0000278001-17-000031.txt : 20171207 0000278001-17-000031.hdr.sgml : 20171207 20171207122601 ACCESSION NUMBER: 0000278001-17-000031 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20171130 FILED AS OF DATE: 20171207 DATE AS OF CHANGE: 20171207 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: 171244199 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 2017-11-30 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. 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310969833.00 310969833.00 0.0023 N N Y 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 0.0092 197000000.00 197000000.00 0.0015 N Y Y 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 0.0092 197000000.00 197000000.00 0.0015 N Y Y 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 0.0092 197000000.00 197000000.00 0.0015 N Y Y 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 0.0107 195994866.76 195994866.76 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313385QC3 US313385QC34 U.S. Government Agency Debt Y N/A N/A 2017-12-05 2017-12-05 2017-12-05 N N N 0.0094 65991486.00 65991486.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 313385QD1 US313385QD17 U.S. Government Agency Debt Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N N N 0.0098 1102822417.00 1102822417.00 0.0082 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385QE9 US313385QE99 U.S. Government Agency Debt Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N N N 0.0101 53989578.00 53989578.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130AAT57 US3130AAT577 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-09 2018-02-09 2018-02-09 N N N 0.0119 134954861.40 134954861.40 0.0010 N N N 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 336823860.60 336823860.60 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130AATP3 US3130AATP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0116 133963517.16 133963517.16 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130AATG3 US3130AATG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0121 98963514.54 98963514.54 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AAV21 US3130AAV219 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-02-20 2018-02-20 N N N 0.0123 137947985.04 137947985.04 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AAV39 US3130AAV391 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-02-20 2018-02-20 N N N 0.0123 97963061.84 97963061.84 0.0007 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 2017-12-01 2018-02-01 2018-02-01 N N N 0.0109 47997852.00 47997852.00 0.0004 N N N N Federal Home Loan Bank Federal Home 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39999126.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACKV5 US3130ACKV51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-05 2018-04-05 2018-04-05 N N N 0.0114 191950523.52 191950523.52 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACLF9 US3130ACLF92 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-06 2018-04-06 2018-04-06 N N N 0.0114 287925183.36 287925183.36 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 313385QJ8 US313385QJ86 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2017-12-11 2017-12-11 N N N 0.0107 26991306.00 26991306.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACD68 US3130ACD684 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-01 2018-03-01 2018-03-01 N N N 0.0109 95997308.16 95997308.16 0.0007 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 2017-12-05 2018-02-05 2018-02-05 N N N 0.0109 96997078.36 96997078.36 0.0007 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 2017-12-05 2018-02-05 2018-02-05 N N N 0.0109 136995873.56 136995873.56 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 2017-12-05 2018-02-05 2018-02-05 N N N 0.0109 584982379.80 584982379.80 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACS21 US3130ACS211 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-08 2018-05-08 2018-05-08 N N N 0.0114 191953136.64 191953136.64 0.0014 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 2017-12-08 2018-03-08 2018-03-08 N N N 0.0110 190992279.78 190992279.78 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AB5U6 US3130AB5U62 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2018-01-11 2018-01-11 N N N 0.0109 98997372.54 98997372.54 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AB5W2 US3130AB5W29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2018-01-11 2018-01-11 N N N 0.0109 98997372.54 98997372.54 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AB5R3 US3130AB5R34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2018-01-11 2018-01-11 N N N 0.0109 118996841.74 118996841.74 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AB5X0 US3130AB5X02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2018-01-12 2018-01-12 N N N 0.0109 98997291.36 98997291.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 313385QK5 US313385QK59 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2017-12-12 2017-12-12 N N N 0.0108 26990442.00 26990442.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACSV7 US3130ACSV79 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-18 2018-05-18 2018-05-18 N N N 0.0114 134963919.90 134963919.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACSU9 US3130ACSU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-18 2018-05-18 2018-05-18 N N N 0.0114 404891759.70 404891759.70 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACST2 US3130ACST24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-18 2018-05-18 2018-05-18 N N N 0.0114 134963919.90 134963919.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AAV47 US3130AAV474 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0125 97961668.28 97961668.28 0.0007 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 2017-12-01 2018-02-01 2018-02-01 N N N 0.0111 99996051.00 99996051.