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Agency Standard and Poor's Ratings Services A-1+ 2016-10-07 2016-10-07 2016-10-07 N N N 0.0051 145841666.62 145841666.62 145841666.62 0.0085 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384M97 US313384M978 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-11-02 2016-11-02 2016-11-02 N N N 0.0054 179608140.00 179608140.00 179608140.00 0.0105 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384P52 US313384P526 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-11-14 2016-11-14 2016-11-14 N N N 0.0054 42180768.84 42180768.84 42180768.84 0.0025 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384P78 US313384P781 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-11-16 2016-11-16 2016-11-16 N N N 0.0054 139667500.00 139667500.00 139667500.00 0.0081 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384P94 US313384P948 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-11-18 2016-11-18 2016-11-18 N N N 0.0054 49879800.00 49879800.00 49879800.00 0.0029 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384S26 US313384S264 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-12-05 2016-12-05 2016-12-05 N N N 0.0057 38894661.00 38894661.00 38894661.00 0.0023 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384XP9 US313384XP98 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-06-01 2016-06-01 2016-06-01 N N N 0.0032 7787000.00 7787000.00 7787000.00 0.0005 N Y Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384XU8 US313384XU83 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-06-06 2016-06-06 2016-06-06 N N N 0.0026 20999349.00 20999349.00 20999349.00 0.0012 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384YZ6 US313384YZ61 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-07-05 2016-07-05 2016-07-05 N N N 0.0033 267916.12 267916.12 267916.12 0.0000 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384ZH5 US313384ZH54 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-07-13 2016-07-13 2016-07-13 N N N 0.0033 13174912.52 13174912.52 13174912.52 0.0008 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384ZK8 US313384ZK83 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-07-15 2016-07-15 2016-07-15 N N N 0.0033 9829017.64 9829017.64 9829017.64 0.0006 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384ZQ5 US313384ZQ53 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-07-20 2016-07-20 2016-07-20 N N N 0.0033 8156319.84 8156319.84 8156319.84 0.0005 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384ZR3 US313384ZR37 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-07-21 2016-07-21 2016-07-21 N N N 0.0033 38982060.00 38982060.00 38982060.00 0.0023 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384ZS1 US313384ZS10 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-07-22 2016-07-22 2016-07-22 N N N 0.0033 38323018.08 38323018.08 38323018.08 0.0022 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384ZX0 US313384ZX05 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-07-27 2016-07-27 2016-07-27 N N N 0.0033 19989700.00 19989700.00 19989700.00 0.0012 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396A60 S6XOOCT0IEG5ABCC6L87 US313396A605 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-08-03 2016-08-03 2016-08-03 N N N 0.0031 49963850.00 49963850.00 49963850.00 0.0029 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396A86 S6XOOCT0IEG5ABCC6L87 US313396A860 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-08-05 2016-08-05 2016-08-05 N N N 0.0031 101429277.27 101429277.27 101429277.27 0.0059 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396B36 S6XOOCT0IEG5ABCC6L87 US313396B363 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-08-08 2016-08-08 2016-08-08 N N N 0.0031 159875200.00 159875200.00 159875200.00 0.0093 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396F24 S6XOOCT0IEG5ABCC6L87 US313396F240 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-08 2016-09-08 2016-09-08 N N N 0.0033 128805058.13 128805058.13 128805058.13 0.0075 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396F32 S6XOOCT0IEG5ABCC6L87 US313396F323 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-09 2016-09-09 2016-09-09 N N N 0.0041 39953320.00 39953320.00 