0000278001-17-000009.txt : 20170307 0000278001-17-000009.hdr.sgml : 20170307 20170307124129 ACCESSION NUMBER: 0000278001-17-000009 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170228 FILED AS OF DATE: 20170307 DATE AS OF CHANGE: 20170307 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: 17671164 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 2017-02-28 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 37 76 39916918836.61 39171071517.16 40181094058.60 41467886171.92 77892813707.63 78378853802.25 78447544706.04 78969643191.47 0.2900 0.2800 0.2900 0.3000 0.5700 0.5700 0.5700 0.5700 393611.09 137457524393.13 137423480784.56 115229239.03 1508368888.56 136030734746.12 135991572588.07 1.0000 0.0064 1.0006 1.0006 1.0006 1.0006 C000019553 2500.00 136030734746.12 135991572588.07 1.0006 1.0006 1.0006 1.0006 9486155585.49 9586473130.75 7997445050.18 8391719572.48 8400917850.39 8374065800.75 6825764625.06 6687703880.52 32550120110.66 32864023336.71 0.0025 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 125794872.00 125794872.00 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 2017-03-20 2017-07-20 2017-07-20 N N N 0.0080 72213249.17 72213249.17 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 933482977.00 933482977.00 0.0069 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.81% 3133EEEA4 US3133EEEA48 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-05-08 2017-05-08 N N N 0.0081 143749305.84 143749305.84 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 2017-03-17 2017-04-17 2017-04-17 N N N 0.0082 23008809.00 23008809.00 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 2017-03-24 2017-05-24 2017-05-24 N N N 0.0082 39978244.65 39978244.65 0.0003 N N N 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 500844189.00 500844189.00 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 115990720.00 115990720.00 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 115990720.00 115990720.00 0.0009 N N N 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 949873650.00 949873650.00 0.0070 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 1249972500.00 1249972500.00 0.0092 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 2423000000.00 2423000000.00 0.0178 N Y 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 625459210.38 625459210.38 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 2075630472.00 2075630472.00 0.0153 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 680856309.00 680856309.00 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 989769330.00 989769330.00 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 1359383920.00 1359383920.00 0.0100 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385EE2 US313385EE28 U.S. Government Agency Debt Y N/A N/A 2017-04-11 2017-04-11 2017-04-11 N N N 0.0053 99945300.00 99945300.00 0.0007 N N Y 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 108931657.00 108931657.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385EV4 US313385EV43 U.S. Government Agency Debt Y N/A N/A 2017-04-26 2017-04-26 2017-04-26 N N N 0.0053 999253.00 999253.00 0.0000 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385EW2 US313385EW26 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2017-04-27 2017-04-27 N N N 0.0053 517606320.00 517606320.00 0.0038 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 257977038.00 257977038.00 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 499950000.00 499950000.00 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 582909052.00 582909052.00 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 158964702.00 158964702.00 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 715816704.00 715816704.00 0.0053 N N Y N Federal 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141958962.00 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 80973027.00 80973027.00 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 483787040.00 483787040.00 0.0036 N N Y 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 984069175.00 984069175.00 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 305687880.00 305687880.00 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 2017-03-14 2017-07-14 2017-07-14 N N N 0.0056 98010682.00 98010682.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AAMT2 US3130AAMT22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-17 2017-07-17 2017-07-17 N N N 0.0056 55005885.00 55005885.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AAMV7 US3130AAMV77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-17 2017-07-17 2017-07-17 N N N 0.0056 44004708.00 44004708.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AAVB1 US3130AAVB13 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-24 2017-08-24 2017-08-24 N N N 0.0056 97985888.00 97985888.00 0.0007 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 2017-03-12 2017-07-12 2017-07-12 N N N 0.0057 197032308.00 197032308.00 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 2017-03-12 2017-07-12 2017-07-12 N N N 0.0057 197032308.00 197032308.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130AAMZ8 US3130AAMZ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-20 2017-07-20 2017-07-20 N N N 0.0057 62006572.00 62006572.00 0.0005 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 62984628.00 62984628.00 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 297829246.00 297829246.00 0.0022 N N Y 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 100007400.00 100007400.00 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 139853000.00 139853000.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130AALL0 US3130AALL05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-11 2017-07-11 2017-07-11 N N N 0.0058 86015652.00 86015652.00 0.0006 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 184969105.00 184969105.00 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 230876877.00 230876877.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130AAK80 US3130AAK808 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-05 2017-07-05 2017-07-05 N N N 0.0059 98021070.00 98021070.00 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 2017-03-09 2017-05-09 2017-05-09 N N N 0.0059 427069174.00 427069174.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130A9YD7 US3130A9YD70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-11 2017-05-11 2017-05-11 N N N 0.0059 213035358.00 213035358.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9X89 US3130A9X892 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-02 2017-05-02 2017-05-02 N N N 0.0060 43006450.00 43006450.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9X97 US3130A9X975 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-02 2017-05-02 2017-05-02 N N N 0.0060 108016200.00 108016200.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9WY3 US3130A9WY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-02 2017-05-02 2017-05-02 N N N 0.0060 108016200.00 108016200.00 0.0008 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 194038994.00 194038994.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9Y54 US3130A9Y544 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-04 2017-05-04 2017-05-04 N N N 0.0060 128019712.00 128019712.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9TC5 US3130A9TC52 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-20 2017-04-20 2017-04-20 N N N 0.0060 44005368.00 44005368.00 0.0003 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 98018816.00 98018816.00 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 98018816.00 98018816.00 0.0007 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 2017-03-23 2017-06-23 2017-06-23 N N N 0.0060 78017316.00 78017316.00 0.0006 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 197037824.00 197037824.00 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 629120768.00 629120768.00 0.0046 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 2017-03-25 2017-04-25 2017-04-25 N N N 0.0060 221032266.00 221032266.00 0.0016 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 2017-03-25 2017-04-25 2017-04-25 N N N 0.0060 221032266.00 221032266.00 0.0016 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 2017-03-25 2017-04-25 2017-04-25 N N N 0.0060 442064532.00 442064532.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130A9VE8 US3130A9VE80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-26 2017-04-26 2017-04-26 N N N 0.0060 214030174.00 214030174.00 0.0016 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 196038416.00 196038416.00 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 294057624.00 294057624.00 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 295057820.00 295057820.00 0.0022 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 2017-03-28 2017-04-28 2017-04-28 N N N 0.0060 214030388.00 214030388.00 0.0016 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 310061380.00 310061380.00 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 194038994.00 194038994.00 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 196039396.00 196039396.00 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 194038994.00 194038994.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130A9SM4 US3130A9SM44 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-18 2017-04-18 2017-04-18 N N N 0.0061 44006028.00 44006028.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130A9T50 US3130A9T502 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-19 2017-04-19 2017-04-19 N N N 0.0061 50006650.00 50006650.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130A9S77 US3130A9S777 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-19 2017-04-19 2017-04-19 N N N 0.0061 177024780.00 177024780.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130A9SG7 US3130A9SG75 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-19 2017-04-19 2017-04-19 N N N 0.0061 111015540.00 111015540.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130A9S93 US3130A9S934 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-19 2017-04-19 2017-04-19 N N N 0.0061 221030940.00 221030940.