0000278001-17-000028.txt : 20171107 0000278001-17-000028.hdr.sgml : 20171107 20171107123035 ACCESSION NUMBER: 0000278001-17-000028 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20171031 FILED AS OF DATE: 20171107 DATE AS OF CHANGE: 20171107 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: 171182491 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 2017-10-31 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. 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40011436.40 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 2017-11-11 2018-06-11 2018-06-11 N N N 0.0111 77079938.32 77079938.32 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.29% 3133EE3J7 US3133EE3J77 U.S. Government Agency Debt Y N/A N/A 2017-11-09 2018-07-09 2018-07-09 N N N 0.0109 86112911.98 86112911.98 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.29% 3133EEM23 US3133EEM232 U.S. Government Agency Debt Y N/A N/A 2017-11-18 2018-06-18 2018-06-18 N N N 0.0110 86099621.54 86099621.54 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 313385NS1 US313385NS13 U.S. Government Agency Debt Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0000 635000000.00 635000000.00 0.0048 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 313385NT9 US313385NT95 U.S. Government Agency Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0052 64998180.00 64998180.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 313385NU6 US313385NU68 U.S. Government Agency Debt Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 N N N 0.0069 546969368.00 546969368.00 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 313385NX0 US313385NX08 U.S. Government Agency Debt Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0086 135980960.00 135980960.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 313385NZ5 US313385NZ55 U.S. Government Agency Debt Y N/A N/A 2017-11-08 2017-11-08 2017-11-08 N N N 0.0090 1225759704.00 1225759704.00 0.0092 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 294975638.90 294975638.90 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 313385PA8 US313385PA86 U.S. Government Agency Debt Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0092 38991264.00 38991264.00 0.0003 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 97992923.42 97992923.42 0.0007 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 58993902.35 58993902.35 0.0004 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 58993902.35 58993902.35 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 196979640.05 196979640.05 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AAVD7 US3130AAVD78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2017-11-27 2017-11-27 N N N 0.0110 58992059.78 58992059.78 0.0004 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 0.0110 196969370.44 196969370.44 0.0015 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 0.0110 196969370.44 196969370.44 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 0.0110 196969370.44 196969370.44 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 0.0110 195964390.72 195964390.72 0.0015 N N N N Federal Home Loan Bank Federal 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0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 313385PE0 US313385PE09 U.S. Government Agency Debt Y N/A N/A 2017-11-13 2017-11-13 2017-11-13 N N N 0.0095 48763561.14 48763561.14 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 326880645.00 326880645.00 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 574774025.00 574774025.00 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385PJ9 US313385PJ95 U.S. Government Agency Debt Y N/A N/A 2017-11-17 2017-11-17 2017-11-17 N N N 0.0097 527762928.00 527762928.00 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 313385PM2 US313385PM25 U.S. Government Agency Debt Y N/A N/A 2017-11-20 2017-11-20 2017-11-20 N N N 0.0098 537713246.00 537713246.00 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 313385PP5 US313385PP55 U.S. Government Agency Debt Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0099 1237270818.00 1237270818.00 0.0093 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 313385PR1 US313385PR12 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0099 1126273085.00 1126273085.00 0.0084 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 313385PU4 US313385PU41 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2017-11-27 2017-11-27 N N N 0.0099 547100872.50 547100872.50 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 313385PX8 US313385PX89 U.S. Government Agency Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0099 240803826.00 240803826.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 313385PW0 US313385PW07 U.S. Government Agency Debt Y N/A N/A 2017-11-29 2017-11-29 2017-11-29 N N N 0.0100 943258016.00 943258016.00 0.0071 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385PY6 US313385PY62 U.S. Government Agency Debt Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0102 1706019597.50 1706019597.50 0.0128 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385QB5 US313385QB50 U.S. Government Agency Debt Y N/A N/A 2017-12-04 2017-12-04 2017-12-04 N N N 0.0103 310703617.00 310703617.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385QC3 US313385QC34 U.S. Government Agency Debt Y N/A N/A 2017-12-05 2017-12-05 2017-12-05 N N N 0.0103 65935188.00 65935188.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385QD1 US313385QD17 U.S. Government Agency Debt Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N N N 0.0103 1110875768.00 1110875768.00 0.0083 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385QE9 US313385QE99 U.S. Government Agency Debt Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N N N 0.0103 53943840.00 53943840.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385QF6 US313385QF64 U.S. Government Agency Debt Y N/A N/A 2017-12-08 2017-12-08 2017-12-08 N N N 0.0103 336539853.90 336539853.90 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385QJ8 US313385QJ86 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2017-12-11 2017-12-11 N N N 0.0103 26968788.00 26968788.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385QK5 US313385QK59 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2017-12-12 2017-12-12 N N N 0.0103 26968032.00 26968032.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385QL3 US313385QL33 U.S. Government Agency Debt Y N/A N/A 2017-12-13 2017-12-13 2017-12-13 N N N 0.0103 1007776083.00 1007776083.00 0.0075 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385QM1 US313385QM16 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0103 1004750548.00 1004750548.00 0.0075 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 313385QN9 US313385QN98 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0104 1087116516.50 1087116516.50 0.0081 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 313385QR0 US313385QR03 U.S. Government Agency Debt Y N/A N/A 2017-12-18 2017-12-18 2017-12-18 N N N 0.0104 307082415.00 307082415.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 313385QT6 US313385QT68 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2017-12-20 2017-12-20 N N N 0.0104 38944776.00 38944776.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 313385QU3 US313385QU32 U.S. Government Agency Debt Y N/A N/A 2017-12-21 2017-12-21 2017-12-21 N N N 0.0104 19471842.00 19471842.00 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 313385QV1 US313385QV15 U.S. Government Agency Debt Y N/A N/A 2017-12-22 2017-12-22 2017-12-22 N N N 0.0104 76886579.00 76886579.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 313385RA6 US313385RA68 U.S. Government Agency Debt Y N/A N/A 2017-12-27 2017-12-27 2017-12-27 N N N 0.0104 499191000.00 499191000.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDM5 US3130ABDM52 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 293000000.00 293000000.00 0.0022 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABCJ3 US3130ABCJ33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-02 2018-02-02 2018-02-02 N N N 0.0109 195984386.64 195984386.64 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDJ2 US3130ABDJ24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0107 272999838.93 272999838.93 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDF0 US3130ABDF02 0001026214 U.S. Government Agency 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1.06% 3130ABDE3 US3130ABDE37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-08 2017-11-08 2017-11-08 N N N 0.0108 96999592.60 96999592.60 0.0007 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 2017-11-08 2017-11-08 2017-11-08 N N N 0.0108 24999895.00 24999895.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ACMY7 US3130ACMY72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-16 2018-04-16 2018-04-16 N N N 0.0108 191982324.48 191982324.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ACN26 US3130ACN261 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-18 2018-04-18 2018-04-18 N N N 0.0108 191982001.92 191982001.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ACP65 US3130ACP654 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-20 2018-04-20 2018-04-20 N N N 0.0108 75992877.28 75992877.28 0.0006 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 2017-11-22 2018-02-21 2018-02-21 N N N 0.0108 85994749.70 85994749.70 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ACPR9 US3130ACPR94 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-23 2018-04-23 2018-04-23 N N N 0.0108 170983595.97 170983595.97 0.0013 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 2017-11-24 2018-02-23 2018-02-23 N N N 0.0108 117992594.32 117992594.32 0.0009 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 2017-11-25 2018-02-23 2018-02-23 N N N 0.0108 177988835.84 177988835.84 0.0013 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 2017-11-25 2018-02-23 2018-02-23 N N N 0.0108 589962995.20 589962995.20 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ACQ72 US3130ACQ728 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-26 2018-05-25 2018-05-25 N N N 0.0109 189978047.40 189978047.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ACQC1 US3130ACQC17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-26 2018-03-26 2018-03-26 N N N 0.0107 190984847.97 190984847.97 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ACQV9 US3130ACQV97 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2018-03-27 2018-03-27 N N N 0.0107 190984643.60 190984643.60 0.0014 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 2017-11-01 2018-02-01 2018-02-01 N N N 0.0109 47996832.96 47996832.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABBC9 US3130ABBC98 0001026214 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Home Loan Bank, 1.07% 3130AB5R3 US3130AB5R34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-11 2018-01-11 2018-01-11 N N N 0.0109 118994401.05 118994401.05 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 2017-11-11 2018-01-11 2018-01-11 N N N 0.0109 98995342.05 98995342.05 0.0007 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 2017-11-11 2018-01-11 2018-01-11 N N N 0.0109 98995342.05 98995342.05 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 2017-11-13 2018-01-12 2018-01-12 N N N 0.0109 98995251.96 98995251.96 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 2017-11-13 2017-11-13 2017-11-13 N N N 0.0109 96999315.18 96999315.18 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 2017-11-13 2017-11-13 2017-11-13 N N N 0.0109 96999315.18 96999315.18 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABEQ5 US3130ABEQ57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0108 390997372.48 390997372.48 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABEZ5 US3130ABEZ56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0108 194998689.60 194998689.