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABY83 US3130ABY831 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-02 2018-01-02 2018-01-02 N N N 0.0110 99998813.00 99998813.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABYA8 US3130ABYA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-02 2018-01-02 2018-01-02 N N N 0.0110 99998813.00 99998813.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABZ82 US3130ABZ820 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-02 2018-01-02 2018-01-02 N N N 0.0111 202995787.75 202995787.75 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABYB6 US3130ABYB68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-02 2018-01-02 2018-01-02 N N N 0.0110 99998813.00 99998813.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABZ90 US3130ABZ903 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-03 2018-01-03 2018-01-03 N N N 0.0111 405991307.54 405991307.54 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABYN0 US3130ABYN07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-03 2018-01-03 2018-01-03 N N N 0.0110 99998317.00 99998317.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABYP5 US3130ABYP54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-03 2018-01-03 2018-01-03 N N N 0.0110 99998317.00 99998317.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABZA7 US3130ABZA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-04 2018-01-04 2018-01-04 N N N 0.0110 202995655.80 202995655.80 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABRL2 US3130ABRL24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-05 2018-01-05 2018-01-05 N N N 0.0111 193995413.84 193995413.84 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABYQ3 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Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AB5Y8 US3130AB5Y84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2018-05-11 2018-05-11 N N N 0.0114 315927724.48 315927724.48 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ACLE2 US3130ACLE28 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2018-06-11 2018-06-11 N N N 0.0115 95971435.20 95971435.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABEW2 US3130ABEW26 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2018-02-12 2018-02-12 N N N 0.0110 155996050.08 155996050.08 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABF27 US3130ABF277 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2018-02-12 2018-02-12 N N N 0.0110 194995062.60 194995062.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABEP7 US3130ABEP74 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2018-02-12 2018-02-12 N N N 0.0110 390990099.88 390990099.88 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 313385QL3 US313385QL33 U.S. Government Agency Debt Y N/A N/A 2017-12-13 2017-12-13 2017-12-13 N N N 0.0109 1008609517.00 1008609517.00 0.0075 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABRE8 US3130ABRE80 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 291997655.24 291997655.24 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABRM0 US3130ABRM07 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 38999686.83 38999686.83 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ACMY7 US3130ACMY72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-16 2018-04-16 2018-04-16 N N N 0.0116 191945729.28 191945729.28 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AB6R2 US3130AB6R25 0001026214 U.S. 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119997876.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ACS39 US3130ACS393 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-13 2018-08-13 2018-08-13 N N N 0.0116 95962192.32 95962192.32 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130AC5G5 US3130AC5G50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2018-02-14 2018-02-14 N N N 0.0111 152993442.42 152993442.42 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130AC5P5 US3130AC5P59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2018-02-14 2018-02-14 N N N 0.0112 94995501.75 94995501.75 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 313385QM1 US313385QM16 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0110 1005578486.00 1005578486.00 0.0075 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABFU5 US3130ABFU50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2018-03-15 2018-03-15 N N N 0.0111 96996729.16 96996729.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABLE4 US3130ABLE45 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 77999964.90 77999964.90 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABF68 US3130ABF681 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2018-02-15 2018-02-15 N N N 0.0110 97997337.34 97997337.34 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABFQ4 US3130ABFQ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2018-03-15 2018-03-15 N N N 0.0111 193993458.32 193993458.32 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABFT8 US3130ABFT87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2018-03-15 2018-03-15 N N N 0.0111 96996729.16 96996729.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 313385QN9 US313385QN98 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0110 1088009086.50 1088009086.50 0.0081 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ACP65 US3130ACP654 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-04-20 2018-04-20 N N N 0.0118 75976585.16 75976585.16 0.0006 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 2017-12-05 2018-09-05 2018-09-05 N N N 0.0116 189935265.10 189935265.