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130A9SL6 US3130A9SL60 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-19 2017-04-19 2017-04-19 N N N 0.0061 111015540.00 111015540.00 0.0008 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 97019594.00 97019594.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130AAVC9 US3130AAVC95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-27 2017-08-25 2017-08-25 N N N 0.0062 97995296.00 97995296.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130AAVP0 US3130AAVP09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-28 2017-08-28 2017-08-28 N N N 0.0062 215984016.00 215984016.00 0.0016 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 307579580.00 307579580.00 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 249644750.00 249644750.00 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 98851797.00 98851797.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAE79 US3130AAE793 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-06-07 2017-06-07 N N N 0.0064 194062662.00 194062662.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAE95 US3130AAE959 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-06-08 2017-06-08 N N N 0.0064 97031622.00 97031622.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAEA2 US3130AAEA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-12 2017-06-12 2017-06-12 N N N 0.0064 195066105.00 195066105.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAEU8 US3130AAEU86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-12 2017-06-12 2017-06-12 N N N 0.0064 197066783.00 197066783.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAE87 US3130AAE876 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-13 2017-06-13 2017-06-13 N N N 0.0064 292098696.00 292098696.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAF29 US3130AAF295 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-14 2017-06-14 2017-06-14 N N N 0.0064 197067177.00 197067177.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAES3 US3130AAES31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-15 2017-06-15 2017-06-15 N N N 0.0064 97033271.00 97033271.00 0.0007 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 174057072.00 174057072.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AATW8 US3130AATW87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-15 2017-11-15 2017-11-15 N N N 0.0064 98009996.00 98009996.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AATZ1 US3130AATZ19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-17 2017-11-17 2017-11-17 N N N 0.0064 393038514.00 393038514.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAU22 US3130AAU229 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-17 2017-11-17 2017-11-17 N N N 0.0064 295028910.00 295028910.00 0.0022 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 41950230.00 41950230.00 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 183718848.00 183718848.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 313385JW7 US313385JW70 U.S. Government Agency Debt Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0064 299184000.00 299184000.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 313385JZ0 US313385JZ02 U.S. Government Agency Debt Y N/A N/A 2017-08-04 2017-08-04 2017-08-04 N N N 0.0064 90747657.00 90747657.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAW46 US3130AAW464 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-12-06 2017-12-06 N N N 0.0065 196000000.00 196000000.00 0.0014 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 234104598.00 234104598.00 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 230108560.00 230108560.00 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 195089115.00 195089115.00 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 49022540.00 49022540.00 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 49022540.00 49022540.00 0.0004 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 195089895.00 195089895.00 0.0014 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 194089434.00 194089434.00 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 194090016.00 194090016.00 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 117054288.00 117054288.00 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 98045472.00 98045472.00 0.0007 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 436148676.00 436148676.00 0.0032 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 326111166.00 326111166.00 0.0024 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 217073997.00 217073997.00 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 98039592.00 98039592.00 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 99033561.00 99033561.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAT57 US3130AAT577 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-09 2018-02-09 2018-02-09 N N N 0.0065 97972364.00 97972364.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAT40 US3130AAT403 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-09 2018-02-09 2018-02-09 N N N 0.0065 97972364.00 97972364.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAUR7 US3130AAUR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-22 2017-11-22 2017-11-22 N N N 0.0065 295025960.00 295025960.00 0.0022 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 209738550.00 209738550.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAUS5 US3130AAUS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-24 2017-11-24 2017-11-24 N N N 0.0065 197016548.00 197016548.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAUV8 US3130AAUV85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-24 2017-11-24 2017-11-24 N N N 0.0065 108009072.00 108009072.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAUQ9 US3130AAUQ90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-24 2017-11-24 2017-11-24 N N N 0.0065 394033096.00 394033096.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAVD7 US3130AAVD78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-27 2017-11-27 2017-11-27 N N N 0.0065 58995634.00 58995634.00 0.0004 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 124012152.00 124012152.00 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 106006466.00 106006466.00 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 102006426.00 102006426.00 0.0007 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 106006678.00 106006678.00 0.0008 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 299277900.00 299277900.00 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 59835720.00 59835720.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAVR6 US3130AAVR64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-12-01 2017-12-01 N N N 0.0066 196985225.00 196985225.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAVQ8 US3130AAVQ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-12-01 2017-12-01 N N N 0.0066 196985225.00 196985225.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAVU9 US3130AAVU93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-12-01 2017-12-01 N N N 0.0066 196985225.00 196985225.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAD39 US3130AAD399 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-05 2017-06-05 2017-06-05 N N N 0.0066 310111910.00 310111910.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAVT2 US3130AAVT21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-09-06 2017-09-06 N N N 0.0066 196990150.00 196990150.00 0.0014 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 230107180.00 230107180.00 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 126047754.00 126047754.00 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 64024256.00 64024256.00 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 197085695.00 197085695.00 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 98029988.00 98029988.00 0.0007 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 197052993.00 197052993.00 0.0014 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 490147980.00 490147980.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AATP3 US3130AATP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-15 2018-02-15 2018-02-15 N N N 0.0066 196943658.00 196943658.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AATG3 US3130AATG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-16 2018-02-16 2018-02-16 N N N 0.0066 98971587.00 98971587.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAUM8 US3130AAUM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-21 2017-11-21 2017-11-21 N N N 0.0066 59005369.00 59005369.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAUH9 US3130AAUH91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-21 2017-11-21 2017-11-21 N N N 0.0066 118010738.00 118010738.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAU55 US3130AAU559 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-21 2017-11-21 2017-11-21 N N N 0.0066 394035854.00 394035854.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAUG1 US3130AAUG19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-21 2017-11-21 2017-11-21 N N N 0.0066 197017927.00 197017927.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAUN6 US3130AAUN69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-21 2017-11-21 2017-11-21 N N N 0.0066 59005369.00 59005369.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 313385KP0 US313385KP01 U.S. Government Agency Debt Y N/A N/A 2017-08-18 2017-08-18 2017-08-18 N N N 0.0066 81752196.00 81752196.00 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 214087098.00 214087098.00 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 214091806.00 214091806.00 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 39011934.00 39011934.00 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 103823616.00 103823616.00 0.0008 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 232220864.00 232220864.00 0.0017 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 2017-03-05 2017-09-05 2017-09-05 N N N 0.0068 97064990.00 97064990.