0000278001-17-000024.txt : 20170908 0000278001-17-000024.hdr.sgml : 20170908 20170908161640 ACCESSION NUMBER: 0000278001-17-000024 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170831 FILED AS OF DATE: 20170908 DATE AS OF CHANGE: 20170908 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: 171076748 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 2017-08-31 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 30 87 22955317668.13 25346593318.22 23432490233.44 21611527982.40 68453155309.39 70925436511.07 68559496479.59 69176312155.66 0.1700 0.1800 0.1700 0.1600 0.5100 0.5200 0.5100 0.5100 923.06 137093448643.77 137092788996.15 2224945190.33 5275400763.91 134042334345.63 134003375634.75 1.0000 0.0108 1.0003 1.0003 1.0003 1.0003 C000019553 2500.00 134042334345.63 134003375634.75 1.0003 1.0003 1.0003 1.0003 9275094404.95 8604951924.35 7928935312.99 7813415875.08 9834547568.42 7944367925.90 7682565826.22 7467176729.82 38562284216.83 35895644336.26 0.0071 N Fannie Mae Fannie Mae, 1.24% 3135G0E66 B1V7KEBTPIMZEU4LTD58 US3135G0E668 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2017-09-08 2017-09-08 N N N 0.0106 49001879.15 49001879.15 0.0004 N N Y N Fannie Mae Fannie Mae, 1.28% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-01-11 2018-01-11 N N N 0.0103 931820806.84 931820806.84 0.0070 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.25% 3133EE3C2 US3133EE3C25 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2018-01-08 2018-01-08 N N N 0.0108 40022821.60 40022821.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0% 313385LD6 US313385LD61 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0000 948000000.00 948000000.00 0.0071 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.8% 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 0.0099 196908219.67 196908219.67 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.8% 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 0.0099 196908219.67 196908219.67 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.8% 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 0.0099 196908219.67 196908219.67 0.0015 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 0.0101 195904395.12 195904395.12 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 313385LJ3 US313385LJ32 U.S. Government Agency Debt Y N/A N/A 2017-09-06 2017-09-06 2017-09-06 N N N 0.0085 359849973.90 359849973.90 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 313385LK0 US313385LK05 U.S. Government Agency Debt Y N/A N/A 2017-09-07 2017-09-07 2017-09-07 N N N 0.0088 96983801.00 96983801.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 313385LL8 US313385LL87 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2017-09-08 2017-09-08 N N N 0.0089 1091814146.96 1091814146.96 0.0081 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AATZ1 US3130AATZ19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-17 2017-11-17 2017-11-17 N N N 0.0110 392845775.01 392845775.01 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AAU22 US3130AAU229 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-17 2017-11-17 2017-11-17 N N N 0.0110 294884233.15 294884233.15 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AATW8 US3130AATW87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0110 97962565.96 97962565.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUG1 US3130AAUG19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-21 2017-11-21 2017-11-21 N N N 0.0110 196918566.11 196918566.11 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUN6 US3130AAUN69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-21 2017-11-21 2017-11-21 N N N 0.0110 58975611.17 58975611.17 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUH9 US3130AAUH91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-21 2017-11-21 2017-11-21 N N N 0.0110 117951222.34 117951222.34 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUM8 US3130AAUM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-21 2017-11-21 2017-11-21 N N N 0.0110 58975611.17 58975611.17 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAU55 US3130AAU559 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-21 2017-11-21 2017-11-21 N N N 0.0110 393837132.22 393837132.22 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUR7 US3130AAUR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0110 294876510.05 294876510.05 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUS5 US3130AAUS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0110 196915465.33 196915465.33 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUV8 US3130AAUV85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0110 107953656.12 107953656.12 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAUQ9 US3130AAUQ90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0110 393830930.66 393830930.66 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAVD7 US3130AAVD78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2017-11-27 2017-11-27 N N N 0.0110 58973755.62 58973755.62 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 313385LP9 US313385LP91 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2017-09-11 2017-09-11 N N N 0.0093 495862112.00 495862112.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AAN95 US3130AAN950 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-18 2017-10-18 2017-10-18 N N N 0.0108 98980393.05 98980393.05 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AAP93 US3130AAP930 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2017-10-20 2017-10-20 N N N 0.0108 97979083.86 97979083.86 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AAPK8 US3130AAPK85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2017-10-25 2017-10-25 N N N 0.0109 196952097.48 196952097.48 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AAT40 US3130AAT403 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-09 2018-02-09 2018-02-09 N N N 0.0110 97925977.66 97925977.66 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AAT57 US3130AAT577 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-09 2018-02-09 2018-02-09 N N N 0.0110 97925977.66 97925977.66 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AATG3 US3130AATG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-16 2018-02-16 2018-02-16 N N N 0.0111 98921652.39 98921652.39 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313385LQ7 US313385LQ74 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2017-09-12 2017-09-12 N N N 0.0094 210935434.00 210935434.00 0.0016 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 0.0105 195988614.36 195988614.36 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 0.0106 194985197.55 194985197.55 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 0.0107 48995383.71 48995383.71 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 0.0107 48995383.71 48995383.71 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AALA4 US3130AALA40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2017-10-10 2017-10-10 N N N 0.0108 97985006.00 97985006.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAPA0 US3130AAPA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-23 2017-10-23 2017-10-23 N N N 0.0109 38991157.53 38991157.53 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AANX2 US3130AANX25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2017-10-25 2017-10-25 N N N 0.0109 489884516.80 489884516.80 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AATP3 US3130AATP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2018-02-15 2018-02-15 N N N 0.0111 196845112.69 196845112.69 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAV21 US3130AAV219 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-20 2018-02-20 2018-02-20 N N N 0.0111 137891184.24 137891184.24 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAV39 US3130AAV391 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-20 2018-02-20 2018-02-20 N N N 0.0111 97922725.04 97922725.04 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAV47 US3130AAV474 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-23 2018-02-23 2018-02-23 N N N 0.0111 97920318.16 97920318.16 0.0007 N N N 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 232000000.00 232000000.00 0.0017 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 313385LS3 US313385LS31 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2017-09-14 2017-09-14 N N N 0.0095 972648747.00 972648747.00 0.0073 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 313385LT1 US313385LT14 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-09-15 2017-09-15 N N N 0.0095 1553395494.00 1553395494.00 0.0116 N N Y 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 0.0107 194980195.80 194980195.80 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 0.0107 193980297.36 193980297.36 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAJJ8 US3130AAJJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0107 193977439.74 193977439.74 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAJH2 US3130AAJH21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0107 116985965.85 116985965.85 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAJX7 US3130AAJX70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0107 97987880.34 97987880.34 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAKM9 US3130AAKM96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2017-10-10 2017-10-10 N N N 0.0108 196970922.80 196970922.80 0.0015 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 119000000.00 119000000.00 0.0009 N Y Y 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 0.0099 177998828.76 177998828.76 0.0013 N N Y 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 0.0106 96993764.84 96993764.84 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 0.0099 64999689.30 64999689.30 0.0005 N N Y 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 0.0100 116998873.29 116998873.29 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385LW4 US313385LW43 U.S. Government Agency Debt Y N/A N/A 2017-09-18 2017-09-18 2017-09-18 N N N 0.0097 1380148262.40 1380148262.40 0.0103 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385LX2 US313385LX26 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2017-09-19 2017-09-19 N N N 0.0097 54972500.00 54972500.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385LY0 US313385LY09 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2017-09-20 2017-09-20 N N N 0.0097 1397261856.00 1397261856.00 0.0104 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385LZ7 US313385LZ73 U.S. Government Agency Debt Y N/A N/A 2017-09-21 2017-09-21 2017-09-21 N N N 0.0097 109938840.00 109938840.00 0.0008 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 0.0099 22999937.90 22999937.90 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 313385MA1 US313385MA14 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0098 324810525.00 324810525.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 313385MD5 US313385MD52 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2017-09-25 2017-09-25 N N N 0.0098 275815908.00 275815908.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 313385MF0 US313385MF01 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2017-09-27 2017-09-27 N N N 0.0098 332759574.00 332759574.00 0.0025 N N Y 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 0.0102 58999083.14 58999083.14 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 313385MG8 US313385MG83 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2017-09-28 2017-09-28 N N N 0.0099 217836500.00 217836500.00 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 313385MH6 US313385MH66 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2017-09-29 2017-09-29 N N N 0.0099 318751818.00 318751818.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1% 313385MN3 US313385MN35 U.S. Government Agency Debt Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0100 524513850.00 524513850.00 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1% 313385MP8 US313385MP82 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0100 96907462.00 96907462.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1% 313385MQ6 US313385MQ65 U.S. Government Agency Debt Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0100 913601961.00 913601961.00 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1% 313385MU7 US313385MU77 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2017-10-10 2017-10-10 N N N 0.0100 38957334.00 38957334.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1% 313385MW3 US313385MW34 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2017-10-12 2017-10-12 N N N 0.0100 369574500.00 369574500.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1% 313385MX1 US313385MX17 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2017-10-13 2017-10-13 N N N 0.0100 442877674.80 442877674.80 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130AAVT2 US3130AAVT21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-06 2017-09-06 2017-09-06 N N N 0.0106 196998390.51 196998390.51 0.0015 N N Y 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 0.0107 22998992.60 22998992.60 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130A9MZ1 US3130A9MZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0093 223984499.20 223984499.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385NB8 US313385NB87 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2017-10-17 2017-10-17 N N N 0.0101 28962561.00 28962561.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385NC6 US313385NC60 U.S. Government Agency Debt Y N/A N/A 2017-10-18 2017-10-18 2017-10-18 N N N 0.0101 484949506.79 484949506.79 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385NH5 US313385NH57 U.S. Government Agency Debt Y N/A N/A 2017-10-23 2017-10-23 2017-10-23 N N N 0.0101 406406187.00 406406187.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385NJ1 US313385NJ14 U.S. Government Agency Debt Y N/A N/A 2017-10-24 2017-10-24 2017-10-24 N N N 0.0101 205693678.00 205693678.