# EDGAR Filing Document

**Accession Number:** 0001272950
**File Stem:** 0001145549-23-006603
**Filing Date:** 2023-2
**Character Count:** 235452
**Document Hash:** ae5782616e3b76ab7328a039e1de984b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-006603.hdr.sgml**: 20230215

**ACCESSION NUMBER**: 0001145549-23-006603

**CONFORMED SUBMISSION TYPE**: N-MFP2/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20170929

**FILED AS OF DATE**: 20230215

**DATE AS OF CHANGE**: 20230215

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RBC FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001272950
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** N-MFP2/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21475
- **FILM NUMBER:** 23634742

**BUSINESS ADDRESS:**
- **STREET 1:** 50 SOUTH SIXTH STREET
- **STREET 2:** SUITE 2350
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402
- **BUSINESS PHONE:** 612-313-1341

**MAIL ADDRESS:**
- **STREET 1:** 50 SOUTH SIXTH STREET
- **STREET 2:** SUITE 2350
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TAMARACK FUNDS TRUST
- **DATE OF NAME CHANGE:** 20031212

## Series and Classes Contracts Data

### U.S. Government Money Market Fund (Series ID: S000001806)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000004729 | RBC Institutional Class 1 | TUGXX           |
| C000071257 | RBC Institutional Class 2 | TIMXX           |
| C000071260 | RBC Investor Class        | TUIXX           |

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

**Submission Type:** N-MFP2/A

**Live/Test Flag:** —

**Is Electronic Copy of Paper Format:** —

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2017-09-29

**EDGAR Series Identifier:** S000001806

**Total number of share classes in the series:** —

**Is this the fund's final filing on Form N-MFP?:** —

**Is Fund Liquidating?:** —

**Is Fund Merging/Being Acquired?:** —

**Has the fund acquired or merged with another fund during the reporting period?:** —

## Part A: Series-Level Information about the Fund

### Service Providers
| Item   | Role                          | Details                                                      | File/CIK Number   |
|:---|:---|:---|:---|
| A.5    | Administrator                 | RBC Global Asset Management (U.S.) Inc.                      |  |
| A.4    | Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Minneapolis<br>State: MN |  |
| A.6    | Transfer Agent                | US Bank Global Fund Services<br>CIK: 0001094770              | 085-11357         |

### Fund Characteristics & Assets

- **A.1 - Securities Act File Number:** 333-111986

- **A.7 - Is this a Feeder Fund?:** No

- **A.8 - Is this a Master Fund?:** No

- **A.9 - Is this series primarily used to fund insurance company separate accounts?:** No

- **A.10 - Money Market Fund Category:** Exempt Government

- **A.11 - WAM:** 52 days

- **A.12 - WAL:** 109 days

- **Total Value of Portfolio Securities:** $5495192340.15

- **Amortized Cost of Portfolio Securities:** $5495119238.45

- **Cash:** $185383949.57

- **Total Other Assets:** $6150958.58

- **Total Liabilities:** $96870224.05

- **Net Assets of Series:** $5589783922.55

- **Number of Shares Outstanding (Series):** 5590041286.24

- **Stable Price Per Share:** $1.00

- **7-Day Gross Yield:** 1.0600%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $3403398738.78             |  | 67.0100%                   |
| Friday, Week 2 |  | $3247558451.47             |  | 63.0000%                   |
| Friday, Week 3 |  | $2979321508.95             |  | 57.0900%                   |
| Friday, Week 4 |  | $3422655739.01             |  | 58.9600%                   |
| Friday, Week 5 |  | $3275007568.63             |  | 57.5900%                   |

## Part B: Class-Level Information about the Fund

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $10000000.00

- **B.3 - Net Assets of Class:** $2208732814.71

- **B.4 - Shares Outstanding:** 2208792363.04

- **B.7.7 - 7-Day Net Yield:** 0.8700%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $77052037.98              | $59606286.51            |
| Week 2   | $133352402.75             | $65829208.68            |
| Week 3   | $106887156.63             | $188433965.36           |
| Week 4   | $635760547.01             | $63189987.43            |
| Week 5   | $167403788.51             | $155282198.44           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1082774111.77

- **Gross Redemptions for month:** $489445133.35

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000000.00

- **B.3 - Net Assets of Class:** $1222677512.54

- **B.4 - Shares Outstanding:** 1222712247.19

- **B.7.7 - 7-Day Net Yield:** 0.7700%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $281438564.68             | $20805177.87            |
| Week 2   | $50286297.26              | $70393439.96            |
| Week 3   | $75341437.35              | $84579117.86            |
| Week 4   | $47052686.33              | $12688059.67            |
| Week 5   | $33689132.17              | $115921561.20           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $207071675.27

- **Gross Redemptions for month:** $291443663.67

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1.00

- **B.3 - Net Assets of Class:** $2158373575.30

- **B.4 - Shares Outstanding:** 2158536656.01

- **B.7.7 - 7-Day Net Yield:** 0.0600%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** RBC Capital Markets, LLC waived $252,753 in distribution fees.

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $39278325.45              | $76469825.50            |
| Week 2   | $37967676.32              | $45396008.20            |
| Week 3   | $101464029.79             | $47861160.47            |
| Week 4   | $89047296.51              | $108327614.95           |
| Week 5   | $48051821.42              | $54045492.78            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $315809149.49

- **Gross Redemptions for month:** $255630276.40

## Part C: Schedule of Portfolio Securities

### Security 1: ABAG FINANCE AUTHORITY FOR NONPROFIT CORPS

- **C.1 - Title:** ABAG FINANCE AUTHORITY FOR NONPROFIT CORPS 1.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 00037NJS6, C.4 - ISIN: US00037NJS62
- **C.18 - Value (incl. sponsor support):** $2105000.00
- **C.18.a - Value (excl. sponsor support):** $2105000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2032-09-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 2: CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTHORITY ADJ-HSG-KIMBERLY WOODS-SER B

- **C.1 - Title:** CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTHORITY ADJ-HSG-KIMBERLY WOODS-SER B 0.910000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13077VAB8, C.4 - ISIN: US13077VAB80
- **C.18 - Value (incl. sponsor support):** $17600000.00
- **C.18.a - Value (excl. sponsor support):** $17600000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.9700%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2025-06-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A4Q88, C.4 - ISIN: US3130A4Q889
- **C.18 - Value (incl. sponsor support):** $1999014.00
- **C.18.a - Value (excl. sponsor support):** $1999014.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2018-04-17
- **C.12 - Maturity Date (WAL):** 2018-04-17
- **C.13 - Final Legal Maturity Date:** 2018-04-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A5MQ9, C.4 - ISIN: US3130A5MQ99
- **C.18 - Value (incl. sponsor support):** $13890526.00
- **C.18.a - Value (excl. sponsor support):** $13890526.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.3500%
- **C.11 - Maturity Date (WAM):** 2018-09-17
- **C.12 - Maturity Date (WAL):** 2018-09-17
- **C.13 - Final Legal Maturity Date:** 2018-09-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A5QA0, C.4 - ISIN: US3130A5QA02
- **C.18 - Value (incl. sponsor support):** $4344131.85
- **C.18.a - Value (excl. sponsor support):** $4344131.85
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.3400%
- **C.11 - Maturity Date (WAM):** 2018-06-22
- **C.12 - Maturity Date (WAL):** 2018-06-22
- **C.13 - Final Legal Maturity Date:** 2018-06-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A6AE7, C.4 - ISIN: US3130A6AE70
- **C.18 - Value (incl. sponsor support):** $14825711.81
- **C.18.a - Value (excl. sponsor support):** $14825711.81
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2018-09-14
- **C.12 - Maturity Date (WAL):** 2018-09-14
- **C.13 - Final Legal Maturity Date:** 2018-09-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 7: FHLB

- **C.1 - Title:** FHLB 0.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A6LZ8, C.4 - ISIN: US3130A6LZ80
- **C.18 - Value (incl. sponsor support):** $6918152.36
- **C.18.a - Value (excl. sponsor support):** $6918152.36
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-10-26
- **C.12 - Maturity Date (WAL):** 2017-10-26
- **C.13 - Final Legal Maturity Date:** 2017-10-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 8: FHLB

- **C.1 - Title:** FHLB 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A6SW8, C.4 - ISIN: US3130A6SW86
- **C.18 - Value (incl. sponsor support):** $134976.92
- **C.18.a - Value (excl. sponsor support):** $134976.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2017-12-19
- **C.12 - Maturity Date (WAL):** 2017-12-19
- **C.13 - Final Legal Maturity Date:** 2017-12-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 9: FHLB

- **C.1 - Title:** FHLB 0.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A7CX1, C.4 - ISIN: US3130A7CX17
- **C.18 - Value (incl. sponsor support):** $3395294.40
- **C.18.a - Value (excl. sponsor support):** $3395294.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2018-03-19
- **C.12 - Maturity Date (WAL):** 2018-03-19
- **C.13 - Final Legal Maturity Date:** 2018-03-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.279000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A7NM3, C.4 - ISIN: US3130A7NM33
- **C.18 - Value (incl. sponsor support):** $25000273.75
- **C.18.a - Value (excl. sponsor support):** $25000273.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2017-10-04
- **C.12 - Maturity Date (WAL):** 2017-10-04
- **C.13 - Final Legal Maturity Date:** 2017-10-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.231000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A7X34, C.4 - ISIN: US3130A7X342
- **C.18 - Value (incl. sponsor support):** $50007147.50
- **C.18.a - Value (excl. sponsor support):** $50007147.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-10-30
- **C.12 - Maturity Date (WAL):** 2017-10-30
- **C.13 - Final Legal Maturity Date:** 2017-10-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.222000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A7YR0, C.4 - ISIN: US3130A7YR01
- **C.18 - Value (incl. sponsor support):** $25003479.75
- **C.18.a - Value (excl. sponsor support):** $25003479.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2017-11-06
- **C.13 - Final Legal Maturity Date:** 2017-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A82Z5, C.4 - ISIN: US3130A82Z56
- **C.18 - Value (incl. sponsor support):** $38104709.16
- **C.18.a - Value (excl. sponsor support):** $38104709.16
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-11-15
- **C.12 - Maturity Date (WAL):** 2017-11-15
- **C.13 - Final Legal Maturity Date:** 2017-11-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.214000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A83B7, C.4 - ISIN: US3130A83B79
- **C.18 - Value (incl. sponsor support):** $50009719.50
- **C.18.a - Value (excl. sponsor support):** $50009719.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2017-11-17
- **C.12 - Maturity Date (WAL):** 2017-11-17
- **C.13 - Final Legal Maturity Date:** 2017-11-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.301000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A8EH2, C.4 - ISIN: US3130A8EH22
- **C.18 - Value (incl. sponsor support):** $1685687.50
- **C.18.a - Value (excl. sponsor support):** $1685687.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2017-10-09
- **C.12 - Maturity Date (WAL):** 2017-12-07
- **C.13 - Final Legal Maturity Date:** 2017-12-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.253000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A8F24, C.4 - ISIN: US3130A8F248
- **C.18 - Value (incl. sponsor support):** $50013041.00
- **C.18.a - Value (excl. sponsor support):** $50013041.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-12-07
- **C.12 - Maturity Date (WAL):** 2017-12-05
- **C.13 - Final Legal Maturity Date:** 2017-12-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A8FS7, C.4 - ISIN: US3130A8FS77
- **C.18 - Value (incl. sponsor support):** $13003666.91
- **C.18.a - Value (excl. sponsor support):** $13003666.91
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-12-12
- **C.12 - Maturity Date (WAL):** 2017-12-12
- **C.13 - Final Legal Maturity Date:** 2017-12-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.247000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A8KS1, C.4 - ISIN: US3130A8KS13
- **C.18 - Value (incl. sponsor support):** $50019387.50
- **C.18.a - Value (excl. sponsor support):** $50019387.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2017-12-22
- **C.12 - Maturity Date (WAL):** 2017-12-22
- **C.13 - Final Legal Maturity Date:** 2017-12-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A8PK3, C.4 - ISIN: US3130A8PK32
- **C.18 - Value (incl. sponsor support):** $4970565.00
- **C.18.a - Value (excl. sponsor support):** $4970565.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.3300%
- **C.11 - Maturity Date (WAM):** 2018-08-07
- **C.12 - Maturity Date (WAL):** 2018-08-07
- **C.13 - Final Legal Maturity Date:** 2018-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.269000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A8PS6, C.4 - ISIN: US3130A8PS67
- **C.18 - Value (incl. sponsor support):** $50027126.00
- **C.18.a - Value (excl. sponsor support):** $50027126.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2017-10-09
- **C.12 - Maturity Date (WAL):** 2018-01-08
- **C.13 - Final Legal Maturity Date:** 2018-01-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 21: FHLB

