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0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.482000% 3130A76N0 US3130A76N09 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-01 2016-08-01 2016-08-01 N N N 0.0040 50003700.00 50003700.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.483000% 3130A77D1 US3130A77D18 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-26 2016-08-26 2016-08-26 N N N 0.0043 64656852.90 64656852.90 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.494000% 3130A77E9 US3130A77E90 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-02 2016-08-02 2016-08-02 N N N 0.0041 50003800.00 50003800.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.503000% 3130A7AA3 US3130A7AA32 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-26 2016-10-26 2016-10-26 N N N 0.0045 7501665.00 7501665.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.522000% 3130A7AN5 US3130A7AN52 U.S. Government Agency Debt 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2016-10-24 N N N 0.0037 14982750.00 14982750.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384B57 US313384B575 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-10 2016-08-10 2016-08-10 N N N 0.0025 49986100.00 49986100.00 0.0065 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384C64 US313384C649 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0025 49983000.00 49983000.00 0.0065 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384D30 US313384D308 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0025 49981250.00 49981250.00 0.0065 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384D55 US313384D555 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0025 49980550.00 49980550.00 0.0065 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384E21 US313384E215 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0025 49978800.00 49978800.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384E47 US313384E470 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0028 99951000.00 99951000.00 0.0129 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384F87 US313384F873 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0028 49970850.00 49970850.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384G78 US313384G780 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-21 2016-09-21 2016-09-21 N N N 0.0028 199872400.00 199872400.00 0.0259 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384G94 US313384G947 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0028 199869400.00 199869400.00 0.0259 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384H69 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0028 40971628.00 40971628.00 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384K65 US313384K659 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0037 49947500.00 49947500.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384M22 US313384M226 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0037 49941500.00 49941500.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384M48 US313384M481 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-28 2016-10-28 2016-10-28 N N N 0.0037 49940500.00 49940500.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384M97 US313384M978 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-02 2016-11-02 2016-11-02 N N N 0.0039 53729575.80 53729575.80 0.0070 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384P78 US313384P781 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0039 49927150.00 49927150.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384P94 US313384P948 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-18 2016-11-18 2016-11-18 N N N 0.0039 49926100.00 49926100.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384Q69 US313384Q698 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0039 100690606.31 100690606.30 0.0130 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384Q85 US313384Q854 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0039 29196616.42 29196616.42 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384R50 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-30 2016-11-30 2016-11-30 N N N 0.0039 49919800.00 49919800.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384R76 US313384R761 U.S. Government Agency Debt First Tier Security N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0041 99828900.00 99828900.00 0.0129 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384YZ6 US313384YZ61 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0017 14999715.00 14999715.00 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384ZA0 US313384ZA02 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0017 50262793.66 50262793.66 0.0065 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384ZC6 US313384ZC67 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0017 61497970.50 61497970.50 0.0080 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384ZH5 US313384ZH54 U.S. Government Agency Debt First Tier Security N/A 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Federal Home Loan Mortgage Corp. 313396A86 S6XOOCT0IEG5ABCC6L87 US313396A860 