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385NQ5 US313385NQ56 U.S. Government Agency Debt Y N/A N/A 2017-10-30 2017-10-30 2017-10-30 N N N 0.0101 38935455.00 38935455.00 0.0003 N N Y 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 0.0100 236009109.60 236009109.60 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 0.0101 194004879.10 194004879.10 0.0014 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 0.0101 98002459.80 98002459.80 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 0.0101 197004944.70 197004944.70 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 0.0106 106996856.34 106996856.34 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130A9LX7 US3130A9LX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0107 68996138.76 68996138.76 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385NR3 US313385NR30 U.S. Government Agency Debt Y N/A N/A 2017-10-31 2017-10-31 2017-10-31 N N N 0.0102 172708841.00 172708841.00 0.0013 N N N 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 137001470.01 137001470.01 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 3130A9L25 US3130A9L251 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 459979815.20 459979815.20 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385NS1 US313385NS13 U.S. Government Agency Debt Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0103 633902720.00 633902720.00 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385NT9 US313385NT95 U.S. Government Agency Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0103 64885795.00 64885795.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385NU6 US313385NU68 U.S. Government Agency Debt Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 N N N 0.0103 546023605.00 546023605.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385NX0 US313385NX08 U.S. Government Agency Debt Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0103 135745680.00 135745680.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385NZ5 US313385NZ55 U.S. Government Agency Debt Y N/A N/A 2017-11-08 2017-11-08 2017-11-08 N N N 0.0103 1223637498.00 1223637498.00 0.0091 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PA8 US313385PA86 U.S. Government Agency Debt Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0103 38923755.00 38923755.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PB6 US313385PB69 U.S. Government Agency Debt Y N/A N/A 2017-11-10 2017-11-10 2017-11-10 N N N 0.0103 489028330.00 489028330.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PE0 US313385PE09 U.S. Government Agency Debt Y N/A N/A 2017-11-13 2017-11-13 2017-11-13 N N N 0.0103 48679122.96 48679122.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PF7 US313385PF73 U.S. Government Agency Debt Y N/A N/A 2017-11-14 2017-11-14 2017-11-14 N N N 0.0103 27941284.00 27941284.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PG5 US313385PG56 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0103 527875875.00 527875875.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PJ9 US313385PJ95 U.S. Government Agency Debt Y N/A N/A 2017-11-17 2017-11-17 2017-11-17 N N N 0.0103 526847904.00 526847904.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PM2 US313385PM25 U.S. Government Agency Debt Y N/A N/A 2017-11-20 2017-11-20 2017-11-20 N N N 0.0103 37913854.00 37913854.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PP5 US313385PP55 U.S. Government Agency Debt Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0103 1235124126.00 1235124126.00 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PR1 US313385PR12 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0103 1124317740.00 1124317740.00 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PU4 US313385PU41 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2017-11-27 2017-11-27 N N N 0.0103 447394447.50 447394447.50 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PW0 US313385PW07 U.S. Government Agency Debt Y N/A N/A 2017-11-29 2017-11-29 2017-11-29 N N N 0.0103 476794484.00 476794484.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385PX8 US313385PX89 U.S. Government Agency Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0103 240385450.00 240385450.00 0.0018 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 0.0103 197004923.03 197004923.03 0.0015 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 0.0103 98002449.02 98002449.02 0.0007 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 0.0103 137003423.63 137003423.63 0.0010 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 0.0103 98002449.02 98002449.02 0.0007 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 0.0103 98002443.14 98002443.14 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABL87 US3130ABL879 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-12-15 2017-12-15 N N N 0.0103 97001021.41 97001021.41 0.0007 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 0.0103 250006232.50 250006232.50 0.0019 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 0.0103 197004911.21 197004911.21 0.0015 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 0.0103 159003963.87 159003963.87 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABAB2 US3130ABAB25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2017-10-20 2017-10-20 N N N 0.0107 148993193.68 148993193.68 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130AAZV3 US3130AAZV31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2017-09-25 2017-09-25 N N N 0.0107 392991974.94 392991974.94 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130A9K67 US3130A9K675 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2017-10-26 2017-10-26 N N N 0.0109 113990860.62 113990860.62 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABDE3 US3130ABDE37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2017-11-08 2017-11-08 N N N 0.0107 96996226.70 96996226.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABDH6 US3130ABDH67 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2017-11-08 2017-11-08 N N N 0.0107 24999027.50 24999027.50 0.0002 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 0.0101 223041442.32 223041442.32 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABEJ1 US3130ABEJ15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-10 2017-10-10 2017-10-10 N N N 0.0107 96997651.63 96997651.63 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABHL3 US3130ABHL34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-26 2017-09-26 2017-09-26 N N N 0.0107 102998164.54 102998164.54 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385PY6 US313385PY62 U.S. Government Agency Debt Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 1219286047.50 1219286047.50 0.0091 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QB5 US313385QB50 U.S. Government Agency Debt Y N/A N/A 2017-12-04 2017-12-04 2017-12-04 N N N 0.0105 124161858.00 124161858.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QC3 US313385QC34 U.S. Government Agency Debt Y N/A N/A 2017-12-05 2017-12-05 2017-12-05 N N N 0.0105 65818896.00 65818896.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QD1 US313385QD17 U.S. Government Agency Debt Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N N N 0.0105 26925129.00 26925129.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QE9 US313385QE99 U.S. Government Agency Debt Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N N N 0.0105 53848692.00 53848692.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QF6 US313385QF64 U.S. Government Agency Debt Y N/A N/A 2017-12-08 2017-12-08 2017-12-08 N N N 0.0105 134617815.00 134617815.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QJ8 US313385QJ86 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2017-12-11 2017-12-11 N N N 0.0105 26921214.00 26921214.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QK5 US313385QK59 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2017-12-12 2017-12-12 N N N 0.0105 26920431.00 26920431.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QL3 US313385QL33 U.S. Government Agency Debt Y N/A N/A 2017-12-13 2017-12-13 2017-12-13 N N N 0.0105 653050720.00 653050720.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QM1 US313385QM16 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0105 297104808.00 297104808.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QN9 US313385QN98 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0105 389814097.00 389814097.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QR0 US313385QR03 U.S. Government Agency Debt Y N/A N/A 2017-12-18 2017-12-18 2017-12-18 N N N 0.0105 306540600.00 306540600.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QT6 US313385QT68 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2017-12-20 2017-12-20 N N N 0.0105 38876058.00 38876058.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QU3 US313385QU32 U.S. Government Agency Debt Y N/A N/A 2017-12-21 2017-12-21 2017-12-21 N N N 0.0105 19437463.50 19437463.50 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385QV1 US313385QV15 U.S. Government Agency Debt Y N/A N/A 2017-12-22 2017-12-22 2017-12-22 N N N 0.0105 76750828.00 76750828.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDM5 US3130ABDM52 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-11-01 2017-11-01 N N N 0.0107 292990070.23 292990070.23 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABCU8 US3130ABCU87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2018-02-01 2018-02-01 N N N 0.0109 47994690.24 47994690.24 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABBC9 US3130ABBC98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2018-02-02 2018-02-02 N N N 0.0109 98988922.89 98988922.89 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABBF2 US3130ABBF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2018-02-02 2018-02-02 N N N 0.0109 98988922.89 98988922.89 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABCJ3 US3130ABCJ33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2018-02-02 2018-02-02 N N N 0.0109 195973941.80 195973941.80 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDJ2 US3130ABDJ24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2017-11-02 2017-11-02 N N N 0.0107 272990532.36 272990532.36 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDF0 US3130ABDF02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-03 2017-11-03 2017-11-03 N N N 0.0107 194993085.30 194993085.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB4K9 US3130AB4K99 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2018-01-05 2018-01-05 N N N 0.0108 39996824.40 39996824.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDL7 US3130ABDL79 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2017-11-03 2017-11-03 N N N 0.0107 194993087.25 194993087.25 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB5W2 US3130AB5W29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-01-11 2018-01-11 N N N 0.0108 98991489.96 98991489.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABES1 US3130ABES14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2017-11-10 2017-11-10 N N N 0.0107 137995662.66 137995662.66 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB5R3 US3130AB5R34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-01-11 2018-01-11 N N N 0.0108 118989770.76 118989770.76 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB5U6 US3130AB5U62 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-01-11 2018-01-11 N N N 0.0108 98991489.96 98991489.96 0.0007 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 0.0102 160029948.80 160029948.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB5X0 US3130AB5X02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-01-12 2018-01-12 N N N 0.0108 98991382.05 98991382.05 0.0007 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 0.0102 160029948.80 160029948.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABSS6 US3130ABSS67 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-13 2017-11-13 2017-11-13 N N N 0.0108 96996008.45 96996008.45 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABSR8 US3130ABSR84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-13 2017-11-13 2017-11-13 N N N 0.0108 96996008.45 96996008.45 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABEZ5 US3130ABEZ56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-11-15 2017-11-15 N N N 0.0107 194993270.55 194993270.55 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABEQ5 US3130ABEQ57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-11-15 2017-11-15 N N N 0.0107 390986506.59 390986506.59 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB6S0 US3130AB6S08 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-18 2018-01-18 2018-01-18 N N N 0.0108 172983757.03 172983757.03 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB6R2 US3130AB6R25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-18 2018-01-16 2018-01-16 N N N 0.0108 118989017.49 118989017.49 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB6T8 US3130AB6T80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-01-19 2018-01-19 N N N 0.0108 254975772.45 254975772.45 0.0019 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 0.0105 115001114.35 115001114.35 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AAZD3 US3130AAZD33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2017-10-20 2017-10-20 N N N 0.0107 197994994.56 197994994.56 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABAQ9 US3130ABAQ93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-01-25 2018-01-25 N N N 0.0107 197992083.96 197992083.96 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABAP1 US3130ABAP11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-01-25 2018-01-25 N N N 0.0105 198007884.36 198007884.36 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABBD7 US3130ABBD71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-26 2018-01-26 2018-01-26 N N N 0.0109 297969228.52 297969228.52 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABB70 US3130ABB706 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-26 2018-01-26 2018-01-26 N N N 0.0109 158983581.66 158983581.66 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABB54 US3130ABB540 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-26 2018-01-26 2018-01-26 N N N 0.0109 39995869.60 39995869.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABDR4 US3130ABDR40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2018-02-05 2018-02-05 N N N 0.0109 136990094.90 136990094.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABDQ6 US3130ABDQ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2018-02-05 2018-02-05 N N N 0.0109 96992986.90 96992986.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABDP8 US3130ABDP83 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2018-02-05 2018-02-05 N N N 0.0109 584957704.50 584957704.50 0.0044 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 2017-09-08 2018-01-08 2018-01-08 N N N 0.0109 594968542.35 594968542.35 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABDA1 US3130ABDA15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2018-05-08 2018-05-08 N N N 0.0110 56990898.81 56990898.81 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABRZ1 US3130ABRZ10 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-10 2017-11-10 2017-11-10 N N N 0.0108 272992020.21 272992020.21 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AB5Y8 US3130AB5Y84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-05-11 2018-05-11 N N N 0.0110 315948112.80 315948112.