Form N-MFP1 FIRST AMERICAN FUNDS For: Apr 29

  
    N-MFP1
    
      
        
          0000356134
          XXXXXXXX
        
      
      
      
      
    
  
  
    
      2016-04-29
      0000356134
      549300R5MYM6VZF1RM44
      S000005654
      6
      N
      N
    
    
      002-74747
      
        U.S. Bancorp Asset Management, Inc.
        801-60125
      
      
        Ernst & Young, LLP
        Minneapolis
        MN
      
      
        U.S. Bancorp Asset Management, Inc.
      
      
        U.S. Bancorp Fund Services, LLC
        0001094770
        085-11357
      
      N
      N
      N
      Government/Agency
      N
      33
      107
      
        8891538480.26
        8271049767.84
        8278546513.80
        7773170554.32
        8525022855.73
      
      
        10882599835.08
        10461993170.11
        10532264760.66
        9874260682.19
        10187471053.14
      
      
        0.4510
        0.4370
        0.4300
        0.4120
        0.4470
      
      
        0.5520
        0.5520
        0.5470
        0.5230
        0.5350
      
      117.40
      19050138639.53
      19050138639.53
      8097700.54
      7035045.51
      19051201411.96
      19051158715.69
      1.0000
      0.0039
      
        1.0000
        1.0000
        1.0000
        1.0001
        1.0001
      
    
    
      C000015453
      2500.00
      3747552097.95
      3747551356.24
      
        1.0000
        1.0000
        1.0000
        1.0001
        1.0001
      
      
        283164000.54
        377911020.66
      
      
        36066107.00
        107745783.71
      
      
        59956189.15
        78771194.36
      
      
        163215734.86
        43367400.32
      
      
        313510953.90
        124100450.65
      
      
        583625712.42
        530324332.20
      
      0.0001
      Y
      U.S. Bancorp Asset Management, Inc., To maintain a zero or positive yield., 749986.94;
    
    
      C000015454
      1.00
      5677279510.42
      5677344615.40
      
        1.0000
        1.0000
        1.0000
        1.0001
        1.0001
      
      
        456698437.65
        903129504.31
      
      
        202286356.92
        479058323.85
      
      
        338438248.48
        218973341.84
      
      
        266916606.06
        152162317.80
      
      
        543338440.67
        589496664.62
      
      
        1428382138.68
        1711459327.26
      
      0.0001
      Y
      U.S. Bancorp Asset Management, Inc., To maintain a zero or positive yield., 513208.69;
    
    
      C000168476
      250000000.00
      10000.00
      10000.00
      
        0.0000
        1.0000
        1.0000
        1.0001
        1.0001
      
      
        0.00
        0.00
      
      
        10000.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        10000.00
        0.00
      
      0.0025
      Y
      U.S. Bancorp Asset Management, Inc., Expense cap waiver, 0.75;
    
    
      C000015452
      2500.00
      322035769.69
      322037563.94
      
        1.0000
        1.0000
        1.0000
        1.0001
        1.0001
      
      
        46473967.30
        61868361.19
      
      
        2528940.00
        8812858.53
      
      
        3516075.60
        4923031.12
      
      
        11729155.70
        4202926.78
      
      
        19349544.75
        15518168.70
      
      
        37461434.98
        89762141.62
      
      0.0001
      Y
      U.S. Bancorp Asset Management, Inc., To maintain a zero or positive yield., 105946.73;
    
    
      C000015455
      10000000.00
      7885862615.19
      7885779308.47
      
        1.0000
        1.0000
        1.0000
        1.0001
        1.0001
      
      
        1827260149.12
        2555671789.71
      
      
        1103650965.37
        966873099.73
      
      
        1934648417.35
        1572596406.47
      
      
        1159560068.29
        1769448043.55
      
      
        1857568622.83
        1314105172.05
      
      
        6257925864.53
        5924757699.20
      
      0.0021
      Y
      U.S. Bancorp Asset Management, Inc., Expense cap waiver, 395123.60;
    
    
      C000026833
      1.00
      1418461418.71
      1418435871.64
      
        1.0000
        1.0000
        1.0000
        1.0001
        1.0001
      
      
        1444485890.29
        590799533.41
      
      
        334191599.60
        800418775.23
      
      
        438263041.56
        568494015.11
      
      
        239330092.93
        339149343.44
      
      
        125250060.14
        503642749.56
      
      
        2270970349.80
        2235046658.60
      
      0.0009
      Y
      U.S. Bancorp Asset Management, Inc., Expense cap waiver, 68369.65;
    
    
      Bank of Nova Scotia/NY
      Bank of Nova Scotia/NY 0.27%
      0000064241
      CR6767116
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS BDS
          
            2020-02-15
          
          8.500000
          61.11
          79.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2025-02-15
          
          7.625000
          17905.23
          26785.71
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2027-08-15
          
          6.375000
          1052925.30
          1541988.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2028-04-15
          
          3.625000
          25419987.81
          51366811.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2028-11-15
          
          5.250000
          152469.45
          210771.07
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2029-04-15
          
          3.875000
          22797329.94
          47102521.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2025-01-15
          
          2.375000
          1382185.98
          2086044.05
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2027-01-15
          
          2.375000
          52700347.35
          76260092.26
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2038-05-15
          
          4.500000
          61.11
          84.19
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2029-01-15
          
          2.500000
          61.11
          85.28
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2039-05-15
          
          4.250000
          3214997.10
          4266178.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2039-08-15
          
          4.500000
          733320.00
          999066.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2039-11-15
          
          4.375000
          61.11
          82.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2040-02-15
          
          2.125000
          567039.69
          792519.75
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2040-05-15
          
          4.375000
          381937.50
          515807.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2041-02-15
          
          2.125000
          6353423.37
          8842768.30
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2042-02-15
          
          0.750000
          1150640.19
          1165758.38
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2042-11-15
          
          2.750000
          73987221.42
          76221724.94
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2043-02-15
          
          3.125000
          279517.14
          307313.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2043-02-15
          
          0.625000
          2335013.10
          2251469.36
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2043-05-15
          
          2.875000
          646482.69
          681044.47
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2044-02-15
          
          3.625000
          8226017.10
          9903544.70
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2044-05-15
          
          3.375000
          14875762.86
          17234337.13
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2044-08-15
          
          3.125000
          1522800.09
          1671079.74
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2045-02-15
          
          2.500000
          16893248.40
          16311992.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2045-11-15
          
          3.000000
          29186869.32
          31455895.03
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-08-31
          
          1.625000
          6685983.99
          6835331.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-10-31
          
          1.500000
          25831441.44
          26407554.69
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2016-07-15
          
          2.500000
          76170376.17
          91347669.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-11-15
          
          0.875000
          17110800.00
          17218604.62
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-01-15
          
          2.375000
          6219164.70
          7562629.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2016-12-31
          
          0.625000
          1836233.28
          1841375.54
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-01-15
          
          0.875000
          61.11
          61.38
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2025-01-15
          
          0.250000
          61.11
          61.89
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-01-15
          
          1.625000
          5428340.19
          6436691.30
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-02-15
          
          3.500000
          122831.10
          129654.78
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-02-28
          
          1.750000
          947205.00
          964523.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-04-15
          
          0.750000
          473296.95
          473006.76
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-05-15
          
          3.125000
          10327773.33
          11148638.94
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2016-06-30
          
          3.250000
          30555000.00
          31035150.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-08-31
          
          1.375000
          2377790.10
          2397886.82
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-10-31
          
          1.375000
          86410273.32
          87446611.19
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2025-11-15
          
          2.250000
          1986747.21
          2079927.62
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-11-30
          
          2.000000
          5499.90
          5689.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-01-15
          
          1.375000
          11565189.72
          13601488.66
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-12-15
          
          1.250000
          68857281.36
          69809220.11
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-05-31
          
          2.750000
          48805990.38
          50457859.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-06-30
          
          2.500000
          3284784.72
          3381133.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-07-31
          
          2.375000
          203496.30
          208977.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-01-31
          
          2.625000
          122.22
          126.92
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-02-28
          
          2.750000
          1558305.00
          1621049.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-05-31
          
          2.375000
          1466640.00
          1528219.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-10-31
          
          1.750000
          1005565.05
          1036236.72
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-01-31
          
          1.250000
          16796205.72
          17002401.29
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-05-31
          
          0.625000
          207774.00
          208270.28
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-06-30
          
          1.000000
          504768.60
          506730.49
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-07-31
          