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AB6R2 US3130AB6R25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-16 2018-01-16 2018-01-16 N N N 0.0109 118993933.38 118993933.38 0.0009 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 2017-11-19 2018-03-19 2018-03-19 N N N 0.0109 1152912994.62 1152912994.62 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 2017-11-20 2018-01-19 2018-01-19 N N N 0.0109 254986097.40 254986097.40 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AB6S0 US3130AB6S08 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-20 2018-01-18 2018-01-18 N N N 0.0109 172990732.39 172990732.39 0.0013 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 2017-11-21 2018-03-21 2018-03-21 N N N 0.0109 191985091.20 191985091.20 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 2017-11-25 2018-01-25 2018-01-25 N N N 0.0105 198004647.06 198004647.06 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 2017-11-25 2018-01-25 2018-01-25 N N N 0.0108 197995313.34 197995313.34 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 2017-11-26 2018-01-26 2018-01-26 N N N 0.0109 297981711.74 297981711.74 0.0022 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 2017-11-26 2018-01-26 2018-01-26 N N N 0.0109 39997545.20 39997545.20 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 2017-11-26 2018-01-26 2018-01-26 N N N 0.0109 158990242.17 158990242.17 0.0012 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 2017-11-26 2018-03-26 2018-03-26 N N N 0.0109 176985965.67 176985965.67 0.0013 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 2017-11-30 2018-01-30 2018-01-30 N N N 0.0110 98993599.65 98993599.65 0.0007 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 2017-11-01 2018-03-01 2018-03-01 N N N 0.0108 95996452.80 95996452.80 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 2017-11-02 2018-01-02 2018-01-02 N N N 0.0110 202991983.53 202991983.53 0.0015 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 2017-11-02 2018-01-02 2018-01-02 N N N 0.0109 99997743.00 99997743.00 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 2017-11-02 2018-01-02 2018-01-02 N N N 0.0109 99997743.00 99997743.00 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 2017-11-02 2018-01-02 2018-01-02 N N N 0.0109 99997743.00 99997743.00 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 2017-11-03 2018-01-03 2018-01-03 N N N 0.0110 405983699.10 405983699.10 0.0030 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 2017-11-03 2018-01-03 2018-01-03 N N N 0.0109 99996845.00 99996845.00 0.0007 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 2017-11-03 2018-01-03 2018-01-03 N N N 0.0109 99996845.00 99996845.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABZA7 US3130ABZA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-04 2018-01-04 2018-01-04 N N N 0.0110 202991581.59 202991581.59 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABDR4 US3130ABDR40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-05 2018-02-05 2018-02-05 N N N 0.0109 136993878.84 136993878.84 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABDP8 US3130ABDP83 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-05 2018-02-05 2018-02-05 N N N 0.0109 584973862.20 584973862.20 0.0044 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 2017-11-05 2018-01-05 2018-01-05 N N N 0.0110 199993378.00 199993378.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABDQ6 US3130ABDQ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-05 2018-02-05 2018-02-05 N N N 0.0109 96995666.04 96995666.04 0.0007 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 2017-11-05 2018-01-05 2018-01-05 N N N 0.0110 193991242.84 193991242.84 0.0015 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 2017-11-08 2018-01-08 2018-01-08 N N N 0.0109 594983375.70 594983375.70 0.0045 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 2017-11-08 2018-05-08 2018-05-08 N N N 0.0108 57000746.13 57000746.13 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACE42 US3130ACE427 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-08 2018-03-08 2018-03-08 N N N 0.0109 190989903.74 190989903.74 0.0014 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 2017-11-10 2018-01-10 2018-01-10 N N N 0.0110 388981351.34 388981351.34 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACLE2 US3130ACLE28 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-11 2018-06-11 2018-06-11 N N N 0.0108 95998207.68 95998207.68 0.0007 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 2017-11-11 2018-05-11 2018-05-11 N N N 0.0108 316003371.72 316003371.72 0.0024 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 2017-11-12 2018-02-12 2018-02-12 N N N 0.0109 155994330.96 155994330.96 0.0012 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 2017-11-12 2018-02-12 2018-02-12 N N N 0.0109 194992913.70 194992913.70 0.0015 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 2017-11-12 2018-02-12 2018-02-12 N N N 0.0109 390985791.06 390985791.06 0.0029 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 2017-11-15 2018-02-15 2018-02-15 N N N 0.0109 97996266.20 97996266.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABRE8 US3130ABRE80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2017-12-15 2017-12-15 N N N 0.0109 291992840.16 291992840.16 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABRM0 US3130ABRM07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2017-12-15 2017-12-15 N N N 0.0109 38999043.72 38999043.72 0.0003 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 2017-11-16 2018-01-16 2018-01-16 N N N 0.0110 94996367.20 94996367.20 0.0007 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 2017-11-17 2018-01-17 2018-01-17 N N N 0.0109 76998547.78 76998547.78 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 2017-11-21 2018-01-19 2018-01-19 N N N 0.0110 57997314.02 57997314.02 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 2017-11-22 2018-01-22 2018-01-22 N N N 0.0110 95996757.12 95996757.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBJ2 US3130ACBJ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-23 2018-01-23 2018-01-23 N N N 0.0110 190991185.35 190991185.35 0.0014 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 2017-11-23 2018-02-23 2018-02-23 N N N 0.0110 190987678.59 190987678.59 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACPP3 US3130ACPP39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-23 2018-07-23 2018-07-23 N N N 0.0109 94989721.95 94989721.95 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 2017-11-23 2018-01-23 2018-01-23 N N N 0.0110 95995569.60 95995569.60 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 2017-11-23 2018-02-23 2018-02-23 N N N 0.0119 95968422.72 95968422.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABWH5 US3130ABWH56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2018-01-24 2018-01-24 N N N 0.0110 59996925.60 59996925.60 0.0004 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 2017-11-24 2018-01-24 2018-01-24 N N N 0.0109 95995571.52 95995571.52 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 2017-11-24 2018-04-24 2018-04-24 N N N 0.0108 247996810.72 247996810.72 0.0019 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 2017-11-25 2018-01-25 2018-01-25 N N N 0.0110 267990496.72 267990496.72 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 2017-11-25 2018-01-25 2018-01-25 N N N 0.0110 39997900.80 39997900.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACPZ1 US3130ACPZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-26 2018-06-26 2018-06-26 N N N 0.0109 189975022.60 189975022.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACQ80 US3130ACQ801 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-26 2018-07-26 2018-07-26 N N N 0.0110 189972138.40 189972138.40 0.0014 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 2017-11-27 2018-01-25 2018-01-25 N N N 0.0109 95996344.32 95996344.32 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACQR8 US3130ACQR85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2018-07-27 2018-07-27 N N N 0.0110 191971741.44 191971741.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACQT4 US3130ACQT42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2018-07-27 2018-07-27 N N N 0.0110 191971741.44 191971741.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACD43 US3130ACD437 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-28 2018-02-28 2018-02-28 N N N 0.0110 190987609.83 190987609.83 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACD76 US3130ACD767 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-29 2018-01-29 2018-01-29 N N N 0.0110 190987827.57 190987827.57 0.0014 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 2017-11-30 2017-11-30 2017-11-30 N N N 0.0109 749992065.00 749992065.00 0.0056 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 2017-11-01 2018-02-01 2018-02-01 N N N 0.0111 99994178.00 99994178.00 0.0007 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 2017-11-03 2018-05-03 2018-05-03 N N N 0.0107 395026583.50 395026583.50 0.0030 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 2017-11-03 2018-05-03 2018-05-03 N N N 0.0107 198013325.40 198013325.40 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 2017-11-03 2018-07-03 2018-07-03 N N N 0.0108 136007607.84 136007607.84 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABJV9 US3130ABJV97 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0108 197000096.53 197000096.53 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABZH2 US3130ABZH20 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-07 2018-02-07 2018-02-07 N N N 0.0110 399984604.00 399984604.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ACKS2 US3130ACKS23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-09 2018-07-09 2018-07-09 N N N 0.0109 231003739.89 231003739.89 0.0017 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 2017-11-10 2018-05-10 2018-05-10 N N N 0.0108 195012442.95 195012442.95 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 2017-11-11 2018-05-11 2018-05-11 N N N 0.0108 137008669.36 137008669.36 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABL46 US3130ABL465 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-12 2018-03-12 2018-03-12 N N N 0.0110 119997295.20 119997295.20 0.0009 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 2017-11-14 2018-02-14 2018-02-14 N N N 0.0111 94993663.50 94993663.50 0.0007 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 2017-11-14 2018-02-14 2018-02-14 N N N 0.0111 152990763.39 152990763.39 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABFT8 US3130ABFT87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2018-03-15 2018-03-15 N N N 0.0110 96995792.14 96995792.14 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 2017-11-15 2018-05-15 2018-05-15 N N N 0.0108 195011912.55 195011912.55 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABFQ4 US3130ABFQ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2018-03-15 2018-03-15 N N N 0.0110 193991584.28 193991584.28 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABFU5 US3130ABFU50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2018-03-15 2018-03-15 N N N 0.0110 96995792.14 96995792.14 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABLE4 US3130ABLE45 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2017-12-15 2017-12-15 N N N 0.0109 77999946.18 77999946.18 0.0006 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 2017-11-15 2018-05-15 2018-05-15 N N N 0.0108 98005986.82 98005986.82 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABFS0 US3130ABFS05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-16 2018-03-16 2018-03-16 N N N 0.0110 96995714.54 96995714.54 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABFM3 US3130ABFM35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-16 2018-03-16 2018-03-16 N N N 0.0110 775965716.32 775965716.32 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AC5W0 US3130AC5W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-16 2018-02-16 2018-02-16 N N N 0.0111 96994341.99 96994341.99 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AC5Y6 US3130AC5Y66 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 76997251.87 76997251.87 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AC6C3 US3130AC6C38 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 76997251.87 76997251.87 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AC5N0 US3130AC5N02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-16 2018-02-16 2018-02-16 N N N 0.0111 190988242.04 190988242.04 0.0014 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 2017-11-17 2018-04-17 2018-04-17 N N N 0.0108 97004395.07 97004395.07 0.0007 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 2017-11-17 2018-04-17 2018-04-17 N N N 0.0108 88003987.28 88003987.28 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 2017-11-17 2018-04-17 2018-04-17 N N N 0.0108 70003171.70 70003171.70 0.0005 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 2017-11-19 2018-01-19 2018-01-19 N N N 0.0109 1350000337.50 1350000337.50 0.0101 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 2017-11-19 2018-04-19 2018-04-19 N N N 0.0111 132989264.24 132989264.24 0.0010 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 2017-11-19 2018-04-19 2018-04-19 N N N 0.0111 132989264.24 132989264.24 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 2017-11-19 2018-04-19 2018-04-19 N N N 0.0111 132989954.51 132989954.51 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 2017-11-19 2018-03-19 2018-03-19 N N N 0.0111 533955240.12 533955240.12 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 2017-11-20 2018-03-20 2018-03-20 N N N 0.0111 272977775.07 272977775.07 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 2017-11-22 2018-01-22 2018-01-22 N N N 0.0109 188999897.94 188999897.94 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 2017-11-23 2018-03-23 2018-03-23 N N N 0.0110 193990466.84 193990466.84 0.0015 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 2017-11-24 2018-03-23 2018-03-23 N N N 0.0110 183990958.24 183990958.24 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 2017-11-25 2018-05-25 2018-05-25 N N N 0.0108 198005296.50 198005296.50 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 2017-11-25 2018-03-23 2018-03-23 N N N 0.0111 535956085.52 535956085.52 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ACBB9 US3130ACBB98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-28 2018-02-28 2018-02-28 N N N 0.0111 133991307.42 133991307.42 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABY91 US3130ABY914 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-29 2017-12-29 2017-12-29 N N N 0.0110 299993559.00 299993559.00 0.0022 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 2017-11-30 2018-01-30 2018-01-30 N N N 0.0111 279987330.00 279987330.