0000278001-17-000006.txt : 20170207 0000278001-17-000006.hdr.sgml : 20170207 20170207111614 ACCESSION NUMBER: 0000278001-17-000006 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170131 FILED AS OF DATE: 20170207 DATE AS OF CHANGE: 20170207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 17577753 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007149 Fidelity Government Cash Reserves C000019553 Fidelity Government Cash Reserves FDRXX N-MFP2 1 primary_doc.xml N-MFP2 0000278001 XXXXXXXX 2017-01-31 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 43 80 52234623916.60 50453454263.74 46605119329.07 44178100517.67 75889886323.33 78577621053.42 78424924829.58 79955383688.57 0.3700 0.3600 0.3300 0.3100 0.5400 0.5600 0.5600 0.5700 162.46 139875918109.31 139834142357.94 680919236.79 4165850606.81 136349211150.38 136310121444.73 1.0000 0.0062 1.0005 1.0005 1.0006 1.0006 C000019553 2500.00 136349211150.38 136310121444.73 1.0005 1.0005 1.0006 1.0006 7575346978.84 7518969937.38 8489266131.80 9451117809.94 7563154493.14 8182796644.41 7645442784.35 8030897692.66 34751859534.42 36903859522.62 0.0027 N Fannie Mae Fannie Mae, 0.41% 313589BH5 B1V7KEBTPIMZEU4LTD58 US313589BH55 U.S. Government Agency Debt Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0041 156500000.00 156500000.00 0.0011 N Y Y N Fannie Mae Fannie Mae, 0.42% to 0.44% 313589BW2 B1V7KEBTPIMZEU4LTD58 US313589BW23 U.S. Government Agency Debt Y N/A N/A 2017-02-14 2017-02-14 2017-02-14 N N N 0.0044 435937216.00 435937216.00 0.0032 N N Y N Fannie Mae Fannie Mae, 0.66% 31359MEL3 B1V7KEBTPIMZEU4LTD58 US31359MEL37 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0066 125718264.00 125718264.00 0.0009 N N N N Fannie Mae Fannie Mae, 0.80% 3135G0F81 B1V7KEBTPIMZEU4LTD58 US3135G0F814 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-02-20 2017-07-20 2017-07-20 N N N 0.0080 72227245.30 72227245.30 0.0005 N N N N Fannie Mae Fannie Mae, 0.98% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-04-11 2018-01-11 2018-01-11 N N N 0.0098 933706417.00 933706417.00 0.0068 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.80% 3133EEEA4 US3133EEEA48 U.S. Government Agency Debt Y N/A N/A 2017-02-08 2017-05-08 2017-05-08 N N N 0.0080 143773155.06 143773155.06 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.82% 3133EDJX1 US3133EDJX13 U.S. Government Agency Debt Y N/A N/A 2017-02-17 2017-04-17 2017-04-17 N N N 0.0082 23014605.00 23014605.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.82% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt Y N/A N/A 2017-02-24 2017-05-24 2017-05-24 N N N 0.0082 39984676.60 39984676.60 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.83% 3133EDFW7 US3133EDFW75 U.S. Government Agency Debt Y N/A N/A 2017-02-27 2017-02-27 2017-02-27 N N N 0.0083 63907459.53 63907459.53 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 313385BK1 US313385BK15 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0042 663985392.00 663985392.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.45% to 0.54% 313385BS4 US313385BS41 U.S. Government Agency Debt Y N/A N/A 2017-02-10 2017-02-10 2017-02-10 N N N 0.0054 530696925.00 530696925.00 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 313385BV7 US313385BV79 U.S. Government Agency Debt Y N/A N/A 2017-02-13 2017-02-13 2017-02-13 N N N 0.0046 163978188.00 163978188.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.46% to 0.53% 313385DR4 US313385DR40 U.S. Government Agency Debt Y N/A N/A 2017-03-29 2017-03-29 2017-03-29 N N N 0.0053 500602707.00 500602707.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A9LH2 US3130A9LH22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-03-27 2017-03-27 N N N 0.0047 115985500.00 115985500.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130A9LC3 US3130A9LC35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-03-27 2017-03-27 N N N 0.0047 115985500.00 115985500.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% to 0.53% 313385CL8 US313385CL88 U.S. Government Agency Debt Y N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0053 469859000.00 469859000.00 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 3130A8XF5 US3130A8XF54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0051 150000450.00 150000450.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.51% to 0.57% 313385CZ7 US313385CZ74 U.S. Government Agency Debt Y N/A N/A 2017-03-13 2017-03-13 2017-03-13 N N N 0.0057 949461350.00 949461350.00 0.0070 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 313385CE4 US313385CE46 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-02-22 2017-02-22 N N N 0.0052 670843657.00 670843657.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.52% to 0.53% 313385CG9 US313385CG93 U.S. Government Agency Debt Y N/A N/A 2017-02-24 2017-02-24 2017-02-24 N N N 0.0053 203408913.98 203408913.98 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.52% to 0.53% 313385CP9 US313385CP92 U.S. Government Agency Debt Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0053 1249468750.00 1249468750.00 0.0092 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385BX3 US313385BX36 U.S. Government Agency Debt Y N/A N/A 2017-02-15 2017-02-15 2017-02-15 N N N 0.0053 499922000.00 499922000.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385CK0 US313385CK06 U.S. Government Agency Debt Y N/A N/A 2017-02-27 2017-02-27 2017-02-27 N N N 0.0053 481860702.00 481860702.00 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385CM6 US313385CM61 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 2422038069.00 2422038069.00 0.0178 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% to 0.54% 313385CU8 US313385CU87 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-03-08 2017-03-08 N N N 0.0054 625197748.03 625197748.03 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% to 0.55% 313385DD5 US313385DD53 U.S. Government Agency Debt Y N/A N/A 2017-03-17 2017-03-17 2017-03-17 N N N 0.0055 2074706652.00 2074706652.00 0.0152 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% to 0.55% 313385DG8 US313385DG84 U.S. Government Agency Debt Y N/A N/A 2017-03-20 2017-03-20 2017-03-20 N N N 0.0055 680546454.00 680546454.00 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% to 0.55% 313385DJ2 US313385DJ24 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-03-22 2017-03-22 N N N 0.0055 989312940.00 989312940.00 0.0073 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385DX1 US313385DX18 U.S. Government Agency Debt Y N/A N/A 2017-04-04 2017-04-04 2017-04-04 N N N 0.0053 1358758320.00 1358758320.00 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385EL6 US313385EL60 U.S. Government Agency Debt Y N/A N/A 2017-04-17 2017-04-17 2017-04-17 N N N 0.0053 108880781.25 108880781.25 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 313385BZ8 US313385BZ83 U.S. Government Agency Debt Y N/A N/A 2017-02-17 2017-02-17 2017-02-17 N N N 0.0054 635886792.00 635886792.00 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.54% to 0.57% 313385CV6 US313385CV60 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0057 257868420.00 257868420.00 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 313385CW4 US313385CW44 U.S. Government Agency Debt Y N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0054 499738000.00 499738000.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 313385DB9 US313385DB97 U.S. Government Agency Debt Y N/A N/A 2017-03-15 2017-03-15 2017-03-15 N N N 0.0054 582653115.00 582653115.00 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 313385DH6 US313385DH67 U.S. Government Agency Debt Y N/A N/A 2017-03-21 2017-03-21 2017-03-21 N N N 0.0054 158891880.00 158891880.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.54% to 0.55% 313385DL7 US313385DL79 U.S. Government Agency Debt Y N/A N/A 2017-03-24 2017-03-24 2017-03-24 N N N 0.0055 715482332.00 715482332.00 0.0052 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130AAMV7 US3130AAMV77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-17 2017-07-17 2017-07-17 N N N 0.0055 43999604.00 43999604.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130AAMT2 US3130AAMT22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-17 2017-07-17 2017-07-17 N N N 0.0055 54999505.00 54999505.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313385DP8 US313385DP83 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-03-27 2017-03-27 N N N 0.0055 141891370.00 141891370.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313385DT0 US313385DT06 U.S. Government Agency Debt Y N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0055 80933418.00 80933418.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313385DW3 US313385DW35 U.S. Government Agency Debt Y N/A N/A 2017-04-03 2017-04-03 2017-04-03 N N N 0.0055 483565368.00 483565368.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313385FC5 US313385FC52 U.S. Government Agency Debt Y N/A N/A 2017-05-03 2017-05-03 2017-05-03 N N N 0.0055 983635558.30 983635558.30 0.0072 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313385FH4 US313385FH40 U.S. Government Agency Debt Y N/A N/A 2017-05-08 2017-05-08 2017-05-08 N N N 0.0055 305559360.00 305559360.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AANU8 US3130AANU85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-14 2017-07-14 2017-07-14 N N N 0.0056 97999608.00 97999608.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AAMZ8 US3130AAMZ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-20 2017-07-20 2017-07-20 N N N 0.0056 61999070.00 61999070.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130AALL0 US3130AALL05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-11 2017-07-11 2017-07-11 N N N 0.0057 86007740.00 86007740.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130AAM21 US3130AAM218 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-12 2017-07-12 2017-07-12 N N N 0.0057 197013002.00 197013002.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130AALX4 US3130AALX43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-12 2017-07-12 2017-07-12 N N N 0.0057 197013002.00 197013002.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 313385DK9 US313385DK96 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-03-23 2017-03-23 N N N 0.0057 62955396.00 62955396.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 313385EG7 US313385EG75 U.S. Government Agency Debt Y N/A N/A 2017-04-13 2017-04-13 2017-04-13 N N N 0.0057 297688590.00 297688590.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130A9TB7 US3130A9TB79 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-20 2017-04-20 2017-04-20 N N N 0.0057 99991500.00 99991500.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 313385FK7 US313385FK78 U.S. Government Agency Debt Y N/A N/A 2017-05-10 2017-05-10 2017-05-10 N N N 0.0057 139794200.00 139794200.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130A9YD7 US3130A9YD70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-11 2017-05-11 2017-05-11 N N N 0.0058 213032802.00 213032802.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 313385DC7 US313385DC70 U.S. Government Agency Debt Y N/A N/A 2017-03-16 2017-03-16 2017-03-16 N N N 0.0058 184887335.00 184887335.00 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 313385ED4 US313385ED45 U.S. Government Agency Debt Y N/A N/A 2017-04-10 2017-04-10 2017-04-10 N N N 0.0058 230768769.00 230768769.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9X97 US3130A9X975 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-05-02 2017-05-02 N N N 0.0059 108015984.00 108015984.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9X89 US3130A9X892 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-05-02 2017-05-02 N N N 0.0059 43006364.00 43006364.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9WY3 US3130A9WY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-05-02 2017-05-02 N N N 0.0059 108015984.00 108015984.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9Y54 US3130A9Y544 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-04 2017-05-04 2017-05-04 N N N 0.0059 128019072.00 128019072.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130AAK80 US3130AAK808 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-05 2017-07-05 2017-07-05 N N N 0.0059 98013524.00 98013524.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9Y62 US3130A9Y627 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-09 2017-05-09 2017-05-09 N N N 0.0059 427064904.00 427064904.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9T50 US3130A9T502 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-19 2017-04-19 2017-04-19 N N N 0.0059 50002750.00 50002750.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9TC5 US3130A9TC52 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-20 2017-04-20 2017-04-20 N N N 0.0059 44001716.00 44001716.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9VE8 US3130A9VE80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-26 2017-04-26 2017-04-26 N N N 0.0059 214010272.00 214010272.