Form N-MFP1 FIRST AMERICAN FUNDS For: Jun 30

  
    N-MFP1
    
      
        
          0000356134
          XXXXXXXX
        
      
      
      
      
    
  
  
    
      2016-06-30
      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
      26
      106
      
        7653290095.99
        7893524590.18
        7980168522.93
        9063349308.42
      
      
        10198762953.44
        10006192651.00
        10847869700.32
        12155867332.29
      
      
        0.3990
        0.3930
        0.4040
        0.4340
      
      
        0.5320
        0.4980
        0.5490
        0.5830
      
      11134.93
      20968635839.81
      20966963646.62
      8457378.87
      7615261.08
      20969489092.53
      20967774200.15
      1.0000
      0.0043
      
        1.0001
        1.0001
        1.0001
        1.0001
      
    
    
      C000015453
      2500.00
      3734017411.81
      3733718904.33
      
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        212040416.73
        265963745.42
      
      
        47931596.97
        20703085.37
      
      
        735177562.84
        695222943.05
      
      
        71856136.90
        56772583.06
      
      
        1176761005.07
        1132342689.85
      
      0.0001
      Y
      U.S. Bancorp Asset Management, To maintain a zero or positive yield., 679106.61;
    
    
      C000015454
      1.00
      6222068523.82
      6221637454.99
      
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        197439292.27
        402611379.21
      
      
        156363432.73
        200187361.69
      
      
        287673766.09
        385493093.37
      
      
        528303994.71
        203210806.07
      
      
        1589186746.53
        1550489165.07
      
      0.0001
      Y
      U.S. Bancorp Asset Management, To maintain a zero or positive yield., 401110.06;
    
    
      C000168476
      250000000.00
      81848289.83
      81841762.91
      
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        100000009.93
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        31831751.21
        0.00
      
      
        131831761.14
        50000000.00
      
      0.0029
      Y
      U.S. Bancorp Asset Management, Expense cap waiver, 8840.43;
    
    
      C000015452
      2500.00
      206505554.11
      206490878.19
      
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        8584706.79
        22466742.55
      
      
        2725473.06
        2502528.54
      
      
        8714262.03
        8053063.78
      
      
        6075520.03
        13547755.39
      
      
        49409652.39
        76887414.39
      
      0.0001
      Y
      U.S. Bancorp Asset Management, To maintain a zero or positive yield., 66826.11;
    
    
      C000015455
      10000000.00
      9494780236.13
      9493939776.58
      
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        988008682.01
        1178585269.48
      
      
        1700571053.90
        1078292328.25
      
      
        1663911722.09
        1582198429.43
      
      
        1959635132.75
        1389881549.21
      
      
        7500178069.62
        6343780753.93
      
      0.0025
      Y
      U.S. Bancorp Asset Management, Expense cap waiver, 449846.15;
    
    
      C000026833
      1.00
      1230269076.83
      1230145423.14
      
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        204863959.47
        254503469.91
      
      
        438800241.54
        63583982.67
      
      
        169784494.31
        488908042.49
      
      
        167857021.53
        60439037.23
      
      
        1051116624.74
        1054456868.28
      
      0.0014
      Y
      U.S. Bancorp Asset Management, Expense cap waiver, 47610.41;
    
    
      Bank of Nova Scotia/NY
      Bank of Nova Scotia/NY 0.40%
      0000064241
      CR6767210
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS BILLS
          
            2016-11-25
          
          0.000000
          32.63
          32.60
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2044-05-15
          
          3.375000
          8726762.98
          10834823.84
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-12-31
          
          1.125000
          68261.96
          68955.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2020-02-15
          
          8.500000
          8157500.00
          10652236.78
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-11-15
          
          0.875000
          1631500.00
          1639598.36
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-01-31
          
          1.500000
          642843.63
          659800.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-11-15
          
          2.625000
          9938445.40
          10674509.03
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-07-31
          
          1.625000
          839210.97
          866897.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2027-11-15
          
          6.125000
          1589081.00
          2360462.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2041-05-15
          
          4.375000
          544953.63
          784051.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2041-11-15
          
          3.125000
          163150.00
          194097.47
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-10-31
          
          2.000000
          295301.50
          310168.81
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-04-15
          
          0.875000
          5046882.10
          5076744.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2038-02-15
          
          4.375000
          312921.70
          452799.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-07-31
          
          0.875000
          305743.10
          307904.03
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-11-30
          
          1.625000
          143441.48
          147750.74
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-07-31
          
          2.000000
          5121604.80
          5405775.52
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2042-05-15
          
          3.000000
          1324778.00
          1541089.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2043-08-15
          
          3.625000
          3023397.91
          3956720.71
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-07-15
          
          0.625000
          9761917.10
          10916235.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-08-31
          
          2.125000
          36545.60
          38567.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-02-28
          
          1.125000
          130.52
          131.85
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-12-31
          
          1.375000
          8157500.00
          8296430.38
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2028-05-15
          
          0.000000
          28.10
          22.75
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2027-01-15
          
          2.375000
          31349207.24
          46023420.31
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2043-05-15
          
          2.875000
          17620.20
          19954.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-02-28
          
          2.000000
          32.63
          34.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-02-28
          
          1.750000
          32.63
          33.92
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-07-15
          
          1.250000
          17081478.70
          20211762.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-05-31
          
          2.375000
          783120.00
          810706.75
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-10-31
          
          1.750000
          978900.00
          1006055.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2039-05-15
          
          4.250000
          1145378.26
          1612924.53
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2044-08-15
          
          3.125000
          9968367.11
          11899297.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2025-02-15
          
          7.625000
          9560.59
          14702.89
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-09-30
          
          0.625000
          3393520.00
          3401304.61
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-01-31
          
          1.500000
          32.63
          33.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-01-15
          
          2.375000
          44721405.43
          54618489.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-04-30
          
          0.875000
          2610400.00
          2621936.42
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-04-15
          
          0.125000
          33884199.31
          35577788.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2041-08-15
          
          3.750000
          16315.00
          21601.24
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-04-15
          
          0.125000
          9203976.73
          9756296.38
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-01-31
          
          1.375000
          9517844.70
          9734223.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-01-31
          
          1.250000
          10420455.76
          10622252.47
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-10-31
          
          1.250000
          3314457.51
          3365208.52
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-06-15
          
          0.875000
          736915.92
          739598.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2016-09-30
          
          3.000000
          11126.83
          11283.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-10-31
          
          1.250000
          1631.50
          1659.73
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-04-15
          
          0.125000
          1518273.90
          1584819.06
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-03-31
          
          1.500000
          794932.06
          815285.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2024-07-15
          
          0.125000
          34235461.26
          34847600.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2042-11-15
          