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABHT6 US3130ABHT69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-02 2018-07-02 2018-07-02 N N N 0.0109 58003295.56 58003295.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABQL3 US3130ABQL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-07 2018-07-06 2018-07-06 N N N 0.0109 218019003.06 218019003.06 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABHX7 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-12 2018-07-12 2018-07-12 N N N 0.0109 233011111.77 233011111.77 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABKV7 US3130ABKV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-12 2018-06-12 2018-06-12 N N N 0.0109 29002989.90 29002989.90 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ACFN9 US3130ACFN90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-14 2018-06-14 2018-06-14 N N N 0.0109 191013507.52 191013507.52 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ACFQ2 US3130ACFQ22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2018-06-15 2018-06-15 N N N 0.0109 96006720.96 96006720.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABLR5 US3130ABLR57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-19 2018-04-19 2018-04-19 N N N 0.0110 195994468.88 195994468.88 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABN28 US3130ABN289 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-22 2018-06-22 2018-06-22 N N N 0.0109 157010184.59 157010184.59 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABNC6 US3130ABNC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-23 2018-07-23 2018-07-23 N N N 0.0109 195014223.30 195014223.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABGV2 US3130ABGV25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-25 2018-05-25 2018-05-25 N N N 0.0108 43003578.46 43003578.46 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130AB2N5 US3130AB2N56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2018-04-27 2018-04-27 N N N 0.0108 60004190.40 60004190.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130AB2M7 US3130AB2M73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2018-04-27 2018-04-27 N N N 0.0108 196013688.64 196013688.64 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABNA0 US3130ABNA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2018-06-27 2018-06-27 N N N 0.0109 195011883.30 195011883.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABB39 US3130ABB391 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2018-07-27 2018-07-27 N N N 0.0108 21001595.58 21001595.58 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABP42 US3130ABP425 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-28 2018-06-28 2018-06-28 N N N 0.0109 98005897.64 98005897.64 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABNB8 US3130ABNB87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-28 2018-06-28 2018-06-28 N N N 0.0109 156009388.08 156009388.08 0.0012 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 2017-11-05 2018-09-05 2018-09-05 N N N 0.0110 190012589.40 190012589.40 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 2017-11-09 2018-07-09 2018-07-09 N N N 0.0109 98011673.76 98011673.76 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AB4R4 US3130AB4R43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-10 2018-10-10 2018-10-10 N N N 0.0109 55008351.75 55008351.75 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 2017-11-10 2018-08-10 2018-08-10 N N N 0.0110 273025520.04 273025520.04 0.0020 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 2017-11-10 2018-05-10 2018-05-10 N N N 0.0108 57008111.10 57008111.10 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 2017-11-11 2018-05-11 2018-05-11 N N N 0.0108 57008104.26 57008104.26 0.0004 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 2017-11-11 2018-05-11 2018-05-11 N N N 0.0108 57008104.26 57008104.26 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 2017-11-12 2018-07-12 2018-07-12 N N N 0.0109 97011359.67 97011359.67 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 2017-11-12 2018-07-12 2018-07-12 N N N 0.0109 99011593.89 99011593.89 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 2017-11-13 2018-07-13 2018-07-13 N N N 0.0109 59006869.96 59006869.96 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 2017-11-13 2018-07-11 2018-07-11 N N N 0.0109 59006949.02 59006949.02 0.0004 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 2017-11-13 2018-07-13 2018-07-13 N N N 0.0109 98011411.12 98011411.12 0.0007 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 2017-11-13 2018-07-13 2018-07-13 N N N 0.0109 98011411.12 98011411.12 0.0007 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 2017-11-14 2018-05-14 2018-05-14 N N N 0.0108 249035310.69 249035310.69 0.0019 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 2017-11-14 2018-05-14 2018-05-14 N N N 0.0108 57008083.17 57008083.17 0.0004 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 2017-11-14 2018-06-14 2018-06-14 N N N 0.0109 96015674.88 96015674.88 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 2017-11-14 2018-05-14 2018-05-14 N N N 0.0108 57008083.17 57008083.17 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 2017-11-14 2018-05-14 2018-05-14 N N N 0.0108 191027085.71 191027085.71 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 2017-11-17 2018-08-17 2018-08-17 N N N 0.0110 197024871.25 197024871.25 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 2017-11-17 2018-08-17 2018-08-17 N N N 0.0110 98012372.50 98012372.50 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 2017-11-20 2018-08-20 2018-08-20 N N N 0.0110 320039564.80 320039564.80 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 2017-11-20 2018-08-20 2018-08-20 N N N 0.0110 267033011.88 267033011.88 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABPC4 US3130ABPC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2018-07-27 2018-07-27 N N N 0.0109 390027011.40 390027011.40 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABPQ3 US3130ABPQ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-28 2018-06-28 2018-06-28 N N N 0.0109 391036347.36 391036347.36 0.0029 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 194001565.58 194001565.58 0.0015 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 197001617.37 197001617.37 0.0015 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 98000804.58 98000804.58 0.0007 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 137000345.24 137000345.24 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 98000830.06 98000830.06 0.0007 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 137001160.39 137001160.39 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 98000830.06 98000830.06 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 197001668.59 197001668.59 0.0015 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 97000243.47 97000243.47 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 115000279.45 115000279.45 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 2017-11-01 2018-10-01 2018-10-01 N N N 0.0110 98016622.76 98016622.76 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 2017-11-01 2018-10-01 2018-10-01 N N N 0.0110 98016622.76 98016622.76 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 2017-11-20 2018-04-20 2018-04-20 N N N 0.0110 234015167.88 234015167.88 0.0018 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 2017-11-20 2018-04-20 2018-04-20 N N N 0.0110 97006287.54 97006287.54 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ACNP5 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-20 2019-01-18 2019-01-18 N N N 0.0115 189942618.10 189942618.10 0.0014 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 2017-11-20 2018-04-20 2018-04-20 N N N 0.0110 97006287.54 97006287.54 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 2017-11-26 2018-10-26 2018-10-26 N N N 0.0115 152961382.80 152961382.80 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 2017-11-27 2018-07-27 2018-07-27 N N N 0.0109 101018139.60 101018139.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABBT2 US3130ABBT24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-28 2018-10-26 2018-10-26 N N N 0.0115 96974578.24 96974578.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABXP6 US3130ABXP63 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-28 2018-07-27 2018-07-27 N N N 0.0110 101018146.67 101018146.67 0.0008 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 236002747.04 236002747.04 0.0018 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 250002150.00 250002150.00 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 98000842.80 98000842.80 0.0007 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 95994607.68 95994607.68 0.0007 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 159001367.40 159001367.40 0.0012 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 197001694.20 197001694.20 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 238977139.65 238977139.65 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 196001916.88 196001916.88 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 2017-11-11 2018-10-11 2018-10-11 N N N 0.0111 24004301.28 24004301.28 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 2017-11-12 2018-10-12 2018-10-12 N N N 0.0111 392080450.16 392080450.16 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 2017-11-12 2018-10-12 2018-10-12 N N N 0.0111 16003283.68 16003283.68 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 2017-11-19 2018-10-19 2018-10-19 N N N 0.0111 267052970.13 267052970.13 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 2017-11-19 2018-10-19 2018-10-19 N N N 0.0111 133026385.87 133026385.87 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 167002778.88 167002778.88 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABXT8 US3130ABXT85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-28 2018-08-28 2018-08-28 N N N 0.0110 201039894.48 201039894.48 0.0015 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 47995726.08 47995726.08 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 190982993.36 190982993.36 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 313385RH1 US313385RH12 U.S. Government Agency Debt Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N N N 0.0113 101201256.00 101201256.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 313385RJ7 US313385RJ77 U.S. Government Agency Debt Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 N N N 0.0113 135729224.00 135729224.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 313385RK4 US313385RK41 U.S. Government Agency Debt Y N/A N/A 2018-01-05 2018-01-05 2018-01-05 N N N 0.0113 66365537.00 66365537.