          0.875000
          1222200.00
          1219852.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-08-15
          
          1.625000
          149841.72
          151232.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-09-30
          
          1.000000
          153997.20
          153926.72
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-01-15
          
          0.125000
          884750.58
          917677.89
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-04-15
          
          0.125000
          39646945.80
          41342071.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-05-31
          
          1.000000
          1740229.47
          1753865.36
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-08-15
          
          2.500000
          42104.79
          44863.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-10-31
          
          1.750000
          1511861.40
          1556908.71
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-07-31
          
          1.625000
          116047.89
          118807.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-04-30
          
          1.750000
          3718543.50
          3804077.15
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-05-31
          
          1.875000
          12222.00
          12577.73
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-05-31
          
          1.500000
          1682908.29
          1713834.30
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-06-30
          
          0.625000
          4039248.78
          4045672.96
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-07-15
          
          0.875000
          376682.04
          377941.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2025-07-15
          
          0.375000
          2148016.50
          2205101.83
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-07-31
          
          1.625000
          9134783.91
          9323802.82
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2027-02-15
          
          0.000000
          9.56
          7.63
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-05-02
      2016-05-02
      N
      N
      N
      0.0027
      855533667.00
      855533667.00
      855533667.00
      0.0449
      N
      Y
      Y
      N
    
    
      BNP Paribas Securities Corp
      BNP Paribas Securities Corp 0.28%
      0000753835
      CR6579401
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS BILLS
          
            2016-10-13
          
          0.000000
          51612500.00
          51528887.75
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BILLS
          
            2016-08-11
          
          0.000000
          200.00
          199.86
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2017-08-15
          
          8.875000
          5400.00
          6068.65
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2021-05-15
          
          8.125000
          100.00
          136.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2025-08-15
          
          6.875000
          100.00
          145.14
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2031-02-15
          
          5.375000
          300.00
          429.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2027-01-15
          
          2.375000
          17966500.00
          25998442.45
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2039-08-15
          
          4.500000
          100.00
          136.24
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2042-02-15
          
          3.125000
          400.00
          441.28
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2045-02-15
          
          2.500000
          500.00
          482.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-02-15
          
          0.625000
          10773600.00
          10794830.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-02-28
          
          1.500000
          300.00
          305.54
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-04-30
          
          1.625000
          26562400.00
          27301109.83
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-08-31
          
          1.625000
          2199400.00
          2248529.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-09-15
          
          1.000000
          100.00
          100.55
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-09-30
          
          1.750000
          1000.00
          1024.98
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-12-15
          
          1.000000
          7444000.00
          7502181.16
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-03-31
          
          1.750000
          30959300.00
          31462902.92
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-03-31
          
          1.375000
          1000.00
          1009.49
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-08-15
          
          1.000000
          1000.00
          1005.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-07-15
          
          1.875000
          600.00
          726.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2016-10-31
          
          3.125000
          700.00
          720.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-11-30
          
          2.000000
          25045500.00
          25908602.15
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-11-30
          
          1.625000
          110651000.00
          113225542.82
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-02-28
          
          3.000000
          100.00
          102.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-03-31
          
          3.250000
          100.00
          102.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-07-15
          
          1.250000
          100.00
          117.11
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-01-31
          
          0.750000
          2000.00
          2003.13
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-02-28
          
          1.125000
          137484000.00
          136726496.04
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-09-30
          
          1.875000
          300.00
          305.41
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-08-31
          
          1.500000
          200.00
          203.49
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2016-11-30
          
          0.875000
          100.00
          100.59
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-03-31
          
          1.000000
          200.00
          200.91
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-04-15
          
          0.125000
          87500400.00
          92228544.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-04-30
          
          0.875000
          494200.00
          497699.41
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-05-15
          
          1.750000
          6186100.00
          6322464.96
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-08-15
          
          1.625000
          755500.00
          762513.74
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-11-15
          
          1.625000
          20307300.00
          20538005.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-11-30
          
          0.625000
          900.00
          900.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-02-28
          
          0.750000
          400.00
          400.35
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-03-31
          
          0.750000
          100.00
          99.99
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-04-15
          
          0.125000
          1000.00
          1042.76
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-10-31
          
          1.750000
          224730900.00
          231426964.61
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-04-30
          
          1.750000
          25962800.00
          26559994.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-06-30
          
          1.625000
          100.00
          102.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-07-31
          
          1.625000
          4368700.00
          4459098.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2032-02-15
          
          0.000000
          283.06
          193.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2035-02-15
          
          0.000000
          91.20
          56.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2033-05-15
          
          0.000000
          28.44
          18.64
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2017-11-15
          
          0.000000
          458823.22
          453532.99
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2028-05-15
          
          0.000000
          44675.21
          34249.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2028-11-15
          
          0.000000
          1.28
          0.97
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2029-02-15
          
          0.000000
          3.99
          2.99
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2029-05-15
          
          0.000000
          617.18
          459.97
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2031-02-15
          
          0.000000
          89.41
          63.36
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2037-05-15
          
          0.000000
          62.27
          35.75
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-05-02
      2016-05-02
      N
      N
      N
      0.0028
      800000000.00
      800000000.00
      800000000.00
      0.0420
      N
      Y
      Y
      N
    
    
      BNP Paribas Securities Corp
      BNP Paribas Securities Corp 0.29%
      0000753835
      CR7117177
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LN MTG CORP
          S6XOOCT0IEG5ABCC6L87
          
            2026-06-01
          
          8.250000
          1041000.00
          1510539.58
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2024-09-06
          
          2.625000
          3000.00
          3162.70
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP
          S6XOOCT0IEG5ABCC6L87
          
            2017-07-28
          
          1.000000
          28.00
          28.17
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
          S6XOOCT0IEG5ABCC6L87
          
            2018-01-12
          
          0.750000
          15690000.00
          15702382.03
          Agency Debentures and Agency Strips
        
        
          UNITED STATES TREAS BILLS
          
            2016-06-23
          
          0.000000
          105000.00
          104970.60
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BILLS
          
            2016-07-21
          
          0.000000
          1071000.00
          1070450.58
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BILLS
          
            2016-05-19
          
          0.000000
          400000.00
          399967.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BD STRIPPED PRIN PMT
          
            2042-02-15
          
          0.000000
          300.00
          147.35
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2042-11-15
          
          2.750000
          3254800.00
          3353098.89
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2044-08-15
          
          3.125000
          100.00
          109.74
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-02-28
          
          2.000000
          1000.00
          1035.76
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-04-15
          
          0.125000
          200.00
          206.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-09-30
          
          1.750000
          2100.00
          2152.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2016-09-30
          
          0.500000
          4840800.00
          4844750.94
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-10-31
          
          1.500000
          69000.00
          70538.89
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-11-30
          
          1.500000
          17739100.00
          18108756.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-01-15
          
          2.375000
          1037700.00
          1261864.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-08-15
          
          4.750000
          2396100.00
          2545129.26
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-11-15
          
          3.375000
          4800.00
          5258.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-11-30
          
          2.000000
          200.00
          206.89
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-11-30
          
          1.625000
          61820800.00
          63259199.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-12-31
          
          1.000000
          341300.00
          343824.49
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2026-02-15
          
          1.625000
          6928000.00
          6818562.34
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-04-15
          
          0.125000
          100.00
          102.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-05-15
          
          3.125000
          100.00
          110.19
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-05-15
          
          1.750000
          7684000.00
          7853384.32
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-09-30
          
          1.000000
          600.00
          599.73
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-03-31
          
          0.750000
          27941600.00
          27939763.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-11-15
          
          2.750000
          27707200.00
          30226926.26
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-07-31
          
          2.000000
          1550800.00
          1601154.65
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2016-05-15
          
          0.000000
          16867332.61
          16865983.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2019-02-15
          
          0.000000
          0.32
          0.31
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2020-05-15
          
          0.000000
          11.59
          11.03
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2022-11-15
          
          0.000000
          478.78
          429.73
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2025-11-15
          
          0.000000
          126859.33
          105104.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2031-02-15
          
          0.000000
          124.07
          87.93
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-05-02
      2016-05-02
      N
      N
      N
      0.0029
      200000000.00
      200000000.00
      200000000.00
      0.0105
      N
      Y
      Y
      N
    
    
      Credit Agricole Corporate & Investment Bank
      Credit Agricole Corporate & Investment Bank 0.28%
      0000033738
      CR6767117
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS BDS
          
            2026-01-15
          
          2.000000
          135372705.30
          190713550.39
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-12-31
          