39953320.00 0.0023 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396F65 S6XOOCT0IEG5ABCC6L87 US313396F653 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-12 2016-09-12 2016-09-12 N N N 0.0042 124849750.00 124849750.00 124849750.00 0.0073 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396G98 S6XOOCT0IEG5ABCC6L87 US313396G982 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-23 2016-09-23 2016-09-23 N N N 0.0034 29960100.00 29960100.00 29960100.00 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396K93 S6XOOCT0IEG5ABCC6L87 US313396K935 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-10-17 2016-10-17 2016-10-17 N N N 0.0040 99835200.00 99835200.00 99835200.00 0.0058 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396ZA4 S6XOOCT0IEG5ABCC6L87 US313396ZA40 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-07-06 2016-07-06 2016-07-06 N N N 0.0030 155654862.99 155654862.99 155654862.99 0.0091 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396ZB2 S6XOOCT0IEG5ABCC6L87 US313396ZB23 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-07-07 2016-07-07 2016-07-07 N N N 0.0030 99966900.00 99966900.00 99966900.00 0.0058 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396ZC0 S6XOOCT0IEG5ABCC6L87 US313396ZC06 U.S. Government Agency Debt First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-07-08 2016-07-08 2016-07-08 N N N 0.0030 99966000.00 99966000.00 99966000.00 0.0058 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396ZS5 S6XOOCT0IEG5ABCC6L87 US313396ZS57 U.S. Government Agency Debt First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-07-22 2016-07-22 2016-07-22 N N N 0.0031 299859300.00 299859300.00 299859300.00 0.0175 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.444000% 3133ECSA3 US3133ECSA36 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-17 2016-06-17 2016-06-17 N N N 0.0041 2350112.80 2350112.80 2350112.80 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.464000% 3133ECY99 US3133ECY991 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-26 2016-08-26 2016-08-26 N N N 0.0040 530094.87 530094.87 530094.87 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.467000% 3133ECZE7 US3133ECZE74 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-12 2016-09-12 2016-09-12 N N N 0.0041 3643622.95 3643622.95 3643622.95 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.459000% 3133ED3B6 US3133ED3B69 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-03 2016-10-03 2016-10-03 N N N 0.0042 3045447.62 3045447.62 3045447.62 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.457000% 3133ED4K5 US3133ED4K59 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-08 2016-07-08 2016-07-08 N N N 0.0040 1500117.00 1500117.00 1500117.00 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.469000% 3133EDB35 US3133EDB351 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-02 2016-06-02 2016-06-02 N N N 0.0043 500002.00 500002.00 500002.00 0.0000 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.475000% 3133EDFB3 US3133EDFB39 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-13 2017-02-13 2017-02-13 N N N 0.0050 885161.07 885161.07 885161.07 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.505000% 3133EDFW7 US3133EDFW75 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-27 2017-02-27 2017-02-27 N N N 0.0050 1680184.80 1680184.80 1680184.80 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.449000% 3133EDG97 US3133EDG970 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-03 2016-06-03 2016-06-03 N N N 0.0042 317002.22 317002.22 317002.22 0.0000 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.454000% 3133EDH21 US3133EDH218 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-14 2016-09-14 2016-09-14 N N N 0.0041 5800846.80 5800846.80 5800846.80 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.469000% 3133EDJ37 US3133EDJ370 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-03 2017-01-03 2017-01-03 N N N 0.0048 6950799.25 6950799.25 6950799.25 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.459000% 3133EDJA1 US3133EDJA10 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-11 2016-10-11 2016-10-11 N N N 0.0042 2105389.43 2105389.43 2105389.43 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.484000% 