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0025 116931578.72 116931578.70 0.0151 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396D59 S6XOOCT0IEG5ABCC6L87 US313396D591 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0025 12994943.00 12994943.00 0.0017 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396E41 S6XOOCT0IEG5ABCC6L87 US313396E417 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0028 23388534.00 23388534.00 0.0030 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396N74 S6XOOCT0IEG5ABCC6L87 US313396N749 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-08 2016-11-08 2016-11-08 N N N 0.0039 99862800.00 99862800.00 0.0129 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396YZ0 S6XOOCT0IEG5ABCC6L87 US313396YZ00 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0017 1999962.00 1999962.00 0.0003 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396ZH9 S6XOOCT0IEG5ABCC6L87 US313396ZH92 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0017 98794368.40 98794368.40 0.0128 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396ZS5 S6XOOCT0IEG5ABCC6L87 US313396ZS57 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-22 2016-07-22 2016-07-22 N N N 0.0017 1499851.50 1499851.50 0.0002 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 0.473300% 3133ECY99 US3133ECY991 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-26 2016-08-26 2016-08-26 N N N 0.0038 29504779.00 29504779.00 0.0038 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.477100% 3133ECZE7 US3133ECZE74 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-12 2016-09-12 2016-09-12 N N N 0.0041 2500395.00 2500395.00 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.970000% 3133ECZX5 US3133ECZX55 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-19 2016-09-19 2016-09-19 N N N 0.0038 3003819.00 3003819.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.492000% 3133EDDJ8 US3133EDDJ82 U.S. Government Agency Debt First 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Federal Farm Credit Bank Federal Farm Credit Bank 0.496000% 3133EDJX1 US3133EDJX13 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-17 2017-04-17 2017-04-17 N N N 0.0051 50232360.81 50232360.81 0.0065 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.456500% 3133EDLJ9 US3133EDLJ90 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-14 2016-11-14 2016-11-14 N N N 0.0045 20001600.00 20001600.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.500000% 3133EDMB5 US3133EDMB55 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-23 2016-08-23 2016-08-23 N N N 0.0035 9001917.00 9001917.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.448100% 3133EDRH7 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-06 2016-09-06 2016-09-06 N N N 0.0038 19937651.36 19937651.36 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.465800% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-09 2017-03-09 2017-03-09 N N N 0.0051 27495517.50 27495517.50 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.458800% 3133EDWK4 US3133EDWK45 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-29 2016-11-29 2016-11-29 N N N 0.0046 14000294.00 14000294.00 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.478800% 3133EDZW5 US3133EDZW55 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-29 2017-03-29 2017-03-29 N N N 0.0052 499858.50 499858.50 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.387300% 3133EE4E7 US3133EE4E71 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-16 2016-08-16 2016-08-16 N N N 0.0038 50001800.00 50001800.00 0.0065 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.600000% 3133EEBU3 US3133EEBU39 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0045 5002735.00 5002735.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.436700% 3133EEDE7 US3133EEDE78 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-01 2016-12-01 2016-12-01 N N N 0.0047 49995800.00 49995800.00 0.0065 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.497000% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-24 2017-05-24 2017-05-24 N N N 0.0051 505021.72 505021.72 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.433000% 3133EEJV3 US3133EEJV30 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-20 2016-10-20 2016-10-20 N N N 0.0043 11000594.00 11000594.00 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.432100% 3133EEPV6 US3133EEPV65 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0033 36494459.72 36494459.72 0.0047 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.433300% 3133EERC6 US3133EERC66 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-27 2016-09-27 2016-09-27 N N N 0.0041 5000405.00 5000405.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.453800% 3133EERK8 US3133EERK82 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-02 2016-12-02 2016-12-02 N N N 0.0047 9999370.00 9999370.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.450000% 3133EEXS4 US3133EEXS45 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0047 9999600.00 9999600.