0000278001-17-000017.txt : 20170707 0000278001-17-000017.hdr.sgml : 20170707 20170707171217 ACCESSION NUMBER: 0000278001-17-000017 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170707 DATE AS OF CHANGE: 20170707 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: 17955838 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 2017-06-30 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 30 83 46986200405.74 48348083173.06 43145089000.17 36368075849.89 33877753555.88 82281204634.28 83827489409.87 75657785550.46 72071086516.27 71009496760.19 0.3500 0.3500 0.3100 0.2700 0.2500 0.6100 0.6000 0.5500 0.5400 0.5300 352237.38 133888619627.96 133892263423.61 119019773.82 2396941958.51 131614693476.30 131575691496.69 1.0000 0.0100 1.0003 1.0003 1.0003 1.0003 1.0003 C000019553 2500.00 131614693476.30 131575691496.69 1.0003 1.0003 1.0003 1.0003 1.0003 6823774932.68 6669063560.03 7782837091.15 7888721492.39 8277973872.85 8028260562.22 6641893585.23 7673242596.71 7884796318.90 8151100487.58 34494994894.21 35130142785.11 0.0062 N Fannie Mae Fannie Mae, 1.10% 3135G0E66 B1V7KEBTPIMZEU4LTD58 US3135G0E668 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-07-08 2017-09-08 2017-09-08 N N N 0.0110 49014602.00 49014602.00 0.0004 N N N N Fannie Mae Fannie Mae, 1.13% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-07-11 2018-01-11 2018-01-11 N N N 0.0113 931774592.00 931774592.00 0.0071 N N N N Fannie Mae Fannie Mae, 1.23% 3135G0F81 B1V7KEBTPIMZEU4LTD58 US3135G0F814 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-07-20 2017-07-20 2017-07-20 N N N 0.0123 72152358.79 72152358.79 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.11% 3133EE3C2 US3133EE3C25 U.S. Government Agency Debt Y N/A N/A 2017-07-08 2018-01-08 2018-01-08 N N N 0.0111 40035000.00 40035000.00 0.0003 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 299753400.00 299753400.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.64% to 1.01% 313385JZ0 US313385JZ02 U.S. Government Agency Debt Y N/A N/A 2017-08-04 2017-08-04 2017-08-04 N N N 0.0101 658402287.00 658402287.00 0.0050 N N Y 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 299766600.00 299766600.00 0.0023 N N Y 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 59949000.00 59949000.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.66% to 1.03% 313385KP0 US313385KP01 U.S. Government Agency Debt Y N/A N/A 2017-08-18 2017-08-18 2017-08-18 N N N 0.0103 246678159.00 246678159.00 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AAT99 US3130AAT999 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-14 2017-08-14 2017-08-14 N N N 0.0074 46988203.00 46988203.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAJL3 US3130AAJL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 N N N 0.0075 193998060.00 193998060.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAK23 US3130AAK238 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 N N N 0.0075 195998040.00 195998040.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAJU3 US3130AAJU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 N N N 0.0075 96998642.00 96998642.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.75% to 1.09% 313385NC6 US313385NC60 U.S. Government Agency Debt Y N/A N/A 2017-10-18 2017-10-18 2017-10-18 N N N 0.0109 998842698.00 998842698.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAUM8 US3130AAUM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-21 2017-11-21 2017-11-21 N N N 0.0077 58958228.00 58958228.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAUG1 US3130AAUG19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-21 2017-11-21 2017-11-21 N N N 0.0077 196860524.00 196860524.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAU55 US3130AAU559 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-21 2017-11-21 2017-11-21 N N N 0.0077 393721048.00 393721048.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAUN6 US3130AAUN69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-21 2017-11-21 2017-11-21 N N N 0.0077 58958228.00 58958228.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAUH9 US3130AAUH91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-21 2017-11-21 2017-11-21 N N N 0.0077 117916456.00 117916456.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAUR7 US3130AAUR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-22 2017-11-22 2017-11-22 N N N 0.0077 294789370.00 294789370.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAVC9 US3130AAVC95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-25 2017-08-25 2017-08-25 N N N 0.0077 97970306.00 97970306.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAVP0 US3130AAVP09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-28 2017-08-28 2017-08-28 N N N 0.0077 215928936.00 215928936.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AAP93 US3130AAP930 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-20 2017-10-20 2017-10-20 N N N 0.0078 97954724.00 97954724.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AAPA0 US3130AAPA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-23 2017-10-23 2017-10-23 N N N 0.0078 38981085.00 38981085.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AAPK8 US3130AAPK85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-25 2017-10-25 2017-10-25 N N N 0.0078 196901303.00 196901303.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AANX2 US3130AANX25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-25 2017-10-25 2017-10-25 N N N 0.0078 489762350.00 489762350.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AATW8 US3130AATW87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2017-11-15 2017-11-15 N N N 0.0078 97933752.00 97933752.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AAU22 US3130AAU229 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-17 2017-11-17 2017-11-17 N N N 0.0078 294797335.00 294797335.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AATZ1 US3130AATZ19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-17 2017-11-17 2017-11-17 N N N 0.0078 392730009.00 392730009.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A9NR8 US3130A9NR85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 N N N 0.0079 435995204.00 435995204.00 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A9NC1 US3130A9NC17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 N N N 0.0079 325996414.00 325996414.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A9NS6 US3130A9NS68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 N N N 0.0079 216997613.00 216997613.00 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AAN95 US3130AAN950 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-18 2017-10-18 2017-10-18 N N N 0.0079 98956638.00 98956638.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AAUQ9 US3130AAUQ90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-24 2017-11-24 2017-11-24 N N N 0.0079 393714350.00 393714350.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AAUV8 US3130AAUV85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-24 2017-11-24 2017-11-24 N N N 0.0079 107921700.00 107921700.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AAUS5 US3130AAUS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-24 2017-11-24 2017-11-24 N N N 0.0079 196857175.00 196857175.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAJJ8 US3130AAJJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-03 2017-10-03 2017-10-03 N N N 0.0080 193936174.00 193936174.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAJH2 US3130AAJH21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-04 2017-10-04 2017-10-04 N N N 0.0080 116961039.00 116961039.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAJX7 US3130AAJX70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2017-10-05 2017-10-05 N N N 0.0080 97967660.00 97967660.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAKM9 US3130AAKM96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-10 2017-10-10 2017-10-10 N N N 0.0080 196928489.00 196928489.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AALA4 US3130AALA40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-10 2017-10-10 2017-10-10 N N N 0.0080 97963152.00 97963152.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAT40 US3130AAT403 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-09 2018-02-09 2018-02-09 N N N 0.0080 97899060.00 97899060.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAT57 US3130AAT577 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-09 2018-02-09 2018-02-09 N N N 0.0080 97899060.00 97899060.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AATP3 US3130AATP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2018-02-15 2018-02-15 N N N 0.0080 196790786.00 196790786.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AATG3 US3130AATG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-16 2018-02-16 2018-02-16 N N N 0.0080 98894367.00 98894367.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAV39 US3130AAV391 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-20 2018-02-20 2018-02-20 N N N 0.0080 97895532.00 97895532.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAV21 US3130AAV219 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-20 2018-02-20 2018-02-20 N N N 0.0080 137852892.00 137852892.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAVD7 US3130AAVD78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-27 2017-11-27 2017-11-27 N N N 0.0080 58955691.00 58955691.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAVR6 US3130AAVR64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-12-01 2017-12-01 N N N 0.0080 196848704.00 196848704.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAVQ8 US3130AAVQ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-12-01 2017-12-01 N N N 0.0080 196848704.00 196848704.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAVU9 US3130AAVU93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-12-01 2017-12-01 N N N 0.0080 196848704.00 196848704.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130AAV47 US3130AAV474 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2018-02-23 2018-02-23 N N N 0.0081 97894846.00 97894846.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130AAW46 US3130AAW464 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-06 2017-12-06 2017-12-06 N N N 0.0082 195843984.00 195843984.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130A9MZ1 US3130A9MZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-06 2017-10-06 2017-10-06 N N N 0.0086 223959904.00 223959904.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A9LX7 US3130A9LX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-04 2017-10-04 2017-10-04 N N N 0.0087 68989443.00 68989443.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AAVT2 US3130AAVT21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-06 2017-09-06 2017-09-06 N N N 0.0087 196979906.00 196979906.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A9L25 US3130A9L251 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-02 2017-10-02 2017-10-02 N N N 0.0088 459942960.00 459942960.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130ABDM5 US3130ABDM52 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-03 2017-11-01 2017-11-01 N N N 0.0088 292980662.00 292980662.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130ABCU8 US3130ABCU87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-03 2018-02-01 2018-02-01 N N N 0.0088 47992656.00 47992656.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130AAT24 US3130AAT247 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-09 2017-08-09 2017-08-09 N N N 0.0088 128992776.00 128992776.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130AASZ2 US3130AASZ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-09 2017-08-09 2017-08-09 N N N 0.0088 386978328.00 386978328.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130ABDJ2 US3130ABDJ24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-02 2017-11-02 2017-11-02 N N N 0.0089 272981709.00 272981709.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130ABHT6 US3130ABHT69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-02 2018-07-02 2018-07-02 N N N 0.0089 57991242.00 57991242.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130ABBF2 US3130ABBF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-02 2018-02-02 2018-02-02 N N N 0.0089 98984754.00 98984754.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130ABCJ3 US3130ABCJ33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-02 2018-02-02 2018-02-02 N N N 0.0089 195964132.00 195964132.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130ABBC9 US3130ABBC98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-02 2018-02-02 2018-02-02 N N N 0.0089 98984754.00 98984754.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130ABHS8 US3130ABHS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-03 2018-07-03 2018-07-03 N N N 0.0089 135979192.00 135979192.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AAK80 US3130AAK808 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 N N N 0.0089 97999902.00 97999902.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130ABDF0 US3130ABDF02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-03 2017-11-03 2017-11-03 N N N 0.0090 194986740.00 194986740.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130ABDL7 US3130ABDL79 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2017-11-03 2017-11-03 N N N 0.0090 194986740.00 194986740.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130A9K67 US3130A9K675 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-26 2017-10-26 2017-10-26 N N N 0.0090 113981646.00 113981646.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AB4K9 US3130AB4K99 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2018-01-05 2018-01-05 N N N 0.0091 39995360.00 39995360.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130ABDE3 US3130ABDE37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-10 2017-11-08 2017-11-08 N N N 0.0091 96992919.00 96992919.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AAAK4 US3130AAAK41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2017-08-23 2017-08-23 N N N 0.0091 199984000.00 199984000.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130ABDQ6 US3130ABDQ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2018-02-05 2018-02-05 N N N 0.0092 96990397.00 96990397.