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Loan Bank 0.123000% 313384SH3 Government Agency Debt N First Tier Security N/A N/A 2016-01-27 2016-01-27 N N N 200000000.00 199941233.34 0.0248 N 199957000.00 199957000.00 Federal Home Loan Bank Federal Home Loan Bank 0.145100% 313384SJ9 Government Agency Debt N First Tier Security N/A N/A 2016-01-28 2016-01-28 N N N 65000000.00 64977222.91 0.0081 N 64985830.00 64985830.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384SK6 Government Agency Debt N First Tier Security N/A N/A 2016-01-29 2016-01-29 N N N 100000000.00 99965777.77 0.0124 N 99978000.00 99978000.00 Federal Home Loan Bank Federal Home Loan Bank 0.135100% 313384SP5 Government Agency Debt N First Tier Security N/A N/A 2016-02-02 2016-02-02 N N N 50000000.00 49982750.00 0.0062 N 49984650.00 49984650.00 Federal Home Loan Bank Federal Home Loan Bank 0.140100% 313384SS9 Government Agency Debt N First Tier Security N/A N/A 2016-02-05 2016-02-05 N N N 50000000.00 49981527.78 0.0062 N 49984150.00 49984150.00 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 3597055.00 0.0004 N 3598858.80 3598858.80 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 1598860.00 0.0002 N 1599492.80 1599492.80 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 1398780.83 0.0002 N 1399556.20 1399556.20 Federal Home Loan Bank Federal Home Loan Bank 0.145100% 313384SV2 Government Agency Debt N First Tier Security N/A N/A 2016-02-08 2016-02-08 N N N 15300000.00 15293960.78 0.0019 N 15294996.90 15294996.90 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 49972500.04 0.0062 N 49983500.00 49983500.00 Federal Home Loan Bank Federal Home Loan Bank 0.190100% 313384TG4 Government Agency Debt N First Tier Security N/A N/A 2016-02-19 2016-02-19 N N N 18016000.00 18005635.80 0.0022 N 18009460.19 18009460.19 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 99906583.26 0.0124 N 99962000.00 99962000.00 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 4494720.00 0.0006 N 4497039.00 4497039.00 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 49940597.23 0.0062 N 49966600.00 49966600.00 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 49927694.45 0.0062 N 49964800.00 49964800.00 Federal Home Loan Mortgage Corp. 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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 9995069.44 0.0012 N 9998220.00 9998220.00 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 13021675.27 0.0016 N 13025999.79 13025999.79 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.145100% 313396SR5 Government Agency Debt N First Tier Security N/A N/A 2016-02-04 2016-02-04 N N N 34800000.00 34786824.36 0.0043 N 34789107.60 34789107.60 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 24983045.14 0.0031 N 24992075.00 24992075.00 Federal Home Loan Mortgage Corp. 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Agency Debt N First Tier Security N/A N/A 2016-01-14 2016-01-14 N N N 35400000.00 35383848.75 0.0044 N 35393521.80 35393521.80 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 6595985.00 0.0008 N 6598792.20 6598792.20 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 4897416.62 0.0006 N 4899103.30 4899103.30 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 1799014.50 0.0002 N 1799670.60 1799670.60 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 24984201.39 0.0031 N 24992425.00 24992425.00 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 9993617.36 0.0012 N 9996970.00 9996970.00 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 46417123.73 0.0058 N 46434810.85 46434810.85 Federal National Mortgage Association Federal National Mortgage Association 0.145100% 313588SV8 Government Agency Debt N First Tier Security N/A N/A 2016-02-08 2016-02-08 N N N 5350000.00 5347888.25 0.0007 N 5348250.55 5348250.55 Federal National Mortgage Association Federal National Mortgage Association 0.165100% 313588SX4 Government Agency Debt N First Tier Security N/A N/A 2016-02-10 2016-02-10 N N N 5100000.00 5097662.50 0.0006 N 5098301.70 5098301.70 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 3497423.62 0.0004 N 3498834.50 3498834.50 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 81617568.19 0.0101 N 81658957.80 81658957.80 Federal National Mortgage Association Federal National Mortgage Association 0.207000% 3135G0YG2 Government Agency Debt N First Tier Security N/A N/A 2015-11-25 2016-07-25 N N N 4000000.00 4001972.62 0.0005 N 4000444.00 4000444.00 Federal National Mortgage Association Federal National Mortgage Association 0.215700% 3135G0YH0 Government Agency Debt N First Tier Security N/A N/A 2015-11-15 2016-08-15 N N N 38000000.00 38022528.82 0.0047 N 38006992.00 38006992.00 Federal National Mortgage Association Federal National Mortgage Association 0.216900% 3135G0YQ0 Government Agency Debt N First Tier Security N/A N/A 2015-11-26 2016-08-26 N N N 13190000.00 13198010.27 0.0016 N 13192242.30 13192242.30 Federal National Mortgage Association Federal National Mortgage Association 0.275500% 3136FRGA5 Government Agency Debt N First Tier Security N/A N/A 2016-01-01 2016-04-01 N N N 1180000.00 1180070.57 0.0001 N 1180278.48 1180278.48 Federal Reserve Bank Federal Reserve Bank 0.050000% ARP0ACVZ5_0.0500_M151102_64BA Treasury Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2019-03-31 1.625000 Treasury Debt 1670200.00 1696375.32 Federal Home Loan Mortgage Corp. 2021-02-15 3.625000 Treasury Debt 44856200.00 49710377.07 Federal Home Loan Mortgage Corp. 2024-02-15 2.750000 Treasury Debt 46731500.00 49464794.96 Federal National Mortgage Association 2018-06-30 2.375000 Treasury Debt 52265700.00 54605825.70 Federal National Mortgage Association 2020-05-15 3.500000 Treasury Debt 2057700.00 2270627.22 Ginnie Mae 2020-02-15 3.625000 Treasury Debt 88516600.00 97242602.99 Ginnie Mae 2021-08-15 2.125000 Treasury Debt 157648600.00 161679451.94 Ginnie Mae 2022-11-15 1.625000 Treasury Debt 518200.00 512166.33 Ginnie Mae 2043-08-15 3.625000 Treasury Debt 159954000.00 182820290.14 First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 600000000.00 600000000.00 0.0744 N 600000000.00 600000000.00 HSBC USA, Inc. HSBC USA, Inc. 0.050000% 643996002_0.0500_M151102_64BA 0000083246 Treasury Repurchase Agreement Y U.S. Treasury Notes 2019-11-30 1.500000 Treasury Debt 252270000.00 254999997.83 First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 250000000.00 250000000.00 0.0310 N 250000000.00 250000000.00 HSBC USA, Inc. HSBC USA, Inc. 0.060000% ARP0ACXM2_0.0600_M151102_64BA 0000083246 Treasury Repurchase Agreement Y U.S. Treasury Bond 2026-08-15 6.750000 Treasury Debt 15398400.00 22329531.05 U.S. Treasury Notes 2016-06-30 0.500000 Treasury Debt 15382100.00 15422057.92 U.S. Treasury Notes 2017-06-15 0.875000 Treasury Debt 9790000.00 9858053.54 U.S. Treasury Notes 2019-07-31 0.875000 Treasury Debt 3437800.00 3391265.00 First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 50000000.00 50000000.00 0.0062 N 50000000.00 50000000.00 Mizuho Securites USA, Inc. Mizuho Securites USA, Inc. 0.090000% 926ELZ001_0.0900_M151102_64BA Treasury Repurchase Agreement Y U.S. Treasury Notes 2019-08-15 3.620000 Treasury Debt 186600000.00 203999998.43 First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 200000000.00 200000000.00 0.0248 N 200000000.00 200000000.00 Mizuho Securites USA, Inc. Mizuho Securites USA, Inc. 0.110000% ARP0ACXP5_0.1100_M151102_64BA Government Agency Repurchase Agreement Y U.S. Treasury Notes 2019-08-15 3.625000 Treasury Debt 27993500.00 30600014.34 First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 30000000.00 30000000.00 0.0037 N 30000000.00 30000000.