          1.500000
          130946996.88
          133671356.35
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2024-02-15
          
          2.750000
          184650892.65
          200166859.61
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-08-15
          
          4.000000
          173001798.90
          187207299.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-12-31
          
          1.750000
          178766182.98
          183596307.73
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-04-30
          
          2.625000
          189413500.50
          198795697.57
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-06-30
          
          2.375000
          70753952.43
          73662694.84
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-09-30
          
          0.625000
          175466365.20
          175374283.71
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-05-31
          
          2.000000
          190339378.11
          198088354.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-05-31
          
          1.875000
          198254895.30
          204025234.03
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-05-02
      2016-05-02
      N
      N
      N
      0.0028
      1711067333.00
      1711067333.00
      1711067333.00
      0.0898
      N
      Y
      Y
      N
    
    
      Credit Suisse Securities (USA) LLC
      Credit Suisse Securities (USA) LLC 0.28%
      0000318336
      CR2396230
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          U.S. TREASURY
          
            2021-08-15
          
          2.125000
          48925000.00
          51003339.44
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-05-02
      2016-05-02
      N
      N
      N
      0.0028
      50000000.00
      50000000.00
      50000000.00
      0.0026
      N
      Y
      Y
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.43%
      3133EEFV7
      US3133EEFV75
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-22
      2016-07-22
      2016-07-22
      N
      N
      N
      0.0044
      100000115.71
      100000115.71
      100000115.71
      0.0052
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.48%
      3133EEGF1
      US3133EEGF17
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-24
      2017-05-24
      2017-05-24
      N
      N
      N
      0.0050
      27996830.41
      27996830.41
      27996830.41
      0.0015
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.38%
      3133EECW8
      US3133EECW85
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-25
      2016-05-25
      2016-05-25
      N
      N
      N
      0.0031
      21000790.36
      21000790.36
      21000790.36
      0.0011
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.41%
      3133EEDE7
      US3133EEDE78
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-12-01
      2016-12-01
      N
      N
      N
      0.0041
      50003094.38
      50003094.38
      50003094.38
      0.0026
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.46%
      3133EF2Y2
      US3133EF2Y27
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-15
      2017-02-15
      2017-02-15
      N
      N
      N
      0.0048
      24997993.06
      24997993.06
      24997993.06
      0.0013
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.49%
      3133EF4Q7
      US3133EF4Q74
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-22
      2017-06-22
      2017-06-22
      N
      N
      N
      0.0051
      49994238.50
      49994238.50
      49994238.50
      0.0026
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.42%
      3133EEKG4
      US3133EEKG44
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-21
      2016-06-21
      2016-06-21
      N
      N
      N
      0.0044
      149998093.81
      149998093.81
      149998093.81
      0.0079
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.56%
      3133EF2H9
      US3133EF2H93
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-13
      2017-11-13
      2017-11-13
      N
      N
      N
      0.0057
      157992429.88
      157992429.88
      157992429.88
      0.0083
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.41%
      3133EEBT6
      US3133EEBT65
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-13
      2016-05-13
      2016-05-13
      N
      N
      N
      0.0041
      239999816.60
      239999816.60
      239999816.60
      0.0126
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.51%
      313312U81
      US313312U816
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-12-27
      2016-12-27
      2016-12-27
      N
      N
      N
      0.0051
      74746061.26
      74746061.26
      74746061.26
      0.0039
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.50%
      313312G20
      US313312G203
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-16
      2016-09-16
      2016-09-16
      N
      N
      N
      0.0050
      4990486.10
      4990486.10
      4990486.10
      0.0003
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.54%
      31331KW22
      US31331KW229
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-21
      2016-11-21
      2016-11-21
      N
      N
      N
      0.0042
      30021559.06
      30021559.06
      30021559.06
      0.0016
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.43%
      313312ZR4
      US313312ZR42
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-21
      2016-07-21
      2016-07-21
      N
      N
      N
      0.0043
      49952777.77
      49952777.77
      49952777.77
      0.0026
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.48%
      3133EDP30
      US3133EDP302
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-24
      2017-03-24
      2017-03-24
      N
      N
      N
      0.0052
      24992237.95
      24992237.95
      24992237.95
      0.0013
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.43%
      3133EDRH7
      US3133EDRH70
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0043
      200005493.80
      200005493.80
      200005493.80
      0.0105
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.50%
      313312E97
      US313312E976
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2016-09-07
      N
      N
      N
      0.0050
      36929231.11
      36929231.11
      36929231.11
      0.0019
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.49%
      3133EDJX1
      US3133EDJX13
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-17
      2017-04-17
      2017-04-17
      N
      N
      N
      0.0045
      75028483.00
      75028483.00
      75028483.00
      0.0039
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.52%
      3133EF5A1
      US3133EF5A14
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-25
      2017-10-25
      2017-10-25
      N
      N
      N
      0.0054
      124981242.70
      124981242.70
      124981242.70
      0.0066
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.46%
      3133EFPD3
      US3133EFPD33
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-16
      2017-03-16
      2017-03-16
      N
      N
      N
      0.0050
      118958249.16
      118958249.16
      118958249.16
      0.0062
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.46%
      3133EFLT2
      US3133EFLT21
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-28
      2017-08-28
      2017-08-28
      N
      N
      N
      0.0056
      24970210.45
      24970210.45
      24970210.45
      0.0013
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.56%
      3133EFL88
      US3133EFL884
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-14
      2017-09-14
      2017-09-14
      N
      N
      N
      0.0058
      74989459.48
      74989459.48
      74989459.48
      0.0039
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.53%
      3133EFR66
      US3133EFR667
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-24
      2017-08-24
      2017-08-24
      N
      N
      N
      0.0055
      109982306.36
      109982306.36
      109982306.36
      0.0058
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.48%
      3133EFRC3
      US3133EFRC32
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-29
      2017-03-29
      2017-03-29
      N
      N
      N
      0.0049
      25000000.00
      25000000.00
      25000000.00
      0.0013
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.57%
      3133EFW86
      US3133EFW865
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-06
      2017-10-06
      2017-10-06
      N
      N
      N
      0.0058
      79994232.85
      79994232.85
      79994232.85
      0.0042
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.52%
      3133EFZZ3
      US3133EFZZ35
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-16
      2017-02-16
      2017-02-16
      N
      N
      N
      0.0053
      25000000.00
      25000000.00
      25000000.00
      0.0013
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.51%
      3133EFL47
      US3133EFL470
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-08
      2017-03-08
      2017-03-08
      N
      N
      N
      0.0053
      24998874.16
      24998874.16
      24998874.16
      0.0013
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.42%
      3133EFBX4
      US3133EFBX43
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2017-08-01
      2017-08-01
      N
      N
      N
      0.0056
      19968514.29
      19968514.29
      19968514.29
      0.0010
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.43%
      3133EFDK0
      US3133EFDK04
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-21
      2017-02-21
      2017-02-21
      N
      N
      N
      0.0044
      150000000.00
      150000000.00
      150000000.00
      0.0079
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.43%
      3133EFCL9
      US3133EFCL95
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-04
      2017-04-04
      2017-04-04
      N
      N
      N
      0.0044
      45620940.62
      45620940.62
      45620940.62
      0.0024
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.43%
      3133EFEE3
      US3133EFEE35
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-21
      2017-03-21
      2017-03-21
      N
      N
      N
      0.0044
      24998624.42
      24998624.42
      24998624.42
      0.0013
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.56%
      3133EFF85
      US3133EFF852
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2017-08-01
      2017-08-01
      N
      N
      N
      0.0057
      24999933.97
      24999933.97
      24999933.97
      0.0013
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.43%
      3133EFFR3
      US3133EFFR39
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2017-03-30
      2017-03-30
      N
      N
      N
      0.0043
      50000000.00
      50000000.00
      50000000.00
      0.0026
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.44%
      3133EFEV5
      US3133EFEV59
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-25
      2017-09-25
      2017-09-25
      N
      N
      N
      0.0057
      21962926.63
      21962926.63
      21962926.63
      0.0012
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.50%
      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
      0.0050
      49906249.96
      49906249.96
      49906249.96
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.50%
      313384G60
      US313384G608
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-20
      2016-09-20
      2016-09-20
      N
      N
      N
      0.0050
      19960833.37
      19960833.37
      19960833.37
      0.0010
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.51%
      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
      0.0051
      149697000.00
      149697000.00
      149697000.00
      0.0079
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.37%
      313384WH8
      US313384WH81
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-05-02
      2016-05-02
      N
      N
      N
      0.0037
      18300000.00
      18300000.00
      18300000.00
      0.0010
      N
      Y
      Y
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.50%
      313384H51
      US313384H515
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-27
      2016-09-27
      2016-09-27
      N
      N
      N
      0.0050
      24948611.55
      24948611.55
      24948611.55
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 5.12%
      3133XHK68
      US3133XHK684
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-10-19
      2016-10-19
      2016-10-19
      N
      N
      N
      0.0064
      36645914.60
      36645914.60
      36645914.60
      0.0019
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 4.75%
      3133XHZK1
      US3133XHZK11
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-12-16
      2016-12-16
      2016-12-16
      N
      N
      N
      0.0063
      63580804.91
      63580804.91
      63580804.91
      0.0033
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.53%
      313384C23
      US313384C235
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-15
      2016-08-15
      2016-08-15
      N
      N
      N
      0.0053
      49922707.46
      49922707.46
      49922707.46
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.52%
      313384F38
      US313384F386
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-09
      2016-09-09
      2016-09-09
      N
      N
      N
      0.0052
      24553806.66
      24553806.66
      24553806.66
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.55%
      313384D89
      US313384D894