- **C.1 - Title:** FHLB 0.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A9AE1, C.4 - ISIN: US3130A9AE10
- **C.18 - Value (incl. sponsor support):** $46091857.54
- **C.18.a - Value (excl. sponsor support):** $46091857.54
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2018-10-01
- **C.12 - Maturity Date (WAL):** 2018-10-01
- **C.13 - Final Legal Maturity Date:** 2018-10-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.237000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A9SS1, C.4 - ISIN: US3130A9SS14
- **C.18 - Value (incl. sponsor support):** $100089847.00
- **C.18.a - Value (excl. sponsor support):** $100089847.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2017-10-19
- **C.12 - Maturity Date (WAL):** 2018-06-19
- **C.13 - Final Legal Maturity Date:** 2018-06-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.288000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130A9VK4, C.4 - ISIN: US3130A9VK41
- **C.18 - Value (incl. sponsor support):** $100170001.00
- **C.18.a - Value (excl. sponsor support):** $100170001.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2017-10-26
- **C.12 - Maturity Date (WAL):** 2018-10-26
- **C.13 - Final Legal Maturity Date:** 2018-10-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AA3K2, C.4 - ISIN: US3130AA3K27
- **C.18 - Value (incl. sponsor support):** $2998833.00
- **C.18.a - Value (excl. sponsor support):** $2998833.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-11-16
- **C.12 - Maturity Date (WAL):** 2017-11-16
- **C.13 - Final Legal Maturity Date:** 2017-11-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AB2X3, C.4 - ISIN: US3130AB2X39
- **C.18 - Value (incl. sponsor support):** $1997092.00
- **C.18.a - Value (excl. sponsor support):** $1997092.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2018-03-29
- **C.12 - Maturity Date (WAL):** 2018-03-29
- **C.13 - Final Legal Maturity Date:** 2018-03-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.157000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ABHZ2, C.4 - ISIN: US3130ABHZ20
- **C.18 - Value (incl. sponsor support):** $2499355.25
- **C.18.a - Value (excl. sponsor support):** $2499355.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-11-24
- **C.12 - Maturity Date (WAL):** 2019-05-24
- **C.13 - Final Legal Maturity Date:** 2019-05-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.084000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ABLE4, C.4 - ISIN: US3130ABLE45
- **C.18 - Value (incl. sponsor support):** $49999946.00
- **C.18.a - Value (excl. sponsor support):** $49999946.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2017-10-16
- **C.12 - Maturity Date (WAL):** 2017-12-15
- **C.13 - Final Legal Maturity Date:** 2017-12-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.166000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ABSB3, C.4 - ISIN: US3130ABSB33
- **C.18 - Value (incl. sponsor support):** $74960433.00
- **C.18.a - Value (excl. sponsor support):** $74960433.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2017-10-12
- **C.12 - Maturity Date (WAL):** 2019-07-12
- **C.13 - Final Legal Maturity Date:** 2019-07-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.171000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AC2N3, C.4 - ISIN: US3130AC2N39
- **C.18 - Value (incl. sponsor support):** $49990850.50
- **C.18.a - Value (excl. sponsor support):** $49990850.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2017-10-09
- **C.12 - Maturity Date (WAL):** 2019-08-07
- **C.13 - Final Legal Maturity Date:** 2019-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ACEY6, C.4 - ISIN: US3130ACEY64
- **C.18 - Value (incl. sponsor support):** $49944300.00
- **C.18.a - Value (excl. sponsor support):** $49944300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.3700%
- **C.11 - Maturity Date (WAM):** 2018-09-13
- **C.12 - Maturity Date (WAL):** 2018-09-13
- **C.13 - Final Legal Maturity Date:** 2018-09-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.174000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ACFB5, C.4 - ISIN: US3130ACFB52
- **C.18 - Value (incl. sponsor support):** $84967054.00
- **C.18.a - Value (excl. sponsor support):** $84967054.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2017-10-18
- **C.12 - Maturity Date (WAL):** 2019-09-18
- **C.13 - Final Legal Maturity Date:** 2019-09-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ACHH0, C.4 - ISIN: US3130ACHH05
- **C.18 - Value (incl. sponsor support):** $14980425.00
- **C.18.a - Value (excl. sponsor support):** $14980425.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.3800%
- **C.11 - Maturity Date (WAM):** 2018-09-25
- **C.12 - Maturity Date (WAL):** 2018-09-25
- **C.13 - Final Legal Maturity Date:** 2018-09-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 33: FFCB

- **C.1 - Title:** FFCB 5.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 31331YEK2, C.4 - ISIN: US31331YEK29
- **C.18 - Value (incl. sponsor support):** $2511895.00
- **C.18.a - Value (excl. sponsor support):** $2511895.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2017-11-15
- **C.12 - Maturity Date (WAL):** 2017-11-15
- **C.13 - Final Legal Maturity Date:** 2017-11-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 34: FHLB

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313372C36, C.4 - ISIN: US313372C362
- **C.18 - Value (incl. sponsor support):** $752657.25
- **C.18.a - Value (excl. sponsor support):** $752657.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2017-12-08
- **C.12 - Maturity Date (WAL):** 2017-12-08
- **C.13 - Final Legal Maturity Date:** 2017-12-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 35: FHLB

- **C.1 - Title:** FHLB 3.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313372SN5, C.4 - ISIN: US313372SN59
- **C.18 - Value (incl. sponsor support):** $1008991.00
- **C.18.a - Value (excl. sponsor support):** $1008991.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2018-03-09
- **C.12 - Maturity Date (WAL):** 2018-03-09
- **C.13 - Final Legal Maturity Date:** 2018-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 36: FHLB

- **C.1 - Title:** FHLB 2.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313373UU4, C.4 - ISIN: US313373UU48
- **C.18 - Value (incl. sponsor support):** $16157984.00
- **C.18.a - Value (excl. sponsor support):** $16157984.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2018-06-08
- **C.12 - Maturity Date (WAL):** 2018-06-08
- **C.13 - Final Legal Maturity Date:** 2018-06-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 37: FHLB

- **C.1 - Title:** FHLB 2.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313375K48, C.4 - ISIN: US313375K483
- **C.18 - Value (incl. sponsor support):** $19970898.24
- **C.18.a - Value (excl. sponsor support):** $19970898.24
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2018-09-14
- **C.12 - Maturity Date (WAL):** 2018-09-14
- **C.13 - Final Legal Maturity Date:** 2018-09-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 38: FHLB

- **C.1 - Title:** FHLB 1.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313378A43, C.4 - ISIN: US313378A439
- **C.18 - Value (incl. sponsor support):** $21138437.76
- **C.18.a - Value (excl. sponsor support):** $21138437.76
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2018-03-09
- **C.12 - Maturity Date (WAL):** 2018-03-09
- **C.13 - Final Legal Maturity Date:** 2018-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 39: FHLB

- **C.1 - Title:** FHLB 1.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313379DT3, C.4 - ISIN: US313379DT38
- **C.18 - Value (incl. sponsor support):** $14716246.40
- **C.18.a - Value (excl. sponsor support):** $14716246.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2018-06-08
- **C.12 - Maturity Date (WAL):** 2018-06-08
- **C.13 - Final Legal Maturity Date:** 2018-06-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313381B20, C.4 - ISIN: US313381B209
- **C.18 - Value (incl. sponsor support):** $5446544.70
- **C.18.a - Value (excl. sponsor support):** $5446544.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2017-12-08
- **C.12 - Maturity Date (WAL):** 2017-12-08
- **C.13 - Final Legal Maturity Date:** 2017-12-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 41: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 0.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ECJ47, C.4 - ISIN: US3133ECJ471, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $2995998.00
- **C.18.a - Value (excl. sponsor support):** $2995998.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2018-03-14
- **C.12 - Maturity Date (WAL):** 2018-03-14
- **C.13 - Final Legal Maturity Date:** 2018-03-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 42: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FCSB 1.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ED2C5, C.4 - ISIN: US3133ED2C51, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $1005756.00
- **C.18.a - Value (excl. sponsor support):** $1005756.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.3400%
- **C.11 - Maturity Date (WAM):** 2018-09-17
- **C.12 - Maturity Date (WAL):** 2018-09-17
- **C.13 - Final Legal Maturity Date:** 2018-09-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 43: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 1.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EE2F6, C.4 - ISIN: US3133EE2F64, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $1649227.80
- **C.18.a - Value (excl. sponsor support):** $1649227.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2018-06-25
- **C.12 - Maturity Date (WAL):** 2018-06-25
- **C.13 - Final Legal Maturity Date:** 2018-06-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 44: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 0.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EE4A5, C.4 - ISIN: US3133EE4A59, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $4999315.00
- **C.18.a - Value (excl. sponsor support):** $4999315.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-10-16
- **C.12 - Maturity Date (WAL):** 2017-10-16
- **C.13 - Final Legal Maturity Date:** 2017-10-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 45: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 1.282790%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EE4D9, C.4 - ISIN: US3133EE4D98, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $3240394.76
- **C.18.a - Value (excl. sponsor support):** $3240394.76
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2017-10-03
- **C.12 - Maturity Date (WAL):** 2017-10-17
- **C.13 - Final Legal Maturity Date:** 2017-10-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 46: FFCB