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9SM4 US3130A9SM44 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-18 2017-04-18 2017-04-18 N N N 0.0060 44002860.00 44002860.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9SL6 US3130A9SL60 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-19 2017-04-19 2017-04-19 N N N 0.0060 111007326.00 111007326.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9S93 US3130A9S934 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-19 2017-04-19 2017-04-19 N N N 0.0060 221014586.00 221014586.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9S77 US3130A9S777 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-19 2017-04-19 2017-04-19 N N N 0.0060 177011682.00 177011682.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9SG7 US3130A9SG75 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-19 2017-04-19 2017-04-19 N N N 0.0060 111007326.00 111007326.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJ41 US3130AAJ412 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-23 2017-06-23 2017-06-23 N N N 0.0060 78012792.00 78012792.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9U25 US3130A9U252 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-25 2017-04-25 2017-04-25 N N N 0.0060 442026078.00 442026078.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9TZ4 US3130A9TZ48 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-25 2017-04-25 2017-04-25 N N N 0.0060 221013039.00 221013039.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9TY7 US3130A9TY72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-25 2017-04-25 2017-04-25 N N N 0.0060 221013039.00 221013039.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9WT4 US3130A9WT41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-28 2017-04-28 2017-04-28 N N N 0.0060 214010486.00 214010486.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJN9 US3130AAJN98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-03 2017-07-03 2017-07-03 N N N 0.0060 194031428.00 194031428.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAHS0 US3130AAHS04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-06-22 2017-06-22 N N N 0.0060 98015974.00 98015974.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJ82 US3130AAJ826 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0060 98015974.00 98015974.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAHP6 US3130AAHP64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0060 197032111.00 197032111.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAHR2 US3130AAHR21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0060 629102527.00 629102527.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJ74 US3130AAJ743 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-06-27 2017-06-27 N N N 0.0060 196031948.00 196031948.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJ66 US3130AAJ669 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-06-28 2017-06-28 N N N 0.0060 294047922.00 294047922.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAHK7 US3130AAHK77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-06-28 2017-06-28 N N N 0.0060 295048085.00 295048085.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJF6 US3130AAJF64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-30 2017-06-30 2017-06-30 N N N 0.0060 310050530.00 310050530.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJW9 US3130AAJW97 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-03 2017-07-03 2017-07-03 N N N 0.0060 194031622.00 194031622.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJL3 US3130AAJL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-07-05 2017-07-05 N N N 0.0060 194031428.00 194031428.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAK23 US3130AAK238 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-07-05 2017-07-05 N N N 0.0060 196031752.00 196031752.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130AAJU3 US3130AAJU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-07-06 2017-07-06 N N N 0.0061 97015617.00 97015617.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130AAE79 US3130AAE793 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-07 2017-06-07 2017-06-07 N N N 0.0063 194061886.00 194061886.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130AAE95 US3130AAE959 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-08 2017-06-08 2017-06-08 N N N 0.0063 97031137.00 97031137.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130AAEA2 US3130AAEA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-12 2017-06-12 2017-06-12 N N N 0.0063 195064155.00 195064155.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130AAEU8 US3130AAEU86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-12 2017-06-12 2017-06-12 N N N 0.0063 197064813.00 197064813.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130AAE87 US3130AAE876 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-13 2017-06-13 2017-06-13 N N N 0.0063 292095776.00 292095776.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130AAF29 US3130AAF295 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-14 2017-06-14 2017-06-14 N N N 0.0063 197064813.00 197064813.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130AAES3 US3130AAES31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-15 2017-06-15 2017-06-15 N N N 0.0063 97032107.00 97032107.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 313385GG5 US313385GG57 U.S. Government Agency Debt Y N/A N/A 2017-05-31 2017-05-31 2017-05-31 N N N 0.0063 307450220.00 307450220.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 313385GJ9 US313385GJ96 U.S. Government Agency Debt Y N/A N/A 2017-06-02 2017-06-02 2017-06-02 N N N 0.0063 249537750.00 249537750.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 313385GP5 US313385GP56 U.S. Government Agency Debt Y N/A N/A 2017-06-07 2017-06-07 2017-06-07 N N N 0.0063 98809425.00 98809425.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAAK4 US3130AAAK41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-23 2017-08-23 2017-08-23 N N N 0.0064 200156600.00 200156600.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A9ML2 US3130A9ML25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-29 2017-06-29 2017-06-29 N N N 0.0064 174056550.00 174056550.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 313385FU5 US313385FU50 U.S. Government Agency Debt Y N/A N/A 2017-05-19 2017-05-19 2017-05-19 N N N 0.0064 41932590.00 41932590.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 313385GR1 US313385GR13 U.S. Government Agency Debt Y N/A N/A 2017-06-09 2017-06-09 2017-06-09 N N N 0.0064 183640096.00 183640096.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAD39 US3130AAD399 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-05 2017-06-05 2017-06-05 N N N 0.0065 310115010.00 310115010.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9E49 US3130A9E496 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-06-08 2017-06-08 N N N 0.0065 234118638.00 234118638.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9FH9 US3130A9FH95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-12 2017-06-12 2017-06-12 N N N 0.0065 230121210.00 230121210.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAHY7 US3130AAHY71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-09-22 2017-09-22 N N N 0.0065 195104520.00 195104520.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJ90 US3130AAJ909 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-09-27 2017-09-27 N N N 0.0065 49026509.00 49026509.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJA7 US3130AAJA77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-09-27 2017-09-27 N N N 0.0065 49026509.00 49026509.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJK5 US3130AAJK59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-29 2017-09-29 2017-09-29 N N N 0.0065 194105342.00 194105342.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJT6 US3130AAJT68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-29 2017-09-29 2017-09-29 N N N 0.0065 195105885.00 195105885.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJJ8 US3130AAJJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-03 2017-10-03 2017-10-03 N N N 0.0065 194106312.00 194106312.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJH2 US3130AAJH21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-04 2017-10-04 2017-10-04 N N N 0.0065 117064233.00 117064233.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJX7 US3130AAJX70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-10-05 2017-10-05 N N N 0.0065 98053900.00 98053900.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9NC1 US3130A9NC17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-07-06 2017-07-06 N N N 0.0065 326108232.00 326108232.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9NR8 US3130A9NR85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-07-06 2017-07-06 N N N 0.0065 436144752.00 436144752.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9NS6 US3130A9NS68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-07-06 2017-07-06 N N N 0.0065 217072044.00 217072044.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AALA4 US3130AALA40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-10 2017-10-10 2017-10-10 N N N 0.0065 98047530.00 98047530.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAN95 US3130AAN950 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-18 2017-10-18 2017-10-18 N N N 0.0065 99041382.00 99041382.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 313385FY7 US313385FY72 U.S. Government Agency Debt Y N/A N/A 2017-05-23 2017-05-23 2017-05-23 N N N 0.0065 209650350.00 209650350.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AACG1 US3130AACG11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-05 2017-06-05 2017-06-05 N N N 0.0065 124026412.00 124026412.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAEH7 US3130AAEH75 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-08 2017-06-08 2017-06-08 N N N 0.0065 106025652.00 106025652.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAEG9 US3130AAEG92 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-09 2017-06-09 2017-06-09 N N N 0.0065 106026712.00 106026712.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAEM6 US3130AAEM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-09 2017-06-09 2017-06-09 N N N 0.0065 102025296.00 102025296.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 313385JV9 US313385JV97 U.S. Government Agency Debt Y N/A N/A 2017-07-31 2017-07-31 2017-07-31 N N N 0.0065 299032500.00 299032500.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 313385JX5 US313385JX53 U.S. Government Agency Debt Y N/A N/A 2017-08-02 2017-08-02 2017-08-02 N N N 0.0065 59803440.00 59803440.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A9GK1 US3130A9GK16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-13 2017-06-13 2017-06-13 N N N 0.0066 230120060.00 230120060.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A9L41 US3130A9L418 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0066 126049896.00 126049896.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A9L66 US3130A9L665 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0066 64025344.00 64025344.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAKM9 US3130AAKM96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-10 2017-10-10 2017-10-10 N N N 0.0066 197102243.00 197102243.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAP93 US3130AAP930 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-20 2017-10-20 2017-10-20 N N N 0.0066 98037436.00 98037436.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AANX2 US3130AANX25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-10-25 2017-10-25 N N N 0.0066 490187180.00 490187180.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAPK8 US3130AAPK85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-10-25 2017-10-25 N N N 0.0066 197067965.00 197067965.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A94C2 US3130A94C26 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-16 2017-05-16 2017-05-16 N N N 0.0067 50031100.00 50031100.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A9KY6 US3130A9KY63 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-26 2017-04-26 2017-04-26 N N N 0.0067 80019120.00 80019120.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A9K91 US3130A9K915 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-06-22 2017-06-22 N N N 0.0067 214092448.00 214092448.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A9KA8 US3130A9KA87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-30 2017-06-30 2017-06-30 N N N 0.0067 214095872.00 214095872.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AAPA0 US3130AAPA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-23 2017-10-23 2017-10-23 N N N 0.0067 39015015.00 39015015.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 313385HC3 US313385HC35 U.S. Government Agency Debt Y N/A N/A 2017-06-20 2017-06-20 2017-06-20 N N N 0.0067 103779104.00 103779104.