00 29000000.00 0.0075 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.41% R0MUWSFPU8MPRO8K5P83 BBD800000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2043-11-15 0 - 3.75 11255300.00 11223924.19 U.S. Treasuries (including strips) Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0041 10999840.50 10999840.50 0.0028 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 0.45% R0MUWSFPU8MPRO8K5P83 BBE864000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2046-05-15 0 - 3.75 21724000.00 21437825.42 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-02-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0045 21000000.00 21000000.00 0.0054 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.50% R0MUWSFPU8MPRO8K5P83 BBI666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2046-05-15 0 - 5.25 11155300.00 11231674.79 U.S. Treasuries (including strips) Y N/A N/A 2017-01-20 2017-01-20 2017-01-20 N N N 0.0050 10998029.90 10998029.90 0.0028 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 0.50% R0MUWSFPU8MPRO8K5P83 BBI358000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-31 2046-05-15 0.685 - 6.25 16486300.00 16405950.89 U.S. Treasuries (including strips) Y N/A N/A 2017-01-20 2017-01-20 2017-01-20 N N N 0.0050 15997132.80 15997132.80 0.0041 N N N Y Commerz Markets LLC Commerz Markets LLC, 0.32% BCA239000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2021-03-31 1.25 - 1.25 37390000.00 36720525.48 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0032 36000000.00 36000000.00 0.0093 N Y Y N Mufg Securities Emea PLC (GOV REPO) Mufg Securities Emea PLC (GOV REPO), 0.33% U7M81AY481YLIOR75625 BBI316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2022-11-30 2 - 2 3070000.00 3067362.87 U.S. Treasuries (including strips) Y N/A N/A 2016-12-02 2016-12-02 2016-12-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0033 3000000.00 3000000.00 0.0008 N N Y N Mufg Securities Emea PLC (GOV REPO) Mufg Securities Emea PLC (GOV REPO), 0.37% U7M81AY481YLIOR75625 BBG881000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 2.625 - 2.625 3910000.00 4115231.99 U.S. Treasuries (including strips) Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0037 4000000.00 4000000.00 0.0010 N N Y N Mufg Securities Emea PLC (GOV REPO) Mufg Securities Emea PLC (GOV REPO), 0.43% U7M81AY481YLIOR75625 BBH443000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2022-04-30 1.75 - 1.75 4120000.00 4094612.56 U.S. Treasuries (including strips) Y N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0043 3999998.40 3999998.40 0.0010 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.28% OXTKY6Q8X53C9ILVV871 BBJ502000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 2020-03-31 1.375 - 1.375 17369000.00 17398075.71 U.S. Treasuries (including strips) Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N N N 0.0028 16999962.60 16999962.60 0.0044 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.28% OXTKY6Q8X53C9ILVV871 BBJ804000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2021-09-30 2.125 - 2.125 65266000.00 66628166.69 U.S. Treasuries (including strips) Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0028 64999818.00 64999818.00 0.0167 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.38% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 2044-11-15 1.75 - 6.25 4149200.00 4120459.30 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-06 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0038 4000000.00 4000000.00 0.0010 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.43% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-01-12 2044-08-15 0 - 3.625 4063900.00 4082064.73 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-01-19 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0043 4000000.00 4000000.00 0.0010 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.50% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-09 2045-05-15 0 - 8.875 5019200.00 5101380.36 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-02-03 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 5000000.00 5000000.00 0.0013 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.32% ES7IP3U3RHIGC71XBU11 BBC759000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2045-05-15 1.375 - 3 6303700.00 6121559.00 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0032 6000000.00 6000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.34% O2RNE8IBXP4R0TD8PU41 BBH770000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-09 2025-02-15 0 - 2 5193400.00 5100671.65 U.S. Treasuries (including strips) Y N/A N/A 2016-12-16 2016-12-16 2016-12-16 N N N 0.0034 4999889.50 4999889.50 0.0013 N N N Y Societe Generale Societe Generale, 0.38% O2RNE8IBXP4R0TD8PU41 BAH128000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2045-11-15 1.125 - 7.875 2076925.43 2040926.90 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2016-12-14 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0038 2000000.00 2000000.00 0.0005 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.41% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-09 2017-03-09 N/A 4089700.00 4084260.70 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0041 4000000.00 4000000.00 0.0010 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.41% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-02 2017-03-02 N/A 5111200.00 5105015.45 U.S. Treasuries (including strips) Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0041 5000050.00 5000050.00 0.0013 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 0.28%, dated 11/30/2016 due 12/01/2016 B4TYDEB6GKMZO031MB27 BCA328000_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 154351.16 140369.