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABF27 US3130ABF277 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-02-12 2018-02-12 N N N 0.0109 194988847.95 194988847.95 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABEP7 US3130ABEP74 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-02-12 2018-02-12 N N N 0.0109 390977638.71 390977638.71 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABEW2 US3130ABEW26 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-02-12 2018-02-12 N N N 0.0109 155991078.36 155991078.36 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABRM0 US3130ABRM07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-12-15 2017-12-15 N N N 0.0108 38997746.97 38997746.97 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABF68 US3130ABF681 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2018-02-15 2018-02-15 N N N 0.0108 97994121.96 97994121.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABRE8 US3130ABRE80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-12-15 2017-12-15 N N N 0.0108 291983131.16 291983131.16 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AC5S9 US3130AC5S98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-16 2018-01-16 2018-01-16 N N N 0.0109 94993425.05 94993425.05 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABTJ5 US3130ABTJ59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-17 2018-01-17 2018-01-17 N N N 0.0108 76997391.24 76997391.24 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABV37 US3130ABV373 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-21 2018-01-19 2018-01-19 N N N 0.0109 57995279.38 57995279.38 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABA71 US3130ABA716 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-24 2018-04-24 2018-04-24 N N N 0.0110 247953219.76 247953219.76 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACC93 US3130ACC934 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-01-25 2018-01-25 N N N 0.0109 95993821.44 95993821.44 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACD76 US3130ACD767 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2018-01-29 2018-01-29 N N N 0.0109 190979543.90 190979543.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACD43 US3130ACD437 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2018-02-28 2018-02-28 N N N 0.0107 190999996.18 190999996.18 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABBE5 US3130ABBE54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-30 2018-01-30 2018-01-30 N N N 0.0109 98989295.13 98989295.13 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABQS8 US3130ABQS85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-30 2017-10-30 2017-10-30 N N N 0.0104 196008016.40 196008016.40 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABQM1 US3130ABQM16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-30 2017-10-30 2017-10-30 N N N 0.0108 742981766.78 742981766.78 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACD68 US3130ACD684 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2018-03-01 2018-03-01 N N N 0.0109 95994744.96 95994744.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABYD2 US3130ABYD25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2018-02-01 2018-02-01 N N N 0.0110 99990240.00 99990240.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABYA8 US3130ABYA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2018-01-02 2018-01-02 N N N 0.0109 99995489.00 99995489.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABY83 US3130ABY831 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2018-01-02 2018-01-02 N N N 0.0109 99995489.00 99995489.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABZ82 US3130ABZ820 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2018-01-02 2018-01-02 N N N 0.0110 202983979.24 202983979.24 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABYB6 US3130ABYB68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2018-01-02 2018-01-02 N N N 0.0109 99995489.00 99995489.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABZ90 US3130ABZ903 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-03 2018-01-03 2018-01-03 N N N 0.0110 405967694.58 405967694.58 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABYP5 US3130ABYP54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-03 2018-01-03 2018-01-03 N N N 0.0109 99993747.00 99993747.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABYN0 US3130ABYN07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-03 2018-01-03 2018-01-03 N N N 0.0109 99993747.00 99993747.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABZA7 US3130ABZA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-04 2018-01-04 2018-01-04 N N N 0.0110 202983715.34 202983715.34 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABYQ3 US3130ABYQ38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2018-01-05 2018-01-05 N N N 0.0109 199987390.00 199987390.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABRL2 US3130ABRL24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2018-01-05 2018-01-05 N N N 0.0110 193983325.70 193983325.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABJV9 US3130ABJV97 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-06 2017-11-06 2017-11-06 N N N 0.0107 197001536.60 197001536.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABJZ0 US3130ABJZ02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-06 2017-10-06 2017-10-06 N N N 0.0107 197001560.24 197001560.24 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABJY3 US3130ABJY37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-06 2017-10-06 2017-10-06 N N N 0.0107 386003057.12 386003057.12 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABK39 US3130ABK392 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-06 2017-10-06 2017-10-06 N N N 0.0107 98000776.16 98000776.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABK21 US3130ABK210 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-06 2017-10-06 2017-10-06 N N N 0.0107 98000776.16 98000776.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABZH2 US3130ABZH20 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-07 2018-02-07 2018-02-07 N N N 0.0109 399975012.00 399975012.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABRN8 US3130ABRN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-10 2018-01-10 2018-01-10 N N N 0.0110 388964923.87 388964923.87 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABF50 US3130ABF509 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-05-11 2018-05-11 N N N 0.0110 136986978.15 136986978.15 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AC5P5 US3130AC5P59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2018-02-14 2018-02-14 N N N 0.0110 94989984.15 94989984.15 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AC5G5 US3130AC5G50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2018-02-14 2018-02-14 N N N 0.0110 152985402.27 152985402.27 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABLE4 US3130ABLE45 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-12-15 2017-12-15 N N N 0.0108 77999882.22 77999882.22 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFT8 US3130ABFT87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2018-03-15 2018-03-15 N N N 0.0109 96993917.13 96993917.13 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFU5 US3130ABFU50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2018-03-15 2018-03-15 N N N 0.0109 96993917.13 96993917.13 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFQ4 US3130ABFQ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2018-03-15 2018-03-15 N N N 0.0109 193987834.26 193987834.26 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABET9 US3130ABET96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2018-05-15 2018-05-15 N N N 0.0110 194980486.35 194980486.35 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABEY8 US3130ABEY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2018-05-15 2018-05-15 N N N 0.0110 97990193.14 97990193.14 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AC5N0 US3130AC5N02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-16 2018-02-16 2018-02-16 N N N 0.0110 190981430.98 190981430.98 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFS0 US3130ABFS05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-16 2018-03-16 2018-03-16 N N N 0.0109 96993885.12 96993885.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AC5W0 US3130AC5W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-16 2018-02-16 2018-02-16 N N N 0.0110 96991068.24 96991068.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AC5Y6 US3130AC5Y66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-16 2018-02-16 2018-02-16 N N N 0.0109 76995664.13 76995664.13 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AC6C3 US3130AC6C38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-16 2018-02-16 2018-02-16 N N N 0.0109 76995664.13 76995664.13 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABT71 US3130ABT716 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-17 2018-04-17 2018-04-17 N N N 0.0110 87988624.24 87988624.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFW1 US3130ABFW17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-17 2018-04-17 2018-04-17 N N N 0.0109 96993436.98 96993436.98 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABT55 US3130ABT559 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-18 2018-04-17 2018-04-17 N N N 0.0110 69990951.10 69990951.10 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFM3 US3130ABFM35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-18 2018-03-16 2018-03-16 N N N 0.0109 775951080.96 775951080.96 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABU87 US3130ABU870 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-03-19 2018-03-19 N N N 0.0110 533934921.42 533934921.42 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABUY0 US3130ABUY08 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2018-03-20 2018-03-20 N N N 0.0110 272968228.26 272968228.26 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBE3 US3130ACBE38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2018-01-22 2018-01-22 N N N 0.0109 95994364.80 95994364.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBM5 US3130ACBM53 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-23 2018-01-23 2018-01-23 N N N 0.0109 95992382.40 95992382.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBJ2 US3130ACBJ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-23 2018-01-23 2018-01-23 N N N 0.0109 190984844.15 190984844.15 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBR4 US3130ACBR41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-23 2018-02-23 2018-02-23 N N N 0.0119 95951709.12 95951709.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBL7 US3130ACBL70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-23 2018-02-23 2018-02-23 N N N 0.0110 190981163.58 190981163.58 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBZ6 US3130ACBZ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-24 2018-01-24 2018-01-24 N N N 0.0110 95992329.60 95992329.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABWH5 US3130ABWH56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-24 2018-01-24 2018-01-24 N N N 0.0110 59994675.00 59994675.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABUF1 US3130ABUF19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-03-23 2018-03-23 N N N 0.0111 535937336.24 535937336.24 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABW28 US3130ABW280 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-01-25 2018-01-25 N N N 0.0110 39996450.80 39996450.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBA1 US3130ACBA16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-01-25 2018-01-25 N N N 0.0109 267983938.76 267983938.76 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABY91 US3130ABY914 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2017-12-29 2017-12-29 N N N 0.0109 299986905.00 299986905.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABQN9 US3130ABQN98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-30 2017-11-30 2017-11-30 N N N 0.0109 749975745.00 749975745.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABHT6 US3130ABHT69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-02 2018-07-02 2018-07-02 N N N 0.0111 57992671.12 57992671.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AB2P0 US3130AB2P05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-03 2018-05-03 2018-05-03 N N N 0.0110 197983108.62 197983108.62 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AB2L9 US3130AB2L90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-03 2018-05-03 2018-05-03 N N N 0.0110 394966302.55 394966302.55 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABHS8 US3130ABHS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-03 2018-07-03 2018-07-03 N N N 0.0111 135982616.48 135982616.48 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABEX0 US3130ABEX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-10 2018-05-10 2018-05-10 N N N 0.0110 194981707.05 194981707.05 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABKV7 US3130ABKV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-06-12 2018-06-12 N N N 0.0110 28998262.03 28998262.03 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABHX7 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-07-12 2018-07-12 N N N 0.0111 232967086.42 232967086.42 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABMK9 US3130ABMK95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-01-19 2018-01-19 N N N 0.0108 1350000783.00 1350000783.00 0.0101 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABLR5 US3130ABLR57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-04-19 2018-04-19 N N N 0.0110 195992565.72 195992565.72 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABUL8 US3130ABUL86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-04-19 2018-04-19 N N N 0.0110 132985541.57 132985541.57 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABU95 US3130ABU953 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-04-19 2018-04-19 N N N 0.0110 132986472.57 132986472.57 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABUK0 US3130ABUK04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-04-19 2018-04-19 N N N 0.0110 132985541.57 132985541.57 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABMJ2 US3130ABMJ23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2018-01-22 2018-01-22 N N N 0.0109 188999831.79 188999831.79 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABFP6 US3130ABFP65 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-23 2018-03-23 2018-03-23 N N N 0.0110 193986398.66 193986398.66 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABGV2 US3130ABGV25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-05-25 2018-05-25 N N N 0.0110 42996709.64 42996709.64 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABFN1 US3130ABFN18 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2018-03-23 2018-03-23 N N N 0.0110 183987099.76 183987099.76 0.0014 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 0.0108 196004700.08 196004700.08 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AB2M7 US3130AB2M73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2018-04-27 2018-04-27 N N N 0.0110 195984643.40 195984643.40 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AB2N5 US3130AB2N56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2018-04-27 2018-04-27 N N N 0.0110 59995299.00 59995299.