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AACC0 US3130AACC07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-01 2017-09-01 2017-09-01 N N N 0.0068 293168475.00 293168475.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AACY2 US3130AACY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-05 2017-09-05 2017-09-05 N N N 0.0068 97053544.00 97053544.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A9B67 US3130A9B674 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-09-01 2017-09-01 N N N 0.0068 232252880.00 232252880.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 313385GX8 US313385GX80 U.S. Government Agency Debt Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0068 332318349.00 332318349.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130A94V0 US3130A94V07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-19 2017-08-18 2017-08-18 N N N 0.0069 121133463.00 121133463.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130A94R9 US3130A94R94 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-19 2017-08-18 2017-08-18 N N N 0.0069 437482011.00 437482011.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130A9A43 US3130A9A437 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-25 2017-08-25 2017-08-25 N N N 0.0069 215110295.00 215110295.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130A9AD3 US3130A9AD37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-25 2017-08-25 2017-08-25 N N N 0.0069 119061047.00 119061047.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130A96S5 US3130A96S59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-09-01 2017-09-01 N N N 0.0069 119136493.00 119136493.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130A9DE8 US3130A9DE82 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-09-06 2017-09-06 N N N 0.0069 65070200.00 65070200.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130A9E72 US3130A9E728 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-09-07 2017-09-07 N N N 0.0069 178187612.00 178187612.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AA3X4 US3130AA3X48 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-16 2017-05-16 2017-05-16 N N N 0.0070 408200328.00 408200328.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AA7G7 US3130AA7G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-23 2017-05-23 2017-05-23 N N N 0.0070 209098021.00 209098021.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AAB31 US3130AAB310 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-28 2017-08-28 2017-08-28 N N N 0.0070 200135400.00 200135400.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A9D99 US3130A9D993 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-11 2017-09-11 2017-09-11 N N N 0.0070 117129753.00 117129753.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130A9FA4 US3130A9FA43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-15 2017-09-15 2017-09-15 N N N 0.0070 59063897.00 59063897.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AAC30 US3130AAC300 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-01 2017-12-01 2017-12-01 N N N 0.0071 195158730.00 195158730.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AAC97 US3130AAC979 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-05 2017-12-05 2017-12-05 N N N 0.0071 195156975.00 195156975.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AA4A3 US3130AA4A36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-05-22 2017-05-22 N N N 0.0071 408209304.00 408209304.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AAAW8 US3130AAAW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-23 2017-08-23 2017-08-23 N N N 0.0071 20013960.00 20013960.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130A9A50 US3130A9A502 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-09-06 2017-09-06 N N N 0.0071 23026864.00 23026864.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A7XF7 US3130A7XF71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0072 128000768.00 128000768.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A7XX8 US3130A7XX87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0072 76000836.00 76000836.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A8YX5 US3130A8YX51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-08 2017-11-08 2017-11-08 N N N 0.0072 409829452.00 409829452.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130AABP2 US3130AABP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-28 2017-11-28 2017-11-28 N N N 0.0072 98084378.00 98084378.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A9LY5 US3130A9LY54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-09-27 2017-09-27 N N N 0.0072 23022885.00 23022885.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A9LX7 US3130A9LX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-04 2017-10-04 2017-10-04 N N N 0.0072 69070242.00 69070242.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A9MZ1 US3130A9MZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-10-06 2017-10-06 N N N 0.0072 224214144.00 224214144.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A9K75 US3130A9K758 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-09-22 2017-09-22 N N N 0.0073 107111708.00 107111708.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A9L25 US3130A9L251 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-02 2017-10-02 2017-10-02 N N N 0.0073 460500480.00 460500480.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7YN9 US3130A7YN96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-05 2017-05-05 2017-05-05 N N N 0.0074 504412776.00 504412776.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A7Z65 US3130A7Z651 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-11 2017-05-11 2017-05-11 N N N 0.0074 630541170.00 630541170.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AA4C9 US3130AA4C91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-17 2017-08-17 2017-08-17 N N N 0.0074 205186960.00 205186960.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AA3Y2 US3130AA3Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-17 2017-08-17 2017-08-17 N N N 0.0074 408372096.00 408372096.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AA4E5 US3130AA4E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-18 2017-08-18 2017-08-18 N N N 0.0074 205188190.00 205188190.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A94D0 US3130A94D09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-11-22 2017-11-22 N N N 0.0074 123239112.00 123239112.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A94X6 US3130A94X62 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-11-22 2017-11-22 N N N 0.0074 50097200.00 50097200.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A94W8 US3130A94W89 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-11-22 2017-11-22 N N N 0.0074 174338256.00 174338256.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A95M9 US3130A95M98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-11-22 2017-11-22 N N N 0.0074 248482112.00 248482112.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A97H8 US3130A97H85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-27 2017-11-27 2017-11-27 N N N 0.0074 167314962.00 167314962.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130A9CH2 US3130A9CH23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-04 2017-12-04 2017-12-04 N N N 0.0074 236386804.00 236386804.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A6A98 US3130A6A987 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-10 2017-02-10 2017-02-10 N N N 0.0075 213011928.00 213011928.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A6BB2 US3130A6BB23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-13 2017-02-13 2017-02-13 N N N 0.0075 22001650.00 22001650.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A6BE6 US3130A6BE61 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-14 2017-02-14 2017-02-14 N N N 0.0075 63005040.00 63005040.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A8WL3 US3130A8WL32 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-06-01 2017-06-01 N N N 0.0075 230201940.00 230201940.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A8WG4 US3130A8WG47 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-06-01 2017-06-01 N N N 0.0075 460403880.00 460403880.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-02 2017-06-02 2017-06-02 N N N 0.0075 115101660.00 115101660.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 313385NC6 US313385NC60 U.S. Government Agency Debt Y N/A N/A 2017-10-18 2017-10-18 2017-10-18 N N N 0.0075 586161020.00 586161020.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A9HH7 US3130A9HH77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-15 2017-12-15 2017-12-15 N N N 0.0076 250396250.00 250396250.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A9GL9 US3130A9GL98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-15 2017-12-15 2017-12-15 N N N 0.0076 159252015.00 159252015.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A9K67 US3130A9K675 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-26 2017-10-26 2017-10-26 N N N 0.0076 114130986.00 114130986.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2017-08-03 2017-08-03 N N N 0.0077 51079764.00 51079764.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-04 2017-08-04 2017-08-04 N N N 0.0077 255405195.00 255405195.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A97E5 US3130A97E54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-26 2018-02-26 2018-02-26 N N N 0.0077 233498620.00 233498620.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A97K1 US3130A97K15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-26 2018-02-26 2018-02-26 N N N 0.0077 200434600.00 200434600.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A8CF8 US3130A8CF83 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-03-01 2017-03-01 N N N 0.0078 191035717.00 191035717.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A7YC3 US3130A7YC32 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0078 76001064.00 76001064.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A9E23 US3130A9E231 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2018-03-09 2018-03-09 N N N 0.0078 223404745.00 223404745.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A9D24 US3130A9D241 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-12 2018-03-12 2018-03-12 N N N 0.0078 160289600.00 160289600.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A9FN6 US3130A9FN63 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-12 2018-03-12 2018-03-12 N N N 0.0078 160289600.00 160289600.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A9JF9 US3130A9JF93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-19 2017-12-19 2017-12-19 N N N 0.0078 115177445.00 115177445.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A8CQ4 US3130A8CQ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-01 2017-03-01 2017-03-01 N N N 0.0079 212041128.00 212041128.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A8CV3 US3130A8CV34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-01 2017-03-01 2017-03-01 N N N 0.0079 424082256.00 424082256.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-11-02 2017-11-02 N N N 0.0079 1118811204.00 1118811204.00 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A8D91 US3130A8D912 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-03-02 2017-03-02 N N N 0.0079 123026445.00 123026445.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A8D83 US3130A8D839 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-03-02 2017-03-02 N N N 0.0079 271058265.00 271058265.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A8EC3 US3130A8EC35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-06 2017-03-06 2017-03-06 N N N 0.0079 253061479.00 253061479.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A8ET6 US3130A8ET69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-06 2017-03-06 2017-03-06 N N N 0.0079 246059778.00 246059778.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A8E90 US3130A8E902 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-07 2017-08-07 2017-08-07 N N N 0.0079 323552653.00 323552653.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A8FN8 US3130A8FN80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-08 2017-03-08 2017-03-08 N N N 0.0079 316081212.00 316081212.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A7XA8 US3130A7XA84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-11-02 2017-11-02 N N N 0.0080 250366500.00 250366500.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-02 2017-11-02 2017-11-02 N N N 0.0080 382990908.00 382990908.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8CG6 US3130A8CG66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-27 2017-02-27 2017-02-27 N N N 0.0081 152025688.00 152025688.