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-29
      2016-08-29
      2016-08-29
      N
      N
      N
      0.0055
      24954548.61
      24954548.61
      24954548.61
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.49%
      313384ZQ5
      US313384ZQ53
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-20
      2016-07-20
      2016-07-20
      N
      N
      N
      0.0049
      265316600.65
      265316600.65
      265316600.65
      0.0139
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.50%
      313384ZK8
      US313384ZK83
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-15
      2016-07-15
      2016-07-15
      N
      N
      N
      0.0050
      47451180.55
      47451180.55
      47451180.55
      0.0025
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.47%
      313384XV6
      US313384XV66
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2016-06-07
      N
      N
      N
      0.0047
      29985900.00
      29985900.00
      29985900.00
      0.0016
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.50%
      313384ZZ5
      US313384ZZ52
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-29
      2016-07-29
      2016-07-29
      N
      N
      N
      0.0050
      49938888.89
      49938888.89
      49938888.89
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.51%
      313384ZX0
      US313384ZX05
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-27
      2016-07-27
      2016-07-27
      N
      N
      N
      0.0051
      139828764.45
      139828764.45
      139828764.45
      0.0073
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.50%
      313384ZS1
      US313384ZS10
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-22
      2016-07-22
      2016-07-22
      N
      N
      N
      0.0050
      49943750.00
      49943750.00
      49943750.00
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.39%
      313384XN4
      US313384XN41
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-31
      2016-05-31
      2016-05-31
      N
      N
      N
      0.0039
      74976437.50
      74976437.50
      74976437.50
      0.0039
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.39%
      313384WZ8
      US313384WZ89
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-18
      2016-05-18
      2016-05-18
      N
      N
      N
      0.0039
      24995666.67
      24995666.67
      24995666.67
      0.0013
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.40%
      313384WU9
      US313384WU92
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-13
      2016-05-13
      2016-05-13
      N
      N
      N
      0.0040
      16387996.78
      16387996.78
      16387996.78
      0.0009
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.38%
      313384WM7
      US313384WM76
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-06
      2016-05-06
      2016-05-06
      N
      N
      N
      0.0038
      49997888.89
      49997888.89
      49997888.89
      0.0026
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.39%
      313384XJ3
      US313384XJ39
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-27
      2016-05-27
      2016-05-27
      N
      N
      N
      0.0039
      24993229.17
      24993229.17
      24993229.17
      0.0013
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.40%
      313384XG9
      US313384XG99
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-25
      2016-05-25
      2016-05-25
      N
      N
      N
      0.0040
      9212645.06
      9212645.06
      9212645.06
      0.0005
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.39%
      313384XB0
      US313384XB03
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-20
      2016-05-20
      2016-05-20
      N
      N
      N
      0.0039
      56988850.00
      56988850.00
      56988850.00
      0.0030
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 2.00%
      313370TW8
      US313370TW83
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-09
      2016-09-09
      2016-09-09
      N
      N
      N
      0.0038
      40228800.00
      40228800.00
      40228800.00
      0.0021
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.41%
      3130A6E78
      US3130A6E781
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-26
      2016-08-26
      2016-08-26
      N
      N
      N
      0.0041
      50000000.00
      50000000.00
      50000000.00
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.42%
      3130A6EN3
      US3130A6EN34
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-28
      2017-02-28
      2017-02-28
      N
      N
      N
      0.0043
      99997925.81
      99997925.81
      99997925.81
      0.0052
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.43%
      3130A6F36
      US3130A6F366
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2017-03-02
      2017-03-02
      N
      N
      N
      0.0043
      50000000.00
      50000000.00
      50000000.00
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.52%
      3130A6DU8
      US3130A6DU85
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-26
      2016-08-26
      2016-08-26
      N
      N
      N
      0.0052
      219998417.68
      219998417.68
      219998417.68
      0.0115
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.48%
      3130A6BE6
      US3130A6BE61
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-14
      2017-02-14
      2017-02-14
      N
      N
      N
      0.0051
      249955963.45
      249955963.45
      249955963.45
      0.0131
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.41%
      3130A6C96
      US3130A6C967
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-14
      2017-02-14
      2017-02-14
      N
      N
      N
      0.0042
      175000000.00
      175000000.00
      175000000.00
      0.0092
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.40%
      3130A6D95
      US3130A6D957
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-25
      2016-08-25
      2016-08-25
      N
      N
      N
      0.0041
      100000000.00
      100000000.00
      100000000.00
      0.0052
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.53%
      3130A6FF9
      US3130A6FF90
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-06-08
      2017-03-08
      2017-03-08
      N
      N
      N
      0.0054
      99997874.78
      99997874.78
      99997874.78
      0.0052
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.57%
      3130A6SE8
      US3130A6SE88
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-19
      2017-05-19
      2017-05-19
      N
      N
      N
      0.0058
      25000000.00
      25000000.00
      25000000.00
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.42%
      3130A74G7
      US3130A74G75
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-25
      2016-06-24
      2016-06-24
      N
      N
      N
      0.0045
      39998861.82
      39998861.82
      39998861.82
      0.0021
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.47%
      3130A74J1
      US3130A74J15
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-21
      2016-07-21
      2016-07-21
      N
      N
      N
      0.0047
      35000000.00
      35000000.00
      35000000.00
      0.0018
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.38%
      3130A6Q59
      US3130A6Q595
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-11-02
      2016-11-02
      2016-11-02
      N
      N
      N
      0.0063
      24968106.67
      24968106.67
      24968106.67
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.44%
      3130A6G43
      US3130A6G430
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-17
      2017-03-17
      2017-03-17
      N
      N
      N
      0.0045
      49997786.83
      49997786.83
      49997786.83
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.55%
      3130A6GX9
      US3130A6GX97
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-06-27
      2017-03-27
      2017-03-27
      N
      N
      N
      0.0056
      50000000.00
      50000000.00
      50000000.00
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.46%
      3130A6P50
      US3130A6P506
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-21
      2017-04-21
      2017-04-21
      N
      N
      N
      0.0049
      224948612.76
      224948612.76
      224948612.76
      0.0118
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.49%
      3130A5S91
      US3130A5S916
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-06-29
      2016-06-29
      2016-06-29
      N
      N
      N
      0.0050
      150000000.00
      150000000.00
      150000000.00
      0.0079
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.49%
      3130A5VU0
      US3130A5VU01
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-17
      2016-10-17
      2016-10-17
      N
      N
      N
      0.0051
      234991070.41
      234991070.41
      234991070.41
      0.0123
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.39%
      3130A5VZ9
      US3130A5VZ97
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-09
      2017-01-09
      2017-01-09
      N
      N
      N
      0.0040
      49998458.47
      49998458.47
      49998458.47
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.49%
      3130A5QZ5
      US3130A5QZ52
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-06-24
      2016-06-24
      2016-06-24
      N
      N
      N
      0.0051
      199998103.36
      199998103.36
      199998103.36
      0.0105
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.51%
      3130A56Y0
      US3130A56Y00
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-27
      2016-10-27
      2016-10-27
      N
      N
      N
      0.0054
      199984988.35
      199984988.35
      199984988.35
      0.0105
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.40%
      3130A5FW4
      US3130A5FW41
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-06-17
      2016-06-17
      2016-06-17
      N
      N
      N
      0.0040
      50000000.00
      50000000.00
      50000000.00
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.44%
      3130A5N62
      US3130A5N628
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-08
      2016-07-08
      2016-07-08
      N
      N
      N
      0.0044
      25000000.00
      25000000.00
      25000000.00
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.39%
      3130A5WN5
      US3130A5WN58
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-22
      2016-07-22
      2016-07-22
      N
      N
      N
      0.0044
      49993926.66
      49993926.66
      49993926.66
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.48%
      3130A67B7
      US3130A67B79
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-07
      2017-02-07
      2017-02-07
      N
      N
      N
      0.0055
      49979645.87
      49979645.87
      49979645.87
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.48%
      3130A6BA4
      US3130A6BA40
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-17
      2017-02-17
      2017-02-17
      N
      N
      N
      0.0053
      49982991.51
      49982991.51
      49982991.51
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.51%
      3130A6BD8
      US3130A6BD88
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-09
      2016-09-09
      2016-09-09
      N
      N
      N
      0.0051
      25000000.00
      25000000.00
      25000000.00
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.45%
      3130A65H6
      US3130A65H67
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-29
      2016-08-29
      2016-08-29
      N
      N
      N
      0.0045
      50000000.00
      50000000.00
      50000000.00
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.48%
      3130A5WQ8
      US3130A5WQ89
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2017-01-30
      2017-01-30
      N
      N
      N
      0.0052
      49994335.51
      49994335.51
      49994335.51
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.48%
      3130A5WR6
      US3130A5WR62
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-03
      2017-02-03
      2017-02-03
      N
      N
      N
      0.0054
      49982085.91
      49982085.91
      49982085.91
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.39%
      3130A5X79
      US3130A5X791
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-17
      2017-01-17
      2017-01-17
      N
      N
      N
      0.0047
      99946035.70
      99946035.70
      99946035.70
      0.0052
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.62%
      3130A7F83
      US3130A7F836
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2017-09-01
      2017-09-01
      N
      N
      N
      0.0063
      25000000.00
      25000000.00
      25000000.00
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.62%
      3130A7FS9
      US3130A7FS94
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2017-09-07
      2017-09-07
      N
      N
      N
      0.0063
      25000000.00
      25000000.00
      25000000.00
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.50%
      3130A7FX8
      US3130A7FX89
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2016-09-01
      N
      N
      N
      0.0053
      29997374.35
      29997374.35
      29997374.35
      0.0016
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.61%
      3130A7EC5
      US3130A7EC51
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-25
      2017-08-25
      2017-08-25
      N
      N
      N
      0.0062
      50001042.07
      50001042.07
      50001042.07
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.47%
      3130A7D69
      US3130A7D690