3133EDJX1 US3133EDJX13 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-17 2017-04-17 2017-04-17 N N N 0.0050 3443373.36 3443373.36 3443373.36 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.484000% 3133EDKA9 US3133EDKA90 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-28 2016-12-28 2016-12-28 N N N 0.0047 4055482.55 4055482.55 4055482.55 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.444000% 3133EDLJ9 US3133EDLJ90 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-14 2016-11-14 2016-11-14 N N N 0.0044 2295224.91 2295224.91 2295224.91 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.466000% 3133EDMX7 US3133EDMX75 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-05 2017-06-05 2017-06-05 N N N 0.0051 17129314.80 17129314.80 17129314.80 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.414000% 3133EDPM8 US3133EDPM83 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-03 2016-10-03 2016-10-03 N N N 0.0042 11935214.83 11935214.83 11935214.83 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.424000% 3133EDR38 US3133EDR381 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-01 2016-08-01 2016-08-01 N N N 0.0041 20002000.00 20002000.00 20002000.00 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.421000% 3133EDRH7 US3133EDRH70 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-06 2016-09-06 2016-09-06 N N N 0.0041 5065572.35 5065572.35 5065572.35 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.417000% 3133EDSJ2 US3133EDSJ28 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-12 2016-08-12 2016-08-12 N N N 0.0041 75006975.00 75006975.00 75006975.00 0.0044 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.494000% 3133EDTT9 US3133EDTT90 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-29 2017-08-29 2017-08-29 N N N 0.0052 99975.50 99975.50 99975.50 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.476000% 3133EDUD2 US3133EDUD20 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-04 2017-08-04 2017-08-04 N N N 0.0052 844801.43 844801.43 844801.43 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.509000% 3133EDW73 US3133EDW738 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-30 2016-06-30 2016-06-30 N N N 0.0055 163517821.50 163517821.50 163517821.50 0.0095 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.474000% 3133EDW81 US3133EDW811 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-26 2017-04-26 2017-04-26 N N N 0.0050 2730502.32 2730502.32 2730502.32 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.454000% 3133EDWK4 US3133EDWK45 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-29 2016-11-29 2016-11-29 N N N 0.0044 215005.38 215005.38 215005.38 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.465000% 3133EEBR0 US3133EEBR00 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-13 2017-11-13 2017-11-13 N N N 0.0055 2262800.69 2262800.69 2262800.69 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.423000% 3133EEC65 US3133EEC654 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-24 2017-01-24 2017-01-24 N N N 0.0049 4318894.08 4318894.08 4318894.08 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.468000% 3133EECD0 US3133EECD05 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-20 2017-06-20 2017-06-20 N N N 0.0051 9804235.21 9804235.21 9804235.21 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.467000% 3133EEEA4 US3133EEEA48 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-08 2017-05-08 2017-05-08 N N N 0.0050 205039.57 205039.57 205039.57 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.550000% 3133EEFK1 US3133EEFK11 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-16 2016-12-16 2016-12-16 N N N 0.0052 182069968.53 182069968.53 182069968.53 0.0106 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.439000% 3133EEFN5 US3133EEFN59 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-01 2016-12-01 2016-12-01 N N N 0.0047 8618180.98 8618180.98 8618180.98 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.488000% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. 