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130ABDP8 US3130ABDP83 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2018-02-05 2018-02-05 N N N 0.0092 584942085.00 584942085.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130ABDR4 US3130ABDR40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2018-02-05 2018-02-05 N N N 0.0092 136986437.00 136986437.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AALL0 US3130AALL05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-11 2017-07-11 2017-07-11 N N N 0.0092 85999484.00 85999484.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AALX4 US3130AALX43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-12 2017-07-12 2017-07-12 N N N 0.0092 196998424.00 196998424.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAM21 US3130AAM218 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-12 2017-07-12 2017-07-12 N N N 0.0092 196998424.00 196998424.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AANU8 US3130AANU85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-14 2017-07-14 2017-07-14 N N N 0.0092 97998628.00 97998628.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% to 1.03% 313385LJ3 US313385LJ32 U.S. Government Agency Debt Y N/A N/A 2017-09-06 2017-09-06 2017-09-06 N N N 0.0103 1062020960.00 1062020960.00 0.0081 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% to 1.03% 313385LL8 US313385LL87 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2017-09-08 2017-09-08 N N N 0.0103 895605826.06 895605826.06 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AB2L9 US3130AB2L90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-03 2018-05-03 2018-05-03 N N N 0.0093 394958130.00 394958130.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AB2P0 US3130AB2P05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-03 2018-05-03 2018-05-03 N N N 0.0093 197979012.00 197979012.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130ABJZ0 US3130ABJZ02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-06 2017-10-06 2017-10-06 N N N 0.0093 197004137.00 197004137.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130ABK39 US3130ABK392 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-06 2017-10-06 2017-10-06 N N N 0.0093 98002058.00 98002058.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130ABK21 US3130ABK210 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-06 2017-10-06 2017-10-06 N N N 0.0093 98002058.00 98002058.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130ABJY3 US3130ABJY37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-06 2017-10-06 2017-10-06 N N N 0.0093 386008106.00 386008106.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130ABDA1 US3130ABDA15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-08 2018-05-08 2018-05-08 N N N 0.0093 56988771.00 56988771.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 313385HZ2 US313385HZ20 U.S. Government Agency Debt Y N/A N/A 2017-07-11 2017-07-11 2017-07-11 N N N 0.0093 999778.00 999778.00 0.0000 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130ABEJ1 US3130ABEJ15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-10 2017-10-10 2017-10-10 N N N 0.0094 96994180.00 96994180.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% to 1.03% 313385KD7 US313385KD70 U.S. Government Agency Debt Y N/A N/A 2017-08-08 2017-08-08 2017-08-08 N N N 0.0103 488501220.00 488501220.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAYX0 US3130AAYX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2017-09-20 2017-09-20 N N N 0.0094 195953548.00 195953548.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAHY7 US3130AAHY71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0094 194943840.00 194943840.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAJ90 US3130AAJ909 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2017-09-27 2017-09-27 N N N 0.0094 48984957.00 48984957.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAJA7 US3130AAJA77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2017-09-27 2017-09-27 N N N 0.0094 48984957.00 48984957.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130ABJV9 US3130ABJV97 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-06 2017-11-06 2017-11-06 N N N 0.0095 197002955.00 197002955.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AB5U6 US3130AB5U62 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-11 2018-01-11 2018-01-11 N N N 0.0095 98987724.00 98987724.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AB5W2 US3130AB5W29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-11 2018-01-11 2018-01-11 N N N 0.0095 98987724.00 98987724.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AB5R3 US3130AB5R34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-11 2018-01-11 2018-01-11 N N N 0.0095 118985244.00 118985244.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130ABES1 US3130ABES14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-11 2017-11-10 2017-11-10 N N N 0.0095 137992134.00 137992134.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AB5X0 US3130AB5X02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-12 2018-01-12 2018-01-12 N N N 0.0095 98987625.00 98987625.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% to 1.04% 313385KM7 US313385KM79 U.S. Government Agency Debt Y N/A N/A 2017-08-16 2017-08-16 2017-08-16 N N N 0.0104 1715857654.00 1715857654.00 0.0130 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130A9AD3 US3130A9AD37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-25 2017-08-25 2017-08-25 N N N 0.0095 118997025.00 118997025.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130A9A43 US3130A9A437 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-25 2017-08-25 2017-08-25 N N N 0.0095 214994625.00 214994625.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% to 1.03% 313385KW5 US313385KW51 U.S. Government Agency Debt Y N/A N/A 2017-08-25 2017-08-25 2017-08-25 N N N 0.0103 548175402.00 548175402.00 0.0042 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130A9B67 US3130A9B674 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0095 231989560.00 231989560.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAJT6 US3130AAJT68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2017-09-29 2017-09-29 N N N 0.0095 194938770.00 194938770.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAJK5 US3130AAJK59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2017-09-29 2017-09-29 N N N 0.0095 193939084.00 193939084.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130AACC0 US3130AACC07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-01 2017-09-01 2017-09-01 N N N 0.0096 293034867.00 293034867.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130AB5Y8 US3130AB5Y84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-11 2018-05-11 2018-05-11 N N N 0.0096 315936168.00 315936168.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130ABF27 US3130ABF277 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-12 2018-02-12 2018-02-12 N N N 0.0096 194984790.00 194984790.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130ABEP7 US3130ABEP74 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-12 2018-02-12 2018-02-12 N N N 0.0096 390969502.00 390969502.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130ABEW2 US3130ABEW26 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-12 2018-02-12 2018-02-12 N N N 0.0096 155987832.00 155987832.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130AB6L5 US3130AB6L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-15 2017-08-15 2017-08-15 N N N 0.0096 499979000.00 499979000.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130A94V0 US3130A94V07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-18 2017-08-18 2017-08-18 N N N 0.0096 121000605.00 121000605.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130A94R9 US3130A94R94 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-18 2017-08-18 2017-08-18 N N N 0.0096 437002185.00 437002185.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130A96S5 US3130A96S59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0096 118996549.00 118996549.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130A9E72 US3130A9E728 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-07 2017-09-07 2017-09-07 N N N 0.0096 177987718.00 177987718.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130AAZ35 US3130AAZ350 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0096 96976429.00 96976429.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130ABKN5 US3130ABKN52 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-09 2018-07-09 2018-07-09 N N N 0.0097 97994022.00 97994022.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130ABEX0 US3130ABEX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-10 2018-05-10 2018-05-10 N N N 0.0097 194977380.00 194977380.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130ABF50 US3130ABF509 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-11 2018-05-11 2018-05-11 N N N 0.0097 136983971.00 136983971.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385JS6 US313385JS68 U.S. Government Agency Debt Y N/A N/A 2017-07-28 2017-07-28 2017-07-28 N N N 0.0097 1207161.65 1207161.65 0.0000 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385LH7 US313385LH75 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2017-09-05 2017-09-05 N N N 0.0097 96822393.00 96822393.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130A9DE8 US3130A9DE82 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-06 2017-09-06 2017-09-06 N N N 0.0097 64996230.00 64996230.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385LK0 US313385LK05 U.S. Government Agency Debt Y N/A N/A 2017-09-07 2017-09-07 2017-09-07 N N N 0.0097 96816864.00 96816864.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130A9D99 US3130A9D993 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2017-09-11 2017-09-11 N N N 0.0097 116992512.00 116992512.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AACY2 US3130AACY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2017-09-05 2017-09-05 N N N 0.0098 97011155.00 97011155.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130ABHX7 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-12 2018-07-12 2018-07-12 N N N 0.0098 232961089.00 232961089.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130ABKV7 US3130ABKV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-12 2018-06-12 2018-06-12 N N N 0.0098 28997912.00 28997912.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 313385KC9 US313385KC97 U.S. Government Agency Debt Y N/A N/A 2017-08-07 2017-08-07 2017-08-07 N N N 0.0098 38961312.00 38961312.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130A9A50 US3130A9A502 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-06 2017-09-06 2017-09-06 N N N 0.0098 22999287.00 22999287.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% to 1.05% 313385LS3 US313385LS31 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2017-09-14 2017-09-14 N N N 0.0105 833255685.00 833255685.00 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% to 1.05% 313385LT1 US313385LT14 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-09-15 2017-09-15 N N N 0.0105 1550710182.00 1550710182.00 0.0118 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% to 1.05% 313385LW4 US313385LW43 U.S. Government Agency Debt Y N/A N/A 2017-09-18 2017-09-18 2017-09-18 N N N 0.0105 1295938743.60 1295938743.60 0.0098 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% to 1.05% 313385LY0 US313385LY09 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2017-09-20 2017-09-20 N N N 0.0105 945857520.00 945857520.00 0.0072 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130AAC30 US3130AAC300 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-01 2017-12-01 2017-12-01 N N N 0.0099 195075465.00 195075465.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130ABKH8 US3130ABKH84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-12 2018-07-12 2018-07-12 N N N 0.0099 96993598.00 96993598.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130ABEZ5 US3130ABEZ56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-15 2017-11-15 2017-11-15 N N N 0.0099 194987910.00 194987910.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130ABEQ5 US3130ABEQ57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-15 2017-11-15 2017-11-15 N N N 0.0099 390975758.00 390975758.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130AAMV7 US3130AAMV77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-17 2017-07-17 2017-07-17 N N N 0.0099 43999208.00 43999208.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130AAMT2 US3130AAMT22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-17 2017-07-17 2017-07-17 N N N 0.0099 54999010.00 54999010.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130AAU48 US3130AAU484 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-22 2017-08-22 2017-08-22 N N N 0.0099 117989144.00 117989144.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130A94D0 US3130A94D09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-22 2017-11-22 2017-11-22 N N N 0.0099 123017097.00 123017097.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130A94W8 US3130A94W89 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-22 2017-11-22 2017-11-22 N N N 0.0099 174024186.00 174024186.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130A95M9 US3130A95M98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-22 2017-11-22 2017-11-22 N N N 0.0099 248034472.00 248034472.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130A94X6 US3130A94X62 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-22 2017-11-22 2017-11-22 N N N 0.0099 50006950.00 50006950.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% to 1.03% 313385LB0 US313385LB06 U.S. Government Agency Debt Y N/A N/A 2017-08-30 2017-08-30 2017-08-30 N N N 0.0103 538114423.00 538114423.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130A9FA4 US3130A9FA43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-09-15 2017-09-15 N N N 0.0099 58995398.00 58995398.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130ABKX3 US3130ABKX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-13 2018-07-13 2018-07-13 N N N 0.0100 97993434.00 97993434.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130ABF68 US3130ABF681 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-15 2018-02-15 2018-02-15 N N N 0.0100 97992062.00 97992062.