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-24
      2016-08-24
      2016-08-24
      N
      N
      N
      0.0050
      24997619.78
      24997619.78
      24997619.78
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.47%
      3130A7D77
      US3130A7D773
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-22
      2016-08-22
      2016-08-22
      N
      N
      N
      0.0049
      24998461.54
      24998461.54
      24998461.54
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.50%
      3130A7E92
      US3130A7E920
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2016-09-01
      N
      N
      N
      0.0051
      49998657.35
      49998657.35
      49998657.35
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.61%
      3130A7H99
      US3130A7H998
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-06-11
      2017-09-11
      2017-09-11
      N
      N
      N
      0.0062
      25002174.72
      25002174.72
      25002174.72
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.59%
      3130A7RM9
      US3130A7RM96
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-11
      2017-10-11
      2017-10-11
      N
      N
      N
      0.0060
      25000000.00
      25000000.00
      25000000.00
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.60%
      3130A7P66
      US3130A7P660
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-06-29
      2017-09-29
      2017-09-29
      N
      N
      N
      0.0062
      35000000.00
      35000000.00
      35000000.00
      0.0018
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.61%
      3130A7NM3
      US3130A7NM33
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-04
      2017-10-04
      2017-10-04
      N
      N
      N
      0.0061
      115008125.48
      115008125.48
      115008125.48
      0.0060
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.50%
      3130A7T54
      US3130A7T548
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-19
      2017-04-19
      2017-04-19
      N
      N
      N
      0.0050
      50000000.00
      50000000.00
      50000000.00
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.79%
      3130A7JQ9
      US3130A7JQ92
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2017-03-30
      2017-03-30
      2017-03-30
      N
      N
      N
      0.0041
      25000000.00
      25000000.00
      25000000.00
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.83%
      3130A7KF1
      US3130A7KF19
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2017-04-12
      2017-04-12
      2017-04-12
      N
      N
      N
      0.0083
      35000000.00
      35000000.00
      35000000.00
      0.0018
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.53%
      3130A7TB1
      US3130A7TB14
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-13
      2017-04-13
      2017-04-13
      N
      N
      N
      0.0054
      50000000.00
      50000000.00
      50000000.00
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.47%
      3130A77D1
      US3130A77D18
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-26
      2016-08-26
      2016-08-26
      N
      N
      N
      0.0047
      50000000.00
      50000000.00
      50000000.00
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.50%
      3130A7AF2
      US3130A7AF29
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-19
      2016-08-19
      2016-08-19
      N
      N
      N
      0.0052
      33498448.59
      33498448.59
      33498448.59
      0.0018
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.52%
      3130A76V2
      US3130A76V25
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-04
      2016-08-04
      2016-08-04
      N
      N
      N
      0.0054
      49997953.95
      49997953.95
      49997953.95
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.52%
      3130A75S0
      US3130A75S05
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-23
      2017-01-23
      2017-01-23
      N
      N
      N
      0.0053
      50000000.00
      50000000.00
      50000000.00
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.59%
      3130A74T9
      US3130A74T96
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-27
      2017-07-27
      2017-07-27
      N
      N
      N
      0.0061
      24996724.36
      24996724.36
      24996724.36
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.56%
      3130A7AG0
      US3130A7AG02
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-08
      2017-02-08
      2017-02-08
      N
      N
      N
      0.0057
      50000000.00
      50000000.00
      50000000.00
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.56%
      3130A7BK0
      US3130A7BK05
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-17
      2017-02-17
      2017-02-17
      N
      N
      N
      0.0057
      35000000.00
      35000000.00
      35000000.00
      0.0018
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.53%
      3130A7BL8
      US3130A7BL87
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-17
      2017-02-17
      2017-02-17
      N
      N
      N
      0.0054
      30000061.38
      30000061.38
      30000061.38
      0.0016
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.53%
      3130A7BS3
      US3130A7BS31
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-22
      2017-02-22
      2017-02-22
      N
      N
      N
      0.0054
      75000000.00
      75000000.00
      75000000.00
      0.0039
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.52%
      3130A7B95
      US3130A7B959
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-12
      2016-08-12
      2016-08-12
      N
      N
      N
      0.0053
      24999243.41
      24999243.41
      24999243.41
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.56%
      3130A7AV7
      US3130A7AV78
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-12
      2017-02-10
      2017-02-10
      N
      N
      N
      0.0057
      25000000.00
      25000000.00
      25000000.00
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.75%
      3134G8LG2
      S6XOOCT0IEG5ABCC6L87
      US3134G8LG23
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2017-03-09
      2017-03-09
      2017-03-09
      N
      N
      N
      0.0075
      50000000.00
      50000000.00
      50000000.00
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 2.00%
      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
      127622254.26
      127622254.26
      127622254.26
      0.0067
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 2.50%
      3137EACT4
      S6XOOCT0IEG5ABCC6L87
      US3137EACT49
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-27
      2016-05-27
      2016-05-27
      N
      N
      N
      0.0043
      13448068.65
      13448068.65
      13448068.65
      0.0007
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.88%
      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
      0.0059
      98134600.51
      98134600.51
      98134600.51
      0.0052
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.50%
      3137EADQ9
      S6XOOCT0IEG5ABCC6L87
      US3137EADQ90
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-13
      2016-05-13
      2016-05-13
      N
      N
      N
      0.0034
      67977349.48
      67977349.48
      67977349.48
      0.0036
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.57%
      3134G8HY8
      S6XOOCT0IEG5ABCC6L87
      US3134G8HY84
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-21
      2017-07-21
      2017-07-21
      N
      N
      N
      0.0059
      49993715.50
      49993715.50
      49993715.50
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.56%
      313396L35
      US313396L354
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-10-19
      2016-10-19
      2016-10-19
      N
      N
      N
      0.0056
      13344617.33
      13344617.33
      13344617.33
      0.0007
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.51%
      3134G5PN9
      S6XOOCT0IEG5ABCC6L87
      US3134G5PN98
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-14
      2016-11-14
      2016-11-14
      N
      N
      N
      0.0051
      110004319.85
      110004319.85
      110004319.85
      0.0058
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.51%
      313396F32
      US313396F323
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-09
      2016-09-09
      2016-09-09
      N
      N
      N
      0.0051
      49907916.67
      49907916.67
      49907916.67
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.49%
      313396D59
      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
      0.0049
      99843722.22
      99843722.22
      99843722.22
      0.0052
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.50%
      313396E41
      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
      0.0050
      74374001.88
      74374001.88
      74374001.88
      0.0039
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.44%
      3134G72G5
      S6XOOCT0IEG5ABCC6L87
      US3134G72G51
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-20
      2017-04-20
      2017-04-20
      N
      N
      N
      0.0047
      74988832.18
      74988832.18
      74988832.18
      0.0039
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.40%
      3134G7UR0
      S6XOOCT0IEG5ABCC6L87
      US3134G7UR04
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-09-02
      2016-09-02
      N
      N
      N
      0.0041
      50000000.00
      50000000.00
      50000000.00
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.44%
      3134G6AE3
      S6XOOCT0IEG5ABCC6L87
      US3134G6AE38
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-21
      2016-07-21
      2016-07-21
      N
      N
      N
      0.0045
      59498709.06
      59498709.06
      59498709.06
      0.0031
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.40%
      3134G5RF4
      S6XOOCT0IEG5ABCC6L87
      US3134G5RF47
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-27
      2016-05-27
      2016-05-27
      N
      N
      N
      0.0042
      16714714.26
      16714714.26
      16714714.26
      0.0009
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.41%
      3134G5UC7
      S6XOOCT0IEG5ABCC6L87
      US3134G5UC78
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-15
      2016-06-15
      2016-06-15
      N
      N
      N
      0.0043
      74998617.56
      74998617.56
      74998617.56
      0.0039
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 0.75%
      3135G0ZB2
      B1V7KEBTPIMZEU4LTD58
      US3135G0ZB27
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2017-04-20
      2017-04-20
      2017-04-20
      N
      N
      N
      0.0070
      41921460.84
      41921460.84
      41921460.84
      0.0022
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 0.40%
      313588ZP3
      US313588ZP33
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-19
      2016-07-19
      2016-07-19
      N
      N
      N
      0.0040
      99913333.33
      99913333.33
      99913333.33
      0.0052
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 5.00%
      31359M4D2
      B1V7KEBTPIMZEU4LTD58
      US31359M4D26
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2017-02-13
      2017-02-13
      2017-02-13
      N
      N
      N
      0.0075
      96066923.09
      96066923.09
      96066923.09
      0.0050
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 0.35%
      313588XQ3
      US313588XQ34
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-06-02
      2016-06-02
      2016-06-02
      N
      N
      N
      0.0035
      299909583.34
      299909583.34
      299909583.34
      0.0157
      N
      N
      Y
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 0.43%
      313588B46
      US313588B464
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-09
      2016-08-09
      2016-08-09
      N
      N
      N
      0.0043
      99881750.00
      99881750.00
      99881750.00
      0.0052
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 0.46%
      313588C45
      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
      0.0046
      14728834.84
      14728834.84
      14728834.84
      0.0008
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 1.25%
      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
      0.0045
      134678712.29
      134678712.29
      134678712.29
      0.0071
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 0.46%
      3135G0YL1
      B1V7KEBTPIMZEU4LTD58
      US3135G0YL18
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-16
      2016-08-16
      2016-08-16
      N
      N
      N
      0.0042
      9501183.94
      9501183.94
      9501183.94
      0.0005
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 0.50%
      3135G0XC2
      B1V7KEBTPIMZEU4LTD58
      US3135G0XC28
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-22
      2016-08-22
      2016-08-22
      N
      N
      N
      0.0062
      99993623.19
      99993623.19
      99993623.19
      0.0052
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 0.45%
      3135G0E66
      B1V7KEBTPIMZEU4LTD58
      US3135G0E668
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-08
      2017-09-08
      2017-09-08
      N
      N
      N
      0.0057
      24960998.84
      24960998.84
      24960998.84
      0.0013
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 0.45%
      3135G0B44
      B1V7KEBTPIMZEU4LTD58
      US3135G0B441
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-05-26
      2017-01-26
      2017-01-26
      N
      N
      N
      0.0044
      40004655.98
      40004655.98
      40004655.98
      0.0021
      N
      N
      N
      N
    