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABNA0 US3130ABNA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2018-06-27 2018-06-27 N N N 0.0111 194976754.05 194976754.05 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABP42 US3130ABP425 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2018-06-28 2018-06-28 N N N 0.0111 97988176.30 97988176.30 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABNB8 US3130ABNB87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2018-06-28 2018-06-28 N N N 0.0111 155981178.60 155981178.60 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ACBB9 US3130ACBB98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2018-02-28 2018-02-28 N N N 0.0111 133986839.86 133986839.86 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABYC4 US3130ABYC42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-30 2018-01-30 2018-01-30 N N N 0.0110 279978815.20 279978815.20 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABQL3 US3130ABQL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-07 2018-07-06 2018-07-06 N N N 0.0112 217954054.32 217954054.32 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABKN5 US3130ABKN52 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-09 2018-07-09 2018-07-09 N N N 0.0110 97994940.26 97994940.26 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4A9 US3130AC4A99 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-10 2018-05-10 2018-05-10 N N N 0.0112 56991707.64 56991707.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABRW8 US3130ABRW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-10 2018-08-10 2018-08-10 N N N 0.0111 272974332.54 272974332.54 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABSF4 US3130ABSF47 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-07-11 2018-07-11 N N N 0.0112 58989886.22 58989886.22 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4K7 US3130AC4K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-05-11 2018-05-11 N N N 0.0112 56991674.58 56991674.58 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4L5 US3130AC4L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-05-11 2018-05-11 N N N 0.0112 56992111.77 56992111.77 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABSD9 US3130ABSD98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-07-12 2018-07-12 N N N 0.0112 98982976.95 98982976.95 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABKH8 US3130ABKH84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-07-12 2018-07-12 N N N 0.0111 96994633.96 96994633.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABKW5 US3130ABKW51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-13 2018-07-13 2018-07-13 N N N 0.0111 97994454.18 97994454.18 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABKX3 US3130ABKX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-13 2018-07-13 2018-07-13 N N N 0.0111 97994454.18 97994454.18 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABSY3 US3130ABSY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-13 2018-07-13 2018-07-13 N N N 0.0113 58981908.83 58981908.83 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4N1 US3130AC4N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2018-05-14 2018-05-14 N N N 0.0112 56991574.26 56991574.26 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4D3 US3130AC4D39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2018-05-14 2018-05-14 N N N 0.0112 248963192.82 248963192.82 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4B7 US3130AC4B72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2018-05-14 2018-05-14 N N N 0.0112 190973248.54 190973248.54 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4H4 US3130AC4H43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2018-06-14 2018-06-14 N N N 0.0112 95986223.04 95986223.04 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130AC4J0 US3130AC4J09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2018-05-14 2018-05-14 N N N 0.0112 56991574.26 56991574.26 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABT48 US3130ABT484 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-17 2018-08-17 2018-08-17 N N N 0.0112 196961161.45 196961161.45 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABT63 US3130ABT633 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-17 2018-08-17 2018-08-17 N N N 0.0113 97971817.16 97971817.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABN28 US3130ABN289 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2018-06-22 2018-06-22 N N N 0.0111 156982373.61 156982373.61 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABNC6 US3130ABNC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-23 2018-07-23 2018-07-23 N N N 0.0111 194977785.60 194977785.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABPC4 US3130ABPC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2018-07-27 2018-07-27 N N N 0.0113 389908135.50 389908135.50 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABPQ3 US3130ABPQ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2018-06-28 2018-06-28 N N N 0.0111 390951832.71 390951832.71 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABU38 US3130ABU383 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2018-08-20 2018-08-20 N N N 0.0112 266955661.98 266955661.98 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AAYE2 US3130AAYE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2018-04-20 2018-04-20 N N N 0.0110 97008518.54 97008518.54 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AAYA0 US3130AAYA03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2018-04-20 2018-04-20 N N N 0.0110 97008518.54 97008518.54 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABU20 US3130ABU201 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2018-08-20 2018-08-20 N N N 0.0112 319946860.80 319946860.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AAYD4 US3130AAYD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2018-04-20 2018-04-20 N N N 0.0110 234020549.88 234020549.88 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABXN1 US3130ABXN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2018-07-27 2018-07-27 N N N 0.0113 100985341.87 100985341.87 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABXP6 US3130ABXP63 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2018-07-27 2018-07-27 N N N 0.0113 100985341.87 100985341.87 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABW44 US3130ABW447 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-01-25 2018-01-25 N N N 0.0113 100991396.82 100991396.82 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABWC6 US3130ABWC69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0113 100989761.63 100989761.63 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABVS2 US3130ABVS21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0113 201983122.90 201983122.90 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABWD4 US3130ABWD43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0113 301969386.26 301969386.26 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABVV5 US3130ABVV59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0113 100991338.24 100991338.24 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABPL4 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2018-10-01 2018-10-01 N N N 0.0113 97984179.86 97984179.86 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABPK6 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2018-10-01 2018-10-01 N N N 0.0113 97984179.86 97984179.86 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABSH0 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2018-10-11 2018-10-11 N N N 0.0114 23994760.08 23994760.08 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABSW7 US3130ABSW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-10-12 2018-10-12 N N N 0.0114 15996459.04 15996459.04 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABTN6 US3130ABTN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2018-10-12 2018-10-12 N N N 0.0115 391869863.84 391869863.84 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABUA2 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-10-19 2018-10-19 N N N 0.0114 132966727.39 132966727.39 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABTY2 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-19 2018-10-19 2018-10-19 N N N 0.0113 266963252.79 266963252.79 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABXT8 US3130ABXT85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2018-08-28 2018-08-28 N N N 0.0114 200958165.87 200958165.87 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABNL6 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2018-12-27 2018-12-27 N N N 0.0116 48983788.84 48983788.84 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130A97H8 US3130A97H85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2017-11-27 2017-11-27 N N N 0.0110 167010232.09 167010232.09 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130AACC0 US3130AACC07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0114 293000000.00 293000000.00 0.0022 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130AACY2 US3130AACY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2017-09-05 2017-09-05 N N N 0.0108 97000713.92 97000713.92 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130A94W8 US3130A94W89 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0110 174014109.66 174014109.66 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130A94D0 US3130A94D09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0110 123009974.07 123009974.07 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130A94X6 US3130A94X62 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0110 50004054.50 50004054.50 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130A95M9 US3130A95M98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0110 248020110.32 248020110.32 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ABUJ3 US3130ABUJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-18 2019-01-18 2019-01-18 N N N 0.0117 267933519.92 267933519.92 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ABUE4 US3130ABUE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-22 2019-01-22 2019-01-22 N N N 0.0117 534867641.00 534867641.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130A8YX5 US3130A8YX51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-08 2017-11-08 2017-11-08 N N N 0.0111 309023959.86 309023959.86 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130A9CE9 US3130A9CE91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-23 2018-02-23 2018-02-23 N N N 0.0111 118024011.82 118024011.82 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130A97K1 US3130A97K15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-26 2018-02-26 2018-02-26 N N N 0.0112 200038100.00 200038100.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130A97E5 US3130A97E54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-26 2018-02-26 2018-02-26 N N N 0.0115 233011575.44 233011575.44 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130AAC30 US3130AAC300 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-01 2017-12-01 2017-12-01 N N N 0.0108 195045624.15 195045624.15 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130AAC97 US3130AAC979 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2017-12-05 2017-12-05 N N N 0.0108 195046115.55 195046115.55 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130AABP2 US3130AABP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2017-11-28 2017-11-28 N N N 0.0108 98023428.86 98023428.86 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0104 1216065585.30 1216065585.30 0.0091 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.23% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2017-10-25 2017-10-25 N N N 0.0107 156037881.48 156037881.48 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.23% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0109 382089838.76 382089838.76 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.23% 3130A7XA8 US3130A7XA84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0109 250058795.00 250058795.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 3130A8N58 US3130A8N580 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0108 120016375.20 120016375.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 3130A7VF9 US3130A7VF99 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2017-10-25 2017-10-25 N N N 0.0107 21380343.75 21380343.75 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2017-10-27 2017-10-27 N N N 0.0110 16003408.00 16003408.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130AA5K0 US3130AA5K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-17 2018-05-17 2018-05-17 N N N 0.0110 40044039.60 40044039.