0000278001-17-000026.txt : 20171006 0000278001-17-000026.hdr.sgml : 20171006 20171006112358 ACCESSION NUMBER: 0000278001-17-000026 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170930 FILED AS OF DATE: 20171006 DATE AS OF CHANGE: 20171006 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: 171126128 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 2017-09-30 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 29 83 25919751363.25 23972438633.05 19939466354.37 21660392598.60 24206776040.16 66506510080.31 65088582066.64 63021316023.54 63483254347.05 69264298708.37 0.1900 0.1700 0.1400 0.1600 0.1800 0.4900 0.4800 0.4700 0.4600 0.5100 188.88 134167956333.44 134166946312.89 2202452199.10 2419990774.30 133949407926.57 133910413225.92 1.0000 0.0109 1.0003 1.0003 1.0003 1.0003 1.0003 C000019553 2500.00 133949407926.57 133910413225.92 1.0003 1.0003 1.0003 1.0003 1.0003 7393616594.97 7290728772.71 7329605419.77 7597482000.11 7574520001.03 7584702749.45 8043846873.84 7907491334.03 8276726198.86 8340102697.31 33171785182.91 32879031886.92 0.0071 N Fannie Mae Fannie Mae, 1.05% 3136G4ND1 B1V7KEBTPIMZEU4LTD58 US3136G4ND15 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-10-06 2017-10-06 2020-04-06 N N N 0.0162 69003243.00 69003243.00 0.0005 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 931625743.72 931625743.72 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 2017-10-08 2018-01-08 2018-01-08 N N N 0.0109 40017062.80 40017062.80 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.28% 3133EEW48 US3133EEW488 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-06-11 2018-06-11 N N N 0.0111 77090035.33 77090035.33 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.4% 313385MN3 US313385MN35 U.S. Government Agency Debt Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0040 524971125.00 524971125.00 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.51% 313385MP8 US313385MP82 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0051 96991949.00 96991949.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 313385MQ6 US313385MQ65 U.S. Government Agency Debt Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0058 914399405.00 914399405.00 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 313385MU7 US313385MU77 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2017-10-10 2017-10-10 N N N 0.0073 38991420.00 38991420.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 313385MW3 US313385MW34 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2017-10-12 2017-10-12 N N N 0.0077 369898250.00 369898250.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 313385MX1 US313385MX17 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2017-10-13 2017-10-13 N N N 0.0079 443265649.80 443265649.80 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 313385NB8 US313385NB87 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2017-10-17 2017-10-17 N N N 0.0084 28988023.00 28988023.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 313385NC6 US313385NC60 U.S. Government Agency Debt Y N/A N/A 2017-10-18 2017-10-18 2017-10-18 N N N 0.0085 485376340.40 485376340.40 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 313385NH5 US313385NH57 U.S. Government Agency Debt Y N/A N/A 2017-10-23 2017-10-23 2017-10-23 N N N 0.0088 406764754.00 406764754.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 313385NJ1 US313385NJ14 U.S. Government Agency Debt Y N/A N/A 2017-10-24 2017-10-24 2017-10-24 N N N 0.0089 205875370.00 205875370.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 313385NQ5 US313385NQ56 U.S. Government Agency Debt Y N/A N/A 2017-10-30 2017-10-30 2017-10-30 N N N 0.0091 38969970.00 38969970.00 0.0003 N N Y 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 0.0109 294930433.10 294930433.10 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 313385NR3 US313385NR30 U.S. Government Agency Debt Y N/A N/A 2017-10-31 2017-10-31 2017-10-31 N N N 0.0092 172861946.00 172861946.00 0.0013 N N Y 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 0.0109 97977908.84 97977908.84 0.0007 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 0.0109 58984857.06 58984857.06 0.0004 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 0.0109 58984857.06 58984857.06 0.0004 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 0.0109 196949437.98 196949437.98 0.0015 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 0.0109 294922745.40 294922745.40 0.0022 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 0.0109 58983008.59 58983008.59 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAVQ8 US3130AAVQ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0109 196939134.88 196939134.88 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAVR6 US3130AAVR64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0109 196939134.88 196939134.88 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAVU9 US3130AAVU93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0109 196939134.88 196939134.88 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAW46 US3130AAW464 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N N N 0.0109 195934289.04 195934289.04 0.0015 N N N 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 0.0106 98993276.91 98993276.91 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 0.0107 97992261.92 97992261.92 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 0.0108 59993743.80 59993743.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 313385NS1 US313385NS13 U.S. Government Agency Debt Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0093 634471045.00 634471045.00 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 313385NT9 US313385NT95 U.S. Government Agency Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0093 64944035.00 64944035.00 0.0005 N N Y 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 97940353.28 97940353.28 0.0007 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 97940353.28 97940353.28 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 0.0110 98936210.34 98936210.34 0.0007 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 0.0104 97996900.26 97996900.26 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 0.0107 38996403.81 38996403.81 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313385NU6 US313385NU68 U.S. Government Agency Debt Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 N N N 0.0094 546513717.00 546513717.00 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313385NX0 US313385NX08 U.S. Government Agency Debt Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0094 135867808.00 135867808.00 0.0010 N N Y 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 0.0110 196874071.69 196874071.69 0.0015 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 97936734.14 97936734.14 0.0007 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 137910911.34 137910911.34 0.0010 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 97934343.92 97934343.92 0.0007 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 0.0098 193999288.02 193999288.02 0.0014 N N Y 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 0.0100 116999142.39 116999142.39 0.0009 N N Y 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 0.0101 97998921.02 97998921.02 0.0007 N N Y 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 0.0105 196993987.56 196993987.56 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 313385NZ5 US313385NZ55 U.S. Government Agency Debt Y N/A N/A 2017-11-08 2017-11-08 2017-11-08 N N N 0.0095 1224739672.00 1224739672.00 0.0091 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 313385PA8 US313385PA86 U.S. Government Agency Debt Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0095 38958816.00 38958816.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 313385PB6 US313385PB69 U.S. Government Agency Debt Y N/A N/A 2017-11-10 2017-11-10 2017-11-10 N N N 0.0095 1422457808.00 1422457808.00 0.0106 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 313385PE0 US313385PE09 U.S. Government Agency Debt Y N/A N/A 2017-11-13 2017-11-13 2017-11-13 N N N 0.0096 48723073.74 48723073.74 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 313385PF7 US313385PF73 U.S. Government Agency Debt Y N/A N/A 2017-11-14 2017-11-14 2017-11-14 N N N 0.0096 326609562.00 326609562.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 313385PG5 US313385PG56 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0096 574297350.00 574297350.00 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 313385PJ9 US313385PJ95 U.S. Government Agency Debt Y N/A N/A 2017-11-17 2017-11-17 2017-11-17 N N N 0.0096 527325216.00 527325216.00 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 313385PM2 US313385PM25 U.S. Government Agency Debt Y N/A N/A 2017-11-20 2017-11-20 2017-11-20 N N N 0.0096 537267782.00 537267782.00 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385PP5 US313385PP55 U.S. Government Agency Debt Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0097 1236245754.00 1236245754.00 0.0092 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385PR1 US313385PR12 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0097 1125341056.00 1125341056.00 0.0084 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385PU4 US313385PU41 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2017-11-27 2017-11-27 N N N 0.0097 546648090.00 546648090.00 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385PW0 US313385PW07 U.S. Government Agency Debt Y N/A N/A 2017-11-29 2017-11-29 2017-11-29 N N N 0.0097 477229942.00 477229942.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385PX8 US313385PX89 U.S. Government Agency Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0097 240605001.00 240605001.00 0.0018 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 0.0090 223998201.28 223998201.28 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385PY6 US313385PY62 U.S. Government Agency Debt Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0101 1704540902.50 1704540902.50 0.0127 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385QB5 US313385QB50 U.S. Government Agency Debt Y N/A N/A 2017-12-04 2017-12-04 2017-12-04 N N N 0.0101 310433980.00 310433980.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385QC3 US313385QC34 U.S. Government Agency Debt Y N/A N/A 2017-12-05 2017-12-05 2017-12-05 N N N 0.0101 65877966.00 65877966.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385QD1 US313385QD17 U.S. Government Agency Debt Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N N N 0.0101 1109911664.00 1109911664.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385QE9 US313385QE99 U.S. Government Agency Debt Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N N N 0.0101 53897022.00 53897022.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385QF6 US313385QF64 U.S. Government Agency Debt Y N/A N/A 2017-12-08 2017-12-08 2017-12-08 N N N 0.0101 336247761.60 336247761.60 0.0025 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 0.0104 68999761.95 68999761.95 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385QJ8 US313385QJ86 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2017-12-11 2017-12-11 N N N 0.0102 26945406.00 26945406.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385QK5 US313385QK59 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2017-12-12 2017-12-12 N N N 0.0102 26944623.00 26944623.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385QL3 US313385QL33 U.S. Government Agency Debt Y N/A N/A 2017-12-13 2017-12-13 2017-12-13 N N N 0.0102 1006901280.00 1006901280.00 0.0075 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385QM1 US313385QM16 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0102 297371518.00 297371518.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385QN9 US313385QN98 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0102 1086172787.00 1086172787.00 0.0081 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385QR0 US313385QR03 U.S. Government Agency Debt Y N/A N/A 2017-12-18 2017-12-18 2017-12-18 N N N 0.0102 306816120.00 306816120.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385QT6 US313385QT68 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2017-12-20 2017-12-20 N N N 0.0102 38911002.00 38911002.