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130A9KY6 US3130A9KY63 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-26 2017-04-26 2017-04-26 N N N 0.0068 80021200.00 80021200.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AAV39 US3130AAV391 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-20 2018-02-20 2018-02-20 N N N 0.0068 97976186.00 97976186.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AAV21 US3130AAV219 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-20 2018-02-20 2018-02-20 N N N 0.0068 137966466.00 137966466.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AAV47 US3130AAV474 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-23 2018-02-23 2018-02-23 N N N 0.0068 97976088.00 97976088.00 0.0007 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 332460873.00 332460873.00 0.0024 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 119119238.00 119119238.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130AACC0 US3130AACC07 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 293202756.00 293202756.00 0.0022 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 65060710.00 65060710.00 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 178162336.00 178162336.00 0.0013 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 117112437.00 117112437.00 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 59055283.00 59055283.00 0.0004 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 2017-03-23 2017-05-23 2017-05-23 N N N 0.0070 209086108.00 209086108.00 0.0015 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 23023253.00 23023253.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AA3X4 US3130AA3X48 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-16 2017-05-16 2017-05-16 N N N 0.0071 408168504.00 408168504.00 0.0030 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 2017-03-22 2017-05-22 2017-05-22 N N N 0.0071 408180336.00 408180336.00 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 2017-03-23 2017-08-23 2017-08-23 N N N 0.0071 20011440.00 20011440.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AAB31 US3130AAB310 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-08-28 2017-08-28 N N N 0.0071 200112800.00 200112800.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130AAC30 US3130AAC300 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-12-01 2017-12-01 N N N 0.0072 195134940.00 195134940.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130AAC97 US3130AAC979 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-05 2017-12-05 2017-12-05 N N N 0.0072 195133185.00 195133185.00 0.0014 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 23019757.00 23019757.00 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 69060651.00 69060651.00 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 224184576.00 224184576.00 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 107096621.00 107096621.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130AABP2 US3130AABP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-11-28 2017-11-28 N N N 0.0073 98105644.00 98105644.00 0.0007 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 460433320.00 460433320.00 0.0034 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 236372880.00 236372880.00 0.0017 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 2017-03-17 2017-08-17 2017-08-17 N N N 0.0074 205151085.00 205151085.00 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 2017-03-17 2017-08-17 2017-08-17 N N N 0.0074 408300696.00 408300696.00 0.0030 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 230169280.00 230169280.00 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 460338560.00 460338560.00 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 115083605.00 115083605.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AA4E5 US3130AA4E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-18 2017-08-18 2017-08-18 N N N 0.0075 205152725.00 205152725.00 0.0015 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 586391908.00 586391908.00 0.0043 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 159249471.00 159249471.00 0.0012 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 250392250.00 250392250.00 0.0018 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 114112518.00 114112518.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAAK4 US3130AAAK41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-23 2017-08-23 2017-08-23 N N N 0.0077 200155000.00 200155000.00 0.0015 N N N 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 223486809.00 223486809.00 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 160350880.00 160350880.00 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 160350880.00 160350880.00 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 115177790.00 115177790.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A8CF8 US3130A8CF83 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0079 191000000.00 191000000.00 0.0014 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A8CQ4 US3130A8CQ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0080 212000000.00 212000000.00 0.0016 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A8CV3 US3130A8CV34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0080 424000000.00 424000000.00 0.0031 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A8D83 US3130A8D839 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-02 2017-03-02 2017-03-02 N N N 0.0080 271002439.00 271002439.00 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A8D91 US3130A8D912 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-02 2017-03-02 2017-03-02 N N N 0.0080 123001107.00 123001107.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A8ET6 US3130A8ET69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-03-06 2017-03-06 N N N 0.0080 246010578.00 246010578.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A8EC3 US3130A8EC35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-03-06 2017-03-06 N N N 0.0080 253010879.00 253010879.00 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A8FN8 US3130A8FN80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-03-08 2017-03-08 N N N 0.0080 316018960.00 316018960.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A94C2 US3130A94C26 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-16 2017-05-16 2017-05-16 N N N 0.0080 50024600.00 50024600.00 0.0004 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 304000000.00 304000000.00 0.0022 N Y Y 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 252220248.00 252220248.00 0.0019 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 242015972.00 242015972.00 0.0018 N N Y 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 243015795.00 243015795.00 0.0018 N N Y 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 121011858.00 121011858.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A9A43 US3130A9A437 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-25 2017-08-25 2017-08-25 N N N 0.0081 215209625.00 215209625.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A9AD3 US3130A9AD37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-25 2017-08-25 2017-08-25 N N N 0.0081 119116025.00 119116025.00 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 373008579.00 373008579.00 0.0027 N N Y 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 186172422.00 186172422.00 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 51048603.00 51048603.00 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 124119908.00 124119908.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130A94V0 US3130A94V07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-19 2017-08-18 2017-08-18 N N N 0.0084 121127171.00 121127171.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130A94R9 US3130A94R94 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-19 2017-08-18 2017-08-18 N N N 0.0084 437459287.00 437459287.00 0.0032 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 126122472.00 126122472.00 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 256252160.00 256252160.00 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 56012544.00 56012544.00 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 138074106.00 138074106.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130A97H8 US3130A97H85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-30 2017-11-27 2017-11-27 N N N 0.0086 167272377.00 167272377.00 0.0012 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 171000000.00 171000000.00 0.0013 N Y Y 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 281059853.00 281059853.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A95M9 US3130A95M98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-22 2017-11-22 2017-11-22 N N N 0.0087 248417632.00 248417632.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A94W8 US3130A94W89 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-22 2017-11-22 2017-11-22 N N N 0.0087 174293016.00 174293016.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A94D0 US3130A94D09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-22 2017-11-22 2017-11-22 N N N 0.0087 123207132.00 123207132.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A94X6 US3130A94X62 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-22 2017-11-22 2017-11-22 N N N 0.0087 50084200.00 50084200.00 0.0004 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 133003458.00 133003458.00 0.0010 N N Y 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 274007124.00 274007124.00 0.0020 N N Y 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 532041496.00 532041496.00 0.0039 N N Y 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 547042119.00 547042119.00 0.0040 N N Y 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 134013802.00 134013802.00 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 477187938.00 477187938.00 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 500223000.00 500223000.