    
      Federal Reserve Bank of New York
      Federal Reserve Bank of New York 0.25%
      0001457970
      CR5842164
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS BDS
          
            2028-08-15
          
          5.500000
          109573700.00
          152556319.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2028-11-15
          
          5.250000
          14407700.00
          19916949.57
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-01-31
          
          2.125000
          27679500.00
          28878596.47
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-03-31
          
          2.250000
          89700600.00
          93854884.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-08-15
          
          3.625000
          2222700.00
          2427316.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-11-15
          
          1.625000
          67438200.00
          68204346.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-12-31
          
          1.125000
          321045700.00
          322486807.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-05-31
          
          1.375000
          94000000.00
          95238244.54
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-04-30
          
          2.250000
          110309100.00
          116455323.04
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-05-02
      2016-05-02
      N
      N
      N
      0.0025
      900000000.00
      900000000.00
      900000000.00
      0.0472
      N
      Y
      Y
      N
    
    
      Goldman Sachs & Company
      Goldman Sachs & Company 0.27%
      0000042352
      CR8223537
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LN BKS
          
            2036-07-15
          
          5.500000
          50000.00
          69216.34
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP FOR FUTURE ISSUES SEE 3
          S6XOOCT0IEG5ABCC6L87
          
            2029-09-15
          
          6.750000
          135688000.00
          201667646.88
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP
          S6XOOCT0IEG5ABCC6L87
          
            2032-07-15
          
          6.250000
          116725000.00
          171232721.72
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2020-01-21
          
          1.625000
          10123000.00
          10332785.12
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2017-01-30
          
          1.250000
          75000000.00
          75617270.83
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2020-03-06
          
          1.750000
          8371000.00
          8523907.94
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP
          S6XOOCT0IEG5ABCC6L87
          
            2019-08-01
          
          1.250000
          69998000.00
          70623471.02
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-15
          
          5.625000
          46435000.00
          65490530.95
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2017-11-24
          
          5.355000
          7726000.00
          8443021.09
          Agency Debentures and Agency Strips
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-05-02
      2016-05-02
      N
      N
      N
      0.0027
      600000000.00
      600000000.00
      600000000.00
      0.0315
      N
      Y
      Y
      N
    
    
      HSBC Securities (USA) Inc
      HSBC Securities (USA) Inc 0.27%
      0000853784
      CR1122678
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          U.S. TREASURY
          
            2044-08-15
          
          3.125000
          116190000.00
          127503769.88
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-03
      2016-05-03
      2016-05-03
      N
      N
      N
      0.0027
      125000000.00
      125000000.00
      125000000.00
      0.0066
      N
      N
      Y
      N
    
    
      HSBC Securities (USA) Inc
      HSBC Securities (USA) Inc 0.27%
      0000853784
      CR3527536
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          U.S. TREASURY
          
            2020-11-30
          
          1.625000
          262894300.00
          269041876.43
          U.S. Treasuries (including strips)
        
        
          U.S. TREASURY
          
            2022-09-30
          
          1.750000
          34400000.00
          34850866.51
          U.S. Treasuries (including strips)
        
        
          FEDERAL HOME LOAN BANKS - FHLB
          
            2018-02-27
          
          0.500000
          25000000.00
          25057026.74
          Agency Debentures and Agency Strips
        
        
          SALLIE MAE DEFEASANCE TRUST
          
            2022-10-03
          
          0.000000
          1330000.00
          1151208.11
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY - T
          549300HE1ISW43LNKM54
          
            2016-05-01
          
          0.000000
          708000.00
          708000.00
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY - T
          549300HE1ISW43LNKM54
          
            2017-01-15
          
          0.000000
          96000.00
          95549.76
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY - T
          549300HE1ISW43LNKM54
          
            2020-05-01
          
          0.000000
          10000.00
          9379.70
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY - T
          549300HE1ISW43LNKM54
          
            2037-01-15
          
          0.000000
          1000000.00
          467879.98
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY - T
          549300HE1ISW43LNKM54
          