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Agency Standard and Poor's Ratings Services AA+ 2016-06-13 2017-01-13 2017-01-13 N N N 0.0048 18001224.00 18001224.00 18001224.00 0.0010 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.443000% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-20 2017-04-20 2017-04-20 N N N 0.0049 18187507.97 18187507.97 18187507.97 0.0011 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.490000% 3134G75N7 S6XOOCT0IEG5ABCC6L87 US3134G75N75 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-27 2017-04-27 2017-04-27 N N N 0.0050 125033625.00 125033625.00 125033625.00 0.0073 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.424000% 3134G7ZE4 S6XOOCT0IEG5ABCC6L87 US3134G7ZE46 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-16 2016-09-16 2016-09-16 N N N 0.0041 50003600.00 50003600.00 50003600.00 0.0029 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.573000% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-21 2017-07-21 2017-07-21 N N N 0.0052 137079871.00 137079871.00 137079871.00 0.0080 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.653000% 3134G8PF0 S6XOOCT0IEG5ABCC6L87 US3134G8PF04 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-08 2018-03-08 2018-03-08 N N N 0.0064 84037884.00 84037884.00 84037884.00 0.0049 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.000000% 313588J55 B1V7KEBTPIMZEU4LTD58 US313588J558 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-10-05 2016-10-05 2016-10-05 N N N 0.0043 233498055.76 233498055.76 233498055.76 0.0136 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.000000% 313588YL3 B1V7KEBTPIMZEU4LTD58 US313588YL38 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-06-22 2016-06-22 2016-06-22 N N N 0.0023 24996775.00 24996775.00 24996775.00 0.0015 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.000000% 313588ZA6 B1V7KEBTPIMZEU4LTD58 US313588ZA63 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-07-06 2016-07-06 2016-07-06 N N N 0.0030 22992594.00 22992594.00 22992594.00 0.0013 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.000000% 313588ZG3 B1V7KEBTPIMZEU4LTD58 US313588ZG34 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-07-12 2016-07-12 2016-07-12 N N N 0.0030 69973610.00 69973610.00 69973610.00 0.0041 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.000000% 313588ZQ1 B1V7KEBTPIMZEU4LTD58 US313588ZQ16 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. 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Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-16 2017-08-16 2017-08-16 N N N 0.0052 24987800.00 24987800.00 24987800.00 0.0015 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.446000% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-05 2017-10-05 2017-10-05 N N N 0.0054 729510.17 729510.17 729510.17 0.0000 N N N N FANNIE MAE FANNIE BENCHMARK NOTE 0.375000% 3135G0XP3 B1V7KEBTPIMZEU4LTD58 US3135G0XP31 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-07-05 2016-07-05 2016-07-05 N N N 0.0035 1309043.20 1309043.20 1309043.20 0.0001 N N N N FANNIE MAE FANNIE BENCHMARK NOTE 0.625000% 3135G0YE7 B1V7KEBTPIMZEU4LTD58 US3135G0YE74 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-26 2016-08-26 2016-08-26 N N N 0.0045 6457278.62 6457278.62 6457278.62 0.0004 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.456000% 3135G0YG2 B1V7KEBTPIMZEU4LTD58 US3135G0YG23 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-25 2016-07-25 2016-07-25 N N N 0.0040 17003009.00 17003009.00 17003009.00 0.0010 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.454000% 3135G0YH0 B1V7KEBTPIMZEU4LTD58 US3135G0YH06 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-15 2016-08-15 2016-08-15 N N N 0.0041 8953566.60 8953566.60 8953566.60 0.0005 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.464000% 3135G0YQ0 B1V7KEBTPIMZEU4LTD58 US3135G0YQ05 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-06-26 2016-08-26 2016-08-26 N N N 0.0040 1935369.59 1935369.59 1935369.59 0.0001 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.525000% 3135G0ZW6 B1V7KEBTPIMZEU4LTD58 US3135G0ZW63 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-07-21 2016-10-21 2016-10-21 N N N 0.0052 50015950.00 50015950.00 50015950.00 0.0029 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 5.500000% 3137EAAG4 S6XOOCT0IEG5ABCC6L87 US3137EAAG46 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-07-18 2016-07-18 2016-07-18 N N N 0.0038 2632439.44 2632439.44 2632439.44 0.0002 