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABQL3 US3130ABQL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-07 2018-07-06 2018-07-06 N N N 0.0115 217947451.10 217947451.10 0.0016 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 2017-12-09 2018-07-09 2018-07-09 N N N 0.0115 97978718.32 97978718.32 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKK1 US3130ABKK14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2017-12-11 2017-12-11 N N N 0.0110 194000298.76 194000298.76 0.0014 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 197000330.96 197000330.96 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABHX7 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2018-07-12 2018-07-12 N N N 0.0115 232933795.38 232933795.38 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKV7 US3130ABKV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2018-06-12 2018-06-12 N N N 0.0115 28994366.46 28994366.46 0.0002 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 98000164.64 98000164.64 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 137000267.15 137000267.15 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ACFN9 US3130ACFN90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2018-06-14 2018-06-14 N N N 0.0115 190957082.30 190957082.30 0.0014 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 137000020.55 137000020.55 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 98000191.10 98000191.10 0.0007 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 98000191.10 98000191.10 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 197000384.15 197000384.15 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ACFQ2 US3130ACFQ22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2018-06-15 2018-06-15 N N N 0.0115 95978236.80 95978236.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABEY8 US3130ABEY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2018-05-15 2018-05-15 N N N 0.0115 97981184.98 97981184.98 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABL87 US3130ABL879 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0110 97000013.58 97000013.58 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABET9 US3130ABET96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2018-05-15 2018-05-15 N N N 0.0115 194962561.95 194962561.95 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABFS0 US3130ABFS05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-16 2018-03-16 2018-03-16 N N N 0.0112 96996728.19 96996728.19 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC6C3 US3130AC6C38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-16 2018-02-16 2018-02-16 N N N 0.0112 76998005.70 76998005.70 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC5W0 US3130AC5W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-16 2018-02-16 2018-02-16 N N N 0.0113 96995896.90 96995896.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC5S9 US3130AC5S98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-16 2018-01-16 2018-01-16 N N N 0.0112 94997763.70 94997763.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC5N0 US3130AC5N02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-16 2018-02-16 2018-02-16 N N N 0.0113 190991473.76 190991473.76 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC5Y6 US3130AC5Y66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-16 2018-02-16 2018-02-16 N N N 0.0112 76998005.70 76998005.70 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABTJ5 US3130ABTJ59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-17 2018-01-17 2018-01-17 N N N 0.0112 76999096.02 76999096.02 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ACN26 US3130ACN261 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-18 2018-04-18 2018-04-18 N N N 0.0118 191945343.36 191945343.36 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 313385QR0 US313385QR03 U.S. Government Agency Debt Y N/A N/A 2017-12-18 2017-12-18 2017-12-18 N N N 0.0111 307331490.00 307331490.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABFM3 US3130ABFM35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-18 2018-03-16 2018-03-16 N N N 0.0112 775973825.52 775973825.52 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AB6S0 US3130AB6S08 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-18 2018-01-18 2018-01-18 N N N 0.0113 172994412.10 172994412.10 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ACGV0 US3130ACGV08 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-19 2018-03-19 2018-03-19 N N N 0.0113 1152930866.12 1152930866.12 0.0086 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AB6T8 US3130AB6T80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-19 2018-01-19 2018-01-19 N N N 0.0113 254991544.20 254991544.20 0.0019 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 115000009.20 115000009.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ACHE7 US3130ACHE73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-22 2018-02-21 2018-02-21 N N N 0.0112 85996175.58 85996175.58 0.0006 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 236000214.76 236000214.76 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130AC4A9 US3130AC4A99 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-10 2018-05-10 2018-05-10 N N N 0.0114 56993356.08 56993356.08 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABRW8 US3130ABRW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-10 2018-08-10 2018-08-10 N N N 0.0116 272922519.87 272922519.87 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130AB4R4 US3130AB4R43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-10 2018-10-10 2018-10-10 N N N 0.0116 54977962.60 54977962.