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Federal Home Loan Bank 0.140000% 313384NH8 Government Agency Debt N First Tier Security N/A N/A 2015-10-23 2015-10-23 N N N 33322000.00 33315261.55 0.0048 N 33317968.04 33317968.04 Federal Home Loan Bank Federal Home Loan Bank 0.220200% 313384RV3 Government Agency Debt N First Tier Security N/A N/A 2016-01-15 2016-01-15 N N N 3100000.00 3097423.55 0.0004 N 3097470.40 3097470.40 Federal Home Loan Bank Federal Home Loan Bank 0.220200% 313384SA8 Government Agency Debt N First Tier Security N/A N/A 2016-01-20 2016-01-20 N N N 4700000.00 4695950.18 0.0007 N 4696023.80 4696023.80 Federal Home Loan Bank Federal Home Loan Bank 0.295400% 313384TM1 Government Agency Debt N First Tier Security N/A N/A 2016-02-24 2016-02-24 N N N 100000000.00 99855777.68 0.0143 N 99872400.00 99872400.00 Federal Home Loan Bank Federal Home Loan Bank 4.750000% 3133XCUS0 Government Agency Debt N First Tier Security N/A N/A 2015-09-11 2015-09-11 N N N 540000.00 540679.89 0.0001 N 540702.00 540702.00 Federal Home Loan Mortgage Corp. 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Federal Home Loan Mortgage Corp. 0.177600% 3134G4J33 Government Agency Debt N First Tier Security N/A N/A 2015-09-16 2015-10-16 N N N 335000000.00 335028187.63 0.0479 N 335036850.00 335036850.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.189400% 3134G4MZ8 Government Agency Debt N First Tier Security N/A N/A 2015-09-25 2015-11-25 N N N 90000000.00 90008401.77 0.0129 N 90011340.00 90011340.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.197000% 3134G6AE3 Government Agency Debt N First Tier Security N/A N/A 2015-09-21 2016-07-21 N N N 5000000.00 5002317.94 0.0007 N 5002860.00 5002860.00 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 40793000.00 40809086.31 0.0058 N 40809317.20 40809317.20 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 35997600.00 0.0052 N 35999784.00 35999784.00 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 14244957.12 0.0020 N 14244385.50 14244385.50 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 10002787.50 0.0014 N 10000494.00 10000494.00 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 115939435.11 0.0166 N 115911608.00 115911608.00 Federal National Mortgage Association Federal National Mortgage Association 0.225200% 313588RU1 Government Agency Debt N First Tier Security N/A N/A 2016-01-14 2016-01-14 N N N 25000000.00 24978906.25 0.0036 N 24979750.00 24979750.00 Federal National Mortgage Association Federal National Mortgage Association 0.250300% 313588SN6 Government Agency Debt N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 25000000.00 24973437.50 0.0036 N 24972275.00 24972275.00 Federal National Mortgage Association Federal National Mortgage Association 0.252800% 313588SN6 Government Agency Debt N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 10000000.00 9989268.75 0.0014 N 9988910.00 9988910.00 Federal National Mortgage Association Fannie Mae 0.260300% 313588SV8 Government Agency Debt N First Tier Security N/A N/A 2016-02-08 2016-02-08 N N N 25000000.00 24971111.12 0.0036 N 24971000.00 24971000.00 Federal National Mortgage Association Fannie Mae 0.280400% 313588TM7 Government Agency Debt N First Tier Security N/A N/A 2016-02-24 2016-02-24 N N N 81690000.00 81578175.47 0.0117 N 81585763.56 81585763.56 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 3308401.48 0.0005 N 3309138.15 3309138.15 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 