          2.750000
          11420532.63
          12653590.41
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-09-30
          
          1.000000
          36545.60
          36890.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-07-31
          
          2.000000
          451011.86
          474203.66
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2021-08-15
          
          8.125000
          1631336.85
          2257436.01
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2028-04-15
          
          3.625000
          17637624.42
          36316662.21
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-08-31
          
          1.875000
          2757854.97
          2816795.94
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-03-31
          
          1.500000
          1941158.70
          1977515.65
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-05-31
          
          1.000000
          7959860.09
          8021705.59
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-07-31
          
          1.625000
          6560881.47
          6787042.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2028-01-15
          
          1.750000
          1364553.97
          1834844.76
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-04-30
          
          1.250000
          85164.30
          86618.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2044-02-15
          
          1.375000
          1010583.73
          1205437.52
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-08-31
          
          1.875000
          922417.47
          964615.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-06-15
          
          1.125000
          3212880.32
          3244723.39
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-11-30
          
          0.625000
          9789000.00
          9798224.13
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-04-15
          
          0.125000
          36017157.15
          37512654.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-01-15
          
          1.625000
          18847218.52
          22495074.81
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-01-15
          
          0.125000
          1631.50
          1712.64
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-05-31
          
          1.375000
          1366185.47
          1392061.09
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2029-04-15
          
          3.875000
          12931530.04
          27271506.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-11-30
          
          1.250000
          31716.36
          32175.06
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2016-07-31
          
          1.500000
          938895.62
          945618.61
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-06-30
          
          1.000000
          269523.80
          271629.59
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-07-15
          
          0.375000
          12196767.70
          12977480.36
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      0.0040
      505743234.00
      505743234.00
      0.0241
      N
      Y
      Y
      N
    
    
      BNP Paribas Securities Corp
      BNP Paribas Securities Corp 0.39%
      0000753835
      CR1447174
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2026-11-15
          
          0.000000
          223.74
          188.04
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-11-15
          
          2.625000
          33249100.00
          35711603.16
          U.S. Treasuries (including strips)
        
        
          FEDERAL HOME LN MTG CORP
          S6XOOCT0IEG5ABCC6L87
          
            2032-07-15
          
          6.250000
          599000.00
          925859.82
          Agency Debentures and Agency Strips
        
        
          UNITED STATES TREAS BD STRIPPED PRIN PMT
          
            2042-11-15
          
          0.000000
          5147600.00
          2768430.76
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-02-28
          
          1.500000
          3330000.00
          3397408.61
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BILLS
          
            2016-12-08
          
          0.000000
          100.00
          99.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BD STRIPPED PRIN PMT
          
            2018-05-15
          
          0.000000
          100.00
          98.98
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-01-15
          
          1.625000
          5475700.00
          6535515.09
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2023-05-15
          
          0.000000
          151.78
          138.27
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-01-31
          
          0.750000
          70183000.00
          70543899.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-04-30
          
          1.250000
          200.00
          203.41
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2029-05-15
          
          0.000000
          5358682.63
          4237056.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2036-02-15
          
          0.000000
          619.21
          408.32
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BD STRIPPED PRIN PMT
          
            2021-11-15
          
          0.000000
          2661000.00
          2508231.99
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2025-11-15
          
          0.000000
          3620427.64
          3115993.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-06-30
          
          1.375000
          10508000.00
          10661942.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2019-11-15
          
          0.000000
          615.00
          597.09
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BILLS
          
            2016-09-29
          
          0.000000
          45000.00
          44970.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2033-05-15
          
          0.000000
          20.45
          14.58
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2021-11-15
          
          0.000000
          23.54
          22.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2031-02-15
          
          0.000000
          375094.69
          284062.96
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2017-08-15
          
          0.000000
          56.65
          56.31
          U.S. Treasuries (including strips)
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2016-09-28
          
          1.250000
          10000.00
          10051.84
          Agency Debentures and Agency Strips
        
        
          UNITED STATES TREAS BILLS
          
            2016-08-04
          
          0.000000
          313000.00
          312940.53
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-02-28
          
          3.000000
          20663200.00
          21210953.58
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BD STRIPPED PRIN PMT
          
            2028-08-15
          
          0.000000
          27804900.00
          22814476.55
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2024-11-15
          
          0.000000
          229.30
          202.38
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2029-02-15
          
          0.000000
          0.21
          0.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-05-15
          
          3.500000
          9943900.00
          10969364.69
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2016-10-15
          
          0.625000
          100.00
          100.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-05-31
          
          0.875000
          7901200.00
          7945108.65
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      0.0039
      200000000.00
      200000000.00
      0.0095
      N
      Y
      Y
      N
    
    
      BNP Paribas Securities Corp
      BNP Paribas Securities Corp 0.38%
      0000753835
      CR1359635
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS NTS
          
            2019-10-31
          
          1.250000
          25000000.00
          25432550.27
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2044-05-15
          
          3.375000
          1000.00
          1241.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2032-02-15
          
          0.000000
          9724143.72
          7182349.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2026-11-15
          
          0.000000
          8324945.92
          6996700.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2045-11-15
          
          3.000000
          116755200.00
          135253660.38
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2021-05-15
          
          0.000000
          3268290.56
          3100986.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BD STRIPPED PRIN PMT
          
            2045-02-15
          
          0.000000
          3600000.00
          1804176.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-06-30
          
          1.625000
          1015000.00
          1043070.84
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2029-05-15
          
          0.000000
          14.68
          11.61
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2044-02-15
          
          3.625000
          60655300.00
          79322754.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2021-11-15
          
          0.000000
          100.54
          94.41
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2019-05-15
          
          0.000000
          4547039.72
          4446595.61
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BD STRIPPED PRIN PMT
          
            2039-11-15
          
          0.000000
          1600000.00
          957168.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BD STRIPPED PRIN PMT
          
            2044-05-15
          
          0.000000
          1604800.00
          827787.94
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-05-15
          
          3.500000
          45048600.00
          49694236.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2028-04-15
          
          3.625000
          7610200.00
          15669744.19
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-09-30
          
          2.000000
          169959300.00
          178266685.83
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2031-02-15
          
          0.000000
          44.53
          33.72
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2019-11-15
          
          0.000000
          155.52
          150.99
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      0.0038
      500000000.00
      500000000.00
      0.0238
      N
      Y
      Y
      N
    
    
      Credit Suisse Securities (USA) LLC
      Credit Suisse Securities (USA) LLC 0.42%
      0000033738
      CR6767211
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS BILLS
          
            2016-07-21
          
          0.000000
          65.26
          65.25
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BD STRIPPED PRIN PMT
          
            2044-02-15
          
          0.000000
          306722000.00
          160713126.34
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2029-04-15
          
          3.875000
          2983687.20
          6292344.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-11-15
          