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A8YX5 US3130A8YX51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-08 2017-11-08 2017-11-08 N N N 0.0088 409721067.00 409721067.00 0.0030 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 274021646.00 274021646.00 0.0020 N N Y 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 163012877.00 163012877.00 0.0012 N N Y 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 141014664.00 141014664.00 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 120039480.00 120039480.00 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 120040920.00 120040920.00 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 120044280.00 120044280.00 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 253113091.00 253113091.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A7YN9 US3130A7YN96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-05 2017-05-05 2017-05-05 N N N 0.0089 504306432.00 504306432.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A7Z65 US3130A7Z651 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-11 2017-05-11 2017-05-11 N N N 0.0089 630412650.00 630412650.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A9CE9 US3130A9CE91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-23 2018-02-23 2018-02-23 N N N 0.0089 118213108.00 118213108.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A97K1 US3130A97K15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-26 2018-02-26 2018-02-26 N N N 0.0089 200374200.00 200374200.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A97E5 US3130A97E54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-26 2018-02-26 2018-02-26 N N N 0.0089 233435943.00 233435943.00 0.0017 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 71018034.00 71018034.00 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 275077000.00 275077000.00 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 274080282.00 274080282.00 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 275094325.00 275094325.00 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 173061588.00 173061588.00 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 169062361.00 169062361.00 0.0012 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 514216394.00 514216394.00 0.0038 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 133055993.00 133055993.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-04 2017-08-04 2017-08-04 N N N 0.0092 255367200.00 255367200.00 0.0019 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 244108580.00 244108580.00 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 253145222.00 253145222.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-03 2017-08-03 2017-08-03 N N N 0.0093 51073032.00 51073032.00 0.0004 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 100034200.00 100034200.00 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 174066294.00 174066294.00 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 120262440.00 120262440.00 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 259382802.00 259382802.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-02 2017-11-02 2017-11-02 N N N 0.0095 1118458548.00 1118458548.00 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130A8E90 US3130A8E902 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-07 2017-08-07 2017-08-07 N N N 0.0095 323510340.00 323510340.00 0.0024 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 89197758.00 89197758.00 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 16035776.00 16035776.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-02 2017-11-02 2017-11-02 N N N 0.0096 382867140.00 382867140.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130A7XA8 US3130A7XA84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-02 2017-11-02 2017-11-02 N N N 0.0096 250552750.00 250552750.00 0.0018 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 21424889.25 21424889.25 0.0002 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 51117402.00 51117402.00 0.0004 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 173398246.00 173398246.00 0.0013 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 419697600.00 419697600.00 0.0031 N N Y 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 219838740.00 219838740.00 0.0016 N N Y 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 212795520.00 212795520.00 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 212792325.00 212792325.00 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 212779545.00 212779545.00 0.0016 N N N N Freddie Mac Freddie Mac, 0.62% 3134GAXL3 S6XOOCT0IEG5ABCC6L87 US3134GAXL35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-05-08 2017-05-08 N N N 0.0062 432136512.00 432136512.00 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 2017-03-16 2017-05-16 2017-05-16 N N N 0.0063 854338184.00 854338184.00 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 375661144.64 375661144.64 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 471040977.00 471040977.00 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 176015312.00 176015312.00 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 629764680.00 629764680.00 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 644663297.50 644663297.50 0.0047 N N N N Barclays Capital, Inc. Barclays Capital, Inc., 0.50% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2019-03-31 1.625 - 1.625 101490000.00 103651026.57 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0050 101000000.00 101000000.00 0.0007 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.54% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-27 2044-05-15 0 - 8.75 154916000.00 164222467.01 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 161000000.00 161000000.00 0.0012 N Y 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 196636013.49 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 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 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 367640000.00 375295886.16 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 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 2021-11-15 2043-08-15 1.375 - 3.625 89170000.00 94686561.02 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 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, 0.53% 3Y4U8VZURTYWI1W2K376 BEC176000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-31 2017-03-31 3.25 - 3.25 183570000.00 188965909.00 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-17 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, 0.54% 3Y4U8VZURTYWI1W2K376 BEB557000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-10-31 2025-05-15 1.25 - 2.125 379000000.00 380160503.85 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 369000000.00 369000000.00 0.0027 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.54% 3Y4U8VZURTYWI1W2K376 BEB197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2043-11-15 2 - 3.75 161670000.00 189679459.56 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 182000000.00 182000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.55% 3Y4U8VZURTYWI1W2K376 BEA099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-15 2026-08-15 0.875 - 1.5 133400000.00 130549941.98 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-27 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 127000000.00 127000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.55% 3Y4U8VZURTYWI1W2K376 BEA097000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2023-05-31 1.625 - 1.625 133865000.00 131123406.52 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 127000000.00 127000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.55% 3Y4U8VZURTYWI1W2K376 BDI899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-30 2020-08-31 1.375 - 1.5 296925000.00 299863094.00 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 292000000.00 292000000.00 0.0021 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 187462026.71 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 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 BMO Harris Bank NA BMO Harris Bank NA, 0.57% 3Y4U8VZURTYWI1W2K376 BEH834000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2021-11-30 1.75 - 1.75 186565000.00 187312350.66 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 182000000.00 182000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.55% R0MUWSFPU8MPRO8K5P83 BDJ727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-30 2047-02-15 1.125 - 8 273759300.00 278132347.13 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 272000000.00 272000000.00 0.0020 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 2017-03-02 2045-05-15 0 - 8 361235700.00 371639998.31 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 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 BCJ683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2044-11-15 0 - 7.5 371591500.00 372200578.83 U.S. Treasuries (including strips) Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 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 BEB137000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2044-08-15 1.625 - 6.875 563792500.00 559938607.78 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 546000000.00 546000000.00 0.0040 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 2017-07-31 2046-05-15 0.618 - 7.5 553704500.00 562266462.48 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 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., 0.57% R0MUWSFPU8MPRO8K5P83 BDC267000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-02 2024-11-15 0 - 8.125 178989400.00 186801903.40 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 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 2046-05-15 0 - 8.125 357952000.00 371628305.88 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 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 BDA597000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-02 2045-05-15 0 - 6.875 220888300.00 233320220.37 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 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 BDH313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-02 2047-02-15 0 - 7.625 1117857000.00 1122621560.90 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 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., 