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385QU3 US313385QU32 U.S. Government Agency Debt Y N/A N/A 2017-12-21 2017-12-21 2017-12-21 N N N 0.0102 19454935.50 19454935.50 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385QV1 US313385QV15 U.S. Government Agency Debt Y N/A N/A 2017-12-22 2017-12-22 2017-12-22 N N N 0.0102 76819820.00 76819820.00 0.0006 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 0.0103 460000000.00 460000000.00 0.0034 N Y Y 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 113995927.92 113995927.92 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABAB2 US3130ABAB25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2017-10-20 2017-10-20 N N N 0.0107 148997475.94 148997475.94 0.0011 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 2017-10-02 2018-02-02 2018-02-02 N N N 0.0109 98991179.10 98991179.10 0.0007 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 2017-10-02 2017-11-02 2017-11-02 N N N 0.0107 272995268.91 272995268.91 0.0020 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 2017-10-02 2018-02-02 2018-02-02 N N N 0.0109 98991179.10 98991179.10 0.0007 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 2017-10-02 2017-11-01 2017-11-01 N N N 0.0108 292995115.69 292995115.69 0.0022 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 2017-10-02 2018-02-02 2018-02-02 N N N 0.0109 195979249.48 195979249.48 0.0015 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 2017-10-03 2017-11-03 2017-11-03 N N N 0.0107 194996597.25 194996597.25 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 2017-10-05 2018-01-05 2018-01-05 N N N 0.0108 39997617.20 39997617.20 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 2017-10-05 2017-11-03 2017-11-03 N N N 0.0107 194996486.10 194996486.10 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDH6 US3130ABDH67 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-08 2017-11-08 2017-11-08 N N N 0.0107 24999461.75 24999461.75 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDE3 US3130ABDE37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2017-11-08 2017-11-08 N N N 0.0107 96997911.59 96997911.59 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABEJ1 US3130ABEJ15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2017-10-10 2017-10-10 N N N 0.0107 96999505.30 96999505.30 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 2017-10-15 2017-11-15 2017-11-15 N N N 0.0108 194995988.85 194995988.85 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 2017-10-15 2017-11-15 2017-11-15 N N N 0.0108 390991957.13 390991957.13 0.0029 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 2017-10-16 2018-01-16 2018-01-16 N N N 0.0109 118991600.98 118991600.98 0.0009 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 2017-10-18 2018-01-18 2018-01-18 N N N 0.0109 172987424.63 172987424.63 0.0013 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 2017-10-20 2017-10-20 2017-10-20 N N N 0.0107 197998128.90 197998128.90 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ACHE7 US3130ACHE73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-22 2018-02-21 2018-02-21 N N N 0.0107 85993320.38 85993320.38 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ACHD9 US3130ACHD90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-23 2018-02-23 2018-02-23 N N N 0.0108 117990774.76 117990774.76 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ACHB3 US3130ACHB35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-02-23 2018-02-23 N N N 0.0108 589953543.40 589953543.40 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ACHF4 US3130ACHF49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-02-23 2018-02-23 N N N 0.0108 177985984.28 177985984.28 0.0013 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 742991284.61 742991284.61 0.0055 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 98991521.64 98991521.64 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 196003808.28 196003808.28 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABCU8 US3130ABCU87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-02 2018-02-01 2018-02-01 N N N 0.0109 47995778.88 47995778.88 0.0004 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 2017-10-05 2018-02-05 2018-02-05 N N N 0.0109 136992085.51 136992085.51 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 2017-10-05 2018-02-05 2018-02-05 N N N 0.0109 96994396.31 96994396.31 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 2017-10-05 2018-02-05 2018-02-05 N N N 0.0109 584966204.55 584966204.55 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACE42 US3130ACE427 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-08 2018-03-08 2018-03-08 N N N 0.0109 190987768.36 190987768.36 0.0014 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 2017-10-10 2017-11-10 2017-11-10 N N N 0.0108 272995662.03 272995662.03 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABES1 US3130ABES14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2017-11-10 2017-11-10 N N N 0.0108 137997578.10 137997578.10 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AB5W2 US3130AB5W29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-01-11 2018-01-11 N N N 0.0109 98993515.50 98993515.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AB5R3 US3130AB5R34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-01-11 2018-01-11 N N N 0.0109 118992205.50 118992205.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AB5U6 US3130AB5U62 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-01-11 2018-01-11 N N N 0.0109 98993515.50 98993515.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AB5X0 US3130AB5X02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-01-12 2018-01-12 N N N 0.0109 98993415.51 98993415.51 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABSS6 US3130ABSS67 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2017-11-13 2017-11-13 N N N 0.0109 96997722.44 96997722.44 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABSR8 US3130ABSR84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2017-11-13 2017-11-13 N N N 0.0109 96997722.44 96997722.44 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 2017-10-15 2017-12-15 2017-12-15 N N N 0.0109 291988147.72 291988147.72 0.0022 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 2017-10-15 2017-12-15 2017-12-15 N N N 0.0109 38998416.99 38998416.99 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACGV0 US3130ACGV08 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-03-19 2018-03-19 N N N 0.0109 1152893266.79 1152893266.79 0.0086 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AB6T8 US3130AB6T80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-01-19 2018-01-19 N N N 0.0109 254981196.30 254981196.30 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACGU2 US3130ACGU25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-21 2018-03-21 2018-03-21 N N N 0.0109 191982224.64 191982224.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABAP1 US3130ABAP11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-01-25 2018-01-25 N N N 0.0106 198006187.50 198006187.50 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABAQ9 US3130ABAQ93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-01-25 2018-01-25 N N N 0.0107 197993784.78 197993784.78 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABBD7 US3130ABBD71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0109 297975784.52 297975784.52 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACHK3 US3130ACHK34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-03-26 2018-03-26 N N N 0.0109 176982931.89 176982931.89 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABB54 US3130ABB540 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0109 39996749.60 39996749.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABB70 US3130ABB706 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0109 158987079.66 158987079.66 0.0012 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 2017-10-29 2018-01-29 2018-01-29 N N N 0.0109 190983680.96 190983680.96 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 2017-10-30 2018-02-28 2018-02-28 N N N 0.0107 190999984.72 190999984.72 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 313385RH1 US313385RH12 U.S. Government Agency Debt Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N N N 0.0107 101117094.00 101117094.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 313385RK4 US313385RK41 U.S. Government Agency Debt Y N/A N/A 2018-01-05 2018-01-05 2018-01-05 N N N 0.0107 66310475.00 66310475.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 313385RN8 US313385RN89 U.S. Government Agency Debt Y N/A N/A 2018-01-08 2018-01-08 2018-01-08 N N N 0.0107 329029800.00 329029800.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 313385RP3 US313385RP38 U.S. Government Agency Debt Y N/A N/A 2018-01-09 2018-01-09 2018-01-09 N N N 0.0107 77768340.00 77768340.00 0.0006 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 0.0108 749984145.00 749984145.00 0.0056 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 2017-10-01 2018-03-01 2018-03-01 N N N 0.0109 95995567.68 95995567.68 0.0007 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 2017-10-02 2018-01-02 2018-01-02 N N N 0.0109 99996635.00 99996635.00 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 2017-10-02 2018-01-02 2018-01-02 N N N 0.0109 99996635.00 99996635.00 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 2017-10-02 2018-01-02 2018-01-02 N N N 0.0109 99996635.00 99996635.00 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 2017-10-02 2018-01-02 2018-01-02 N N N 0.0110 202988047.36 202988047.36 0.0015 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 2017-10-03 2018-01-03 2018-01-03 N N N 0.0109 99995374.00 99995374.00 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 2017-10-03 2018-01-03 2018-01-03 N N N 0.0109 99995374.00 99995374.00 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 2017-10-03 2018-01-03 2018-01-03 N N N 0.0110 405976094.72 405976094.72 0.0030 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 2017-10-04 2018-01-04 2018-01-04 N N N 0.0110 202987915.41 202987915.41 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 2017-10-05 2018-01-05 2018-01-05 N N N 0.0110 193987487.00 193987487.00 0.0014 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 2017-10-05 2018-01-05 2018-01-05 N N N 0.0109 199990540.00 199990540.00 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 2017-10-06 2017-10-06 2017-10-06 N N N 0.0107 197000161.54 197000161.54 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABJV9 US3130ABJV97 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-06 2017-11-06 2017-11-06 N N N 0.0107 197000801.79 197000801.79 0.0015 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 2017-10-06 2017-10-06 2017-10-06 N N N 0.0107 98000080.36 98000080.36 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABJY3 US3130ABJY37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0107 386000316.52 386000316.52 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABK21 US3130ABK210 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0107 98000080.36 98000080.36 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABZH2 US3130ABZH20 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-07 2018-02-07 2018-02-07 N N N 0.0109 399979800.00 399979800.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABDA1 US3130ABDA15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-08 2018-05-08 2018-05-08 N N N 0.0110 56992037.10 56992037.10 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABQJ8 US3130ABQJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-08 2018-01-08 2018-01-08 N N N 0.0109 594975950.10 594975950.10 0.0044 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 2017-10-10 2018-01-10 2018-01-10 N N N 0.0110 388973548.00 388973548.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AB5Y8 US3130AB5Y84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-05-11 2018-05-11 N N N 0.0110 315954527.60 315954527.60 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABF27 US3130ABF277 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-02-12 2018-02-12 N N N 0.0109 194990985.15 194990985.15 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABEW2 US3130ABEW26 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-02-12 2018-02-12 N N N 0.0109 155992788.12 155992788.12 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABEP7 US3130ABEP74 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-02-12 2018-02-12 N N N 0.0109 390981924.07 390981924.07 0.0029 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 2017-10-15 2018-03-15 2018-03-15 N N N 0.0109 193989902.30 193989902.