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8C27 US3130A8C278 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-27 2017-02-27 2017-02-27 N N N 0.0081 249042081.00 249042081.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8BU6 US3130A8BU69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-27 2017-02-27 2017-02-27 N N N 0.0081 149025628.00 149025628.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8BY8 US3130A8BY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-27 2017-02-27 2017-02-27 N N N 0.0081 249042081.00 249042081.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8CT8 US3130A8CT87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0081 304076000.00 304076000.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-06-06 2017-06-06 N N N 0.0081 252267876.00 252267876.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8F73 US3130A8F735 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0081 243070470.00 243070470.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8EX7 US3130A8EX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0081 242071390.00 242071390.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8GB3 US3130A8GB34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0081 121038115.00 121038115.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130A8BX0 US3130A8BX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0082 373099964.00 373099964.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130A8C35 US3130A8C351 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-06-01 2017-06-01 N N N 0.0083 186208878.00 186208878.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130A8E66 US3130A8E662 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-06-06 2017-06-06 N N N 0.0084 51059466.00 51059466.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130A8EG4 US3130A8EG49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-06-09 2017-06-09 N N N 0.0084 124145576.00 124145576.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130A7BH7 US3130A7BH75 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-17 2017-02-17 2017-02-17 N N N 0.0085 295039235.00 295039235.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130A7BK0 US3130A7BK05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-17 2017-02-17 2017-02-17 N N N 0.0085 420055860.00 420055860.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130A8E82 US3130A8E829 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-06-08 2017-06-08 N N N 0.0085 126149058.00 126149058.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130A7ZD0 US3130A7ZD06 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-19 2017-06-19 2017-06-19 N N N 0.0085 256296704.00 256296704.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130A8KF9 US3130A8KF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-21 2017-03-21 2017-03-21 N N N 0.0086 56023688.00 56023688.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130A8WA7 US3130A8WA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-28 2017-04-28 2017-04-28 N N N 0.0086 138092184.00 138092184.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A7EB7 US3130A7EB78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-24 2017-02-24 2017-02-24 N N N 0.0087 285054435.00 285054435.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A7EF8 US3130A7EF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-24 2017-02-24 2017-02-24 N N N 0.0087 57010887.00 57010887.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A7EA9 US3130A7EA95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0087 171051471.00 171051471.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A8KE2 US3130A8KE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-20 2017-03-20 2017-03-20 N N N 0.0087 281116334.00 281116334.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A7G66 US3130A7G669 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0088 133042294.00 133042294.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A7DG7 US3130A7DG74 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0088 274088228.00 274088228.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A7HL2 US3130A7HL24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0088 547194732.00 547194732.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A7G74 US3130A7G743 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0088 532192052.00 532192052.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A7HX6 US3130A7HX61 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0088 134050518.00 134050518.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A8PP2 US3130A8PP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-07 2017-04-07 2017-04-07 N N N 0.0088 477254718.00 477254718.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A8R47 US3130A8R474 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-13 2017-04-13 2017-04-13 N N N 0.0088 500279500.00 500279500.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A7FU4 US3130A7FU41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0089 163059495.00 163059495.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A7DL6 US3130A7DL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0089 274100010.00 274100010.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A7GB5 US3130A7GB50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0089 141053862.00 141053862.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A8M91 US3130A8M913 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-29 2017-03-29 2017-03-29 N N N 0.0089 120062880.00 120062880.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A8MD2 US3130A8MD26 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-30 2017-03-30 2017-03-30 N N N 0.0089 120064080.00 120064080.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A8MA8 US3130A8MA86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-03 2017-04-03 2017-04-03 N N N 0.0089 120064560.00 120064560.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A8QJ5 US3130A8QJ59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-12 2017-04-12 2017-04-12 N N N 0.0089 253144463.00 253144463.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7LP8 US3130A7LP81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-21 2017-03-21 2017-03-21 N N N 0.0092 71035216.00 71035216.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7MK8 US3130A7MK85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-03-23 2017-03-23 N N N 0.0092 275142175.00 275142175.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7MF9 US3130A7MF90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-24 2017-03-24 2017-03-24 N N N 0.0092 274144398.00 274144398.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7MN2 US3130A7MN25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-03-28 2017-03-28 N N N 0.0092 275156200.00 275156200.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7NH4 US3130A7NH48 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-29 2017-03-29 2017-03-29 N N N 0.0092 173100167.00 173100167.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7NC5 US3130A7NC50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-30 2017-03-30 2017-03-30 N N N 0.0092 169099541.00 169099541.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7PK5 US3130A7PK58 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-04-05 2017-04-05 N N N 0.0092 133080731.00 133080731.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7Q57 US3130A7Q577 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-04-05 2017-04-05 N N N 0.0092 514311998.00 514311998.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130A7P74 US3130A7P744 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-07 2017-04-07 2017-04-07 N N N 0.0093 244152256.00 244152256.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130A7TW5 US3130A7TW50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-20 2017-04-20 2017-04-20 N N N 0.0093 253175582.00 253175582.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130A7EW1 US3130A7EW16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-03-27 2017-03-27 N N N 0.0094 100058000.00 100058000.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130A7F26 US3130A7F265 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-30 2017-03-30 2017-03-30 N N N 0.0094 174106662.00 174106662.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130A8N58 US3130A8N580 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-02 2017-10-02 2017-10-02 N N N 0.0094 120299520.00 120299520.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130A8BC6 US3130A8BC61 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-26 2017-07-26 2017-07-26 N N N 0.0095 259431235.00 259431235.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-10-25 2017-10-25 N N N 0.0096 89225170.00 89225170.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2017-10-27 2017-10-27 N N N 0.0096 16040736.00 16040736.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130A7VF9 US3130A7VF99 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-10-25 2017-10-25 N N N 0.0097 21430639.13 21430639.13 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2017-10-27 2017-10-27 N N N 0.0097 173453260.00 173453260.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2017-10-27 2017-10-27 N N N 0.0097 51133620.00 51133620.00 0.0004 N N N N Freddie Mac Freddie Mac, 0.50% 313397ET4 S6XOOCT0IEG5ABCC6L87 US313397ET43 U.S. Government Agency Debt Y N/A N/A 2017-04-24 2017-04-24 2017-04-24 N N N 0.0050 437471334.00 437471334.00 0.0032 N N N N Freddie Mac Freddie Mac, 0.50% 313397EU1 S6XOOCT0IEG5ABCC6L87 US313397EU16 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-04-25 2017-04-25 N N N 0.0050 219731160.00 219731160.00 0.0016 N N N N Freddie Mac Freddie Mac, 0.52% 313397FD8 S6XOOCT0IEG5ABCC6L87 US313397FD81 U.S. Government Agency Debt Y N/A N/A 2017-05-04 2017-05-04 2017-05-04 N N N 0.0052 212706060.00 212706060.00 0.0016 N N N N Freddie Mac Freddie Mac, 0.52% 313397FE6 S6XOOCT0IEG5ABCC6L87 US313397FE64 U.S. Government Agency Debt Y N/A N/A 2017-05-05 2017-05-05 2017-05-05 N N N 0.0052 212702865.00 212702865.00 0.0016 N N N N Freddie Mac Freddie Mac, 0.52% 313397FJ5 S6XOOCT0IEG5ABCC6L87 US313397FJ51 U.S. Government Agency Debt Y N/A N/A 2017-05-09 2017-05-09 2017-05-09 N N N 0.0052 212690085.00 212690085.00 0.0016 N N N N Freddie Mac Freddie Mac, 0.57% 3137EADT3 S6XOOCT0IEG5ABCC6L87 US3137EADT30 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-02-22 2017-02-22 N N N 0.0057 131028165.00 131028165.00 0.0010 N N N N Freddie Mac Freddie Mac, 0.61% 3134GAXL3 S6XOOCT0IEG5ABCC6L87 US3134GAXL35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-08 2017-05-08 2017-05-08 N N N 0.0061 432209520.00 432209520.00 0.0032 N N N N Freddie Mac Freddie Mac, 0.63% 3134GAYP3 S6XOOCT0IEG5ABCC6L87 US3134GAYP30 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-02-16 2017-05-16 2017-05-16 N N N 0.0063 854497882.00 854497882.00 0.0063 N N N N Freddie Mac Freddie Mac, 0.63% to 0.68% 3137EADV8 S6XOOCT0IEG5ABCC6L87 US3137EADV85 U.S. Government Agency Debt Y N/A N/A 2017-07-14 2017-07-14 2017-07-14 N N N 0.0068 375761420.50 375761420.50 0.0028 N N N N Freddie Mac Freddie Mac, 0.74% 3134G8LF4 S6XOOCT0IEG5ABCC6L87 US3134G8LF40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0074 471129525.00 471129525.00 0.0035 N N N N Freddie Mac Freddie Mac, 0.74% 3134G8LG2 S6XOOCT0IEG5ABCC6L87 US3134G8LG23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0074 176058256.00 176058256.00 0.0013 N N N N Freddie Mac Freddie Mac, 0.91% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-21 2017-12-21 2017-12-21 N N N 0.0091 630107568.00 630107568.00 0.0046 N N N N Freddie Mac Freddie Mac, 0.99% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-12 2018-01-12 2018-01-12 N N N 0.0099 645041087.50 645041087.50 0.0047 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.42% to 0.43% 912796KG3 US912796KG38 U.S. Treasury Debt Y N/A N/A 2017-02-09 2017-02-09 2017-02-09 N N N 0.0043 1212373900.00 1212373900.00 0.0089 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.42% to 0.56% 912796JJ9 US912796JJ95 U.S. Treasury Debt Y N/A N/A 2017-03-30 2017-03-30 2017-03-30 N N N 0.0056 1040233824.00 1040233824.00 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796KJ7 US912796KJ76 U.S. Treasury Debt Y N/A N/A 2017-02-23 2017-02-23 2017-02-23 N N N 0.0045 1112190725.00 1112190725.00 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.47% 912796KT5 US912796KT58 U.S. Treasury Debt Y N/A N/A 2017-04-20 2017-04-20 2017-04-20 N N N 0.0047 688279995.00 688279995.00 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.48% to 0.53% 912796KQ1 US912796KQ10 U.S. Treasury Debt Y N/A N/A 2017-04-06 2017-04-06 2017-04-06 N N N 0.0053 850292819.00 850292819.00 0.0062 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.48% 912796JP5 US912796JP55 U.S. Treasury Debt Y N/A N/A 2017-04-27 2017-04-27 2017-04-27 N N N 0.0048 2122490375.00 2122490375.00 0.0156 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.50% 912796KP3 US912796KP37 U.S. Treasury Debt Y N/A N/A 2017-03-23 2017-03-23 2017-03-23 N N N 0.0050 2998095.00 