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.450000% 3133EEZB9 US3133EEZB91 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-16 2016-09-16 2016-09-16 N N N 0.0044 7500127.50 7500127.50 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.540300% 3133EFE37 US3133EFE376 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-30 2017-01-30 2017-01-30 N N N 0.0050 79522021.50 79522021.50 0.0103 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.488800% 3133EFF93 US3133EFF936 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-29 2016-09-29 2016-09-29 N N N 0.0042 15702700.40 15702700.40 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.460000% 3133EFLC9 US3133EFLC95 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-01 2016-10-21 2016-10-21 N N N 0.0044 184611260.60 184611260.60 0.0239 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.507800% 3133EFQ75 US3133EFQ750 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-21 2017-02-21 2017-02-21 N N N 0.0050 150019350.00 150019350.00 0.0194 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.570000% 3133EFSX6 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-01 2016-12-14 2016-12-14 N N N 0.0035 5005115.00 5005115.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.495800% 3133EFYN1 US3133EFYN14 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-09 2016-12-09 2016-12-09 N N N 0.0047 100021900.00 100021900.00 0.0129 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.522300% 3133EFZZ3 US3133EFZZ35 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-16 2017-02-16 2017-02-16 N N N 0.0050 85022015.00 85022015.00 0.0110 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.443300% 3133EGBA2 US3133EGBA23 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-25 2017-05-25 2017-05-25 N N N 0.0051 39980920.00 39980920.00 0.0052 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.460300% 3133EGBT1 US3133EGBT14 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-30 2017-05-30 2017-05-30 N N N 0.0051 19990920.00 19990920.00 0.0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.452000% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-13 2017-01-13 2017-01-13 N N N 0.0048 4499667.00 4499667.00 0.0006 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.442800% 3134G6AE3 S6XOOCT0IEG5ABCC6L87 US3134G6AE38 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-21 2016-07-21 2016-07-21 N N N 0.0035 25501734.00 25501734.00 0.0033 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.453000% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-20 2017-04-20 2017-04-20 N N N 0.0051 4498726.50 4498726.50 0.0006 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.407000% 3134G7TF8 S6XOOCT0IEG5ABCC6L87 US3134G7TF84 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-24 2016-08-24 2016-08-24 N N N 0.0040 14550451.05 14550451.05 0.0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.432300% 3134G7ZE4 S6XOOCT0IEG5ABCC6L87 US3134G7ZE46 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-16 2016-09-16 2016-09-16 N N N 0.0043 100005300.00 100005300.00 0.0129 N N N N Federal National Mortgage Association Federal National Mortgage Association 313588B53 B1V7KEBTPIMZEU4LTD58 US313588B530 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-10 2016-08-10 2016-08-10 N N N 0.0025 17870030.75 17870030.75 0.0023 N N Y N Federal National Mortgage Association Federal National Mortgage Association 313588C45 B1V7KEBTPIMZEU4LTD58 US313588C454 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-17 2016-08-17 2016-08-17 N N N 0.0025 111019795.74 111019795.70 0.0144 N N Y N Federal National Mortgage Association Federal National Mortgage Association 313588ZV0 B1V7KEBTPIMZEU4LTD58 US313588ZV01 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0017 499943.50 499943.50 0.0001 N N Y N Federal National Mortgage Association Federal National Mortgage Association 5.250000% 31359MW41 B1V7KEBTPIMZEU4LTD58 US31359MW416 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0044 2100515.04 2100515.04 0.0003 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.250000% 3135G0CM3 B1V7KEBTPIMZEU4LTD58 US3135G0CM39 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0043 2870675.57 2870675.57 0.0004 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.375000% 3135G0ES8 B1V7KEBTPIMZEU4LTD58 US3135G0ES80 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0045 5379474.01 5379474.01 0.0007 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.250000% 3135G0GY3 B1V7KEBTPIMZEU4LTD58 US3135G0GY31 U.S. Government Agency Debt First Tier Security N/A N/A 2017-01-30 2017-01-30 2017-01-30 N N N 0.0047 2232045.66 2232045.66 0.0003 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.375000% 3135G0XP3 B1V7KEBTPIMZEU4LTD58 US3135G0XP31 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0038 2099997.90 2099997.90 0.0003 N N Y N Federal National Mortgage Association Federal National Mortgage Association 0.625000% 3135G0YE7 B1V7KEBTPIMZEU4LTD58 US3135G0YE74 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0048 23264279.80 23264279.80 0.0030 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.463300% 3135G0YG2 B1V7KEBTPIMZEU4LTD58 US3135G0YG23 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0033 41351093.35 41351093.35 0.0053 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.462000% 3135G0YH0 