            2038-01-15
          
          6.150000
          1175000.00
          525107.48
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2018-05-15
          
          0.750000
          25000000.00
          25093415.38
          Agency Debentures and Agency Strips
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-05-02
      2016-05-02
      N
      N
      N
      0.0027
      350000000.00
      350000000.00
      350000000.00
      0.0184
      N
      Y
      Y
      N
    
    
      HSBC Securities (USA) Inc
      HSBC Securities (USA) Inc 0.27%
      0000853784
      CR1928736
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          U.S. TREASURY
          
            2044-08-15
          
          3.125000
          232375000.00
          255002052.90
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-05
      2016-05-05
      2016-05-05
      N
      N
      N
      0.0027
      250000000.00
      250000000.00
      250000000.00
      0.0131
      N
      N
      Y
      N
    
    
      ING Financial Markets LLC
      ING Financial Markets LLC 0.27%
      0000877559
      CR1221942
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2019-02-19
          
          1.875000
          149427000.00
          153462394.43
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          S6XOOCT0IEG5ABCC6L87
          
            2022-01-13
          
          2.375000
          33405272.00
          35121401.20
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2019-09-19
          
          1.865000
          15330000.00
          15420940.81
          Agency Debentures and Agency Strips
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-04
      2016-05-04
      2016-05-04
      N
      N
      N
      0.0027
      200000000.00
      200000000.00
      200000000.00
      0.0105
      N
      N
      Y
      N
    
    
      ING Financial Markets LLC
      ING Financial Markets LLC 0.27%
      0000877559
      CR6265795
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          U.S. TREASURY
          
            2023-02-28
          
          1.500000
          64095000.00
          63818470.90
          U.S. Treasuries (including strips)
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2017-09-25
          
          0.980000
          41670000.00
          41745237.01
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2020-04-20
          
          1.590000
          73578000.00
          73623434.72
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2019-09-19
          
          1.865000
          24670000.00
          24816347.67
          Agency Debentures and Agency Strips
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-06
      2016-05-06
      2016-05-06
      N
      N
      N
      0.0027
      200000000.00
      200000000.00
      200000000.00
      0.0105
      N
      N
      Y
      N
    
    
      ING Financial Markets LLC
      ING Financial Markets LLC 0.27%
      0000877559
      CR4547178
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FARM CREDIT BANK
          
            2016-08-25
          
          5.125000
          78945000.00
          80865818.12
          Agency Debentures and Agency Strips
        
        
          FARM CREDIT BANK
          
            2017-01-17
          
          4.875000
          144815000.00
          151275563.08
          Agency Debentures and Agency Strips
        
        
          FARM CREDIT BANK
          
            2020-03-30
          
          1.490000
          520000.00
          520644.93
          Agency Debentures and Agency Strips
        
        
          FARM CREDIT BANK
          
            2021-01-13
          
          1.790000
          130000.00
          130685.16
          Agency Debentures and Agency Strips
        
        
          FARM CREDIT BANK
          
            2024-11-18
          
          2.870000
          47000000.00
          48027672.29
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN BANKS - FHLB
          
            2017-06-21
          
          1.000000
          25000000.00
          25181639.19
          Agency Debentures and Agency Strips
        
        
          FARM CREDIT BANK
          
            2017-01-17
          
          4.875000
          4827000.00
          5042344.67
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN BANKS - FHLB
          
            2016-10-19
          
          5.125000
          15410000.00
          15769880.45
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN BANKS - FHLB
          
            2017-09-08
          
          4.875000
          9100000.00
          9660799.47
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN BANKS - FHLB
          
            2019-02-27
          
          1.625000
          500000.00
          509219.35
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2017-05-11
          
          5.000000
          20000000.00
          21351668.83
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2018-02-08
          
          0.875000
          1429000.00
          1432827.94
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2018-05-25
          
          1.125000
          50000000.00
          50242120.03
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2019-04-29
          
          1.300000
          32990000.00
          33011114.74
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2019-06-20
          
          1.750000
          11705000.00
          12030175.32
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          S6XOOCT0IEG5ABCC6L87
          
            2018-11-21
          
          1.100000
          620000.00
          624003.84
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          S6XOOCT0IEG5ABCC6L87
          
            2017-02-22
          
          0.875000
          34935000.00
          35073638.75
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          S6XOOCT0IEG5ABCC6L87
          
            2018-10-29
          
          1.250000
          107662000.00
          107776302.37
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          S6XOOCT0IEG5ABCC6L87
          
            2017-06-29
          
          1.000000
          13396000.00
          13480305.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN BANKS - FHLB
          
            2016-10-19
          
          5.125000
          24238000.00
          24804046.88
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN BANKS - FHLB
          
            2017-06-09
          
          1.000000
          49812000.00
          50194499.69
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2017-10-26
          
          0.875000
          89753000.00
          89885201.68
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2019-11-26
          
          1.750000
          75000000.00
          77097567.92
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          S6XOOCT0IEG5ABCC6L87
          
            2019-03-27
          
          3.750000
          41905000.00
          45327103.53
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          S6XOOCT0IEG5ABCC6L87
          
            2017-04-25
          
          0.900000
          18635000.00
          18691649.58
          Agency Debentures and Agency Strips
        
        
          U.S. TREASURY
          
            2021-07-31
          
          2.250000
          37270000.00
          39142126.39
          U.S. Treasuries (including strips)
        
        
          U.S. TREASURY
          
            2023-02-28
          
          1.500000
          114355000.00
          113861631.02
          U.S. Treasuries (including strips)
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          S6XOOCT0IEG5ABCC6L87
          
            2022-01-13
          
          2.375000
          114790000.00
          120687107.23
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          S6XOOCT0IEG5ABCC6L87
          
            2017-04-25
          
          0.900000
          98317000.00
          98615879.36
          Agency Debentures and Agency Strips
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-05-02
      2016-05-02
      N
      N
      N
      0.0027
      1265000000.00
      1265000000.00
      1265000000.00
      0.0664
      N
      Y
      Y
      N
    
    
      Merrill Lynch, Pierce, Fenner & Smith Inc
      Merrill Lynch, Pierce, Fenner & Smith Inc 0.27%
      0000065106
      CR8494039
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL AGRIC MTG CORP DISC NTS FED BOOK ENTRY
          
            2016-05-02
          
          0.000000
          24000000.00
          23999520.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2027-09-13
          
          3.000000
          3400000.00
          3383385.33
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2032-11-15
          
          3.180000
          6640000.00
          6680813.87
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2034-09-05
          
          3.940000
          6700000.00
          6810818.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2035-07-20
          
          3.830000
          3500000.00
          3542638.75
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2025-08-19
          
          3.090000
          8090000.00
          8186014.82
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2035-06-01
          
          3.720000
          6450000.00
          6553092.50
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2036-04-18
          
          3.140000
          3550000.00
          3468135.03
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2030-09-30
          
          3.580000
          8187000.00
          8226575.05
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2029-10-05
          
          3.500000
          4350000.00
          4384553.50
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2035-10-19
          
          3.750000
          10400000.00
          10266377.33
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2036-03-11
          
          3.190000
          2900000.00
          2914103.67
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2030-10-28
          
          3.470000
          4820000.00
          4826393.19
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2030-11-13
          
          3.370000
          5000000.00
          5119997.22
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2026-01-12
          
          3.020000
          3300000.00
          3338168.17
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2030-01-25
          
          3.340000
          3850000.00
          3898090.78
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2033-02-01
          
          3.330000
          6535000.00
          6655244.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP
          
            2031-03-15
          
          0.000000
          3034000.00
          1950983.36
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN DISC NTS
          
            2016-08-01
          
          0.000000
          2766000.00
          2763538.26
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN DISC NTS
          
            2016-10-31
          
          0.000000
          8193000.00
          8175303.12
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN DISC NTS
          
            2016-05-16
          
          0.000000
          6930000.00
          6929237.70
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN-DEB-PRIN STRIPS
          
            2029-05-15
          
          6.250000
          7896000.00
          5397626.64
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN-DEB-PRIN STRIPS
          
            2030-01-15
          
          7.125000
          6500000.00
          4357795.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN-DEB-CPN STRIPS
          
            2022-01-15
          
          0.000000
          11757000.00
          10624213.05
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN-DEB-CPN STRIPS
          
            2026-01-15
          
          0.000000
          7980000.00
          6220649.40
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C
          B1V7KEBTPIMZEU4LTD58
          
            2031-03-17
          
          0.000000
          9250000.00
          5818527.50
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTH
          549300HE1ISW43LNKM54
          