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AB6R2 US3130AB6R25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-17 2018-01-16 2018-01-16 N N N 0.0100 118984411.00 118984411.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AB6P6 US3130AB6P68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-17 2017-08-17 2017-08-17 N N N 0.0100 196990150.00 196990150.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AAMZ8 US3130AAMZ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-20 2017-07-20 2017-07-20 N N N 0.0100 61998636.00 61998636.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AAVB1 US3130AAVB13 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-24 2017-08-24 2017-08-24 N N N 0.0100 97992160.00 97992160.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% to 1.04% 313385LD6 US313385LD61 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0104 436249671.00 436249671.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130ABKW5 US3130ABKW51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-13 2018-07-13 2018-07-13 N N N 0.0101 97993434.00 97993434.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130ABFU5 US3130ABFU50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-15 2018-03-15 2018-03-15 N N N 0.0101 96992143.00 96992143.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130ABET9 US3130ABET96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-15 2018-05-15 2018-05-15 N N N 0.0101 194976015.00 194976015.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130ABFT8 US3130ABFT87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-15 2018-03-15 2018-03-15 N N N 0.0101 96992143.00 96992143.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130ABLE4 US3130ABLE45 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-15 2017-12-15 2017-12-15 N N N 0.0101 77999844.00 77999844.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130ABFQ4 US3130ABFQ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-15 2018-03-15 2018-03-15 N N N 0.0101 193984286.00 193984286.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130ABEY8 US3130ABEY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-15 2018-05-15 2018-05-15 N N N 0.0101 97987946.00 97987946.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130A97H8 US3130A97H85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-28 2017-11-27 2017-11-27 N N N 0.0101 167017201.00 167017201.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130A9LY5 US3130A9LY54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2017-09-27 2017-09-27 N N N 0.0101 22996780.00 22996780.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130AAC97 US3130AAC979 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2017-12-05 2017-12-05 N N N 0.0102 195074490.00 195074490.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130ABFS0 US3130ABFS05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-16 2018-03-16 2018-03-16 N N N 0.0102 96992046.00 96992046.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130ABFM3 US3130ABFM35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-17 2018-03-16 2018-03-16 N N N 0.0102 775936368.00 775936368.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130ABAB2 US3130ABAB25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-20 2017-10-20 2017-10-20 N N N 0.0102 148985100.00 148985100.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130AB6M3 US3130AB6M38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-25 2017-08-25 2017-08-25 N N N 0.0102 171990884.00 171990884.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130A8YX5 US3130A8YX51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-08 2017-11-08 2017-11-08 N N N 0.0102 309061491.00 309061491.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385KN5 US313385KN52 U.S. Government Agency Debt Y N/A N/A 2017-08-17 2017-08-17 2017-08-17 N N N 0.0102 45941350.00 45941350.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130A9CE9 US3130A9CE91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2018-02-23 2018-02-23 N N N 0.0102 118031624.00 118031624.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130A9CH2 US3130A9CH23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-04 2017-12-04 2017-12-04 N N N 0.0102 236014868.00 236014868.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130ABKK1 US3130ABKK14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2017-12-11 2017-12-11 N N N 0.0102 194007760.00 194007760.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130ABKS4 US3130ABKS40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2017-12-12 2017-12-12 N N N 0.0102 98003920.00 98003920.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130ABKT2 US3130ABKT23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2017-12-12 2017-12-12 N N N 0.0102 197007880.00 197007880.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130A9K75 US3130A9K758 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0102 106988337.00 106988337.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 3130AAZV3 US3130AAZV31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-25 2017-09-25 2017-09-25 N N N 0.0103 392972883.00 392972883.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 3130ABHL3 US3130ABHL34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-26 2017-09-26 2017-09-26 N N N 0.0103 102993923.00 102993923.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385KE5 US313385KE53 U.S. Government Agency Debt Y N/A N/A 2017-08-09 2017-08-09 2017-08-09 N N N 0.0103 1828082160.00 1828082160.00 0.0139 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385KF2 US313385KF29 U.S. Government Agency Debt Y N/A N/A 2017-08-10 2017-08-10 2017-08-10 N N N 0.0103 609343030.00 609343030.00 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385KG0 US313385KG02 U.S. Government Agency Debt Y N/A N/A 2017-08-11 2017-08-11 2017-08-11 N N N 0.0103 1945847460.00 1945847460.00 0.0148 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385KK1 US313385KK14 U.S. Government Agency Debt Y N/A N/A 2017-08-14 2017-08-14 2017-08-14 N N N 0.0103 438477590.00 438477590.00 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385LA2 US313385LA23 U.S. Government Agency Debt Y N/A N/A 2017-08-29 2017-08-29 2017-08-29 N N N 0.0103 269563950.00 269563950.00 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 3130ABL95 US3130ABL952 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2017-12-14 2017-12-14 N N N 0.0103 137002329.00 137002329.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130AB6S0 US3130AB6S08 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-18 2018-01-18 2018-01-18 N N N 0.0104 172976991.00 172976991.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130AB6T8 US3130AB6T80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-19 2018-01-19 2018-01-19 N N N 0.0104 254965575.00 254965575.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130AAZD3 US3130AAZD33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-20 2017-10-20 2017-10-20 N N N 0.0104 197989110.00 197989110.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 313385KU9 US313385KU95 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2017-08-23 2017-08-23 N N N 0.0104 371462460.00 371462460.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 313385KV7 US313385KV78 U.S. Government Agency Debt Y N/A N/A 2017-08-24 2017-08-24 2017-08-24 N N N 0.0104 136798199.00 136798199.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130A97K1 US3130A97K15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-26 2018-02-26 2018-02-26 N N N 0.0104 200061000.00 200061000.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130A97E5 US3130A97E54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-26 2018-02-26 2018-02-26 N N N 0.0104 233071065.00 233071065.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 313385LC8 US313385LC88 U.S. Government Agency Debt Y N/A N/A 2017-08-31 2017-08-31 2017-08-31 N N N 0.0104 754735968.00 754735968.00 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 313385LR5 US313385LR57 U.S. Government Agency Debt Y N/A N/A 2017-09-13 2017-09-13 2017-09-13 N N N 0.0104 634190870.00 634190870.00 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABKY1 US3130ABKY18 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2017-12-14 2017-12-14 N N N 0.0104 98003920.00 98003920.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABKZ8 US3130ABKZ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2017-12-14 2017-12-14 N N N 0.0104 98003920.00 98003920.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABKL9 US3130ABKL96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2017-12-14 2017-12-14 N N N 0.0104 197007880.00 197007880.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABKR6 US3130ABKR66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2017-12-14 2017-12-14 N N N 0.0104 137005480.00 137005480.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130A9GL9 US3130A9GL98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-12-15 2017-12-15 N N N 0.0104 159006201.00 159006201.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABKJ4 US3130ABKJ41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-12-15 2017-12-15 N N N 0.0104 197007683.00 197007683.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130A9HH7 US3130A9HH77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-12-15 2017-12-15 N N N 0.0104 250009750.00 250009750.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABL20 US3130ABL200 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-12-15 2017-12-15 N N N 0.0104 98003822.00 98003822.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% to 1.05% 313385MA1 US313385MA14 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0105 324246975.00 324246975.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 313385MF0 US313385MF01 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2017-09-27 2017-09-27 N N N 0.0104 332180487.00 332180487.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABA71 US3130ABA716 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-24 2018-04-24 2018-04-24 N N N 0.0105 247941968.00 247941968.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABAP1 US3130ABAP11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-25 2018-01-25 2018-01-25 N N N 0.0105 197971686.00 197971686.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABAQ9 US3130ABAQ93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-25 2018-01-25 2018-01-25 N N N 0.0105 197971686.00 197971686.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABBD7 US3130ABBD71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-26 2018-01-26 2018-01-26 N N N 0.0105 297957088.00 297957088.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABB70 US3130ABB706 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-26 2018-01-26 2018-01-26 N N N 0.0105 158977104.00 158977104.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABB54 US3130ABB540 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-26 2018-01-26 2018-01-26 N N N 0.0105 39994240.00 39994240.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130A9E23 US3130A9E231 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-09 2018-03-09 2018-03-09 N N N 0.0105 223054635.00 223054635.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385LP9 US313385LP91 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2017-09-11 2017-09-11 N N N 0.0105 495006512.00 495006512.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABFW1 US3130ABFW17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-17 2018-04-17 2018-04-17 N N N 0.0106 96991852.00 96991852.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABMK9 US3130ABMK95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-19 2018-01-19 2018-01-19 N N N 0.0106 1350001350.00 1350001350.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABQM1 US3130ABQM16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-30 2017-10-30 2017-10-30 N N N 0.0106 743000000.00 743000000.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABQN9 US3130ABQN98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-30 2017-11-30 2017-11-30 N N N 0.0106 750000000.00 750000000.00 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABBE5 US3130ABBE54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-30 2018-01-30 2018-01-30 N N N 0.0106 98985051.00 98985051.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-03 2017-08-03 2017-08-03 N N N 0.0106 51004998.00 51004998.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-04 2017-08-04 2017-08-04 N N N 0.0106 255026010.00 255026010.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130A9FN6 US3130A9FN63 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-03-12 2018-03-12 N N N 0.0106 160039360.00 160039360.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130A9D24 US3130A9D241 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-03-12 2018-03-12 N N N 0.0106 160039360.00 160039360.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130A9JF9 US3130A9JF93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2017-12-19 2017-12-19 N N N 0.0106 115001725.00 115001725.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 313385MG8 US313385MG83 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2017-09-28 2017-09-28 N N N 0.0106 217457398.00 217457398.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 313385MH6 US313385MH66 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2017-09-29 2017-09-29 N N N 0.0106 291264744.00 291264744.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABQJ8 US3130ABQJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-08 2018-01-08 2018-01-08 N N N 0.0107 595000000.00 595000000.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABLR5 US3130ABLR57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-19 2018-04-19 2018-04-19 N N N 0.0107 195990592.00 195990592.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABMJ2 US3130ABMJ23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-22 2018-01-22 2018-01-22 N N N 0.0107 188999811.00 188999811.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABFP6 US3130ABFP65 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-23 2018-03-23 2018-03-23 N N N 0.0107 193982540.00 193982540.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABFN1 US3130ABFN18 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-24 2018-03-23 2018-03-23 N N N 0.0107 183983440.00 183983440.