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABF68 US3130ABF681 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-15 2018-02-15 2018-02-15 N N N 0.0109 97995193.10 97995193.10 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 2017-10-15 2018-03-15 2018-03-15 N N N 0.0109 96994951.15 96994951.15 0.0007 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 2017-10-15 2018-03-15 2018-03-15 N N N 0.0109 96994951.15 96994951.15 0.0007 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 2017-10-15 2017-12-15 2017-12-15 N N N 0.0108 77999915.76 77999915.76 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AC5S9 US3130AC5S98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-16 2018-01-16 2018-01-16 N N N 0.0109 94994972.60 94994972.60 0.0007 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 2017-10-16 2018-02-16 2018-02-16 N N N 0.0109 76996500.35 76996500.35 0.0006 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 2017-10-16 2018-02-16 2018-02-16 N N N 0.0110 96992789.02 96992789.02 0.0007 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 2017-10-16 2018-03-16 2018-03-16 N N N 0.0110 775958421.92 775958421.92 0.0058 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 2017-10-16 2018-03-16 2018-03-16 N N N 0.0110 96994802.74 96994802.74 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 2017-10-16 2018-02-16 2018-02-16 N N N 0.0109 76996500.35 76996500.35 0.0006 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 2017-10-16 2018-02-16 2018-02-16 N N N 0.0110 190985014.14 190985014.14 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABTJ5 US3130ABTJ59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2018-01-17 2018-01-17 N N N 0.0109 76998001.08 76998001.08 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABV37 US3130ABV373 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-21 2018-01-19 2018-01-19 N N N 0.0110 57996329.76 57996329.76 0.0004 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 2017-10-22 2018-01-22 2018-01-22 N N N 0.0109 95995559.04 95995559.04 0.0007 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 2017-10-23 2018-02-23 2018-02-23 N N N 0.0118 95960625.60 95960625.60 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 2017-10-23 2018-01-23 2018-01-23 N N N 0.0109 95994088.32 95994088.32 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 2017-10-23 2018-02-23 2018-02-23 N N N 0.0110 190984649.33 190984649.33 0.0014 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 2017-10-23 2018-01-23 2018-01-23 N N N 0.0109 190988238.22 190988238.22 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 2017-10-24 2018-01-24 2018-01-24 N N N 0.0109 95994033.60 95994033.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABA71 US3130ABA716 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-24 2018-04-24 2018-04-24 N N N 0.0110 247959605.76 247959605.76 0.0019 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 2017-10-24 2018-01-24 2018-01-24 N N N 0.0110 59995857.60 59995857.60 0.0004 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 2017-10-25 2018-01-25 2018-01-25 N N N 0.0109 267987390.60 267987390.60 0.0020 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 2017-10-25 2018-01-25 2018-01-25 N N N 0.0110 39997213.20 39997213.20 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACC93 US3130ACC934 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-01-25 2018-01-25 N N N 0.0109 95995149.12 95995149.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBB9 US3130ACBB98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-28 2018-02-28 2018-02-28 N N N 0.0110 133988920.88 133988920.88 0.0010 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 2017-10-29 2017-12-29 2017-12-29 N N N 0.0109 299990343.00 299990343.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 313385RQ1 US313385RQ11 U.S. Government Agency Debt Y N/A N/A 2018-01-10 2018-01-10 2018-01-10 N N N 0.0108 458620000.00 458620000.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 313385RR9 US313385RR93 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N N N 0.0108 116645490.00 116645490.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 313385RS7 US313385RS76 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-01-12 2018-01-12 N N N 0.0108 543332300.00 543332300.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 313385RW8 US313385RW88 U.S. Government Agency Debt Y N/A N/A 2018-01-16 2018-01-16 2018-01-16 N N N 0.0108 228271780.00 228271780.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 313385RX6 US313385RX61 U.S. Government Agency Debt Y N/A N/A 2018-01-17 2018-01-17 2018-01-17 N N N 0.0108 193377260.00 193377260.00 0.0014 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 279983200.00 279983200.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABYD2 US3130ABYD25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-01 2018-02-01 2018-02-01 N N N 0.0111 99992241.00 99992241.00 0.0007 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 2017-10-02 2018-07-02 2018-07-02 N N N 0.0111 57993399.02 57993399.02 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 2017-10-03 2018-05-03 2018-05-03 N N N 0.0110 197985268.80 197985268.80 0.0015 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 2017-10-03 2018-07-03 2018-07-03 N N N 0.0111 135984396.72 135984396.72 0.0010 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 2017-10-03 2018-05-03 2018-05-03 N N N 0.0110 394970612.00 394970612.00 0.0029 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 2017-10-10 2018-05-10 2018-05-10 N N N 0.0110 194983978.80 194983978.80 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABF50 US3130ABF509 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-05-11 2018-05-11 N N N 0.0110 136988587.90 136988587.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AC5G5 US3130AC5G50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-02-14 2018-02-14 N N N 0.0111 152988079.77 152988079.77 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AC5P5 US3130AC5P59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-02-14 2018-02-14 N N N 0.0111 94991821.45 94991821.45 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ACFQ2 US3130ACFQ22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-15 2018-06-15 2018-06-15 N N N 0.0111 95986501.44 95986501.44 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABET9 US3130ABET96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-15 2018-05-15 2018-05-15 N N N 0.0110 194982861.45 194982861.45 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABEY8 US3130ABEY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-15 2018-05-15 2018-05-15 N N N 0.0110 97991386.78 97991386.78 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABT55 US3130ABT559 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2018-04-17 2018-04-17 N N N 0.0111 69992225.10 69992225.10 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABT71 US3130ABT716 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2018-04-17 2018-04-17 N N N 0.0111 87990225.84 87990225.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABFW1 US3130ABFW17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2018-04-17 2018-04-17 N N N 0.0110 96994361.39 96994361.39 0.0007 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 2017-10-19 2018-04-19 2018-04-19 N N N 0.0111 132987496.67 132987496.67 0.0010 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 2017-10-19 2018-01-19 2018-01-19 N N N 0.0109 1350000553.50 1350000553.50 0.0101 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 2017-10-19 2018-04-19 2018-04-19 N N N 0.0111 132987496.67 132987496.67 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 2017-10-19 2018-04-19 2018-04-19 N N N 0.0111 132988302.65 132988302.65 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABU87 US3130ABU870 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-03-19 2018-03-19 N N N 0.0111 533945067.42 533945067.42 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABUY0 US3130ABUY08 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2018-03-20 2018-03-20 N N N 0.0111 272973161.37 272973161.37 0.0020 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 2017-10-22 2018-01-22 2018-01-22 N N N 0.0109 188999863.92 188999863.92 0.0014 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 2017-10-23 2018-03-23 2018-03-23 N N N 0.0110 183988971.04 183988971.04 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 2017-10-23 2018-03-23 2018-03-23 N N N 0.0110 193988371.64 193988371.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ACH23 US3130ACH230 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-05-25 2018-05-25 N N N 0.0111 197974458.00 197974458.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABUF1 US3130ABUF19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-03-23 2018-03-23 N N N 0.0111 535947032.48 535947032.48 0.0040 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 2017-10-27 2018-04-27 2018-04-27 N N N 0.0110 195986650.44 195986650.44 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 2017-10-27 2018-04-27 2018-04-27 N N N 0.0110 59995913.40 59995913.40 0.0004 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 2017-10-28 2018-06-28 2018-06-28 N N N 0.0111 155983070.88 155983070.88 0.0012 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 2017-10-30 2018-06-28 2018-06-28 N N N 0.0111 97989365.04 97989365.04 0.0007 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 2017-10-07 2018-07-06 2018-07-06 N N N 0.0112 217958702.08 217958702.08 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABKV7 US3130ABKV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-06-12 2018-06-12 N N N 0.0111 28998452.56 28998452.56 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABHX7 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-07-12 2018-07-12 N N N 0.0111 232970348.42 232970348.42 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ACFN9 US3130ACFN90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-06-14 2018-06-14 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% 3130ABLR5 US3130ABLR57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-04-19 2018-04-19 N N N 0.0110 195993567.28 195993567.28 0.0015 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 2017-10-22 2018-06-22 2018-06-22 N N N 0.0111 156984180.68 156984180.68 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 2017-10-23 2018-07-23 2018-07-23 N N N 0.0111 194979924.75 194979924.75 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABGV2 US3130ABGV25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-05-25 2018-05-25 N N N 0.0111 42997094.92 42997094.92 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABNA0 US3130ABNA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2018-06-27 2018-06-27 N N N 0.0111 194979175.95 194979175.95 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 2017-10-27 2018-07-27 2018-07-27 N N N 0.0113 389916824.70 389916824.70 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 2017-10-28 2018-06-28 2018-06-28 N N N 0.0111 390956673.29 390956673.29 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ACJZ8 US3130ACJZ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2018-09-05 2018-09-05 N N N 0.0112 189965254.70 189965254.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKN5 US3130ABKN52 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-09 2018-07-09 2018-07-09 N N N 0.0111 97995449.86 97995449.86 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4A9 US3130AC4A99 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2018-05-10 2018-05-10 N N N 0.0113 56992737.06 56992737.06 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABRW8 US3130ABRW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2018-08-10 2018-08-10 N N N 0.0111 272976743.13 272976743.13 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4L5 US3130AC4L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-05-11 2018-05-11 N N N 0.0112 56993086.47 56993086.47 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4K7 US3130AC4K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-05-11 2018-05-11 N N N 0.0113 56992703.43 56992703.43 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABSF4 US3130ABSF47 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-07-11 2018-07-11 N N N 0.0112 58990893.35 58990893.35 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKH8 US3130ABKH84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-07-12 2018-07-12 N N N 0.0111 96995164.55 96995164.55 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABSD9 US3130ABSD98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-07-12 2018-07-12 N N N 0.0113 98984664.90 98984664.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABSY3 US3130ABSY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2018-07-13 2018-07-13 N N N 0.0114 58983697.71 58983697.71 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKW5 US3130ABKW51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2018-07-13 2018-07-13 N N N 0.0111 97995002.98 97995002.98 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKX3 US3130ABKX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2018-07-13 2018-07-13 N N N 0.0111 97995002.98 97995002.98 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4N1 US3130AC4N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-05-14 2018-05-14 N N N 0.0113 56992602.54 56992602.54 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4D3 US3130AC4D39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-05-14 2018-05-14 N N N 0.0113 248967684.78 248967684.78 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4H4 US3130AC4H43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-06-14 2018-06-14 N N N 0.0113 95987676.48 95987676.48 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4J0 US3130AC4J09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-05-14 2018-05-14 N N N 0.0113 56992602.54 56992602.54 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4B7 US3130AC4B72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-05-14 2018-05-14 N N N 0.0113 190976514.64 190976514.