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130AC4K7 US3130AC4K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2018-05-11 2018-05-11 N N N 0.0114 56993275.14 56993275.14 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130AC4L5 US3130AC4L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2018-05-11 2018-05-11 N N N 0.0114 56993275.14 56993275.14 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABSF4 US3130ABSF47 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2018-07-11 2018-07-11 N N N 0.0115 58986958.05 58986958.05 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABSD9 US3130ABSD98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2018-07-12 2018-07-12 N N N 0.0115 98977920.03 98977920.03 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABKH8 US3130ABKH84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2018-07-12 2018-07-12 N N N 0.0115 96978366.09 96978366.09 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABSY3 US3130ABSY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-13 2018-07-13 2018-07-13 N N N 0.0115 58986723.82 58986723.82 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABKX3 US3130ABKX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-13 2018-07-13 2018-07-13 N N N 0.0115 97977948.04 97977948.04 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABKW5 US3130ABKW51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-13 2018-07-13 2018-07-13 N N N 0.0115 97977948.04 97977948.04 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130AC4D3 US3130AC4D39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2018-05-14 2018-05-14 N N N 0.0114 248969519.91 248969519.91 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130AC4N1 US3130AC4N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2018-05-14 2018-05-14 N N N 0.0114 56993022.63 56993022.63 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130AC4J0 US3130AC4J09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2018-05-14 2018-05-14 N N N 0.0114 56993022.63 56993022.63 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130AC4B7 US3130AC4B72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2018-05-14 2018-05-14 N N N 0.0114 190976619.69 190976619.69 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130AC4H4 US3130AC4H43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2018-06-14 2018-06-14 N N N 0.0115 95986118.40 95986118.40 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 95995356.48 95995356.48 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 159000330.72 159000330.72 0.0012 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 98000203.84 98000203.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130A9HH7 US3130A9HH77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0110 250000520.00 250000520.00 0.0019 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 197000409.76 197000409.76 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABFW1 US3130ABFW17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-17 2018-04-17 2018-04-17 N N N 0.0116 96983422.70 96983422.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABT71 US3130ABT716 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-17 2018-04-17 2018-04-17 N N N 0.0116 87984960.80 87984960.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABT55 US3130ABT559 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-18 2018-04-17 2018-04-17 N N N 0.0116 69988037.00 69988037.00 0.0005 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 238980179.73 238980179.73 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 313385QT6 US313385QT68 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2017-12-20 2017-12-20 N N N 0.0112 383738008.52 383738008.52 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 313385QU3 US313385QU32 U.S. Government Agency Debt Y N/A N/A 2017-12-21 2017-12-21 2017-12-21 N N N 0.0112 19487442.00 19487442.00 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ACGU2 US3130ACGU25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-21 2018-03-21 2018-03-21 N N N 0.0113 191988272.64 191988272.64 0.0014 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 196000650.72 196000650.72 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABPK6 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-01 2018-10-01 2018-10-01 N N N 0.0116 97975071.74 97975071.74 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABPL4 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-01 2018-10-01 2018-10-01 N N N 0.0116 97975071.74 97975071.74 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130AAXS2 US3130AAXS20 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-17 2018-04-17 2018-04-17 N N N 0.0116 15997569.12 15997569.12 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABU87 US3130ABU870 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-19 2018-03-19 2018-03-19 N N N 0.0115 533964430.26 533964430.26 0.0040 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 47996290.56 47996290.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABUY0 US3130ABUY08 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-03-20 2018-03-20 N N N 0.0115 272982558.03 272982558.03 0.0020 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 190985239.52 190985239.52 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABV37 US3130ABV373 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-21 2018-01-19 2018-01-19 N N N 0.0114 57998330.18 57998330.18 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ACS47 US3130ACS476 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-22 2018-05-22 2018-05-22 N N N 0.0119 673813659.22 673813659.22 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABH58 US3130ABH588 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-22 2018-01-22 2018-01-22 N N N 0.0114 182995090.11 182995090.11 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 313385QV1 US313385QV15 U.S. Government Agency Debt Y N/A N/A 2017-12-22 2017-12-22 2017-12-22 N N N 0.0113 76947871.00 76947871.