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26999649.00 26999649.00 Federal Home Loan Bank Federal Home Loan Bank 0.166000% 3130A1ZH4 Government Agency Debt N First Tier Security N/A N/A 2015-10-20 2015-11-20 N N N 51750000.00 51750745.38 0.0071 N 51747619.50 51747619.50 Federal Home Loan Bank Federal Home Loan Bank 0.157000% 3130A24P8 Government Agency Debt N First Tier Security N/A N/A 2015-10-27 2015-11-27 N N N 15000000.00 15000079.92 0.0021 N 15000075.00 15000075.00 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 3130A3CC6 Government Agency Debt N First Tier Security N/A N/A 2015-10-14 2015-10-14 N N N 17000000.00 17000103.23 0.0023 N 17000765.00 17000765.00 Federal Home Loan Bank Federal Home Loan Bank 0.154000% 3130A4W99 Government Agency Debt N First Tier Security N/A N/A 2015-10-08 2016-01-08 N N N 75000000.00 74998974.00 0.0103 N 74994975.00 74994975.00 Federal Home Loan Bank Federal Home Loan Bank 0.147000% 3130A4XL1 Government Agency Debt N First Tier Security N/A N/A 2015-10-15 2015-10-15 N N N 50000000.00 49999903.26 0.0069 N 49999400.00 49999400.00 Federal Home Loan Bank Federal Home Loan Bank 0.139000% 3130A54E6 Government Agency Debt N First Tier Security N/A N/A 2015-10-27 2015-10-27 N N N 100000000.00 99999820.28 0.0137 N 99997300.00 99997300.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 3130A5LJ6 Government Agency Debt N First Tier Security N/A N/A 2015-12-11 2015-12-11 N N N 45000000.00 44997772.40 0.0062 N 45003195.00 45003195.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 3130A5NX3 Government Agency Debt N First Tier Security N/A N/A 2015-11-18 2015-11-18 N N N 24000000.00 23998635.31 0.0033 N 24000888.00 24000888.00 Federal Home Loan Bank Federal Home Loan Bank 0.137000% 3130A5XD6 Government Agency Debt N First Tier Security N/A N/A 2015-10-15 2016-01-15 N N N 200000000.00 200000000.00 0.0274 N 199973800.00 199973800.00 Federal Home Loan Bank Federal Home Loan Bank 0.156000% 3130A6CT2 Government Agency Debt N First Tier Security N/A N/A 2015-10-19 2016-02-19 N N N 100000000.00 100000000.00 0.0137 N 99986200.00 99986200.00 Federal Home Loan Bank Federal Home Loan Bank 0.166000% 3130A6FB8 Government Agency Debt N First Tier Security N/A N/A 2015-10-03 2016-03-03 N N N 25000000.00 24999732.40 0.0034 N 24998625.00 24998625.00 Federal Home Loan Bank Federal Home Loan Bank 0.173000% 3130A6FG7 Government Agency Debt N First Tier Security N/A N/A 2015-10-04 2016-03-04 N N N 100000000.00 100000000.00 0.0137 N 99996500.00 99996500.00 Federal Home Loan Bank Federal Home Loan Bank 0.094000% 313384MT3 Government Agency Debt N First Tier Security N/A N/A 2015-10-09 2015-10-09 N N N 20521000.00 20520571.34 0.0028 N 20520856.35 20520856.35 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 313384MT3 Government Agency Debt N First Tier Security N/A N/A 2015-10-09 2015-10-09 N N N 7764000.00 7763836.09 0.0011 N 7763945.65 7763945.65 Federal Home Loan Bank Federal Home Loan Bank 0.093000% 313384MY2 Government Agency Debt N First Tier Security N/A N/A 2015-10-14 2015-10-14 N N N 100000000.00 99996641.66 0.0137 N 99998900.00 99998900.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384NA3 Government Agency Debt N First Tier Security N/A N/A 2015-10-16 2015-10-16 N N N 75000000.00 74995937.50 0.0103 N 74999025.00 74999025.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384NA3 Government Agency Debt N First Tier Security N/A N/A 2015-10-16 2015-10-16 N N N 50000000.00 49998125.00 0.0069 N 49999350.00 49999350.