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABT48 US3130ABT484 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2018-08-17 2018-08-17 N N N 0.0113 196964731.09 196964731.09 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABT63 US3130ABT633 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2018-08-17 2018-08-17 N N N 0.0114 97974406.32 97974406.32 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 2017-10-20 2018-08-20 2018-08-20 N N N 0.0113 319951555.20 319951555.20 0.0024 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 2017-10-20 2018-08-20 2018-08-20 N N N 0.0113 266959578.87 266959578.87 0.0020 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 100993247.14 100993247.14 0.0008 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 301975915.50 301975915.50 0.0023 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 201986720.52 201986720.52 0.0015 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 100993185.53 100993185.53 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 100991945.25 100991945.25 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 2017-10-28 2018-07-27 2018-07-27 N N N 0.0113 100986729.61 100986729.61 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABBT2 US3130ABBT24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-28 2018-10-26 2018-10-26 N N N 0.0114 96972508.26 96972508.26 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKK1 US3130ABKK14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2017-12-11 2017-12-11 N N N 0.0110 194003193.24 194003193.24 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKS4 US3130ABKS40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2017-12-12 2017-12-12 N N N 0.0109 98001624.84 98001624.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKT2 US3130ABKT23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2017-12-12 2017-12-12 N N N 0.0109 197003266.26 197003266.26 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKR6 US3130ABKR66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0110 137002301.60 137002301.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKY1 US3130ABKY18 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0110 98001646.40 98001646.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKL9 US3130ABKL96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0110 197003309.60 197003309.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABL95 US3130ABL952 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0110 137000916.53 137000916.53 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKZ8 US3130ABKZ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0110 98001646.40 98001646.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABL87 US3130ABL879 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0110 97000645.05 97000645.05 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130A9JF9 US3130A9JF93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-19 2017-12-19 2017-12-19 N N N 0.0111 115000746.35 115000746.35 0.0009 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 2017-10-01 2018-10-01 2018-10-01 N N N 0.0114 97985390.16 97985390.16 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 2017-10-01 2018-10-01 2018-10-01 N N N 0.0114 97985390.16 97985390.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130AAYD4 US3130AAYD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2018-04-20 2018-04-20 N N N 0.0110 234017772.30 234017772.30 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130AAYA0 US3130AAYA03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2018-04-20 2018-04-20 N N N 0.0110 97007367.15 97007367.15 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130AAYE2 US3130AAYE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2018-04-20 2018-04-20 N N N 0.0110 97007367.15 97007367.15 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABBU9 US3130ABBU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-10-26 2018-10-26 N N N 0.0114 152958249.36 152958249.36 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABXN1 US3130ABXN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2018-07-27 2018-07-27 N N N 0.0113 100986728.60 100986728.60 0.0008 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 2017-10-28 2018-08-28 2018-08-28 N N N 0.0114 200961661.26 200961661.26 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130A9CH2 US3130A9CH23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-04 2017-12-04 2017-12-04 N N N 0.0110 236005746.60 236005746.60 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130A9GL9 US3130A9GL98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0110 159002687.10 159002687.10 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ACFV1 US3130ACFV17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2018-06-15 2018-06-15 N N N 0.0113 95993947.20 95993947.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130A9HH7 US3130A9HH77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0110 250004225.00 250004225.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABL20 US3130ABL200 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0110 98001656.20 98001656.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABKJ4 US3130ABKJ41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0110 197003329.30 197003329.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ACG73 US3130ACG737 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-19 2018-06-19 2018-06-19 N N N 0.0114 238974319.45 238974319.45 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABLF1 US3130ABLF10 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2017-12-26 2017-12-26 N N N 0.0111 196003496.64 196003496.64 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABSH0 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-10-11 2018-10-11 N N N 0.0114 23995164.00 23995164.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABTN6 US3130ABTN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-10-12 2018-10-12 N N N 0.0116 391879859.84 391879859.84 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABSW7 US3130ABSW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-10-12 2018-10-12 N N N 0.0115 15996730.88 15996730.88 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABTY2 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-10-19 2018-10-19 N N N 0.0114 266966021.58 266966021.58 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABUA2 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-10-19 2018-10-19 N N N 0.0115 132969237.10 132969237.10 0.0010 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 167006305.92 167006305.92 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ACGB4 US3130ACGB44 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-06-20 2018-06-20 N N N 0.0114 47995205.28 47995205.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ACGD0 US3130ACGD00 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-06-20 2018-06-20 N N N 0.0114 190980921.01 190980921.01 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ABNL6 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2018-12-27 2018-12-27 N N N 0.0116 48984836.46 48984836.46 0.0004 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 123006014.70 123006014.70 0.0009 N N N 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 174008508.60 174008508.60 0.0013 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 50002445.00 50002445.00 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 248012127.20 248012127.20 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130A9FN6 US3130A9FN63 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2018-03-12 2018-03-12 N N N 0.0110 160025195.20 160025195.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130A9D24 US3130A9D241 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2018-03-12 2018-03-12 N N N 0.0110 160025195.20 160025195.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ACGZ1 US3130ACGZ12 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-21 2018-09-21 2018-09-21 N N N 0.0116 95980491.84 95980491.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 313385UL8 US313385UL86 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-03-19 2018-03-19 N N N 0.0114 247663617.00 247663617.00 0.0018 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 267937746.28 267937746.28 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 534875933.50 534875933.50 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 309012678.27 309012678.27 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 118019677.68 118019677.68 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130A9E23 US3130A9E231 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-09 2018-03-09 2018-03-09 N N N 0.0111 223034754.55 223034754.55 0.0017 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 233009357.28 233009357.28 0.0017 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 0.0113 200021322.00 200021322.00 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 2017-10-05 2017-12-05 2017-12-05 N N N 0.0108 195030921.15 195030921.15 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130AAC30 US3130AAC300 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-01 2017-12-01 2017-12-01 N N N 0.0108 195030429.75 195030429.75 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 2017-10-28 2017-11-28 2017-11-28 N N N 0.0108 98015354.64 98015354.64 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 0.0105 1215881734.99 1215881734.99 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 0.0108 156016029.00 156016029.00 0.0012 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 0.0110 250029160.00 250029160.00 0.0019 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 0.0110 382044556.48 382044556.48 0.0029 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 0.0124 120000000.00 120000000.00 0.0009 N Y Y 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 21377629.13 21377629.13 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 0.0111 16001509.12 16001509.12 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 3130A8CD3 US3130A8CD36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0107 82023166.64 82023166.64 0.0006 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 0.0111 173017514.52 173017514.52 0.0013 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 0.0106 51006886.02 51006886.02 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 3130AA5K0 US3130AA5K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2018-05-17 2018-05-17 N N N 0.0110 40038725.60 40038725.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 3130A8FR9 US3130A8FR94 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-07 2017-12-07 2017-12-07 N N N 0.0107 38016887.96 38016887.96 0.0003 N N N N Freddie Mac Freddie Mac, 1.05% 3134G8ML0 S6XOOCT0IEG5ABCC6L87 US3134G8ML09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0106 18996694.00 18996694.00 0.0001 N N N N Freddie Mac Freddie Mac, 1.25% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-21 2017-12-21 2017-12-21 N N N 0.0110 628208452.04 628208452.04 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 642861772.48 642861772.48 0.0048 N N N N Barclays Capital, Inc. Barclays Capital, Inc., 1.06% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-15 2042-08-15 0 - 5.25 174874000.00 176506797.01 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 173000000.00 173000000.00 0.0013 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.06% RUC0QBLBRPRCU4W1NE59 0000772028 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 176645000.00 178896040.94 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-15 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 173000000.00 173000000.00 0.0013 N N 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 2023-12-31 2026-11-15 1.5 - 2.25 97815000.00 92126656.01 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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, 1.06% 3Y4U8VZURTYWI1W2K376 CAB072000 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 - 3.625 191964500.00 191167546.65 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 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 CBB664000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-29 2047-08-15 0 - 3.625 282384200.00 277946220.64 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 BJH911000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2045-08-15 2 - 3.125 184520000.00 193694161.80 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 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 179025000.00 190054469.44 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 