          2.625000
          30875158.60
          33161842.32
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-07-15
          
          0.625000
          59104513.65
          66093451.07
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      0.0042
      261028766.00
      261028766.00
      0.0124
      N
      Y
      Y
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.57%
      3133EF2H9
      US3133EF2H93
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-13
      2017-11-13
      2017-11-13
      N
      N
      N
      0.0058
      158027334.00
      158027334.00
      0.0075
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.47%
      3133EF2Y2
      US3133EF2Y27
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-15
      2017-02-15
      2017-02-15
      N
      N
      N
      0.0049
      24998700.00
      24998700.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.44%
      3133EEFV7
      US3133EEFV75
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-22
      2016-07-22
      2016-07-22
      N
      N
      N
      0.0044
      100005400.00
      100005400.00
      0.0048
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.50%
      3133EEGF1
      US3133EEGF17
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-24
      2017-05-24
      2017-05-24
      N
      N
      N
      0.0051
      28001204.00
      28001204.00
      0.0013
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.50%
      3133EF4Q7
      US3133EF4Q74
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-22
      2017-06-22
      2017-06-22
      N
      N
      N
      0.0052
      49996150.00
      49996150.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.45%
      3133EFCL9
      US3133EFCL95
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-04
      2017-04-04
      2017-04-04
      N
      N
      N
      0.0047
      45604240.63
      45604240.63
      0.0022
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.44%
      3133EFDK0
      US3133EFDK04
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-21
      2017-02-21
      2017-02-21
      N
      N
      N
      0.0045
      149952300.00
      149952300.00
      0.0072
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.53%
      3133EF5A1
      US3133EF5A14
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-25
      2017-10-25
      2017-10-25
      N
      N
      N
      0.0055
      124983625.00
      124983625.00
      0.0060
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.45%
      3133EFBX4
      US3133EFBX43
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2017-08-01
      2017-08-01
      N
      N
      N
      0.0058
      19981340.00
      19981340.00
      0.0010
      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
      74850825.00
      74850825.00
      0.0036
      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
      49995300.00
      49995300.00
      0.0024
      N
      N
      Y
      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
      36975429.65
      36975429.65
      0.0018
      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
      4997005.00
      4997005.00
      0.0002
      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
      
      2016-07-21
      2016-11-21
      2016-11-21
      N
      N
      N
      0.0042
      30012060.00
      30012060.00
      0.0014
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.45%
      3133EDRH7
      US3133EDRH70
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0045
      200026600.00
      200026600.00
      0.0095
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.44%
      3133EEDE7
      US3133EEDE78
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-12-01
      2016-12-01
      N
      N
      N
      0.0043
      49995800.00
      49995800.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.50%
      3133EDJX1
      US3133EDJX13
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-17
      2017-04-17
      2017-04-17
      N
      N
      N
      0.0046
      75003525.00
      75003525.00
      0.0036
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.49%
      3133EDP30
      US3133EDP302
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-24
      2017-03-24
      2017-03-24
      N
      N
      N
      0.0053
      24998725.00
      24998725.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.50%
      3133EFRC3
      US3133EFRC32
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-29
      2017-03-29
      2017-03-29
      N
      N
      N
      0.0051
      24997600.00
      24997600.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.55%
      3133EFR66
      US3133EFR667
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-24
      2017-08-24
      2017-08-24
      N
      N
      N
      0.0057
      110024750.00
      110024750.00
      0.0052
      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
      
      2016-07-16
      2017-03-16
      2017-03-16
      N
      N
      N
      0.0051
      118979056.00
      118979056.00
      0.0057
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.59%
      3133EFW86
      US3133EFW865
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-06
      2017-10-06
      2017-10-06
      N
      N
      N
      0.0061
      80043280.00
      80043280.00
      0.0038
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.52%
      3133EGHR9
      US3133EGHR93
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-28
      2017-09-28
      2017-09-28
      N
      N
      N
      0.0054
      49984100.00
      49984100.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.51%
      3133EGEN1
      US3133EGEN17
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-16
      2018-01-16
      2018-01-16
      N
      N
      N
      0.0054
      49961250.00
      49961250.00
      0.0024
      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
      