0.58% R0MUWSFPU8MPRO8K5P83 BDA924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2046-05-15 1.625 - 6.875 122431800.00 149840677.82 U.S. Treasuries (including strips) Y N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0058 145998744.40 145998744.40 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 2017-07-31 2046-05-15 0.618 - 6.875 374016000.00 373085762.09 U.S. Treasuries (including strips) Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0060 364000000.00 364000000.00 0.0027 N N Y N 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 2018-03-31 2045-11-15 0.75 - 8 133774300.00 139097201.58 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0060 135999755.20 135999755.20 0.0010 N N Y N 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 2017-07-31 2046-05-15 0.618 - 8.125 726109300.00 748211172.02 U.S. Treasuries (including strips) Y N/A N/A 2017-04-20 2017-04-20 2017-04-20 N N N 0.0060 731907109.20 731907109.20 0.0054 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 0.63% R0MUWSFPU8MPRO8K5P83 BEG881000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-15 2044-11-15 0.715 - 8.125 741840700.00 743669575.88 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-06-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0063 727000000.00 727000000.00 0.0053 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.63% R0MUWSFPU8MPRO8K5P83 BEH746000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-15 2045-05-15 0.75 - 8.125 1081095100.00 1115349148.12 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-06-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0063 1092000000.00 1092000000.00 0.0080 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.55% BEI304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2025-05-15 2.125 - 3.5 507220000.00 522242996.28 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0055 512000000.00 512000000.00 0.0038 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.55% BEI282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-12-31 2044-08-15 1.125 - 3.125 1091980000.00 1092373317.75 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0055 1069000000.00 1069000000.00 0.0079 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.55% BEI302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2045-11-15 1.125 - 3 1103935000.00 1092007999.98 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0055 1070000000.00 1070000000.00 0.0079 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.54% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-18 2025-08-15 0 - 8 523017100.00 541676895.49 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 531000000.00 531000000.00 0.0039 N Y Y Y Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.54% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 2023-08-31 1.375 - 2.125 295516000.00 291724426.61 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 286000000.00 286000000.00 0.0021 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.54% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2022-12-31 1.125 - 2.125 274313100.00 271340371.97 U.S. Treasuries (including strips) Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0054 265999122.20 265999122.20 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 2018-10-31 2045-05-15 0.75 - 5.25 82001400.00 93113161.54 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 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., 0.54% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-05-15 1.625 - 1.625 387535000.00 366831835.53 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 358000000.00 358000000.00 0.0026 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.53% U7M81AY481YLIOR75625 BEI319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 61940000.00 60606803.44 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 58737000.00 58737000.00 0.0004 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.58% U7M81AY481YLIOR75625 BEA096000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 38930000.00 37388611.08 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0058 36000000.00 36000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.59% U7M81AY481YLIOR75625 BEE731000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2045-11-15 2.125 - 3 194485000.00 201062349.15 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0059 191000000.00 191000000.00 0.0014 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.59% U7M81AY481YLIOR75625 BEF166000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-05-15 1.625 - 2.25 84760000.00 83266813.16 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0059 80000000.00 80000000.00 0.0006 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.59% U7M81AY481YLIOR75625 BEG085000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-31 2025-11-15 1.125 - 2.25 194550000.00 195740059.07 U.S. Treasuries (including strips) Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0059 189999905.00 189999905.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.60% U7M81AY481YLIOR75625 BEA810000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2026-02-15 1.625 - 2.125 39005000.00 36992158.46 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-05-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0060 36000000.00 36000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.60% U7M81AY481YLIOR75625 BEG188000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 81980000.00 75967861.25 U.S. Treasuries (including strips) Y N/A N/A 2017-03-08 2017-03-08 2017-03-08 N N N 0.0060 73999837.20 73999837.20 0.0005 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.60% U7M81AY481YLIOR75625 BEB476000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2025-05-15 2.125 - 2.125 945880000.00 952237115.72 U.S. Treasuries (including strips) Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0060 924997317.50 924997317.50 0.0068 N N N Y Nomura Securities International, Inc. Nomura Securities International, Inc., 0.53% OXTKY6Q8X53C9ILVV871 BEI221000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2021-04-30 1.125 - 1.375 1311247000.00 1290563794.51 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 1262000000.00 1262000000.00 0.0093 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.53% OXTKY6Q8X53C9ILVV871 BEG699000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-15 2024-08-15 1.5 - 3.625 2563854000.00 2617006571.72 U.S. Treasuries (including strips) Y N/A N/A 2017-03-02 2017-03-02 2017-03-02 N N N 0.0053 2557995395.60 2557995395.60 0.0188 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 2047-02-15 0.5 - 9.125 179731800.00 188053989.65 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-03 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 184000000.00 184000000.00 0.0014 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 2046-08-15 0.5 - 9 146658200.00 147485447.74 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 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 RBC Dominion Securities, 0.53% 549300QJJX6CVVUXLE15 BDB789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-12-31 2046-08-15 1.125 - 4.375 764660700.00 746277539.40 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 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 RBC Dominion Securities, 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 2047-02-15 0 - 3 313800100.00 313808965.00 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 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 RBC Dominion Securities RBC Dominion Securities, 0.57% 549300QJJX6CVVUXLE15 BEI291000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-10-31 2019-10-31 1.5 - 1.5 183225300.00 184623011.42 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-28 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 181000000.00 181000000.00 0.0013 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.53% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-30 2020-12-31 0.875 - 1.75 50045900.00 49980152.07 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 49000000.00 49000000.00 0.0004 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 2017-03-31 2046-08-15 0.5 - 9 246633400.00 266515633.68 U.S. Treasuries (including strips) U.S. TREASURY 2018-01-31 2018-04-30 0.51 - 0.592 6145200.00 6158972.25 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 Y RBS SECURITIES INC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0055 267000000.00 267000000.00 0.0020 N Y 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 2017-04-27 2044-11-15 0 - 8.75 141727200.00 146026349.58 U.S. Treasuries (including strips) Y N/A N/A 2017-03-02 2017-03-02 2017-03-02 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 2 N N/A N/A N N 0.0053 143000000.00 143000000.00 0.0011 N N Y N Societe Generale Societe Generale, 0.53% O2RNE8IBXP4R0TD8PU41 BEC103000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-27 2045-11-15 0 - 7.875 260487800.00 274949678.58 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-13 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 269000000.00 269000000.00 0.0020 N N Y N Societe Generale Societe Generale, 0.54% O2RNE8IBXP4R0TD8PU41 BEF638000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-27 2045-11-15 0 - 8.75 633521700.00 641018435.07 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-24 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 628000000.00 628000000.00 0.0046 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 2018-10-15 2022-11-15 0.875 - 1.625 190078700.00 186777010.98 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 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 Societe Generale Societe Generale, 0.55% O2RNE8IBXP4R0TD8PU41 BDJ620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2043-11-15 0.625 - 4.5 108276800.00 109290910.10 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-03 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 107000000.00 107000000.00 0.0008 N N Y N Societe Generale Societe Generale, 0.60% O2RNE8IBXP4R0TD8PU41 BEB536000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-15 2044-11-15 0.75 - 8.5 184215100.00 183780901.76 