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-12-25 3 - 5.8 217550.72 92638.29 Agency Collateralized Mortgage Obligation Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 226219.18 226219.18 0.0001 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.28%, dated 11/30/2016 due 12/01/2016 R0MUWSFPU8MPRO8K5P83 BCA328000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-01-12 2046-08-15 0 - 8.5 250983.04 253708.22 U.S. Treasuries (including strips) GINNIE MAE 2046-04-20 2046-04-20 3 - 3 0.09 0.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2022-12-09 2022-12-09 5.25 - 5.25 7.26 8.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2046-08-01 0.75 - 7.5 14873.61 4132.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2057-09-15 1.062 - 7 652638.48 18114.45 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2024-09-15 2.875 - 3.875 283.67 294.24 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-26 2046-10-01 0 - 7.5 54196.65 37184.72 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 306921.93 306921.93 0.0001 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.43% R0MUWSFPU8MPRO8K5P83 BBD796000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-15 2043-02-15 0 - 7.875 2153113.08 1271521.18 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-10-02 2045-11-01 1.125 - 7.5 1446609.00 415966.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-04-15 2033-08-15 5.5 - 6.5 2005337.00 349518.42 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2024-09-15 2.875 - 3.875 60000.00 63080.26 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-08 2046-08-01 0.875 - 6.625 18823198.00 973135.58 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0043 3000030.30 3000030.30 0.0008 N N N Y BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.28%, dated 11/30/2016 due 12/01/2016 VJW2DOOHGDT6PR0ZRO63 BCA328000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-12-15 2046-08-15 0 - 8.875 3942.66 3812.38 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-17 2025-03-03 0.58 - 4.875 1598.62 1601.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-12-08 2020-09-11 0 - 5 2763.44 2774.23 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-01-27 2046-11-01 0.5 - 8.5 38208.30 33905.09 Agency Mortgage-Backed Securities FINANCE CORPORATION 2018-11-02 2018-11-02 9.65 - 9.65 1.14 1.34 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2017-04-15 2046-11-20 2.5 - 9.5 10496.11 4244.73 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-07-18 2017-07-18 5.5 - 5.5 5.72 6.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2016-12-01 2046-11-01 0 - 8.5 13781.56 6134.50 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 51439.43 51439.43 0.0000 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.28%, dated 11/30/2016 due 12/01/2016 E57ODZWZ7FF32TWEFA76 BCA328000_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 2019-10-15 2028-10-15 0 - 0 1226.49 909.29 Agency Debentures and Agency Strips US TREASURY 2016-12-08 2046-02-15 0 - 9 98809.22 106838.62 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2017-07-21 2017-07-21 0.841 - 0.841 399.74 400.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2046-07-01 1 - 6.75 4269.57 3180.73 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2020-11-15 2045-10-20 2 - 9 12281.21 4320.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-12-14 2051-04-01 1.125 - 6.5 1834.10 1251.39 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 114309.84 114309.84 0.0000 N Y Y N Citibank NA Citibank NA, 0.28% 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 2019-05-31 2044-02-15 1.125 - 3.75 2913100.00 2903524.20 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-04-27 2046-09-01 1.125 - 4 156000.00 156622.98 Agency Debentures and Agency Strips Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0028 2999983.80 2999983.80 0.0008 N N Y N Citibank NA Citibank NA, 0.29% 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 2018-04-30 2044-02-15 0.625 - 8.5 11819100.00 12825287.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-06-29 2046-09-01 1 - 4 383421.00 328112.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2017-07-21 2017-07-21 0.841 - 0.841 55000.00 55136.64 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2020-11-15 2020-11-15 5.5 - 5.5 1172.00 18.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-06-12 2037-08-01 1.5 - 5.375 4156000.00 4131942.06 Agency Debentures and Agency Strips Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0029 16999932.00 16999932.00 0.0044 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.28%, dated 11/30/2016 due 12/01/2016 1VUV7VQFKUOQSJ21A208 BCA328000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-06-30 2046-02-15 0.75 - 3.625 208132.52 206915.36 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 202671.35 202671.35 0.0001 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.28%, dated 11/30/2016 due 12/01/2016 1V8Y6QCX6YMJ2OELII46 BCA328000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-04-30 2045-02-15 0.5 - 8.125 134012.68 141114.68 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2038-07-20 2046-11-20 3 - 6 18487.64 10068.40 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N Y CREDIT SUISSE AG 1.0000 N/A N/A N 0.0028 148063.83 148063.83 0.0000 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.28%, dated 11/30/2016 due 12/01/2016 KBVRJ5K57JZ3E2AVWX40 BCA328000_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 2041-01-01 2046-07-01 3 - 4.5 17740.60 11659.70 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 11430.98 11430.98 0.0000 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.39% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-07-31 2021-07-31 1.125 - 1.125 2100000.00 2045839.05 U.S. Treasuries (including strips) Y N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0039 1999975.40 1999975.40 0.0005 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 US TREASURY 2021-07-31 2021-07-31 1.125 - 