2998095.00 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.50% 912796KS7 US912796KS75 U.S. Treasury Debt Y N/A N/A 2017-04-13 2017-04-13 2017-04-13 N N N 0.0050 1165133898.75 1165133898.75 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.50% 912796KU2 US912796KU22 U.S. Treasury Debt Y N/A N/A 2017-05-04 2017-05-04 2017-05-04 N N N 0.0050 2496725000.00 2496725000.00 0.0183 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.52% 912796KH1 US912796KH11 U.S. Treasury Debt Y N/A N/A 2017-02-16 2017-02-16 2017-02-16 N N N 0.0052 599888400.00 599888400.00 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.53% to 0.55% 912796KN8 US912796KN88 U.S. Treasury Debt Y N/A N/A 2017-03-16 2017-03-16 2017-03-16 N N N 0.0055 1288333587.00 1288333587.00 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.53% to 0.54% 912796KY4 US912796KY44 U.S. Treasury Debt Y N/A N/A 2017-05-11 2017-05-11 2017-05-11 N N N 0.0054 2002243125.00 2002243125.00 0.0147 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.62% to 0.63% 912796LD9 US912796LD97 U.S. Treasury Debt Y N/A N/A 2017-06-08 2017-06-08 2017-06-08 N N N 0.0063 1409693571.69 1409693571.69 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.63% 912796KZ1 US912796KZ19 U.S. Treasury Debt Y N/A N/A 2017-05-18 2017-05-18 2017-05-18 N N N 0.0063 1497780000.00 1497780000.00 0.0110 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.63% to 0.64% 912796LG2 US912796LG29 U.S. Treasury Debt Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 N N N 0.0064 1086339573.00 1086339573.00 0.0080 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.63% 912796LM9 US912796LM96 U.S. Treasury Debt Y N/A N/A 2017-08-03 2017-08-03 2017-08-03 N N N 0.0063 996840000.00 996840000.00 0.0073 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.64% to 0.65% 912796JX8 US912796JX89 U.S. Treasury Debt Y N/A N/A 2017-06-22 2017-06-22 2017-06-22 N N N 0.0065 2137585338.00 2137585338.00 0.0157 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.65% 912796LE7 US912796LE70 U.S. Treasury Debt Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0065 1185695280.00 1185695280.00 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.67% 912796LF4 US912796LF46 U.S. Treasury Debt Y N/A N/A 2017-06-29 2017-06-29 2017-06-29 N N N 0.0067 606650240.00 606650240.00 0.0044 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% 912828MS6 US912828MS67 U.S. Treasury Debt Y N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0046 1423707005.00 1423707005.00 0.0104 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% 912828MV9 US912828MV96 U.S. Treasury Debt Y N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0046 223985214.00 223985214.00 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% 912828SM3 US912828SM34 U.S. Treasury Debt Y N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0047 225189225.00 225189225.00 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828GH7 US912828GH76 U.S. Treasury Debt Y N/A N/A 2017-02-15 2017-02-15 2017-02-15 N N N 0.0048 22035112.00 22035112.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828J35 US912828J355 U.S. Treasury Debt Y N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0048 215009460.00 215009460.00 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.48% 912828SJ0 US912828SJ05 U.S. Treasury Debt Y N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0048 372120156.00 372120156.00 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.49% to 0.60% 912828K66 US912828K668 U.S. Treasury Debt Y N/A N/A 2017-04-30 2017-04-30 2017-04-30 N N N 0.0060 224999550.00 224999550.00 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.53% to 0.59% 912828NA4 US912828NA41 U.S. Treasury Debt Y N/A N/A 2017-04-30 2017-04-30 2017-04-30 N N N 0.0059 563563840.00 563563840.00 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.54% 912828C32 US912828C327 U.S. Treasury Debt Y N/A N/A 2017-03-15 2017-03-15 2017-03-15 N N N 0.0054 866299636.00 866299636.00 0.0064 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.58% 912828C73 US912828C731 U.S. Treasury Debt Y N/A N/A 2017-04-15 2017-04-15 2017-04-15 N N N 0.0058 711560979.00 711560979.00 0.0052 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.59% 912828SS0 US912828SS04 U.S. Treasury Debt Y N/A N/A 2017-04-30 2017-04-30 2017-04-30 N N N 0.0059 33029964.00 33029964.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.62% to 0.65% 912828SY7 US912828SY71 U.S. Treasury Debt Y N/A N/A 2017-05-31 2017-05-31 2017-05-31 N N N 0.0065 475037050.00 475037050.00 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.64% 912828WP1 US912828WP19 U.S. Treasury Debt Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0064 213208101.00 213208101.00 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.69% 912828WT3 US912828WT31 U.S. Treasury Debt Y N/A N/A 2017-07-15 2017-07-15 2017-07-15 N N N 0.0069 41040057.00 41040057.00 0.0003 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.55% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-02 2045-11-15 0 - 8.875 167757500.00 169273259.96 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0055 165000000.00 165000000.00 0.0012 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.60% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-06-30 2017-06-30 0.625 - 0.625 71351000.00 71428986.64 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0060 70000000.00 70000000.00 0.0005 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.50% 3Y4U8VZURTYWI1W2K376 BCA005000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-15 2043-08-15 2.125 - 3.625 180910000.00 185113760.44 U.S. Treasuries (including strips) Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0050 180000000.00 180000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.53% 3Y4U8VZURTYWI1W2K376 BDF146000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-06-30 2017-06-30 2.5 - 2.5 193845000.00 196175734.73 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-03-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 191000000.00 191000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.53% 3Y4U8VZURTYWI1W2K376 BDD684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2023-09-30 1.375 - 2 195580000.00 186517413.35 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-02-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 182000000.00 182000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.53% 3Y4U8VZURTYWI1W2K376 BDC893000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-31 2017-06-30 2.5 - 2.75 368640000.00 374354775.56 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-03-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 364000000.00 364000000.00 0.0027 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.53% 3Y4U8VZURTYWI1W2K376 BDB527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2043-08-15 2.625 - 3.625 86225000.00 94405988.39 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-03-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 91000000.00 91000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.56% 3Y4U8VZURTYWI1W2K376 BDI537000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-15 2045-02-15 1 - 2.5 187755000.00 187198639.25 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-04-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 182000000.00 182000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.45% R0MUWSFPU8MPRO8K5P83 BBE864000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2044-08-15 0 - 8.125 748320400.00 755845687.47 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-02-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0045 736000000.00 736000000.00 0.0054 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.53% R0MUWSFPU8MPRO8K5P83 BDG330000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2045-02-15 0 - 9.125 555527800.00 558081755.32 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-02-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 547000000.00 547000000.00 0.0040 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.53% R0MUWSFPU8MPRO8K5P83 BDG574000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2045-05-15 0 - 9.125 1075806300.00 1114071010.41 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-02-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 1090000000.00 1090000000.00 0.0080 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.56% R0MUWSFPU8MPRO8K5P83 BDH782000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2028-08-15 1.5 - 5.5 384736600.00 371285810.75 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-04-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 364000000.00 364000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.57% R0MUWSFPU8MPRO8K5P83 BDH313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-15 2046-08-15 0 - 9.125 1159935800.00 1113875280.43 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-03-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 1092000000.00 1092000000.00 0.0080 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.57% R0MUWSFPU8MPRO8K5P83 BDA597000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2043-05-15 0 - 9.125 230656100.00 233647093.86 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-03-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 228000000.00 228000000.00 0.0017 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.57% R0MUWSFPU8MPRO8K5P83 BDC267000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2045-02-15 0.127 - 5.5 192044000.00 187181012.61 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-03-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 183000000.00 183000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.57% R0MUWSFPU8MPRO8K5P83 BDC914000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2045-08-15 0 - 8.5 324891500.00 373044163.97 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-03-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 364000000.00 364000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.57% R0MUWSFPU8MPRO8K5P83 BCJ683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-30 2046-05-15 0 - 8.5 359370800.00 373311035.40 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-03-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 364000000.00 364000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.57% R0MUWSFPU8MPRO8K5P83 BDF245000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-23 2046-05-15 0 - 7.5 555144200.00 560160660.09 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-04-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 549000000.00 549000000.00 0.0040 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.58% R0MUWSFPU8MPRO8K5P83 BDA924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2046-05-15 0.127 - 6.875 142505900.00 149041873.91 U.S. Treasuries (including strips) Y N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0058 145984056.80 145984056.80 0.0011 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 0.60% R0MUWSFPU8MPRO8K5P83 BCJ685000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2043-02-15 0 - 8.5 378151900.00 371451800.22 U.S. Treasuries (including strips) Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0060 363974738.40 363974738.40 0.0027 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 0.60% R0MUWSFPU8MPRO8K5P83 BDA598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2046-05-15 0.127 - 6.125 141073900.00 138774323.64 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0060 135989052.00 135989052.00 0.0010 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 0.60% R0MUWSFPU8MPRO8K5P83 BDF239000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-15 2046-05-15 0 - 7.5 760756900.00 749806113.69 U.S. Treasuries (including strips) Y N/A N/A 2017-04-20 2017-04-20 2017-04-20 N N N 0.0060 731828712.00 731828712.00 0.0054 N N N Y Commerz Markets LLC Commerz Markets LLC, 0.64% BDI451000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2025-11-15 2.125 - 2.25 319590000.00 315180511.11 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0064 309000000.00 309000000.00 0.0023 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.64% BDI450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-15 2046-11-15 0.875 - 5 1068673200.00 1093853040.74 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0064 1070000000.00 1070000000.00 0.0078 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.64% BDI449000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-28 2044-08-15 0.75 - 3.625 1066455000.00 1093786754.58 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0064 1069000000.00 1069000000.00 0.0078 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.55% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-31 2042-08-15 1.875 - 2.75 386938300.00 384613375.81 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0055 377000000.00 377000000.00 0.0028 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.56% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2023-12-31 1.375 - 2.25 548515400.00 545759423.62 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0056 