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-05-15 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0060 180000000.00 180000000.00 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 2020-10-31 2020-10-31 1.75 - 1.75 118379500.00 119510155.03 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0057 117000000.00 117000000.00 0.0009 N Y Y N 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 2045-08-15 2045-08-15 2.875 - 2.875 169244800.00 166061044.43 U.S. Treasuries (including strips) Y N/A N/A 2017-03-06 2017-03-06 2017-03-06 N N N 0.0059 160999597.50 160999597.50 0.0012 N N 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 853305698.00 853305698.00 0.0063 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 58216506.25 58216506.25 0.0004 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 546498401.00 546498401.00 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.52% to 0.54% 912796QG7 US912796QG73 U.S. Treasury Debt Y N/A N/A 2017-03-15 2017-03-15 2017-03-15 N N N 0.0054 933852428.00 933852428.00 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 227897856.00 227897856.00 0.0017 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 2002914800.00 2002914800.00 0.0147 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.54% 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 704875920.00 704875920.00 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.54% to 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 1997648000.00 1997648000.00 0.0147 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 465346385.00 465346385.00 0.0034 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 1410217528.95 1410217528.95 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.62% to 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 1454952734.00 1454952734.00 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.62% to 0.63% 912796LP2 US912796LP28 U.S. Treasury Debt Y N/A N/A 2017-08-10 2017-08-10 2017-08-10 N N N 0.0063 810553683.00 810553683.00 0.0060 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 1086772995.00 1086772995.00 0.0080 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 2138317902.00 2138317902.00 0.0157 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.64% to 0.65% 912796KF5 US912796KF54 U.S. Treasury Debt Y N/A N/A 2017-08-17 2017-08-17 2017-08-17 N N N 0.0065 1868050050.00 1868050050.00 0.0137 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 1186081380.00 1186081380.00 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 606879456.00 606879456.00 0.0045 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 223522712.00 223522712.00 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 225110925.00 225110925.00 0.0017 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 225007200.00 225007200.00 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 562448320.00 562448320.00 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 866123838.00 866123838.00 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 711363321.00 711363321.00 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 33021516.00 33021516.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.61% to 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 1028802868.00 1028802868.00 0.0076 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 475133950.00 475133950.00 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 213182754.00 213182754.00 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.70% 912828PA2 US912828PA23 U.S. Treasury Debt Y N/A N/A 2017-09-30 2017-09-30 2017-09-30 N N N 0.0070 34223108.00 34223108.00 0.0003 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 0.53%, dated 2/28/2017 due 03/01/2017 B4TYDEB6GKMZO031MB27 BEI507000_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 1439058006.97 1304383629.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2045-01-25 3 - 5.8 2460951384.62 1081218700.41 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 2316084026.05 2316084026.05 0.0170 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.53%, dated 2/28/2017 due 03/01/2017 R0MUWSFPU8MPRO8K5P83 BEI507000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-04-30 2047-02-15 0 - 9.125 421295985.92 428219323.46 U.S. Treasuries (including strips) GINNIE MAE 2042-01-20 2042-01-20 3 - 3 229.90 58.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2045-06-01 2 - 6.5 17105131.39 3120544.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 1.287 - 4 1739174326.20 35372717.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-01-21 2046-12-01 0 - 7.5 29206198.02 18236173.57 Agency Debentures and Agency Strips Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 474514776.07 474514776.07 0.0035 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.56% R0MUWSFPU8MPRO8K5P83 BDJ729000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-11-15 2044-02-15 0 - 3.75 88678008.45 91914577.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2017-07-28 2017-07-28 1 - 1 8996000.00 9016001.11 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-10-26 2030-11-15 0 - 7.125 1101000.00 1117384.20 Agency Debentures and Agency Strips Y N/A N/A 2017-03-07 2017-03-07 2017-04-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 100000000.00 100000000.00 0.0007 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.59% R0MUWSFPU8MPRO8K5P83 BEB146000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-04-30 2045-02-15 0 - 7.5 107245559.98 130320047.24 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2047-02-01 3.5 - 6.5 3717.00 1517.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2018-02-15 2046-10-20 2 - 10 6910787.00 5453687.77 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-02-28 2019-02-28 1.7 - 1.7 1000.00 1007.60 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2020-01-21 2040-02-01 0 - 7.125 66717493.00 69375543.30 Agency Debentures and Agency Strips Y N/A N/A 2017-03-07 2017-03-07 2017-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0059 200000000.00 200000000.00 0.0015 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.60% R0MUWSFPU8MPRO8K5P83 BEF241000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-07-31 2047-02-15 0 - 8.125 307015504.68 373482881.65 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2044-06-01 2.175 - 7 201027355.00 15967416.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-02-20 2066-12-20 1.311 - 4.5 8685378.00 5156668.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-05-01 2046-10-01 0 - 7.5 132709455.00 17087183.72 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0060 400000000.00 400000000.00 0.0029 N N 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 2017-05-15 2043-02-15 0 - 3.625 22490166.04 22995980.74 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2046-07-01 2.17 - 5.777 47250205.00 28980067.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 3.5 - 3.5 126656.00 121508.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-01-21 2046-12-01 0 - 7.125 132696164.00 50215294.44 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0062 100000180.00 100000180.00 0.0007 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.66% R0MUWSFPU8MPRO8K5P83 BEH320000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2023-06-30 2042-02-15 0.75 - 3.625 27896800.00 35486631.55 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2047-02-01 2.375 - 5 292712059.00 270619846.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2044-10-01 3 - 4 175009968.00 100140655.33 Agency Mortgage-Backed Securities Y N/A N/A 2017-05-26 2017-05-26 2017-05-26 N N N 0.0066 397934648.40 397934648.40 0.0029 N N N Y BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.53%, dated 2/28/2017 due 03/01/2017 VJW2DOOHGDT6PR0ZRO63 BEI507000_08066 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 2046-11-20 2047-02-20 3 - 3 28401989.28 28810306.62 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 28244927.15 28244927.15 0.0002 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.53%, dated 2/28/2017 due 03/01/2017 E57ODZWZ7FF32TWEFA76 BEI507000_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 4080504.28 3046191.50 Agency Debentures and Agency Strips US TREASURY 2017-05-15 2046-08-15 0 - 8.875 521176105.87 549430485.16 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2045-01-01 2.5 - 6.75 4203286.43 3659537.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-10-20 2 - 9 38730111.01 12175072.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-12-14 2051-04-01 1.125 - 6.5 33893105.26 9256692.14 Agency Debentures and Agency Strips Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 564898542.94 564898542.94 0.0042 N Y Y N Citibank NA Citibank NA, 0.54% 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 2018-01-15 2044-08-15 0.25 - 4.625 93566000.00 101147909.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2019-09-13 2019-09-13 2 - 2 250000.00 255796.67 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2029-10-01 2038-01-01 3 - 6 2047341.00 1128342.67 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0054 100000000.00 100000000.00 0.0007 N N 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 RESOLUTION FUNDING CORP 2027-01-15 2030-01-15 0 - 8.625 2227000.00 1657943.40 Agency Debentures and Agency Strips US TREASURY 2017-04-30 2045-08-15 0.375 - 8.75 554825300.00 570834083.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-09-01 2039-12-01 1.5 - 8 69880.00 2296.94 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2018-01-20 2045-11-20 2.125 - 10 40077833.00 10548684.