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 2.000000% 3137EACW7 S6XOOCT0IEG5ABCC6L87 US3137EACW77 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-25 2016-08-25 2016-08-25 N N N 0.0045 12799404.24 12799404.24 12799404.24 0.0007 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.875000% 3137EADT3 S6XOOCT0IEG5ABCC6L87 US3137EADT30 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-22 2017-02-22 2017-02-22 N N N 0.0069 48485321.85 48485321.85 48485321.85 0.0028 N N N N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796HE2 US912796HE27 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-09-15 2016-09-15 2016-09-15 N N N 0.0033 299716500.00 299716500.00 299716500.00 0.0175 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JP5 US912796JP55 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-04-27 2017-04-27 2017-04-27 N N N 0.0063 190598491.80 190598491.80 190598491.80 0.0111 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.518000% 912828M23 US912828M235 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-06-01 2017-10-31 2017-10-31 N N N 0.0041 32392394.61 32392394.61 32392394.61 0.0019 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES LLC 0.380000% ZBUT11V806EZRVTWT807 0000782124 BRSHT4649 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-08-01 6.000000 14544000.00 676000.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-06-01 4.500000 14702332.00 232941.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-01-01 3.500000 14148546.00 14737140.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-03-01 4.000000 13902324.00 14253763.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 14438313.00 15130368.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-05-01 3.500000 15033963.00 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Security Fitch, Inc. 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Agency Mortgage-Backed Securities GINNIE MAE II 2024-08-20 1.875000 1.00 0.01 Agency Mortgage-Backed Securities GINNIE MAE II 2036-02-20 2.000000 17914.00 1784.82 Agency Mortgage-Backed Securities GINNIE MAE II 2039-03-20 7.000000 177945.00 193135.48 Agency Mortgage-Backed Securities G2 5/1 1Y CMT ARM 2041-10-20 3.000000 2014.00 478.33 Agency Mortgage-Backed Securities FHLMC_3996 2042-02-15 6.165550 41085413.00 2036632.27 Agency Collateralized Mortgage Obligation FREMF_13-K30 2045-06-25 0.100000 467948746.00 2513561.66 Agency Collateralized Mortgage Obligation FHLS_30-4 2042-12-15 4.000000 96743634.00 9413656.16 Agency Collateralized Mortgage Obligation FHLS_30-4 2042-10-15 5.000000 33649131.00 2812680.81 Private Label Collateralized Mortgage Obligations FHLS_30-4 2042-09-15 5.000000 37219768.00 4984723.23 Agency Collateralized Mortgage Obligation FHLS_30-4 2042-06-15 5.000000 29088304.00 3119199.03 Agency Collateralized Mortgage Obligation FNMA_03-18 2042-12-25 0.551540 4.00 0.01 Agency Collateralized Mortgage Obligation FHLMC_2439 2032-03-15 7.565550 26.00 0.05 Agency Collateralized Mortgage Obligation 2 3/8 NOTE E 24 2024-08-15 2.375000 19296800.00 20352068.84 U.S. Treasuries (including strips) FHMS_K716 2021-06-25 0.710236 517949998.00 15644942.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP FREDDIE MAC 2022-01-25 0.649158 3.00 0.09 Agency Collateralized Mortgage Obligation GNAR AR 080628 M 2032-08-20 1.875000 14200000.00 337277.98 Agency Mortgage-Backed Securities GNII SF MA2756 M 2045-04-20 4.500000 99998847.00 69606838.33 Agency Mortgage-Backed Securities 0 3/8 TRIN D 25 2025-07-15 0.375000 18032600.00 18382549.83 U.S. Treasuries (including strips) FHMS_K038 2024-03-25 1.192369 110225000.00 7897480.87 Agency Collateralized Mortgage Obligation FHMS_K049 2025-07-25 0.614773 59189843.00 2622036.64 Agency Collateralized Mortgage Obligation FNMA_97-43 2027-06-17 7.500000 3.00 0.32 Agency Collateralized Mortgage Obligation 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F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-06-01 2016-06-07 2016-06-07 Y BNP PARIBAS SA Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A 1.0000 7 N N N 0.0036 540000000.00 540000000.00 540000000.00 0.0315 N N Y N MERRILL LYNCH PIERCE FENNER & SMITH INC TRI-PARTY MERRILL LYNCH PIERCE FENNER & SMITH INC 0.370000% 8NAV47T0Y26Q87Y0QP81 0000728612 BRT229AY8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2030-12-15 3.000000 30644194.00 1906186.