1.125 3145000.00 3063887.53 U.S. Treasuries (including strips) Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0042 2999937.30 2999937.30 0.0008 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 US TREASURY 2021-06-30 2021-06-30 1.125 - 1.125 6275000.00 6126140.01 U.S. Treasuries (including strips) Y N/A N/A 2017-01-04 2017-01-04 2017-01-18 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0043 6000000.00 6000000.00 0.0015 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 S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 6930000.00 7144540.16 Agency Debentures and Agency Strips Y N/A N/A 2017-01-04 2017-01-04 2017-01-19 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0043 7000000.00 7000000.00 0.0018 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 6930000.00 7144540.16 Agency Debentures and Agency Strips Y N/A N/A 2017-01-04 2017-01-04 2017-01-20 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0043 7000000.00 7000000.00 0.0018 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-07-31 2018-07-31 0.75 - 0.75 5115000.00 5102652.76 U.S. Treasuries (including strips) Y N/A N/A 2017-01-04 2017-01-04 2017-01-17 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0043 5000000.00 5000000.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.44% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-03-15 2019-03-15 1 - 1 965000.00 963368.66 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 5005000.00 5159945.67 Agency Debentures and Agency Strips Y N/A N/A 2017-01-04 2017-01-04 2017-01-23 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0044 6000000.00 6000000.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.44% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-03-15 2021-06-30 1 - 1.125 6140000.00 6126425.62 U.S. Treasuries (including strips) Y N/A N/A 2017-01-04 2017-01-04 2017-01-31 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0044 6000000.00 6000000.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.44% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 6930000.00 7144540.16 Agency Debentures and Agency Strips Y N/A N/A 2017-01-04 2017-01-04 2017-01-26 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0044 7000000.00 7000000.00 0.0018 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.28%, dated 11/30/2016 due 12/01/2016 ZBUT11V806EZRVTWT807 BCA328000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-12-15 2046-11-15 0.5 - 8 103085.85 105895.72 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2046-11-01 2.5 - 4 75635.54 49893.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2017-01-15 2058-06-15 2 - 9 13931.56 6130.26 Agency Mortgage-Backed Securities U.S. TREASURY 2017-10-31 2018-01-31 0.488 - 0.592 6277.91 6292.82 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2017-04-01 2046-12-01 2 - 7.5 463592.65 291320.65 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 450380.79 450380.79 0.0001 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.37% 8NAV47T0Y26Q87Y0QP81 BAG094000 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 2046-07-20 2046-07-20 4 - 4 18460067.00 18368491.68 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2016-12-15 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0037 18000000.00 18000000.00 0.0046 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.28%, dated 11/30/2016 due 12/01/2016 8NAV47T0Y26Q87Y0QP81 BCA328000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-05-31 2045-02-15 0.625 - 5.5 34894.36 35857.03 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-10-20 2046-10-20 3 - 3 2938.72 3004.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 8511.08 7884.15 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 45723.94 45723.94 0.0000 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 BBC710000 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 2045-06-01 2.003 - 3.834 1762392.00 1039891.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2035-08-01 2046-01-01 2.678 - 3.114 4356925.00 4061656.05 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0039 4999581.50 4999581.50 0.0013 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.39% K5HU16E3LMSVCCJJJ255 BBD256000 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 2.245 - 3.834 10652924.00 4991997.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-10-01 2046-11-01 2.437 - 3.5 191972.00 109494.23 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-05 2017-01-05 2017-01-05 N N N 0.0039 4999564.50 4999564.50 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% K5HU16E3LMSVCCJJJ255 BBF022000 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 2043-07-01 2.222 - 2.222 2666967.00 1460878.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-05-01 2046-09-01 2.518 - 3.193 3731404.00 3640312.25 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-09 2017-01-09 2017-01-09 N N N 0.0040 4999549.50 4999549.50 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% K5HU16E3LMSVCCJJJ255 BBF784000 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 2031-04-01 2045-06-01 2.003 - 3 2606528.00 1527643.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-01-20 2045-01-20 2.5 - 2.5 1266.00 784.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-10-01 2046-10-01 2.692 - 4.5 4959843.00 1532150.85 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-13 2017-01-13 2017-01-13 N N N 0.0040 2999688.30 2999688.30 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.44% K5HU16E3LMSVCCJJJ255 BBH287000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 1700.00 2243.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2043-09-01 2.112 - 3.437 7671592.00 4013020.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-01 2044-12-01 2.512 - 4.5 6182775.00 1085700.86 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-17 2017-01-17 2017-01-17 N N N 0.0044 4999673.00 4999673.