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 313385MN3 US313385MN35 U.S. Government Agency Debt Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0107 523562550.00 523562550.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 313385MP8 US313385MP82 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0107 96731504.00 96731504.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 313385MQ6 US313385MQ65 U.S. Government Agency Debt Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0107 96728691.00 96728691.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABN28 US3130ABN289 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-22 2018-06-22 2018-06-22 N N N 0.0108 156978805.00 156978805.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABNC6 US3130ABNC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-23 2018-07-23 2018-07-23 N N N 0.0108 194973870.00 194973870.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABGV2 US3130ABGV25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-25 2018-05-25 2018-05-25 N N N 0.0108 42996001.00 42996001.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-25 2017-10-25 2017-10-25 N N N 0.0108 89038181.00 89038181.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130A8BC6 US3130A8BC61 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-26 2017-07-26 2017-07-26 N N N 0.0108 259023051.00 259023051.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABNA0 US3130ABNA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-27 2018-06-27 2018-06-27 N N N 0.0108 194972310.00 194972310.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AB2N5 US3130AB2N56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-27 2018-04-27 2018-04-27 N N N 0.0108 59994120.00 59994120.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AB2M7 US3130AB2M73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-27 2018-04-27 2018-04-27 N N N 0.0108 195980792.00 195980792.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABNB8 US3130ABNB87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-28 2018-06-28 2018-06-28 N N N 0.0108 155977536.00 155977536.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABP42 US3130ABP425 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-28 2018-06-28 2018-06-28 N N N 0.0108 97985888.00 97985888.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-02 2017-11-02 2017-11-02 N N N 0.0108 1116473184.00 1116473184.00 0.0085 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 313385MW3 US313385MW34 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2017-10-12 2017-10-12 N N N 0.0108 368899620.00 368899620.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 313385MX1 US313385MX17 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2017-10-13 2017-10-13 N N N 0.0108 39879880.00 39879880.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130A8N58 US3130A8N580 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-02 2017-10-02 2017-10-02 N N N 0.0109 120048720.00 120048720.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABQL3 US3130ABQL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-07 2018-07-06 2018-07-06 N N N 0.0109 218000000.00 218000000.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AAYA0 US3130AAYA03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-20 2018-04-20 2018-04-20 N N N 0.0109 97010670.00 97010670.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AAYD4 US3130AAYD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-20 2018-04-20 2018-04-20 N N N 0.0109 234025740.00 234025740.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AAYE2 US3130AAYE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-20 2018-04-20 2018-04-20 N N N 0.0109 97010670.00 97010670.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130A7VF9 US3130A7VF99 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-25 2017-10-25 2017-10-25 N N N 0.0109 21384832.50 21384832.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABPC4 US3130ABPC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-27 2018-07-27 2018-07-27 N N N 0.0109 389891970.00 389891970.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-27 2017-10-27 2017-10-27 N N N 0.0109 16006976.00 16006976.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABPQ3 US3130ABPQ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-28 2018-06-28 2018-06-28 N N N 0.0109 390942523.00 390942523.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-02 2017-11-02 2017-11-02 N N N 0.0109 382174574.00 382174574.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130A7XA8 US3130A7XA84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-02 2017-11-02 2017-11-02 N N N 0.0109 250114250.00 250114250.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130A8E90 US3130A8E902 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-07 2017-08-07 2017-08-07 N N N 0.0109 323042636.00 323042636.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABLF1 US3130ABLF10 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-26 2017-12-26 2017-12-26 N N N 0.0109 196007252.00 196007252.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130AAFT0 US3130AAFT05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-06 2017-07-06 2020-01-06 N N N 0.0110 8000344.00 8000344.00 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-27 2017-10-27 2017-10-27 N N N 0.0110 173080964.00 173080964.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-27 2017-10-27 2017-10-27 N N N 0.0110 51023868.00 51023868.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABPL4 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-01 2018-10-01 2018-10-01 N N N 0.0111 97981772.00 97981772.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABPK6 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-01 2018-10-01 2018-10-01 N N N 0.0111 97981772.00 97981772.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABNL6 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-27 2018-12-27 2018-12-27 N N N 0.0112 48981821.00 48981821.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130AAAW8 US3130AAAW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-23 2017-08-23 2017-08-23 N N N 0.0115 20002640.00 20002640.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130AAB31 US3130AAB310 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-28 2017-08-28 2017-08-28 N N N 0.0115 200026800.00 200026800.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130AABP2 US3130AABP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-28 2017-11-28 2017-11-28 N N N 0.0117 98039004.00 98039004.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130AA3Y2 US3130AA3Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-17 2017-08-17 2017-08-17 N N N 0.0118 408066912.00 408066912.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130AA4C9 US3130AA4C91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-17 2017-08-17 2017-08-17 N N N 0.0118 205033620.00 205033620.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130AA4E5 US3130AA4E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-18 2017-08-18 2017-08-18 N N N 0.0118 205034440.00 205034440.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130A6C47 US3130A6C470 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-18 2017-08-18 2017-08-18 N N N 0.0120 61012871.00 61012871.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130A6DJ3 US3130A6DJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-24 2017-08-24 2017-08-24 N N N 0.0122 81018711.00 81018711.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.23% 3130AA5K0 US3130AA5K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-17 2018-05-17 2018-05-17 N N N 0.0123 40053960.00 40053960.00 0.0003 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 375528945.76 375528945.76 0.0029 N N N N Freddie Mac Freddie Mac, 1.13% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-12 2018-01-12 2018-01-12 N N N 0.0113 643182977.50 643182977.50 0.0049 N N N N Freddie Mac Freddie Mac, 1.20% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-21 2017-12-21 2017-12-21 N N N 0.0120 628443368.00 628443368.00 0.0048 N N N N Barclays Capital, Inc. Barclays Capital, Inc., 1.09% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-08-03 2039-02-15 0 - 8.75 180632400.00 183616718.63 U.S. Treasuries (including strips) Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0109 180000000.00 180000000.00 0.0014 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.84% 3Y4U8VZURTYWI1W2K376 BGB265000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2023-12-31 1.125 - 2.25 280870000.00 283904847.00 U.S. Treasuries (including strips) Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0084 275000000.00 275000000.00 0.0021 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.84% 3Y4U8VZURTYWI1W2K376 BGD668000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-11-15 2044-11-15 3 - 3 108730000.00 113516620.79 U.S. Treasuries (including strips) Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0084 110000000.00 110000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.84% 3Y4U8VZURTYWI1W2K376 BGD827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-09-30 2023-12-31 0.75 - 2.25 190115000.00 187334573.21 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0084 182000000.00 182000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.85% 3Y4U8VZURTYWI1W2K376 BGF481000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2026-08-15 1.5 - 2.25 369660000.00 379803870.13 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0085 366000000.00 366000000.00 0.0028 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.89% 3Y4U8VZURTYWI1W2K376 BHA245000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2045-08-15 1.75 - 2.875 147810000.00 151184055.20 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0089 147000000.00 147000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.90% 3Y4U8VZURTYWI1W2K376 BHC684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 176345000.00 185162249.99 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0090 181000000.00 181000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.90% 3Y4U8VZURTYWI1W2K376 BGJ388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-02-15 2044-02-15 3.625 - 3.625 80600000.00 95445334.08 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0090 92000000.00 92000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.91% 3Y4U8VZURTYWI1W2K376 BHG606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2024-02-29 2.125 - 2.125 181400000.00 184593667.96 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0091 180000000.00 180000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.92% 3Y4U8VZURTYWI1W2K376 BHJ800000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2023-09-30 1.375 - 1.375 152770000.00 147978281.22 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0092 144000000.00 144000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.92% 3Y4U8VZURTYWI1W2K376 BHF565000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-08-15 1.5 - 2.5 205720000.00 201307862.26 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0092 197000000.00 197000000.00 0.0015 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.92% 3Y4U8VZURTYWI1W2K376 BHG658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2024-11-15 2.25 - 2.25 145235000.00 148633823.37 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0092 144000000.00 144000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.94% 3Y4U8VZURTYWI1W2K376 BIA951000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2023-12-31 1.125 - 2.25 180940000.00 183003743.12 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0094 178000000.00 178000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.00% 3Y4U8VZURTYWI1W2K376 BIE524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2040-08-15 1.5 - 3.875 152665000.00 186749864.76 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0100 180000000.00 180000000.00 0.0014 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.95% R0MUWSFPU8MPRO8K5P83 BHG561000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-13 2046-05-15 0 - 8.75 380176600.00 369493915.46 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0095 360000000.00 360000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.97% R0MUWSFPU8MPRO8K5P83 BHI511000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-24 2046-05-15 0 - 7.5 338190200.00 369089719.93 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0097 359000000.00 359000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.99% R0MUWSFPU8MPRO8K5P83 BIA183000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-20 2046-05-15 0 - 6 348616200.00 367940885.50 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0099 359000000.00 359000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.99% R0MUWSFPU8MPRO8K5P83 BIB256000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-27 2046-05-15 0 - 8.125 550526400.00 548966267.86 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0099 537000000.00 537000000.00 0.0041 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.00% R0MUWSFPU8MPRO8K5P83 BID329000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-15 2046-05-15 1 - 8.125 261772800.00 276529541.23 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-09-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0100 270000000.00 270000000.00 0.0021 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.00% R0MUWSFPU8MPRO8K5P83 BIA185000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2046-05-15 0.75 - 6.125 400038000.00 413101086.90 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-09-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0100 404000000.00 404000000.00 0.0031 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.02% R0MUWSFPU8MPRO8K5P83 BIF044000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-13 2046-05-15 0 - 7.625 366738900.00 366450014.41 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0102 359000000.00 359000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.02% R0MUWSFPU8MPRO8K5P83 BIF042000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-04 2047-02-15 0 - 9 354612200.00 367115763.34 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0102 359000000.00 359000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.04% R0MUWSFPU8MPRO8K5P83 BIF961000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-27 