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2017-10-27 2017-10-27 N N N 0.0110 51011654.01 51011654.01 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2017-10-27 2017-10-27 N N N 0.0110 173039532.23 173039532.23 0.0013 N N N N Freddie Mac Freddie Mac, 1.2% 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 0.0105 628286782.48 628286782.48 0.0047 N N N N Freddie Mac Freddie Mac, 1.27% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-01-12 2018-01-12 N N N 0.0107 642973361.88 642973361.88 0.0048 N N N N Barclays Capital, Inc. Barclays Capital, Inc., 1.08% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-15 2027-08-15 0 - 4.25 708685000.00 713001431.08 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 699000000.00 699000000.00 0.0052 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.07% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 97115000.00 92382134.23 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-12-01 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 90000000.00 90000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.03% 3Y4U8VZURTYWI1W2K376 CAF331000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-31 2018-01-31 0.875 - 0.875 147955000.00 148016428.61 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0103 144000000.00 144000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.04% 3Y4U8VZURTYWI1W2K376 BJH907000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2026-11-15 2 - 2.125 186410000.00 187700913.08 U.S. Treasuries (including strips) Y N/A N/A 2017-09-05 2017-09-05 2017-09-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 5 N N/A N/A N N 0.0103 181000000.00 181000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.04% 3Y4U8VZURTYWI1W2K376 CAG634000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-15 2047-02-15 0 - 3.875 204638400.00 192795360.00 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 187000000.00 187000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.05% 3Y4U8VZURTYWI1W2K376 CAG268000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2044-08-15 1.125 - 3.125 188275000.00 192638580.80 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 186000000.00 186000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.06% 3Y4U8VZURTYWI1W2K376 CBE323000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-15 2040-08-15 2.75 - 4.25 161500000.00 186965739.94 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-11-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 181000000.00 181000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.06% 3Y4U8VZURTYWI1W2K376 CBA289000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-30 2018-06-30 1.375 - 1.375 188020000.00 189126150.23 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-31 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 183000000.00 183000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.06% 3Y4U8VZURTYWI1W2K376 BJH911000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-02-15 2045-08-15 2.875 - 3.125 181855000.00 194403720.46 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 187000000.00 187000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.06% 3Y4U8VZURTYWI1W2K376 CAG687000 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 178525000.00 190556032.55 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 184000000.00 184000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.06% 3Y4U8VZURTYWI1W2K376 CBC298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-28 2045-11-15 0 - 3.75 182236300.00 184860557.60 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-11-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 181000000.00 181000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.06% 3Y4U8VZURTYWI1W2K376 CBB664000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2047-08-15 1.125 - 3.75 277512000.00 277765059.90 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 272000000.00 272000000.00 0.0020 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.06% 3Y4U8VZURTYWI1W2K376 CAB072000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-30 2047-08-15 0.625 - 3.875 190301400.00 190417986.15 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 186000000.00 186000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.07% 3Y4U8VZURTYWI1W2K376 CAG962000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2022-02-15 2 - 2 185910000.00 188855024.54 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 184000000.00 184000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.07% 3Y4U8VZURTYWI1W2K376 CAH312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-28 2046-11-15 0 - 3.875 92017200.00 94044904.85 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 92000000.00 92000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.07% 3Y4U8VZURTYWI1W2K376 CAH877000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2024-05-15 1.625 - 2.75 183500000.00 190265189.62 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 184000000.00 184000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.07% 3Y4U8VZURTYWI1W2K376 CAH314000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-30 2044-11-15 0.625 - 3.875 93150600.00 93944870.93 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-26 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 92000000.00 92000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.07% 3Y4U8VZURTYWI1W2K376 CAG911000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2021-08-15 1.375 - 2.125 187910000.00 188824974.51 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 184000000.00 184000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.08% 3Y4U8VZURTYWI1W2K376 CBA689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-28 2047-08-15 0 - 3.75 108228100.00 112858757.83 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-11-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 110000000.00 110000000.00 0.0008 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1% R0MUWSFPU8MPRO8K5P83 BID329000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2046-02-15 1.25 - 6.125 274038700.00 276641466.79 U.S. Treasuries (including strips) Y N/A N/A 2017-09-05 2017-09-05 2017-09-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0100 270000000.00 270000000.00 0.0020 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1% R0MUWSFPU8MPRO8K5P83 BIA185000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-08 2046-08-15 0 - 3.75 409334000.00 413624211.83 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0100 404000000.00 404000000.00 0.0030 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 2018-01-04 2046-05-15 0 - 3 359579800.00 367068652.04 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0103 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 2017-09-14 2045-02-15 0 - 7.625 734603500.00 734409539.06 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 716000000.00 716000000.00 0.0053 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.05% R0MUWSFPU8MPRO8K5P83 CBI819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2031-02-15 0 - 8.125 706006700.00 717080928.28 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 703000000.00 703000000.00 0.0052 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 2017-10-26 2046-02-15 0 - 4.75 716592100.00 735528299.38 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 718000000.00 718000000.00 0.0054 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 2019-04-30 2045-02-15 1.143 - 3.625 537448200.00 558306338.05 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 544000000.00 544000000.00 0.0041 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.08% R0MUWSFPU8MPRO8K5P83 CAC922000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2046-02-15 0 - 9.125 178659700.00 189986419.40 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 186000000.00 186000000.00 0.0014 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.08% R0MUWSFPU8MPRO8K5P83 CBB523000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-08 2046-11-15 0 - 8.75 364319600.00 370499505.92 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-11-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 362000000.00 362000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.08% R0MUWSFPU8MPRO8K5P83 CBB134000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2045-08-15 0 - 6.125 368266800.00 376869547.27 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-11-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 368000000.00 368000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.08% R0MUWSFPU8MPRO8K5P83 CBC335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2046-05-15 1.5 - 8.75 733123100.00 745882145.44 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-11-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 726000000.00 726000000.00 0.0054 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CBI691000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2046-11-15 1.75 - 6.5 390090300.00 410313667.54 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-11-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 399000000.00 399000000.00 0.0030 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CBJ085000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-15 2046-02-15 0.875 - 8.125 340847900.00 369124488.93 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 361000000.00 361000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CBH603000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-31 2045-08-15 2 - 6.375 306876800.00 369318323.54 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-11-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 362000000.00 362000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.1% R0MUWSFPU8MPRO8K5P83 CBD099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2046-08-15 0 - 5.375 366556900.00 368253369.46 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 360000000.00 360000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.1% R0MUWSFPU8MPRO8K5P83 CBC806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2046-08-15 0 - 5.375 1047036800.00 1111184072.25 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-12-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 1086000000.00 1086000000.00 0.0081 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.1% R0MUWSFPU8MPRO8K5P83 CAC924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2046-02-15 1.625 - 8.75 187004700.00 189980946.42 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-11-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 186000000.00 186000000.00 0.0014 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.11% R0MUWSFPU8MPRO8K5P83 CBH937000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-25 2046-11-15 0 - 8.875 182370900.00 184831940.56 U.S. Treasuries (including strips) Y N/A N/A 2017-11-28 2017-11-28 2017-11-28 N N N 0.0113 180989194.30 180989194.30 0.0014 N N N Y 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 2021-08-15 2046-02-15 1.375 - 6.25 189488400.00 190109628.10 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 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., 1.12% R0MUWSFPU8MPRO8K5P83 CAG621000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-04-30 2046-02-15 1.143 - 2.5 182279800.00 187901943.69 U.S. Treasuries (including strips) Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0112 183997387.20 183997387.20 0.0014 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 1.12% R0MUWSFPU8MPRO8K5P83 CAG190000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2046-02-15 0 - 8.75 189804700.00 190152545.71 U.S. Treasuries (including strips) Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0112 185997303.00 185997303.00 0.0014 N N N Y 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 2017-09-14 2042-08-15 0 - 8 181936200.00 191346571.47 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 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 BNP Paribas, S.A. BNP Paribas, S.A., 1.14% R0MUWSFPU8MPRO8K5P83 BJH591000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2046-08-15 1.375 - 5 372994200.00 383431599.67 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-11-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0114 374000000.00 374000000.00 0.0028 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.09% 549300IMBXQ8SGH3HJ31 CBI598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2021-05-31 1.375 - 1.375 264695000.00 264191449.68 U.S. Treasuries (including strips) Y N/A N/A 2017-09-06 2017-09-06 2017-09-06 N N N 0.0111 258998834.50 258998834.50 0.0019 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.11% 549300IMBXQ8SGH3HJ31 CBJ000000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-31 2047-08-15 0.75 - 7.5 1410044000.00 1488356662.12 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0111 1457000000.00 1457000000.00 0.0109 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.11% 549300IMBXQ8SGH3HJ31 CBJ002000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2024-04-30 1.375 - 3.625 436115000.00 442682192.83 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0111 434000000.00 434000000.00 0.0032 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.14% 549300IMBXQ8SGH3HJ31 CBI993000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2022-02-28 1.375 - 1.875 526290000.00 528361779.05 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-07 N N N 0.0111 518002020.20 518002020.20 0.0039 N N Y N Credit AG Credit AG, 1.04% 1VUV7VQFKUOQSJ21A208 CBH597000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2018-08-31 1.5 - 1.5 179136500.00 179556395.96 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0105 175999929.60 175999929.60 0.0013 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.09% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2022-02-28 1.125 - 2.875 519110800.00 525315964.40 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0109 515000000.00 515000000.00 0.0038 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.1% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-07-31 2047-08-15 0.75 - 2.75 790737600.00 794897105.94 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-07 N N N 0.0111 777996965.80 777996965.80 0.0058 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.04% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-08-15 2044-08-15 3.125 - 3.125 171322200.00 185421450.95 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0105 179999928.00 179999928.00 0.0013 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 1.15% H7FNTJ4851HG0EXQ1Z70 CAA902000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2026-02-15 1.5 - 6 559758600.00 734204872.47 U.S. Treasuries (including strips) Y N/A N/A 2017-09-12 2017-09-12 2017-09-12 N N N 0.0112 719005320.60 719005320.60 0.0054 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.16% H7FNTJ4851HG0EXQ1Z70 CBD135000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-30 2020-05-15 1.375 - 3.5 141427500.00 148966650.99 U.S. Treasuries (including strips) Y N/A N/A 2017-11-16 2017-11-16 2017-11-16 N N N 0.0118 144993881.00 144993881.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.16% H7FNTJ4851HG0EXQ1Z70 CBG519000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2021-12-31 2.125 - 2.125 181351900.00 186079077.74 U.S. Treasuries (including strips) Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0118 181991063.80 181991063.80 0.0014 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.16% H7FNTJ4851HG0EXQ1Z70 CBI742000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2021-05-31 1.5 - 3.75 177294800.00 185931921.25 U.S. Treasuries (including strips) Y N/A N/A 2017-11-29 2017-11-29 2017-11-29 N N N 0.0118 180989140.00 180989140.