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.44% K5HU16E3LMSVCCJJJ255 BBH689000 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 2025-02-01 2046-09-01 2.003 - 3.909 10977679.00 3504783.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-10-01 2042-09-01 2.057 - 3.5 14815685.00 2616189.46 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-19 2017-01-19 2017-01-19 N N N 0.0044 5999574.60 5999574.60 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.44% K5HU16E3LMSVCCJJJ255 BAJ074000 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 2030-10-01 2046-09-01 2.003 - 3.5 9879267.00 3299489.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-10-01 2042-09-01 2.774 - 3.5 2189659.00 1802817.61 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-23 2017-01-23 2017-01-23 N N N 0.0044 4999593.50 4999593.50 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.47% K5HU16E3LMSVCCJJJ255 BCA152000 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 2031-08-01 2046-09-01 2.003 - 4.5 2219625.00 2001598.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-10-01 2043-01-01 2.318 - 3.5 1206014.00 1058733.23 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0047 3000000.00 3000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.50% K5HU16E3LMSVCCJJJ255 BBG704000 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 2038-09-01 2046-09-01 2.003 - 2.835 3655538.00 3018381.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2031-10-01 2042-10-01 2.774 - 3 42843.00 42255.55 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-14 2017-02-14 2017-02-14 N N N 0.0050 2999765.10 2999765.10 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 US TREASURY 2017-04-15 2017-04-15 0.125 - 0.125 5814200.00 6182119.50 U.S. Treasuries (including strips) Y N/A N/A 2016-12-07 2016-12-07 2017-02-06 Y MIZUHO SECS USA INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 6000000.00 6000000.00 0.0015 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.28%, dated 11/30/2016 due 12/01/2016 7TK5RJIZDFROZCA6XF66 BCA328000_08126 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 2046-08-15 0.75 - 2.75 92549.75 87547.23 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2046-12-01 1.945 - 9.5 115604.65 26237.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-04-15 2046-10-20 0.876 - 8.5 88655.73 24542.90 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2026-11-02 2026-11-02 1.083 - 1.083 457.24 455.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2046-12-01 2.271 - 9.5 319875.07 71467.23 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 205757.72 205757.72 0.0001 N Y 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 FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2046-09-01 2.498 - 4 22009.00 18937.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-15 2046-08-20 3.5 - 4.5 99661.00 85773.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-11-01 2 - 4.5 6263253.00 6019750.01 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 1 N N/A N/A N N 0.0036 6000000.00 6000000.00 0.0015 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.40% 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 2041-04-15 2046-09-01 1.5 - 4 308851.00 168047.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-15 2046-08-20 3.5 - 4.5 88339.00 70964.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-11-01 2 - 5.5 6107631.00 4865803.38 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2017-01-09 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0040 5000000.00 5000000.00 0.0013 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.41% 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 2043-01-01 2046-09-01 2.5 - 4 141365.00 118447.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-15 2046-08-20 3 - 4.5 65314.00 47676.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-11-01 3 - 5.5 4864278.00 3925559.00 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2017-01-09 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0041 4000000.00 4000000.00 0.0010 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.45% 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 2036-10-01 2046-09-01 2.532 - 3.5 2841641.00 2920731.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-12-01 2.356 - 6 202802.00 139919.06 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2017-01-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0045 3000000.00 3000000.00 0.0008 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.45% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-05-15 2046-09-01 2.5 - 4 168884.00 120045.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2046-08-20 3.5 - 3.5 10568.00 11013.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-11-01 2 - 4.866 5138912.00 4970448.45 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2017-01-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0045 5000000.00 5000000.00 0.0013 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.46% 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 2043-01-01 2046-09-01 2.532 - 4 79036.00 54580.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-11-20 2046-08-20 3 - 4 47154.00 47586.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2046-11-01 2.356 - 4.866 3458109.00 2958923.94 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2017-01-17 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0046 3000000.00 3000000.00 0.0008 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.50% 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 2027-10-01 2046-09-01 0.878 - 4 3050641.00 2846430.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2036-01-20 2046-04-20 2 - 4.5 30824.00 7863.