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 313384NF2 Government Agency Debt N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 100000000.00 99994722.22 0.0137 N 99998300.00 99998300.00 Federal Home Loan Bank Federal Home Loan Bank 0.145000% 313384NF2 Government Agency Debt N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 100000000.00 99991944.44 0.0137 N 99998300.00 99998300.00 Federal Home Loan Bank 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 33319149.12 0.0046 N 33321400.20 33321400.20 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313384NN5 Government Agency Debt N First Tier Security N/A N/A 2015-10-28 2015-10-28 N N N 47507000.00 47501477.31 0.0065 N 47505907.34 47505907.34 Federal Home Loan Bank Federal Home Loan Bank 0.300300% 313384RK7 Government Agency Debt N First Tier Security N/A N/A 2016-01-05 2016-01-05 N N N 50000000.00 49960000.00 0.0069 N 49982650.00 49982650.00 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 3097991.89 0.0004 N 3098812.70 3098812.70 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 4696811.84 0.0006 N 4698115.30 4698115.30 Federal Home Loan Bank Federal Home Loan Bank 0.260200% 313384SC4 Government Agency Debt N First Tier Security N/A N/A 2016-01-22 2016-01-22 N N N 2000000.00 1998367.78 0.0003 N 1999184.00 1999184.00 Federal Home Loan Bank Federal Home Loan Bank 0.250200% 313384SC4 Government Agency Debt N First Tier Security N/A N/A 2016-01-22 2016-01-22 N N N 1300000.00 1298979.86 0.0002 N 1299469.60 1299469.60 Federal Home Loan Bank Federal Home Loan Bank 0.260200% 313384SF7 Government Agency Debt N First Tier Security N/A N/A 2016-01-25 2016-01-25 N N N 2300000.00 2298073.11 0.0003 N 2299036.30 2299036.30 Federal Home Loan Bank Federal Home Loan Bank 0.310400% 313384SS9 Government Agency Debt N First Tier Security N/A N/A 2016-02-05 2016-02-05 N N N 3600000.00 3596063.00 0.0005 N 3597829.20 3597829.20 Federal Home Loan Bank Federal Home Loan Bank 0.270300% 313384SS9 Government Agency Debt N First Tier Security N/A N/A 2016-02-05 2016-02-05 N N N 1600000.00 1598476.00 0.0002 N 1599035.20 1599035.20 Federal Home Loan Bank Federal Home Loan Bank 0.330400% 313384SS9 Government Agency Debt N First Tier Security N/A N/A 2016-02-05 2016-02-05 N N N 1400000.00 1398370.16 0.0002 N 1399155.80 1399155.80 Federal Home Loan Bank Federal Home Loan Bank 0.200200% 313384SW0 Government Agency Debt N First Tier Security N/A N/A 2016-02-09 2016-02-09 N N N 50000000.00 49963611.16 0.0069 N 49968900.00 49968900.00 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 99880361.02 0.0137 N 99930600.00 99930600.00 Federal Home Loan Bank Federal Home Loan Bank 0.330600% 313384UB3 Government Agency Debt N First Tier Security N/A N/A 2016-03-09 2016-03-09 N N N 4500000.00 4493400.00 0.0006 N 4495900.50 4495900.50 Federal Home Loan Bank Federal Home Loan Bank 0.329500% 313384UD9 Government Agency Debt N First Tier Security N/A N/A 2016-03-11 2016-03-11 N N N 50000000.00 49925975.01 0.0069 N 49953850.00 49953850.00 Federal Home Loan Bank Federal Home Loan Bank 0.380700% 313384UL1 Government Agency Debt N First Tier Security N/A N/A 2016-03-18 2016-03-18 N N N 50000000.00 49910805.56 0.0068 N 49951900.00 49951900.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.150100% 313396RJ4 Government Agency Debt N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 62075000.00 62050428.63 0.0085 N 62053708.28 62053708.28 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.147600% 313396RJ4 Government Agency Debt N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 8500000.00 8496691.49 0.0012 N 8497084.50 8497084.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.215200% 313396RL9 Government Agency Debt N First Tier Security N/A N/A 2016-01-06 2016-01-06 N N N 25000000.00 24985517.36 0.0034 N 24991250.00 24991250.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.215200% 313396RM7 Government Agency Debt N First Tier Security N/A N/A 2016-01-07 2016-01-07 N N N 75000000.00 74956104.16 0.0103 N 74973450.00 74973450.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.270200% 313396RN5 Government Agency Debt N First Tier Security N/A N/A 2016-01-08 2016-01-08 N N N 13850000.00 13839716.38 0.0019 N 13845041.70 13845041.70 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.149100% 313396RR6 Government Agency Debt N First Tier Security N/A N/A 2016-01-11 2016-01-11 N N N 100000000.00 99957783.26 0.0137 N 99963200.00 99963200.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.150100% 313396RR6 Government Agency Debt N First Tier Security N/A N/A 2016-01-11 2016-01-11 N N N 72000000.00 71969400.00 0.0099 N 71973504.00 71973504.