62854649.92 0.0090 N 62853405.57 62853405.57 Federal National Mortgage Association Federal National Mortgage Association 0.209400% 3135G0YG2 Government Agency Debt N First Tier Security N/A N/A 2015-09-25 2016-07-25 N N N 4000000.00 4002432.40 0.0006 N 4002572.00 4002572.00 Federal National Mortgage Association Federal National Mortgage Association 0.217600% 3135G0YH0 Government Agency Debt N First Tier Security N/A N/A 2015-09-15 2016-08-15 N N N 38000000.00 38027395.68 0.0054 N 38028918.00 38028918.00 Federal National Mortgage Association Federal National Mortgage Association 0.219400% 3135G0YQ0 Government Agency Debt N First Tier Security N/A N/A 2015-09-26 2016-08-26 N N N 13190000.00 13199676.83 0.0019 N 13200037.59 13200037.59 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 1500561.84 0.0002 N 1500586.50 1500586.50 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 1180099.55 0.0002 N 1180561.68 1180561.68 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 6209257.75 0.0009 N 6209649.62 6209649.62 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 21236000.00 21283194.46 0.0030 N 21284460.55 21284460.55 HSBC USA, Inc. HSBC USA, Inc. 0.110000% ARP09YOC8_0.1100_M150901_64BA 0000083246 Treasury Repurchase Agreement Y U.S. Treasury Notes 2020-06-30 1.875000 Treasury Debt 27745000.00 28281281.77 U.S. Treasury Notes 2024-11-15 2.250000 Treasury Debt 22433014.00 22721351.47 First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 50000000.00 50000000.00 0.0072 N 50000000.00 50000000.00 Mizuho Securites USA, Inc. Mizuho Securites USA, Inc. 0.120000% 926ELZ001_0.1200_M150901_64BA Treasury Repurchase Agreement Y U.S. Treasury Notes 2024-11-15 2.250000 Treasury Debt 201075000.00 203999999.82 First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 200000000.00 200000000.00 0.0286 N 200000000.00 200000000.00 Mizuho Securites USA, Inc. Mizuho Securites USA, Inc. 0.140000% ARP09YOE4_0.1400_M150901_64BA Treasury Repurchase Agreement Y U.S. Treasury Bond 2044-11-15 3.000000 Treasury Debt 12972700.00 13277485.13 U.S. Treasury Notes 2016-02-15 4.500000 Treasury Debt 1156700.00 1181193.73 U.S. Treasury Notes 2016-03-31 2.375000 Treasury Debt 3493000.00 3569420.83 U.S. Treasury Notes 2017-08-31 1.875000 Treasury Debt 40042000.00 40911672.20 U.S. Treasury Notes 2019-09-30 1.750000 Treasury Debt 19700000.00 20136070.80 U.S. Treasury Notes 2020-11-30 2.000000 Treasury Debt 4450000.00 4554420.68 U.S. Treasury Notes 2021-06-30 2.125000 Treasury Debt 3000000.00 3069804.49 First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 85000000.00 85000000.00 0.0122 N 85000000.00 85000000.00 RBC Capital Markets RBC Capital Markets 0.120000% ARP09YQ28_0.1200_M150901_64BA 0000050916 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2041-12-01 4.000000 Government Agency Debt 1232453.00 843161.28 Federal Home Loan Mortgage Corp. 2042-09-01 4.500000 Government Agency Debt 75602.00 71524.59 Federal Home Loan Mortgage Corp. 2043-02-01 3.500000 Government Agency Debt 1084423.00 993366.29 Federal Home Loan Mortgage Corp. 2043-08-01 4.500000 Government Agency Debt 1061805.00 911571.75 Federal Home Loan Mortgage Corp. 2043-11-01 4.000000 Government Agency Debt 1000.00 870.05 Federal Home Loan Mortgage Corp. 2044-10-01 4.000000 Government Agency Debt 820783.00 848952.60 Federal Home Loan Mortgage Corp. 2044-11-01 4.500000 Government Agency Debt 1082.00 992.10 Federal Home Loan Mortgage Corp. 2045-05-01 4.500000 Government Agency Debt 5037537.00 5102248.77 