2046-05-15 0 - 9.125 690074400.00 736586584.16 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 716000000.00 716000000.00 0.0054 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.04% R0MUWSFPU8MPRO8K5P83 BIF045000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-27 2046-05-15 0 - 9 363478400.00 367206026.40 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-09-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 359000000.00 359000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.05% R0MUWSFPU8MPRO8K5P83 BIF964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-27 2046-05-15 0 - 7.625 672935100.00 731631485.36 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-09-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 716000000.00 716000000.00 0.0054 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.05% R0MUWSFPU8MPRO8K5P83 BIG769000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-27 2046-05-15 0 - 8.125 725206600.00 733645582.61 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 718000000.00 718000000.00 0.0055 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.06% R0MUWSFPU8MPRO8K5P83 BJB450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-27 2046-08-15 0 - 7.625 365007900.00 367440791.04 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 360000000.00 360000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.06% R0MUWSFPU8MPRO8K5P83 BJD213000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-28 2047-05-15 0 - 8.75 166751700.00 184682499.30 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 181000000.00 181000000.00 0.0014 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.06% R0MUWSFPU8MPRO8K5P83 BIG772000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-30 2046-05-15 0.625 - 6.125 755643300.00 736356776.05 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-09-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 718000000.00 718000000.00 0.0055 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.07% R0MUWSFPU8MPRO8K5P83 BIJ327000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-27 2046-05-15 0 - 5.5 543724600.00 559233291.46 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-09-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 544000000.00 544000000.00 0.0041 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.12% R0MUWSFPU8MPRO8K5P83 BJB503000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-20 2024-05-31 0 - 8.875 188314600.00 189755424.79 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0112 186000000.00 186000000.00 0.0014 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.13% R0MUWSFPU8MPRO8K5P83 BJD214000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-08-31 2047-05-15 1.5 - 6.125 180582200.00 191522375.13 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-10-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0113 187000000.00 187000000.00 0.0014 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.10% BJC295000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2045-11-15 1.625 - 3 266727000.00 266742248.49 U.S. Treasuries (including strips) Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 N N N 0.0110 260996711.40 260996711.40 0.0020 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.15% BJE157000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-31 2047-05-15 0.75 - 3 371019500.00 374391655.72 U.S. Treasuries (including strips) Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0115 367000000.00 367000000.00 0.0028 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-06-30 2024-06-30 2 - 2 186970900.00 185656307.60 U.S. Treasuries (including strips) Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0105 182000000.00 182000000.00 0.0014 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.08% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-31 2037-05-15 0.875 - 5 96224100.00 106092765.16 U.S. Treasuries (including strips) Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 N N N 0.0108 103998856.00 103998856.00 0.0008 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.15% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-15 2023-05-15 1.75 - 1.75 57775500.00 57125554.51 U.S. Treasuries (including strips) Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0115 56000000.00 56000000.00 0.0004 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 1.00% 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2043-02-15 1.625 - 4.625 12267203600.00 12315026232.04 U.S. Treasuries (including strips) Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0100 12314000000.00 12314000000.00 0.0936 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.05% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-15 2047-02-15 0.5 - 9 1805747653.00 1882529724.85 U.S. Treasuries (including strips) U.S. TREASURY 2017-10-31 2018-04-30 0.488 - 0.592 27720600.00 27824073.31 U.S. Treasuries (including strips) Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 N N N 0.0105 1871989329.60 1871989329.60 0.0142 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.00% H7FNTJ4851HG0EXQ1Z70 BHH005000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2020-11-15 1.125 - 2.625 540387400.00 550970810.64 U.S. Treasuries (including strips) Y N/A N/A 2017-07-14 2017-07-14 2017-07-14 N N N 0.0100 537966428.80 537966428.80 0.0041 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.05% K5HU16E3LMSVCCJJJ255 BII052000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-08-17 2046-11-15 0 - 9 269753100.00 278787831.36 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-17 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 273000000.00 273000000.00 0.0021 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.91% U7M81AY481YLIOR75625 BGJ768000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2025-05-15 1.375 - 2.125 111830000.00 112575660.45 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0091 110000000.00 110000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.02% U7M81AY481YLIOR75625 BIC435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2022-11-15 1.125 - 1.625 111140000.00 110315611.99 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-09-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0102 108000000.00 108000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.04% U7M81AY481YLIOR75625 BIF891000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-31 2023-05-15 1 - 2.625 146500000.00 145967706.88 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 143000000.00 143000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.05% U7M81AY481YLIOR75625 BIG327000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 354530000.00 368531276.02 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 360000000.00 360000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.05% U7M81AY481YLIOR75625 BIH013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-11-15 2 - 2.625 362260000.00 366779155.90 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 359000000.00 359000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.07% U7M81AY481YLIOR75625 BIG723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-02-15 2045-05-15 2.5 - 3 100910000.00 99992208.83 U.S. Treasuries (including strips) Y N/A N/A 2017-07-12 2017-07-12 2017-07-12 N N N 0.0107 96998816.60 96998816.60 0.0007 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.07% U7M81AY481YLIOR75625 BII906000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-15 2045-02-15 1.625 - 2.5 268060000.00 260023593.88 U.S. Treasuries (including strips) Y N/A N/A 2017-07-12 2017-07-12 2017-07-12 N N N 0.0107 254996914.50 254996914.50 0.0019 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.07% U7M81AY481YLIOR75625 BJA872000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2045-02-15 1.625 - 2.5 231580000.00 221136312.25 U.S. Treasuries (including strips) Y N/A N/A 2017-07-13 2017-07-13 2017-07-13 N N N 0.0107 216997005.40 216997005.40 0.0016 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.07% U7M81AY481YLIOR75625 BII515000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 2.625 - 2.625 322220000.00 338774285.96 U.S. Treasuries (including strips) Y N/A N/A 2017-07-14 2017-07-14 2017-07-14 N N N 0.0107 328994966.30 328994966.30 0.0025 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.10% U7M81AY481YLIOR75625 BJE378000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-30 2020-06-30 1.625 - 1.625 74838000.00 75016338.96 U.S. Treasuries (including strips) Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0110 73550000.00 73550000.00 0.0006 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.08% OXTKY6Q8X53C9ILVV871 BJD048000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-15 2046-05-15 0 - 8.875 2570055100.00 2626874605.06 U.S. Treasuries (including strips) Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 N N N 0.0108 2573171694.80 2573171694.80 0.0196 N N Y N Norinchukin Bank Norinchukin Bank, 1.05% 5493007VSMFZCPV1NB83 BHG012000 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 1.25 - 1.25 92080000.00 91932856.11 U.S. Treasuries (including strips) Y N/A N/A 2017-08-14 2017-08-14 2017-08-14 N N N 0.0105 89980704.00 89980704.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.08% 5493007VSMFZCPV1NB83 BHI416000 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 1.25 - 1.25 92065000.00 91917880.08 U.S. Treasuries (including strips) Y N/A N/A 2017-08-21 2017-08-21 2017-08-21 N N N 0.0108 89981370.00 89981370.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.10% 5493007VSMFZCPV1NB83 BIA877000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-15 2019-08-15 3.625 - 3.625 171460000.00 181735367.29 U.S. Treasuries (including strips) Y N/A N/A 2017-08-30 2017-08-30 2017-08-30 N N N 0.0110 177962709.00 177962709.00 0.0014 N N N Y Norinchukin Bank Norinchukin Bank, 1.15% 5493007VSMFZCPV1NB83 BIH528000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-31 2019-10-31 1.25 - 1.625 90445000.00 90826650.24 U.S. Treasuries (including strips) Y N/A N/A 2017-08-31 2017-08-31 2017-08-31 N N N 0.0115 88988430.00 88988430.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.20% 5493007VSMFZCPV1NB83 BJD311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 2019-10-31 1 - 1.25 95410000.00 94866075.63 U.S. Treasuries (including strips) Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0120 92991416.10 92991416.10 0.0007 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 0.92% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-08-31 2046-02-15 0 - 9.125 87381700.00 92116054.50 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-03 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0092 90000000.00 90000000.00 0.0007 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.93% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-15 2046-02-15 0 - 8.125 139354000.00 146518741.28 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-07 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0093 143000000.00 143000000.00 0.0011 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.95% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-08-31 2046-02-15 0 - 8.125 120125900.00 128366113.78 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-15 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0095 125000000.00 125000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.92% 549300QJJX6CVVUXLE15 BIB180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2041-05-15 1 - 4.375 182197500.00 182745305.77 U.S. Treasuries (including strips) Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0092 179000000.00 179000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.93% 549300QJJX6CVVUXLE15 BHD861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-30 2041-05-15 1 - 4.375 183694400.00 184893447.11 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0093 181000000.00 181000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 BJA848000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2041-05-15 1 - 4.375 147102200.00 146911665.78 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 144000000.00 144000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 BJA171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2041-05-15 0.875 - 4.5 183377300.00 184673972.05 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 181000000.00 181000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 BJA216000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-30 2041-05-15 1 - 4.375 183373500.00 184676945.43 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 181000000.00 181000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 BIJ317000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-30 2041-05-15 0.875 - 4.375 110324500.00 111219367.53 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 109000000.00 109000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 BII772000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2041-05-15 0.875 - 4.5 156849300.00 186914557.33 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 182000000.00 182000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 BJE527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2045-05-15 1 - 4.375 344359400.00 352744078.57 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-08-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 344000000.00 344000000.00 0.0026 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.05% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2044-08-15 0.75 - 8.75 230199500.00 239977471.96 U.S. Treasuries (including strips) Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 N N N 0.0105 234998660.50 234998660.50 0.0018 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.06% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2046-08-15 0.5 - 9.125 376832400.00 398161558.89 U.S. Treasuries (including strips) U.S. TREASURY 2018-04-30 2018-04-30 0.51 - 0.51 2297400.00 2305718.02 U.S. Treasuries (including strips) Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 N N N 0.0106 391997648.00 391997648.00 0.0030 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.08% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-31 2021-04-30 0.75 - 1.375 37976000.00 37744671.12 U.S. Treasuries (including strips) Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0108 37000000.00 37000000.00 0.0003 N Y Y N Societe Generale Societe Generale, 0.88% O2RNE8IBXP4R0TD8PU41 BHG559000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2046-11-15 0 - 9 356238600.00 363450077.55 U.S. Treasuries (including strips) Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 5 N N/A N/A N N 0.0088 355000000.00 355000000.00 0.0027 N N Y N Societe Generale Societe Generale, 0.93% O2RNE8IBXP4R0TD8PU41 BHI344000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2045-11-15 0 - 4.375 168669800.00 181690804.03 U.S. Treasuries (including strips) Y N/A N/A 2017-07-07 2017-07-07 2017-07-18 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0093 177000000.00 177000000.00 0.0013 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 1.12%, dated 6/30/2017 due 07/03/2017 B4TYDEB6GKMZO031MB27 BJF088000_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 964732759.91 837993459.