- **C.1 - Title:** FFCB 1.281670%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EEF96, C.4 - ISIN: US3133EEF962
- **C.18 - Value (incl. sponsor support):** $25025525.00
- **C.18.a - Value (excl. sponsor support):** $25025525.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2017-10-04
- **C.12 - Maturity Date (WAL):** 2018-05-04
- **C.13 - Final Legal Maturity Date:** 2018-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 47: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 1.281670%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EEMH0, C.4 - ISIN: US3133EEMH09, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $8506162.50
- **C.18.a - Value (excl. sponsor support):** $8506162.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2018-02-02
- **C.13 - Final Legal Maturity Date:** 2018-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 48: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 1.271670%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EEWS5, C.4 - ISIN: US3133EEWS53, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $1400715.48
- **C.18.a - Value (excl. sponsor support):** $1400715.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2018-01-02
- **C.13 - Final Legal Maturity Date:** 2018-01-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 49: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 1.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EEZ52, C.4 - ISIN: US3133EEZ523, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $5153947.84
- **C.18.a - Value (excl. sponsor support):** $5153947.84
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-10-23
- **C.12 - Maturity Date (WAL):** 2018-03-22
- **C.13 - Final Legal Maturity Date:** 2018-03-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 50: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 1.282780%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EFCB1, C.4 - ISIN: US3133EFCB14, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $4004640.40
- **C.18.a - Value (excl. sponsor support):** $4004640.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2017-12-04
- **C.12 - Maturity Date (WAL):** 2018-09-04
- **C.13 - Final Legal Maturity Date:** 2018-09-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 51: FCSB

- **C.1 - Title:** FCSB 0.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EFD87, C.4 - ISIN: US3133EFD873, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $3987204.00
- **C.18.a - Value (excl. sponsor support):** $3987204.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2018-06-25
- **C.12 - Maturity Date (WAL):** 2018-06-25
- **C.13 - Final Legal Maturity Date:** 2018-06-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 52: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 1.237440%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EFEC7, C.4 - ISIN: US3133EFEC78, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $20023902.00
- **C.18.a - Value (excl. sponsor support):** $20023902.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2017-12-18
- **C.12 - Maturity Date (WAL):** 2018-09-18
- **C.13 - Final Legal Maturity Date:** 2018-09-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 53: FFCB

- **C.1 - Title:** FFCB 1.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EFHX8, C.4 - ISIN: US3133EFHX88
- **C.18 - Value (incl. sponsor support):** $6186494.07
- **C.18.a - Value (excl. sponsor support):** $6186494.07
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2017-10-09
- **C.12 - Maturity Date (WAL):** 2018-04-09
- **C.13 - Final Legal Maturity Date:** 2018-04-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 54: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 1.246110%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EFJT5, C.4 - ISIN: US3133EFJT58, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $15000941.25
- **C.18.a - Value (excl. sponsor support):** $15000941.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2017-10-13
- **C.12 - Maturity Date (WAL):** 2017-10-13
- **C.13 - Final Legal Maturity Date:** 2017-10-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 55: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 1.291670%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EFNC7, C.4 - ISIN: US3133EFNC77, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $16343688.59
- **C.18.a - Value (excl. sponsor support):** $16343688.59
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-11-06
- **C.13 - Final Legal Maturity Date:** 2017-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 56: FFCB

- **C.1 - Title:** FFCB 1.356110%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EFNX1, C.4 - ISIN: US3133EFNX15
- **C.18 - Value (incl. sponsor support):** $49716142.86
- **C.18.a - Value (excl. sponsor support):** $49716142.86
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-10-13
- **C.12 - Maturity Date (WAL):** 2018-11-13
- **C.13 - Final Legal Maturity Date:** 2018-11-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 57: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 1.411670%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EFT64, C.4 - ISIN: US3133EFT648, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $25045022.00
- **C.18.a - Value (excl. sponsor support):** $25045022.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-10-04
- **C.12 - Maturity Date (WAL):** 2018-04-04
- **C.13 - Final Legal Maturity Date:** 2018-04-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 58: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 1.432790%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EFWK9, C.4 - ISIN: US3133EFWK92, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $49988509.50
- **C.18.a - Value (excl. sponsor support):** $49988509.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2017-10-03
- **C.12 - Maturity Date (WAL):** 2017-11-27
- **C.13 - Final Legal Maturity Date:** 2017-11-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 59: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 1.282220%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EGB79, C.4 - ISIN: US3133EGB792, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $50083411.50
- **C.18.a - Value (excl. sponsor support):** $50083411.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2018-11-01
- **C.13 - Final Legal Maturity Date:** 2018-11-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 60: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 0.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EGE68, C.4 - ISIN: US3133EGE689, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $3743287.50
- **C.18.a - Value (excl. sponsor support):** $3743287.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2018-03-08
- **C.12 - Maturity Date (WAL):** 2018-03-08
- **C.13 - Final Legal Maturity Date:** 2018-03-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 61: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 0.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EGKQ7, C.4 - ISIN: US3133EGKQ73, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $5733727.50
- **C.18.a - Value (excl. sponsor support):** $5733727.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2018-04-06
- **C.12 - Maturity Date (WAL):** 2018-04-06
- **C.13 - Final Legal Maturity Date:** 2018-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 62: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 1.377220%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EGPA7, C.4 - ISIN: US3133EGPA76, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $25055100.00
- **C.18.a - Value (excl. sponsor support):** $25055100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 63: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 0.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EGPL3, C.4 - ISIN: US3133EGPL32, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $995529.00
- **C.18.a - Value (excl. sponsor support):** $995529.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.3800%
- **C.11 - Maturity Date (WAM):** 2018-07-27
- **C.12 - Maturity Date (WAL):** 2018-07-27
- **C.13 - Final Legal Maturity Date:** 2018-07-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 64: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 1.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EGYA7, C.4 - ISIN: US3133EGYA75, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $4692007.94
- **C.18.a - Value (excl. sponsor support):** $4692007.94
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2017-10-11
- **C.12 - Maturity Date (WAL):** 2019-10-11
- **C.13 - Final Legal Maturity Date:** 2019-10-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 65: FEDERAL FARM CREDIT BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS 1.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EHLP6, C.4 - ISIN: US3133EHLP64, C.3 - LEI: P0J8I7M2E0A77CKF1705
- **C.18 - Value (incl. sponsor support):** $2802800.88
- **C.18.a - Value (excl. sponsor support):** $2802800.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2018-05-30
- **C.12 - Maturity Date (WAL):** 2018-05-30
- **C.13 - Final Legal Maturity Date:** 2018-05-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 66: FHLB

- **C.1 - Title:** FHLB 5.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133XMQ87, C.4 - ISIN: US3133XMQ871
- **C.18 - Value (incl. sponsor support):** $2079964.98
- **C.18.a - Value (excl. sponsor support):** $2079964.98
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-11-17
- **C.12 - Maturity Date (WAL):** 2017-11-17
- **C.13 - Final Legal Maturity Date:** 2017-11-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 67: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 1.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3134G3YV6, C.4 - ISIN: US3134G3YV65, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $7961073.26
- **C.18.a - Value (excl. sponsor support):** $7961073.26
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2018-07-16
- **C.12 - Maturity Date (WAL):** 2018-07-16
- **C.13 - Final Legal Maturity Date:** 2018-07-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 68: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 1.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3134G66M0, C.4 - ISIN: US3134G66M02, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $10352856.52
- **C.18.a - Value (excl. sponsor support):** $10352856.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2018-06-22
- **C.12 - Maturity Date (WAL):** 2018-06-22
- **C.13 - Final Legal Maturity Date:** 2018-06-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 69: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 1.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3134G7TZ4, C.4 - ISIN: US3134G7TZ49, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $1998822.00
- **C.18.a - Value (excl. sponsor support):** $1998822.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2018-09-18
- **C.12 - Maturity Date (WAL):** 2018-09-18
- **C.13 - Final Legal Maturity Date:** 2018-09-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 70: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 1.337220%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3134G8PF0, C.4 - ISIN: US3134G8PF04, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $3153138.19
- **C.18.a - Value (excl. sponsor support):** $3153138.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-12-08
- **C.12 - Maturity Date (WAL):** 2018-03-08
- **C.13 - Final Legal Maturity Date:** 2018-03-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 71: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 1.274110%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3134G9K71, C.4 - ISIN: US3134G9K717, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $15008280.60
- **C.18.a - Value (excl. sponsor support):** $15008280.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2017-10-09
- **C.12 - Maturity Date (WAL):** 2018-01-08
- **C.13 - Final Legal Maturity Date:** 2018-01-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 72: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 1.276100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3134G9KR7, C.4 - ISIN: US3134G9KR79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $1590379.44
- **C.18.a - Value (excl. sponsor support):** $1590379.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2017-10-13
- **C.12 - Maturity Date (WAL):** 2017-11-13
- **C.13 - Final Legal Maturity Date:** 2017-11-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 73: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 1.274110%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3134G9L21, C.4 - ISIN: US3134G9L210, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $35019707.45
- **C.18.a - Value (excl. sponsor support):** $35019707.45
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2017-10-12
- **C.12 - Maturity Date (WAL):** 2018-01-12
- **C.13 - Final Legal Maturity Date:** 2018-01-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 74: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3134G9MB0, C.4 - ISIN: US3134G9MB00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $2144672.30
- **C.18.a - Value (excl. sponsor support):** $2144672.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.3400%
- **C.11 - Maturity Date (WAM):** 2018-06-29
- **C.12 - Maturity Date (WAL):** 2018-06-29
- **C.13 - Final Legal Maturity Date:** 2018-06-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 75: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 5.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3134G9TH0, C.4 - ISIN: US3134G9TH07, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $9898916.03
- **C.18.a - Value (excl. sponsor support):** $9898916.03
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2018-06-29
- **C.12 - Maturity Date (WAL):** 2018-06-29
- **C.13 - Final Legal Maturity Date:** 2018-06-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 76: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 5.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3134G9TJ6, C.4 - ISIN: US3134G9TJ62, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $14893832.19
- **C.18.a - Value (excl. sponsor support):** $14893832.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 77: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3134G9UY1, C.4 - ISIN: US3134G9UY11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $997745.00
- **C.18.a - Value (excl. sponsor support):** $997745.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.3100%
- **C.11 - Maturity Date (WAM):** 2018-06-29
- **C.12 - Maturity Date (WAL):** 2018-06-29
- **C.13 - Final Legal Maturity Date:** 2018-06-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 78: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 0.924100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3134GAQ64, C.4 - ISIN: US3134GAQ648, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $24998802.75
- **C.18.a - Value (excl. sponsor support):** $24998802.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-12
- **C.12 - Maturity Date (WAL):** 2017-10-12
- **C.13 - Final Legal Maturity Date:** 2017-10-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 79: FNMA