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 313385RN8 US313385RN89 U.S. Government Agency Debt Y N/A N/A 2018-01-08 2018-01-08 2018-01-08 N N N 0.0113 299365200.00 299365200.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 313385RP3 US313385RP38 U.S. Government Agency Debt Y N/A N/A 2018-01-09 2018-01-09 2018-01-09 N N N 0.0113 77832534.00 77832534.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 313385RQ1 US313385RQ11 U.S. Government Agency Debt Y N/A N/A 2018-01-10 2018-01-10 2018-01-10 N N N 0.0113 458998120.00 458998120.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 313385RR9 US313385RR93 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N N N 0.0113 116741547.00 116741547.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 313385RS7 US313385RS76 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-01-12 2018-01-12 N N N 0.0113 485909120.00 485909120.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 313385RW8 US313385RW88 U.S. Government Agency Debt Y N/A N/A 2018-01-16 2018-01-16 2018-01-16 N N N 0.0113 228458644.00 228458644.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 313385RX6 US313385RX61 U.S. Government Agency Debt Y N/A N/A 2018-01-17 2018-01-17 2018-01-17 N N N 0.0113 193535176.00 193535176.00 0.0014 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 174003375.60 174003375.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130A94D0 US3130A94D09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0110 123002386.20 123002386.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130A94X6 US3130A94X62 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0110 50000970.00 50000970.00 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 248004811.20 248004811.20 0.0019 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 2017-11-27 2018-12-27 2018-12-27 N N N 0.0117 48985817.93 48985817.93 0.0004 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 160020422.40 160020422.40 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 160020422.40 160020422.40 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 95982090.24 95982090.24 0.0007 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 309002317.50 309002317.50 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 0.0110 118015580.72 118015580.72 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 223028055.63 223028055.63 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 0.0114 233007416.39 233007416.39 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 200016948.00 200016948.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ABW44 US3130ABW447 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-25 2018-01-25 2018-01-25 N N N 0.0118 100994914.65 100994914.65 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 313385UL8 US313385UL86 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-03-19 2018-03-19 N N N 0.0116 286719264.00 286719264.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130ABWD4 US3130ABWD43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-01-26 2018-01-26 N N N 0.0119 301981846.78 301981846.78 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130ABWC6 US3130ABWC69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-01-26 2018-01-26 N N N 0.0119 100993928.89 100993928.89 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130ABVV5 US3130ABVV59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-01-26 2018-01-26 N N N 0.0118 100994865.16 100994865.16 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130ABVS2 US3130ABVS21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-01-26 2018-01-26 N N N 0.0118 201989994.94 201989994.94 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 2017-11-01 2017-12-01 2017-12-01 N N N 0.0108 195015221.70 195015221.70 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130AAC97 US3130AAC979 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-05 2017-12-05 2017-12-05 N N N 0.0108 195016688.10 195016688.10 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.19% 3130AABP2 US3130AABP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-28 2017-11-28 2017-11-28 N N N 0.0109 98007274.54 98007274.54 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130ABUJ3 US3130ABUJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-18 2019-01-18 2019-01-18 N N N 0.0122 267941450.04 267941450.04 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.21% 3130ABUE4 US3130ABUE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2019-01-22 2019-01-22 N N N 0.0123 534884017.35 534884017.35 0.0040 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 0.0113 1215705823.20 1215705823.20 0.0091 N N Y 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 0.0116 250000932.50 250000932.50 0.0019 N N Y 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 0.0116 382001424.86 382001424.86 0.0029 N N Y 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 82011502.14 82011502.14 0.0006 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 2017-11-17 2018-05-17 2018-05-17 N N N 0.0108 40039292.40 40039292.40 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 2017-11-07 2017-12-07 2017-12-07 N N N 0.0103 38010800.36 38010800.36 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 0.0102 18998518.00 18998518.00 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 0.0109 628129273.80 628129273.80 0.0047 N N N N Freddie Mac Freddie Mac, 1.33% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-01-12 2018-01-12 N N N 0.0110 642776519.15 642776519.15 0.0048 N N N N Barclays Capital, Inc. Barclays Capital, Inc., 1.00% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2024-05-15 2.5 - 2.5 124777000.00 130064300.60 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0100 126000000.00 126000000.00 0.0009 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.04% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-09 2046-02-15 0 - 6.5 178605500.00 176499395.30 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 172999948.10 172999948.10 0.0013 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.04% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-09 2046-08-15 0 - 9.125 178084800.00 177537091.19 U.S. Treasuries (including strips) Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 N N N 0.0105 173999791.20 173999791.20 0.0013 N N Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.05% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-15 2021-06-30 0.875 - 4 177270000.00 178505297.03 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 175000000.00 175000000.00 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 178792749.64 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 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 2022-02-15 2026-11-15 1.375 - 2.75 98835000.00 93013963.98 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-12-01 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 90000000.00 90000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.06% 3Y4U8VZURTYWI1W2K376 CBC298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-16 2040-08-15 0 - 3.875 192217600.00 185071854.20 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 181000000.00 181000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.06% 3Y4U8VZURTYWI1W2K376 CBB664000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-04 2047-08-15 0 - 3.875 279537300.00 278641756.44 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 272000000.00 272000000.00 0.0020 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 187605081.05 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 181000000.00 181000000.00 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 2023-12-31 2.125 - 3.875 91300000.00 93020296.57 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-12-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 90000000.00 90000000.00 0.0007 N N Y N 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 2018-02-15 2044-11-15 2 - 3.5 108420000.00 113820954.29 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-12-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 108001252.80 108001252.80 0.0008 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 2018-01-04 2046-08-15 0 - 3.625 116797000.00 112578100.38 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 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 2017-11-09 2044-02-15 0 - 3.75 365505200.00 377236846.57 U.S. Treasuries (including strips) Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0107 368000000.00 368000000.00 0.0028 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 2021-01-31 2047-05-15 2.125 - 8.125 737266600.00 749215529.44 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 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 2018-01-18 2046-11-15 0 - 8.75 373035400.00 371249402.15 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 362000000.00 362000000.00 0.0027 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 2017-11-09 2045-02-15 0 - 5.5 733223100.00 737886434.11 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 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., 1.09% R0MUWSFPU8MPRO8K5P83 CCE084000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-21 2047-08-15 0 - 8.875 711661500.00 740570441.58 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 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 CBJ085000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-09 2046-08-15 0 - 8.75 331498100.00 371231518.86 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 361000000.00 361000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CCA379000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-09 2046-02-15 0 - 5.375 285894200.00 278446483.01 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 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 CCC444000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2045-08-15 1.375 - 4.75 736725300.00 741838729.61 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 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 CCB018000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-04 2045-02-15 0 - 4.375 360256600.00 371858453.20 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 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 CBH603000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-31 2045-02-15 1.75 - 8.75 364851600.00 370000291.44 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-27 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., 1.09% R0MUWSFPU8MPRO8K5P83 CBI691000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-09 2046-11-15 0 - 7.5 414442700.00 409414520.57 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 399000000.00 399000000.00 0.0030 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.10% R0MUWSFPU8MPRO8K5P83 CAC924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-11 2046-05-15 0 - 8.75 191491500.00 190334531.68 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 186000000.00 186000000.00 0.0014 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.10% R0MUWSFPU8MPRO8K5P83 CCG143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-09 2047-05-15 0 - 4.75 410617000.00 417849112.17 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-12-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 408000000.00 408000000.00 0.0031 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.10% R0MUWSFPU8MPRO8K5P83 CCF620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-22 2045-11-15 0 - 8.75 533945500.00 559695130.57 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 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., 1.10% R0MUWSFPU8MPRO8K5P83 CBC806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-09 2046-02-15 0 - 8.75 1090058700.00 1111807683.64 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-12-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 1086000000.00 1086000000.00 0.0081 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.10% R0MUWSFPU8MPRO8K5P83 CBD099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2045-08-15 2 - 7.625 360286800.00 369625983.90 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 360000000.00 360000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.11% R0MUWSFPU8MPRO8K5P83 CEF931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-09 2044-11-15 0 - 8.75 174503600.00 179681328.43 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-12-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0111 175000000.00 175000000.00 0.0013 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 2017-11-09 2045-11-15 0 - 7.625 180883200.00 185099992.08 U.S. Treasuries (including strips) Y N/A N/A 2017-11-28 2017-11-28 2017-11-28 N N N 0.0108 181002787.40 181002787.40 0.0014 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 1.12% R0MUWSFPU8MPRO8K5P83 CAG190000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2045-11-15 1.375 - 3.625 176368400.00 191598595.19 U.S. Treasuries (including strips) Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0106 186002548.20 186002548.20 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 2024-05-31 2045-08-15 1.625 - 4.75 188523300.00 188429277.82 U.S. Treasuries (including strips) Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0106 184002520.80 184002520.80 0.0014 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 1.13% R0MUWSFPU8MPRO8K5P83 CEB174000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2045-02-15 1.625 - 8.125 178066400.00 178698543.59 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2018-01-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0113 175000000.00 175000000.00 0.0013 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 2017-11-09 2045-02-15 0 - 8.75 372173200.00 383607751.63 U.S. Treasuries (including strips) Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0113 374000000.00 374000000.00 0.0028 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.16% R0MUWSFPU8MPRO8K5P83 CEE291000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-22 2045-02-15 0 - 8.75 135952600.00 177520124.72 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2018-01-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0116 174000000.00 174000000.00 0.0013 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.11% 549300IMBXQ8SGH3HJ31 CEG729000 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 1 - 2.75 529253000.00 525339101.86 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0111 515000000.00 515000000.00 0.0039 N Y Y N Credit AG Credit AG, 1.05% 1VUV7VQFKUOQSJ21A208 CEF987000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-31 2021-02-15 0.75 - 7.875 326412300.00 358072289.65 U.S. Treasuries (including strips) Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 N N N 0.0105 350999894.70 350999894.70 0.0026 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.07% 7LTWFZYICNSX8D621K86 CEG728000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-14 2047-08-15 0 - 9 750770700.00 751937354.97 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 737000000.00 737000000.00 0.0055 N Y Y N Deutsche Bank AG Deutsche Bank AG, 1.07% 7LTWFZYICNSX8D621K86 CEF397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2045-11-15 0 - 7.125 777930700.00 791905488.66 U.S. Treasuries (including strips) Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0105 773000695.70 773000695.70 0.0058 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.07% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2027-02-15 2.25 - 2.25 115822100.00 115263476.16 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 113000000.00 113000000.00 0.0008 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 1.00% 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-02-15 2043-02-15 3.125 - 3.125 695502100.00 736020468.57 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0100 736000000.00 736000000.00 0.0055 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-31 2024-03-31 1 - 2.125 509800000.00 507784067.40 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 496000000.00 496000000.00 0.0037 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.05% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-18 2018-01-18 N/A 43965000.00 43861680.83 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 43000000.00 43000000.00 0.0003 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.05% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-18 2018-01-18 N/A 66460000.00 66303816.85 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 65000000.00 65000000.00 0.0005 N Y 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 142030500.00 149975788.62 U.S. Treasuries (including strips) Y N/A N/A 2017-11-16 2017-11-16 2017-11-16 N N N 0.0112 145002262.00 145002262.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.16% H7FNTJ4851HG0EXQ1Z70 CBG519000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2026-02-15 1.25 - 6 182810900.00 187135136.44 U.S. Treasuries (including strips) Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0113 182002948.40 182002948.40 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 178251800.00 187349349.29 U.S. Treasuries (including strips) Y N/A N/A 2017-11-29 2017-11-29 2017-11-29 N N N 0.0114 181002715.00 181002715.00 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 2026-02-15 1.625 - 6 286045600.00 372377088.44 U.S. Treasuries (including strips) Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0116 360999566.80 360999566.80 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 355951000.00 371365073.19 U.S. Treasuries (including strips) Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0116 359999172.00 359999172.00 0.0027 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.24% H7FNTJ4851HG0EXQ1Z70 CEC986000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2019-03-31 1.25 - 1.5 177056100.00 177850995.99 U.S. Treasuries (including strips) Y N/A N/A 2018-01-24 2018-01-24 2018-01-24 N N N 0.0121 174010857.60 174010857.60 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.26% H7FNTJ4851HG0EXQ1Z70 CEE870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2021-12-31 2.125 - 2.125 176086300.00 180114654.88 U.S. Treasuries (including strips) Y N/A N/A 2018-01-29 2018-01-29 2018-01-29 N N N 0.0122 175017325.00 175017325.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.04% K5HU16E3LMSVCCJJJ255 CEE822000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-15 2047-08-15 0 - 8.125 176852000.00 178679942.14 U.S. Treasuries (including strips) Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 2 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 CEB911000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2046-05-15 1 - 8.75 89115200.00 88905138.39 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-17 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 87000000.00 87000000.00 0.0007 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.05% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2023-12-31 1.875 - 2.25 353525000.00 352996773.29 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 346000000.00 346000000.00 0.0026 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.05% U7M81AY481YLIOR75625 CDJ960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2024-06-30 1.5 - 2.625 349510000.00 361925708.20 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 352000000.00 352000000.00 0.0026 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.05% U7M81AY481YLIOR75625 CEB936000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2026-05-15 1.625 - 2.375 344994000.00 348970126.01 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 339000000.00 339000000.00 0.0025 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.05% U7M81AY481YLIOR75625 CDJ208000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2046-02-15 2.5 - 2.875 110695000.00 104495164.03 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 100000000.00 100000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.06% U7M81AY481YLIOR75625 CEC975000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2045-05-15 1.625 - 3 175096000.00 179505588.71 U.S. Treasuries (including strips) Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0105 174000000.00 174000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.06% U7M81AY481YLIOR75625 CEF463000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2027-02-15 1.625 - 2.25 73890000.00 72638751.04 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 70000000.00 70000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.07% U7M81AY481YLIOR75625 CEG740000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2019-02-15 8.875 - 8.875 80060000.00 90658422.86 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 86000000.00 86000000.00 0.0006 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.10% 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 - 2.125 75298000.00 75165463.71 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-28 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 73000000.00 73000000.00 0.0005 N N Y N Natixis SA Natixis SA, 1.04% KX1WK48MPD4Y2NCUIZ63 CEF991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-15 2047-05-15 0.75 - 6.625 892975400.00 895307142.81 U.S. Treasuries (including strips) Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 N N N 0.0107 876997281.30 876997281.30 0.0066 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.06% OXTKY6Q8X53C9ILVV871 CEF412000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2046-02-15 0 - 9 2598031400.00 2631966800.79 U.S. Treasuries (including strips) Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0105 2576501030.60 2576501030.60 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 2026-11-15 2026-11-15 2 - 2 93845000.00 92034240.49 U.S. Treasuries (including strips) Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0110 90000720.00 90000720.00 0.0007 N N Y N Norinchukin Bank Norinchukin Bank, 1.16% 5493007VSMFZCPV1NB83 CBF385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-15 2019-08-15 3.625 - 3.625 88140000.00 92014190.92 U.S. Treasuries (including strips) Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0111 90001017.00 90001017.00 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 2019-08-15 2019-08-15 3.625 - 3.625 89110000.00 93026827.24 U.S. Treasuries (including strips) Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0112 91001419.60 91001419.60 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.16% 5493007VSMFZCPV1NB83 CBJ078000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-15 2026-11-15 2 - 3.625 92550000.00 91980845.09 U.S. Treasuries (including strips) Y N/A N/A 2017-11-21 2017-11-21 2017-11-21 N N N 0.0113 90001458.00 90001458.00 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 2019-10-31 2027-05-15 1.25 - 2.375 184085000.00 184992371.82 U.S. Treasuries (including strips) Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0113 181002950.30 181002950.30 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 2026-11-15 2026-11-15 2 - 2 90595000.00 88846949.94 U.S. Treasuries (including strips) Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0114 87001313.70 87001313.70 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.16% 5493007VSMFZCPV1NB83 CDH611000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 91505000.00 89739391.30 U.S. Treasuries (including strips) Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0115 87899991.21 87899991.21 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.30% 5493007VSMFZCPV1NB83 CEF471000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 90505000.00 88758686.51 U.S. Treasuries (including strips) Y N/A N/A 2018-01-26 2018-01-26 2018-01-26 N N N 0.0131 86996589.60 86996589.60 0.0007 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.08% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-15 2046-11-15 0 - 8.75 44311500.00 46114803.15 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 1 N N/A N/A N N 0.0108 45000000.00 45000000.00 0.0003 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 CEF976000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2024-10-31 1.375 - 2.25 179581300.00 178525793.18 U.S. Treasuries (including strips) Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 N N N 0.0105 174999790.00 174999790.