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2045-01-25 3 - 5.8 1653795845.58 709815968.46 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 1502586106.37 1502586106.37 0.0114 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.12%, dated 6/30/2017 due 07/03/2017 L3I9ZG2KFGXZ61BMYR72 BJF088000_04240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-09-07 2045-11-15 0 - 5.25 399058451.23 402374059.33 U.S. Treasuries (including strips) Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 393901765.05 393901765.05 0.0030 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.03% 3Y4U8VZURTYWI1W2K376 BIG460000 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 2046-03-01 2047-03-01 4 - 4.5 69812445.00 72265926.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-15 2042-09-15 3 - 4 2895742.00 2174370.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-01-21 2047-05-01 1.625 - 4.5 64532012.00 66400249.44 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-07-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0103 138000000.00 138000000.00 0.0010 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.96% R0MUWSFPU8MPRO8K5P83 BHG562000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-05-15 2046-02-15 0 - 6 387869419.99 317812156.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-03-07 2043-02-15 0 - 6.5 7615625.00 6833765.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2036-07-15 2036-07-15 5.5 - 5.5 5095000.00 6984930.81 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2032-02-20 2043-04-20 2.125 - 4 32219373.00 16733497.01 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-06-08 2019-02-28 1.1 - 1.7 379000.00 382825.75 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-21 2047-04-01 0.875 - 7.125 53594933.00 57769183.21 Agency Debentures and Agency Strips Y N/A N/A 2017-07-07 2017-07-07 2017-08-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0096 395000000.00 395000000.00 0.0030 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.00% R0MUWSFPU8MPRO8K5P83 BIA184000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-09-28 2023-05-31 0 - 1.625 339207263.80 338814330.75 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-06-15 2043-02-15 3 - 3 7116003.00 6691341.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2024-07-20 2042-01-20 2.125 - 5.5 30666912.00 445008.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2032-06-01 2035-04-01 2.863 - 3 54417667.00 55397513.07 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-08-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0100 392914797.60 392914797.60 0.0030 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.01% R0MUWSFPU8MPRO8K5P83 BID330000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-05-15 2046-02-15 0 - 5.5 80669946.16 94451607.45 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-12-11 2043-02-15 0 - 6.25 3144615.00 2878308.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2029-10-15 2047-06-20 1.892 - 7 3658934.00 2985469.66 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-10-04 2018-02-16 0.77 - 0.9 397000.00 397823.15 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-05-21 2047-04-01 0.875 - 6.25 1194436.00 1292011.77 Agency Debentures and Agency Strips Y N/A N/A 2017-07-07 2017-07-07 2017-08-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0101 99000000.00 99000000.00 0.0008 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.07% R0MUWSFPU8MPRO8K5P83 BJB495000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-05-15 2046-02-15 0 - 5.5 78225003.48 91826528.92 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2043-02-15 0 - 6.25 1514586.00 1253075.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2046-10-20 2047-06-20 3 - 4 2299136.00 2254663.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-05-21 2046-10-01 0.875 - 6.25 6414613.00 6545537.87 Agency Debentures and Agency Strips Y N/A N/A 2017-07-07 2017-07-07 2017-08-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 99000000.00 99000000.00 0.0008 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.12%, dated 6/30/2017 due 07/03/2017 R0MUWSFPU8MPRO8K5P83 BJF088000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-07-13 2046-08-15 0 - 9.125 575012633.21 561139372.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2043-02-15 0 - 7 26692200.21 2445669.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2024-06-20 2047-06-20 2.125 - 4 10348407.45 1313602.26 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-02-28 2019-02-28 1.7 - 1.7 9458.46 9554.19 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-21 2047-04-01 0.875 - 7.5 90279271.28 21244953.03 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 570797596.88 570797596.88 0.0043 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.13% R0MUWSFPU8MPRO8K5P83 BJB505000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-07-20 2046-02-15 0 - 6.125 73910629.70 87476904.29 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2031-12-29 2033-02-01 3.33 - 3.87 7556000.00 7629040.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2042-08-01 0 - 2.385 3460363.00 1209236.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-11-20 2038-11-20 2.25 - 2.25 1000.00 18.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-05-15 2030-11-15 6.25 - 6.625 12575000.00 8819769.21 Agency Debentures and Agency Strips Y N/A N/A 2017-07-07 2017-07-07 2017-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0113 103000000.00 103000000.00 0.0008 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.12%, dated 6/30/2017 due 07/03/2017 VJW2DOOHGDT6PR0ZRO63 BJF088000_08066 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 2019-07-26 2019-07-26 1.5 - 1.5 6488580.25 6480837.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2017-07-28 2017-07-28 0 - 0 59136687.96 59090561.35 Agency Debentures and Agency Strips Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 64279008.66 64279008.66 0.0005 N Y Y N Citibank NA Citibank NA, 1.05% 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 2020-07-15 2020-07-15 N/A 8000.00 7588.16 Agency Debentures and Agency Strips US TREASURY 2017-07-27 2045-05-15 0 - 6 88795300.00 100483048.56 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2025-06-16 2025-06-16 2.36 - 2.36 50000.00 48872.39 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2043-11-15 2043-11-15 3.5 - 3.5 975967.00 545890.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-07-01 2041-07-01 3.05 - 3.5 2333859.00 600769.93 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 Y CITIBANK NA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0105 99000000.00 99000000.00 0.0008 N N Y N Citibank NA Citibank NA, 1.06% 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 2030-01-15 2030-01-15 8.625 - 8.625 1000.00 1639.39 Agency Debentures and Agency Strips US TREASURY 2018-01-31 2046-05-15 0.125 - 7.625 356393900.00 355670511.89 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-12-12 2027-12-16 2.19 - 2.67 3503000.00 3480309.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2018-11-01 2047-01-01 1.125 - 9 166079646.00 80611128.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-06-21 2036-07-15 1.125 - 5.5 305000.00 316585.34 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2027-06-20 2052-04-15 2.5 - 5.5 238546301.00 137969879.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-01-23 2047-04-01 1 - 6.5 71346270.00 26002266.92 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 Y CITIBANK NA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0106 592000000.00 592000000.00 0.0045 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.12%, dated 6/30/2017 due 07/03/2017 E57ODZWZ7FF32TWEFA76 BJF088000_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 2020-07-15 2030-04-15 0 - 0 5117.21 3972.29 Agency Debentures and Agency Strips US TREASURY 2017-07-27 2047-02-15 0 - 8.75 697830482.47 731763164.17 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-03-14 2027-12-16 1.1 - 2.69 19908290.76 19814604.01 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2019-09-26 2026-12-11 1 - 3 17331075.41 17378345.68 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-07-01 2047-04-01 2.865 - 7 6252036.01 5922169.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-10-20 2047-04-20 2 - 8 70213024.58 37276268.54 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-03-09 2018-03-09 0.77 - 0.77 1860.81 1860.57 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-26 2047-06-01 0.875 - 6.5 18262704.80 15427583.55 Agency Debentures and Agency Strips Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 809915509.08 809915509.08 0.0062 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.12%, dated 6/30/2017 due 07/03/2017 1VUV7VQFKUOQSJ21A208 BJF088000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-04-30 2045-05-15 1.125 - 5.5 251749885.24 262752343.40 U.S. Treasuries (including strips) Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 257116034.63 257116034.63 0.0020 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.09% 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 2030-04-01 2047-07-01 3 - 4 149994244.00 125376143.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2027-06-20 2047-06-20 2.5 - 6 88302010.00 55501099.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2041-04-01 2047-06-01 3.5 - 5 317634004.00 266956988.74 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 N N N 0.0109 438995917.30 438995917.30 0.0033 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.16% 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 2017-07-15 2047-06-01 2 - 6.5 391073427.00 160545835.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2020-04-15 2047-06-20 2.5 - 6.2 61002555.00 46561564.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-25 2047-05-01 2 - 6.5 1627224284.00 413112548.66 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0116 608000000.00 608000000.00 0.0046 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.15% FOR8UP27PHTHYVLBNG30 0000769993 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 2043-03-01 2047-06-01 3 - 4 90315110.00 82858742.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-08-01 2047-06-01 3 - 4.5 196262374.00 125241198.38 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0115 204000000.00 204000000.00 0.0015 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.83% 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 2047-06-01 2.5 - 7.5 386498156.00 205422760.05 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 6 N N/A N/A N N 0.0083 201000000.00 201000000.00 0.0015 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.04% 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 364010000.00 240897507.09 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-04 2017-08-04 2017-09-05 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0104 236000000.00 236000000.00 0.0018 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.04% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2045-10-01 3 - 5.5 282931721.00 160274726.79 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-04 2017-08-04 2017-09-01 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0104 157000000.00 157000000.00 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.05% KBVRJ5K57JZ3E2AVWX40 0000877559 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 2038-11-15 2047-05-20 2 - 6 285956374.00 120444964.34 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-04 2017-08-04 2017-09-07 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0105 118000000.00 118000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2047-02-01 3 - 5 356652377.00 201080883.69 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-04 2017-08-04 2017-09-06 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0105 197000000.00 197000000.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.07% 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 2035-05-01 2047-06-01 3.5 - 6 26241281.00 13847198.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-03-01 2043-01-01 3.5 - 4 424672740.00 211720475.11 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-04 2017-08-04 2017-09-08 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0107 221000000.00 221000000.00 0.0017 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.09% 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 2040-03-01 2046-07-01 3.5 - 5 327053373.00 89914684.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-09-20 2045-07-20 2 - 3 115302493.00 32524067.56 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-04 2017-08-04 2017-09-18 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0109 120000000.00 120000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.09% 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 2047-05-01 3 - 5.5 398442900.00 203041793.40 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-04 2017-08-04 2017-09-15 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0109 199000000.00 199000000.00 0.0015 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.12%, dated 6/30/2017 due 07/03/2017 KBVRJ5K57JZ3E2AVWX40 BJF088000_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 2026-03-01 2046-07-01 3 - 6 125253118.51 60844923.60 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 59650920.03 59650920.03 0.0005 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.12%, dated 6/30/2017 due 07/03/2017 ZBUT11V806EZRVTWT807 BJF088000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-08-15 2045-02-15 0 - 4.25 193937223.70 198401868.50 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-02-20 2047-02-20 4 - 4 783557.74 814680.51 Agency Mortgage-Backed Securities U.S. TREASURY 2017-07-31 2019-04-30 0.077 - 0.892 2419989.16 2425273.60 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2056-05-01 2 - 8 1113484921.96 649980080.77 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 834598648.40 834598648.40 0.0063 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.06% 8NAV47T0Y26Q87Y0QP81 BIG717000 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 2032-03-01 2047-07-01 0 - 4 390897621.00 322993946.