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-08-28 2046-05-01 0.875 - 6 79254107.00 28068507.48 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0055 598000000.00 598000000.00 0.0044 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.53%, dated 2/28/2017 due 03/01/2017 1VUV7VQFKUOQSJ21A208 BEI507000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-02-15 2023-12-31 1.375 - 3.625 1562884857.83 1584563343.95 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 1553470993.08 1553470993.08 0.0114 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.53%, dated 2/28/2017 due 03/01/2017 1V8Y6QCX6YMJ2OELII46 BEI507000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-03-15 2046-08-15 0.625 - 8.875 95679451.39 99227539.67 U.S. Treasuries (including strips) U.S. TREASURY 2017-04-30 2018-10-31 0.077 - 0.51 981204.61 983053.78 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N Y Credit Suisse AG 1.0000 N/A N/A N 0.0053 98153946.33 98153946.33 0.0007 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.55% 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 2019-10-15 2030-04-15 N/A 1463000.00 1245509.94 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2021-08-02 2045-04-06 2.16 - 3.78 68150000.00 67164570.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2021-09-02 2037-05-04 0 - 2.7 236303000.00 154432011.28 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2017-05-05 2036-09-08 0 - 4.875 57620000.00 57515688.61 Agency Debentures and Agency Strips FINANCE CORPORATION 2018-09-26 2018-09-26 N/A 2085000.00 2038400.25 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2039-09-15 2056-04-01 5.25 - 5.375 18192000.00 23491065.62 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-05-11 2031-01-15 0 - 6.625 122786000.00 101099116.32 Agency Debentures and Agency Strips Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0055 399000000.00 399000000.00 0.0029 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.55% 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 BANK 2017-08-21 2019-01-18 0.551 - 1.625 187080000.00 187388472.36 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-06-20 2019-06-20 1.75 - 1.75 98054000.00 99262570.02 Agency Debentures and Agency Strips Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0055 281000000.00 281000000.00 0.0021 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.55% 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 2018-03-07 2018-03-07 0.875 - 0.875 100211000.00 100528293.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2017-08-14 2018-02-15 0.596 - 0.659 185045000.00 185095580.90 Agency Debentures and Agency Strips Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0055 279999244.00 279999244.00 0.0021 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.53%, dated 2/28/2017 due 03/01/2017 CYYGQCGNHMHPSMRL3R97 BEI507000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-30 2044-05-15 0.75 - 8 311707587.80 329045870.78 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2045-06-01 3.5 - 6.5 434698483.01 152091945.49 Agency Mortgage-Backed Securities U.S. TREASURY 2017-10-31 2018-10-31 0.488 - 0.51 8329128.10 8346170.04 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 479559884.96 479559884.96 0.0035 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.53%, dated 2/28/2017 due 03/01/2017 KBVRJ5K57JZ3E2AVWX40 BEI507000_40488 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 2025-06-01 2046-10-01 2.347 - 5 422981115.07 57620719.36 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 56489854.29 56489854.29 0.0004 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-01-28 2019-11-26 1.375 - 1.75 59667000.00 60265007.97 Agency Debentures and Agency Strips Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0061 58999941.00 58999941.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 2042-10-01 2046-12-01 3.5 - 4 251760128.00 243859891.66 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-04 2017-04-04 2017-05-11 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 239000000.00 239000000.00 0.0018 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 2044-02-01 2046-07-01 3.5 - 3.5 140915000.00 122426075.50 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-04 2017-04-04 2017-05-18 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 120000000.00 120000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 2026-08-01 2046-07-01 2.5 - 6 278600277.00 163258362.87 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-04 2017-04-04 2017-05-09 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 160000000.00 160000000.00 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 125560000.00 123448917.31 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-04 2017-04-04 2017-05-16 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 121000000.00 121000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 2024-12-01 2045-12-01 2.5 - 5 356313143.00 203030709.47 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-04 2017-04-04 2017-05-15 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 199000000.00 199000000.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 2026-01-01 2047-01-01 2.5 - 7.5 351468739.00 167056028.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-03-01 2042-03-01 4 - 4 88885510.00 37012971.43 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-04 2017-04-04 2017-05-10 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 200000000.00 200000000.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 2042-10-01 2043-01-01 3.5 - 3.5 338030000.00 230571658.64 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-04 2017-04-04 2017-05-17 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 226000000.00 226000000.00 0.0017 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 2042-03-01 2043-01-01 3.5 - 4 359622230.00 204026871.72 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-04 2017-04-04 2017-05-22 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 200000000.00 200000000.00 0.0015 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.53%, dated 2/28/2017 due 03/01/2017 ZBUT11V806EZRVTWT807 BEI507000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-09-30 2045-08-15 0.625 - 8 611615375.60 632969384.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2047-03-01 2.5 - 8.5 784919722.63 434617309.48 Agency Mortgage-Backed Securities U.S. TREASURY 2017-04-30 2019-01-31 0.394 - 0.646 23501356.73 23518505.86 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2054-08-01 2.5 - 7 1099490104.80 695388354.98 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 1751244232.56 1751244232.56 0.0129 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.59% 8NAV47T0Y26Q87Y0QP81 BEC576000 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 2042-02-01 2047-02-01 2.32 - 3.2 335624043.00 166313285.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-02-20 2052-02-15 2 - 3.5 165967934.00 93972649.02 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2046-08-25 2046-11-25 3.726 - 3.877 43989163.00 43378997.03 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2020-09-01 2047-03-01 0 - 3.74 666413584.00 306455013.09 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-04-13 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0059 598000000.00 598000000.00 0.0044 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.53%, dated 2/28/2017 due 03/01/2017 8NAV47T0Y26Q87Y0QP81 BEI507000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-02-15 2046-05-15 1 - 4.625 201186687.11 208243652.35 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 202233678.37 202233678.37 0.0015 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.61% K5HU16E3LMSVCCJJJ255 BEA670000 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 2029-01-01 2047-02-01 2.412 - 4.5 145861513.00 60483815.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-01 2047-03-01 1.888 - 4.5 459506326.00 204815045.22 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-07 2017-04-07 2017-04-07 N N N 0.0061 259984842.00 259984842.00 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.61% K5HU16E3LMSVCCJJJ255 BEA993000 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 2046-12-01 2.375 - 5.5 198389868.00 78643671.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2027-04-20 2047-01-20 2 - 4 13200713.00 9567224.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2047-03-01 1.888 - 4.5 401215901.00 136268953.21 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-10 2017-04-10 2017-04-10 N N N 0.0061 219984666.00 219984666.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.61% K5HU16E3LMSVCCJJJ255 BEG512000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-03-23 2017-03-23 N/A 27898300.00 27891604.41 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-11-01 2047-02-01 2.168 - 5.127 210389856.00 104199155.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2047-03-01 1.888 - 5.758 494774203.00 153543193.01 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-24 2017-04-24 2017-04-24 N N N 0.0061 279961500.00 279961500.00 0.0021 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.61% K5HU16E3LMSVCCJJJ255 BEI206000 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 2047-02-01 2.399 - 5.616 236734801.00 95359771.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-12-20 2047-02-20 2 - 5.5 11840943.00 6467618.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2047-03-01 1.917 - 5.321 516683461.00 243958469.11 Agency Mortgage-Backed Securities Y N/A N/A 2017-05-01 2017-05-01 2017-05-01 N N N 0.0061 339000000.00 339000000.00 0.0025 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 2047-02-01 2.181 - 5.5 382677047.00 101452390.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-03-01 2047-03-01 1.846 - 5.71 447625430.00 163978628.46 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-11 2017-04-11 2017-04-11 N N N 0.0064 259989834.00 259989834.00 0.0019 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.56% 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 2031-09-01 2047-02-15 3 - 3.5 46261842.00 43120279.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 87932801.00 89101345.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-09-01 2047-03-25 3 - 3.5 76216614.00 71594769.35 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-03-07 2017-03-07 2017-03-08 Y MIZUHO SECS USA INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 199000000.00 199000000.00 0.0015 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.53%, dated 2/28/2017 due 03/01/2017 7TK5RJIZDFROZCA6XF66 BEI507000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-02-28 2046-08-15 1.125 - 2.875 296885390.31 288187973.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2046-07-01 2.411 - 9.5 330568746.90 84714116.