Federal Home Loan Mortgage Corp. 2045-07-01 4.000000 Government Agency Debt 1000.00 1073.41 Federal National Mortgage Association 2025-11-01 3.000000 Government Agency Debt 11307345.00 3260346.12 Federal National Mortgage Association 2026-05-01 3.500000 Government Agency Debt 28049.00 13927.84 Federal National Mortgage Association 2026-09-01 3.500000 Government Agency Debt 121911.00 56225.16 Federal National Mortgage Association 2027-04-01 3.500000 Government Agency Debt 5189.00 3368.96 Federal National Mortgage Association 2027-10-01 2.500000 Government Agency Debt 1233648.00 1024136.20 Federal National Mortgage Association 2027-11-01 2.375999 Government Agency Debt 3359619.00 100556.19 Federal National Mortgage Association 2028-06-01 3.000000 Government Agency Debt 73403.00 56943.63 Federal National Mortgage Association 2028-10-01 3.000000 Government Agency Debt 70294.00 61115.54 Federal National Mortgage Association 2028-11-01 3.500000 Government Agency Debt 5817613.00 5019567.77 Federal National Mortgage Association 2030-06-01 3.000000 Government Agency Debt 890687.00 909662.23 Federal National Mortgage Association 2033-07-01 2.496000 Government Agency Debt 49371017.00 1584716.63 Federal National Mortgage Association 2034-10-01 3.500000 Government Agency Debt 146478.00 137847.73 Federal National Mortgage Association 2035-11-01 5.500000 Government Agency Debt 2541402.00 906603.45 Federal National Mortgage Association 2036-06-01 2.298000 Government Agency Debt 69205.00 33055.37 Federal National Mortgage Association 2040-05-01 3.698999 Government Agency Debt 10939527.00 1606131.44 Federal National Mortgage Association 2040-12-01 5.000000 Government Agency Debt 876337.00 527039.44 Federal National Mortgage Association 2041-01-01 3.121000 Government Agency Debt 174289.00 55878.65 Federal National Mortgage Association 2041-02-01 2.512999 Government Agency Debt 1000.00 986.71 Federal National Mortgage Association 2041-02-01 4.000000 Government Agency Debt 1481899.00 1044110.66 Federal National Mortgage Association 2042-02-01 4.000000 Government Agency Debt 38677.00 30118.86 Federal National Mortgage Association 2042-03-01 4.500000 Government Agency Debt 9275701.00 5451349.17 Federal National Mortgage Association 2042-06-01 2.282000 Government Agency Debt 208794.00 113669.14 Federal National Mortgage Association 2042-06-01 2.388999 Government Agency Debt 6687377.00 4176179.04 Federal National Mortgage Association 2042-06-01 3.500000 Government Agency Debt 1214125.00 1032380.60 Federal National Mortgage Association 2042-06-01 4.000000 Government Agency Debt 293203.00 252475.39 Federal National Mortgage Association 2043-01-01 3.500000 Government Agency Debt 1046431.00 912526.49 Federal National Mortgage Association 2043-09-01 4.500000 Government Agency Debt 143257.00 80743.66 Federal National Mortgage Association 2043-10-01 4.000000 Government Agency Debt 58212.00 54826.10 Federal National Mortgage Association 2043-11-01 2.391999 Government Agency Debt 2940785.00 2886999.19 Federal National Mortgage Association 2044-03-01 4.000000 Government Agency Debt 5710553.00 5498805.77 Federal National Mortgage Association 2044-05-01 2.750999 Government Agency Debt 1000.00 943.20 Federal National Mortgage Association 2044-05-01 4.000000 Government Agency Debt 4737478.00 4582158.72 Federal National Mortgage Association 2044-05-01 4.000000 Government Agency Debt 112379.00 103453.91 Federal National Mortgage Association 2044-06-01 4.000000 Government