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Federal Home Loan Mortgage Corp. 0.500000% 3134G3L24 Government Agency Debt N First Tier Security N/A N/A 2015-09-25 2015-09-25 N N N 26250000.00 26275681.93 0.0034 N 26281473.75 26281473.75 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.500000% 3134G3ZA1 Government Agency Debt N First Tier Security N/A N/A 2015-08-28 2015-08-28 N N N 25505000.00 25529306.64 0.0033 N 25528413.59 25528413.59 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.174700% 3134G4C97 Government Agency Debt N First Tier Security N/A N/A 2015-06-26 2015-06-26 N N N 200700000.00 200705362.41 0.0263 N 200703211.20 200703211.20 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.173400% 3134G4DT2 Government Agency Debt N First Tier Security N/A N/A 2015-06-16 2015-07-16 N N N 170000000.00 170006915.93 0.0223 N 170009860.00 170009860.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.173400% 3134G4DU9 Government Agency Debt N First Tier Security N/A N/A 2015-06-17 2015-07-17 N N N 211500000.00 211508541.28 0.0277 N 211510575.00 211510575.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.163400% 3134G4J33 Government Agency Debt N First Tier Security N/A N/A 2015-06-16 2015-10-16 N N N 70000000.00 70010748.86 0.0092 N 70018620.00 70018620.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.174800% 3134G4MZ8 Government Agency Debt N First Tier Security N/A N/A 2015-06-25 2015-11-25 N N N 90000000.00 90017495.46 0.0118 N 90016020.00 90016020.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.300000% 3134G4TH1 Government Agency Debt N First Tier Security N/A N/A 2015-07-08 2015-07-08 N N N 15016000.00 15019267.20 0.0020 N 15019708.95 15019708.95 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.750000% 3137EACM9 Government Agency Debt N First Tier Security N/A N/A 2015-09-10 2015-09-10 N N N 20541000.00 20630418.17 0.0027 N 20635981.58 20635981.58 Federal National Mortgage Association Federal National Mortgage Association 0.060000% 313588GH2 Government Agency Debt N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 50000000.00 50000000.00 0.0066 N 50000000.00 50000000.00 Federal National Mortgage Association Federal National Mortgage Association 0.060000% 313588GJ8 Government Agency Debt N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N N 6000000.00 5999990.00 0.0008 N 5999994.00 5999994.00 Federal National Mortgage Association Federal National Mortgage Association 0.080000% 313588GJ8 Government Agency Debt N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N N 4950000.00 4949989.00 0.0006 N 4949995.05 4949995.05 Federal National Mortgage Association Federal National Mortgage Association 0.080000% 313588GK5 Government Agency Debt N First Tier Security N/A N/A 2015-06-03 2015-06-03 N N N 50000000.00 49999777.78 0.0066 N 49999950.00 49999950.00 Federal National Mortgage Association Federal National Mortgage Association 0.060000% 313588GK5 Government Agency Debt N First Tier Security N/A N/A 2015-06-03 2015-06-03 N N N 4100000.00 4099986.33 0.0005 N 4099995.90 4099995.90 Federal National Mortgage Association Federal National Mortgage Association 0.065000% 313588GY5 Government Agency Debt N First Tier Security N/A N/A 2015-06-16 2015-06-16 N N N 6600000.00 6599821.25 0.0009 N 6599947.20 6599947.20 Federal National Mortgage Association Federal National Mortgage Association 0.090000% 313588HQ1 Government Agency Debt N First Tier Security N/A N/A 2015-07-02 2015-07-02 N N N 50000000.00 49996125.00 0.0066 N 49998300.00 49998300.00 Federal National Mortgage Association Federal National Mortgage Association 0.070000% 313588JT3 Government Agency Debt N First Tier Security N/A N/A 2015-07-29 2015-07-29 N N N 6500000.00 6499266.96 0.0009 N 6499584.00 6499584.00 Federal National Mortgage Association Federal National Mortgage Association 0.145100% 313588KX2 Government Agency Debt N First Tier Security N/A N/A 2015-08-26 2015-08-26 N N N 10000000.00 9996536.11 