B1V7KEBTPIMZEU4LTD58 US3135G0YH06 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-15 2016-08-15 2016-08-15 N N N 0.0040 38003762.00 38003762.00 0.0049 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.462300% 3135G0YK3 B1V7KEBTPIMZEU4LTD58 US3135G0YK35 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-16 2016-08-12 2016-08-12 N N N 0.0041 87118101.23 87118101.23 0.0113 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.473300% 3135G0YQ0 B1V7KEBTPIMZEU4LTD58 US3135G0YQ05 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-26 2016-08-26 2016-08-26 N N N 0.0040 13191609.18 13191609.18 0.0017 N N N N Federal National Mortgage Association Federal National Mortgage Association 2.125000% 3136FPJQ1 B1V7KEBTPIMZEU4LTD58 US3136FPJQ14 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-21 2016-09-21 2016-09-21 N N N 0.0018 1029426.98 1029426.98 0.0001 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.810000% 3136FTRB7 B1V7KEBTPIMZEU4LTD58 US3136FTRB74 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-01 2016-11-21 2016-11-21 N N N 0.0049 10012760.00 10012760.00 0.0013 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 5.500000% 3137EAAG4 S6XOOCT0IEG5ABCC6L87 US3137EAAG46 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-18 2016-07-18 2016-07-18 N N N 0.0024 19397988.00 19397988.00 0.0025 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.000000% 3137EACW7 S6XOOCT0IEG5ABCC6L87 US3137EACW77 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0044 2138991.43 2138991.43 0.0003 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.875000% 3137EADS5 S6XOOCT0IEG5ABCC6L87 US3137EADS56 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0043 32923891.67 32923891.67 0.0043 N N N N JPMorgan Securities LLC JPMorgan Securities LLC 0.400000% 0001168163 46699D001_0.40_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2024-02-28 0.400000 274915000.00 306004413.63 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0040 300000993.75 300000993.80 0.0388 N Y Y N HSBC USA, Inc. HSBC USA, Inc. 0.480000% 549300LBOHZ4QSIWU288 0000083246 643996002_0.48_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2020-06-30 0.480000 75000000.00 77170403.93 U.S. Treasuries (including strips) U.S. Treasury Note 2018-12-31 0.480000 174710000.00 177832996.07 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0048 250000000.00 250000000.00 0.0323 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796HE2 US912796HE27 U.S. Treasury Debt First Tier Security N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0021 99957000.00 99957000.00 0.0129 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796HZ5 US912796HZ55 U.S. Treasury Debt First Tier Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0006 49999500.00 49999500.00 0.0065 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796JH3 US912796JH30 U.S. Treasury Debt First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0024 24990000.00 24990000.00 0.0032 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796JM2 US912796JM25 U.S. Treasury Debt First Tier Security N/A N/A 2016-09-29 2016-09-29 2016-09-29 N N N 0.0026 49967400.00 49967400.00 0.0065 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.428100% 912828M23 US912828M235 U.S. Treasury Debt First Tier Security N/A N/A 2016-07-06 2017-10-31 2017-10-31 N N N 0.0038 50033350.00 50033350.00 0.0065 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.532100% 912828N97 US912828N977 U.S. Treasury Debt First Tier Security N/A N/A 2016-07-06 2018-01-31 2018-01-31 N N N 0.0041 35066255.00 35066255.00 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.000000% 912828RF9 US912828RF91 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0030 50057900.00 50057900.00 0.0065 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.625000% 912828VR8 US912828VR83 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0024 150071250.00 150071250.00 0.0194 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.875000% 912828VW7 US912828VW78 U.S. Treasury Debt First Tier Security N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0032 100114400.00 100114400.00 0.0130 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.500000% 912828WX4 US912828WX43 U.S. Treasury Debt First Tier Security N/A N/A 2016-07-31 2016-07-31 2016-07-31 N N N 0.0019 100025500.00 100025500.00 0.0129 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.490000% 7TK5RJIZDFROZCA6XF66 0000812291 926ELZ001_0.49_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2021-10-31 0.490000 38695000.00 40571052.21 U.S. Treasuries (including strips) U.S. Treasury Note 2019-11-30 0.490000 150000000.00 163431724.46 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-06 N N N 0.0049 200000000.00 200000000.00 0.0259 N Y Y N Federal Reserve Bank Federal Reserve Bank 0.250000% 0001457970 ARP0BZWJ8_0.25_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2022-08-15 1.625000 48449400.00 49985072.95 U.S. Treasuries (including strips) U.S. Treasury Note 2021-08-15 2.125000 61259300.00 65000072.23 U.S. Treasuries (including strips) U.S. Treasury Bond 2037-02-15 4.750000 10400.00 15704.95 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0025 115000000.00 