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-08-20 2041-08-20 2.125 - 2.125 150000000.00 28027287.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-07-01 2047-07-01 0 - 3.167 306455131.00 250112559.29 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-08-11 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0106 589000000.00 589000000.00 0.0045 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.12%, dated 6/30/2017 due 07/03/2017 8NAV47T0Y26Q87Y0QP81 BJF088000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-02-28 2026-11-15 1.125 - 2 149266778.22 148834724.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2030-05-01 2047-01-01 2.5 - 4 103492177.12 86096080.42 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 230303460.31 230303460.31 0.0017 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.04% K5HU16E3LMSVCCJJJ255 BIG309000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-12-07 2026-08-15 0 - 1.5 300.00 293.36 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2047-06-01 1.936 - 5.616 416364057.00 90467385.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-11-20 2047-06-20 2.125 - 5.5 77619116.00 52316342.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2047-06-01 1.833 - 5.15 468371518.00 199123277.31 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-11 2017-08-11 2017-08-11 N N N 0.0104 334968912.00 334968912.00 0.0025 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.04% K5HU16E3LMSVCCJJJ255 BIG310000 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 2024-09-01 2047-06-01 2.169 - 4.5 249035249.00 89478156.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-11-20 2047-06-20 2 - 6 59502481.00 41368687.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2047-07-01 1.912 - 5.758 534518051.00 150843945.06 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-14 2017-08-14 2017-08-14 N N N 0.0104 275972206.80 275972206.80 0.0021 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.08% K5HU16E3LMSVCCJJJ255 BII445000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 2965000.00 2796273.48 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2047-06-01 3 - 5.75 73478532.00 45622935.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-03-20 2047-04-20 2.125 - 5.5 40298958.00 25599788.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-10-01 2047-06-01 2.755 - 5.861 182586710.00 28023842.61 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-15 2017-08-15 2017-08-15 N N N 0.0108 99994840.00 99994840.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.08% K5HU16E3LMSVCCJJJ255 BJB281000 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 2036-07-01 2047-06-01 2.404 - 3.544 150643301.00 57639341.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-03-20 2046-12-20 2.125 - 4 4840545.00 4412634.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-04-01 2047-06-01 1.894 - 4.69 541688322.00 200135208.93 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-25 2017-08-25 2017-08-25 N N N 0.0108 256982781.00 256982781.00 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.08% K5HU16E3LMSVCCJJJ255 BJC340000 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 2019-08-01 2046-12-01 2.092 - 5.75 166562654.00 38659689.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-10-20 2047-05-20 2 - 6 113706555.00 83469556.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2048-08-01 1.894 - 5.672 387710941.00 100264108.01 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-28 2017-08-28 2017-08-28 N N N 0.0108 217984282.20 217984282.20 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.08% K5HU16E3LMSVCCJJJ255 BJC343000 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 2034-05-01 2047-07-01 2.314 - 5.109 108081593.00 46267655.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2018-06-15 2047-05-20 2.5 - 4.5 31535486.00 13985661.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-03-01 2047-06-01 2.006 - 5.12 795696349.00 201926004.81 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-29 2017-08-29 2017-08-29 N N N 0.0108 256981239.00 256981239.00 0.0020 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.12%, dated 6/30/2017 due 07/03/2017 7TK5RJIZDFROZCA6XF66 BJF088000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-05-24 2026-11-15 0 - 2 102037149.98 100510702.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-10-01 2046-12-01 2.352 - 8 312305975.15 108626966.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-04-15 2060-07-20 1.442 - 8.551 395490437.08 192544041.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2047-01-01 1.912 - 8.5 1463971017.81 331267565.69 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 716839504.54 716839504.54 0.0054 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.88% 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 2023-11-01 2047-04-15 2.167 - 6 49196668.00 28919928.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-16 2047-06-20 3 - 5.5 14732843.00 13297972.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2047-06-01 2.351 - 6 105502248.00 66084343.80 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-02 2017-08-02 2017-08-02 N N N 0.0088 105991816.80 105991816.80 0.0008 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 0.88% 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 2025-11-01 2047-06-01 1.345 - 6.5 174833771.00 29922722.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-16 2047-04-20 3 - 5.5 20251455.00 10414914.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-09-01 2047-06-01 2.237 - 6 183286825.00 60805616.32 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-02 2017-08-02 2017-08-02 N N N 0.0088 98992347.30 98992347.30 0.0008 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 0.89% 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 2032-02-01 2047-04-01 1.345 - 4 3878535.00 3017737.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-16 2047-04-20 3 - 5.5 1549846.00 1646757.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2047-06-01 2.237 - 6 131431269.00 96463464.29 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-04 2017-08-04 2017-08-04 N N N 0.0089 98991693.90 98991693.90 0.0008 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.02% 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 2017-12-01 2047-04-01 1.5 - 6.5 114606034.00 28081545.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2030-09-20 2047-05-20 2.5 - 6.5 56892196.00 30237979.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2047-06-01 2.335 - 6 414941216.00 141781736.05 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-30 2017-08-30 2017-08-30 N N N 0.0102 195965602.00 195965602.00 0.0015 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.04% 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 2017-09-01 2047-04-01 2.167 - 5.5 43058867.00 8604113.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-16 2047-06-20 2.5 - 5.5 6181172.00 6006083.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2022-03-01 2047-06-01 2.5 - 6 136720849.00 126241993.43 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-11 2017-08-11 2017-08-11 N N N 0.0104 138003601.80 138003601.80 0.0010 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.06% 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 2025-11-01 2047-04-01 1.345 - 4 42880406.00 27161689.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2047-04-20 3 - 4.5 30020713.00 22013673.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-10-01 2047-06-01 1.892 - 5.5 266611709.00 151925612.60 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-11 2017-09-11 2017-09-11 N N N 0.0106 196972617.00 196972617.00 0.0015 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.08% 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 2017-12-01 2047-04-15 1.345 - 8.5 82199696.00 26986741.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-16 2047-06-20 3 - 5.5 18494060.00 9222540.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-01 2047-06-01 2.203 - 6 344115102.00 104670073.11 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-20 2017-09-20 2017-09-20 N N N 0.0108 137983978.20 137983978.20 0.0010 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.09% 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 2025-11-01 2047-02-01 1.345 - 4 68765703.00 37136814.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-16 2047-06-20 4 - 6 698121.00 571817.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-07-01 2047-07-01 2.167 - 6 414832470.00 226639461.73 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-18 2017-09-18 2017-09-18 N N N 0.0109 258976819.50 258976819.50 0.0020 N N N Y RBC Dominion Securities RBC Dominion Securities, 0.91% 549300QJJX6CVVUXLE15 BHJ986000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-08-31 2024-08-15 1.375 - 2.375 782100.00 794639.59 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2046-07-20 3 - 3.5 225197959.00 200343506.44 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-07-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0091 197000000.00 197000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.93% 549300QJJX6CVVUXLE15 BIB191000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-08-31 2024-08-15 1.375 - 2.375 751300.00 763270.62 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2047-05-20 3 - 5 505810494.00 204465354.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2032-04-01 2055-07-01 3.5 - 4.5 132462451.00 133700144.18 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0093 332000000.00 332000000.00 0.0025 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.93% 549300QJJX6CVVUXLE15 BHD037000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-08-31 2024-08-15 1.375 - 2.375 565500.00 575769.54 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2046-04-20 3.5 - 3.5 237272349.00 201692097.80 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-08-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0093 198000000.00 198000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 BIF791000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-08-31 2023-09-30 1 - 1.5 114600.00 114684.69 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-05-20 3.5 - 3.5 38195170.00 39692939.82 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-08-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 39000000.00 39000000.00 0.0003 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 BJD209000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-06-15 2020-06-15 1.5 - 1.5 163600.00 163572.80 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-03-20 2047-03-20 3.5 - 3.5 92896460.00 96747778.57 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-07-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 95000000.00 95000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 BJB300000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-06-15 2045-05-15 0.875 - 3 40739600.00 40807957.30 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-15 2039-07-15 5 - 5 2295.00 246.15 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-07-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 40000000.00 40000000.00 0.0003 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 BJB298000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-08-31 2024-08-15 1.375 - 2.375 484400.00 493623.41 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2047-05-20 3.5 - 4 208956628.00 200481574.15 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-07-28 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 197000000.00 197000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 BIJ714000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-08-31 2024-08-15 1.375 - 2.375 520500.00 529770.20 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2046-04-20 3.5 - 3.5 259436631.00 200474758.00 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-07-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 197000000.00 197000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 BIJ712000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-04-30 2041-05-15 0.125 - 4.5 135063400.00 175703366.25 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2040-09-15 2047-05-20 3.5 - 5 36674681.00 26994877.24 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-07-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 197000000.00 197000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 BJD207000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-04-15 2024-08-15 1.5 - 2.375 298600.00 306372.43 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2047-03-20 3.5 - 4 253503415.00 201677280.75 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-07-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 198000000.00 198000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 BJA849000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-08-31 2023-09-30 0.875 - 1.5 213400.00 212589.81 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-05-20 3.5 - 3.5 77350757.00 80383958.03 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-07-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 79000000.00 79000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 BJC362000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-10-31 2041-05-15 1 - 4.375 7417700.00 7634574.43 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2043-11-20 2046-06-20 3.5 - 4 374365350.00 153549144.