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.080000% ARP0ACXT7_0.0800_M151102_64BA Government Agency Repurchase Agreement Y Federal Farm Credit Bank 2015-11-16 0.429999 Government Agency Debt 500000.00 501034.44 Federal Farm Credit Bank 2016-07-20 0.280000 Government Agency Debt 250000.00 250240.56 Federal Farm Credit Bank 2016-08-25 5.125000 Government Agency Debt 306000.00 320520.76 Federal Farm Credit Bank 2016-09-12 0.225450 Government Agency Debt 900000.00 900353.45 Federal Farm Credit Bank 2016-10-24 0.181950 Government Agency Debt 625000.00 624918.95 Federal Farm Credit Bank 2016-11-07 5.000000 Government Agency Debt 100000.00 107016.78 Federal Farm Credit Bank 2016-12-19 0.181749 Government Agency Debt 100000.00 99980.55 Federal Farm Credit Bank 2017-02-23 0.199800 Government Agency Debt 200000.00 199983.77 Federal Farm Credit Bank 2017-02-27 0.248500 Government Agency Debt 1765000.00 1765984.18 Federal Farm Credit Bank 2017-03-30 0.179999 Government Agency Debt 36216000.00 36202600.08 Federal Farm Credit Bank 2017-05-24 0.241950 Government Agency Debt 700000.00 700273.23 Federal Farm Credit Bank 2017-06-13 0.305999 Government Agency Debt 800000.00 801127.60 Federal Farm Credit Bank 2017-08-29 0.230750 Government Agency Debt 400000.00 399810.56 Federal Farm Credit Bank 2017-10-02 0.223000 Government Agency Debt 27838000.00 27822228.23 Federal Farm Credit Bank 2017-11-13 0.226850 Government Agency Debt 350000.00 349743.49 Federal Farm Credit Bank 2017-12-08 0.229100 Government Agency Debt 3000000.00 3000510.02 Federal Farm Credit Bank 2018-01-02 0.233000 Government Agency Debt 200000.00 199970.24 Federal Farm Credit Bank 2018-01-08 0.214100 Government Agency Debt 2065000.00 2065270.18 Federal Farm Credit Bank 2018-01-17 0.226750 Government Agency Debt 6710000.00 6706590.53 Federal Farm Credit Bank 2018-02-06 0.271100 Government Agency Debt 10000000.00 10005000.97 Federal Farm Credit Bank 2018-04-09 0.241049 Government Agency Debt 8695000.00 8696570.43 Federal Farm Credit Bank 2020-07-29 4.849999 Government Agency Debt 364000.00 421821.30 Federal Farm Credit Bank 2028-06-19 3.359999 Government Agency Debt 1500000.00 1564375.00 Federal National Mortgage Association 2018-10-29 1.125000 Government Agency Debt 4950000.00 4936393.69 Federal National Mortgage Association 2030-01-15 7.125000 Government Agency Debt 6039000.00 9042461.93 U.S. Treasury Bond 2040-02-15 4.625000 Treasury Debt 1844400.00 2438969.32 U.S. Treasury Notes 2020-02-29 1.250000 Treasury Debt 28645000.00 28470564.54 U.S. Treasury Notes 2025-01-15 2.375000 Treasury Debt 2506000.00 3660602.99 U.S. Treasury Notes 2026-01-15 2.000000 Treasury Debt 400000.00 541128.34 First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 149800000.00 149800000.00 0.0186 N 149800000.00 149800000.00 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 100037892.96 0.0124 N 100053400.00 100053400.00 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 100006764.27 0.0124 N 100022100.00 100022100.00 U.S. Treasury Notes U.S. Treasury Notes 0.089000% 912828D31 Treasury Debt N First Tier Security N/A N/A 2015-11-03 2016-04-30 N N N 230000000.00 230017891.29 0.0285 N 230027600.00 230027600.00 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 50222371.41 0.0062 N 50224600.00 50224600.00 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 50308893.61 0.0062 N 50320300.00 50320300.00 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 200095590.43 0.0248 N 200117200.00 200117200.00 U.S. Treasury Notes U.S. Treasury Notes 0.065000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-11-03 2016-01-31 N N N 400000000.00 399998625.21 0.0496 N 400014800.00 400014800.00