184000000.00 184000000.00 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 189416099.56 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 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 - 4.25 163330000.00 187110567.19 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 CBC298000 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 - 3.625 184815200.00 185494330.94 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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, 1.07% 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 189842906.82 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 CBJ212000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2026-11-15 2 - 3.875 90835000.00 92942447.31 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 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 2017-10-31 2047-08-15 0.75 - 3.625 94083000.00 94629872.60 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 CCD931000 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 109870000.00 111270106.80 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 108001026.00 108001026.00 0.0008 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 2017-10-26 2044-11-15 0 - 3.625 96060500.00 94029868.25 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 188722587.49 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-18 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, 1.07% 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 186260000.00 188633567.80 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-19 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, 1.08% 3Y4U8VZURTYWI1W2K376 CBA689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-31 2047-02-15 0.625 - 3.75 116244500.00 113186448.11 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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., 1.08% R0MUWSFPU8MPRO8K5P83 CBB134000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2044-08-15 1.25 - 3.75 372378000.00 377927983.49 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 2019-05-15 2046-05-15 1.125 - 7.625 744205600.00 745610655.72 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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., 1.08% R0MUWSFPU8MPRO8K5P83 CBB523000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2046-11-15 0 - 8.75 352768700.00 370754191.30 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 CAC922000 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 - 8.875 186399300.00 190350291.40 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 186000000.00 186000000.00 0.0014 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 2017-10-05 2046-08-15 0 - 8.75 369488600.00 369760219.30 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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., 1.09% R0MUWSFPU8MPRO8K5P83 CCE084000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-05 2044-02-15 0 - 8.875 715833000.00 738070107.81 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 722000000.00 722000000.00 0.0054 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CCB018000 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 - 4.375 364629000.00 369519536.50 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-07 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., 1.09% R0MUWSFPU8MPRO8K5P83 CBI691000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2046-11-15 0 - 4.25 402335000.00 410785728.00 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 CCC444000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2045-08-15 0 - 8.75 757170800.00 739187077.96 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 721000000.00 721000000.00 0.0054 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 2018-01-04 2047-05-15 0 - 6.25 314173500.00 369791187.09 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 CCA379000 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 - 4.375 278761700.00 278841902.31 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 272000000.00 272000000.00 0.0020 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CCD005000 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 - 4.5 728337300.00 736777879.86 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 721000000.00 721000000.00 0.0054 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 2017-10-12 2045-08-15 0 - 4.375 362412900.00 369410759.10 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 CCG143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2046-05-15 0 - 8.75 422641100.00 416437703.62 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 408000000.00 408000000.00 0.0030 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 2017-10-12 2046-08-15 0 - 7.125 188347000.00 190164476.59 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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., 1.1% R0MUWSFPU8MPRO8K5P83 CCF620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2045-11-15 2.5 - 5.5 531577100.00 559081640.48 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 544000000.00 544000000.00 0.0041 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 2017-10-12 2046-05-15 0 - 8.875 1107132000.00 1111786729.10 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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., 1.11% R0MUWSFPU8MPRO8K5P83 CBH937000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2046-11-15 1.5 - 7.625 174741200.00 185421883.95 U.S. Treasuries (including strips) Y N/A N/A 2017-11-28 2017-11-28 2017-11-28 N N N 0.0116 180984578.80 180984578.80 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 2026-11-15 2042-11-15 2 - 5.5 143108800.00 190292628.63 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0111 186000000.00 186000000.00 0.0014 N N Y N 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 2017-10-12 2044-11-15 0 - 3 195872400.00 190208164.30 U.S. Treasuries (including strips) Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0115 185992262.40 185992262.40 0.0014 N N N Y 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 2017-10-12 2045-08-15 0 - 3.875 182434500.00 188851237.03 U.S. Treasuries (including strips) Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0115 183992382.40 183992382.40 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 2024-06-30 2045-05-15 2 - 4.25 179793400.00 193146350.81 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0112 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 2017-10-12 2046-11-15 0 - 8.75 376310600.00 382619140.42 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-11-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0113 374000000.00 374000000.00 0.0028 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.07% 549300IMBXQ8SGH3HJ31 CCI224000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2024-05-15 1.875 - 2.5 259745000.00 263179522.68 U.S. Treasuries (including strips) Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0109 257999019.60 257999019.60 0.0019 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.09% 549300IMBXQ8SGH3HJ31 CDF758000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-09-30 2023-01-31 0.75 - 3.125 523700000.00 528380852.39 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0110 517998342.40 517998342.40 0.0039 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.11% 549300IMBXQ8SGH3HJ31 CDG313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-30 2022-05-31 1 - 1.875 459595000.00 460024594.15 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0111 451000000.00 451000000.00 0.0034 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.11% 549300IMBXQ8SGH3HJ31 CDG311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-28 2047-08-15 0.625 - 8.5 1449273000.00 1487190313.37 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0111 1457000000.00 1457000000.00 0.0109 N Y Y N Credit AG Credit AG, 1.05% 1VUV7VQFKUOQSJ21A208 CDG349000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2026-11-15 1.625 - 2 181991600.00 179535778.00 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0104 176000000.00 176000000.00 0.0013 N N Y N Deutsche Bank AG (GOV REPO) Deutsche Bank AG (GOV REPO), 1.04% 7LTWFZYICNSX8D621K86 CDF812000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2042-08-15 0 - 2.75 802071600.00 793893350.52 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0106 776996658.90 776996658.90 0.0058 N N Y N Deutsche Bank AG (GOV REPO) Deutsche Bank AG (GOV REPO), 1.06% 7LTWFZYICNSX8D621K86 CDG281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-30 2026-11-15 1.125 - 8 494508100.00 538607589.22 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 528000000.00 528000000.00 0.0039 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.06% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-30 2047-02-15 0 - 9 277129200.00 283702514.05 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 278000000.00 278000000.00 0.0021 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 1% 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2021-02-15 3.625 - 3.625 612305900.00 654054596.78 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0100 654000000.00 654000000.00 0.0049 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.06% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2047-05-15 0 - 3.875 184377800.00 178096405.19 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0106 172999671.30 172999671.30 0.0013 N N Y N 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 2027-11-15 1.375 - 6.125 141811500.00 149548278.52 U.S. Treasuries (including strips) Y N/A N/A 2017-11-16 2017-11-16 2017-11-16 N N N 0.0115 145000420.50 145000420.50 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 2026-02-15 2.125 - 6 181899900.00 186168463.30 U.S. Treasuries (including strips) Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0115 182000163.80 182000163.80 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 2027-11-15 1.5 - 6.125 177816800.00 186651806.84 U.S. Treasuries (including strips) Y N/A N/A 2017-11-29 2017-11-29 2017-11-29 N N N 0.0116 180999638.00 180999638.00 0.0014 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.16% H7FNTJ4851HG0EXQ1Z70 CCB970000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2027-11-15 2.25 - 6.125 284324600.00 369914727.33 U.S. Treasuries (including strips) Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0116 360995559.70 360995559.70 0.0027 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.16% H7FNTJ4851HG0EXQ1Z70 CCC964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2027-11-15 2.125 - 6.125 355260000.00 370557655.11 U.S. Treasuries (including strips) Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0116 359994888.00 359994888.00 0.0027 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.04% K5HU16E3LMSVCCJJJ255 CCI306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-28 2046-11-15 0.75 - 9 166796400.00 178753341.17 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0103 175000000.00 175000000.00 0.0013 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.05% K5HU16E3LMSVCCJJJ255 CCE992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-28 2046-05-15 0 - 5.5 92289700.00 91916818.55 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-18 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 90000000.00 90000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.07% U7M81AY481YLIOR75625 CCF541000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-05-15 1.625 - 2.125 273084000.00 268072268.82 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 261000000.00 261000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.07% U7M81AY481YLIOR75625 CCD345000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2026-05-15 0.75 - 2.625 545510000.00 554408822.79 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 540000000.00 540000000.00 0.0040 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.09% U7M81AY481YLIOR75625 CCA845000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2023-02-15 2 - 2.625 88990000.00 92173554.20 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 90000000.00 90000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.09% U7M81AY481YLIOR75625 CCC460000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2045-08-15 2 - 2.875 183175000.00 186062570.51 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 181000000.00 181000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.1% U7M81AY481YLIOR75625 CDG276000 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 62001000.00 58367617.40 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0110 57000000.00 57000000.00 0.0004 N Y 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 36631000.00 37466372.51 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 36000000.00 36000000.00 0.0003 N N 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 7231461.68 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 7000000.00 