      2016-07-16
      2017-02-16
      2017-02-16
      N
      N
      N
      0.0053
      25006475.00
      25006475.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.47%
      3133EFLT2
      US3133EFLT21
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-28
      2017-08-28
      2017-08-28
      N
      N
      N
      0.0057
      24985150.00
      24985150.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.58%
      3133EFF85
      US3133EFF852
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2017-08-01
      2017-08-01
      N
      N
      N
      0.0059
      25014175.00
      25014175.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.44%
      3133EFEE3
      US3133EFEE35
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-21
      2017-03-21
      2017-03-21
      N
      N
      N
      0.0045
      24989850.00
      24989850.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.45%
      3133EFEV5
      US3133EFEV59
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-25
      2017-09-25
      2017-09-25
      N
      N
      N
      0.0058
      21977274.00
      21977274.00
      0.0010
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.47%
      3133EFFR3
      US3133EFFR39
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2017-03-30
      2017-03-30
      N
      N
      N
      0.0048
      49966200.00
      49966200.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.57%
      3133EFL88
      US3133EFL884
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-14
      2017-09-14
      2017-09-14
      N
      N
      N
      0.0059
      75039525.00
      75039525.00
      0.0036
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.52%
      3133EFL47
      US3133EFL470
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-08
      2017-03-08
      2017-03-08
      N
      N
      N
      0.0053
      25003725.00
      25003725.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.48%
      3133EFKX4
      US3133EFKX42
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-22
      2017-11-22
      2017-11-22
      N
      N
      N
      0.0053
      84911770.00
      84911770.00
      0.0041
      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
      36409528.70
      36409528.70
      0.0017
      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
      63203172.00
      63203172.00
      0.0030
      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
      24989750.00
      24989750.00
      0.0012
      N
      N
      Y
      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
      49984400.00
      49984400.00
      0.0024
      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
      40121240.00
      40121240.00
      0.0019
      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
      200032200.00
      200032200.00
      0.0095
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.60%
      3130A8K36
      US3130A8K362
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-17
      2017-12-15
      2017-12-15
      N
      N
      N
      0.0061
      24994550.00
      24994550.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.60%
      3130A8JT1
      US3130A8JT15
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-18
      2017-12-18
      2017-12-18
      N
      N
      N
      0.0061
      39989480.00
      39989480.00
      0.0019
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.47%
      3130A8HW6
      US3130A8HW61
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-14
      2017-03-14
      2017-03-14
      N
      N
      N
      0.0047
      49989500.00
      49989500.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.61%
      3130A8KY8
      US3130A8KY80
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-22
      2017-12-22
      2017-12-22
      N
      N
      N
      0.0061
      87490812.50
      87490812.50
      0.0042
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.60%
      3130A8ML4
      US3130A8ML42
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-10-04
      2018-01-04
      2018-01-04
      N
      N
      N
      0.0061
      34984250.00
      34984250.00
      0.0017
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.60%
      3130A8MJ9
      US3130A8MJ95
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-10-02
      2018-01-02
      2018-01-02
      N
      N
      N
      0.0061
      74966250.00
      74966250.00
      0.0036
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.75%
      3130A8L35
      US3130A8L352
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2017-07-20
      2017-07-20
      2017-07-20
      N
      N
      N
      0.0075
      50044600.00
      50044600.00
      0.0024
      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
      24586617.60
      24586617.60
      0.0012
      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
      49995050.00
      49995050.00
      0.0024
      N
      N
      Y
      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
      265576096.00
      265576096.00
      0.0127
      N
      N
      Y
      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
      47496865.00
      47496865.00
      0.0023
      N
      N
      Y
      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
      139982780.00
      139982780.00
      0.0067
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.54%
      313385BZ8
      US313385BZ83
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2017-02-17
      2017-02-17
      2017-02-17
      N
      N
      N
      0.0054
      74788275.00
      74788275.00
      0.0036
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.64%
      313385BS4
      US313385BS41
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2017-02-10
      2017-02-10
      2017-02-10
      N
      N
      N
      0.0064
      34904170.00
      34904170.00
      0.0017
      N
      N
      N
      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
      49993400.00
      49993400.00
      0.0024
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.60%
      313384S91
      US313384S918
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-12-12
      2016-12-12
      2016-12-12
      N
      N
      N
      0.0060
      149726700.00
      149726700.00
      0.0071
      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
      149902050.00
      149902050.00
      0.0071
      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
      19987400.00
      19987400.00
      0.0010
      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
      49970850.00
      49970850.00
      0.0024
      N
      N
      N
      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
      24982900.00
      24982900.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.58%
      313384Q85
      US313384Q854
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-11-25
      2016-11-25
      2016-11-25
      N
      N
      N
      0.0058
      49922400.00
      49922400.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.54%
      313384P94
      US313384P948
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-11-18
      2016-11-18
      2016-11-18
      N
      N
      N
      0.0054
      49926100.00
      49926100.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.51%
      313384P78
      US313384P781
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-11-16
      2016-11-16
      2016-11-16
      N
      N
      N
      0.0051
      49927150.00
      49927150.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.56%
      3130A6GX9
      US3130A6GX97
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-27
      2017-03-27
      2017-03-27
      N
      N
      N
      0.0057
      50019050.00
      50019050.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.45%
      3130A6G43
      US3130A6G430
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-17
      2017-03-17
      2017-03-17
      N
      N
      N
      0.0046
      49978450.00
      49978450.00
      0.0024
      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
      24996025.00
      24996025.00
      0.0012
      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
      
      2016-07-21
      2017-04-21
      2017-04-21
      N
      N
      N
      0.0049
      224919225.00
      224919225.00
      0.0107
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.43%
      3130A6EN3
      US3130A6EN34
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-28
      2017-02-28
      2017-02-28
      N
      N
      N
      0.0045
      99965900.00
      99965900.00
      0.0048
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.42%
      3130A6E78
      US3130A6E781
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-26
      2016-08-26
      2016-08-26
      N
      N
      N
      0.0043
      50000700.00
      50000700.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.56%
      3130A6FF9
      US3130A6FF90
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-08
      2017-03-08
      2017-03-08
      N
      N
      N
      0.0057
      100022900.00
      100022900.00
      0.0048
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.46%
      3130A6F36
      US3130A6F366
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-02
      2017-03-02
      2017-03-02
      N
      N
      N
      0.0046
      49983450.00
      49983450.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.58%
      3130A6SE8
      US3130A6SE88
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-19
      2017-05-19
      2017-05-19
      N
      N
      N
      0.0058
      25014525.00
      25014525.00
      0.0012
      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
      33509279.50
      33509279.50
      0.0016
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.48%
      3130A77D1
      US3130A77D18
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-26
      2016-08-26
      2016-08-26
      N
      N
      N
      0.0049
      50005300.00
      50005300.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.57%
      3130A7AV7
      US3130A7AV78
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-12
      2017-02-10
      2017-02-10
      N
      N
      N
      0.0058
      25013200.00
      25013200.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.57%
      3130A7AG0
      US3130A7AG02
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2017-02-08
      2017-02-08
      N
      N
      N
      0.0058
      50026000.00
      50026000.00
      0.0024
      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
      25015675.00
      25015675.00
      0.0012
      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
      
      2016-07-21
      2016-07-21
      2016-07-21
      N
      N
      N
      0.0047
      35001890.00
      35001890.00
      0.0017
      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
      50009750.00
      50009750.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.54%
      3130A75S0
      US3130A75S05
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-23
      2017-01-23
      2017-01-23
      N
      N
      N
      0.0055
      50021100.00
      50021100.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.50%
      3130A5WR6
      US3130A5WR62
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2017-02-03
      2017-02-03
      N
      N
      N
      0.0056
      50003400.00
      50003400.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.50%
      3130A5WQ8
      US3130A5WQ89
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-30
      2017-01-30
      2017-01-30
      N
      N
      N
      0.0053
      50002650.00
      50002650.00
      0.0024
      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
      50009700.00
      50009700.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.40%
      3130A5X79
      US3130A5X791
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-17
      2017-01-17
      2017-01-17
      N
      N
      N
      0.0048
      99967200.00
      99967200.00
      0.0048
      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
      235021385.00
      235021385.00
      0.0112
      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
      25001050.00
      25001050.00
      0.0012
      N
      N
      Y
      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
      