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.05% K5HU16E3LMSVCCJJJ255 CBE842000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-05 2046-05-15 0 - 9 88124500.00 90072582.46 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-18 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 88000000.00 88000000.00 0.0007 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.09% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-15 2025-05-15 2 - 2.125 348745000.00 353603794.86 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0109 345000000.00 345000000.00 0.0026 N Y 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 110836769.73 U.S. Treasuries (including strips) Y N/A N/A 2017-09-06 2017-09-06 2017-09-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0101 108000000.00 108000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.05% U7M81AY481YLIOR75625 CBI695000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 519130000.00 504370637.37 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 492000000.00 492000000.00 0.0037 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.07% U7M81AY481YLIOR75625 CBD501000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2045-05-15 1.625 - 3 522840000.00 535270951.78 U.S. Treasuries (including strips) Y N/A N/A 2017-09-05 2017-09-05 2017-09-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0106 523000000.00 523000000.00 0.0039 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.07% U7M81AY481YLIOR75625 CBD874000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2046-02-15 1.25 - 2.625 540510000.00 537989967.20 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 526000000.00 526000000.00 0.0039 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.09% U7M81AY481YLIOR75625 CBJ084000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-09-30 2018-09-30 1.375 - 1.375 111450000.00 112862071.50 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0109 109400000.00 109400000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.1% U7M81AY481YLIOR75625 CBH624000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2022-03-31 1.75 - 1.75 7139000.00 7258507.91 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 7000000.00 7000000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.1% U7M81AY481YLIOR75625 CBH620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2045-11-15 1.625 - 3 90423000.00 94072851.40 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 91000000.00 91000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.1% U7M81AY481YLIOR75625 CBG597000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2026-11-15 1.25 - 2 74863000.00 75264197.39 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-11-28 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 73000000.00 73000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.1% U7M81AY481YLIOR75625 CBH622000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-11-15 2046-11-15 2.875 - 2.875 35826000.00 37331802.60 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 36000000.00 36000000.00 0.0003 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.04% OXTKY6Q8X53C9ILVV871 CBI321000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2046-05-15 0 - 8.125 895306700.00 910012213.54 U.S. Treasuries (including strips) Y N/A N/A 2017-09-05 2017-09-05 2017-09-05 N N N 0.0106 889997063.00 889997063.00 0.0066 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.1% OXTKY6Q8X53C9ILVV871 CBJ038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-09 2041-08-15 0 - 9.125 2484995500.00 2641880731.91 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-07 N N N 0.0106 2590015022.00 2590015022.00 0.0193 N N Y N Norinchukin Bank Norinchukin Bank, 1.13% 5493007VSMFZCPV1NB83 CAG914000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2020-02-15 3.625 - 3.625 88965000.00 93949362.09 U.S. Treasuries (including strips) Y N/A N/A 2017-09-25 2017-09-25 2017-09-25 N N N 0.0115 91998380.80 91998380.80 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.16% 5493007VSMFZCPV1NB83 CBD142000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-31 2019-07-31 1.625 - 1.625 91225000.00 91852523.35 U.S. Treasuries (including strips) Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0117 89997363.00 89997363.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.16% 5493007VSMFZCPV1NB83 CBF385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-31 2019-07-31 1.625 - 1.625 91205000.00 91832385.77 U.S. Treasuries (including strips) Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0117 89997120.00 89997120.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.16% 5493007VSMFZCPV1NB83 CBG625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-31 2020-02-15 1.625 - 3.625 88505000.00 92844089.01 U.S. Treasuries (including strips) Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0117 90996487.40 90996487.40 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.16% 5493007VSMFZCPV1NB83 CBJ078000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-31 2019-07-31 1.625 - 1.625 91175000.00 91802179.41 U.S. Treasuries (including strips) Y N/A N/A 2017-11-21 2017-11-21 2017-11-21 N N N 0.0116 90000000.00 90000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.16% 5493007VSMFZCPV1NB83 CBI688000 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 176570000.00 184627958.74 U.S. Treasuries (including strips) Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0118 180991221.50 180991221.50 0.0014 N N N Y Norinchukin Bank Norinchukin Bank, 1.17% 5493007VSMFZCPV1NB83 CAH303000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2020-02-15 3.625 - 3.625 88970000.00 93954642.22 U.S. Treasuries (including strips) Y N/A N/A 2017-10-26 2017-10-26 2017-10-26 N N N 0.0117 91999806.80 91999806.80 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.2% 5493007VSMFZCPV1NB83 BJD311000 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 94865000.00 95061184.88 U.S. Treasuries (including strips) Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0116 93003106.20 93003106.20 0.0007 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.08% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-15 2047-05-15 1.125 - 7.625 41036800.00 45944308.06 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-11-01 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 45000000.00 45000000.00 0.0003 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 CAI951000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2045-05-15 1.75 - 3 173024800.00 183374388.98 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0103 178000000.00 178000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 CBA587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2024-02-28 1.75 - 2.125 179370100.00 181706934.26 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0103 178000000.00 178000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 CBB105000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2045-05-15 3 - 3 173462600.00 184503207.90 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0103 179000000.00 179000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.07% 549300QJJX6CVVUXLE15 CAF305000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2023-09-30 1.375 - 1.75 194308200.00 189962540.30 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 186000000.00 186000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.07% 549300QJJX6CVVUXLE15 CAG541000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2026-11-15 1.375 - 2 190114300.00 187897592.14 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 184000000.00 184000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.08% 549300QJJX6CVVUXLE15 CAG859000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2026-11-15 1.75 - 2 188672500.00 187893971.81 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 184000000.00 184000000.00 0.0014 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.04% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 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 0.625 - 9.125 368115500.00 386804228.26 U.S. Treasuries (including strips) U.S. TREASURY 2018-01-31 2019-01-31 0.592 - 0.646 9099300.00 9124476.22 U.S. Treasuries (including strips) Y N/A N/A 2017-09-06 2017-09-06 2017-09-06 N N N 0.0106 387998254.00 387998254.00 0.0029 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.07% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2045-05-15 0.625 - 7.125 363958100.00 387056908.79 U.S. Treasuries (including strips) U.S. TREASURY 2018-07-31 2018-07-31 0.494 - 0.494 9045000.00 9070721.61 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-07 N N N 0.0106 388000000.00 388000000.00 0.0029 N N Y N Societe Generale Societe Generale, 1.06% O2RNE8IBXP4R0TD8PU41 CAG864000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2046-08-15 0 - 8.5 699687800.00 746050733.99 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-25 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 728000000.00 728000000.00 0.0054 N N Y N Societe Generale Societe Generale, 1.06% O2RNE8IBXP4R0TD8PU41 CAA903000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2047-08-15 0.625 - 8.75 367920300.00 364665710.41 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-11 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 355000000.00 355000000.00 0.0026 N N Y N Societe Generale Societe Generale, 1.07% O2RNE8IBXP4R0TD8PU41 CBD118000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2045-02-15 0 - 5.375 340434700.00 353847627.47 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-09-14 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 345800000.00 345800000.00 0.0026 N N Y N Societe Generale Societe Generale, 1.09% O2RNE8IBXP4R0TD8PU41 CAB496000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-09 2047-05-15 0 - 6.875 365821100.00 375229363.54 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-11 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 366000000.00 366000000.00 0.0027 N N Y N Societe Generale Societe Generale, 1.09% O2RNE8IBXP4R0TD8PU41 BJH461000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-09 2046-11-15 0 - 9 363407600.00 376993237.42 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-06 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 368000000.00 368000000.00 0.0027 N N Y N Societe Generale Societe Generale, 1.09% O2RNE8IBXP4R0TD8PU41 BJH457000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-15 2047-05-15 0 - 9 354413700.00 376514275.55 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-05 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 368000000.00 368000000.00 0.0027 N N Y N Societe Generale Societe Generale, 1.1% O2RNE8IBXP4R0TD8PU41 CBE779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-26 2044-11-15 0 - 8.75 311666600.00 319762200.00 U.S. Treasuries (including strips) Y N/A N/A 2017-11-20 2017-11-20 2017-11-20 N N N 0.0113 312978590.80 312978590.80 0.0023 N N N Y Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.16% 5493006GGLR4BTEL8O61 CBH628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2024-05-15 2.5 - 2.5 37223000.00 39073463.75 U.S. Treasuries (including strips) Y N/A N/A 2017-09-07 2017-09-07 2017-10-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0115 38000000.00 38000000.00 0.0003 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 1.08%, dated 8/31/2017 due 09/01/2017 B4TYDEB6GKMZO031MB27 CBJ190000_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 1633615053.01 1555880586.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2044-10-25 2044-10-25 4 - 4 97530609.27 71111922.88 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 1579556552.27 1579556552.27 0.0118 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.08%, dated 8/31/2017 due 09/01/2017 L3I9ZG2KFGXZ61BMYR72 CBJ190000_04240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-09-14 2046-05-15 0 - 6.625 367219352.85 392574507.03 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 384117045.81 384117045.81 0.0029 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.08%, dated 8/31/2017 due 09/01/2017 R0MUWSFPU8MPRO8K5P83 CBJ190000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-09-14 2046-02-15 0 - 9.125 537003182.93 545406748.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-03-07 2039-04-01 0.875 - 7 26936963.16 2781263.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-06-20 2047-08-20 1.748 - 4.5 13028023.39 3849574.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2047-04-01 2.125 - 7.5 94763373.58 20442826.93 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 560976934.75 560976934.75 0.0042 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.1% R0MUWSFPU8MPRO8K5P83 CBH604000 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 2045-11-15 0 - 2.375 105984945.44 73723113.53 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2047-07-01 2.5 - 6.5 10095139.00 785492.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2047-06-20 1.761 - 4 18338441.00 17301045.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2046-10-01 0 - 7 17035786.00 11879406.96 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-09-07 2017-09-07 2017-11-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 101000000.00 101000000.00 0.0008 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.1% R0MUWSFPU8MPRO8K5P83 CBG014000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-09-15 2046-02-15 0 - 8.875 90211915.25 98170270.66 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2033-10-11 2036-09-01 2.988 - 4.125 981397.00 1019941.76 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2029-10-15 2047-06-20 3 - 7 1746074.00 1116524.50 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-10-04 2018-06-08 0.86 - 1.1 2000.00 2005.75 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-24 2047-04-01 0 - 3.5 2060326.00 2025927.29 Agency Debentures and Agency Strips Y N/A N/A 2017-09-07 2017-09-07 2017-11-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 100000000.00 100000000.00 0.0007 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.11% R0MUWSFPU8MPRO8K5P83 CBJ086000 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 - 2.5 319349376.22 323534568.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2042-10-01 3.5 - 3.5 12502656.00 8160012.