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ACPR9 US3130ACPR94 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-23 2018-04-23 2018-04-23 N N N 0.0121 170945808.39 170945808.39 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ACHD9 US3130ACHD90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2018-02-23 2018-02-23 N N N 0.0115 117994557.84 117994557.84 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ABSH0 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2018-10-11 2018-10-11 N N N 0.0116 23994430.56 23994430.56 0.0002 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 160015796.80 160015796.80 0.0012 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 160015796.80 160015796.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ABTN6 US3130ABTN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2018-10-12 2018-10-12 N N N 0.0116 391908228.88 391908228.88 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ABSW7 US3130ABSW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2018-10-12 2018-10-12 N N N 0.0116 15996254.24 15996254.24 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ABT63 US3130ABT633 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-17 2018-08-17 2018-08-17 N N N 0.0118 97974121.14 97974121.14 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ABT48 US3130ABT484 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-17 2018-08-17 2018-08-17 N N N 0.0118 196947978.21 196947978.21 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ABMK9 US3130ABMK95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-19 2018-01-19 2018-01-19 N N N 0.0113 1350000175.50 1350000175.50 0.0101 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ABLR5 US3130ABLR57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-19 2018-04-19 2018-04-19 N N N 0.0118 195970013.96 195970013.96 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ABU95 US3130ABU953 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-19 2018-04-19 2018-04-19 N N N 0.0118 132977110.70 132977110.70 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ABUK0 US3130ABUK04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-19 2018-04-19 2018-04-19 N N N 0.0118 132977110.70 132977110.70 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ABUL8 US3130ABUL86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-19 2018-04-19 2018-04-19 N N N 0.0118 132977110.70 132977110.70 0.0010 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 95983780.80 95983780.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ACBE3 US3130ACBE38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-22 2018-01-22 2018-01-22 N N N 0.0115 95997952.32 95997952.32 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ACRY2 US3130ACRY28 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-22 2018-06-22 2018-06-22 N N N 0.0120 385874789.32 385874789.32 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ACQD9 US3130ACQD99 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2018-02-26 2018-02-26 N N N 0.0115 133993679.22 133993679.22 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ACQC1 US3130ACQC17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2018-03-26 2018-03-26 N N N 0.0116 190987812.29 190987812.29 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 313385RA6 US313385RA68 U.S. Government Agency Debt Y N/A N/A 2017-12-27 2017-12-27 2017-12-27 N N N 0.0114 499581000.00 499581000.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ACQV9 US3130ACQV97 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-27 2018-03-27 2018-03-27 N N N 0.0116 190987797.01 190987797.01 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 313385RC2 US313385RC25 U.S. Government Agency Debt Y N/A N/A 2017-12-29 2017-12-29 2017-12-29 N N N 0.0114 590466918.00 590466918.00 0.0044 N N Y 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 223021570.79 223021570.79 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ACV92 US3130ACV926 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-08-20 2018-08-20 N N N 0.0120 675793644.24 675793644.24 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ACV68 US3130ACV686 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-08-20 2018-08-20 N N N 0.0120 193940779.56 193940779.56 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ACS62 US3130ACS625 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-21 2018-09-21 2018-09-21 N N N 0.0120 95957697.60 95957697.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ABN28 US3130ABN289 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-22 2018-06-22 2018-06-22 N N N 0.0120 156962167.71 156962167.71 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ACS70 US3130ACS708 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-22 2018-08-22 2018-08-22 N N N 0.0121 95959866.24 95959866.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ABMJ2 US3130ABMJ23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-22 2018-01-22 2018-01-22 N N N 0.0114 188999926.29 188999926.29 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ACBJ2 US3130ACBJ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-23 2018-01-23 2018-01-23 N N N 0.0117 190994365.50 190994365.50 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ACPP3 US3130ACPP39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-23 2018-07-23 2018-07-23 N N N 0.0122 94958426.10 94958426.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ACBM5 US3130ACBM53 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-23 2018-01-23 2018-01-23 N N N 0.0117 95997168.00 95997168.