Agency Debt 902712.00 949867.61 Federal National Mortgage Association 2044-09-01 4.500000 Government Agency Debt 5312928.00 5172273.33 Federal National Mortgage Association 2044-11-01 4.000000 Government Agency Debt 852227.00 891017.18 Federal National Mortgage Association 2044-11-01 4.000000 Government Agency Debt 28010.00 29822.94 Federal National Mortgage Association 2044-11-01 4.000000 Government Agency Debt 1000.00 1034.55 Federal National Mortgage Association 2045-02-01 4.000000 Government Agency Debt 1072.00 1106.83 Federal National Mortgage Association 2045-06-01 3.500000 Government Agency Debt 1000.00 1043.87 Federal National Mortgage Association 2045-07-01 4.000000 Government Agency Debt 497950.00 535105.46 Federal National Mortgage Association 2045-08-01 3.500000 Government Agency Debt 68160.00 71022.73 Federal National Mortgage Association 2045-08-01 4.000000 Government Agency Debt 72843.00 78649.63 Federal National Mortgage Association 2045-08-01 5.000000 Government Agency Debt 3244567.00 3603249.56 Federal National Mortgage Association 2045-09-01 3.000000 Government Agency Debt 1058089.00 1068650.84 Federal National Mortgage Association 2045-09-01 3.500000 Government Agency Debt 6646929.00 6925725.57 Ginnie Mae 2040-07-20 3.250000 Government Agency Debt 6069168.00 2189059.27 Ginnie Mae 2041-10-15 4.000000 Government Agency Debt 7773240.00 4210167.80 Ginnie Mae 2043-11-20 4.000000 Government Agency Debt 305664.00 207261.99 Ginnie Mae 2045-07-20 4.500000 Government Agency Debt 70990.00 76467.57 Ginnie Mae 2045-08-20 3.000000 Government Agency Debt 133357.00 135863.84 First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 75000000.00 75000000.00 0.0107 N 75000000.00 75000000.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.110000% ARP09YOG9_0.1100_M150901_64BA Government Agency Repurchase Agreement Y Federal Farm Credit Bank 2018-05-17 0.217599 Government Agency Debt 152957000.00 153005123.67 U.S. Treasury Notes 2021-09-30 2.125000 Treasury Debt 11206200.00 11507111.09 U.S. Treasury Notes 2022-07-15 0.125000 Treasury Debt 14704600.00 14905798.83 First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 175900000.00 175900000.00 0.0252 N 175900000.00 175900000.00 U.S. Treasury Notes U.S. Treasury Notes 0.375000% 912828B41 Treasury Debt N First Tier Security N/A N/A 2016-01-31 2016-01-31 N N N 100000000.00 100063997.00 0.0143 N 100061200.00 100061200.00 U.S. Treasury Notes U.S. Treasury Notes 0.250000% 912828B82 Treasury Debt N First Tier Security N/A N/A 2016-02-29 2016-02-29 N N N 50000000.00 50003821.79 0.0072 N 49988950.00 49988950.00 U.S. Treasury Notes U.S. Treasury Notes 0.119000% 912828D31 Treasury Debt N First Tier Security N/A N/A 2015-09-01 2016-04-30 N N N 230000000.00 230024053.86 0.0329 N 230081420.00 230081420.00 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 50375560.61 0.0072 N 50363300.00 50363300.00 U.S. Treasury Notes U.S. Treasury Notes 2.125000% 912828QJ2 Treasury Debt N First Tier Security N/A N/A 2016-02-29 2016-02-29 N N N 50000000.00 50469829.78 0.0072 N 50468750.00 50468750.00 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 200000000.00 200012258.25 0.0286 N 200019600.00 200019600.00 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 200000000.00 200152034.30 0.0286 N 200088600.00 200088600.00 U.S. Treasury Notes U.S. Treasury Notes 0.095000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-09-01 2016-01-31 N N N 400000000.00 399997678.15 0.0572 N 400067600.00 400067600.00