      2016-07-22
      2016-07-22
      2016-07-22
      N
      N
      N
      0.0045
      50000450.00
      50000450.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.40%
      3130A5VZ9
      US3130A5VZ97
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-09
      2017-01-09
      2017-01-09
      N
      N
      N
      0.0041
      49985150.00
      49985150.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.50%
      3130A67B7
      US3130A67B79
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-07
      2017-02-07
      2017-02-07
      N
      N
      N
      0.0056
      50003400.00
      50003400.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.41%
      3130A6D95
      US3130A6D957
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-25
      2016-08-25
      2016-08-25
      N
      N
      N
      0.0041
      99999900.00
      99999900.00
      0.0048
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.42%
      3130A6C96
      US3130A6C967
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-14
      2017-02-14
      2017-02-14
      N
      N
      N
      0.0043
      174923175.00
      174923175.00
      0.0083
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.54%
      3130A6DU8
      US3130A6DU85
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-26
      2016-08-26
      2016-08-26
      N
      N
      N
      0.0056
      220026620.00
      220026620.00
      0.0105
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.43%
      3130A6DQ7
      US3130A6DQ73
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-24
      2017-02-24
      2017-02-24
      N
      N
      N
      0.0048
      49980700.00
      49980700.00
      0.0024
      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
      25006525.00
      25006525.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.49%
      3130A6BA4
      US3130A6BA40
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-17
      2017-02-17
      2017-02-17
      N
      N
      N
      0.0055
      50003200.00
      50003200.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.44%
      3130A6C47
      US3130A6C470
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-18
      2017-08-18
      2017-08-18
      N
      N
      N
      0.0049
      79927280.00
      79927280.00
      0.0038
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.49%
      3130A6BE6
      US3130A6BE61
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-14
      2017-02-14
      2017-02-14
      N
      N
      N
      0.0052
      250016250.00
      250016250.00
      0.0119
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.51%
      3130A7T54
      US3130A7T548
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-19
      2017-04-19
      2017-04-19
      N
      N
      N
      0.0051
      50003200.00
      50003200.00
      0.0024
      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
      25008775.00
      25008775.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.50%
      3130A7YH2
      US3130A7YH29
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-05
      2017-09-05
      2017-09-05
      N
      N
      N
      0.0051
      49976850.00
      49976850.00
      0.0024
      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
      50011500.00
      50011500.00
      0.0024
      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
      35041930.00
      35041930.00
      0.0017
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.64%
      3130A7H99
      US3130A7H998
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-11
      2017-09-11
      2017-09-11
      N
      N
      N
      0.0064
      25017275.00
      25017275.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.61%
      3130A7P66
      US3130A7P660
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-29
      2017-09-29
      2017-09-29
      N
      N
      N
      0.0062
      35023765.00
      35023765.00
      0.0017
      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
      115063365.00
      115063365.00
      0.0055
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.51%
      3130A8DH3
      US3130A8DH31
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-03
      2017-08-03
      2017-08-03
      N
      N
      N
      0.0052
      99967400.00
      99967400.00
      0.0048
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.46%
      3130A8CL5
      US3130A8CL51
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-27
      2017-02-27
      2017-02-27
      N
      N
      N
      0.0048
      39994760.00
      39994760.00
      0.0019
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.62%
      3130A8EL3
      US3130A8EL34
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2017-12-07
      2017-12-07
      N
      N
      N
      0.0063
      49982100.00
      49982100.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.52%
      3130A8DK6
      US3130A8DK69
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-06
      2017-09-06
      2017-09-06
      N
      N
      N
      0.0053
      49979500.00
      49979500.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.54%
      3130A82E2
      US3130A82E28
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-12
      2017-11-10
      2017-11-10
      N
      N
      N
      0.0055
      99945600.00
      99945600.00
      0.0048
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.44%
      3130A7ZB4
      US3130A7ZB40
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-27
      2017-01-27
      2017-01-27
      N
      N
      N
      0.0045
      49994300.00
      49994300.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.68%
      3130A8BN2
      US3130A8BN27
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2017-02-27
      2017-02-27
      2017-02-27
      N
      N
      N
      0.0072
      35054530.00
      35054530.00
      0.0017
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.50%
      3130A86H1
      US3130A86H13
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-11-23
      2016-11-23
      2016-11-23
      N
      N
      N
      0.0053
      50011750.00
      50011750.00
      0.0024
      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
      25007500.00
      25007500.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.57%
      3130A7BK0
      US3130A7BK05
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-17
      2017-02-17
      2017-02-17
      N
      N
      N
      0.0058
      35018760.00
      35018760.00
      0.0017
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.54%
      3130A7BL8
      US3130A7BL87
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-17
      2017-02-17
      2017-02-17
      N
      N
      N
      0.0055
      30010260.00
      30010260.00
      0.0014
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.52%
      3130A8FR9
      US3130A8FR94
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-07
      2017-12-07
      2017-12-07
      N
      N
      N
      0.0053
      49967950.00
      49967950.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.59%
      3130A8GA5
      US3130A8GA50
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-13
      2017-12-13
      2017-12-13
      N
      N
      N
      0.0060
      49981900.00
      49981900.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.46%
      3130A8G80
      US3130A8G808
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-10
      2017-03-10
      2017-03-10
      N
      N
      N
      0.0047
      149969250.00
      149969250.00
      0.0072
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.59%
      3130A8FS7
      US3130A8FS77
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-12
      2017-12-12
      2017-12-12
      N
      N
      N
      0.0060
      74967450.00
      74967450.00
      0.0036
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.54%
      3130A7BS3
      US3130A7BS31
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-22
      2017-02-22
      2017-02-22
      N
      N
      N
      0.0055
      75025875.00
      75025875.00
      0.0036
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.65%
      3130A7F83
      US3130A7F836
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2017-09-01
      2017-09-01
      N
      N
      N
      0.0066
      25017275.00
      25017275.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.66%
      3130A7FS9
      US3130A7FS94
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2017-09-07
      2017-09-07
      N
      N
      N
      0.0067
      25017225.00
      25017225.00
      0.0012
      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
      30006090.00
      30006090.00
      0.0014
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.64%
      3130A7EC5
      US3130A7EC51
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-25
      2017-08-25
      2017-08-25
      N
      N
      N
      0.0065
      50034600.00
      50034600.00
      0.0024
      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
      25005800.00
      25005800.00
      0.0012
      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
      25005900.00
      25005900.00
      0.0012
      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
      50010150.00
      50010150.00
      0.0024
      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
      50023350.00
      50023350.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.58%
      3134G8HY8
      S6XOOCT0IEG5ABCC6L87
      US3134G8HY84
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-21
      2017-07-21
      2017-07-21
      N
      N
      N
      0.0060
      50030250.00
      50030250.00
      0.0024
      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
      127297053.00
      127297053.00
      0.0061
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.33%
      313396F73
      US313396F737
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-13
      2016-09-13
      2016-09-13
      N
      N
      N
      0.0033
      81272160.26
      81272160.26
      0.0039
      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
      98134864.74
      98134864.74
      0.0047
      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
      13365282.00
      13365282.00
      0.0006
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.52%
      3134G5PN9
      S6XOOCT0IEG5ABCC6L87
      US3134G5PN98
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-14
      2016-11-14
      2016-11-14
      N
      N
      N
      0.0052
      110016280.00
      110016280.00
      0.0052
      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
      