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-04-15 2047-02-20 1.217 - 8.5 371413267.18 175459703.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-04-01 2046-11-01 0 - 9.5 802497918.76 161685689.62 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 694379502.87 694379502.87 0.0051 N Y Y N Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.53%, dated 2/28/2017 due 03/01/2017 9R7GPTSO7KV3UQJZQ078 BEI507000_55501 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-01-15 2024-01-31 0.875 - 2.25 1428832625.92 1440512128.52 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 1412246357.35 1412246357.35 0.0104 N Y 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 2047-02-01 2.5 - 6 39983005.00 35911463.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-05-20 2044-05-20 6 - 6 1028537.00 476167.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2047-03-01 1.221 - 6 137750945.00 72856883.69 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 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 2047-02-01 2.515 - 4 11087038.00 10475161.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2046-11-20 2.125 - 4 6647286.00 6233364.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-01-01 2.5 - 5 116317619.00 85363246.75 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 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 2030-02-01 2047-02-01 2.256 - 4 89915048.00 76951455.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2036-01-20 2056-09-15 2 - 4 28916050.00 16989594.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-11-01 2047-03-01 1.796 - 5 207601173.00 109213689.76 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-04-10 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 199000000.00 199000000.00 0.0015 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 2047-02-01 2.5 - 8.5 83887707.00 46285494.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2046-11-20 2.125 - 4.5 39828371.00 20685547.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2047-02-01 2.167 - 6 378572031.00 197460100.59 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 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 163934010.00 101802813.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2035-04-20 2046-11-20 2 - 5 21007676.00 6794527.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2047-01-01 2.387 - 6 417953857.00 177282901.36 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 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., 0.58% 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 2047-02-01 0.967 - 4.5 257974835.00 63635250.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2046-11-20 2 - 5 30588778.00 20293132.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2022-03-01 2047-02-01 2.387 - 6 255200001.00 119140837.97 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-05-04 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0058 199000000.00 199000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.54% 549300QJJX6CVVUXLE15 BEF641000 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 2047-01-20 3 - 4.5 297908244.00 294047818.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-10-01 2039-04-01 4.5 - 6 107877427.00 7926527.64 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 296000000.00 296000000.00 0.0022 N N Y N RBC Dominion Securities RBC Dominion Securities, 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 US TREASURY 2021-03-31 2025-11-15 2.25 - 2.25 1183500.00 1184210.56 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-20 2047-01-20 3 - 4.5 86254916.00 37163984.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2037-06-01 2038-10-01 6 - 6 53856233.00 4519794.17 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0056 42000000.00 42000000.00 0.0003 N N Y N RBC Dominion Securities RBC Dominion Securities, 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 2021-03-31 2021-03-31 2.25 - 2.25 100.00 102.93 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2043-11-20 2047-01-20 3 - 4 206172338.00 183722705.32 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 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 RBC Dominion Securities RBC Dominion Securities, 0.58% 549300QJJX6CVVUXLE15 BEI296000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-10-31 2047-02-15 1.375 - 4.5 202307000.00 203884252.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 3.5 - 3.5 1023.00 856.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-06-20 2046-04-20 3.5 - 4 2730753.00 1224850.50 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-05-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0058 200000000.00 200000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.58% 549300QJJX6CVVUXLE15 BEI298000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-08-31 2023-09-30 1.375 - 2 204802100.00 204003301.42 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-05-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0058 200000000.00 200000000.00 0.0015 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.53%, dated 2/28/2017 due 03/01/2017 O2RNE8IBXP4R0TD8PU41 BEI507000_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-05-04 2047-02-15 0 - 9 215952061.62 244358841.25 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2042-06-20 2047-02-20 3 - 4.5 79585403.02 42479063.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-03-01 2042-03-01 3.5 - 3.5 4322109.36 2650347.82 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 282449271.47 282449271.47 0.0021 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.53%, dated 2/28/2017 due 03/01/2017 VYVVCKR63DVZZN70PB21 BEI507000_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 2017-04-15 2028-04-15 0 - 0 3224936.45 2968311.92 Agency Debentures and Agency Strips US TREASURY 2021-03-31 2026-11-15 1.125 - 2 109604065.42 107449210.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2022-02-28 2022-02-28 2.25 - 2.25 1937088.46 1937611.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-01-25 2047-02-15 0 - 4.779 12210727.03 10482970.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2017-03-15 2047-02-20 2 - 11 553555373.66 451798886.16 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2018-10-15 2042-12-15 1.75 - 5.25 6071614.27 6649768.31 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2018-03-27 2047-03-25 1 - 4 9050645.77 9536330.61 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 579021006.51 579021006.51 0.0043 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 2019-12-15 2047-02-15 3.5 - 9.5 689193351.00 402458819.10 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-06 2017-03-06 2017-03-06 N N N 0.0061 394000000.00 394000000.00 0.0029 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 2017-03-07 2017-03-07 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 20635000.00 20635000.00 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 2017-03-07 2017-03-07 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., 0.62% 544393AT8 US544393AT82 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2030-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0062 18685000.00 18685000.00 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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., 0.64% 64966TCG7 US64966TCG76 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2043-07-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0064 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., 0.57% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2031-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0057 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., 0.57% 64970HAY0 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2033-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0057 55935000.00 55935000.00 0.0004 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.57% 64986MBK0 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2029-05-01 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0057 13495000.00 13495000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.66% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0066 34300000.00 34300000.00 0.0003 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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., 0.63% (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 2017-03-07 2017-03-07 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 0.0063 5500000.00 5500000.00 0.0000 N N Y N Washington Hsg. Fin. Commission Multi-family Hsg. Rev. Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.63% (Reserve at Renton Apts. Proj.) Series 2014, LOC Fed. Home Ln. Bank, San Francisco VRDN 93978PNK9 US93978PNK92 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2049-08-01 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 0.0063 6700000.00 6700000.00 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 11150000.00 11150000.00 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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 2017-03-07 2017-03-07 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., 0.64% 671575AV0 US671575AV06 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2035-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0064 7460000.00 7460000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.59% U7M81AY481YLIOR75625 BEI332000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0059 73000000.00 73000000.00 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 BEH215000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0059 180998914.00 180998914.00 0.0013 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 BEH711000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-03-17 2017-03-17 2017-03-17 N N N 0.0059 108998354.10 108998354.10 0.0008 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, 0.63% U7M81AY481YLIOR75625 BEH276000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-05-01 2017-05-01 2017-05-01 N N N 0.0063 108985045.20 108985045.20 0.0008 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 2017-03-02 Stephanie Dorsey Stephanie Dorsey President and Treasurer