0.0013 N 9998810.00 9998810.00 Federal National Mortgage Association Federal National Mortgage Association 0.160100% 313588LU7 Government Agency Debt N First Tier Security N/A N/A 2015-09-16 2015-09-16 N N N 36000000.00 35982880.01 0.0047 N 35993592.00 35993592.00 Federal National Mortgage Association Federal National Mortgage Association 4.375000% 31359MZC0 Government Agency Debt N First Tier Security N/A N/A 2015-10-15 2015-10-15 N N N 3292000.00 3342695.48 0.0004 N 3343941.18 3343941.18 Federal National Mortgage Association Federal National Mortgage Association 0.500000% 3135G0LN1 Government Agency Debt N First Tier Security N/A N/A 2015-07-02 2015-07-02 N N N 114284000.00 114323557.43 0.0150 N 114322742.28 114322742.28 Federal National Mortgage Association Federal National Mortgage Association 0.500000% 3135G0NV1 Government Agency Debt N First Tier Security N/A N/A 2015-09-28 2015-09-28 N N N 5146000.00 5152281.37 0.0007 N 5152406.77 5152406.77 Federal National Mortgage Association Federal National Mortgage Association 0.350000% 3135G0UW1 Government Agency Debt N First Tier Security N/A N/A 2015-08-28 2015-08-28 N N N 25000000.00 25014336.39 0.0033 N 25014725.00 25014725.00 Federal National Mortgage Association Federal National Mortgage Association 0.151000% 3135G0YF4 Government Agency Debt N First Tier Security N/A N/A 2015-06-05 2015-08-05 N N N 150000000.00 150013061.07 0.0197 N 150006600.00 150006600.00 Federal National Mortgage Association Federal National Mortgage Association 1.875000% 3136FPDY0 Government Agency Debt N First Tier Security N/A N/A 2015-09-09 2015-09-09 N N N 1500000.00 1507023.01 0.0002 N 1507164.00 1507164.00 Federal National Mortgage Association Federal National Mortgage Association 0.224200% 3136FRGA5 Government Agency Debt N First Tier Security N/A N/A 2015-07-01 2016-04-01 N N N 1180000.00 1180142.55 0.0002 N 1180626.58 1180626.58 Federal National Mortgage Association Federal National Mortgage Association 0.450000% 3136FRT60 Government Agency Debt N First Tier Security N/A N/A 2015-06-01 2015-08-24 N N N 55000000.00 55043371.80 0.0072 N 55037180.00 55037180.00 Federal National Mortgage Association Federal National Mortgage Association 2.000000% 31398A3T7 Government Agency Debt N First Tier Security N/A N/A 2015-09-21 2015-09-21 N N N 6203000.00 6238043.43 0.0008 N 6238785.11 6238785.11 Federal National Mortgage Association Federal National Mortgage Association 2.375000% 31398AU34 Government Agency Debt N First Tier Security N/A N/A 2015-07-28 2015-07-28 N N N 30849000.00 30959224.21 0.0041 N 30960920.18 30960920.18 Federal Reserve Bank NY Federal Reserve Bank NY 0.050000% ARP09D543_0.0500_M150601_64BA Treasury Repurchase Agreement Y U.S. Treasury Notes 2019-08-15 3.625000 Treasury Debt 129833.00 143262.83 U.S. Treasury Notes 2040-05-15 4.375000 Treasury Debt 203644100.00 259857895.62 First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 260000000.00 260000000.00 0.0341 N 260000000.00 260000000.00 HSBC USA, Inc. HSBC USA, Inc. 0.070000% ARP09D5F8_0.0700_M150601_64BA Treasury Repurchase Agreement Y U.S. Treasury Notes 2016-07-31 0.090001 Treasury Debt 24980000.00 24984005.21 U.S. Treasury Notes 2019-03-31 1.625000 Treasury Debt 25579700.00 26018417.39 First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 50000000.00 50000000.00 0.0066 N 50000000.00 50000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.090000% 926ELZ001_0.0900_M150601_64BA Treasury Repurchase Agreement Y U.S. Treasury Notes 2020-07-31 0.090000 Treasury Debt 198368000.00 204001530.00 First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 200000000.00 200000000.00 0.0262 N 200000000.00 200000000.00 RBC Capital Markets RBC Capital Markets 0.090000% ARP09D5J0_0.0900_M150601_64BA Government Agency Repurchase Agreement Y Fannie Mae 2028-10-01 3.000000 Government Agency Debt 6800410.00 5847528.83 Fannie Mae 2028-11-01 3.500000 Government Agency Debt 369528.00 333549.92 Fannie Mae 2034-10-01 