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-07-20 2047-08-20 2.125 - 4.5 28806505.00 725113.11 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-02-01 2019-02-28 0.9 - 1.7 19000.00 19067.61 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2029-05-15 2047-09-01 1.294 - 6.5 70902516.00 76692442.18 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0111 401000000.00 401000000.00 0.0030 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.12% R0MUWSFPU8MPRO8K5P83 CBD159000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-01-11 2046-02-15 0 - 5.375 395739115.13 379033505.52 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2033-02-01 2033-02-01 3.33 - 3.33 60000.00 60309.75 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-05-20 2041-05-20 3.25 - 3.25 1595.00 33.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2047-06-01 1.5 - 6.25 1271537.00 541789.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-08-20 2047-06-20 2.125 - 4 6732695.00 3176055.83 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-02-01 2018-02-01 0.9 - 0.9 2000.00 2000.25 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-04-01 1.294 - 7.125 41524365.00 25930145.37 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0112 399000000.00 399000000.00 0.0030 N N 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 2017-11-15 2045-02-15 0 - 2.75 97180312.93 94072063.12 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2033-02-01 2033-02-01 3.33 - 3.33 191000.00 191986.04 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2038-11-20 2047-08-20 2.25 - 6.5 6781207.00 7562343.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-09-01 2046-01-01 4 - 6.08 3672860.00 3528615.09 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 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 1.08%, dated 8/31/2017 due 09/01/2017 VJW2DOOHGDT6PR0ZRO63 CBJ190000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-16 2025-02-15 0 - 2 68899510.65 68719089.15 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-01-19 2028-11-28 1.87 - 3.05 8879356.83 8897654.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-10-12 2018-10-12 0.875 - 0.875 1576403.74 1574077.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2017-10-25 2021-07-06 1.019 - 4.375 14287472.61 14323687.95 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-24 2019-10-24 1 - 1 13755699.08 13684444.56 Agency Debentures and Agency Strips Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 105093582.99 105093582.99 0.0008 N Y Y N Citibank NA Citibank NA, 1.04% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-09-14 2047-08-15 0 - 8 84303200.00 98447742.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-12-01 2024-12-01 5.5 - 5.5 3521.00 3351.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2018-08-07 2026-07-13 0.625 - 2.4 415000.00 412253.40 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2021-04-01 2041-07-01 3.5 - 6 2323314.00 577992.30 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-05 2017-09-05 2017-09-05 N N N 0.0106 96999679.90 96999679.90 0.0007 N N 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 2030-01-15 2030-01-15 8.625 - 8.625 1000.00 1644.88 Agency Debentures and Agency Strips US TREASURY 2017-09-14 2046-08-15 0 - 8 420689300.00 472284446.04 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-12-12 2025-03-28 2.19 - 2.62 3002000.00 3027455.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2018-11-01 2047-01-01 1.125 - 9 107049126.00 50738968.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-01-16 2025-07-18 1.125 - 2.25 350037.00 343984.28 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2027-06-20 2047-04-20 3 - 5 121353794.00 62458796.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-01-23 2047-04-01 1 - 6.5 37414505.00 8069232.73 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-05 2017-09-05 2017-09-05 N N N 0.0106 583998832.00 583998832.00 0.0044 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.08%, dated 8/31/2017 due 09/01/2017 E57ODZWZ7FF32TWEFA76 CBJ190000_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 2022-07-15 2030-04-15 0 - 0 3746.60 2725.13 Agency Debentures and Agency Strips US TREASURY 2017-09-14 2047-08-15 0 - 8.75 731433751.87 778908508.01 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-11-17 2026-04-13 2.47 - 2.64 16781040.99 16856191.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2019-11-15 2026-12-11 1.375 - 3 7125573.19 7149447.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-07-01 2046-07-01 0 - 7.5 2726643.79 919150.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-10-20 2047-07-15 2 - 8 39879533.69 18874155.02 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-03-09 2018-03-09 0.77 - 0.77 936.65 937.93 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-26 2047-06-01 0.875 - 6.5 14425189.27 11948360.32 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 813949800.22 813949800.22 0.0061 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.08%, dated 8/31/2017 due 09/01/2017 1VUV7VQFKUOQSJ21A208 CBJ190000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-06-30 2026-11-15 0.625 - 2.25 886701332.45 884925206.03 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 867547527.55 867547527.55 0.0065 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 1.08%, dated 8/31/2017 due 09/01/2017 1V8Y6QCX6YMJ2OELII46 CBJ190000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-09-15 2046-11-15 0.625 - 8.5 314118506.32 337307066.46 U.S. Treasuries (including strips) U.S. TREASURY 2017-10-31 2019-04-30 0.488 - 0.892 6016610.14 6032712.10 U.S. Treasuries (including strips) Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N Y Credit Suisse AG 1.0000 N/A N/A N 0.0108 335748249.71 335748249.71 0.0025 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.08%, dated 8/31/2017 due 09/01/2017 CYYGQCGNHMHPSMRL3R97 CBJ190000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-04-30 2046-05-15 1.875 - 3.125 55038561.88 56647474.28 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2047-08-01 2.5 - 8 947409083.08 479696090.49 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 525467914.93 525467914.93 0.0039 N Y 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 HOME LOAN MORTGAGE CORP 2026-08-01 2047-04-01 2.5 - 7 280419112.00 160561272.70 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 1 N N/A N/A N N 0.0104 157000000.00 157000000.00 0.0012 N Y Y N 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 NATIONAL MORTGAGE ASSOC 2042-03-01 2043-01-01 3.5 - 4 332657230.00 233751553.67 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-05 2017-10-05 2017-11-03 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0109 229000000.00 229000000.00 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 2024-12-01 2047-08-01 2.5 - 5.5 351256681.00 204107271.19 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-05 2017-10-05 2017-11-13 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0109 200000000.00 200000000.00 0.0015 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 2026-11-01 2045-08-01 3.5 - 4.5 182282054.00 123521875.71 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-05 2017-10-05 2017-11-02 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0108 121000000.00 121000000.00 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 2026-08-01 2047-02-01 3.5 - 4.5 305371806.00 121439589.12 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-05 2017-10-05 2017-11-14 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0109 119000000.00 119000000.00 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 NATIONAL MORTGAGE ASSOC 2031-01-01 2044-08-01 3.5 - 4 452481028.00 248077989.36 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-05 2017-10-05 2017-10-30 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0108 243000000.00 243000000.00 0.0018 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 2026-08-01 2047-04-01 2.5 - 7.5 191959053.00 91927450.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-03-01 2042-03-01 4 - 4 299570510.00 114287820.80 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-05 2017-10-05 2017-11-01 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0108 202000000.00 202000000.00 0.0015 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.08%, dated 8/31/2017 due 09/01/2017 ZBUT11V806EZRVTWT807 CBJ190000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-01-31 2047-08-15 0.75 - 8.875 206342906.19 213464457.83 U.S. Treasuries (including strips) U.S. TREASURY 2017-10-31 2018-04-30 0.488 - 0.51 1595440.44 1598626.07 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2047-08-01 3 - 6.5 1018401347.66 610615855.38 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 809220588.99 809220588.99 0.0060 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.06% 8NAV47T0Y26Q87Y0QP81 CBC775000 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 2047-06-20 2047-08-20 3.5 - 4 585215566.00 613399051.19 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-10-11 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0106 601000000.00 601000000.00 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 1.08%, dated 8/31/2017 due 09/01/2017 8NAV47T0Y26Q87Y0QP81 CBJ190000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-01-15 2041-11-15 0.875 - 3.125 192997276.31 197158945.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2047-09-01 2.5 - 4.5 97639913.47 55942314.61 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2047-03-25 2047-06-25 3.73 - 4.19 15816675.51 15084601.86 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2038-05-01 2043-08-01 1.827 - 3.381 86846138.97 23285759.32 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 285329077.81 285329077.81 0.0021 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 CBB792000 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 2024-08-01 2047-07-01 2.295 - 5.75 189060884.00 31842057.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-02-20 2047-08-20 2.375 - 4.5 13217348.00 11026912.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-03-01 2047-07-01 1.88 - 5.861 198694158.00 59200759.29 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-11 2017-10-11 2017-10-11 N N N 0.0103 100000600.00 100000600.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 CBE795000 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 2024-08-01 2047-09-01 2.164 - 4.5 484559302.00 164891778.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 15530250.00 15387937.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-10-01 2047-09-01 2.5 - 4 193294119.00 86051060.48 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-17 2017-10-17 2017-10-17 N N N 0.0105 261000861.30 261000861.30 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 CBH911000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2047-09-01 0.886 - 5 58121087.00 38908128.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-07-20 2047-07-20 3 - 5 6577012.00 6378910.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-01-01 2047-08-01 1.999 - 5.65 749996852.00 219944490.93 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-25 2017-10-25 2017-10-25 N N N 0.0107 259999922.00 259999922.00 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 CBH910000 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 2047-08-01 2.5 - 5.75 363718509.00 56496626.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-10-20 2047-01-20 2 - 6 115732431.00 45907613.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2048-08-01 1.897 - 5.5 473078790.00 122022438.49 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-27 2017-10-27 2017-10-27 N N N 0.0107 219999582.00 219999582.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.08% K5HU16E3LMSVCCJJJ255 CBB038000 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 2024-08-01 2047-08-01 2.159 - 5.083 366153371.00 59980221.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-11-20 2047-06-15 2 - 5 164484909.00 67965021.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2047-09-01 1.92 - 5.37 415947203.00 223197917.24 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0044 344005916.80 344005916.80 0.0026 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.08% K5HU16E3LMSVCCJJJ255 CBB496000 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 2032-04-01 2047-09-01 2.863 - 4 280485374.00 119617231.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-11-20 2047-08-20 2.125 - 6 56427888.00 34948379.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2047-07-01 1.953 - 5.15 476464120.00 132260755.95 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-10 2017-10-10 2017-10-10 N N N 0.0095 281004748.90 281004748.90 0.0021 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.08%, dated 8/31/2017 due 09/01/2017 7TK5RJIZDFROZCA6XF66 CBJ190000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-04-26 2024-08-31 0 - 1.875 185750691.82 184632374.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2047-08-01 2.32 - 8 332456739.92 127151757.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-09-20 2056-12-16 1.676 - 8.5 480169495.15 237059637.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2047-08-01 1.996 - 8.5 1185555188.62 282140153.64 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 812898864.39 812898864.39 0.0061 N Y Y N Natixis SA Natixis SA, 1.08% KX1WK48MPD4Y2NCUIZ63 CBJ080000 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 2026-02-15 1.25 - 6 184384900.00 188418122.54 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-02-20 2047-03-20 3.5 - 4.5 12001219.00 11507921.36 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 196000000.00 196000000.00 0.0015 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.05% OXTKY6Q8X53C9ILVV871 CBI276000 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 2017-10-01 2047-08-01 2.5 - 7.5 178381200.00 72756434.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-01-20 2060-12-20 3 - 5.5 782306951.00 803745171.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-04-01 2056-07-01 2.5 - 7.5 341426558.00 270078711.90 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-05 2017-09-05 2017-09-05 N N N 0.0106 1123997752.00 1123997752.00 0.0084 N N Y N 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 2029-01-01 2047-08-01 2.5 - 4 77391586.00 67094457.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-04-15 2047-08-20 3 - 7 11411844.00 10770943.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-25 2047-08-01 1.8 - 5 184912715.00 123555632.93 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-11 2017-09-11 2017-09-11 N N N 0.0102 197001950.30 197001950.30 0.0015 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 2017-12-01 2047-08-01 2.186 - 9.5 172447818.00 90268259.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-04-15 2047-08-20 3 - 8 46717795.00 46736427.