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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 40793000.00 40860920.02 0.0054 N 40860594.01 40860594.01 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 9999073.61 0.0013 N 9999870.00 9999870.00 Federal National Mortgage Association Federal National Mortgage Association 0.055000% 313588LE3 Government Agency Debt N First Tier Security N/A N/A 2015-09-02 2015-09-02 N N N 26949000.00 26947764.84 0.0036 N 26947868.14 26947868.14 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 35992960.00 0.0048 N 35997804.00 35997804.00 Federal National Mortgage Association Federal National Mortgage Association 0.140100% 313588PY5 Government Agency Debt N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 14250000.00 14243350.04 0.0019 N 14244300.00 14244300.00 Federal National Mortgage Association Federal National Mortgage Association 0.150100% 313588RJ6 Government Agency Debt N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 10008000.00 10001578.20 0.0013 N 10002005.21 10002005.21 Federal National Mortgage Association Federal National Mortgage Association 0.148100% 313588RL1 Government Agency Debt N First Tier Security N/A N/A 2016-01-06 2016-01-06 N N N 116000000.00 115925605.33 0.0154 N 115929588.00 115929588.00 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 3319211.54 0.0004 N 3319540.87 3319540.87 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 62836000.00 62874681.31 0.0084 N 62833800.74 62833800.74 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 25004072.84 0.0033 N 25002900.00 25002900.00 Federal National Mortgage Association Federal National Mortgage Association 0.158200% 3135G0YF4 Government Agency Debt N First Tier Security N/A N/A 2015-08-05 2015-08-05 N N N 150000000.00 150000401.88 0.0199 N 150000000.00 150000000.00 Federal National Mortgage Association Federal National Mortgage Association 0.207300% 3135G0YH0 Government Agency Debt N First Tier Security N/A N/A 2015-08-15 2016-08-15 N N N 20000000.00 20015398.82 0.0027 N 20016220.00 20016220.00 Federal National Mortgage Association Federal National Mortgage Association 0.210500% 3135G0YQ0 Government Agency Debt N First Tier Security N/A N/A 2015-08-26 2016-08-26 N N N 13190000.00 13200456.36 0.0018 N 13200736.66 13200736.66 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 1502598.51 0.0002 N 1502530.50 1502530.50 Federal National Mortgage Association Federal National Mortgage Association 0.233700% 3136FRGA5 Government Agency Debt N First Tier Security N/A N/A 2015-10-01 2016-04-01 N N N 1180000.00 1180113.10 0.0002 N 1180653.72 1180653.72 Federal National Mortgage Association Federal National Mortgage Association 0.450000% 3136FRT60 Government Agency Debt N First Tier Security N/A N/A 2015-08-03 2015-08-24 N N N 177900000.00 177937362.81 0.0236 N 177927930.30 177927930.30 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 6218331.50 0.0008 N 6218333.82 6218333.82 Federal National Mortgage Association Federal National Mortgage Association 1.625000% 31398A4M1 Government Agency Debt N First Tier Security N/A N/A 2015-10-26 2015-10-26 N N N 10656000.00 10691967.13 0.0014 N 10691004.96 10691004.96 HSBC USA, Inc. HSBC USA, Inc. 0.120000% ARP09RP40_0.1200_M150803_64BA 0000083246 Treasury Repurchase Agreement Y Ginnie Mae 2016-07-31 3.250000 Treasury Debt 11190000.00 11510816.78 Ginnie Mae 2018-07-31 1.375000 Treasury Debt 16060000.00 16201810.93 Ginnie Mae 2024-08-15 2.375000 Treasury Debt 2675000.00 2734226.80 U.S. Treasury Bond 2018-03-15 1.000000 Treasury Debt 20035000.00 20134630.36 U.S. Treasury Bond 2044-08-15 3.125000 Treasury Debt 357000.00 373550.57 U.S. Treasury Notes 2043-11-15 3.750000 Treasury Debt 10000.00 11668.26 U.S. Treasury Notes 2044-05-15 3.375000 Treasury Debt 33000.00 35932.44 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 50000000.00 50000000.00 0.0066 N 50000000.00 50000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.150000% 926ELZ001_0.1500_M150803_64BA 0000812291 Treasury Repurchase Agreement Y U.S. Treasury Notes 2021-05-31 2.000000 Treasury Debt 201103000.00 203999999.32 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 200000000.00 200000000.00 0.0266 N 200000000.00 200000000.00 Royal Bank of Canada Royal Bank of Canada 