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 CDI727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2021-01-31 1.375 - 1.375 180353200.00 178634163.47 U.S. Treasuries (including strips) Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0103 175000000.00 175000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 CEC005000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-04-30 2020-04-30 1.375 - 1.375 89430500.00 88773722.41 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 87000000.00 87000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 CED502000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-04-30 2020-05-31 1.375 - 1.5 88745400.00 88763300.48 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 87000000.00 87000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 CED504000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2020-05-31 1.5 - 1.5 71305900.00 71418812.31 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 70000000.00 70000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 CED503000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-10-31 2024-10-31 2.25 - 2.25 178296200.00 178546884.46 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 175000000.00 175000000.00 0.0013 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 2021-01-31 2023-11-30 1.375 - 2.125 183117800.00 183900187.24 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 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, 1.14% 549300QJJX6CVVUXLE15 CEC953000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2024-10-31 1.875 - 2.25 177535700.00 177530674.48 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2018-01-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0114 174000000.00 174000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.16% 549300QJJX6CVVUXLE15 CEE022000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2020-05-31 1.5 - 1.5 88619700.00 88760028.57 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2018-01-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0116 87000000.00 87000000.00 0.0007 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 2017-11-15 2047-05-15 0 - 9 376255100.00 386987396.78 U.S. Treasuries (including strips) U.S. TREASURY 2018-01-31 2019-07-31 0.51 - 1.244 8701400.00 8734885.49 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 386999883.90 386999883.90 0.0029 N Y 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 2019-06-30 2024-02-15 1.25 - 2.75 34925000.00 35701874.32 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 35000000.00 35000000.00 0.0003 N Y Y N Societe Generale Societe Generale, 1.08% O2RNE8IBXP4R0TD8PU41 CDI719000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-28 2047-05-15 0.75 - 9 341625100.00 354533132.94 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-12-06 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 346000000.00 346000000.00 0.0026 N N Y N Societe Generale Societe Generale, 1.08% O2RNE8IBXP4R0TD8PU41 CDI310000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-02 2047-02-15 0 - 9 342463100.00 355541145.99 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-12-04 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 346900000.00 346900000.00 0.0026 N N Y N Societe Generale Societe Generale, 1.08% O2RNE8IBXP4R0TD8PU41 CDJ853000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-31 2047-02-15 0.75 - 4.375 344829000.00 355517223.44 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-12-14 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 347000000.00 347000000.00 0.0026 N N Y N Societe Generale Societe Generale, 1.10% O2RNE8IBXP4R0TD8PU41 CBE779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-31 2047-02-15 1.213 - 6.875 299819000.00 321370130.48 U.S. Treasuries (including strips) Y N/A N/A 2017-11-20 2017-11-20 2017-11-20 N N N 0.0107 313003380.40 313003380.40 0.0023 N N N Y Societe Generale Societe Generale, 1.12% O2RNE8IBXP4R0TD8PU41 CDI429000 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 - 9 200535900.00 205771064.80 U.S. Treasuries (including strips) Y N/A N/A 2017-12-08 2017-12-08 2017-12-08 N N N 0.0106 200010780.00 200010780.00 0.0015 N N N Y Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.06% 5U0XI89JRFVHWIBS4F54 CEG721000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2024-02-15 2.75 - 2.75 344320700.00 358030543.51 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 351000000.00 351000000.00 0.0026 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.16% 5493006GGLR4BTEL8O61 CDH233000 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 36651000.00 38202762.42 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 1 N N/A N/A N N 0.0116 37000000.00 37000000.00 0.0003 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.16% 5493006GGLR4BTEL8O61 CEC948000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2024-08-15 2.375 - 2.375 36168000.00 36920216.94 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-29 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0115 36000000.00 36000000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.16% 5493006GGLR4BTEL8O61 CDG388000 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 36651000.00 38200821.36 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0115 37000000.00 37000000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.16% 5493006GGLR4BTEL8O61 CEA779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-15 2023-11-15 2.75 - 4.25 35239000.00 37378530.36 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-22 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0115 36187500.00 36187500.00 0.0003 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.06% SUVUFHICNZMP2WKHG940 CEG727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-24 2047-02-15 0 - 3 322899400.00 319369612.07 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 313000000.00 313000000.00 0.0023 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 1.07%, dated 10/31/2017 due 11/01/2017 B4TYDEB6GKMZO031MB27 CEG899000_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 2045-09-20 3 - 5.25 6228431246.39 1736339495.83 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 1695794114.78 1695794114.78 0.0127 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.07%, dated 10/31/2017 due 11/01/2017 L3I9ZG2KFGXZ61BMYR72 CEG899000_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 0.875 - 6.625 499661454.92 502475906.07 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 492001483.82 492001483.82 0.0037 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.05% AC28XWWI3WIBK2824319 0000851376 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 2047-03-01 2047-03-01 3.5 - 3.5 140562254.00 137708032.70 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0105 134999797.50 134999797.50 0.0010 N N Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.06% AC28XWWI3WIBK2824319 0000851376 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 2047-10-01 2047-10-01 3.5 - 3.5 24650722.00 25436011.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 3.5 - 3.5 173754532.00 172478947.36 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0105 194000058.20 194000058.20 0.0015 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.07%, dated 10/31/2017 due 11/01/2017 R0MUWSFPU8MPRO8K5P83 CEG899000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-04-15 2046-08-15 0 - 8.875 602807420.23 590630886.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-03-07 2039-04-01 0 - 7 28415792.51 4013359.13 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2024-06-20 2047-08-20 1.759 - 4.5 13866935.31 3933775.81 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-06-08 2018-06-08 1.1 - 1.1 141811.43 142314.70 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2047-10-01 0 - 7.5 56450194.41 15019664.77 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 599672121.75 599672121.75 0.0045 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.10% 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 11631860.00 2152679.46 Agency Debentures and Agency Strips US TREASURY 2018-08-15 2046-05-15 0 - 5.25 112863418.90 89862860.46 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-10-20 2046-10-20 3 - 3 2023504.00 1908960.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-05-15 2046-10-01 0 - 6.5 13348120.00 10121847.09 Agency Collateralized Mortgage Obligation FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-06-08 2018-06-08 1.1 - 1.1 26000.00 26092.27 Agency Debentures and Agency Strips Y N/A N/A 2017-11-07 2017-11-07 2017-11-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 101000000.00 101000000.00 0.0008 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.10% R0MUWSFPU8MPRO8K5P83 CBG014000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-30 2046-08-15 0 - 8.875 87891626.14 90887615.82 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-09-15 2033-10-11 0 - 6.75 6828000.00 4913827.39 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-24 2047-04-01 0 - 3.5 7363822.00 6057258.50 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-06-08 2018-06-08 1.1 - 1.1 80000.00 80283.91 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2029-10-15 2046-02-20 3 - 7 1723012.00 1049639.92 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2017-11-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 100000000.00 100000000.00 0.0007 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.11% R0MUWSFPU8MPRO8K5P83 CBJ086000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2047-06-01 0 - 5.5 398882309.00 278865234.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-07-20 2040-07-20 1.916 - 3.5 28178766.00 247463.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2047-10-01 0 - 6.25 2349891.00 2559644.78 Agency Mortgage-Backed Securities US TREASURY 2018-01-11 2046-05-15 0 - 9 129802732.36 128257421.97 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 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 NATIONAL MORTGAGE ASSOC 2026-03-01 2047-07-01 0 - 6 334160410.00 246543085.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-11-20 2041-11-20 4 - 4 5119503.00 1431000.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2047-10-01 0 - 6.75 8993692.00 7888341.79 Agency Mortgage-Backed Securities US TREASURY 2018-08-15 2047-02-15 0 - 8.75 146555342.24 152419111.10 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0112 399000000.00 399000000.00 0.0030 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.17% R0MUWSFPU8MPRO8K5P83 CEE296000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-09-30 2041-02-15 1.25 - 4.75 32284400.00 32564870.97 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-06-13 2032-07-15 0 - 6.25 208000.00 246707.44 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2032-10-01 0 - 3 108408626.00 65130739.42 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2018-01-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0117 96000000.00 96000000.00 0.0007 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.07%, dated 10/31/2017 due 11/01/2017 VJW2DOOHGDT6PR0ZRO63 CEG899000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-15 2026-11-15 0 - 2.75 9565225.44 9583537.79 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2018-01-19 2031-08-25 0 - 2.5 11734567.58 11725324.29 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-03-29 2045-09-01 2 - 5.5 649389.75 636030.90 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2017-11-27 2022-04-04 1.125 - 5.05 5448933.30 5469589.77 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-19 2043-12-01 1.125 - 5.5 783786.76 444324.55 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 27307473.67 27307473.67 0.0002 N Y Y N Citibank NA Citibank NA, 1.06% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 2000.00 2004.06 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2024-09-15 2042-12-15 2.875 - 7.125 260000.00 319507.26 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-09 2029-05-15 0 - 6.25 566008.00 772859.71 Agency Debentures and Agency Strips FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 46000.00 52291.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2018-09-28 2041-02-22 1.25 - 3.65 5985035.00 4223239.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-03-07 2029-09-15 0 - 3.75 1540000.00 1507770.22 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2019-04-25 2027-07-12 1.19 - 2.5 110000.00 107510.24 Agency Debentures and Agency Strips US TREASURY 2017-12-31 2045-08-15 0 - 9 86574300.00 91443349.82 U.S. Treasuries (including strips) RESOLUTION FUNDING CORP 2022-07-15 2030-04-15 0 - 8.875 716000.00 651232.07 Agency Debentures and Agency Strips Y N/A N/A 2017-11-07 2017-11-07 2017-11-07 N N N 0.0105 97000000.00 97000000.00 0.0007 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.07%, dated 10/31/2017 due 11/01/2017 E57ODZWZ7FF32TWEFA76 CEG899000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2019-10-15 2059-10-20 2 - 9.5 239186540.34 144117059.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2017-12-01 2048-07-01 2 - 11 1405254283.64 153423909.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-12-01 2029-12-01 3.389 - 3.389 47010.36 47626.