535000000.00 535000000.00 0.0039 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.56% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2023-05-15 1.75 - 3.75 278607400.00 283582141.12 U.S. Treasuries (including strips) Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0056 277998387.60 277998387.60 0.0020 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.56% K5HU16E3LMSVCCJJJ255 BDE271000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-31 2028-11-15 0.75 - 8.5 83687600.00 92840302.01 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-03-20 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 91000000.00 91000000.00 0.0007 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.56% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2024-11-15 2.25 - 2.25 375750000.00 376016406.75 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0056 367000000.00 367000000.00 0.0027 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.54% U7M81AY481YLIOR75625 BDG687000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2026-08-15 1.5 - 2 237940000.00 224082887.51 U.S. Treasuries (including strips) Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0054 218000000.00 218000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.55% U7M81AY481YLIOR75625 BDI471000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-15 2025-11-15 2.25 - 2.25 70620000.00 70137594.78 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0055 68060000.00 68060000.00 0.0005 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.58% U7M81AY481YLIOR75625 BDH166000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-03-31 2026-05-15 1.5 - 1.625 59900000.00 56766590.72 U.S. Treasuries (including strips) Y N/A N/A 2017-02-08 2017-02-08 2017-02-08 N N N 0.0058 54999037.50 54999037.50 0.0004 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.60% U7M81AY481YLIOR75625 BDD724000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 2.625 - 2.625 285825000.00 305621345.50 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0060 293000000.00 293000000.00 0.0021 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.60% U7M81AY481YLIOR75625 BDC286000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2025-11-15 2 - 2.625 572790000.00 565642221.29 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0060 552000000.00 552000000.00 0.0040 N Y Y Y Nomura Securities International, Inc. Nomura Securities International, Inc., 0.55% OXTKY6Q8X53C9ILVV871 BDH080000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2025-08-15 1.375 - 2.75 2643768000.00 2656582641.82 U.S. Treasuries (including strips) Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0055 2578992005.10 2578992005.10 0.0189 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.56% OXTKY6Q8X53C9ILVV871 BDI434000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2021-08-31 1.125 - 1.25 1328435000.00 1305532802.04 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0056 1273000000.00 1273000000.00 0.0093 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.50% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-02 2046-05-15 0 - 8.875 173656000.00 181910124.99 U.S. Treasuries (including strips) Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 3 N N/A N/A N N 0.0050 178000000.00 178000000.00 0.0013 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.54% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-31 2045-08-15 0 - 6.625 143718700.00 147083051.70 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-03-16 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 144000000.00 144000000.00 0.0011 N N Y N RBC Dominion Securities (GOV REPO) RBC Dominion Securities (GOV REPO), 0.53% 549300QJJX6CVVUXLE15 BDB789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-16 2046-11-15 0 - 4.5 751053700.00 744933003.40 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-03-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 730000000.00 730000000.00 0.0054 N N Y N RBC Dominion Securities (GOV REPO) RBC Dominion Securities (GOV REPO), 0.56% 549300QJJX6CVVUXLE15 BCJ592000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2036-02-15 1.125 - 4.5 275374500.00 277560909.49 U.S. Treasuries (including strips) Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0056 272000000.00 272000000.00 0.0020 N N Y N RBC Dominion Securities (GOV REPO) RBC Dominion Securities (GOV REPO), 0.56% 549300QJJX6CVVUXLE15 BCH305000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-16 2046-02-15 0 - 3 314154100.00 313706293.77 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-03-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 307000000.00 307000000.00 0.0023 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.54% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-15 2023-11-30 0.5 - 4.625 132845900.00 133510959.09 U.S. Treasuries (including strips) U.S. TREASURY 2018-04-30 2018-10-31 0.51 - 0.51 3175000.00 3184946.10 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0054 134000000.00 134000000.00 0.0010 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 0.55% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-15 2022-11-15 1.125 - 4 37275200.00 37743195.96 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0055 37000000.00 37000000.00 0.0003 N Y Y N Societe Generale Societe Generale, 0.52% O2RNE8IBXP4R0TD8PU41 BDB355000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-15 2045-11-15 0 - 8 260529100.00 262267511.70 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-02-10 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0052 256000000.00 256000000.00 0.0019 N N Y N Societe Generale Societe Generale, 0.53% O2RNE8IBXP4R0TD8PU41 BDA914000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-09 2045-11-15 0 - 8.875 182449500.00 186488040.18 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-02-09 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 182000000.00 182000000.00 0.0013 N N Y N Societe Generale Societe Generale, 0.53% O2RNE8IBXP4R0TD8PU41 BDI108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-31 2045-11-15 0.625 - 8.75 143266614.30 146046066.48 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-03-02 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 143000000.00 143000000.00 0.0010 N N Y N Societe Generale Societe Generale, 0.54% O2RNE8IBXP4R0TD8PU41 BDD581000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-02-28 2046-02-15 0.313 - 8.75 627144800.00 654536395.20 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-02-17 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 639000000.00 639000000.00 0.0047 N N Y N Societe Generale Societe Generale, 0.55% O2RNE8IBXP4R0TD8PU41 BDE683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-06-01 2044-05-15 0 - 7.625 176241500.00 187610717.64 U.S. Treasuries (including strips) Y N/A N/A 2017-02-07 2017-02-07 2017-03-15 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 183000000.00 183000000.00 0.0013 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.57% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-08-15 2045-08-15 2.875 - 2.875 123553100.00 120628366.46 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0057 117000772.20 117000772.20 0.0009 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.59% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-05-15 2044-05-15 3.375 - 3.375 155354300.00 165985018.79 U.S. Treasuries (including strips) Y N/A N/A 2017-03-06 2017-03-06 2017-03-06 N N N 0.0059 161003751.30 161003751.30 0.0012 N N N Y Bank of America NA In a joint trading account with Bank of America NA at 0.55%, dated 1/31/2017 due 02/01/2017 B4TYDEB6GKMZO031MB27 BDI614000_04197 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 277207810.72 251846295.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2045-01-25 3 - 5.8 469897458.01 207695962.51 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0055 446150592.39 446150592.39 0.0033 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.55%, dated 1/31/2017 due 02/01/2017 R0MUWSFPU8MPRO8K5P83 BDI614000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-03-15 2046-08-15 0 - 8.875 604908589.73 613596273.87 U.S. Treasuries (including strips) GINNIE MAE 2042-01-20 2042-01-20 3 - 3 327.40 83.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-08-12 2045-06-01 1.125 - 7 24542846.74 4724205.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 1.227 - 4 2476981195.67 51471685.15 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-03-01 2019-02-28 0.675 - 1.7 68753.41 69310.74 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 1309.59 1432.02 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2020-01-21 2046-12-01 1.625 - 7.5 42229179.71 27279447.79 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0055 680331368.70 680331368.70 0.0050 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.62% R0MUWSFPU8MPRO8K5P83 BDA601000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2039-11-15 2044-05-15 N/A 4526300.00 1928646.72 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2021-08-12 2046-07-01 1.125 - 6.25 86012568.00 40337014.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2036-07-15 2036-07-15 5.5 - 5.5 95000.00 124572.02 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 3.5 - 3.5 126656.00 122091.99 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-03-01 2019-02-28 0.675 - 1.7 25681000.00 25758720.80 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2024-09-15 2.875 - 3.875 1383000.00 1426595.52 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2044-01-01 2.844 - 6.25 113744544.00 32431888.99 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0062 99993660.00 99993660.00 0.0007 N N N Y BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.55%, dated 1/31/2017 due 02/01/2017 VJW2DOOHGDT6PR0ZRO63 BDI614000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-04-27 2046-11-15 0 - 8.75 6900655.63 6806470.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2017-05-17 2019-12-13 0.843 - 4.875 9502428.20 9687878.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2046-12-01 0.875 - 3.5 1869689.66 1772910.49 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2047-01-20 2047-01-20 4 - 4 5305483.78 5631088.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-09-27 2046-03-01 0.944 - 3.5 782030.04 732306.01 Agency Debentures and Agency Strips Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0055 24142348.07 24142348.07 0.0002 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.55%, dated 1/31/2017 due 02/01/2017 E57ODZWZ7FF32TWEFA76 BDI614000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2019-10-15 2028-10-15 0 - 0 3487810.54 2557410.15 Agency Debentures and Agency Strips US TREASURY 2017-03-16 2045-11-15 0 - 9 452908176.15 461102475.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2046-07-01 2.5 - 6.75 11740423.59 8457528.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2020-11-15 2045-10-20 2 - 9 34046573.10 11245375.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-12-14 2051-04-01 1.125 - 6.5 31726594.71 9862999.82 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0055 482846961.46 482846961.46 0.0035 N Y Y N Citibank NA Citibank NA, 0.55% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-04-15 2042-11-15 0.125 - 7.25 103861400.00 103853096.50 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2019-09-13 2019-09-13 2 - 2 250000.00 255244.17 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2029-10-01 2038-01-01 3 - 6 2047341.00 1139012.63 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-07 2017-02-07 2017-02-07 N N N 0.0055 103000000.00 103000000.00 0.0008 N N Y N Citibank NA Citibank NA, 0.56% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2027-01-15 2030-01-15 0 - 8.625 2227000.00 1628403.99 Agency Debentures and Agency Strips US TREASURY 2017-02-28 2045-08-15 0.375 - 8.75 593857300.00 586145514.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2046-07-01 3.5 - 4.5 33706.00 33317.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2018-06-15 2045-11-20 2.125 - 6 40121823.00 10745217.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-08-28 2046-06-01 0.875 - 6 80437761.00 29439243.47 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-07 2017-02-07 2017-02-07 N N N 0.0056 615000000.00 615000000.00 0.0045 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.55%, dated 1/31/2017 due 02/01/2017 1VUV7VQFKUOQSJ21A208 BDI614000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-08-31 2044-08-15 1.375 - 8.5 873276828.13 902799823.39 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0055 883609939.48 883609939.48 0.0065 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.55%, dated 1/31/2017 due 02/01/2017 1V8Y6QCX6YMJ2OELII46 BDI614000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-07-15 2046-02-15 0.625 - 8.875 223422207.53 232685933.16 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2047-01-20 3 - 3.5 23377823.92 23416421.10 Agency Mortgage-Backed Securities U.S. TREASURY 2017-04-30 2018-10-31 0.077 - 0.51 1760503.63 1764619.97 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N Y Credit Suisse AG 1.0000 N/A N/A N 0.0055 252528960.85 252528960.85 0.0019 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.56% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2021-01-15 2021-01-15 N/A 100024000.00 92001074.