7000000.00 0.0001 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 74758000.00 74936105.13 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 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 91748000.00 94225161.57 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 91000000.00 91000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.1% U7M81AY481YLIOR75625 CCG120000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-05-15 1.625 - 2.625 96063000.00 92422621.77 U.S. Treasuries (including strips) Y N/A N/A 2017-10-13 2017-10-13 2017-10-13 N N N 0.0112 89999217.00 89999217.00 0.0007 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.11% U7M81AY481YLIOR75625 CCA478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2045-05-15 2 - 3 35685000.00 37458068.68 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0102 36000255.60 36000255.60 0.0003 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.11% U7M81AY481YLIOR75625 CCA847000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2023-02-15 2 - 2.625 88985000.00 92166110.77 U.S. Treasuries (including strips) Y N/A N/A 2017-10-17 2017-10-17 2017-10-17 N N N 0.0113 89998839.00 89998839.00 0.0007 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.11% U7M81AY481YLIOR75625 CCA479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2021-03-31 1.25 - 1.25 40170000.00 40066838.58 U.S. Treasuries (including strips) Y N/A N/A 2017-10-20 2017-10-20 2017-10-20 N N N 0.0114 38999294.10 38999294.10 0.0003 N N N Y Natixis SA Natixis SA, 1.04% KX1WK48MPD4Y2NCUIZ63 CDF796000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-15 2027-05-15 1 - 3.125 357532700.00 358061371.69 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0106 350998315.20 350998315.20 0.0026 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.05% OXTKY6Q8X53C9ILVV871 CDF806000 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 - 9 2567672100.00 2643756175.55 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0105 2588496117.25 2588496117.25 0.0193 N N Y N 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 2020-02-15 1.625 - 3.625 89280000.00 91937671.18 U.S. Treasuries (including strips) Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0115 90000495.00 90000495.00 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 2020-02-15 2020-02-15 3.625 - 3.625 87220000.00 91919650.67 U.S. Treasuries (including strips) Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0115 90000459.00 90000459.00 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 2019-10-31 2020-02-15 1.25 - 3.625 88545000.00 92932688.96 U.S. Treasuries (including strips) Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0115 91000309.40 91000309.40 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 2020-02-15 2020-02-15 3.625 - 3.625 87190000.00 91888034.19 U.S. Treasuries (including strips) Y N/A N/A 2017-11-21 2017-11-21 2017-11-21 N N N 0.0115 90000126.00 90000126.00 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 2027-05-15 2 - 3.625 181805000.00 184803354.01 U.S. Treasuries (including strips) Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0115 181000235.30 181000235.30 0.0014 N N N Y Norinchukin Bank Norinchukin Bank, 1.16% 5493007VSMFZCPV1NB83 CCH325000 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 88220000.00 88753677.59 U.S. Treasuries (including strips) Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0116 86999808.60 86999808.60 0.0006 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 2019-10-31 2019-10-31 1.25 - 1.25 93965000.00 94042335.16 U.S. Treasuries (including strips) Y N/A N/A 2017-10-26 2017-10-26 2017-10-26 N N N 0.0119 91997966.80 91997966.80 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 2019-09-30 2019-10-31 1 - 1.25 95265000.00 95153272.78 U.S. Treasuries (including strips) Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0103 93001664.70 93001664.70 0.0007 N N Y N 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 2017-11-15 2047-02-15 0 - 6.125 44373800.00 46227100.02 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 CCD010000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2024-02-29 1.75 - 2.125 184564700.00 184721401.84 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 181000000.00 181000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 CCD011000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2024-02-29 2.125 - 2.125 184120200.00 184721416.54 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 181000000.00 181000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 CCC865000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2025-05-15 1.875 - 2.125 94676900.00 94914823.19 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0103 93000000.00 93000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 CCD398000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-15 2025-11-15 2.25 - 2.25 182062000.00 183700805.37 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0103 180000000.00 180000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 CCD015000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2022-02-28 1.75 - 1.75 185273200.00 184722370.49 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 181000000.00 181000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 CCD014000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2024-08-31 1.875 - 2.125 185098100.00 184722384.79 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 181000000.00 181000000.00 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 2023-10-31 2024-08-31 1.625 - 1.875 191175000.00 188070545.40 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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, 1.07% 549300QJJX6CVVUXLE15 CAF305000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2023-10-31 1.625 - 1.625 193525400.00 190137342.41 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 CCB337000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2025-11-15 1.75 - 2.25 184275400.00 183736466.35 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 180000000.00 180000000.00 0.0013 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 2024-08-31 2024-08-31 1.875 - 1.875 191095900.00 188068572.48 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 2017-11-30 2042-02-15 0.75 - 6.25 375308100.00 396093375.13 U.S. Treasuries (including strips) Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0106 387998719.60 387998719.60 0.0029 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 U.S. TREASURY 2018-01-31 2019-04-30 0.51 - 0.892 9912600.00 9943515.87 U.S. Treasuries (including strips) US TREASURY 2017-09-30 2046-08-15 0.625 - 9.125 369102800.00 387137411.50 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0106 388998249.50 388998249.50 0.0029 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.06% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-10-31 2023-07-31 1.25 - 1.5 37076000.00 36724669.65 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 36000000.00 36000000.00 0.0003 N Y 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 2017-10-12 2044-11-15 0 - 9 350020500.00 378074096.36 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 6 N N/A N/A N N 0.0108 368000000.00 368000000.00 0.0027 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 2017-10-12 2045-11-15 0 - 8.75 367946200.00 375922184.82 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-11 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 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 2017-09-30 2047-08-15 0 - 9 359301500.00 377937316.09 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 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 2017-10-12 2046-08-15 0 - 8.75 312646500.00 321008474.35 U.S. Treasuries (including strips) Y N/A N/A 2017-11-20 2017-11-20 2017-11-20 N N N 0.0113 312983536.20 312983536.20 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 2017-11-15 2024-05-15 2.5 - 4.25 37540000.00 39155147.57 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0115 38000000.00 38000000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.16% 5493006GGLR4BTEL8O61 CBJ077000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-15 2025-02-15 2 - 4.25 38116000.00 37866856.10 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-18 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0118 36999452.40 36999452.40 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.16% 5493006GGLR4BTEL8O61 CCB976000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-15 2024-08-15 2.375 - 4.25 37433000.00 38251709.85 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-25 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0115 37375000.00 37375000.00 0.0003 N N Y N Td Securities (U.S.A.) (GOV REPO) Td Securities (U.S.A.) (GOV REPO), 1.06% SUVUFHICNZMP2WKHG940 CDG295000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-15 2024-08-15 0.875 - 2.375 167439000.00 169334976.78 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 166000000.00 166000000.00 0.0012 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 1.07%, dated 9/29/2017 due 10/02/2017 B4TYDEB6GKMZO031MB27 CDG507000_04197 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 2039-12-20 2042-12-20 3 - 5.25 4647153394.11 1320718277.30 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 1289685693.37 1289685693.37 0.0096 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.07%, dated 9/29/2017 due 10/02/2017 L3I9ZG2KFGXZ61BMYR72 CDG507000_04240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-31 2045-11-15 0.75 - 6.625 107848644.80 109028595.82 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 106807834.49 106807834.49 0.0008 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.07%, dated 9/29/2017 due 10/02/2017 R0MUWSFPU8MPRO8K5P83 CDG507000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-10-04 2017-10-04 0.86 - 0.86 426.96 428.73 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2024-06-20 2047-08-20 1.754 - 4.5 13488512.73 3739738.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2018-03-07 2039-04-01 0 - 7 26594800.45 2659022.48 Agency Debentures and Agency Strips US TREASURY 2017-10-12 2046-05-15 0 - 9.125 550763371.52 580780316.08 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2047-04-01 2.125 - 7.5 61429180.57 20418276.00 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 593474009.74 593474009.74 0.0044 N Y 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 FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-24 2047-04-01 0 - 3.5 6596326.00 5379139.31 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2029-10-15 2046-02-20 3 - 7 1723273.00 1076349.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2033-10-11 0 - 4.125 3741000.00 2769902.15 Agency Debentures and Agency Strips US TREASURY 2017-10-12 2046-02-15 0 - 8.875 96053685.51 92953970.65 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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., 1.1% R0MUWSFPU8MPRO8K5P83 CBH604000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2037-08-01 0 - 6.5 10265050.00 889169.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-01 2046-10-01 2.873 - 7 16957766.00 11650603.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2046-10-20 1.766 - 3.07 2031837.00 1933373.13 Agency Mortgage-Backed Securities US TREASURY 2017-10-12 2045-08-15 0 - 2.875 121624381.24 89620174.38 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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., 1.11% 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 2018-01-04 2047-02-15 0 - 7.625 274232195.36 284204890.67 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-11-01 2047-07-01 0 - 4 8433545.00 8076344.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-07-20 2047-08-20 2.125 - 4.5 61464531.00 24979138.22 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-06-08 2018-06-08 1.1 - 1.1 15077000.00 15122406.90 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2029-11-01 2046-04-01 0 - 4 110746383.00 78714028.67 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 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 FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2047-06-01 0 - 5.5 1464160.00 539115.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-24 2047-04-01 0 - 5 38120441.00 23732437.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2047-06-20 2.125 - 4 6731917.00 3138758.75 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2033-02-01 2033-02-01 3.33 - 3.33 60000.00 60368.70 Agency Debentures and Agency Strips US TREASURY 2018-11-15 2047-02-15 0 - 8.75 400338333.49 382485562.25 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 FEDERAL FARM CREDIT 2033-02-01 2033-02-01 3.33 - 3.33 191000.00 192173.70 Agency Debentures and Agency Strips US TREASURY 2018-05-15 2045-02-15 0 - 6.25 91617176.86 88018300.15 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2047-07-01 0 - 3.5 5915216.00 6096310.