      2016-07-21
      2016-07-21
      2016-07-21
      N
      N
      N
      0.0045
      59504046.00
      59504046.00
      0.0028
      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
      49972800.00
      49972800.00
      0.0024
      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
      74463495.00
      74463495.00
      0.0035
      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
      99961100.00
      99961100.00
      0.0048
      N
      N
      Y
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.43%
      3134G7UR0
      S6XOOCT0IEG5ABCC6L87
      US3134G7UR04
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-02
      2016-09-02
      2016-09-02
      N
      N
      N
      0.0044
      49999550.00
      49999550.00
      0.0024
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corporation
      Federal Home Loan Mortgage Corporation 0.45%
      3134G72G5
      S6XOOCT0IEG5ABCC6L87
      US3134G72G51
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-20
      2017-04-20
      2017-04-20
      N
      N
      N
      0.0047
      74978775.00
      74978775.00
      0.0036
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 0.52%
      313589AC7
      US313589AC77
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2017-01-03
      2017-01-03
      2017-01-03
      N
      N
      N
      0.0052
      49891500.00
      49891500.00
      0.0024
      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
      0.0066
      62025038.00
      62025038.00
      0.0030
      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
      99991500.00
      99991500.00
      0.0048
      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
      99972900.00
      99972900.00
      0.0048
      N
      N
      Y
      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
      14744191.83
      14744191.83
      0.0007
      N
      N
      Y
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 0.47%
      3135G0B44
      B1V7KEBTPIMZEU4LTD58
      US3135G0B441
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-26
      2017-01-26
      2017-01-26
      N
      N
      N
      0.0046
      39999440.00
      39999440.00
      0.0019
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 0.53%
      313589AE3
      US313589AE34
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2017-01-05
      2017-01-05
      2017-01-05
      N
      N
      N
      0.0053
      49890350.00
      49890350.00
      0.0024
      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
      95583540.00
      95583540.00
      0.0046
      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
      134507933.40
      134507933.40
      0.0064
      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
      
      2016-07-16
      2016-08-16
      2016-08-16
      N
      N
      N
      0.0043
      9501026.00
      9501026.00
      0.0005
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 0.47%
      3135G0F57
      B1V7KEBTPIMZEU4LTD58
      US3135G0F574
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-05
      2017-10-05
      2017-10-05
      N
      N
      N
      0.0051
      34956145.00
      34956145.00
      0.0017
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association 0.46%
      3135G0E66
      B1V7KEBTPIMZEU4LTD58
      US3135G0E668
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-07-08
      2017-09-08
      2017-09-08
      N
      N
      N
      0.0058
      24988000.00
      24988000.00
      0.0012
      N
      N
      N
      N
    
    
      Federal Reserve Bank of New York
      Federal Reserve Bank of New York 0.25%
      0001457970
      CR1942372
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS NTS
          
            2024-02-15
          
          2.750000
          990086200.00
          1103752774.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2037-02-15
          
          4.750000
          222100.00
          335391.27
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-11-15
          
          2.750000
          117104600.00
          129583558.94
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-12-31
          
          1.375000
          1446163800.00
          1470793415.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-08-15
          
          1.625000
          483899200.00
          499237076.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-02-15
          
          2.000000
          1228991300.00
          1296360335.36
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-08-15
          
          2.500000
          983146700.00
          1074976199.45
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      0.0025
      5575000000.00
      5575000000.00
      0.2659
      N
      Y
      Y
      N
    
    
      Goldman Sachs & Company
      Goldman Sachs & Company 0.40%
      0000042352
      CR1625514
      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 REFERENCE NTS FED BOOK
          S6XOOCT0IEG5ABCC6L87
          
            2017-07-14
          
          0.750000
          23583000.00
          23702526.50
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP
          S6XOOCT0IEG5ABCC6L87
          
            2032-07-15
          
          6.250000
          81663000.00
          126224525.58
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2020-01-21
          
          1.625000
          14096000.00
          14529551.85
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2020-03-06
          
          1.750000
          12577000.00
          12965524.49
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2021-09-29
          
          1.985000
          178416000.00
          179578851.06
          Agency Debentures and Agency Strips
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      0.0040
      350000000.00
      350000000.00
      0.0167
      N
      Y
      Y
      N
    
    
      HSBC Securities (USA) Inc
      HSBC Securities (USA) Inc 0.37%
      0000853784
      CR1020153
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          U.S. TREASURY
          
            2045-11-15
          
          3.000000
          296580000.00
          343605735.96
          U.S. Treasuries (including strips)
        
        
          SALLIE MAE DEFEASANCE TRUST
          
            2022-10-03
          
          0.000000
          1330000.00
          1180335.11
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY - T
          549300HE1ISW43LNKM54
          
            2017-01-15
          
          0.000000
          96000.00
          95760.00
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY - T
          549300HE1ISW43LNKM54
          
            2020-05-01
          
          0.000000
          10000.00
          9523.90
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY - T
          549300HE1ISW43LNKM54
          
            2037-01-15
          
          0.000000
          1000000.00
          508740.01
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY - T
          549300HE1ISW43LNKM54
          
            2038-01-15
          
          6.150000
          1175000.00
          576055.51
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2019-02-26
          
          0.600000
          11000000.00
          11026252.27
          Agency Debentures and Agency Strips
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      0.0037
      350000000.00
      350000000.00
      0.0167
      N
      Y
      Y
      N
    
    
      HSBC Securities (USA) Inc
      HSBC Securities (USA) Inc 0.37%
      0000853784
      CR5822802
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          U.S. TREASURY
          
            2020-08-31
          
          1.375000
          124730000.00
          127501294.37
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-05
      2016-07-05
      2016-07-05
      N
      N
      N
      0.0037
      125000000.00
      125000000.00
      0.0060
      N
      N
      Y
      N
    
    
      HSBC Securities (USA) Inc
      HSBC Securities (USA) Inc 0.38%
      0000853784
      CR3447701
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          U.S. TREASURY
          
            2022-12-31
          
          2.125000
          241770000.00
          255002057.23
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-05
      2016-07-05
      2016-07-05
      N
      N
      N
      0.0038
      250000000.00
      250000000.00
      0.0119
      N
      N
      Y
      N
    
    
      ING Financial Markets LLC
      ING Financial Markets LLC 0.36%
      0000877559
      CR1113487
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN BANKS - FHLB
          
            2017-06-09
          
          1.000000
          40295000.00
          40472836.60
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2017-04-27
          
          1.125000
          50000000.00
          50319439.17
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2017-08-28
          
          0.875000
          50000000.00
          50276547.67
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2019-11-26
          
          1.750000
          14190000.00
          14601974.12
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          S6XOOCT0IEG5ABCC6L87
          
            2017-02-22
          
          0.875000
          50000000.00
          50257557.63
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          S6XOOCT0IEG5ABCC6L87
          
            2017-04-25
          
          0.900000
          64095000.00
          64375414.40
          Agency Debentures and Agency Strips
        