115000000.00 0.0149 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.380000% PT3QB789TSUIDF371261 0000947263 ARP0BZXP3_0.38_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Note 2017-10-31 0.388100 6753400.00 6763044.28 U.S. Treasuries (including strips) U.S. Treasury Note 2024-07-15 0.125000 27833300.00 28330966.63 U.S. Treasuries (including strips) U.S. Treasury Note 2021-07-15 0.625000 37752000.00 42216064.57 U.S. Treasuries (including strips) U.S. Treasury Note 2020-07-15 1.250000 1373800.00 1625557.14 U.S. Treasuries (including strips) U.S. Treasury Note 2024-05-15 2.500000 23862700.00 26009507.81 U.S. Treasuries (including strips) U.S. Treasury Note 2023-01-15 0.125000 71457200.00 75011173.31 U.S. Treasuries (including strips) U.S. Treasury Bond 2029-01-15 2.500000 51000.00 72695.06 U.S. Treasuries (including strips) Federal Farm Credit Bank 2018-09-14 0.875000 86030000.00 86172714.21 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2017-10-10 1.150000 20000.00 20184.71 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2016-08-26 0.500000 2100000.00 2103826.67 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2016-08-23 0.500000 175000.00 175336.68 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2016-12-07 0.875000 250000.00 250724.76 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2016-11-07 5.000000 100000.00 102367.11 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2020-07-29 4.850000 364000.00 425841.07 Agency Collateralized Mortgage Obligation First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0039 264000000.00 264000000.00 0.0342 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.520000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0BZXQ1_0.52_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Note 2022-11-30 2.000000 7886600.00 8269213.23 U.S. Treasuries (including strips) U.S. Treasury Note 2021-05-31 2.000000 600000.00 628921.41 U.S. Treasuries (including strips) U.S. Treasury Note 2018-03-31 2.875000 23380400.00 24457166.18 U.S. Treasuries (including strips) U.S. Treasury Bond 2046-05-15 2.500000 48989000.00 51304710.03 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0052 83000000.00 83000000.00 0.0107 N Y Y N Bank of America NA Bank of America NA 0.430000% B4TYDEB6GKMZO031MB27 0001102113 ARP0BZXR9_0.43_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-14 3.400000 68769000.00 69546166.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-15 N/A 93751000.00 64165996.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2017-02-01 N/A 8424000.00 8402266.08 Agency Collateralized Mortgage Obligation Federal Home Loan Bank 2017-03-23 0.512000 10885000.00 10886083.66 Agency Collateralized Mortgage Obligation First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0044 150000000.00 150000000.00 0.0194 N Y Y N RBC Capital Markets RBC Capital Markets 0.400000% 0000050916 ARP0BZXS7_0.40_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-04-01 2.324000 13618560.00 5102090.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-02-01 2.719000 3142747.00 529300.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-03-01 4.000000 11327322.00 12042679.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 155270.00 163171.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 4.500000 12545930.00 13756575.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 15705.00 16177.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 4581624.00 4701463.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-02-01 4.000000 6790110.00 4803288.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-05-01 2.558000 8940701.00 4124607.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-05-01 5.500000 27764.00 28030.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-07-01 6.000000 2119429.00 1684513.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-07-01 4.500000 38663.00 24058.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-02-01 2.766000 5612739.00 5792185.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-08-01 2.192000 6150047.00 3796436.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-03-01 2.758000 13565692.00 2204048.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-09-01 3.377000 423680.00 89764.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-04-01 3.500000 143326.00 150553.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-07-01 2.535000 3093860.00 1452826.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-03-20 4.500000 3598281.00 3933761.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-06-20 4.500000 2491185.00 2475388.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-06-20 3.000000 6068448.00 6273237.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-10-20 3.500000 11138.00 10901.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-02-20 3.500000 86634.00 85816.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-11-20 4.000000 5117197.00 3259124.66 Agency Collateralized Mortgage Obligation First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0040 75000000.00 75000000.00 0.0097 N Y Y N AllianceBernstein Fixed Income Shares 2016-07-08 Vercelia Petty Vercelia Petty Assistant Controller