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ABA71 US3130ABA716 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-24 2018-04-24 2018-04-24 N N N 0.0121 247938161.20 247938161.20 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ACBZ6 US3130ACBZ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-24 2018-01-24 2018-01-24 N N N 0.0117 95997113.28 95997113.28 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ACHF4 US3130ACHF49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-25 2018-02-23 2018-02-23 N N N 0.0116 177991806.66 177991806.66 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ACHB3 US3130ACHB35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-25 2018-02-23 2018-02-23 N N N 0.0116 589972842.30 589972842.30 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ACQ72 US3130ACQ728 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2018-05-25 2018-05-25 N N N 0.0123 189932399.90 189932399.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ACQY3 US3130ACQY37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-28 2018-03-28 2018-03-28 N N N 0.0124 191947088.64 191947088.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ACUF9 US3130ACUF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-11-20 2018-11-20 N N N 0.0121 134937450.45 134937450.45 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AAYA0 US3130AAYA03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-04-20 2018-04-20 N N N 0.0118 96992519.36 96992519.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AAYD4 US3130AAYD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-04-20 2018-04-20 N N N 0.0118 233981953.92 233981953.92 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ACU93 US3130ACU936 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-11-20 2018-11-20 N N N 0.0121 404812351.35 404812351.35 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AAYE2 US3130AAYE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-04-20 2018-04-20 N N N 0.0118 96992519.36 96992519.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ABU20 US3130ABU201 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-08-20 2018-08-20 N N N 0.0120 319913766.40 319913766.40 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ACUC6 US3130ACUC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-11-20 2018-11-20 N N N 0.0121 188912430.63 188912430.63 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ACUA0 US3130ACUA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-11-20 2018-11-20 N N N 0.0121 53974980.18 53974980.18 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ABU38 US3130ABU383 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-08-20 2018-08-20 N N N 0.0120 266928048.84 266928048.84 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ACUD4 US3130ACUD44 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-21 2018-11-21 2018-11-21 N N N 0.0121 134937077.85 134937077.85 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ACV76 US3130ACV769 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-21 2018-08-21 2018-08-21 N N N 0.0120 290910497.13 290910497.13 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ACUE2 US3130ACUE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-21 2018-11-21 2018-11-21 N N N 0.0121 269874155.70 269874155.70 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ACBR4 US3130ACBR41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-23 2018-02-23 2018-02-23 N N N 0.0126 95976797.76 95976797.76 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ABFP6 US3130ABFP65 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-23 2018-03-23 2018-03-23 N N N 0.0117 193992509.66 193992509.66 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ACBL7 US3130ACBL70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-23 2018-02-23 2018-02-23 N N N 0.0117 190990944.69 190990944.69 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ABWH5 US3130ABWH56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-24 2018-01-24 2018-01-24 N N N 0.0118 59997996.00 59997996.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ABAP1 US3130ABAP11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-25 2018-01-25 2018-01-25 N N N 0.0114 198003011.58 198003011.58 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ABAQ9 US3130ABAQ93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-25 2018-01-25 2018-01-25 N N N 0.0116 197996970.60 197996970.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ABFN1 US3130ABFN18 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2018-03-23 2018-03-23 N N N 0.0117 291988725.88 291988725.88 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ACHK3 US3130ACHK34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2018-03-26 2018-03-26 N N N 0.0118 176988712.71 176988712.71 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ACPZ1 US3130ACPZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2018-06-26 2018-06-26 N N N 0.0123 189925704.30 189925704.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ABB54 US3130ABB540 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2018-01-26 2018-01-26 N N N 0.0118 39998430.40 39998430.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ABBD7 US3130ABBD71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2018-01-26 2018-01-26 N N N 0.0118 297988306.48 297988306.48 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130ABB70 US3130ABB706 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2018-01-26 2018-01-26 N N N 0.0118 158993760.84 158993760.84 0.0012 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 100996484.19 100996484.19 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130ABUA2 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-19 2018-10-19 2018-10-19 N N N 0.0120 132966940.19 132966940.19 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130ABTY2 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-19 2018-10-19 2018-10-19 N N N 0.0120 266933631.81 266933631.81 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130ACNP5 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2019-01-18 2019-01-18 N N N 0.0122 189899649.60 189899649.