- **C.1 - Title:** FNMA 1.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3135G0E58, C.4 - ISIN: US3135G0E585
- **C.18 - Value (incl. sponsor support):** $2149258.19
- **C.18.a - Value (excl. sponsor support):** $2149258.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.4300%
- **C.11 - Maturity Date (WAM):** 2018-10-19
- **C.12 - Maturity Date (WAL):** 2018-10-19
- **C.13 - Final Legal Maturity Date:** 2018-10-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 80: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3135G0L68, C.4 - ISIN: US3135G0L689, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, CIK: 0000310522
- **C.18 - Value (incl. sponsor support):** $40838049.08
- **C.18.a - Value (excl. sponsor support):** $40838049.08
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 1.3100%
- **C.11 - Maturity Date (WAM):** 2018-07-27
- **C.12 - Maturity Date (WAL):** 2018-07-27
- **C.13 - Final Legal Maturity Date:** 2018-07-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 81: FNMA

- **C.1 - Title:** FNMA 0.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3135G0PQ0, C.4 - ISIN: US3135G0PQ06
- **C.18 - Value (incl. sponsor support):** $196699770.41
- **C.18.a - Value (excl. sponsor support):** $196699770.41
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.5200%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2017-10-26
- **C.12 - Maturity Date (WAL):** 2017-10-26
- **C.13 - Final Legal Maturity Date:** 2017-10-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 82: FNMA

- **C.1 - Title:** FNMA 0.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3135G0RT2, C.4 - ISIN: US3135G0RT27
- **C.18 - Value (incl. sponsor support):** $6270014.05
- **C.18.a - Value (excl. sponsor support):** $6270014.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2017-12-20
- **C.12 - Maturity Date (WAL):** 2017-12-20
- **C.13 - Final Legal Maturity Date:** 2017-12-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 83: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3135G0TG8, C.4 - ISIN: US3135G0TG87, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, CIK: 0000310522
- **C.18 - Value (incl. sponsor support):** $17259084.07
- **C.18.a - Value (excl. sponsor support):** $17259084.07
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2018-02-08
- **C.12 - Maturity Date (WAL):** 2018-02-08
- **C.13 - Final Legal Maturity Date:** 2018-02-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 84: FNMA

- **C.1 - Title:** FNMA 0.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3135G0WJ8, C.4 - ISIN: US3135G0WJ89
- **C.18 - Value (incl. sponsor support):** $6847453.06
- **C.18.a - Value (excl. sponsor support):** $6847453.06
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2018-05-21
- **C.12 - Maturity Date (WAL):** 2018-05-21
- **C.13 - Final Legal Maturity Date:** 2018-05-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 85: FNMA

- **C.1 - Title:** FNMA 1.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3135G0YM9, C.4 - ISIN: US3135G0YM90
- **C.18 - Value (incl. sponsor support):** $51092501.41
- **C.18.a - Value (excl. sponsor support):** $51092501.41
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 1.3700%
- **C.11 - Maturity Date (WAM):** 2018-09-18
- **C.12 - Maturity Date (WAL):** 2018-09-18
- **C.13 - Final Legal Maturity Date:** 2018-09-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 86: FNA 2012-M9 ASQ2

- **C.1 - Title:** FNA 2012-M9 ASQ2 1.513000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3136A7L26
- **C.18 - Value (incl. sponsor support):** $2036509.84
- **C.18.a - Value (excl. sponsor support):** $2036509.84
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2017-10-01
- **C.12 - Maturity Date (WAL):** 2017-12-25
- **C.13 - Final Legal Maturity Date:** 2017-12-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 87: FNA 2013-M4 ASQ2

- **C.1 - Title:** FNA 2013-M4 ASQ2 1.451280%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3136AC3C3
- **C.18 - Value (incl. sponsor support):** $1934167.14
- **C.18.a - Value (excl. sponsor support):** $1934167.14
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 1.4000%
- **C.11 - Maturity Date (WAM):** 2017-10-01
- **C.12 - Maturity Date (WAL):** 2018-02-25
- **C.13 - Final Legal Maturity Date:** 2018-02-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 88: FNA SERIES 2013-M11 CLASS FA

- **C.1 - Title:** FNA SERIES 2013-M11 CLASS FA 1.567220%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3136AE7E1, C.4 - ISIN: US3136AE7E1
- **C.18 - Value (incl. sponsor support):** $478536.87
- **C.18.a - Value (excl. sponsor support):** $478536.87
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.4600%
- **C.11 - Maturity Date (WAM):** 2017-10-25
- **C.12 - Maturity Date (WAL):** 2018-01-25
- **C.13 - Final Legal Maturity Date:** 2018-01-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 89: FNA 2013-M7 ASQ2

- **C.1 - Title:** FNA 2013-M7 ASQ2 1.233440%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3136AEGM3
- **C.18 - Value (incl. sponsor support):** $1030861.42
- **C.18.a - Value (excl. sponsor support):** $1030861.42
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.7800%
- **C.11 - Maturity Date (WAM):** 2017-10-01
- **C.12 - Maturity Date (WAL):** 2018-03-26
- **C.13 - Final Legal Maturity Date:** 2018-03-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 90: FNA 2013-M13 FA

- **C.1 - Title:** FNA 2013-M13 FA 1.587220%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3136AGH88
- **C.18 - Value (incl. sponsor support):** $354748.55
- **C.18.a - Value (excl. sponsor support):** $354748.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2017-10-25
- **C.12 - Maturity Date (WAL):** 2018-05-25
- **C.13 - Final Legal Maturity Date:** 2018-05-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 91: FANNIE MAE POOL

- **C.1 - Title:** FANNIE MAE POOL 1.587220%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3136AHAB6
- **C.18 - Value (incl. sponsor support):** $1260391.35
- **C.18.a - Value (excl. sponsor support):** $1260391.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.6200%
- **C.11 - Maturity Date (WAM):** 2017-10-25
- **C.12 - Maturity Date (WAL):** 2018-08-25
- **C.13 - Final Legal Maturity Date:** 2018-08-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 92: FANNIE MAE

- **C.1 - Title:** FANNIE MAE 1.513890%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3136AJ7D2, CIK: 0000310522
- **C.18 - Value (incl. sponsor support):** $4345698.04
- **C.18.a - Value (excl. sponsor support):** $4345698.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.3900%
- **C.11 - Maturity Date (WAM):** 2017-10-01
- **C.12 - Maturity Date (WAL):** 2017-12-25
- **C.13 - Final Legal Maturity Date:** 2017-12-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 93: FNMA

- **C.1 - Title:** FNMA 1.510960%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3136AKQJ5
- **C.18 - Value (incl. sponsor support):** $9962731.98
- **C.18.a - Value (excl. sponsor support):** $9962731.98
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.4500%
- **C.11 - Maturity Date (WAM):** 2017-10-01
- **C.12 - Maturity Date (WAL):** 2018-05-01
- **C.13 - Final Legal Maturity Date:** 2018-05-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 94: FNA 2015-M1 ASQ2

- **C.1 - Title:** FNA 2015-M1 ASQ2 1.626000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3136AMKW8
- **C.18 - Value (incl. sponsor support):** $10886006.92
- **C.18.a - Value (excl. sponsor support):** $10886006.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.5300%
- **C.11 - Maturity Date (WAM):** 2017-10-01
- **C.12 - Maturity Date (WAL):** 2018-02-25
- **C.13 - Final Legal Maturity Date:** 2018-02-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 95: FNMA

- **C.1 - Title:** FNMA 1.479960%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3136AMMC0
- **C.18 - Value (incl. sponsor support):** $612956.23
- **C.18.a - Value (excl. sponsor support):** $612956.23
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.5000%
- **C.11 - Maturity Date (WAM):** 2017-10-01
- **C.12 - Maturity Date (WAL):** 2018-06-25
- **C.13 - Final Legal Maturity Date:** 2018-06-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 96: FNMA

- **C.1 - Title:** FNMA 1.422210%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3136AMTM1
- **C.18 - Value (incl. sponsor support):** $3126703.97
- **C.18.a - Value (excl. sponsor support):** $3126703.97
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.6200%
- **C.11 - Maturity Date (WAM):** 2017-10-01
- **C.12 - Maturity Date (WAL):** 2018-09-25
- **C.13 - Final Legal Maturity Date:** 2018-09-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 97: FNA 2015-M10 FA

- **C.1 - Title:** FNA 2015-M10 FA 1.510960%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3136ANA98
- **C.18 - Value (incl. sponsor support):** $3297236.29
- **C.18.a - Value (excl. sponsor support):** $3297236.29
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.7000%
- **C.11 - Maturity Date (WAM):** 2017-10-01
- **C.12 - Maturity Date (WAL):** 2019-03-25
- **C.13 - Final Legal Maturity Date:** 2019-03-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 98: FNA 2015-M7 ASQ2

- **C.1 - Title:** FNA 2015-M7 ASQ2 1.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3136ANJY4
- **C.18 - Value (incl. sponsor support):** $2603599.80
- **C.18.a - Value (excl. sponsor support):** $2603599.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.4400%
- **C.11 - Maturity Date (WAM):** 2017-10-01
- **C.12 - Maturity Date (WAL):** 2018-04-25
- **C.13 - Final Legal Maturity Date:** 2018-04-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 99: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3136G1EN5, C.4 - ISIN: US3136G1EN58, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, CIK: 0000310522
- **C.18 - Value (incl. sponsor support):** $1998678.00
- **C.18.a - Value (excl. sponsor support):** $1998678.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2018-03-13
- **C.12 - Maturity Date (WAL):** 2018-03-13
- **C.13 - Final Legal Maturity Date:** 2018-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 100: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3136G1EP0, C.4 - ISIN: US3136G1EP07, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, CIK: 0000310522
- **C.18 - Value (incl. sponsor support):** $1039468.56
- **C.18.a - Value (excl. sponsor support):** $1039468.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2018-03-12
- **C.12 - Maturity Date (WAL):** 2018-03-12
- **C.13 - Final Legal Maturity Date:** 2018-03-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 101: FHMS K701 A2

- **C.1 - Title:** FREDDIE_MAC FHLMC_K701 3.882000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3137A7JU5
- **C.18 - Value (incl. sponsor support):** $24565654.96
- **C.18.a - Value (excl. sponsor support):** $24565654.96
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.9000%
- **C.11 - Maturity Date (WAM):** 2017-11-25
- **C.12 - Maturity Date (WAL):** 2017-11-25
- **C.13 - Final Legal Maturity Date:** 2017-11-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 102: FHMS K703 A2

- **C.1 - Title:** CMO 313V77 2.6990 2.699000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3137AEV77
- **C.18 - Value (incl. sponsor support):** $22996599.64
- **C.18.a - Value (excl. sponsor support):** $22996599.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 1.9700%
- **C.11 - Maturity Date (WAM):** 2018-05-01
- **C.12 - Maturity Date (WAL):** 2018-05-01
- **C.13 - Final Legal Maturity Date:** 2018-05-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 103: FHMS K705 A2