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-25 2047-11-01 1.9 - 10 1157459516.63 162395592.19 Agency Mortgage-Backed Securities US TREASURY 2017-11-09 2046-11-15 0 - 8.75 486961889.56 515255233.62 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 955761578.38 955761578.38 0.0072 N Y Y N Citibank NA Citibank NA, 1.07% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 N/A 806000.00 733385.98 Agency Debentures and Agency Strips US TREASURY 2018-09-30 2042-11-15 0.125 - 6.5 552757600.00 588112220.96 U.S. Treasuries (including strips) FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 6677000.00 6690540.76 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2017-11-07 N N N 0.0105 582001105.80 582001105.80 0.0044 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.07%, dated 10/31/2017 due 11/01/2017 1VUV7VQFKUOQSJ21A208 CEG899000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-01-31 2046-11-15 1.125 - 6.25 1213461060.47 1257505182.20 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 1228836315.06 1228836315.06 0.0092 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.07%, dated 10/31/2017 due 11/01/2017 CYYGQCGNHMHPSMRL3R97 CEG899000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2047-08-01 2.5 - 6.5 416636399.77 216082103.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-03-20 2047-10-20 2 - 4 32824925.32 33446918.57 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 244634549.00 244634549.00 0.0018 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.07%, dated 10/31/2017 due 11/01/2017 KBVRJ5K57JZ3E2AVWX40 CEG899000_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-10-31 2027-08-15 1.5 - 2.25 22476508.50 22431642.30 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 53024375.47 30699899.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-20 2030-01-01 1.125 - 3 43796136.97 30431813.02 Agency Debentures and Agency Strips Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 81922421.00 81922421.00 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2047-04-20 2047-08-20 4 - 4 189350285.00 196871921.31 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 193000115.80 193000115.80 0.0014 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2047-06-20 2047-06-20 4 - 4 114228173.00 118327165.19 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0106 116000127.60 116000127.60 0.0009 N N 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2047-08-20 4 - 4 332500508.00 223393526.91 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 N N N 0.0106 219000372.30 219000372.30 0.0016 N N 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-11-20 2045-11-20 4 - 4 333703323.00 196871921.03 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-13 2017-11-13 2017-11-13 N N N 0.0111 192998031.40 192998031.40 0.0014 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 2047-06-20 2047-06-20 4 - 4 114228173.00 118327165.19 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-14 2017-11-14 2017-11-14 N N N 0.0111 115998689.20 115998689.20 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.10% 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 2047-04-20 2047-04-20 4 - 4 96415605.00 98946047.09 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0106 97000164.90 97000164.90 0.0007 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.22% 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 2037-05-01 2047-07-01 3.5 - 4 130858787.00 97692603.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2047-08-01 2.12 - 4 258483485.00 138963435.19 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-05 2017-12-05 2018-01-29 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0121 232000000.00 232000000.00 0.0017 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.07%, dated 10/31/2017 due 11/01/2017 ZBUT11V806EZRVTWT807 CEG899000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-30 2047-08-15 0.625 - 7.625 348911219.76 355751086.91 U.S. Treasuries (including strips) U.S. TREASURY 2018-01-31 2019-07-31 0.51 - 1.244 10514268.84 10559225.12 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-01 2047-10-01 2.5 - 6.5 916195204.97 525311864.56 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 873839157.37 873839157.37 0.0065 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.08% 8NAV47T0Y26Q87Y0QP81 CDJ858000 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 2028-08-01 2046-11-01 2.5 - 3 789633072.00 596055278.99 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2017-12-14 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0108 584000000.00 584000000.00 0.0044 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.07%, dated 10/31/2017 due 11/01/2017 8NAV47T0Y26Q87Y0QP81 CEG899000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-07-31 2024-03-31 1.125 - 2.125 246402444.20 245858606.78 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2042-09-15 2042-10-15 3 - 3.8 201265546.28 116249192.21 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 354997157.68 354997157.68 0.0027 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.06% K5HU16E3LMSVCCJJJ255 CEG733000 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 2029-08-20 2047-10-20 2 - 7.5 67248062.00 62502665.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-05-01 2047-10-01 3 - 4 104005394.00 98960609.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-02-01 2042-05-01 2.5 - 6.15 375189041.00 36422552.50 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 194000000.00 194000000.00 0.0015 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.06% K5HU16E3LMSVCCJJJ255 CEE823000 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 2047-11-01 2.015 - 5.5 151674371.00 62823159.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-03-20 2047-03-20 3 - 4 26278754.00 24979176.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-04-01 2047-10-01 2.304 - 5.745 242124816.00 110112623.68 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0105 194000000.00 194000000.00 0.0015 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.10% K5HU16E3LMSVCCJJJ255 CDH521000 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 2047-09-01 2.495 - 5 330377935.00 93940107.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2030-09-20 2047-10-20 1.5 - 6 161935927.00 69735775.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2047-10-01 1.998 - 4.02 489230365.00 115030862.68 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0102 273000546.00 273000546.00 0.0020 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.10% K5HU16E3LMSVCCJJJ255 CDH522000 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 2.423 - 5.75 105164373.00 25830689.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2047-09-20 4.5 - 4.5 1745055.00 1857589.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-03-01 2047-11-01 2.304 - 4.5 219352939.00 71339392.73 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N N N 0.0106 97000097.00 97000097.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.10% K5HU16E3LMSVCCJJJ255 CDJ807000 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 2.165 - 5 501054774.00 171500592.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-02-20 2047-08-20 3.5 - 5.5 7593910.00 7571582.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-10-01 2047-11-01 2.676 - 4 184880268.00 79153413.60 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-11 2017-12-11 2017-12-11 N N N 0.0110 252998355.50 252998355.50 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.10% K5HU16E3LMSVCCJJJ255 CEB482000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2042-05-20 2042-05-20 4 - 4 15391035.00 4531768.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2047-10-01 2.025 - 4.5 44803104.00 45202781.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-12-01 2047-09-01 1.999 - 4.5 415075746.00 205382324.39 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-18 2017-12-18 2017-12-18 N N N 0.0111 249995175.00 249995175.00 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.10% K5HU16E3LMSVCCJJJ255 CED913000 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 2047-10-01 2.495 - 5.75 280837294.00 69837357.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-01-16 2019-01-16 1.25 - 1.25 1.00 1.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2031-10-20 2065-12-20 2 - 6 100247066.00 37117321.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2048-08-01 2.31 - 5.5 398381041.00 109338179.32 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-22 2017-12-22 2017-12-22 N N N 0.0112 211994106.40 211994106.40 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.11% K5HU16E3LMSVCCJJJ255 CEG701000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2047-09-01 2.161 - 5 295077304.00 66487096.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-11-01 2047-09-01 1.913 - 5.37 421059896.00 218323043.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-11-20 2047-09-20 2 - 4.5 106616263.00 51800239.14 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0113 329986140.00 329986140.00 0.0025 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.07%, dated 10/31/2017 due 11/01/2017 7TK5RJIZDFROZCA6XF66 CEG899000_08126 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 2032-09-20 2047-10-20 2 - 4.5 432902935.73 454773755.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-06-01 2047-10-01 3.5 - 4.5 72687041.07 76430190.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2047-11-01 3 - 4.5 391753757.99 406398183.05 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 919169563.66 919169563.66 0.0069 N Y Y N Natixis SA Natixis SA, 1.05% KX1WK48MPD4Y2NCUIZ63 CEF986000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-06-20 2047-06-20 4 - 4 47577938.00 48829526.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-06-13 2018-06-13 4.875 - 4.875 6958000.00 7234942.90 Agency Debentures and Agency Strips US TREASURY 2018-04-15 2045-02-15 0.125 - 6.625 123384800.00 128989081.56 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2020-01-21 2046-07-01 1.625 - 3.5 13697375.00 13520827.31 Agency Debentures and Agency Strips Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 N N N 0.0107 193999553.80 193999553.80 0.0015 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.08% OXTKY6Q8X53C9ILVV871 CEG749000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2026-02-15 2026-02-15 N/A 1.90 1.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-11-15 2047-09-01 2.5 - 9.5 1693552242.00 272340743.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-03-20 2067-07-20 2.248 - 8.5 1431954892.00 1475874083.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-11-25 2047-10-01 2 - 9 1051320334.00 301026645.95 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2017-11-07 N N N 0.0105 2009007835.10 2009007835.10 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2047-03-20 2047-10-20 3 - 4.5 30137711.00 30868992.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2047-11-01 2.5 - 4.5 41412215.00 40245855.44 Agency Mortgage-Backed Securities US TREASURY 2019-04-15 2023-12-31 0.125 - 2.25 134217300.00 139743064.40 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2022-12-01 2047-10-01 1.687 - 5.5 89194198.00 57144038.05 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-08 2017-11-08 2017-11-08 N N N 0.0106 261001539.90 261001539.90 0.0020 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.09% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2017-12-01 2047-10-01 2.5 - 8 53939483.00 38702683.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-15 2047-10-20 2.5 - 7.5 45347773.00 41366706.