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.220200% 313396RS4 Government Agency Debt N First Tier Security N/A N/A 2016-01-12 2016-01-12 N N N 25000000.00 24984263.89 0.0034 N 24990700.00 24990700.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.250200% 313396RS4 Government Agency Debt N First Tier Security N/A N/A 2016-01-12 2016-01-12 N N N 10000000.00 9992847.22 0.0014 N 9996280.00 9996280.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.250300% 313396SP9 Government Agency Debt N First Tier Security N/A N/A 2016-02-02 2016-02-02 N N N 13030000.00 13018779.71 0.0018 N 13022325.33 13022325.33 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.257300% 313396SS3 Government Agency Debt N First Tier Security N/A N/A 2016-02-05 2016-02-05 N N N 25000000.00 24977334.02 0.0034 N 24984925.00 24984925.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.189000% 3134G4J33 Government Agency Debt N First Tier Security N/A N/A 2015-10-16 2015-10-16 N N N 335000000.00 335009395.89 0.0460 N 335003685.00 335003685.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.183900% 3134G4MZ8 Government Agency Debt N First Tier Security N/A N/A 2015-10-25 2015-11-25 N N N 90000000.00 90005436.45 0.0124 N 90000540.00 90000540.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.211000% 3134G6AE3 Government Agency Debt N First Tier Security N/A N/A 2015-10-21 2016-07-21 N N N 5000000.00 5002103.31 0.0007 N 5000665.00 5000665.00 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 14246619.60 0.0020 N 14247349.50 14247349.50 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 10004038.50 0.0014 N 10004567.26 10004567.26 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 115953741.78 0.0159 N 115959400.00 115959400.00 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 35400000.00 35376768.75 0.0049 N 35386583.40 35386583.40 Federal National Mortgage Association Federal National Mortgage Association 0.300300% 313588RU1 Government Agency Debt N First Tier Security N/A N/A 2016-01-14 2016-01-14 N N N 6600000.00 6594225.00 0.0009 N 6597498.60 6597498.60 Federal National Mortgage Association Federal National Mortgage Association 0.260200% 313588RU1 Government Agency Debt N First Tier Security N/A N/A 2016-01-14 2016-01-14 N N N 4900000.00 4896284.17 0.0007 N 4898142.90 4898142.90 Federal National Mortgage Association Federal National Mortgage Association 0.270200% 313588RU1 Government Agency Debt N First Tier Security N/A N/A 2016-01-14 2016-01-14 N N N 1800000.00 1798582.50 0.0002 N 1799317.80 1799317.80 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 24978645.83 0.0034 N 24985400.00 24985400.00 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 9991372.91 0.0014 N 9994160.00 9994160.00 Federal National Mortgage Association Federal National Mortgage Association 0.260300% 313588SV8 Government Agency Debt N First Tier Security N/A N/A 2016-02-08 2016-02-08 N N N 46450000.00 46406388.61 0.0064 N 46421293.90 46421293.90 Federal National Mortgage Association Federal National Mortgage Association 0.265300% 313588SX4 Government Agency Debt N First Tier Security N/A N/A 2016-02-10 2016-02-10 N N N 3500000.00 3496599.18 0.0005 N 3497805.50 3497805.50 Federal National Mortgage Association Federal National Mortgage Association 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 81597236.47 0.0112 N 81633307.14 81633307.14 Federal 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2761919.00 2386718.21 Federal National Mortgage Association 2044-09-01 4.500000 Government Agency Debt 1000.00 960.81 Federal National Mortgage Association 2044-11-01 4.000000 Government Agency Debt 569567.00 579883.65 Federal National Mortgage Association 2044-11-01 4.000000 Government Agency Debt 3849.00 4048.22 Federal National Mortgage Association 2045-01-01 4.000000 Government Agency Debt 219840.00 213873.27 Federal National Mortgage Association 2045-01-01 4.000000 Government Agency Debt 78429.00 71268.67 Federal National Mortgage Association 2045-02-01 3.500000 Government Agency Debt 638563.00 656736.27 Federal National Mortgage Association 2045-02-01 3.500000 Government Agency Debt 258609.00 257559.36 Federal National Mortgage