- **C.1 - Title:** FHMS K705 A2 2.303000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3137AKKC4
- **C.18 - Value (incl. sponsor support):** $4842236.49
- **C.18.a - Value (excl. sponsor support):** $4842236.49
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.6200%
- **C.11 - Maturity Date (WAM):** 2018-09-01
- **C.12 - Maturity Date (WAL):** 2018-09-01
- **C.13 - Final Legal Maturity Date:** 2018-09-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 104: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 0.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3137EADN6, C.4 - ISIN: US3137EADN69, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $28385778.19
- **C.18.a - Value (excl. sponsor support):** $28385778.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2018-01-12
- **C.12 - Maturity Date (WAL):** 2018-01-12
- **C.13 - Final Legal Maturity Date:** 2018-01-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 105: FMAC

- **C.1 - Title:** FMAC 0.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3137EADP1, C.4 - ISIN: US3137EADP18, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $3419131.07
- **C.18.a - Value (excl. sponsor support):** $3419131.07
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2018-03-07
- **C.12 - Maturity Date (WAL):** 2018-03-07
- **C.13 - Final Legal Maturity Date:** 2018-03-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 106: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FHLMC REFERENCE NOTE MTN 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3137EADX4, C.4 - ISIN: US3137EADX42, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $1219785.28
- **C.18.a - Value (excl. sponsor support):** $1219785.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2017-12-15
- **C.12 - Maturity Date (WAL):** 2017-12-15
- **C.13 - Final Legal Maturity Date:** 2017-12-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 107: FANNIE MAE POOL

- **C.1 - Title:** FANNIE MAE POOL 1.682000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3138L75Z5, C.4 - ISIN: US3138L75Z54
- **C.18 - Value (incl. sponsor support):** $10798239.57
- **C.18.a - Value (excl. sponsor support):** $10798239.57
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.6800%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2019-05-01
- **C.13 - Final Legal Maturity Date:** 2019-05-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 108: KENTUCKY HOUSING CORP

- **C.1 - Title:** KENTUCKY HOUSING CORP 1.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 49130RBG4, C.4 - ISIN: US49130RBG48
- **C.18 - Value (incl. sponsor support):** $290000.00
- **C.18.a - Value (excl. sponsor support):** $290000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2040-11-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 109: FFCB

- **C.1 - Title:** FFCB 0.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313313MM7
- **C.18 - Value (incl. sponsor support):** $49998650.00
- **C.18.a - Value (excl. sponsor support):** $49998650.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2017-10-03
- **C.12 - Maturity Date (WAL):** 2017-10-03
- **C.13 - Final Legal Maturity Date:** 2017-10-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 110: FFCB

- **C.1 - Title:** FFCB 0.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313313NQ7
- **C.18 - Value (incl. sponsor support):** $49961500.00
- **C.18.a - Value (excl. sponsor support):** $49961500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2017-10-30
- **C.12 - Maturity Date (WAL):** 2017-10-30
- **C.13 - Final Legal Maturity Date:** 2017-10-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 111: NET MAGAN TWO LLC

- **C.1 - Title:** NET MAGAN TWO LLC 1.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 64110BAA6, C.4 - ISIN: US64110BAA61
- **C.18 - Value (incl. sponsor support):** $15200000.00
- **C.18.a - Value (excl. sponsor support):** $15200000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 112: HOUSING DEVELOPMENT CORP/NY

- **C.1 - Title:** HOUSING DEVELOPMENT CORP/NY 0.890760%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64966TAA2, C.4 - ISIN: US64966TAA25
- **C.18 - Value (incl. sponsor support):** $5990000.00
- **C.18.a - Value (excl. sponsor support):** $5990000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2039-05-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 113: HOUSING DEVELOPMENT CORP/NY

- **C.1 - Title:** HOUSING DEVELOPMENT CORP/NY 0.890000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64966TBM5, C.4 - ISIN: US64966TBM53
- **C.18 - Value (incl. sponsor support):** $24600000.00
- **C.18.a - Value (excl. sponsor support):** $24600000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2046-11-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 114: NEW YORK CITY, HSG DEV CORP.

- **C.1 - Title:** NEW YORK CITY, HSG DEV CORP. 0.890000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64966TBW3, C.4 - ISIN: US64966TBW36
- **C.18 - Value (incl. sponsor support):** $9080000.00
- **C.18.a - Value (excl. sponsor support):** $9080000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2048-11-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 115: HOUSING DEVELOPMENT CORP/NY

- **C.1 - Title:** HOUSING DEVELOPMENT CORP/NY 0.910000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64970VCA9, C.4 - ISIN: US64970VCA98
- **C.18 - Value (incl. sponsor support):** $8100000.00
- **C.18.a - Value (excl. sponsor support):** $8100000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2037-06-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 116: HOUSING DEVELOPMENT CORP/NY

- **C.1 - Title:** HOUSING DEVELOPMENT CORP/NY 0.890760%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64970VCB7, C.4 - ISIN: US64970VCB71
- **C.18 - Value (incl. sponsor support):** $6660000.00
- **C.18.a - Value (excl. sponsor support):** $6660000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2037-06-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 117: HOUSING DEVELOPMENT CORP/NY

- **C.1 - Title:** HOUSING DEVELOPMENT CORP/NY 0.890770%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64970VCC5, C.4 - ISIN: US64970VCC54
- **C.18 - Value (incl. sponsor support):** $3440000.00
- **C.18.a - Value (excl. sponsor support):** $3440000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2037-06-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 118: HOUSING DEVELOPMENT CORP/NY

- **C.1 - Title:** HOUSING DEVELOPMENT CORP/NY 0.910000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64970VCG6, C.4 - ISIN: US64970VCG68
- **C.18 - Value (incl. sponsor support):** $6500000.00
- **C.18.a - Value (excl. sponsor support):** $6500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2037-06-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 119: HOUSING DEVELOPMENT CORP/NY

- **C.1 - Title:** HOUSING DEVELOPMENT CORP/NY 0.890770%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64970VCP6, C.4 - ISIN: US64970VCP67
- **C.18 - Value (incl. sponsor support):** $14700000.00
- **C.18.a - Value (excl. sponsor support):** $14700000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2038-10-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 120: NEW YORK STATE HOUSING FINANCE AGENCY

- **C.1 - Title:** NEW YORK STATE HOUSING FINANCE AGENCY 1.050000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64986MG41, C.4 - ISIN: US64986MG419
- **C.18 - Value (incl. sponsor support):** $46950000.00
- **C.18.a - Value (excl. sponsor support):** $46950000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2036-05-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 121: NEW YORK STATE HOUSING FINANCE AGENCY

- **C.1 - Title:** NEW YORK STATE HOUSING FINANCE AGENCY 1.050000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64986MQQ1, C.4 - ISIN: US64986MQQ14
- **C.18 - Value (incl. sponsor support):** $28875000.00
- **C.18.a - Value (excl. sponsor support):** $28875000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2033-05-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 122: NEW YORK STATE HOUSING FINANCE AGENCY

- **C.1 - Title:** NEW YORK STATE HOUSING FINANCE AGENCY 1.160000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64986MQR9, C.4 - ISIN: US64986MQR96
- **C.18 - Value (incl. sponsor support):** $1560000.00
- **C.18.a - Value (excl. sponsor support):** $1560000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2033-05-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 123: NEW YORK STATE HOUSING FINANCE AGENCY

- **C.1 - Title:** NEW YORK STATE HOUSING FINANCE AGENCY 1.050000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64986UMN4, C.4 - ISIN: US64986UMN45
- **C.18 - Value (incl. sponsor support):** $48000000.00
- **C.18.a - Value (excl. sponsor support):** $48000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2041-05-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 124: NEW YORK ST HSG FINANCE AGENCY, CLINTON PARK HSG, SERIES A VARIABLE-CLINTON PARK HSG-SER A-REMK 10/24/13

- **C.1 - Title:** NEW YORK ST HSG FINANCE AGENCY, CLINTON PARK HSG, SERIES A VARIABLE-CLINTON PARK HSG-SER A-REMK 10/24/13 0.980000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64986UXS1, C.4 - ISIN: US64986UXS13
- **C.18 - Value (incl. sponsor support):** $16000000.00
- **C.18.a - Value (excl. sponsor support):** $16000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 0.9800%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2044-11-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLMC