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-01-15 2046-01-01 4 - 7.125 4039535.00 4028193.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-11-20 2047-08-20 2.25 - 6.5 6781196.00 7134646.37 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0112 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 1.07%, dated 9/29/2017 due 10/02/2017 VJW2DOOHGDT6PR0ZRO63 CDG507000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-10-19 2025-08-15 0 - 7.25 17001773.48 17085873.65 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-03-26 2021-01-19 1.274 - 1.93 4536851.96 4548386.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-10-12 2045-09-01 0.875 - 4 3125301.90 3114277.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-09-27 2020-06-29 1.55 - 1.64 3117651.22 3124527.29 Agency Debentures and Agency Strips Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 27323849.44 27323849.44 0.0002 N Y Y N Citibank NA Citibank NA, 1.02% E57ODZWZ7FF32TWEFA76 0000036684 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 2018-01-01 2041-07-01 3.5 - 7 2454529.00 569959.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2020-09-28 2026-09-11 1.383 - 3 38215000.00 38432592.38 Agency Debentures and Agency Strips US TREASURY 2017-09-30 2046-05-15 0 - 8.5 53049500.00 59626334.83 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-04-25 2019-04-25 1.19 - 1.19 1000.00 1002.34 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-03-07 2024-12-01 0.875 - 5.5 709521.00 708207.10 Agency Debentures and Agency Strips Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0103 96999825.40 96999825.40 0.0007 N N Y N Citibank NA Citibank NA, 1.03% 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 1625.32 Agency Debentures and Agency Strips US TREASURY 2017-11-30 2047-05-15 0.125 - 8.75 400604200.00 496861372.80 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-12-12 2025-03-28 2.19 - 2.62 3002000.00 2961668.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2018-11-01 2047-01-01 1.125 - 9 93029113.00 36741242.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-06-14 2021-02-18 1.125 - 1.625 585000.00 586843.04 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2018-08-15 2047-04-20 3 - 8.5 104296268.00 50304468.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-01-23 2047-04-01 1 - 6.5 22218741.00 6980799.92 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0103 579999594.00 579999594.00 0.0043 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.07%, dated 9/29/2017 due 10/02/2017 E57ODZWZ7FF32TWEFA76 CDG507000_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 2022-07-15 0 - 0 489.70 443.57 Agency Debentures and Agency Strips US TREASURY 2017-10-12 2047-08-15 0 - 8.875 709968304.52 774707041.48 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-04-03 2026-04-13 1.069 - 2.64 17644729.32 17705294.66 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2018-06-29 2026-12-11 0.875 - 3 40208945.51 40711789.03 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2018-01-12 2047-06-01 0 - 7 11845844.27 7190097.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-10-20 2067-08-20 2 - 8 44419412.68 26891811.96 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2042-12-15 3.5 - 3.5 14690.88 15453.21 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-26 2047-06-01 0.875 - 8 10350691.94 7904867.53 Agency Debentures and Agency Strips Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 853050579.38 853050579.38 0.0064 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.07%, dated 9/29/2017 due 10/02/2017 1VUV7VQFKUOQSJ21A208 CDG507000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-01-31 2047-02-15 2.125 - 3 268222630.12 273154274.98 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 266134293.50 266134293.50 0.0020 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.07%, dated 9/29/2017 due 10/02/2017 KBVRJ5K57JZ3E2AVWX40 CDG507000_40488 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 3 - 5.5 151831480.66 83613549.41 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 81971548.31 81971548.31 0.0006 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 HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 3.5 - 3.5 239830000.00 248296974.99 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-30 2017-10-30 2017-10-30 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 31 N N/A N/A N N 0.0109 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-01-20 2047-07-20 4 - 4 318251023.00 206396405.53 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 33 N N/A N/A N N 0.0109 202000000.00 202000000.00 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 S6XOOCT0IEG5ABCC6L87 2019-08-28 2019-08-28 1.3 - 1.3 36050000.00 35890558.64 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-09-30 2019-09-30 1.25 - 1.25 87995000.00 87742043.20 Agency Debentures and Agency Strips Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 34 N N/A N/A N N 0.0109 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-02-08 2019-11-26 0.875 - 1.75 87589000.00 87482101.13 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 1.00 1.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2036-07-15 2036-07-15 5.5 - 5.5 25000000.00 34066638.35 Agency Debentures and Agency Strips Y N/A N/A 2017-11-03 2017-11-03 2017-11-14 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0108 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-01-20 2047-05-20 4 - 4 204254863.00 204284432.98 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-03 2017-11-03 2017-11-13 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0108 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 2047-09-01 2047-09-01 3.5 - 3.5 67945000.00 70343735.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-11-15 2047-09-20 2 - 6 443020873.00 163611417.93 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-03 2017-11-03 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, 1.1% 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 S6XOOCT0IEG5ABCC6L87 2019-10-02 2021-08-12 1.125 - 1.25 50000000.00 49443863.33 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-02-08 2019-01-28 0.875 - 1.625 49295000.00 49502502.77 Agency Debentures and Agency Strips Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0110 96999903.00 96999903.00 0.0007 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.07%, dated 9/29/2017 due 10/02/2017 ZBUT11V806EZRVTWT807 CDG507000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY 2017-10-31 2019-01-31 0.488 - 0.646 798994.40 800729.78 U.S. Treasuries (including strips) US TREASURY 2017-10-31 2043-08-15 0.625 - 8.875 324999408.79 337721928.98 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2023-05-01 2047-09-01 2.5 - 6 1738352761.29 832302289.71 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 1147601676.30 1147601676.30 0.0086 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 FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2047-09-01 2.5 - 4 565233381.00 466306617.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-06-15 2047-09-20 2.5 - 4.5 125685870.00 115043026.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2044-11-01 2044-11-01 2.78 - 2.78 58214329.00 32608958.13 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-11 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0105 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 1.07%, dated 9/29/2017 due 10/02/2017 8NAV47T0Y26Q87Y0QP81 CDG507000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-08-15 2044-05-15 2.625 - 5 226851088.36 248180275.09 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-08-20 2047-09-20 3.5 - 3.5 111101487.89 115845119.46 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 355210042.66 355210042.66 0.0027 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 CDG293000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2047-05-01 3 - 4 74094323.00 38440414.38 Agency Mortgage-Backed Securities US TREASURY 2023-05-15 2044-05-15 N/A 129.54 72.33 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2042-10-15 2067-08-20 3 - 4.599 197441151.00 114655126.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-11-01 2047-02-01 3.5 - 4.5 52157207.00 36642102.88 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 186000000.00 186000000.00 0.0014 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 CCI305000 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 2031-05-01 2047-10-01 2.013 - 5.5 186795002.00 83809721.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2047-09-01 2.304 - 4.5 239412292.00 114093803.95 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0106 194000000.00 194000000.00 0.0014 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.1% K5HU16E3LMSVCCJJJ255 CCA347000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-09-13 2018-09-13 N/A 2424900.00 2395122.23 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2047-09-01 2.164 - 5.946 391136914.00 62342507.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-11-20 2047-04-20 2 - 4.5 166772815.00 68292014.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2047-09-01 1.92 - 5.37 417184874.00 216098148.32 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0112 341990629.20 341990629.20 0.0026 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.1% K5HU16E3LMSVCCJJJ255 CCA720000 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 2.537 - 5 310589002.00 87465716.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-11-20 2066-02-20 2.125 - 6 230569743.00 85485570.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2047-09-01 1.961 - 5.15 454034851.00 113896416.96 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2017-11-07 N N N 0.0112 280991851.00 280991851.00 0.0021 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.1% K5HU16E3LMSVCCJJJ255 CCB246000 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 2.424 - 5.75 184860264.00 27021611.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2047-08-20 3 - 5.5 10030726.00 9645127.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-03-01 2047-09-01 2.304 - 5.861 209198600.00 65411178.36 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-08 2017-11-08 2017-11-08 N N N 0.0112 99996920.00 99996920.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.1% K5HU16E3LMSVCCJJJ255 CCD325000 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 2.166 - 5 492198281.00 174059689.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-20 2067-08-20 2 - 5.5 40774910.00 18400045.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-10-01 2047-09-01 2.796 - 4 187515051.00 75956004.97 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-14 2017-11-14 2017-11-14 N N N 0.0113 262989401.10 262989401.10 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.1% K5HU16E3LMSVCCJJJ255 CCG512000 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 2.015 - 4.5 1266812.00 671328.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-12-01 2047-09-01 1.999 - 4.5 495256227.00 253101555.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-09-20 2042-05-20 4 - 4.5 40963490.00 11516252.78 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-20 2017-11-20 2017-11-20 N N N 0.0113 259986766.00 259986766.00 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.1% K5HU16E3LMSVCCJJJ255 CCH818000 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 2023-11-01 2048-08-01 2.383 - 5.5 382530977.00 98659600.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-10-20 2065-12-20 2 - 6 107133016.00 66935457.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2047-09-01 2.5 - 5.75 277413359.00 51704772.62 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-27 2017-11-27 2017-11-27 N N N 0.0114 212986368.00 212986368.00 0.0016 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.07%, dated 9/29/2017 due 10/02/2017 7TK5RJIZDFROZCA6XF66 CDG507000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-06-01 2045-06-01 2.5 - 7.645 71962698.02 38633661.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2034-11-20 2057-07-16 1.678 - 7.264 627855307.02 610385894.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-05-01 2046-08-01 2.103 - 8 272878970.29 158460247.67 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 789659248.69 789659248.69 0.0059 N Y Y N Natixis SA Natixis SA, 1.05% KX1WK48MPD4Y2NCUIZ63 CDF795000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-05-31 2046-02-15 0.125 - 3.625 192414900.00 198530112.35 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0106 193499380.80 193499380.80 0.0014 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.04% OXTKY6Q8X53C9ILVV871 CCH766000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2017-11-01 2047-09-02 2.5 - 9.5 1668898605.00 307957774.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2020-01-15 2067-07-20 2.238 - 9 1465689290.00 1389867824.