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2038-06-15 5.685550 80000000.00 1860347.43 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-11-15 6.165550 48587303.00 1600547.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-04-15 6.315550 82305092.00 2002880.02 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2040-02-15 5.805550 76754703.00 1770315.61 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2039-02-25 4.554000 200000000.00 1951398.78 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2040-02-20 5.241550 42000000.00 1612866.78 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2040-06-20 5.411550 45000000.00 1723731.56 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2034-11-20 5.661550 135531012.00 1716369.64 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2037-05-20 6.061550 125000000.00 1619431.30 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2037-04-16 6.115550 40000000.00 1646042.67 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2039-11-20 5.861550 99999999.00 2175364.82 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2040-05-20 6.061550 50000000.00 2349340.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATL 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F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-06-02 2016-06-02 2016-06-02 N N N 0.0037 94999648.50 94999648.50 94999648.50 0.0055 N N Y N GOLDMAN SACHS & CO TRI-PARTY GOLDMAN SACHS & CO. 0.370000% FOR8UP27PHTHYVLBNG30 0000769993 BRT229B92 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-02-01 3.000000 37213213.00 31791319.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 69238995.00 71623770.63 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. 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NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 419997396.00 419997396.00 419997396.00 0.0245 N N Y N HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) INC 0.260000% CYYGQCGNHMHPSMRL3R97 0000853784 BRT23B0Y3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2017-07-31 0.427310 265175000.00 265203703.10 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. 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4.000000 11100000.00 190102.04 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2041-07-25 6.111000 347000.00 10526.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 2040-02-20 5.811000 1746888.00 71772.85 Agency Collateralized Mortgage Obligation FGRA 3102SP 2036-01-15 6.267000 49958416.00 867467.18 Agency Collateralized Mortgage Obligation FGRA S12276 2042-08-15 5.517000 1453736.00 227155.94 Agency Collateralized Mortgage Obligation GNRM 00257SL 2032-08-16 49.446000 3168221.00 145313.22 Agency Collateralized Mortgage Obligation FNMA_10-136 2040-12-25 5.561000 962461.00 66773.59 Agency Collateralized Mortgage Obligation FNSTR_413 2039-11-01 4.000000 1798427.00 117782.72 Agency Collateralized Mortgage Obligation FNSTR_413 2039-11-01 4.500000 3972520.00 210453.92 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2044-07-01 4.000000 154983.00 134277.07 Agency Mortgage-Backed Securities FREDDIE MAC 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Agency Collateralized Mortgage Obligation GNMA_11-70B 2041-05-16 5.454000 1987344.00 224201.87 Agency Collateralized Mortgage Obligation FHLMC_42-8 2041-04-15 1.500000 35864.00 25168.60 Agency Collateralized Mortgage Obligation FNMA_13-67F 2043-07-25 2.500000 20000.00 18700.32 Agency Collateralized Mortgage Obligation FNMA_15-77A 2045-10-25 6.000000 3400236.00 580638.13 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-30 2037-04-25 5.994000 100000.00 1876.50 Agency Collateralized Mortgage Obligation FNMA_00-8B 2027-10-25 0.00 9354.00 316.12 Agency Collateralized Mortgage Obligation FNMA_13-73G 2043-03-25 2.500000 113280.00 75963.95 Agency Collateralized Mortgage Obligation FNMS_0418 2043-08-01 3.000000 1374764.00 183309.36 Agency Collateralized Mortgage Obligation GNMA_09-117C 2039-12-16 5.365500 524366.00 14088.37 Agency Collateralized Mortgage Obligation FNMA_09-101 2039-12-25 5.721000 94328726.00 1029478.43 Agency Collateralized Mortgage Obligation FNMA_12-90A 2042-03-25 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Mortgage