- **Amount Provided:** 0.0000

### Security 125: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353A72, C.4 - ISIN: US690353A724
- **C.18 - Value (incl. sponsor support):** $9818283.00
- **C.18.a - Value (excl. sponsor support):** $9818283.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 126: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353C96, C.4 - ISIN: US690353C969
- **C.18 - Value (incl. sponsor support):** $26509433.98
- **C.18.a - Value (excl. sponsor support):** $26509433.98
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2030-01-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 127: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 128: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353D95, C.4 - ISIN: US690353D959
- **C.18 - Value (incl. sponsor support):** $9729830.00
- **C.18.a - Value (excl. sponsor support):** $9729830.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 129: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353H34, C.4 - ISIN: US690353H349
- **C.18 - Value (incl. sponsor support):** $8695652.19
- **C.18.a - Value (excl. sponsor support):** $8695652.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2022-09-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 130: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353H59, C.4 - ISIN: US690353H596
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2022-07-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 131: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.260470%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353J24, C.4 - ISIN: US690353J246
- **C.18 - Value (incl. sponsor support):** $2819752.82
- **C.18.a - Value (excl. sponsor support):** $2819752.82
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.5000%
- **C.11 - Maturity Date (WAM):** 2018-01-26
- **C.12 - Maturity Date (WAL):** 2018-01-26
- **C.13 - Final Legal Maturity Date:** 2018-01-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 132: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353J32, C.4 - ISIN: US690353J329
- **C.18 - Value (incl. sponsor support):** $13800000.00
- **C.18.a - Value (excl. sponsor support):** $13800000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2033-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 133: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353K48, C.4 - ISIN: US690353K483
- **C.18 - Value (incl. sponsor support):** $7000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2033-10-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 134: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353K63, C.4 - ISIN: US690353K632
- **C.18 - Value (incl. sponsor support):** $10666667.14
- **C.18.a - Value (excl. sponsor support):** $10666667.14
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2019-08-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 135: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353L96, C.4 - ISIN: US690353L960
- **C.18 - Value (incl. sponsor support):** $21600000.00
- **C.18.a - Value (excl. sponsor support):** $21600000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2022-11-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 136: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353M87, C.4 - ISIN: US690353M877
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2028-02-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 137: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353P76, C.4 - ISIN: US690353P763
- **C.18 - Value (incl. sponsor support):** $14281562.58
- **C.18.a - Value (excl. sponsor support):** $14281562.58
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 138: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353Q59, C.4 - ISIN: US690353Q597
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 139: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353QZ3, C.4 - ISIN: US690353QZ36
- **C.18 - Value (incl. sponsor support):** $3101754.30
- **C.18.a - Value (excl. sponsor support):** $3101754.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2024-03-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 140: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 0.987560%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353R66, C.4 - ISIN: US690353R660
- **C.18 - Value (incl. sponsor support):** $25195093.25
- **C.18.a - Value (excl. sponsor support):** $25195093.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.7200%
- **C.11 - Maturity Date (WAM):** 2017-11-17
- **C.12 - Maturity Date (WAL):** 2017-11-17
- **C.13 - Final Legal Maturity Date:** 2017-11-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 141: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353RL3, C.4 - ISIN: US690353RL31
- **C.18 - Value (incl. sponsor support):** $1140350.89
- **C.18.a - Value (excl. sponsor support):** $1140350.89
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2024-03-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 142: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353RW9, C.4 - ISIN: US690353RW95
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2019-12-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 143: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353S57, C.4 - ISIN: US690353S577
- **C.18 - Value (incl. sponsor support):** $7500000.00
- **C.18.a - Value (excl. sponsor support):** $7500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 144: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353SR9, C.4 - ISIN: US690353SR91
- **C.18 - Value (incl. sponsor support):** $921600.04
- **C.18.a - Value (excl. sponsor support):** $921600.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2017-10-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 145: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.419970%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353T31, C.4 - ISIN: US690353T310
- **C.18 - Value (incl. sponsor support):** $9752712.31
- **C.18.a - Value (excl. sponsor support):** $9752712.31
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.5300%
- **C.11 - Maturity Date (WAM):** 2018-03-17
- **C.12 - Maturity Date (WAL):** 2018-03-17
- **C.13 - Final Legal Maturity Date:** 2018-03-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 146: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353T56, C.4 - ISIN: US690353T567
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 147: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 2.185180%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353TT4, C.4 - ISIN: US690353TT49
- **C.18 - Value (incl. sponsor support):** $820900.30
- **C.18.a - Value (excl. sponsor support):** $820900.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.5000%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2018-04-30
- **C.13 - Final Legal Maturity Date:** 2018-04-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 148: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353U39, C.4 - ISIN: US690353U391
- **C.18 - Value (incl. sponsor support):** $4503807.81
- **C.18.a - Value (excl. sponsor support):** $4503807.81
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.8000%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2019-04-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 149: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.379110%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353U62, C.4 - ISIN: US690353U623
- **C.18 - Value (incl. sponsor support):** $6936030.77
- **C.18.a - Value (excl. sponsor support):** $6936030.77
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.4800%
- **C.11 - Maturity Date (WAM):** 2018-04-30
- **C.12 - Maturity Date (WAL):** 2018-04-30
- **C.13 - Final Legal Maturity Date:** 2018-04-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 150: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353U88, C.4 - ISIN: US690353U888
- **C.18 - Value (incl. sponsor support):** $14000000.00
- **C.18.a - Value (excl. sponsor support):** $14000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2028-02-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 151: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464
- **C.18 - Value (incl. sponsor support):** $8500000.00
- **C.18.a - Value (excl. sponsor support):** $8500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 152: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353V79, C.4 - ISIN: US690353V795
- **C.18 - Value (incl. sponsor support):** $27250022.44
- **C.18.a - Value (excl. sponsor support):** $27250022.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2018-01-07
- **C.12 - Maturity Date (WAL):** 2018-01-07
- **C.13 - Final Legal Maturity Date:** 2018-01-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 153: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353V87, C.4 - ISIN: US690353V878
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-04
- **C.12 - Maturity Date (WAL):** 2017-10-04
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 154: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353W29, C.4 - ISIN: US690353W298
- **C.18 - Value (incl. sponsor support):** $25071161.75
- **C.18.a - Value (excl. sponsor support):** $25071161.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2018-01-12
- **C.12 - Maturity Date (WAL):** 2018-01-12
- **C.13 - Final Legal Maturity Date:** 2018-01-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 155: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353W37, C.4 - ISIN: US690353W371
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2025-06-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 156: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353X51, C.4 - ISIN: US690353X510
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2029-08-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 157: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 0.890500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353XA0, C.4 - ISIN: US690353XA02
- **C.18 - Value (incl. sponsor support):** $3918291.60
- **C.18.a - Value (excl. sponsor support):** $3918291.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2017-11-17
- **C.12 - Maturity Date (WAL):** 2017-11-17
- **C.13 - Final Legal Maturity Date:** 2017-11-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 158: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353XS1, C.4 - ISIN: US690353XS10
- **C.18 - Value (incl. sponsor support):** $10842000.00
- **C.18.a - Value (excl. sponsor support):** $10842000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2017-10-16
- **C.12 - Maturity Date (WAL):** 2017-10-16
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 159: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353YB7, C.4 - ISIN: US690353YB75
- **C.18 - Value (incl. sponsor support):** $12695154.93
- **C.18.a - Value (excl. sponsor support):** $12695154.93
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 160: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353ZB6, C.4 - ISIN: US690353ZB66
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2033-10-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 161: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353ZY6, C.4 - ISIN: US690353ZY69
- **C.18 - Value (incl. sponsor support):** $9295282.83
- **C.18.a - Value (excl. sponsor support):** $9295282.83
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 162: OVERSEAS PRIVATE INVESTMENT CORP

- **C.1 - Title:** OVERSEAS PRIVATE INVESTMENT CORP 1.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 690353ZZ3, C.4 - ISIN: US690353ZZ35
- **C.18 - Value (incl. sponsor support):** $80187000.00
- **C.18.a - Value (excl. sponsor support):** $80187000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2020-09-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 0.0000

### Security 163: FNMA DMBS AN5975

- **C.1 - Title:** FNMA DMBS AN5975 1.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3138LJT91
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.1300%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2017-10-02
- **C.13 - Final Legal Maturity Date:** 2017-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 164: FNMA DMBS AN5974

- **C.1 - Title:** FNMA DMBS AN5974 1.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3138LJT83
- **C.18 - Value (incl. sponsor support):** $32678000.00
- **C.18.a - Value (excl. sponsor support):** $32678000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2017-10-02
- **C.13 - Final Legal Maturity Date:** 2017-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 165: FED HOME LN DISCOUNT NT 0% 10/

- **C.1 - Title:** FED HOME LN DISCOUNT NT 0% 10/ 1.030000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 71590580
- **C.18 - Value (incl. sponsor support):** $25887179.50
- **C.18.a - Value (excl. sponsor support):** $25887179.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2017-10-20
- **C.12 - Maturity Date (WAL):** 2017-10-20
- **C.13 - Final Legal Maturity Date:** 2017-10-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 166: FHLBDN 10/13/2017

- **C.1 - Title:** FHLBDN 10/13/2017 1.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385MX1
- **C.18 - Value (incl. sponsor support):** $33689788.90
- **C.18.a - Value (excl. sponsor support):** $33689788.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2017-10-13
- **C.12 - Maturity Date (WAL):** 2017-10-13
- **C.13 - Final Legal Maturity Date:** 2017-10-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 167: FHLBDN 10/20/17

- **C.1 - Title:** FHLBDN 10/20/17 1.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 71710479
- **C.18 - Value (incl. sponsor support):** $8795644.00
- **C.18.a - Value (excl. sponsor support):** $8795644.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2017-10-20
- **C.12 - Maturity Date (WAL):** 2017-10-20
- **C.13 - Final Legal Maturity Date:** 2017-10-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 168: FED HOME LN DISCOUNT NT 0% 10/

- **C.1 - Title:** FED HOME LN DISCOUNT NT 0% 10/ 1.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385MW3
- **C.18 - Value (incl. sponsor support):** $24993125.00
- **C.18.a - Value (excl. sponsor support):** $24993125.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2017-10-12
- **C.12 - Maturity Date (WAL):** 2017-10-12
- **C.13 - Final Legal Maturity Date:** 2017-10-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 169: FNMA DMBS AN5978

- **C.1 - Title:** FNMA DMBS AN5978 1.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3138LJUC2
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2017-10-02
- **C.13 - Final Legal Maturity Date:** 2017-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 170: FNMA DMBS AN5911

- **C.1 - Title:** FNMA DMBS AN5911 1.085000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3138LJR93
- **C.18 - Value (incl. sponsor support):** $38925800.00
- **C.18.a - Value (excl. sponsor support):** $38925800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2017-10-02
- **C.13 - Final Legal Maturity Date:** 2017-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 171: FED HOME LN DISCOUNT NT 0% 10/

- **C.1 - Title:** FED HOME LN DISCOUNT NT 0% 10/ 1.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 71740478
- **C.18 - Value (incl. sponsor support):** $49989000.00
- **C.18.a - Value (excl. sponsor support):** $49989000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2017-10-10
- **C.12 - Maturity Date (WAL):** 2017-10-10
- **C.13 - Final Legal Maturity Date:** 2017-10-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 172: FED HOME LN DISCOUNT NT 0% 10/

- **C.1 - Title:** FED HOME LN DISCOUNT NT 0% 10/ 1.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 71740479
- **C.18 - Value (incl. sponsor support):** $24994500.00
- **C.18.a - Value (excl. sponsor support):** $24994500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2017-10-10
- **C.12 - Maturity Date (WAL):** 2017-10-10
- **C.13 - Final Legal Maturity Date:** 2017-10-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 173: FNMA DMBS AN6600

- **C.1 - Title:** FNMA DMBS AN6600 1.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3138LKKN6
- **C.18 - Value (incl. sponsor support):** $32030031.27
- **C.18.a - Value (excl. sponsor support):** $32030031.27
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-12-01
- **C.12 - Maturity Date (WAL):** 2017-12-01
- **C.13 - Final Legal Maturity Date:** 2017-12-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 174: FED HOME LN DISCOUNT NT 0% 01/

- **C.1 - Title:** FED HOME LN DISCOUNT NT 0% 01/ 1.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385RX6
- **C.18 - Value (incl. sponsor support):** $24919750.00
- **C.18.a - Value (excl. sponsor support):** $24919750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2018-01-17
- **C.12 - Maturity Date (WAL):** 2018-01-17
- **C.13 - Final Legal Maturity Date:** 2018-01-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 175: TREASURY BILL 0% 11/30/2017

- **C.1 - Title:** TREASURY BILL 0% 11/30/2017 1.030000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796ME6
- **C.18 - Value (incl. sponsor support):** $9983788.00
- **C.18.a - Value (excl. sponsor support):** $9983788.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2017-11-30
- **C.12 - Maturity Date (WAL):** 2017-11-30
- **C.13 - Final Legal Maturity Date:** 2017-11-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** TREASURY BILL

- **Amount Provided:** 0.0000

### Security 176: CASH MGMT BILL 0% 01/02/2018

- **C.1 - Title:** CASH MGMT BILL 0% 01/02/2018 1.064000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796RK7
- **C.18 - Value (incl. sponsor support):** $49868389.00
- **C.18.a - Value (excl. sponsor support):** $49868389.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2018-01-02
- **C.12 - Maturity Date (WAL):** 2018-01-02
- **C.13 - Final Legal Maturity Date:** 2018-01-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** CASH MGMT BILL