        
          FARM CREDIT BANK
          
            2016-08-25
          
          5.125000
          90000000.00
          92249557.97
          Agency Debentures and Agency Strips
        
        
          FARM CREDIT BANK
          
            2017-01-17
          
          4.875000
          100000000.00
          104607295.99
          Agency Debentures and Agency Strips
        
        
          FARM CREDIT BANK
          
            2022-03-14
          
          5.160000
          500000.00
          612741.65
          Agency Debentures and Agency Strips
        
        
          FARM CREDIT BANK
          
            2023-05-15
          
          2.125000
          800000.00
          837333.01
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN BANKS - FHLB
          
            2017-06-21
          
          1.000000
          25000000.00
          25099751.35
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2018-05-25
          
          1.125000
          50000000.00
          50072187.19
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2019-04-29
          
          1.300000
          31315000.00
          31396817.01
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          S6XOOCT0IEG5ABCC6L87
          
            2018-11-21
          
          1.100000
          1120000.00
          1126352.21
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN BANKS - FHLB
          
            2016-10-19
          
          5.125000
          40000000.00
          40977506.64
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN BANKS - FHLB
          
            2017-06-09
          
          1.000000
          9705000.00
          9747831.72
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN BANKS - FHLB
          
            2017-09-08
          
          4.875000
          20000000.00
          21306133.27
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN BANKS - FHLB
          
            2019-08-15
          
          5.125000
          500000.00
          574204.39
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2017-05-11
          
          5.000000
          20000000.00
          20894911.29
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2018-02-08
          
          0.875000
          15530000.00
          15643080.49
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2019-02-19
          
          1.875000
          445000.00
          460211.39
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2019-04-29
          
          1.300000
          43685000.00
          43799136.24
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2019-06-20
          
          1.750000
          35000000.00
          35941013.69
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2020-01-21
          
          1.625000
          1000000.00
          1030757.07
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          S6XOOCT0IEG5ABCC6L87
          
            2019-04-29
          
          1.300000
          115000000.00
          115284367.20
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          S6XOOCT0IEG5ABCC6L87
          
            2018-06-13
          
          4.875000
          293000.00
          317029.53
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          S6XOOCT0IEG5ABCC6L87
          
            2019-03-27
          
          3.750000
          23000.00
          25045.56
          Agency Debentures and Agency Strips
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      0.0036
      865000000.00
      865000000.00
      0.0413
      N
      Y
      Y
      N
    
    
      ING Financial Markets LLC
      ING Financial Markets LLC 0.35%
      0000877559
      CR1213808
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2017-10-26
          
          0.875000
          90000000.00
          90423499.35
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2019-11-26
          
          1.750000
          60810000.00
          62575478.93
          Agency Debentures and Agency Strips
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2020-04-20
          
          1.590000
          5000.00
          5016.56
          Agency Debentures and Agency Strips
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      0.0035
      150000000.00
      150000000.00
      0.0072
      N
      Y
      Y
      N
    
    
      Merrill Lynch, Pierce, Fenner & Smith Inc
      Merrill Lynch, Pierce, Fenner & Smith Inc 0.43%
      0000065106
      CR1733847
      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
          
            2017-03-09
          
          0.750000
          41240000.00
          41412073.90
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2030-12-23
          
          3.530000
          53550000.00
          53773645.63
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP PARTN CTFS
          S6XOOCT0IEG5ABCC6L87
          
            2029-12-17
          
          0.000000
          78547000.00
          55379562.35
          Agency Debentures and Agency Strips
        
        
          FEDERAL AGRIC MTG CORP DISC NTS FED BOOK ENTRY
          
            2017-02-01
          
          0.000000
          53573000.00
          53434781.66
          Agency Debentures and Agency Strips
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      0.0043
      200000000.00
      200000000.00
      0.0095
      N
      Y
      Y
      N
    
    
      RBC Capital Markets
      RBC Capital Markets 0.35%
      0000895502
      CR1811908
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS BDS
          
            2040-02-15
          
          2.125000
          971200.00
          1415177.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-02-15
          
          2.000000
          33656000.00
          35521940.05
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-10-31
          
          1.875000
          18959600.00
          19341408.73
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2016-07-31
          
          0.290100
          100.00
          100.06
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2024-11-15
          
          2.250000
          119968200.00
          128413061.52
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-12-15
          
          1.000000
          4322900.00
          4349658.04
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-11-30
          
          1.625000
          120353500.00
          123969155.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2024-08-15
          
          2.375000
          8985900.00
          9759241.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-11-30
          
          1.500000
          33426600.00
          34230259.30
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      0.0035
      350000000.00
      350000000.00
      0.0167
      N
      Y
      Y
      N
    
    
      RBC Capital Markets
      RBC Capital Markets 0.36%
      0000895502
      CR1827805
      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
          
            2019-04-29
          
          1.080000
          2000000.00
          2014980.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C
          B1V7KEBTPIMZEU4LTD58
          
            2021-06-30
          
          1.250000
          448000.00
          446028.80
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTH
          549300HE1ISW43LNKM54
          
            2039-09-15
          
          5.250000
          20000.00
          27663.25
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTH
          549300HE1ISW43LNKM54
          
            2036-04-01
          
          5.880000
          120000.00
          176138.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2019-02-19
          
          1.875000
          220000.00
          227520.24
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTH
          549300HE1ISW43LNKM54
          
            2025-11-01
          
          6.750000
          100000.00
          139498.25
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
          S6XOOCT0IEG5ABCC6L87
          
            2020-05-01
          
          1.375000
          181000.00
          183932.83
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN BKS
          
            2017-12-08
          
          2.625000
          20000.00
          20592.28
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
          S6XOOCT0IEG5ABCC6L87
          
            2019-03-27
          
          3.750000
          65000.00
          70748.44
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2017-10-10
          
          1.150000
          175000.00
          176616.22
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN
          B1V7KEBTPIMZEU4LTD58
          
            2016-09-15
          
          5.250000
          3000.00
          3075.94
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP
          S6XOOCT0IEG5ABCC6L87
          
            2017-07-28
          
          1.000000
          22408.00
          22600.31
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2027-09-23
          
          2.730000
          56000.00
          56058.29
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
          S6XOOCT0IEG5ABCC6L87
          
            2020-09-28
          
          1.800000
          97199000.00
          97900776.78
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN-DEB-PRIN STRIPS
          
            2030-05-15
          
          0.000000
          263000.00
          184171.01
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN BKS
          
            2016-11-23
          
          0.625000
          240000.00
          240276.57
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2016-09-14
          
          0.466550
          10000.00
          10003.57
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C
          B1V7KEBTPIMZEU4LTD58
          