3.500000 Government Agency Debt 2731725.00 2673147.20 Fannie Mae 2034-12-01 3.500000 Government Agency Debt 6808076.00 6734074.51 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 8230698.00 6009897.70 Fannie Mae 2041-09-01 3.225000 Government Agency Debt 500413.00 289256.84 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 6902218.00 6165011.78 Fannie Mae 2042-10-01 3.500000 Government Agency Debt 9617424.00 8273994.72 Fannie Mae 2045-05-01 4.000000 Government Agency Debt 15310587.00 16373835.19 Freddie Mac 2029-10-01 3.000000 Government Agency Debt 10599288.00 10118272.57 Freddie Mac 2040-09-01 3.664000 Government Agency Debt 18639799.00 4547001.35 Freddie Mac 2044-01-01 4.500000 Government Agency Debt 98492.00 100698.97 Freddie Mac 2045-01-01 3.268000 Government Agency Debt 1171133.00 1213056.44 Ginnie Mae 2039-08-20 2.375000 Government Agency Debt 1000.00 400.71 Ginnie Mae 2039-09-20 5.000000 Government Agency Debt 13606229.00 4176627.47 Ginnie Mae 2042-09-20 3.500000 Government Agency Debt 456729.00 341950.19 Ginnie Mae 2043-10-20 4.000000 Government Agency Debt 4484835.00 3301695.87 First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 75000000.00 75000000.00 0.0098 N 75000000.00 75000000.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.090000% ARP09D5E1_0.0900_M150601_64BA Government Agency Repurchase Agreement Y Fannie Mae 2015-08-26 0.00 Government Agency Debt 25000000.00 24996000.00 Fannie Mae 2015-11-25 0.00 Government Agency Debt 20000000.00 19990000.00 Fannie Mae 2030-01-15 7.125000 Government Agency Debt 2921000.00 4488177.35 Fannie Mae 2030-05-15 7.250000 Government Agency Debt 27772000.00 42343814.11 Federal Farm Credit Bank 2015-12-16 4.875000 Government Agency Debt 75000.00 78530.47 Federal Farm Credit Bank 2016-03-24 0.00 Government Agency Debt 5000000.00 4991750.00 Federal Farm Credit Bank 2017-08-04 0.221000 Government Agency Debt 5000000.00 5002317.36 Federal Farm Credit Bank 2017-09-12 0.197700 Government Agency Debt 2000000.00 2001216.70 Federal Farm Credit Bank 2018-08-06 0.209750 Government Agency Debt 13172000.00 13194840.34 Federal Home Loan Bank 2026-06-12 5.750000 Government Agency Debt 12340000.00 16135088.16 Freddie Mac 2015-06-24 0.00 Government Agency Debt 20000.00 19999.80 Freddie Mac 2016-05-27 2.500000 Government Agency Debt 4000.00 4083.92 Freddie Mac 2017-06-29 1.000000 Government Agency Debt 70000.00 70724.27 U.S. Treasury Bond 2040-02-15 2.125000 Treasury Debt 15000000.00 20767410.62 U.S. Treasury Notes 2019-04-15 0.125000 Treasury Debt 2585600.00 2637416.41 U.S. Treasury Notes 2023-01-15 0.125000 Treasury Debt 20000000.00 20248425.31 U.S. Treasury Notes 2025-01-15 0.250000 Treasury Debt 8978900.00 8874256.46 First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 182200000.00 182200000.00 0.0239 N 182200000.00 182200000.00 U.S. Treasury Notes U.S. Treasury Notes 0.084000% 912828D31 Treasury Debt N First Tier Security N/A N/A 2015-06-02 2016-04-30 N N N 230000000.00 230033198.29 0.0302 N 230027140.00 230027140.00 U.S. Treasury Notes U.S. Treasury Notes 1.750000% 912828NP1 Treasury Debt N First Tier Security N/A N/A 2015-07-31 2015-07-31 N N N 50000000.00 50138113.84 0.0066 N 50140600.00 50140600.00 U.S. Treasury Notes U.S. Treasury Notes 1.250000% 912828NV8 Treasury Debt N First Tier Security N/A N/A 2015-08-31 2015-08-31 N N N 50000000.00 50141355.99 0.0066 N 50148450.00 50148450.00 U.S. Treasury Notes U.S. Treasury Notes 0.250000% 912828TK6 Treasury Debt N First Tier Security N/A N/A 2015-08-15 2015-08-15 N N N 50000000.00 50016066.03 0.0066 N 50019550.00 50019550.00 U.S. Treasury Notes U.S. Treasury Notes 0.250000% 912828TP5 Treasury Debt N First Tier Security N/A N/A 2015-09-15 2015-09-15 N N N 250000000.00 250110457.20 0.0328 N 250136750.00 250136750.00 U.S. Treasury Notes U.S. Treasury Notes 0.060000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-06-02 2016-01-31 N N N 400000000.00 399996272.80 0.0524 N 399976000.00 399976000.00