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-25 2056-07-01 2.5 - 9 1043495043.00 346608708.90 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0103 2004000801.60 2004000801.60 0.0150 N N Y N 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 2047-09-02 2.5 - 6.5 126713413.00 48817995.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-06-20 2047-09-20 3 - 4.5 54947819.00 57003743.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2047-09-01 2.335 - 6 264023279.00 102718175.69 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-19 2017-10-19 2017-10-19 N N N 0.0112 203996552.40 203996552.40 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 NATIONAL MORTGAGE ASSOC 2026-09-01 2047-09-01 1.682 - 4 174881313.00 85096706.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2047-09-02 3 - 9.5 41945431.00 42234169.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2028-10-20 2047-09-20 3 - 7 138318245.00 139429730.51 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-08 2017-11-08 2017-11-08 N N N 0.0112 260989951.50 260989951.50 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 NATIONAL MORTGAGE ASSOC 2027-01-01 2047-08-01 2.5 - 5 101834817.00 56839879.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2017-12-01 2047-09-02 3 - 8 62512676.00 45599450.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-06-20 2047-09-20 2.5 - 4.5 39227056.00 40575477.17 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-13 2017-11-13 2017-11-13 N N N 0.0112 139993588.00 139993588.00 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 3 - 6 62305222.00 28828812.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2035-07-20 2047-09-20 2 - 5 63199436.00 41807943.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2047-08-25 2.5 - 6 105916682.00 44934292.56 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0102 113000881.40 113000881.40 0.0008 N N Y N 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2047-07-20 2047-09-20 3.5 - 3.5 107047498.00 111571203.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-02-01 2047-05-01 3 - 4 14164206.00 13615895.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2047-01-01 2.563 - 3.5 109127726.00 84475147.84 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0103 205001783.50 205001783.50 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 CCG604000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2046-04-20 3.5 - 3.5 224876870.00 204065450.03 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0104 200000000.00 200000000.00 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 2043-10-20 2043-10-20 4 - 4 388844853.00 140502777.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2037-08-01 4 - 4 66131375.00 70160558.43 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0106 206000000.00 206000000.00 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-05-20 3.5 - 3.5 98469459.00 101229112.49 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 99000000.00 99000000.00 0.0007 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2046-01-20 3.5 - 4 310680191.00 209622053.54 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 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 2045-05-20 2045-10-20 3.5 - 3.5 316915792.00 209566119.15 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0114 204991349.00 204991349.00 0.0015 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2047-07-20 2047-07-20 3.5 - 3.5 200722754.00 208535695.44 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 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 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 2045-05-20 2045-10-20 3.5 - 4 331144164.00 209583021.02 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-19 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, 1.08% 549300QJJX6CVVUXLE15 CAB537000 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 2047-07-20 2047-08-20 3.5 - 3.5 200243209.00 208585634.89 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 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 2045-05-20 2047-09-20 3.5 - 3.5 219830230.00 208535695.80 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 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 CAF307000 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 2047-07-20 2047-09-20 3.5 - 3.5 200125234.00 208541937.79 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 204000000.00 204000000.00 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2047-08-20 3.5 - 3.5 202633837.00 208521014.86 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 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 RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.07%, dated 9/29/2017 due 10/02/2017 549300QJJX6CVVUXLE15 CDG507000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-10-05 2047-08-15 0 - 4.5 188230826.54 187428900.46 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 183348494.48 183348494.48 0.0014 N Y Y N RBC Financial Group RBC Financial Group, 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-15 2047-09-20 4 - 4.5 215040.00 162774.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2047-07-01 3 - 4 320589204.00 100725009.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2047-06-01 2.499 - 4.5 10132413.00 1997842.33 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0106 100000000.00 100000000.00 0.0007 N N Y N RBC Financial Group RBC Financial Group, 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 2028-02-01 2047-06-01 2.264 - 6.5 46039613.00 21335379.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2047-09-20 4 - 4 29456.00 31183.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2047-04-01 2.5 - 4 163668536.00 121709889.84 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 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 RBC Financial Group RBC Financial Group, 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 NATIONAL MORTGAGE ASSOC 2025-11-01 2047-05-01 2.5 - 6 134373739.00 96293609.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2047-04-01 2.296 - 4.5 185090807.00 107126083.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2047-09-20 4 - 4 2000.00 1642.58 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 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 RBC Financial Group RBC Financial Group, 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 2047-04-01 2047-06-01 4.5 - 4.5 1572474.00 1705663.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2031-03-01 2047-04-01 3.5 - 4.5 181696888.00 100379665.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-15 2047-09-20 4 - 4.5 258836.00 65999.33 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 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 RBC Financial Group RBC Financial Group, 1.1% ES7IP3U3RHIGC71XBU11 CCC456000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2047-07-01 3.5 - 4.5 182215512.00 140065308.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2047-09-20 4 - 4 3096.00 3277.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2031-01-01 2047-04-01 3 - 3.5 85333025.00 64062313.66 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-12-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0110 200000000.00 200000000.00 0.0015 N N Y N Societe Generale (GOV REPO) Societe Generale (GOV REPO), 1.07% O2RNE8IBXP4R0TD8PU41 CDG314000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-31 2030-05-15 0.625 - 6.75 375431800.00 407016368.96 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 399000000.00 399000000.00 0.0030 N Y Y N Societe Generale (GOV REPO) Societe Generale (GOV REPO), 1.08% O2RNE8IBXP4R0TD8PU41 CDF805000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-15 2042-08-15 0.125 - 6.75 136709600.00 143103048.45 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-30 Y SOCIETE GENERALE (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 139000000.00 139000000.00 0.0010 N N Y N Societe Generale (GOV REPO) Societe Generale (GOV REPO), 1.08% O2RNE8IBXP4R0TD8PU41 CCH815000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-02-15 2042-08-15 0.75 - 6.75 767138300.00 769218436.68 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-27 Y SOCIETE GENERALE (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 754000000.00 754000000.00 0.0056 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.07%, dated 9/29/2017 due 10/02/2017 VYVVCKR63DVZZN70PB21 CDG507000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-09-30 2046-11-15 1.133 - 3.5 676207337.45 682498539.41 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2047-09-25 1.367 - 3.5 3268189.58 2716156.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2019-07-20 2047-09-20 1.386 - 8.5 1802454154.37 1519666524.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-25 2047-10-01 3.801 - 5.232 317786820.85 334396683.49 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 2488109729.62 2488109729.62 0.0186 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.89% 912796MA4 US912796MA40 U.S. Treasury Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0089 62948210.85 62948210.85 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.95% 912796ME6 US912796ME61 U.S. Treasury Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0095 26956450.08 26956450.08 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.96% 912796LB3 US912796LB32 U.S. Treasury Debt Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N N N 0.0096 806540735.84 806540735.84 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.98% 912796MH9 US912796MH92 U.S. Treasury Debt Y N/A N/A 2017-12-21 2017-12-21 2017-12-21 N N N 0.0098 1405576475.40 1405576475.40 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.02% 912796MJ5 US912796MJ58 U.S. Treasury Debt Y N/A N/A 2017-12-28 2017-12-28 2017-12-28 N N N 0.0102 1044368543.49 1044368543.49 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.04% 912796RK7 US912796RK76 U.S. Treasury Debt Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0104 1787209410.56 1787209410.56 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 129529608.00 129529608.00 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.09% 912796NR6 US912796NR65 U.S. Treasury Debt Y N/A N/A 2018-02-08 2018-02-08 2018-02-08 N N N 0.0109 1433414204.92 1433414204.92 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.1% 912796NS4 US912796NS49 U.S. Treasury Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0110 68715629.61 68715629.61 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.14% 912796NU9 US912796NU94 U.S. Treasury Debt Y N/A N/A 2018-03-08 2018-03-08 2018-03-08 N N N 0.0114 371128364.33 371128364.33 0.0028 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 0.0101 51783087.15 51783087.15 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 0.0114 106067323.78 106067323.78 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.06% to 1.08% 912828N55 US912828N555 U.S. Treasury Debt Y N/A N/A 2017-12-31 2017-12-31 2017-12-31 N N N 0.0115 400850435.02 400850435.02 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.06% to 1.08% 912828UE8 US912828UE89 U.S. Treasury Debt Y N/A N/A 2017-12-31 2017-12-31 2017-12-31 N N N 0.0114 180822458.91 180822458.91 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.06% to 1.08% 912828PN4 US912828PN44 U.S. Treasury Debt Y N/A N/A 2017-12-31 2017-12-31 2017-12-31 N N N 0.0120 363405417.94 363405417.94 0.0027 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 0.0128 35131756.80 35131756.80 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 0.0115 364668686.20 364668686.20 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 8993087.10 8993087.10 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.11% 9128282M1 US9128282M19 U.S. Treasury Debt Y N/A N/A 2017-10-02 2019-07-31 2019-07-31 N N N 0.0111 555334411.43 555334411.43 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.12% 912828X54 US912828X547 U.S. Treasury Debt Y N/A N/A 2017-10-02 2019-04-30 2019-04-30 N N N 0.0109 1173507955.92 1173507955.92 0.0088 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 0.0118 148732264.88 148732264.88 0.0011 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 0.0123 48408809.28 48408809.28 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.19% 912828V64 US912828V640 U.S. Treasury Debt Y N/A N/A 2017-10-02 2019-01-31 2019-01-31 N N N 0.0107 416667426.24 416667426.24 0.0031 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.07% U7M81AY481YLIOR75625 CDF908000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-10-06 2017-10-06 2017-10-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 70000000.00 70000000.00 0.0005 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 CDG388000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-10-06 2017-10-06 2017-11-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0116 37000000.00 37000000.00 0.0003 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. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2017-10-04 Stephanie Dorsey Stephanie Dorsey President and Treasurer