- **Amount Provided:** 0.0000

### Security 177: FHLBDN 01/24/18

- **C.1 - Title:** FHLBDN 01/24/18 1.090000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385SE7
- **C.18 - Value (incl. sponsor support):** $25809428.84
- **C.18.a - Value (excl. sponsor support):** $25809428.84
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2018-01-24
- **C.12 - Maturity Date (WAL):** 2018-01-24
- **C.13 - Final Legal Maturity Date:** 2018-01-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 178: FED FARM CRD DISCOUNT NT 0% 04

- **C.1 - Title:** FED FARM CRD DISCOUNT NT 0% 04 1.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 72490915
- **C.18 - Value (incl. sponsor support):** $49665250.00
- **C.18.a - Value (excl. sponsor support):** $49665250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2018-04-26
- **C.12 - Maturity Date (WAL):** 2018-04-26
- **C.13 - Final Legal Maturity Date:** 2018-04-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 179: FED FARM CRD DISCOUNT NT 0% 03

- **C.1 - Title:** FED FARM CRD DISCOUNT NT 0% 03 1.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313313UL0
- **C.18 - Value (incl. sponsor support):** $7807869.05
- **C.18.a - Value (excl. sponsor support):** $7807869.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2018-03-19
- **C.12 - Maturity Date (WAL):** 2018-03-19
- **C.13 - Final Legal Maturity Date:** 2018-03-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 180: FFCBDN 04/26/18

- **C.1 - Title:** FFCBDN 04/26/18 1.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 72500411
- **C.18 - Value (incl. sponsor support):** $17084846.00
- **C.18.a - Value (excl. sponsor support):** $17084846.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2018-04-26
- **C.12 - Maturity Date (WAL):** 2018-04-26
- **C.13 - Final Legal Maturity Date:** 2018-04-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 181: FHLBDN 03/09/18

- **C.1 - Title:** FHLBDN 03/09/18 1.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385UA2
- **C.18 - Value (incl. sponsor support):** $24774329.70
- **C.18.a - Value (excl. sponsor support):** $24774329.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2018-03-09
- **C.12 - Maturity Date (WAL):** 2018-03-09
- **C.13 - Final Legal Maturity Date:** 2018-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 182: FED FARM CRD DISCOUNT NT 0% 08

- **C.1 - Title:** FED FARM CRD DISCOUNT NT 0% 08 1.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313313C71
- **C.18 - Value (incl. sponsor support):** $10874655.00
- **C.18.a - Value (excl. sponsor support):** $10874655.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2018-08-21
- **C.12 - Maturity Date (WAL):** 2018-08-21
- **C.13 - Final Legal Maturity Date:** 2018-08-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 183: FNMA DMBS AN7023

- **C.1 - Title:** FNMA DMBS AN7023 1.090000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3138LKYV3
- **C.18 - Value (incl. sponsor support):** $52271095.13
- **C.18.a - Value (excl. sponsor support):** $52271095.13
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2018-01-02
- **C.12 - Maturity Date (WAL):** 2018-01-02
- **C.13 - Final Legal Maturity Date:** 2018-01-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 184: FHLBDN 11/15/17

- **C.1 - Title:** FHLBDN 11/15/17 1.039000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 72621187
- **C.18 - Value (incl. sponsor support):** $19975560.00
- **C.18.a - Value (excl. sponsor support):** $19975560.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-11-15
- **C.12 - Maturity Date (WAL):** 2017-11-15
- **C.13 - Final Legal Maturity Date:** 2017-11-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 185: FHLBDN 11/15/17

- **C.1 - Title:** FHLBDN 11/15/17 1.039000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 72621198
- **C.18 - Value (incl. sponsor support):** $4993890.00
- **C.18.a - Value (excl. sponsor support):** $4993890.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-11-15
- **C.12 - Maturity Date (WAL):** 2017-11-15
- **C.13 - Final Legal Maturity Date:** 2017-11-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 186: FHLBDN 11/15/17

- **C.1 - Title:** FHLBDN 11/15/17 1.039000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 72621199
- **C.18 - Value (incl. sponsor support):** $24969450.00
- **C.18.a - Value (excl. sponsor support):** $24969450.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-11-15
- **C.12 - Maturity Date (WAL):** 2017-11-15
- **C.13 - Final Legal Maturity Date:** 2017-11-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 187: FED HOME LN DISCOUNT NT 0% 08/

- **C.1 - Title:** FED HOME LN DISCOUNT NT 0% 08/ 1.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385B88
- **C.18 - Value (incl. sponsor support):** $1186622.40
- **C.18.a - Value (excl. sponsor support):** $1186622.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2018-08-14
- **C.12 - Maturity Date (WAL):** 2018-08-14
- **C.13 - Final Legal Maturity Date:** 2018-08-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 188: FFCBDN 04/24/2018

- **C.1 - Title:** FFCBDN 04/24/2018 1.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313313VY1
- **C.18 - Value (incl. sponsor support):** $19867400.00
- **C.18.a - Value (excl. sponsor support):** $19867400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2018-04-24
- **C.12 - Maturity Date (WAL):** 2018-04-24
- **C.13 - Final Legal Maturity Date:** 2018-04-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FFCB

- **Amount Provided:** 0.0000

### Security 189: FHLBDN 11/20/17

- **C.1 - Title:** FHLBDN 11/20/17 1.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385PM2
- **C.18 - Value (incl. sponsor support):** $1198366.80
- **C.18.a - Value (excl. sponsor support):** $1198366.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-11-20
- **C.12 - Maturity Date (WAL):** 2017-11-20
- **C.13 - Final Legal Maturity Date:** 2017-11-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 190: FHLBDN 11/20/17

- **C.1 - Title:** FHLBDN 11/20/17 1.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385PM2
- **C.18 - Value (incl. sponsor support):** $299591.70
- **C.18.a - Value (excl. sponsor support):** $299591.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-11-20
- **C.12 - Maturity Date (WAL):** 2017-11-20
- **C.13 - Final Legal Maturity Date:** 2017-11-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 191: FED HOME LN DISCOUNT NT 0% 11/

- **C.1 - Title:** FED HOME LN DISCOUNT NT 0% 11/ 1.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 72640560
- **C.18 - Value (incl. sponsor support):** $58836211.30
- **C.18.a - Value (excl. sponsor support):** $58836211.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-11-10
- **C.12 - Maturity Date (WAL):** 2017-11-10
- **C.13 - Final Legal Maturity Date:** 2017-11-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 192: FHLBDN 11/17/17

- **C.1 - Title:** FHLBDN 11/17/17 1.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 72640576
- **C.18 - Value (incl. sponsor support):** $22471245.00
- **C.18.a - Value (excl. sponsor support):** $22471245.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-11-17
- **C.12 - Maturity Date (WAL):** 2017-11-17
- **C.13 - Final Legal Maturity Date:** 2017-11-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 193: FHLBDN 11/17/17

- **C.1 - Title:** FHLBDN 11/17/17 1.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 72650274
- **C.18 - Value (incl. sponsor support):** $47938656.00
- **C.18.a - Value (excl. sponsor support):** $47938656.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-11-17
- **C.12 - Maturity Date (WAL):** 2017-11-17
- **C.13 - Final Legal Maturity Date:** 2017-11-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 194: FHLBDN 11/17/17

- **C.1 - Title:** FHLBDN 11/17/17 1.030000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 72650275
- **C.18 - Value (incl. sponsor support):** $18975718.00
- **C.18.a - Value (excl. sponsor support):** $18975718.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-11-17
- **C.12 - Maturity Date (WAL):** 2017-11-17
- **C.13 - Final Legal Maturity Date:** 2017-11-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 195: FHLBDN 11/13/17

- **C.1 - Title:** FHLBDN 11/13/17 1.030000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 72650276
- **C.18 - Value (incl. sponsor support):** $1578156.14
- **C.18.a - Value (excl. sponsor support):** $1578156.14
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-11-13
- **C.12 - Maturity Date (WAL):** 2017-11-13
- **C.13 - Final Legal Maturity Date:** 2017-11-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 196: FHLBDN 11/24/17

- **C.1 - Title:** FHLBDN 11/24/17 1.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385PR1
- **C.18 - Value (incl. sponsor support):** $24963200.00
- **C.18.a - Value (excl. sponsor support):** $24963200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-11-24
- **C.12 - Maturity Date (WAL):** 2017-11-24
- **C.13 - Final Legal Maturity Date:** 2017-11-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 197: FHLBDN 11/15/17

- **C.1 - Title:** FHLBDN 11/15/17 1.030000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 72650278
- **C.18 - Value (incl. sponsor support):** $49938900.00
- **C.18.a - Value (excl. sponsor support):** $49938900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-11-15
- **C.12 - Maturity Date (WAL):** 2017-11-15
- **C.13 - Final Legal Maturity Date:** 2017-11-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 198: FHLBDN 11/13/17

- **C.1 - Title:** FHLBDN 11/13/17 1.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 72650279
- **C.18 - Value (incl. sponsor support):** $199766.60
- **C.18.a - Value (excl. sponsor support):** $199766.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-11-13
- **C.12 - Maturity Date (WAL):** 2017-11-13
- **C.13 - Final Legal Maturity Date:** 2017-11-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 199: FHLBDN 11/10/17

- **C.1 - Title:** FHLBDN 11/10/17 1.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 72650280
- **C.18 - Value (incl. sponsor support):** $199783.40
- **C.18.a - Value (excl. sponsor support):** $199783.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-11-10
- **C.12 - Maturity Date (WAL):** 2017-11-10
- **C.13 - Final Legal Maturity Date:** 2017-11-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 200: FHLBDN 10/27/17

- **C.1 - Title:** FHLBDN 10/27/17 1.030000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385NM4
- **C.18 - Value (incl. sponsor support):** $399724.80
- **C.18.a - Value (excl. sponsor support):** $399724.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2017-10-27
- **C.12 - Maturity Date (WAL):** 2017-10-27
- **C.13 - Final Legal Maturity Date:** 2017-10-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 201: FHLBDN 11/21/17

- **C.1 - Title:** FHLBDN 11/21/17 1.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385PN0
- **C.18 - Value (incl. sponsor support):** $49930550.00
- **C.18.a - Value (excl. sponsor support):** $49930550.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-11-21
- **C.12 - Maturity Date (WAL):** 2017-11-21
- **C.13 - Final Legal Maturity Date:** 2017-11-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 202: FHLBDN 11/24/17

- **C.1 - Title:** FHLBDN 11/24/17 1.025000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385PR1
- **C.18 - Value (incl. sponsor support):** $1497792.00
- **C.18.a - Value (excl. sponsor support):** $1497792.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-11-24
- **C.12 - Maturity Date (WAL):** 2017-11-24
- **C.13 - Final Legal Maturity Date:** 2017-11-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 203: FHLBDN 11/01/17

- **C.1 - Title:** FHLBDN 11/01/17 1.025000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385NS1
- **C.18 - Value (incl. sponsor support):** $15986672.00
- **C.18.a - Value (excl. sponsor support):** $15986672.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 204: FHLBDN 11/01/17