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2047-08-01 2.335 - 6.5 239970481.00 71339921.14 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-19 2017-10-19 2017-10-19 N N N 0.0096 204005732.40 204005732.40 0.0015 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 2019-03-27 2047-08-01 1.577 - 4 61592221.00 58696755.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-11-15 2047-08-20 3 - 7.5 76765675.00 80840332.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-01 2047-08-01 1.125 - 9.5 284837583.00 126868525.98 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-08 2017-11-08 2017-11-08 N N N 0.0105 261006655.50 261006655.50 0.0019 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 2017-12-01 2047-08-01 1.5 - 8 57155568.00 34908806.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-06-20 2047-08-20 2.5 - 4.5 51705098.00 53461081.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-08-01 2.5 - 5.5 102487069.00 54520749.84 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-13 2017-11-13 2017-11-13 N N N 0.0106 140003262.00 140003262.00 0.0010 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.1% 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 2047-08-01 2.5 - 6 54452742.00 25746838.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2035-07-20 2047-08-20 2 - 7 38442756.00 36313913.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2047-08-25 2.5 - 6 111465926.00 53401260.44 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0106 113003842.00 113003842.00 0.0008 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.1% 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 2028-11-01 2047-09-01 2.494 - 5 58867183.00 52644132.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2025-10-15 2047-08-20 3 - 7 77958330.00 78654871.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2047-05-01 2.238 - 4.5 160796083.00 78224205.04 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0106 205006990.50 205006990.50 0.0015 N N N Y RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 CAH673000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-06-30 2022-06-30 1.75 - 1.75 73500.00 73820.05 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-03-20 2047-03-20 3.5 - 3.5 191364256.00 199033043.94 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-05 2017-09-05 2017-09-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0103 195000000.00 195000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 CAI199000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-06-30 2022-06-30 1.75 - 1.75 73500.00 73820.05 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2046-04-20 3.5 - 3.5 215418460.00 199027298.90 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-06 2017-09-06 2017-09-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0103 195000000.00 195000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 CBA584000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-06-30 2022-06-30 1.75 - 1.75 73600.00 73920.48 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2046-04-20 3.5 - 3.5 215376555.00 198988582.45 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-09-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 195000000.00 195000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 CBA122000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-06-30 2022-06-30 1.75 - 1.75 73600.00 73920.48 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2047-03-20 3.5 - 3.5 198100881.00 198994382.02 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-09-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 195000000.00 195000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.07% 549300QJJX6CVVUXLE15 BJI381000 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 2040-08-15 2047-06-20 4 - 5 194231211.00 140288557.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-04-01 2046-04-01 4 - 4 74646547.00 70181175.26 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-10-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 206000000.00 206000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.07% 549300QJJX6CVVUXLE15 BJJ229000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-06-30 2022-06-30 1.75 - 1.75 52600.00 52829.04 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2043-09-20 2047-04-20 3 - 4.5 175498827.00 120038975.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2032-08-01 2032-08-01 3.5 - 3.5 85240504.00 89337587.69 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-10-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 205000000.00 205000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.07% 549300QJJX6CVVUXLE15 CAE817000 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 2044-06-20 2046-10-20 3 - 4 191224351.00 138776853.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2047-05-01 2047-05-01 4 - 4 66923768.00 70596602.77 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-10-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0112 204985937.00 204985937.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.07% 549300QJJX6CVVUXLE15 BJJ844000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-06-30 2022-06-30 1.75 - 1.75 37500.00 37663.29 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-05-20 3.5 - 3.5 97597382.00 101098494.92 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-10-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 99000000.00 99000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.08% 549300QJJX6CVVUXLE15 CAG028000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-06-30 2022-06-30 1.75 - 1.75 34200.00 34348.92 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2046-01-20 3.5 - 4 317838460.00 208307920.54 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-10-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 204000000.00 204000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.08% 549300QJJX6CVVUXLE15 CAB537000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-06-30 2022-06-30 1.75 - 1.75 57000.00 57248.20 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-10-20 3.5 - 4 306377787.00 208334957.40 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-10-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 204000000.00 204000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.08% 549300QJJX6CVVUXLE15 CAF307000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-06-30 2022-06-30 1.75 - 1.75 18500.00 18580.56 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2046-01-20 3.5 - 4 488565148.00 208329882.21 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-10-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 204000000.00 204000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.08% 549300QJJX6CVVUXLE15 CAG026000 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 2043-11-20 2044-06-20 4 - 4 545294549.00 208342181.17 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-10-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 204000000.00 204000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.08% 549300QJJX6CVVUXLE15 CAC860000 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 2043-09-20 2047-02-20 3 - 4.5 338400186.00 176909023.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2047-05-01 2047-05-01 4 - 4 30789766.00 32479535.22 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-10-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 205000000.00 205000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.09% 549300QJJX6CVVUXLE15 CAG586000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-06-30 2022-06-30 1.75 - 1.75 74600.00 74924.84 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2046-04-20 3.5 - 3.5 310783806.00 208250859.94 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-10-30 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 204000000.00 204000000.00 0.0015 N N Y N Royal Bank of Can Nyc (GOV RP) Royal Bank of Can Nyc (GOV RP), 1.07% ES7IP3U3RHIGC71XBU11 CBD161000 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 2029-02-01 2046-09-01 2.499 - 4 4396914.00 1087538.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-15 2045-07-15 4 - 4.5 143708.00 87402.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-03-01 2047-07-01 2.832 - 4 316970533.00 101637343.85 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-09-07 2017-09-07 2017-10-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0107 100000000.00 100000000.00 0.0007 N N Y N Royal Bank of Can Nyc (GOV RP) Royal Bank of Can Nyc (GOV RP), 1.09% ES7IP3U3RHIGC71XBU11 CBD163000 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 2046-09-01 2046-09-01 4 - 4 52937.00 52243.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-15 2041-07-15 4.5 - 4.5 253282.00 64651.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-08-01 2046-02-01 3.5 - 4 181604862.00 101938694.72 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-11-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0109 100000000.00 100000000.00 0.0007 N N Y N Royal Bank of Can Nyc (GOV RP) Royal Bank of Can Nyc (GOV RP), 1.09% ES7IP3U3RHIGC71XBU11 CBD948000 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 2036-06-01 2043-03-01 2.264 - 6.5 36114866.00 18868547.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2043-08-25 1.732 - 4 164582614.00 124089614.11 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-11-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0109 140000000.00 140000000.00 0.0010 N N Y N Royal Bank of Can Nyc (GOV RP) Royal Bank of Can Nyc (GOV RP), 1.09% ES7IP3U3RHIGC71XBU11 CBD378000 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 2034-03-01 2047-03-01 3.26 - 4.5 172871801.00 106234912.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2045-10-20 4 - 4 1000.00 598.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2046-02-01 2.5 - 3.595 129821299.00 97010578.92 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-07 2017-09-07 2017-11-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0109 199000000.00 199000000.00 0.0015 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.08%, dated 8/31/2017 due 09/01/2017 VYVVCKR63DVZZN70PB21 CBJ190000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-01-31 2047-08-15 1.125 - 2.75 672990156.60 677395780.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-01-25 2047-08-15 0 - 5.232 24216068.33 23345994.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2019-08-20 2047-08-20 2 - 7.5 1814722899.41 1814027022.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2047-09-25 0 - 1.364 3012145.87 3001669.12 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 2467071860.59 2467071860.59 0.0184 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.88% 912796LV9 US912796LV95 U.S. Treasury Debt Y N/A N/A 2017-09-28 2017-09-28 2017-09-28 N N N 0.0088 439704650.00 439704650.00 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.98% 912796LB3 US912796LB32 U.S. Treasury Debt Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N N N 0.0098 696164225.10 696164225.10 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.99% 912796ME6 US912796ME61 U.S. Treasury Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0099 26933681.25 26933681.25 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1% 912796MA4 US912796MA40 U.S. Treasury Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0100 62892042.57 62892042.57 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.01% 912796MJ5 US912796MJ58 U.S. Treasury Debt Y N/A N/A 2017-12-28 2017-12-28 2017-12-28 N N N 0.0101 71764590.24 71764590.24 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.07% 912796RK7 US912796RK76 U.S. Treasury Debt Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0107 1785571200.00 1785571200.00 0.0133 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.07% 912796LJ6 US912796LJ67 U.S. Treasury Debt Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0107 806393977.20 806393977.20 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.07% 912796NR6 US912796NR65 U.S. Treasury Debt Y N/A N/A 2018-02-08 2018-02-08 2018-02-08 N N N 0.0107 1432300649.16 1432300649.16 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.07% 912796NT2 US912796NT22 U.S. Treasury Debt Y N/A N/A 2018-02-22 2018-02-22 2018-02-22 N N N 0.0107 697442425.00 697442425.00 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.08% 912796NS4 US912796NS49 U.S. Treasury Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0108 68661511.53 68661511.53 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.09% 912796LN7 US912796LN79 U.S. Treasury Debt Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0109 360423428.53 360423428.53 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.7% 912828PA2 US912828PA23 U.S. Treasury Debt Y N/A N/A 2017-09-30 2017-09-30 2017-09-30 N N N 0.0106 34022527.04 34022527.04 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 51768066.60 51768066.60 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 0.0107 106139454.66 106139454.66 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.08% 9128282M1 US9128282M19 U.S. Treasury Debt Y N/A N/A 2017-09-01 2019-07-31 2019-07-31 N N N 0.0109 555242379.90 555242379.90 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.09% 912828X54 US912828X547 U.S. Treasury Debt Y N/A N/A 2017-09-01 2019-04-30 2019-04-30 N N N 0.0107 1173438385.29 1173438385.29 0.0088 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 0.0111 35225381.80 35225381.80 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 0.0109 365038961.56 365038961.56 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.1% 912828UA6 US912828UA67 U.S. Treasury Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0108 8989919.10 8989919.10 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.15% 912828UR9 US912828UR92 U.S. Treasury Debt Y N/A N/A 2018-02-28 2018-02-28 2018-02-28 N N N 0.0114 148708985.12 148708985.12 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.16% 912828V64 US912828V640 U.S. Treasury Debt Y N/A N/A 2017-09-01 2019-01-31 2019-01-31 N N N 0.0104 416710132.80 416710132.80 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.16% 912828HR4 US912828HR40 U.S. Treasury Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0115 48511024.32 48511024.32 0.0004 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.07% 3Y4U8VZURTYWI1W2K376 CBJ212000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-09-07 2017-09-07 2017-12-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 90000000.00 90000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.16% 5493006GGLR4BTEL8O61 CBJ077000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-10-18 2017-10-18 2017-10-18 N N N 0.0116 36999652.20 36999652.20 0.0003 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2017-09-08 Stephanie Dorsey Stephanie Dorsey President and Treasurer