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-03-07 2018-03-07 0.875 - 0.875 75935000.00 76145339.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2019-01-18 2019-02-01 0 - 1.625 145845000.00 146023247.55 Agency Debentures and Agency Strips Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0056 308000000.00 308000000.00 0.0023 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.57% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-04-09 2018-04-09 0.75 - 0.75 287859000.00 287672851.18 Agency Debentures and Agency Strips Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0057 282000000.00 282000000.00 0.0021 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.57% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-04-09 2018-04-09 0.75 - 0.75 35577000.00 35553993.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2018-04-25 2019-01-18 1.125 - 1.625 264155000.00 265370401.06 Agency Debentures and Agency Strips Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0057 294998466.00 294998466.00 0.0022 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.55%, dated 1/31/2017 due 02/01/2017 CYYGQCGNHMHPSMRL3R97 BDI614000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-02-15 2046-11-15 0.625 - 8.125 117814133.14 123654228.94 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-08-01 2047-02-01 2.5 - 8 55697390.39 29951453.37 Agency Mortgage-Backed Securities U.S. TREASURY 2017-07-31 2018-10-31 0.077 - 0.592 1813590.68 1818262.63 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0055 152286551.72 152286551.72 0.0011 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.61% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-07-01 3.5 - 3.5 61155000.00 60235576.28 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0061 58997480.70 58997480.70 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.62% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2046-07-01 3 - 5.5 189641835.00 120436358.24 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-23 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0062 118000000.00 118000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.62% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2042-08-01 3 - 4.5 223572124.00 120435145.60 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-21 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0062 118000000.00 118000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.62% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2031-01-01 2044-08-01 3.5 - 4 382957551.00 201061590.85 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-24 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0062 197000000.00 197000000.00 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.62% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2044-08-01 2046-12-01 3.5 - 4 208765128.00 201106285.98 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-15 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0062 196992829.20 196992829.20 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.62% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2042-01-01 2042-09-01 3.5 - 3.5 321867581.00 204148878.11 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-20 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0062 200000000.00 200000000.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.62% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2042-04-01 2046-08-01 3.5 - 4 283505734.00 228650839.65 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-17 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0062 224000000.00 224000000.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.62% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2025-10-01 2048-08-01 3 - 5.5 527018251.00 240911267.80 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-16 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0062 236000000.00 236000000.00 0.0017 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.62% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-04-01 2044-06-01 3 - 5.5 1346113.00 826360.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-03-01 2043-01-01 3.5 - 4 345892740.00 160465783.71 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-14 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0062 157994375.20 157994375.20 0.0012 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.55%, dated 1/31/2017 due 02/01/2017 ZBUT11V806EZRVTWT807 BDI614000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-02-28 2045-11-15 0.5 - 8.75 1530113449.06 1580804240.67 U.S. Treasuries (including strips) U.S. TREASURY 2017-04-30 2019-01-31 0.394 - 0.646 87400456.79 87478724.91 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2019-02-01 2047-01-01 2.5 - 6.5 2324183702.13 1486367720.63 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0055 3090703400.33 3090703400.33 0.0227 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.59% 8NAV47T0Y26Q87Y0QP81 BCF321000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2042-07-20 2045-01-20 3 - 4.5 1227907390.00 603294218.46 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-07 2017-02-07 2017-02-13 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0059 591000000.00 591000000.00 0.0043 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.55%, dated 1/31/2017 due 02/01/2017 8NAV47T0Y26Q87Y0QP81 BDI614000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-01-31 2046-11-15 0.645 - 2.875 145282032.05 143138377.64 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2046-04-20 3.5 - 3.5 54769995.89 54521370.91 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0055 193138784.59 193138784.59 0.0014 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.61% K5HU16E3LMSVCCJJJ255 BCJ951000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2047-01-01 2.29 - 5.712 378855859.00 86393994.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2033-08-15 2033-08-15 3 - 3 50589.00 45629.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2047-01-01 1.889 - 5.71 217212838.00 76835040.83 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0061 159996848.00 159996848.00 0.0012 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.61% K5HU16E3LMSVCCJJJ255 BDA813000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2047-01-01 2.168 - 5.5 157528357.00 60313740.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-01 2047-01-01 1.889 - 4.5 628376309.00 204989614.60 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-13 2017-03-13 2017-03-13 N N N 0.0061 259994904.00 259994904.00 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.61% K5HU16E3LMSVCCJJJ255 BDB714000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2017-11-01 2047-01-01 1.953 - 5.5 199973248.00 70120464.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-11-20 2047-01-20 3.5 - 4.5 8203366.00 8520715.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2046-12-01 1.889 - 4.5 432369917.00 145838669.52 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-14 2017-03-14 2017-03-14 N N N 0.0061 219995842.00 219995842.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.61% K5HU16E3LMSVCCJJJ255 BDH048000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2020-05-01 2047-01-01 2.213 - 5.134 164138901.00 62324824.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2047-01-01 1.889 - 5.758 595227245.00 222284107.74 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-28 2017-03-28 2017-03-28 N N N 0.0061 278995647.60 278995647.60 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.61% K5HU16E3LMSVCCJJJ255 BDI390000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2047-01-01 2 - 4.5 57268893.00 36886206.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-09-15 2045-08-20 3 - 3.5 72722987.00 50444099.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2047-01-01 2.06 - 5.503 251864680.00 95253535.05 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-03 2017-04-03 2017-04-03 N N N 0.0061 178997225.50 178997225.50 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.64% K5HU16E3LMSVCCJJJ255 BDB710000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2047-01-01 2 - 5.5 368330575.00 52296311.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2033-08-15 2046-11-20 2 - 4.5 327916397.00 97957169.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-03-01 2047-02-01 2.005 - 5.71 270317969.00 115048587.03 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-11 2017-04-11 2017-04-11 N N N 0.0064 260008476.00 260008476.00 0.0019 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.50% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-12-01 2047-01-01 2.5 - 3 22752575.00 22483602.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2046-08-20 3.5 - 3.5 3884753.00 3840822.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2045-12-01 2047-01-01 3 - 4 183025493.00 180982897.20 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-06 2017-02-06 2017-02-06 Y MIZUHO SECS USA INC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0050 203000000.00 203000000.00 0.0015 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.55%, dated 1/31/2017 due 02/01/2017 7TK5RJIZDFROZCA6XF66 BDI614000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-05-15 2046-11-15 1 - 2.875 255869967.08 241491454.81 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2046-04-01 2 - 9.5 313588221.99 77470718.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-04-15 2047-01-20 1.157 - 8.5 293704155.62 124377299.37 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2026-11-02 2026-11-02 1.321 - 1.321 662784.83 663387.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2046-10-01 2 - 9.5 808797435.28 153673421.83 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0055 584244823.37 584244823.37 0.0043 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.52% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2046-09-01 2.257 - 4 10559390.00 4219284.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2036-01-20 2046-11-20 2 - 3 16945408.00 4232529.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-11-01 2047-01-01 1.774 - 5 315814402.00 193702431.77 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-06 2017-02-06 2017-02-06 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 6 N N/A N/A N N 0.0052 198000000.00 198000000.00 0.0015 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.55% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2046-11-01 2.5 - 4 25562318.00 13265536.71 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2047-01-01 2 - 6 154941555.00 95996236.05 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-07 2017-02-07 2017-03-15 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 107000000.00 107000000.00 0.0008 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.56% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2047-01-01 3 - 4 4644753.00 4222251.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2046-11-20 2.125 - 3 6508968.00 6504496.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2046-12-01 2.5 - 5 122732777.00 91298547.76 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-07 2017-02-07 2017-03-17 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 100000000.00 100000000.00 0.0007 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.56% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2020-03-15 2047-01-01 2.514 - 8.5 65178582.00 30493681.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2046-11-20 2.125 - 3 36127444.00 14514640.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-01-01 2047-01-01 2.166 - 6 397670529.00 219298269.94 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-07 2017-02-07 2017-03-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 259000000.00 259000000.00 0.0019 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.56% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2047-01-01 1.5 - 4.5 128676740.00 71516871.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2030-09-20 2046-12-20 2 - 5 19856703.00 4473873.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2047-01-25 2.388 - 6 448838824.00 209794324.77 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-07 2017-02-07 2017-03-10 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 280000000.00 280000000.00 0.0021 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.57% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-02-01 2047-01-01 0.883 - 5.7 95911934.00 23095797.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2047-01-20 2 - 5 106167490.00 96767476.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2022-03-01 2047-01-01 2.265 - 6 213326364.00 82303008.15 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-07 2017-02-07 2017-02-14 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 198000000.00 198000000.00 0.0015 N N Y N RBC Dominion Securities (GOV REPO) RBC Dominion Securities (GOV REPO), 0.55% 549300QJJX6CVVUXLE15 BCJ281000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-20 2046-07-20 3 - 4.5 302374990.00 289743893.