0.140000% ARP09RQH0_0.1400_M150803_64BA 0000352613 Government Agency Repurchase Agreement Y Fannie Mae 2028-11-01 3.500000 Government Agency Debt 5809557.00 5066729.82 Fannie Mae 2030-05-01 2.500000 Government Agency Debt 3807992.00 3793749.79 Fannie Mae 2036-04-01 1.881000 Government Agency Debt 1983315.00 963512.50 Fannie Mae 2041-08-01 2.835999 Government Agency Debt 16400000.00 3574123.02 Fannie Mae 2042-02-01 4.000000 Government Agency Debt 47646.00 37459.94 Fannie Mae 2044-05-01 4.000000 Government Agency Debt 14400000.00 14000000.00 Fannie Mae 2044-05-01 4.000000 Government Agency Debt 305047.00 282446.10 Fannie Mae 2044-09-01 4.000000 Government Agency Debt 3425807.00 3464594.70 Fannie Mae 2044-10-01 3.500000 Government Agency Debt 11945.00 12051.21 Fannie Mae 2045-05-01 4.000000 Government Agency Debt 4643672.00 4889505.36 Fannie Mae 2045-06-01 3.500000 Government Agency Debt 16000000.00 16500000.00 Freddie Mac 2030-03-01 2.000000 Government Agency Debt 109461.00 105928.37 Freddie Mac 2030-04-01 3.000000 Government Agency Debt 5000000.00 5114416.47 Freddie Mac 2030-07-01 2.500000 Government Agency Debt 1000.00 1014.21 Freddie Mac 2030-11-01 4.000000 Government Agency Debt 128555.00 38339.27 Freddie Mac 2035-04-01 3.000000 Government Agency Debt 5000000.00 5021130.60 Freddie Mac 2044-05-01 4.000000 Government Agency Debt 4603350.00 4251593.46 Freddie Mac 2044-07-01 4.000000 Government Agency Debt 1246961.00 1194020.99 Freddie Mac 2045-04-01 3.500000 Government Agency Debt 87867.00 90136.39 Freddie Mac 2045-05-01 2.229000 Government Agency Debt 78892.00 77718.05 Ginnie Mae 2041-07-20 2.000000 Government Agency Debt 918368.00 330354.95 Ginnie Mae 2041-11-15 4.000000 Government Agency Debt 551999.00 199802.97 Ginnie Mae 2042-02-20 1.750000 Government Agency Debt 14083.00 4561.01 Ginnie Mae 2042-03-20 1.750000 Government Agency Debt 559643.00 182694.23 Ginnie Mae 2045-02-15 3.500000 Government Agency Debt 297573.00 292067.37 Ginnie Mae 2045-03-20 4.000000 Government Agency Debt 27996.00 28758.62 Ginnie Mae 2045-07-20 4.000000 Government Agency Debt 6560624.00 7003553.59 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 75000000.00 75000000.00 0.0100 N 75000000.00 75000000.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.130000% ARP09RQK3_0.1300_M150803_64BA Government Agency Repurchase Agreement Y Federal Farm Credit Bank 2015-09-30 4.750000 Government Agency Debt 100000.00 102356.53 Federal Farm Credit Bank 2016-11-07 5.000000 Government Agency Debt 100000.00 106685.67 Federal Farm Credit Bank 2028-06-19 3.359999 Government Agency Debt 3500000.00 3600660.00 Federal Farm Credit Bank 2038-12-30 3.480000 Government Agency Debt 8000000.00 7896533.33 Federal Home Loan Bank 2015-11-24 0.110000 Government Agency Debt 28200000.00 28200000.00 Federal Home Loan Bank 2016-03-11 0.00 Government Agency Debt 41100000.00 41100000.00 Federal Home Loan Bank 2016-04-12 0.00 Government Agency Debt 61300000.00 61200000.00 Federal Home Loan Bank 2017-08-28 0.750000 Government Agency Debt 24300000.00 24300000.00 U.S. Treasury Notes 2020-11-15 2.625000 Treasury Debt 2425300.00 2546061.82 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 165700000.00 165700000.00 0.0220 N 165700000.00 165700000.00 U.S. Treasury Notes U.S. Treasury Notes 0.119000% 912828D31 Treasury Debt N First Tier Security N/A N/A 2015-08-04 2016-04-30 N N N 230000000.00 230026936.35 0.0306 N 230037260.00 230037260.00 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 50043494.15 0.0066 N 50042950.00 50042950.00 U.S. Treasury Notes U.S. Treasury Notes 2.000000% 912828PS3 Treasury Debt N First Tier Security N/A N/A 2016-01-31 2016-01-31 N N N 50000000.00 50447213.62 0.0067 N 50449200.00 50449200.00 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 50002570.57 0.0066 N 50000000.00 50000000.00 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 250044808.11 0.0332 N 250039000.00 250039000.00 U.S. Treasury Notes U.S. Treasury Notes 0.375000% 912828UM0 Treasury Debt N First Tier Security N/A N/A 2016-02-15 2016-02-15 N N N 50000000.00 50060901.99 0.0066 N 50046900.00 50046900.00 U.S. Treasury Notes U.S. Treasury Notes 0.095000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-08-04 2016-01-31 N N N 400000000.00 399997235.16 0.0531 N 400000000.00 400000000.00