            2033-07-15
          
          4.700000
          11885000.00
          14263043.24
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTH
          549300HE1ISW43LNKM54
          
            2039-09-15
          
          5.250000
          5164000.00
          6624103.79
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTH
          549300HE1ISW43LNKM54
          
            2060-09-15
          
          4.625000
          6809000.00
          7723195.25
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTH
          549300HE1ISW43LNKM54
          
            2022-08-15
          
          1.875000
          5290000.00
          5341916.94
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTH
          549300HE1ISW43LNKM54
          
            2042-12-15
          
          3.500000
          5500000.00
          5556362.78
          Agency Debentures and Agency Strips
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-05-02
      2016-05-02
      N
      N
      N
      0.0027
      200000000.00
      200000000.00
      200000000.00
      0.0105
      N
      Y
      Y
      N
    
    
      RBC Capital Markets
      RBC Capital Markets 0.28%
      0000895502
      CR9149533
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LN BKS
          
            2017-01-25
          
          0.540000
          730000.00
          730029.20
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN BKS
          
            2016-06-24
          
          0.375000
          155000.00
          155232.82
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2017-04-17
          
          0.486250
          6000.00
          6001.03
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2017-09-22
          
          1.125000
          33000.00
          33194.25
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2020-04-13
          
          1.400000
          146000.00
          145857.24
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2026-09-30
          
          2.900000
          191000.00
          191457.66
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN BKS
          
            2017-11-17
          
          5.000000
          10000.00
          10871.70
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN BKS
          
            2020-03-13
          
          4.125000
          105000.00
          117014.19
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
          S6XOOCT0IEG5ABCC6L87
          
            2020-09-28
          
          1.800000
          97199000.00
          97656807.29
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
          S6XOOCT0IEG5ABCC6L87
          
            2019-04-26
          
          1.150000
          614000.00
          613260.64
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2016-08-26
          
          0.625000
          160000.00
          160290.20
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2018-11-27
          
          1.625000
          20000.00
          20469.42
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2017-05-16
          
          2.000000
          265000.00
          267556.07
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2017-09-26
          
          2.000000
          1244000.00
          1252587.75
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C
          B1V7KEBTPIMZEU4LTD58
          
            2020-12-11
          
          1.520000
          202000.00
          204368.79
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTH
          549300HE1ISW43LNKM54
          
            2025-11-01
          
          6.750000
          100000.00
          139756.50
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTH
          549300HE1ISW43LNKM54
          
            2036-04-01
          
          5.880000
          160000.00
          218850.13
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTH
          549300HE1ISW43LNKM54
          
            2039-09-15
          
          5.250000
          60000.00
          76964.80
          Agency Debentures and Agency Strips
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-05-02
      2016-05-02
      N
      N
      N
      0.0028
      100000000.00
      100000000.00
      100000000.00
      0.0052
      N
      Y
      Y
      N
    
    
      Societe Generale/New York Branch
      Societe Generale/New York Branch 0.29%
      0001261467
      CR9326768
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS BDS
          
            2032-04-15
          
          3.375000
          33557900.00
          64971513.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2025-01-15
          
          2.375000
          300.00
          452.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2026-01-15
          
          2.000000
          11678700.00
          16452994.24
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2027-01-15
          
          2.375000
          19180100.00
          27754583.59
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2028-01-15
          
          1.750000
          20077900.00
          26485827.84
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2029-01-15
          
          2.500000
          32016600.00
          44679293.84
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2040-02-15
          
          2.125000
          331000.00
          462620.24
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2041-02-15
          
          2.125000
          18469700.00
          25706342.59
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2042-02-15
          
          0.750000
          36559400.00
          37039751.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-04-15
          
          0.125000
          34712800.00
          35870100.25
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2016-07-15
          
          2.500000
          9118600.00
          10935522.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-01-15
          
          2.375000
          200.00
          243.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-07-15
          
          2.625000
          65600.00
          79316.98
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2025-01-15
          
          0.250000
          157058400.00
          159067637.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-01-15
          
          2.125000
          100.00
          119.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-07-15
          
          1.875000
          47528600.00
          57563503.11
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-01-15
          
          1.375000
          200.00
          235.21
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2026-01-15
          
          0.625000
          200.00
          209.61
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-01-15
          
          1.125000
          63705300.00
          73962819.19
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-04-15
          
          0.125000
          200.00
          204.45
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-04-15
          
          0.125000
          112825000.00
          118921577.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-01-15
          
          0.125000
          700.00
          726.05
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-04-15
          
          0.125000
          400.00
          417.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-07-15
          
          0.375000
          6350900.00
          6679427.26
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2024-07-15
          
          0.125000
          6770100.00
          6807336.54
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2025-07-15
          
          0.375000
          542800.00
          557225.36
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-05-02
      2016-05-02
      N
      N
      N
      0.0029
      700000000.00
      700000000.00
      700000000.00
      0.0367
      N
      Y
      Y
      N
    
    
      Societe Generale/New York Branch
      Societe Generale/New York Branch 0.30%
      0001261467
      CR1050259
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS BILLS
          
            2017-02-02
          
          0.000000
          5083900.00
          5066172.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-02-28
          
          1.125000
          130057700.00
          129341113.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-11-15
          
          2.750000
          157288700.00
          171592724.51
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-06
      2016-05-06
      2016-05-06
      N
      N
      N
      0.0030
      300000000.00
      300000000.00
      300000000.00
      0.0157
      N
      N
      Y
      N
    
    
      Societe Generale/New York Branch
      Societe Generale/New York Branch 0.30%
      0001261467
      CR9533306
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL AGRIC MTG CORP MEDIUM TERM NTS FED BOOK
          549300MS654K78GYF580
          
            2019-02-28
          
          1.700000
          25000000.00
          25534013.89
          Agency Debentures and Agency Strips
        
        
          FEDERAL AGRIC MTG CORP MEDIUM TERM NTS FED BOOK
          549300MS654K78GYF580
          
            2019-08-14
          
          1.810000
          8566000.00
          8817504.90
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP
          S6XOOCT0IEG5ABCC6L87
          
            2031-03-15
          
          6.750000
          45000000.00
          67525200.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
          S6XOOCT0IEG5ABCC6L87
          
            2018-04-30
          
          1.020000
          25000000.00
          25131791.67
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
          S6XOOCT0IEG5ABCC6L87
          
            2018-04-30
          
          1.060000
          11543000.00
          11603953.45
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
          S6XOOCT0IEG5ABCC6L87
          
            2016-05-27
          
          0.400000
          5000.00
          5008.74
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
          S6XOOCT0IEG5ABCC6L87
          
            2017-11-27
          
          1.000000
          8905000.00
          8944379.89
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2021-11-30
          
          2.100000
          150488000.00
          152072889.45
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2019-02-26
          
          1.300000
          60819000.00
          60841198.94
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2018-06-20
          
          1.250000
          6174000.00
          6201654.38
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C
          B1V7KEBTPIMZEU4LTD58
          
            2020-04-20
          
          1.590000
          42679000.00
          42705354.28
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
          S6XOOCT0IEG5ABCC6L87
          
            2017-01-27
          
          0.500000
          49581000.00
          49617083.95
          Agency Debentures and Agency Strips
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-05-02
      2016-05-02
      2016-05-02
      N
      N
      N
      0.0030
      450000000.00
      450000000.00
      450000000.00
      0.0236
      N
      Y
      Y
      N
    
    
      United States Treasury Note
      United States Treasury Note 0.50%
      912828D64
      US912828D648
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-31
      2016-08-31
      2016-08-31
      N
      N
      N
      0.0053
      49989355.34
      49989355.34
      49989355.34
      0.0026
      N
      Y
      Y
      N
    
    
      United States Treasury Note
      United States Treasury Note 0.88%
      912828RX0
      US912828RX08
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-12-31
      2016-12-31
      2016-12-31
      N
      N
      N
      0.0058
      50098732.61
      50098732.61
      50098732.61
      0.0026
      N
      Y
      Y
      N
    
    
      United States Treasury Note
      United States Treasury Note 0.50%
      912828WQ9
      US912828WQ91
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-06-30
      2016-06-30
      2016-06-30
      N
      N
      N
      0.0041
      225033650.38
      225033650.38
      225033650.38
      0.0118
      N
      Y
      Y
      N
    
    
      First American Funds Inc
      2016-05-06
      Brent G. Smith
      Brent G. Smith
      Assistant Treasurer
    
  

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