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-10-01 2039-04-01 4.5 - 6 142395078.00 10268970.27 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-07 2017-02-07 2017-02-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 294000000.00 294000000.00 0.0022 N N Y N RBC Dominion Securities (GOV REPO) RBC Dominion Securities (GOV REPO), 0.56% 549300QJJX6CVVUXLE15 BDE116000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-20 2046-04-20 3 - 4.5 43035984.00 37947753.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2037-06-01 2038-10-01 6 - 6 57411928.00 4901575.84 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-07 2017-02-07 2017-03-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 42000000.00 42000000.00 0.0003 N N Y N RBC Dominion Securities (GOV REPO) RBC Dominion Securities (GOV REPO), 0.56% 549300QJJX6CVVUXLE15 BDD593000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-01-15 2020-01-15 1.375 - 1.375 400.00 399.37 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2046-07-20 3 - 4.5 203038325.00 183642440.95 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-07 2017-02-07 2017-03-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 180000000.00 180000000.00 0.0013 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.55%, dated 1/31/2017 due 02/01/2017 VYVVCKR63DVZZN70PB21 BDI614000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2027-07-15 2028-04-15 0 - 0 63778.29 45021.32 Agency Debentures and Agency Strips US TREASURY 2017-07-15 2045-08-15 0.125 - 4.5 777274934.36 821630405.74 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-03-23 2038-03-09 0 - 5.16 37220283.13 37313886.46 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2017-02-01 2026-09-11 0 - 6.05 119465616.65 120936733.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-03-23 2047-01-15 0 - 4.772 62674977.11 59636941.46 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2017-07-20 2047-01-20 1.5 - 10 1218317435.20 740759375.24 Agency Mortgage-Backed Securities FINANCE CORPORATION 2018-11-02 2019-09-26 0 - 8.6 4344996.88 4250343.49 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-11-21 2021-01-15 1.21 - 2 9457755.20 9489622.96 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-01-30 2047-02-25 0 - 7.125 65603236.58 65551054.86 Agency Debentures and Agency Strips Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0055 1816470269.03 1816470269.03 0.0133 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.61% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2017-02-15 2046-12-15 2 - 10 676141553.00 402268149.45 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-06 2017-03-06 2017-03-06 N N N 0.0061 393972223.00 393972223.00 0.0029 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.77% U7M81AY481YLIOR75625 BCA255000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-08-15 2025-05-15 1.125 - 2.625 109605000.00 110622892.24 U.S. Treasuries (including strips) Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0077 108000324.00 108000324.00 0.0008 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.62% 13079PJP9 US13079PJP99 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2037-09-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0062 20760000.00 20760000.00 0.0002 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.62% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0062 30000000.00 30000000.00 0.0002 N N Y N Los Angeles Cmnty. Redev. Agcy. Multi-family Hsg. Rev. FHLMC Los Angeles Cmnty. Redev. Agcy. Multi-family Hsg. Rev., 0.65% 544393AT8 US544393AT82 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2030-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0065 11600000.00 11600000.00 0.0001 N N Y N San Diego Hsg. Auth. Multi-family Hsg. Rev. FHLMC San Diego Hsg. Auth. Multi-family Hsg. Rev., 0.62% 79728FJV4 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2039-09-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0062 29500000.00 29500000.00 0.0002 N N Y N Bueno Park Multi-family Hsg. Rev. FNMA Bueno Park Multi-family Hsg. Rev., 0.58% 119173AA0 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2033-02-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 14288000.00 14288000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FNMA California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.58% 13077V3R1 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2036-10-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 14600000.00 14600000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FNMA California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.58% 13077VP71 US13077VP718 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2035-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 25500000.00 25500000.00 0.0002 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FNMA California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.58% 13077VX49 US13077VX498 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2036-02-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 13505000.00 13505000.00 0.0001 N N Y N Richmond Multifamily Hsg. Rev FNMA Richmond Multifamily Hsg. Rev., 0.58% 764443AA5 US764443AA53 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2037-08-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 26490000.00 26490000.00 0.0002 N N Y N San Diego Hsg. Auth. Multi-family Hsg. Rev. FNMA San Diego Hsg. Auth. Multi-family Hsg. Rev., 0.58% 79728FGV7 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2033-01-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 19825000.00 19825000.00 0.0001 N N Y N San Jose Multi-family Hsg. Rev. FNMA San Jose Multi-family Hsg. Rev., 0.58% 798165JR8 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 24615000.00 24615000.00 0.0002 N N Y N Santa Cruz Redev. Agcy. Multi-family Rev. FNMA Santa Cruz Redev. Agcy. Multi-family Rev., 0.58% 80176PAC8 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2035-08-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 21535000.00 21535000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Mtg. Rev. FHLMC New York City Hsg. Dev. Corp. Multi-family Mtg. Rev., 0.70% 64966TCG7 US64966TCG76 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2043-07-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0070 22525000.00 22525000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.56% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2031-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0056 22135000.00 22135000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.56% 64970HAY0 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2033-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0056 55935000.00 55935000.00 0.0004 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.56% 64986MBK0 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2029-05-01 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0056 13495000.00 13495000.00 0.0001 N N Y N Washington Hsg. Fin. Commission Multi-family Hsg. Rev. FNMA Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.58% 93978PDM6 US93978PDM68 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2037-12-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 12250000.00 12250000.00 0.0001 N N Y N Washington Hsg. Fin. Commission Multi-family Hsg. Rev. FNMA Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.58% 93978PER4 US93978PER47 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2039-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 12000000.00 12000000.00 0.0001 N N Y N Washington Hsg. Fin. Commission Multi-family Hsg. Rev. FNMA Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.58% 93978PFZ5 US93978PFZ53 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 17970000.00 17970000.00 0.0001 N N Y N Washington Hsg. Fin. Commission Multi-family Hsg. Rev. FNMA Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.58% 93978PEA1 US93978PEA12 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2037-12-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 14000000.00 14000000.00 0.0001 N N Y N Washington Hsg. Fin. Commission Multi-family Hsg. Rev. Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.65% (Reserve at SeaTac Apts. Proj.) Series 2015, LOC Fed. Home Ln. Bank, San Francisco VRDN 93978PNR4 US93978PNR46 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2050-12-31 Y FEDERAL HOME LN BANK SAN FRANC 1.0000 7 N N/A N/A Y FEDERAL HOME LN BANK SAN FRANC 1.0000 N/A N/A N 0.0065 5500000.00 5500000.00 0.0000 N N Y N Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev. FNMA Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev., 0.58% 566823RX0 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2035-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 8000000.00 8000000.00 0.0001 N N Y N Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev. FNMA Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev., 0.58% 566823SB7 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2035-09-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 6100000.00 6100000.00 0.0000 N N Y N Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev. FNMA Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev., 0.58% 566823ST8 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2036-10-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 13700000.00 13700000.00 0.0001 N N Y N Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev. FNMA Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev., 0.58% 566823SV3 US566823SV32 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2037-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 15600000.00 15600000.00 0.0001 N N Y N Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev. FNMA Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev., 0.58% 566823SX9 US566823SX97 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2037-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 14900000.00 14900000.00 0.0001 N N Y N Harris County Hsg. Fin. Corp. Multi-family Hsg. Rev. FNMA Harris County Hsg. Fin. Corp. Multi-family Hsg. Rev., 0.58% 414158SU0 US414158SU07 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2038-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 6315000.00 6315000.00 0.0000 N N Y N Harris County Hsg. Fin. Corp. Multi-family Hsg. Rev. FNMA Harris County Hsg. Fin. Corp. Multi-family Hsg. Rev., 0.58% 414158RQ0 US414158RQ04 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2037-02-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 11250000.00 11250000.00 0.0001 N N Y N Texas Dept. of Hsg. & Cmnty. Affairs Multi-family Hsg. Rev. FNMA Texas Dept. of Hsg. & Cmnty. Affairs Multi-family Hsg. Rev., 0.58% 88275ABN9 US88275ABN90 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2041-01-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 13100000.00 13100000.00 0.0001 N N Y N Illinois Hsg. Dev. Auth. Multi-family Hsg. Rev FNMA Illinois Hsg. Dev. Auth. Multi-family Hsg. Rev., 0.58% 45203LAF0 US45203LAF04 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2037-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 17900000.00 17900000.00 0.0001 N N Y N Kentucky Hsg. Corp. Multi-family Rev. FHLMC Kentucky Hsg. Corp. Multi-family Rev., 0.63% 491312DJ0 US491312DJ00 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2040-06-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0063 12565000.00 12565000.00 0.0001 N N Y N Grandview Indl. Dev. Auth. Multi-family Hsg. Rev. FNMA Grandview Indl. Dev. Auth. Multi-family Hsg. Rev., 0.58% 386780AE0 US386780AE03 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2037-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 11000000.00 11000000.00 0.0001 N N Y N Oak Park Heights Multi-family Rev. FHLMC Oak Park Heights Multi-family Rev., 0.66% 671575AV0 US671575AV06 Variable Rate Demand Note Y N/A N/A 2017-02-07 2017-02-07 2035-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0066 7460000.00 7460000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.58% U7M81AY481YLIOR75625 BDG688000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-02-09 2017-02-09 2017-02-09 N N N 0.0058 72998525.40 72998525.40 0.0005 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.58% U7M81AY481YLIOR75625 BDH159000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-02-10 2017-02-10 2017-02-10 N N N 0.0058 144996665.00 144996665.00 0.0011 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.59% U7M81AY481YLIOR75625 BDI176000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-02-08 2017-02-08 2017-02-08 N N N 0.0059 72998861.20 72998861.20 0.0005 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.59% U7M81AY481YLIOR75625 BDH635000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-02-14 2017-02-14 2017-02-14 N N N 0.0059 909972427.00 909972427.00 0.0067 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2017-02-02 Stephanie Dorsey Stephanie Dorsey President and Treasurer