- **C.1 - Title:** FHLBDN 11/01/17 1.025000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385NS1
- **C.18 - Value (incl. sponsor support):** $1199000.40
- **C.18.a - Value (excl. sponsor support):** $1199000.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 205: FHLBDN 12/07/17

- **C.1 - Title:** FHLBDN 12/07/17 1.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385QE9
- **C.18 - Value (incl. sponsor support):** $16767962.40
- **C.18.a - Value (excl. sponsor support):** $16767962.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2017-12-07
- **C.12 - Maturity Date (WAL):** 2017-12-07
- **C.13 - Final Legal Maturity Date:** 2017-12-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 206: FHLBDN 11/17/17

- **C.1 - Title:** FHLBDN 11/17/17 1.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385PJ9
- **C.18 - Value (incl. sponsor support):** $249680.50
- **C.18.a - Value (excl. sponsor support):** $249680.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-11-17
- **C.12 - Maturity Date (WAL):** 2017-11-17
- **C.13 - Final Legal Maturity Date:** 2017-11-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 207: FHLBDN 11/01/17

- **C.1 - Title:** FHLBDN 11/01/17 1.025000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385NS1
- **C.18 - Value (incl. sponsor support):** $1199000.40
- **C.18.a - Value (excl. sponsor support):** $1199000.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 208: FED HOME LN DISCOUNT NT 0% 12/

- **C.1 - Title:** FED HOME LN DISCOUNT NT 0% 12/ 1.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385QV1
- **C.18 - Value (incl. sponsor support):** $2593916.00
- **C.18.a - Value (excl. sponsor support):** $2593916.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2017-12-22
- **C.12 - Maturity Date (WAL):** 2017-12-22
- **C.13 - Final Legal Maturity Date:** 2017-12-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FHLB

- **Amount Provided:** 0.0000

### Security 209: FNMA DMBS AN7057

- **C.1 - Title:** FNMA DMBS AN7057 1.095000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3138LKZX8
- **C.18 - Value (incl. sponsor support):** $38798224.60
- **C.18.a - Value (excl. sponsor support):** $38798224.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2018-01-02
- **C.12 - Maturity Date (WAL):** 2018-01-02
- **C.13 - Final Legal Maturity Date:** 2018-01-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FNMA

- **Amount Provided:** 0.0000

### Security 210: CITIGROUP GLOBAL

- **C.1 - Title:** CITIGROUP GLOBAL 1.010000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** CIK: 0000315030, C.5 - Other ID: 330433076
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-10-03
- **C.12 - Maturity Date (WAL):** 2017-10-03
- **C.13 - Final Legal Maturity Date:** 2017-10-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: CITIGROUP GLOBAL

- **C.1 - Title:** CITIGROUP GLOBAL 1.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** CIK: 0000315030, C.5 - Other ID: 330433081
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-10-03
- **C.12 - Maturity Date (WAL):** 2017-10-03
- **C.13 - Final Legal Maturity Date:** 2017-10-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: CITIGROUP GLOBAL

- **C.1 - Title:** CITIGROUP GLOBAL 1.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** CIK: 0000315030, C.5 - Other ID: 330605926
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-10-05
- **C.12 - Maturity Date (WAL):** 2017-10-05
- **C.13 - Final Legal Maturity Date:** 2017-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: CITIGROUP GLOBAL

- **C.1 - Title:** CITIGROUP GLOBAL 1.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** CIK: 0000315030, C.5 - Other ID: 330605935
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 1.0300%
- **C.11 - Maturity Date (WAM):** 2017-10-05
- **C.12 - Maturity Date (WAL):** 2017-10-05
- **C.13 - Final Legal Maturity Date:** 2017-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: GOLDMAN SACHS & CO

- **C.1 - Title:** GOLDMAN SACHS & CO 1.010000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0000769993, C.5 - Other ID: 330696476
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2017-10-02
- **C.13 - Final Legal Maturity Date:** 2017-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: WELLS FARGO SECURITIES

- **C.1 - Title:** WELLS FARGO SECURITIES 1.060000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** CIK: 0001224385, C.5 - Other ID: 330696479
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2017-10-02
- **C.13 - Final Legal Maturity Date:** 2017-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: WELLS FARGO SECURITIES

- **C.1 - Title:** WELLS FARGO SECURITIES 1.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** CIK: 0001224385, C.5 - Other ID: 330696482
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2017-10-02
- **C.13 - Final Legal Maturity Date:** 2017-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: CITIGROUP GLOBAL

- **C.1 - Title:** CITIGROUP GLOBAL 1.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0000315030, C.5 - Other ID: 330696499
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2017-10-02
- **C.13 - Final Legal Maturity Date:** 2017-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 1.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** CIK: 0000753835, C.5 - Other ID: 330696510
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2017-10-02
- **C.13 - Final Legal Maturity Date:** 2017-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: CITIGROUP GLOBAL

- **C.1 - Title:** CITIGROUP GLOBAL 1.070000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: P0J8I7M2E0A77CKF1705, CIK: 0000315030, C.5 - Other ID: 330696502
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.7700%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2017-10-02
- **C.13 - Final Legal Maturity Date:** 2017-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: MERRILL LYNCH

- **C.1 - Title:** MERRILL LYNCH 1.070000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: S6XOOCT0IEG5ABCC6L87, CIK: 0000728612, C.5 - Other ID: 330696515
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-10-02
- **C.12 - Maturity Date (WAL):** 2017-10-02
- **C.13 - Final Legal Maturity Date:** 2017-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: USTR

- **C.1 - Title:** USTR 1.073240%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912820QE0, C.4 - ISIN: US912820QE00
- **C.18 - Value (incl. sponsor support):** $42944545.48
- **C.18.a - Value (excl. sponsor support):** $42944545.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2017-11-15
- **C.12 - Maturity Date (WAL):** 2017-11-15
- **C.13 - Final Legal Maturity Date:** 2017-11-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** STRIPS

- **Amount Provided:** 0.0000

### Security 222: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828F54, C.4 - ISIN: US912828F544
- **C.18 - Value (incl. sponsor support):** $84995195.80
- **C.18.a - Value (excl. sponsor support):** $84995195.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 1.0300%
- **C.11 - Maturity Date (WAM):** 2017-10-15
- **C.12 - Maturity Date (WAL):** 2017-10-15
- **C.13 - Final Legal Maturity Date:** 2017-10-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** US TREASURY N/B

- **Amount Provided:** 0.0000

### Security 223: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828H37, C.4 - ISIN: US912828H375
- **C.18 - Value (incl. sponsor support):** $24979582.75
- **C.18.a - Value (excl. sponsor support):** $24979582.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2018-01-15
- **C.12 - Maturity Date (WAL):** 2018-01-15
- **C.13 - Final Legal Maturity Date:** 2018-01-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** US TREASURY N/B

- **Amount Provided:** 0.0000

### Security 224: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 1.220790%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M23, C.4 - ISIN: US912828M235
- **C.18 - Value (incl. sponsor support):** $51481905.37
- **C.18.a - Value (excl. sponsor support):** $51481905.37
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-10-03
- **C.12 - Maturity Date (WAL):** 2017-10-31
- **C.13 - Final Legal Maturity Date:** 2017-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** US TREASURY FRN

- **Amount Provided:** 0.0000

### Security 225: UNITED STATES TREASURY FLOATING RATE NOTE - WHEN ISSUED

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE - WHEN ISSUED 1.324790%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828N97, C.4 - ISIN: US912828N977
- **C.18 - Value (incl. sponsor support):** $30093033.81
- **C.18.a - Value (excl. sponsor support):** $30093033.81
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-10-03
- **C.12 - Maturity Date (WAL):** 2018-01-31
- **C.13 - Final Legal Maturity Date:** 2018-01-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** US TREASURY FRN

- **Amount Provided:** 0.0000

### Security 226: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828PF1, C.4 - ISIN: US912828PF10
- **C.18 - Value (incl. sponsor support):** $125079391.25
- **C.18.a - Value (excl. sponsor support):** $125079391.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2017-10-31
- **C.12 - Maturity Date (WAL):** 2017-10-31
- **C.13 - Final Legal Maturity Date:** 2017-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** US TREASURY N/B

- **Amount Provided:** 0.0000

### Security 227: USTR

- **C.1 - Title:** USTR 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828TW0, C.4 - ISIN: US912828TW07
- **C.18 - Value (incl. sponsor support):** $27493675.00
- **C.18.a - Value (excl. sponsor support):** $27493675.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2017-10-31
- **C.12 - Maturity Date (WAL):** 2017-10-31
- **C.13 - Final Legal Maturity Date:** 2017-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** US TREASURY N/B

- **Amount Provided:** 0.0000

### Security 228: UNITED STATES TREASURY STRIP COUPON

- **C.1 - Title:** UNITED STATES TREASURY STRIP COUPON 0.824230%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912833KP4, C.4 - ISIN: US912833KP40
- **C.18 - Value (incl. sponsor support):** $62918001.72
- **C.18.a - Value (excl. sponsor support):** $62918001.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2017-11-15
- **C.12 - Maturity Date (WAL):** 2017-11-15
- **C.13 - Final Legal Maturity Date:** 2017-11-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** STRIPS

- **Amount Provided:** 0.0000

### Security 229: USTR

- **C.1 - Title:** USTR 1.111910%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912833KQ2, C.4 - ISIN: US912833KQ23
- **C.18 - Value (incl. sponsor support):** $4480626.15
- **C.18.a - Value (excl. sponsor support):** $4480626.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2018-02-15
- **C.12 - Maturity Date (WAL):** 2018-02-15
- **C.13 - Final Legal Maturity Date:** 2018-02-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** STRIPS

- **Amount Provided:** 0.0000

### Security 230: USTR

- **C.1 - Title:** USTR 1.247260%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912833KR0, C.4 - ISIN: US912833KR06
- **C.18 - Value (incl. sponsor support):** $14880320.25
- **C.18.a - Value (excl. sponsor support):** $14880320.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2018-05-15
- **C.12 - Maturity Date (WAL):** 2018-05-15
- **C.13 - Final Legal Maturity Date:** 2018-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** STRIPS

- **Amount Provided:** 0.0000

### Security 231: USTR

- **C.1 - Title:** USTR 1.294840%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912833KS8, C.4 - ISIN: US912833KS88
- **C.18 - Value (incl. sponsor support):** $12350305.75
- **C.18.a - Value (excl. sponsor support):** $12350305.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.3900%
- **C.11 - Maturity Date (WAM):** 2018-08-15
- **C.12 - Maturity Date (WAL):** 2018-08-15
- **C.13 - Final Legal Maturity Date:** 2018-08-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** STRIPS

- **Amount Provided:** 0.0000

## N-MFP: Signatures

**Registrant:** RBC Funds Trust

**Date:** 2017-10-04

**By:** Jodi DeFeyter

**Name of Signing Officer:** Jodi DeFeyer

**Title of Signing Officer:** Director of Regulatory Administration and Senior Project Manager