Association 2045-02-01 4.000000 Government Agency Debt 1537327.00 1592019.21 Federal National Mortgage Association 2045-02-01 4.000000 Government Agency Debt 1062003.00 1110602.35 Federal National Mortgage Association 2045-05-01 4.000000 Government Agency 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60971.00 62208.61 Ginnie Mae 2045-05-20 4.000000 Government Agency Debt 35845.00 38518.18 Ginnie Mae 2045-05-20 4.000000 Government Agency Debt 34782.00 37420.84 Ginnie Mae 2045-07-15 4.000000 Government Agency Debt 48840.00 52637.97 Ginnie Mae 2045-07-15 4.500000 Government Agency Debt 79733.00 86693.17 Ginnie Mae 2045-09-20 4.000000 Government Agency Debt 2000000.00 2179408.44 Ginnie Mae 2045-09-20 4.000000 Government Agency Debt 529582.00 576151.97 Ginnie Mae 2065-03-20 4.570999 Government Agency Debt 480060.00 551549.30 Ginnie Mae 2065-04-20 2.581000 Government Agency Debt 1819188.00 2003391.72 Ginnie Mae 2065-04-20 2.613999 Government Agency Debt 252530.00 278935.83 Ginnie Mae 2065-05-20 2.556999 Government Agency Debt 15389.00 16277.36 Ginnie Mae 2065-05-20 2.611000 Government Agency Debt 925651.00 1012034.19 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 75000000.00 75000000.00 0.0103 N 75000000.00 75000000.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.080000% ARP0A5KR0_0.0800_M151001_64BA Government Agency Repurchase Agreement Y Federal National Mortgage Association 2016-07-20 0.280000 Government Agency Debt 250000.00 250177.22 Federal National Mortgage Association 2016-08-25 5.125000 Government Agency Debt 306000.00 320492.97 Federal National Mortgage Association 2016-09-12 0.236350 Government Agency Debt 900000.00 900448.36 Federal National Mortgage Association 2016-10-03 0.176200 Government Agency Debt 25000000.00 24999303.75 Federal National Mortgage Association 2016-10-24 0.180600 Government Agency Debt 625000.00 624950.06 Federal National Mortgage Association 2016-12-19 0.201000 Government Agency Debt 100000.00 99987.14 Federal National Mortgage Association 2017-02-23 0.200000 Government Agency Debt 200000.00 199999.78 Federal National Mortgage Association 2017-03-02 0.198550 Government Agency Debt 400000.00 400021.77 Federal National Mortgage Association 2017-06-13 0.305999 Government Agency Debt 800000.00 800963.60 Federal National Mortgage Association 2017-08-29 0.234300 Government Agency Debt 400000.00 400102.60 Federal National Mortgage Association 2017-10-02 0.228550 Government Agency Debt 46400000.00 46371128.12 Federal National Mortgage Association 2017-11-13 0.236350 Government Agency Debt 350000.00 349720.56 Federal National Mortgage Association 2018-01-02 0.238550 Government Agency Debt 200000.00 199969.11 Federal National Mortgage Association 2018-01-17 0.237249 Government Agency Debt 6710000.00 6706548.87 Federal National Mortgage Association 2018-02-06 0.271100 Government Agency Debt 10000000.00 10008541.81 Federal National Mortgage Association 2018-08-06 0.231100 Government Agency Debt 41288000.00 41366161.05 Federal National Mortgage Association 2030-05-15 7.250000 Government Agency Debt 15871000.00 24408129.93 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 155300000.00 155300000.00 0.0213 N 155300000.00 155300000.00 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 100051366.02 0.0137 N 100093800.00 100093800.00 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 100000000.00 100008583.23 0.0137 N 100046900.00 100046900.00 U.S. Treasury Notes U.S. Treasury Notes 0.084000% 912828D31 Treasury Debt N First Tier Security N/A N/A 2015-10-06 2016-04-30 N N N 230000000.00 230021071.99 0.0316 N 230022310.00 230022310.00 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 50301436.80 0.0069 N 50316400.00 50316400.00 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 50391957.44 0.0069 N 50414050.00 50414050.00 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 200124722.76 0.0275 N 200205800.00 200205800.00 U.S. Treasury Notes U.S. Treasury Notes 0.060000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-10-06 2016-01-31 N N N 400000000.00 399998136.40 0.0549 N 399996800.00 399996800.00