            2023-10-30
          
          2.100000
          100000.00
          100024.00
          Agency Debentures and Agency Strips
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      0.0036
      100000000.00
      100000000.00
      0.0048
      N
      Y
      Y
      N
    
    
      Societe Generale/New York Branch
      Societe Generale/New York Branch 0.41%
      0001261467
      CR1942463
      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
          
            2016-12-09
          
          1.625000
          30000000.00
          30185937.50
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
          S6XOOCT0IEG5ABCC6L87
          
            2018-04-30
          
          1.060000
          25000000.00
          25048166.67
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP
          S6XOOCT0IEG5ABCC6L87
          
            2032-07-15
          
          6.250000
          160000.00
          247308.13
          Agency Debentures and Agency Strips
        
        
          FEDERAL AGRIC MTG CORP MEDIUM TERM NTS FED BOOK
          549300MS654K78GYF580
          
            2019-02-28
          
          1.700000
          25000000.00
          25698777.78
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
          S6XOOCT0IEG5ABCC6L87
          
            2017-06-29
          
          1.000000
          20000000.00
          20078355.56
          Agency Debentures and Agency Strips
        
        
          FEDERAL AGRIC MTG CORP MEDIUM TERM NTS FED BOOK
          549300MS654K78GYF580
          
            2019-08-14
          
          1.810000
          10000000.00
          10374077.78
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN BKS
          
            2023-12-08
          
          3.375000
          22000000.00
          24781515.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
          S6XOOCT0IEG5ABCC6L87
          
            2018-04-30
          
          1.020000
          25000000.00
          25048000.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LN BKS
          
            2016-11-23
          
          0.625000
          15000000.00
          15017285.42
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
          B1V7KEBTPIMZEU4LTD58
          
            2018-05-21
          
          1.000000
          2475000.00
          2478052.50
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
          
            2016-11-23
          
          0.625000
          25000000.00
          25042559.03
          Agency Debentures and Agency Strips
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      0.0041
      200000000.00
      200000000.00
      0.0095
      N
      Y
      Y
      N
    
    
      Societe Generale/New York Branch
      Societe Generale/New York Branch 0.24%
      0001261467
      CR2425492
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      N
      
        N
        
          UNITED STATES TREAS NTS
          
            2022-08-31
          
          1.875000
          45020400.00
          47079949.71
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-04-30
          
          1.625000
          181800.00
          186522.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-09-30
          
          1.375000
          400.00
          408.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-05-15
          
          1.750000
          100.00
          103.53
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BILLS
          
            2016-12-08
          
          0.000000
          200.00
          199.75
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-11-15
          
          0.875000
          1179600.00
          1185455.24
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-07-15
          
          0.375000
          54495400.00
          57983639.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2042-02-15
          
          0.750000
          413400.00
          440253.47
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-03-31
          
          1.625000
          988500.00
          1016702.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2027-01-15
          
          2.375000
          10208300.00
          14986690.98
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-02-28
          
          0.875000
          98800.00
          99343.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-05-31
          
          2.000000
          389237900.00
          408000079.25
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-07-31
          
          2.000000
          12573300.00
          13270925.82
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2028-04-15
          
          3.625000
          37000000.00
          76184664.66
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2028-01-15
          
          1.750000
          8058400.00
          10835711.41
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2042-11-15
          
          2.750000
          3249100.00
          3599900.45
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-04-15
          
          0.125000
          5801700.00
          6149853.09
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BILLS
          
            2016-12-01
          
          0.000000
          1085000.00
          1083676.30
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2029-01-15
          
          2.500000
          273900.00
          390415.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2029-04-15
          
          3.875000
          59900.00
          126324.05
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-12-31
          
          1.500000
          2343600.00
          2390472.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-01-31
          
          2.125000
          162600.00
          172315.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-06-30
          
          1.875000
          1700.00
          1764.28
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-04-15
          
          0.125000
          24531800.00
          25757940.27
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-05-31
          
          1.500000
          6024700.00
          6163445.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2026-02-15
          
          1.625000
          2780300.00
          2832156.57
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-01-15
          
          1.125000
          45237400.00
          53080820.52
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-07-31
          
          0.500000
          30900.00
          30949.60
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2045-02-15
          
          0.750000
          12468500.00
          12770407.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-11-30
          
          1.250000
          40563300.00
          41149950.38
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-01-31
          
          1.375000
          418400.00
          427911.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2040-02-15
          
          2.125000
          84000.00
          122400.05
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2044-02-15
          
          1.375000
          883900.00
          1054327.51
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-08-31
          
          2.000000
          61671100.00
          64961218.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-01-31
          
          0.500000
          56000.00
          56133.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-12-31
          
          1.750000
          1165800.00
          1205327.61
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2025-07-15
          
          0.375000
          22790200.00
          23706828.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2032-04-15
          
          3.375000
          55900.00
          110945.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-07-15
          
          1.250000
          3435700.00
          4065312.76
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-06-30
          
          1.000000
          100.00
          100.78
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2017-05-15
          
          8.750000
          1100000.00
          1190274.25
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2022-08-15
          
          7.250000
          100.00
          138.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2018-05-15
          
          9.125000
          100.00
          117.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2021-11-15
          
          8.000000
          13563300.00
          18600791.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2046-02-15
          
          1.000000
          35000.00
          38311.85
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-11-15
          
          4.250000
          8697900.00
          9177645.72
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-05-15
          
          0.875000
          2800000.00
          2811714.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BD STRIPPED PRIN PMT
          
            2037-02-15
          
          0.000000
          100.00
          67.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2039-11-15
          
          4.375000
          6344000.00
          9084809.42
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-03-31
          
          1.375000
          36310700.00
          37098631.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BD STRIPPED PRIN PMT
          
            2044-05-15
          
          0.000000
          13571600.00
          7000502.71
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2026-01-15
          
          0.625000
          894900.00
          951088.02
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT
          
            2023-05-15
          
          0.000000
          23.19
          21.13
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-01-31
          
          1.250000
          1147300.00
          1169517.97
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-07-31
          
          1.625000
          34145000.00
          35271480.13
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BD STRIPPED PRIN PMT
          
            2041-08-15
          
          0.000000
          100.00
          56.25
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2045-08-15
          
          2.875000
          9577600.00
          10897132.37
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-09-30
          
          2.125000
          3803000.00
          4026173.24
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-07
      2016-07-15
      2016-07-15
      Y
      
        Societe Generale/New York NY
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      N
      N
      0.0024
      1000000000.00
      1000000000.00
      0.0477
      N
      N
      N
      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
      50016550.00
      50016550.00
      0.0024
      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
      50115400.00
      50115400.00
      0.0024
      N
      Y
      Y
      N
    
    
      First American Funds Inc
      2016-07-07
      Brent G. Smith
      Brent G. Smith
      Assistant Treasurer
    
  

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