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-19 2047-10-01 1.125 - 4.5 109892401.00 63121153.26 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-13 2017-11-13 2017-11-13 N N N 0.0106 140000980.00 140000980.00 0.0010 N N N Y RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 CDH618000 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 2047-04-20 2047-04-20 4 - 4 193975713.00 199066634.84 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0103 195000000.00 195000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 CEG351000 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 97182170.00 98945771.61 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0105 96999854.50 96999854.50 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.06% 549300QJJX6CVVUXLE15 CEE279000 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 246595936.00 196900575.39 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2017-11-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 193000000.00 193000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.14% 549300QJJX6CVVUXLE15 CEB286000 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 246662229.00 196953508.66 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2018-01-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0114 193000000.00 193000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.14% 549300QJJX6CVVUXLE15 CEB946000 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 2046-07-20 3 - 3.5 234506043.00 196947275.46 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2018-01-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0114 193000000.00 193000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.14% 549300QJJX6CVVUXLE15 CEB287000 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 2047-04-20 3.5 - 4 226437792.00 196953509.12 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2018-01-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0114 193000000.00 193000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.15% 549300QJJX6CVVUXLE15 CEC390000 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 2047-04-20 2047-04-20 4 - 4 229689610.00 235717848.45 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2018-01-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0115 231000000.00 231000000.00 0.0017 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.07%, dated 10/31/2017 due 11/01/2017 549300QJJX6CVVUXLE15 CEG899000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-02-28 2045-08-15 1.125 - 2.875 165174443.85 161462361.71 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2055-07-01 3.5 - 4.5 500111628.69 131456116.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2047-10-20 3.5 - 5 833187231.24 185245456.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 4 - 4 18026298.00 12857798.84 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 481157686.03 481157686.03 0.0036 N Y Y N RBC Financial Group RBC Financial Group, 1.07% ES7IP3U3RHIGC71XBU11 CDH966000 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 2047-06-01 2.51 - 4 250730327.00 194744718.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2035-07-01 2047-09-01 3.318 - 4.5 3471770.00 3299962.29 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2017-12-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0107 194000000.00 194000000.00 0.0015 N N Y N RBC Financial Group RBC Financial Group, 1.07% ES7IP3U3RHIGC71XBU11 CDH601000 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 2047-05-01 2047-06-01 2.957 - 4 1338723.00 1347452.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-07-01 2047-09-01 3.5 - 4.5 124683654.00 104823983.73 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2017-12-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0107 104000000.00 104000000.00 0.0008 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2047-09-20 4 - 4 6483.00 6835.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2047-06-01 2.296 - 4.5 186668029.00 106382768.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2047-09-01 2.5 - 6 137022401.00 97207772.38 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2017-11-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0108 199000000.00 199000000.00 0.0015 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 47508320.00 21272408.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2047-09-20 4 - 4 29549.00 31157.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2047-09-01 1.482 - 4.5 165195522.00 121889629.74 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2017-11-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0108 140000000.00 140000000.00 0.0010 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 NATIONAL MORTGAGE ASSOC 2031-03-01 2047-09-01 2.619 - 4.5 184320838.00 100649923.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-15 2047-09-20 4 - 4.5 258927.00 64220.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2047-06-01 3 - 4.5 1499341.00 1529834.13 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2017-11-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0108 100000000.00 100000000.00 0.0007 N N Y N RBC Financial Group RBC Financial Group, 1.10% 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 2040-07-01 2047-07-01 3.5 - 4.5 185897445.00 137568794.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2047-09-20 4 - 4 3201.00 3375.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2031-01-01 2047-09-01 3 - 4.5 89305664.00 66745729.94 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 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 RBC Financial Group RBC Financial Group, 1.14% ES7IP3U3RHIGC71XBU11 CEB175000 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 - 4.5 15330499.00 2816071.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-15 2047-09-20 4 - 4.5 180132.00 125022.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2047-09-01 3 - 4.5 315643531.00 95708130.50 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-11-07 2017-11-07 2018-01-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0114 96000000.00 96000000.00 0.0007 N N Y N RBC Financial Group RBC Financial Group, 1.16% ES7IP3U3RHIGC71XBU11 CEC150000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2044-01-01 2047-09-01 3.5 - 4.5 213191368.00 196942463.18 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2018-01-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0116 193000000.00 193000000.00 0.0014 N N Y N Societe Generale Societe Generale, 1.06% O2RNE8IBXP4R0TD8PU41 CEF975000 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 2046-02-15 0 - 6.75 731351000.00 752885649.11 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-27 Y SOCIETE GENERALE (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 738000000.00 738000000.00 0.0055 N N Y N Societe Generale Societe Generale, 1.06% O2RNE8IBXP4R0TD8PU41 CEG298000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-11-30 2045-05-15 0.125 - 4.375 132555400.00 139018302.13 U.S. Treasuries (including strips) Y N/A N/A 2017-11-07 2017-11-07 2017-11-30 Y SOCIETE GENERALE (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 135000000.00 135000000.00 0.0010 N N Y N Societe Generale Societe Generale, 1.07% O2RNE8IBXP4R0TD8PU41 CDH550000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-12-15 2047-02-15 0 - 6.25 374932500.00 410871961.78 U.S. Treasuries (including strips) Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 Y SOCIETE GENERALE (GOV REPO) 1.0000 3 N N/A N/A N N 0.0106 400000000.00 400000000.00 0.0030 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.07% 5U0XI89JRFVHWIBS4F54 CEG722000 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 2045-12-20 2046-07-20 3 - 3.5 974934592.00 791543525.80 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 776000000.00 776000000.00 0.0058 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.07%, dated 10/31/2017 due 11/01/2017 VYVVCKR63DVZZN70PB21 CEG899000_08395 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 2036-03-25 2036-03-25 1.368 - 1.368 255066.82 9814.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2018-01-15 2047-10-20 2.5 - 10 1559838478.15 1283949072.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-25 2047-07-15 3.882 - 5.232 16162893.02 14892590.95 Agency Collateralized Mortgage Obligation US TREASURY 2018-01-02 2024-09-30 0 - 2.125 683896377.81 681744249.53 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 1941561377.79 1941561377.79 0.0145 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.49% 912796MA4 US912796MA40 U.S. Treasury Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0049 62998306.56 62998306.56 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.97% 912796LB3 US912796LB32 U.S. Treasury Debt Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N N N 0.0097 807207150.00 807207150.00 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.97% 912796MH9 US912796MH92 U.S. Treasury Debt Y N/A N/A 2017-12-21 2017-12-21 2017-12-21 N N N 0.0097 1236032545.81 1236032545.81 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.98% 912796ME6 US912796ME61 U.S. Treasury Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0098 1026178821.07 1026178821.07 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.02% 912796RX9 US912796RX97 U.S. Treasury Debt Y N/A N/A 2017-12-08 2017-12-08 2017-12-08 N N N 0.0102 381345875.63 381345875.63 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.04% 912796MJ5 US912796MJ58 U.S. Treasury Debt Y N/A N/A 2017-12-28 2017-12-28 2017-12-28 N N N 0.0104 1045275936.51 1045275936.51 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 1788805760.00 1788805760.00 0.0134 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.06% 912796LC1 US912796LC15 U.S. Treasury Debt Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 N N N 0.0106 1065022992.64 1065022992.64 0.0080 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.07% 912796ML0 US912796ML05 U.S. Treasury Debt Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N N N 0.0107 698531183.00 698531183.00 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.14% 912796LJ6 US912796LJ67 U.S. Treasury Debt Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0114 129625419.30 129625419.30 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.14% 912796NR6 US912796NR65 U.S. Treasury Debt Y N/A N/A 2018-02-08 2018-02-08 2018-02-08 N N N 0.0114 1434557979.68 1434557979.68 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.14% 912796NS4 US912796NS49 U.S. Treasury Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0114 68771945.34 68771945.34 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.23% 912796NY1 US912796NY17 U.S. Treasury Debt Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0123 1129038094.70 1129038094.70 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.24% 912796PA1 US912796PA13 U.S. Treasury Debt Y N/A N/A 2018-04-12 2018-04-12 2018-04-12 N N N 0.0124 745857187.50 745857187.50 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.24% 912796PB9 US912796PB95 U.S. Treasury Debt Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N N N 0.0124 600512401.32 600512401.32 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.25% 912796LX5 US912796LX51 U.S. Treasury Debt Y N/A N/A 2018-04-26 2018-04-26 2018-04-26 N N N 0.0125 457211654.80 457211654.80 0.0034 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 0.0118 400879944.61 400879944.61 0.0030 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 0.0121 362918419.34 362918419.34 0.0027 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 0.0117 180872469.21 180872469.21 0.0014 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 0.0127 35042181.30 35042181.30 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 0.0116 364322565.88 364322565.88 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.10% 912828UA6 US912828UA67 U.S. Treasury Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0110 8996452.20 8996452.20 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.13% 9128283B4 US9128283B45 U.S. Treasury Debt Y N/A N/A 2017-11-01 2019-10-31 2019-10-31 N N N 0.0116 213884086.90 213884086.90 0.0016 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 0.0122 148769050.00 148769050.00 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 48314280.96 48314280.96 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.17% 9128282M1 US9128282M19 U.S. Treasury Debt Y N/A N/A 2017-11-01 2019-07-31 2019-07-31 N N N 0.0115 555504513.99 555504513.99 0.0042 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.18% 912828X54 US912828X547 U.S. Treasury Debt Y N/A N/A 2017-11-01 2019-04-30 2019-04-30 N N N 0.0113 1173791528.67 1173791528.67 0.0088 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.25% 912828V64 US912828V640 U.S. Treasury Debt Y N/A N/A 2017-11-01 2019-01-31 2019-01-31 N N N 0.0109 416810001.92 416810001.92 0.0031 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.07% U7M81AY481YLIOR75625 CEG371000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-11-13 2017-11-13 2017-11-13 N N N 0.0111 174996955.00 174996955.00 0.0013 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. RBC Financial Group RBC Financial Group, 1.19% ES7IP3U3RHIGC71XBU11 CEG840000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-11-07 2017-11-07 2018-01-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0119 49000000.00 49000000.00 0.0004 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 CEF981000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-11-07 2017-11-07 2017-12-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0115 36375000.00 36375000.00 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 2017-11-06 Stephanie Dorsey Stephanie Dorsey President and Treasurer