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2037-03-01 2037-03-01 7 - 7 1117.00 46.83 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-07-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 158000000.00 158000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.06% 549300QJJX6CVVUXLE15 BII773000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-08-31 2024-08-15 1.375 - 2.375 575600.00 586006.07 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2046-04-20 3.5 - 3.5 238189524.00 202471737.53 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-07-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 199000000.00 199000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.06% 549300QJJX6CVVUXLE15 BIJ322000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-08-31 2023-09-30 1 - 1.5 117600.00 117209.31 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-04-20 2047-04-20 4 - 4 115160309.00 121305761.83 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-07 2017-07-07 2017-08-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 119000000.00 119000000.00 0.0009 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.12%, dated 6/30/2017 due 07/03/2017 549300QJJX6CVVUXLE15 BJF088000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-08-10 2047-05-15 0 - 8.75 821378555.57 876914625.07 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-15 2047-05-20 3 - 5 393735861.72 230691890.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2032-03-01 2047-04-01 3.5 - 5.5 95857195.27 99321164.81 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 1182733759.29 1182733759.29 0.0090 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.12%, dated 6/30/2017 due 07/03/2017 VYVVCKR63DVZZN70PB21 BJF088000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-07-06 2042-08-15 0 - 2.75 650837880.28 651758230.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-01-25 2047-07-01 3.5 - 6.925 267972551.89 284280452.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2019-07-20 2049-01-16 1.462 - 7.5 1502398493.58 1295633634.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2047-06-25 1.346 - 4 2204251.22 2099275.05 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 2188571686.76 2188571686.76 0.0166 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 1457932012.00 1457932012.00 0.0111 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 516527979.00 516527979.00 0.0039 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 1689106080.00 1689106080.00 0.0128 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.90% to 0.91% 912796KL2 US912796KL23 U.S. Treasury Debt Y N/A N/A 2017-09-14 2017-09-14 2017-09-14 N N N 0.0091 282456357.00 282456357.00 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.90% to 1.00% 912796LV9 US912796LV95 U.S. Treasury Debt Y N/A N/A 2017-09-28 2017-09-28 2017-09-28 N N N 0.0100 2505868208.00 2505868208.00 0.0190 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.92% 912796LW7 US912796LW78 U.S. Treasury Debt Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0092 182515599.00 182515599.00 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.08% 912796LB3 US912796LB32 U.S. Treasury Debt Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N N N 0.0108 1092876732.00 1092876732.00 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.13% 912796MJ5 US912796MJ58 U.S. Treasury Debt Y N/A N/A 2017-12-28 2017-12-28 2017-12-28 N N N 0.0113 71602200.00 71602200.00 0.0005 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 1028000000.00 1028000000.00 0.0078 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 34065144.00 34065144.00 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.06% 912828TW0 US912828TW07 U.S. Treasury Debt Y N/A N/A 2017-10-31 2017-10-31 2017-10-31 N N N 0.0106 51735953.70 51735953.70 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.06% 912828PF1 US912828PF10 U.S. Treasury Debt Y N/A N/A 2017-10-31 2017-10-31 2017-10-31 N N N 0.0106 106265636.00 106265636.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.07% 912828X54 US912828X547 U.S. Treasury Debt Y N/A N/A 2017-07-03 2019-04-30 2019-04-30 N N N 0.0107 1172756016.00 1172756016.00 0.0089 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.09% 912828HH6 US912828HH67 U.S. Treasury Debt Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0109 35399420.00 35399420.00 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.09% to 1.11% 912828PK0 US912828PK05 U.S. Treasury Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0111 365659840.00 365659840.00 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.10% 912828UA6 US912828UA67 U.S. Treasury Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0110 8981433.00 8981433.00 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.14% 912828V64 US912828V640 U.S. Treasury Debt Y N/A N/A 2017-07-03 2019-01-31 2019-01-31 N N N 0.0114 441594468.00 441594468.00 0.0034 N Y Y N New York City Hsg. Dev. Corp. Multi-family Mtg. Rev. FHLMC New York City Hsg. Dev. Corp. Multi-family Mtg. Rev., 0.95% 64966TCG7 US64966TCG76 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2043-07-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0095 22525000.00 22525000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FHLMC New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.97% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0097 61045000.00 61045000.00 0.0005 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.93% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0093 42100000.00 42100000.00 0.0003 N N Y N New York City Hsg. Dev. Corp. Multi-family Mtg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Mtg. Rev., 0.97% 64970VCC5 US64970VCC54 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2037-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0097 7840000.00 7840000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Mtg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Mtg. Rev., 0.97% 64970VCP6 US64970VCP67 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2038-10-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0097 14700000.00 14700000.00 0.0001 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., 1.00% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2031-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0100 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., 1.00% 64970HAY0 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2033-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0100 55935000.00 55935000.00 0.0004 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.93% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0093 33200000.00 33200000.00 0.0003 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.94% 64986MUV5 US64986MUV52 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2034-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0094 15000000.00 15000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.94% 64986MQM0 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2036-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0094 30000000.00 30000000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.97% 64986MD44 US64986MD440 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2035-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0097 25000000.00 25000000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.97% 64986MG33 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2036-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0097 33000000.00 33000000.00 0.0003 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.97% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2041-11-01 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0097 55000000.00 55000000.00 0.0004 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 1.00% 64986MBK0 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2029-05-01 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0100 13495000.00 13495000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 1.00% 64986MFA8 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2030-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0100 27300000.00 27300000.00 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., 0.97% 13079PJP9 US13079PJP99 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2037-09-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0097 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., 0.97% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0097 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., 0.95% 544393AT8 US544393AT82 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2030-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0095 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., 0.97% 79728FJV4 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2039-09-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0097 29500000.00 29500000.00 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., 0.97% 13077V3R1 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2036-10-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0097 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., 0.97% 13077VX49 US13077VX498 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2036-02-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0097 13505000.00 13505000.00 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., 0.97% 13077VP71 US13077VP718 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2035-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0097 25500000.00 25500000.00 0.0002 N N Y N Richmond Multifamily Hsg. Rev FNMA Richmond Multifamily Hsg. Rev., 0.97% 764443AA5 US764443AA53 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2037-08-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0097 26490000.00 26490000.00 0.0002 N N Y N San Jose Multi-family Hsg. Rev. FNMA San Jose Multi-family Hsg. Rev., 0.97% 798165JR8 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0097 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., 0.97% 80176PAC8 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2035-08-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0097 21275000.00 21275000.00 0.0002 N N Y N Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev. FNMA Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev., 0.98% 566823RX0 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2035-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0098 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., 0.98% 566823SB7 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2035-09-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0098 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., 0.98% 566823ST8 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2036-10-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0098 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., 0.98% 566823SV3 US566823SV32 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2037-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0098 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., 0.98% 566823SX9 US566823SX97 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2037-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0098 14900000.00 14900000.00 0.0001 N N Y N Washington Hsg. Fin. Commission Multi-family Hsg. Rev. FHLB Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.94% 93978PNK9 US93978PNK92 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0094 6700000.00 6700000.00 0.0001 N N Y N Washington Hsg. Fin. Commission Multi-family Hsg. Rev. FHLB Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.94% 93978PNR4 US93978PNR46 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0094 5500000.00 5500000.00 0.0000 N N Y N Washington Hsg. Fin. Commission Multi-family Hsg. Rev. FNMA Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.98% 93978PFZ5 US93978PFZ53 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0098 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., 0.98% 93978PDM6 US93978PDM68 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2037-12-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0098 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., 0.98% 93978PER4 US93978PER47 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2039-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0098 12000000.00 12000000.00 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., 0.98% 414158RQ0 US414158RQ04 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2037-02-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0098 11050000.00 11050000.00 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., 0.99% 414158SU0 US414158SU07 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2038-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0099 6315000.00 6315000.00 0.0000 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., 0.98% 88275ABN9 US88275ABN90 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2041-01-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0098 13000000.00 13000000.00 0.0001 N N Y N Hillsborough County Hsg. Fin. Auth. Multi-family Rev. FNMA Hillsborough County Hsg. Fin. Auth. Multi-family Rev., 0.95% 43232EAX7 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2035-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0095 8780000.00 8780000.00 0.0001 N N Y N Palm Beach County Hsg. Fin. Auth. Multi-family Hsg. Rev. FNMA Palm Beach County Hsg. Fin. Auth. Multi-family Hsg. Rev., 0.95% 69651PEU1 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2037-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0095 19100000.00 19100000.00 0.0001 N N Y N Illinois Hsg. Dev. Auth. Multi-family Hsg. Rev FNMA Illinois Hsg. Dev. Auth. Multi-family Hsg. Rev., 0.98% 45203LAF0 US45203LAF04 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2037-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0098 17900000.00 17900000.00 0.0001 N N Y N Kentucky Hsg. Corp. Multi-family Rev. FHLMC Kentucky Hsg. Corp. Multi-family Rev., 0.98% 491312DJ0 US491312DJ00 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2040-06-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0098 12565000.00 12565000.00 0.0001 N N Y N Loganville Hsg. Auth. Multi-family Hsg. Rev. FHLMC Loganville Hsg. Auth. Multi-family Hsg. Rev., 0.94% 541356AB7 US541356AB75 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2033-06-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0094 11755000.00 11755000.00 0.0001 N N Y N Grandview Indl. Dev. Auth. Multi-family Hsg. Rev. FNMA Grandview Indl. Dev. Auth. Multi-family Hsg. Rev., 0.98% 386780AE0 US386780AE03 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2037-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0098 10900000.00 10900000.00 0.0001 N N Y N Oak Park Heights Multi-family Rev. FHLMC Oak Park Heights Multi-family Rev., 0.95% 671575AV0 US671575AV06 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2035-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0095 7355000.00 7355000.00 0.0001 N N Y N Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2017-07-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer