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Agency Debt N First Tier Security N/A N/A 2016-04-29 2016-04-29 N N N 50000000.00 49986583.32 0.0067 N 49991850.00 49991850.00 Federal Home Loan Bank Federal Home Loan Bank 0.410400% 313384WK1 Government Agency Debt N First Tier Security N/A N/A 2016-05-04 2016-05-04 N N N 50000000.00 49981208.33 0.0067 N 49988100.00 49988100.00 Federal Home Loan Bank Federal Home Loan Bank 0.388400% 313384WS4 Government Agency Debt N First Tier Security N/A N/A 2016-05-11 2016-05-11 N N N 50000000.00 49978444.44 0.0067 N 49985550.00 49985550.00 Federal Home Loan Bank Federal Home Loan Bank 0.400800% 313384WU9 Government Agency Debt N First Tier Security N/A N/A 2016-05-13 2016-05-13 N N N 50000000.00 49976666.67 0.0067 N 49984850.00 49984850.00 Federal Home Loan Bank Federal Home Loan Bank 0.395400% 313384XP9 Government Agency Debt N First Tier Security N/A N/A 2016-06-01 2016-06-01 N N N 50000000.00 49966534.72 0.0067 N 49973750.00 49973750.00 Federal Home Loan Bank Federal Home Loan Bank 0.491200% 313384XP9 Government Agency Debt N First Tier Security N/A N/A 2016-06-01 2016-06-01 N N N 47700000.00 47660395.75 0.0064 N 47674957.50 47674957.50 Federal Home Loan Bank Federal Home Loan Bank 0.541500% 313384XR5 Government Agency Debt N First Tier Security N/A N/A 2016-06-03 2016-06-03 N N N 100000000.00 99905500.00 0.0135 N 99945700.00 99945700.00 Federal Home Loan Bank Federal Home Loan Bank 0.400400% 313384XR5 Government Agency Debt N First Tier Security N/A N/A 2016-06-03 2016-06-03 N N N 50000000.00 49965000.00 0.0067 N 49972850.00 49972850.00 Federal Home Loan Bank Federal Home Loan Bank 0.390400% 313384XW4 Government Agency Debt N First Tier Security N/A N/A 2016-06-08 2016-06-08 N N N 100000000.00 99926333.33 0.0135 N 99941400.00 99941400.00 Federal Home Loan Bank Federal Home Loan Bank 0.652100% 313384XW4 Government Agency Debt N First Tier Security N/A N/A 2016-06-08 2016-06-08 N N N 50000000.00 49938611.11 0.0067 N 49970700.00 49970700.00 Federal Home Loan Bank Federal Home Loan Bank 0.390400% 313384XY0 Government Agency Debt N First Tier Security N/A N/A 2016-06-10 2016-06-10 N N N 100000000.00 99924166.77 0.0135 N 99939700.00 99939700.00 Federal Home Loan Bank Federal Home Loan Bank 0.652100% 313384XY0 Government Agency Debt N First Tier Security N/A N/A 2016-06-10 2016-06-10 N N N 50000000.00 49936805.55 0.0067 N 49969850.00 49969850.00 Federal Home Loan Bank Federal Home Loan Bank 0.391400% 313384YD5 Government Agency Debt N First Tier Security N/A N/A 2016-06-15 2016-06-15 N N N 100000000.00 99918541.67 0.0135 N 99935400.00 99935400.00 Federal Home Loan Bank Federal Home Loan Bank 0.626000% 313384YD5 Government Agency Debt N First Tier Security N/A N/A 2016-06-15 2016-06-15 N N N 75000000.00 74902500.00 0.0101 N 74951550.00 74951550.00 Federal Home Loan Bank Federal Home Loan Bank 0.370300% 313384YF0 Government Agency Debt N First Tier Security N/A N/A 2016-06-17 2016-06-17 N N N 50000000.00 49960430.55 0.0067 N 49966850.00 49966850.00 Federal Home Loan Bank Federal Home Loan Bank 0.370300% 313384YL7 Government Agency Debt N First Tier Security N/A N/A 2016-06-22 2016-06-22 N N N 250000000.00 249789305.54 0.0337 N 249823500.00 249823500.00 Federal Home Loan Bank Federal Home Loan Bank 0.591800% 313384YL7 Government Agency Debt N First Tier Security N/A N/A 2016-06-22 2016-06-22 N N N 9000000.00 8987905.00 0.0012 N 8993646.00 8993646.00 Federal Home Loan Bank Federal Home Loan Bank 0.368300% 313384YN3 Government Agency Debt N First Tier Security N/A N/A 2016-06-24 2016-06-24 N N N 100000000.00 99914133.32 0.0135 N 99927700.00 99927700.00 Federal Home Loan Bank Federal Home Loan Bank 0.579700% 313384ZA0 Government Agency Debt N First Tier Security N/A N/A 2016-07-06 2016-07-06 N N N 20000000.00 19969173.33 0.0027 N 19980800.00 19980800.00 Federal Home Loan Bank Federal Home Loan Bank 0.576700% 313384ZC6 Government Agency Debt N First Tier Security N/A N/A 2016-07-08 2016-07-08 N N N 50000000.00 49921736.11 0.0067 N 49951000.00 49951000.00 Federal Home Loan Bank Federal Home Loan Bank 0.580700% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2016-07-13 2016-07-13 N N N 55000000.00 54908887.91 0.0074 N 54943350.00 54943350.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.420700% 313396A86 Government Agency Debt N First Tier Security N/A N/A 2016-08-05 2016-08-05 N N N 116960000.00 116788068.80 0.0157 N 116796256.00 116796256.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.350300% 313396YF4 Government Agency Debt N First Tier Security N/A N/A 2016-06-17 2016-06-17 N N N 1132000.00 1131152.57 0.0002 N 1131249.48 1131249.48 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.350300% 313396YZ0 Government Agency Debt N First Tier Security N/A N/A 2016-07-05 2016-07-05 N N N 2000000.00 1998152.77 0.0003 N 1998100.00 1998100.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.430600% 313396ZH9 Government Agency Debt N First Tier Security N/A N/A 2016-07-13 2016-07-13 N N N 98800000.00 98678448.46 0.0133 N 98698236.00 98698236.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.415600% 313396ZS5 Government Agency Debt N First Tier Security N/A N/A 2016-07-22 2016-07-22 N N N 1500000.00 1498063.33 0.0002 N 1498320.00 1498320.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.427100% 3134G6AE3 Government Agency Debt N First Tier Security N/A N/A 2016-04-21 2016-07-21 N N N 9000000.00 9000874.86 0.0012 N 8999919.00 8999919.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.500000% 3137EACT4 Government Agency Debt N First Tier Security N/A N/A 2016-05-27 2016-05-27 N N N 49081000.00 49242109.80 0.0066 N 49247875.40 49247875.40 Federal National Mortgage Association Federal National Mortgage Association 0.380400% 313588XE0 Government Agency Debt N First Tier Security N/A N/A 2016-05-23 2016-05-23 N N N 30000000.00 29983533.33 0.0040 N 29988720.00 29988720.00 Federal National Mortgage Association Federal National Mortgage Association 0.491200% 313588XP5 Government Agency Debt N First Tier Security N/A N/A 2016-06-01 2016-06-01 N N N 25000000.00 24979243.06 0.0034 N 24986875.00 24986875.00 Federal National Mortgage Association Federal National Mortgage Association 0.350400% 313588XQ3 Government Agency Debt N First Tier Security N/A N/A 2016-06-02 2016-06-02 N N N 30000000.00 29981916.67 0.0040 N 29983980.00 29983980.00 Federal National Mortgage Association Federal National Mortgage Association 0.420600% 313588ZV0 Government Agency Debt N First Tier Security N/A N/A 2016-07-25 2016-07-25 N N N 500000.00 499329.17 0.0001 N 499425.00 499425.00 Federal National Mortgage Association Federal National Mortgage Association 5.250000% 31359MW41 Government Agency Debt N First Tier Security N/A N/A 2016-09-15 2016-09-15 N N N 997000.00 1018209.42 0.0001 N 1018742.58 1018742.58 Federal National Mortgage Association Federal National Mortgage Association 2.375000% 3135G0BA0 Government Agency Debt N First Tier Security N/A N/A 2016-04-11 2016-04-11 N N N 38350000.00 38370653.65 0.0052 N 38373201.75 38373201.75 Federal National Mortgage Association Federal National Mortgage Association 0.625000% 3135G0YE7 Government Agency Debt N First Tier Security N/A N/A 2016-08-26 2016-08-26 N N N 6032000.00 6034819.42 0.0008 N 6035932.86 6035932.86 Federal National Mortgage Association Federal National Mortgage Association 0.443000% 3135G0YG2 Government Agency Debt N First Tier Security N/A N/A 2016-04-25 2016-07-25 N N N 4000000.00 4000852.82 0.0005 N 3999872.00 3999872.00 Federal National Mortgage Association Federal National Mortgage Association 0.456200% 3135G0YH0 Government Agency Debt N First Tier Security N/A N/A 2016-04-15 2016-08-15 N N N 38000000.00 38010675.69 0.0051 N 38000000.00 38000000.00 Federal National Mortgage Association Federal National Mortgage Association 0.453000% 3135G0YQ0 Government Agency Debt N First Tier Security N/A N/A 2016-04-26 2016-08-26 N N N 13190000.00 13193951.38 0.0018 N 13190000.00 13190000.00 Federal National Mortgage Association Federal National Mortgage Association 0.562200% 3136FRGA5 Government Agency Debt N First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 1180000.00 1180000.00 0.0002 N 1180000.00 1180000.00 Federal Reserve Bank Federal Reserve Bank 0.250000% ARP0BDBX9_0.2500_M160401_64BA Treasury Repurchase Agreement Y Fannie Mae 2020-07-31 2.000000 Treasury Debt 19750200.00 20475717.74 Federal Home Loan Mortgage Corp. 2021-03-31 2.250000 Treasury Debt 4760400.00 4979083.26 Federal Home Loan Mortgage Corp. 2022-11-15 1.625000 Treasury Debt 232524500.00 235000204.96 Federal Home Loan Mortgage Corp. 2027-08-15 6.375000 Treasury Debt 51450300.00 75257649.40 Federal Home Loan Mortgage Corp. 2039-08-15 4.500000 Treasury Debt 54572900.00 74573932.62 U.S. Treasury Notes 2019-12-31 1.125000 Treasury Debt 24616500.00 24716504.53 First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 435000000.00 435000000.00 0.0587 N 435000000.00 435000000.00 Freddie Mac Freddie Mac 0.491200% 313396E41 Government Agency Debt N First Tier Security N/A N/A 2016-09-02 2016-09-02 N N N 23400000.00 23350951.00 0.0031 N 23357950.20 23357950.20 Freddie Mac Freddie Mac 0.350300% 313396YB3 Government Agency Debt N First Tier Security N/A N/A 2016-06-13 2016-06-13 N N N 1600000.00 1598864.44 0.0002 N 1598993.60 1598993.60 HSBC USA, Inc. HSBC USA, Inc. 0.380000% 643996002_0.3800_M160401_64BA 0000083246 Treasury Repurchase Agreement Y Fannie Mae 2020-08-31 0.380000 Treasury Debt 97420000.00 103658594.16 U.S. Treasury Notes 2017-02-28 0.380000 Treasury Debt 100000000.00 100343559.17 First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 200000000.00 200000000.00 0.0270 N 200000000.00 200000000.00 HSBC USA, Inc. HSBC USA, Inc. 0.260000% ARP0BDDA7_0.2600_M160401_64BA 0000083246 Treasury Repurchase Agreement Y Fannie Mae 2040-11-15 4.250000 Treasury Debt 16910000.00 22521683.15 Federal Home Loan Mortgage Corp. 2028-11-15 5.250000 Treasury Debt 20614400.00 28478373.50 First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 50000000.00 50000000.00 0.0067 N 50000000.00 50000000.00 JPMorgan Securities LLC JPMorgan Securities LLC 0.350000% 46699D001_0.3500_M160401_64BA 0001168163 Treasury Repurchase Agreement Y U.S. Treasury Notes 2024-11-30 0.349999 Treasury Debt 194411000.00 204002305.91 First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 200000316.25 200000316.25 0.0270 N 200000316.25 200000316.25 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.330000% ARP0BDD90_0.3300_M160401_64BA 0000812291 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2045-04-01 4.500000 Government Agency Debt 386136.00 417345.30 Federal National Mortgage Association 2045-08-01 4.500000 Government Agency Debt 30080321.00 32515809.48 Federal National Mortgage Association 2045-11-01 4.000000 Government Agency Debt 5432400.00 5871363.50 Federal National Mortgage Association 2045-11-01 4.000000 Government Agency Debt 1523822.00 1645944.94 Federal National Mortgage Association 2045-12-01 4.000000 Government Agency Debt 5045979.00 5449537.81 First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 45000000.00 45000000.00 0.0061 N 45000000.00 45000000.00 Royal Bank of Canada Royal Bank of Canada 0.260000% ARP0BDD74_0.2600_M160401_64BA 0000352613 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2040-03-01 2.505999 Government Agency Debt 13565692.00 2333545.83 Federal Home Loan Mortgage Corp. 2041-09-01 3.383999 Government Agency Debt 423680.00 95401.57 Federal Home Loan Mortgage Corp. 2042-07-01 2.532999 Government Agency Debt 3093860.00 1555517.42 Federal Home Loan Mortgage Corp. 2046-02-01 2.766000 Government Agency Debt 5612739.00 5802752.67 Federal National Mortgage Association 2036-04-01 2.021999 Government Agency Debt 13618560.00 5579784.27 Federal National Mortgage Association 2041-02-01 2.709000 Government Agency Debt 3142747.00 565113.80 Federal National Mortgage Association 2042-05-01 2.551000 Government Agency Debt 8940701.00 4427517.48 Federal National Mortgage Association 2045-12-01 2.678999 Government Agency Debt 5026144.00 5140367.13 First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 25000000.00 25000000.00 0.0034 N 25000000.00 25000000.