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2046-12-01 2.323 - 5 275803.00 233356.38 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2017-01-20 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 3000000.00 3000000.00 0.0008 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.28%, dated 11/30/2016 due 12/01/2016 549300QJJX6CVVUXLE15 BCA328000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-03-02 2046-08-15 0 - 2.5 65682.42 65064.19 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 63784.89 63784.89 0.0000 N Y Y N Royal Bank of Canada In a joint trading account with Royal Bank of Canada at 0.28%, dated 11/30/2016 due 12/01/2016 ES7IP3U3RHIGC71XBU11 BCA328000_07750 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-09-30 2045-05-15 1.375 - 3.625 112587.61 114479.22 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 112023.65 112023.65 0.0000 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.30% ES7IP3U3RHIGC71XBU11 BBJ530000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-10-31 2045-05-15 1.5 - 3 3455471.68 3492711.05 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2044-06-20 2044-06-20 4 - 4 2834138.00 1376936.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-10-01 2038-10-01 6 - 6 3320069.00 230481.37 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-07 2016-12-07 2016-12-12 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0030 5000000.00 5000000.00 0.0013 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.28%, dated 11/30/2016 due 12/01/2016 O2RNE8IBXP4R0TD8PU41 BCA328000_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-09 2044-08-15 0 - 8 26287.79 27447.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-07-26 2046-08-01 1.25 - 6.75 931.83 1019.66 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2046-09-01 2.5 - 3.5 1227.74 828.26 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 28577.46 28577.46 0.0000 N Y Y N Wells Fargo Bank, NA In a joint trading account with Wells Fargo Bank, NA at 0.28%, dated 11/30/2016 due 12/01/2016 KB1H1DSPRFMYMCUFXT09 BCA328000_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 103942.44 67043.25 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 65728.16 65728.16 0.0000 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.28%, dated 11/30/2016 due 12/01/2016 VYVVCKR63DVZZN70PB21 BCA328000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-04-13 2046-05-15 0 - 2.5 109048.81 108565.31 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-20 2033-03-09 0.682 - 5.16 491.35 507.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-12-01 2026-09-11 0 - 6.05 38859.68 38974.92 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2017-03-27 2046-10-01 0 - 5.125 18811.66 18932.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2017-01-15 2046-11-20 2 - 10 116076.98 75102.95 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-01-26 2021-01-07 0.633 - 1.92 1060.96 1058.90 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-12-15 2042-12-15 0 - 7.125 1653.04 1696.02 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-01-30 2026-09-24 0.811 - 2.625 9145.02 9123.64 Agency Debentures and Agency Strips Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 248966.84 248966.84 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.28% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-06-15 2041-06-15 1.75 - 2.5 67237100.00 16633218.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2043-01-25 2043-01-25 2.5 - 2.5 3500000.00 877053.59 Agency Collateralized Mortgage Obligation Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0028 16999908.20 16999908.20 0.0044 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.29% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-04-15 2031-04-15 2.5 - 2.5 9169913.00 3090024.90 Agency Collateralized Mortgage Obligation Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0029 3000000.00 3000000.00 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 2021-06-15 2026-06-15 1.75 - 3.5 21396715.00 5042771.29 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2037-10-25 2041-05-25 1.034 - 1.134 40118944.00 8360507.21 Agency Collateralized Mortgage Obligation Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0042 13000130.00 13000130.00 0.0033 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.50% 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 8703325.00 2060658.18 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0050 2000067.60 2000067.60 0.0005 N N N Y Washington Hsg. Fin. Commission Multi-family Hsg. Rev. FNMA Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.50% 93978PCZ8 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2037-01-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 7500000.00 7500000.00 0.0019 N N Y N Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev. FNMA Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev., 0.50% 566823RY8 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2035-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 4300000.00 4300000.00 0.0011 N N Y N CAMDEN CNTY NJ IMPT AUTH REV FNMA Camden County Impt. Auth. Rev., 0.46% 13281NGR7 US13281NGR70 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2036-04-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0046 3900000.00 3900000.00 0.0010 N N Y N Mufg Securities Emea PLC (GOV REPO) Mufg Securities Emea PLC (GOV REPO), 0.75% U7M81AY481YLIOR75625 BBJ896000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-01-17 2017-01-17 2017-01-17 N N N 0.0075 2999847.90 2999847.90 0.0008 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Mufg Securities Emea PLC (GOV REPO) Mufg Securities Emea PLC (GOV REPO), 0.77% U7M81AY481YLIOR75625 BCA255000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0077 3000000.00 3000000.00 0.0008 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Variable Insurance Products Fund V: Government Money Market Portfolio 2016-12-06 Stephanie Dorsey Stephanie Dorsey President and Treasurer