Obligation FHLMC_4184A 2042-10-15 4.500000 305116.00 37815.19 Agency Collateralized Mortgage Obligation FNMA_07-36 2037-04-25 6.154000 8004608.00 168262.49 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2369 2031-10-15 7.465550 5224.00 8.87 Agency Collateralized Mortgage Obligation GNMA_15-96 2040-01-16 4.500000 25160664.00 2895448.80 Agency Collateralized Mortgage Obligation FNMA_13-100C 2043-10-25 0.00 1495378.00 1056211.46 Agency Collateralized Mortgage Obligation GNMA_08-51 2038-06-16 5.805550 1019303.00 25220.88 Agency Collateralized Mortgage Obligation GNMA_14-96C 2044-07-16 5.000000 2130004.00 280279.43 Agency Collateralized Mortgage Obligation GNMA_15-111A 2045-08-20 3.500000 67173251.00 7286613.41 Agency Collateralized Mortgage Obligation FHLMC_4395E 2037-04-15 6.000000 5963149.00 793187.14 Agency Collateralized Mortgage Obligation FNMA_13-7C 2043-02-25 5.654000 1316002.00 182948.86 Agency Collateralized Mortgage Obligation FNMA_14-40A 2044-07-25 6.254000 9601684.00 2027856.34 Agency Collateralized Mortgage Obligation GNMA_14-68 2044-05-16 5.765550 11660170.00 1260634.85 Agency Collateralized Mortgage Obligation GNMA_15-111D 2045-08-20 4.000000 33151618.00 4434273.73 Agency Collateralized Mortgage Obligation GNMA_15-126B 2045-09-20 4.000000 45639931.00 6214352.57 Agency Collateralized Mortgage Obligation GNMA_15-126B 2045-09-20 4.000000 42203441.00 5746438.62 Agency Collateralized Mortgage Obligation FNMA_11-10C 2041-02-25 6.000000 9841000.00 146135.96 Agency Collateralized Mortgage Obligation GNMA_11-30 2041-02-16 6.115550 62456494.00 3757158.38 Agency Collateralized Mortgage Obligation GNMA_11-70B 2041-05-16 5.455550 52087904.00 5876287.82 Agency Collateralized Mortgage Obligation FHLMC_35-87 2039-04-15 5.000000 15195004.00 137978.85 Agency Collateralized Mortgage Obligation FHLMC_4305F 2044-02-15 6.165550 18650199.00 2337559.59 Agency Collateralized Mortgage Obligation FNMA_06-130D 2029-03-25 6.000000 15018264.00 177240.34 Agency Collateralized Mortgage Obligation FNMA_15-77A 2045-10-25 6.000000 221089.00 37754.06 Agency Collateralized Mortgage Obligation FNSTR_384 2036-05-25 5.500000 21381189.00 291923.28 Agency Collateralized Mortgage Obligation GNMA_15-167 2045-06-20 5.000000 13649907.00 1701212.43 Agency Collateralized Mortgage Obligation FHSTR_345 2045-08-15 3.500000 9663198.00 1446888.38 Agency Collateralized Mortgage Obligation FNMA_00-8B 2027-10-25 0.00 9134.00 308.69 Agency Collateralized Mortgage Obligation FNMA_13-128D 2043-12-25 5.454000 5326480.00 1028683.60 Agency Collateralized Mortgage Obligation GNMA_15-157B 2045-10-20 5.281550 41485647.00 4974542.20 Agency Collateralized Mortgage Obligation GNMA_09-117C 2039-12-16 5.365550 9833650.00 264204.98 Agency Collateralized Mortgage Obligation FHLMC_37-72 2038-06-15 4.500000 33668042.00 1389682.88 Agency Collateralized Mortgage Obligation GNMA_16-20D 2046-02-20 5.661550 6374581.00 1314549.64 Agency Collateralized Mortgage Obligation FNMA_12-124A 2042-11-25 2.500000 4000.00 3985.28 Agency Collateralized Mortgage Obligation FNMS 03.500 CLAS6986 2046-04-01 3.500000 267558.00 278303.75 Agency Mortgage-Backed Securities 03.500 FGPC Q40665 G 2046-05-01 3.500000 56033.00 58765.21 Agency Mortgage-Backed Securities FNMA_16-1 2046-02-25 5.704000 30000000.00 5432400.77 Agency Collateralized Mortgage Obligation FNRM CL044QC R14F044 2029-08-25 2.500000 2064146.00 1643144.38 Agency Collateralized Mortgage Obligation GNMA_16-37 2046-02-20 4.500000 17504190.00 3795344.38 Agency Collateralized Mortgage Obligation First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-06-07 2016-06-07 2016-06-07 N N N 0.0042 200000000.00 200000000.00 200000000.00 0.0117 N N Y N PNC BANK NATIONAL ASSOCIATION TRI-PARTY PNC 0.300000% AD6GFRVSDT01YPT1CS68 0001008932 BRT25MPN4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-09-01 3.500000 86500000.00 85717599.63 Agency Debentures and Agency Strips FEDERAL NATL MTG ASSN POOL AY0014 03.500% DUE 01/01/2045 2045-01-01 3.500000 247680000.00 208934853.09 Agency Debentures and Agency Strips First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 279900000.00 279900000.00 279900000.00 0.0163 N Y Y N BlackRock Liquidity Funds 2016-06-06 /s/ Neal J. Andrews Neal J. Andrews Chief Financial Officer