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.310000% ARP0BDD25_0.3100_M160401_64BA Government Agency Repurchase Agreement Y Fannie Mae 2022-06-30 2.125000 Treasury Debt 17553000.00 18277070.03 Federal Home Loan Mortgage Corp. 2020-11-15 2.625000 Treasury Debt 18456200.00 19768985.96 First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 37300000.00 37300000.00 0.0050 N 37300000.00 37300000.00 U.S. Treasury Bills U.S. Treasury Bills 0.506300% 912796HE2 Treasury Debt N First Tier Security N/A N/A 2016-09-15 2016-09-15 N N N 100000000.00 99765736.11 0.0135 N 99847800.00 99847800.00 U.S. Treasury Bills U.S. Treasury Bills 0.275100% 912796HK8 Treasury Debt N First Tier Security N/A N/A 2016-04-07 2016-04-07 N N N 250000000.00 249988541.65 0.0337 N 249995000.00 249995000.00 U.S. Treasury Bills U.S. Treasury Bills 0.280100% 912796HL6 Treasury Debt N First Tier Security N/A N/A 2016-04-14 2016-04-14 N N N 300000000.00 299969666.63 0.0404 N 299988900.00 299988900.00 U.S. Treasury Bills U.S. Treasury Bills 0.548000% 912796HW2 Treasury Debt N First Tier Security N/A N/A 2016-06-09 2016-06-09 N N N 75000000.00 74921440.62 0.0101 N 74973825.00 74973825.00 U.S. Treasury Bills U.S. Treasury Bills 0.582200% 912796HX0 Treasury Debt N First Tier Security N/A N/A 2016-06-16 2016-06-16 N N N 100000000.00 99877450.00 0.0135 N 99959800.00 99959800.00 U.S. Treasury Bills U.S. Treasury Bills 0.501300% 912796HZ5 Treasury Debt N First Tier Security N/A N/A 2016-07-07 2016-07-07 N N N 50000000.00 49932638.89 0.0067 N 49968400.00 49968400.00 U.S. Treasury Bills U.S. Treasury Bills 0.481700% 912796JH3 Treasury Debt N First Tier Security N/A N/A 2016-09-01 2016-09-01 N N N 25000000.00 24948946.88 0.0034 N 24963575.00 24963575.00 U.S. Treasury Bills Us Treasury Bills 0.476100% 912796JM2 Government Agency Debt N First Tier Security N/A N/A 2016-09-29 2016-09-29 N N N 50000000.00 49880590.28 0.0067 N 49904550.00 49904550.00 U.S. Treasury Inflation Index U.S. Treasury Inflation Index 0.125000% 912828QD5 Treasury Debt N First Tier Security N/A N/A 2016-04-15 2016-04-15 N N N 107327000.00 107378439.43 0.0145 N 107350075.30 107350075.30 U.S. Treasury Notes U.S. Treasury Notes 0.369200% 912828D31 Treasury Debt N First Tier Security N/A N/A 2016-04-05 2016-04-30 N N N 230000000.00 230002882.50 0.0310 N 230007360.00 230007360.00 U.S. Treasury Notes U.S. Treasury Notes 3.250000% 912828KZ2 Treasury Debt N First Tier Security N/A N/A 2016-06-30 2016-06-30 N N N 50000000.00 50320235.15 0.0068 N 50364250.00 50364250.00 U.S. Treasury Notes U.S. Treasury Notes 0.468200% 912828M23 Treasury Debt N First Tier Security N/A N/A 2016-04-05 2017-10-31 N N N 50000000.00 49870730.81 0.0067 N 49996300.00 49996300.00 U.S. Treasury Notes U.S. Treasury Notes 0.572200% 912828N97 Treasury Debt N First Tier Security N/A N/A 2016-04-05 2018-01-31 N N N 35000000.00 35020709.41 0.0047 N 35039655.00 35039655.00 U.S. Treasury Notes U.S. Treasury Notes 1.000000% 912828RF9 Treasury Debt N First Tier Security N/A N/A 2016-08-31 2016-08-31 N N N 50000000.00 50098482.59 0.0068 N 50123050.00 50123050.00 U.S. Treasury Notes U.S. Treasury Notes 0.625000% 912828VR8 Treasury Debt N First Tier Security N/A N/A 2016-08-15 2016-08-15 N N N 150000000.00 150090114.23 0.0202 N 150133350.00 150133350.00 U.S. Treasury Notes U.S. Treasury Notes 0.875000% 912828VW7 Treasury Debt N First Tier Security N/A N/A 2016-09-15 2016-09-15 N N N 100000000.00 100171669.40 0.0135 N 100195300.00 100195300.00 U.S. Treasury Notes U.S. Treasury Notes 0.500000% 912828WX4 Treasury Debt N First Tier Security N/A N/A 2016-07-31 2016-07-31 N N N 100000000.00 100027480.02 0.0135 N 100037100.00 100037100.00