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130AC6Q2 US3130AC6Q24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-23 2018-03-23 2018-03-23 N N N 0.0118 18999033.47 18999033.47 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130ACBA1 US3130ACBA16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-25 2018-01-25 2018-01-25 N N N 0.0118 267993854.76 267993854.76 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130ABW28 US3130ABW280 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-25 2018-01-25 2018-01-25 N N N 0.0119 39998642.40 39998642.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130ACQ80 US3130ACQ801 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2018-07-26 2018-07-26 N N N 0.0124 189915204.90 189915204.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130ABQF6 US3130ABQF64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2017-12-26 2017-12-26 N N N 0.0118 85998968.86 85998968.86 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130ACC93 US3130ACC934 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2018-01-25 2018-01-25 N N N 0.0118 95997636.48 95997636.48 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130ACQR8 US3130ACQR85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-27 2018-07-27 2018-07-27 N N N 0.0124 191913747.84 191913747.84 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130ACQT4 US3130ACQT42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-27 2018-07-27 2018-07-27 N N N 0.0124 191913747.84 191913747.84 0.0014 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 301987494.18 301987494.18 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 100995817.59 100995817.59 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 201993028.98 201993028.98 0.0015 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 100996427.63 100996427.63 0.0008 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 2017-12-05 2017-12-05 2017-12-05 N N N 0.0110 195001942.20 195001942.20 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130ABNC6 US3130ABNC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-23 2018-07-23 2018-07-23 N N N 0.0122 194945934.30 194945934.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130ABUF1 US3130ABUF19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-25 2018-03-23 2018-03-23 N N N 0.0120 535965524.48 535965524.48 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130ACH23 US3130ACH230 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-25 2018-05-25 2018-05-25 N N N 0.0123 197953392.78 197953392.78 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130ABB39 US3130ABB391 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-27 2018-07-27 2018-07-27 N N N 0.0124 20992621.44 20992621.44 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130AB2M7 US3130AB2M73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-27 2018-04-27 2018-04-27 N N N 0.0123 195964328.00 195964328.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130AB2N5 US3130AB2N56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-27 2018-04-27 2018-04-27 N N N 0.0123 59989080.00 59989080.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130ACD43 US3130ACD437 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-28 2018-02-28 2018-02-28 N N N 0.0119 190990778.52 190990778.52 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130ACD76 US3130ACD767 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-29 2018-01-29 2018-01-29 N N N 0.0120 190991972.27 190991972.27 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130ABBE5 US3130ABBE54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-30 2018-01-30 2018-01-30 N N N 0.0120 98995681.62 98995681.62 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.19% 3130AAC30 US3130AAC300 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0119 195000000.00 195000000.00 0.0015 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.19% 3130ABGV2 US3130ABGV25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-25 2018-05-25 2018-05-25 N N N 0.0123 42991949.11 42991949.11 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.19% 3130ACSS4 US3130ACSS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-27 2018-09-27 2018-09-27 N N N 0.0124 95956832.64 95956832.64 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.19% 3130ABNA0 US3130ABNA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-27 2018-06-27 2018-06-27 N N N 0.0123 194950978.95 194950978.95 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.19% 3130ABPC4 US3130ABPC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-27 2018-07-27 2018-07-27 N N N 0.0124 389888413.20 389888413.20 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.19% 3130ACBB9 US3130ACBB98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-28 2018-02-28 2018-02-28 N N N 0.0120 133993530.48 133993530.48 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.19% 3130ABY91 US3130ABY914 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-29 2017-12-29 2017-12-29 N N N 0.0120 299996874.00 299996874.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130ABPQ3 US3130ABPQ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-28 2018-06-28 2018-06-28 N N N 0.0124 390912075.83 390912075.83 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130ACWY6 US3130ACWY62 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-28 2018-03-28 2018-03-28 N N N 0.0124 190978321.50 190978321.50 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130ABP42 US3130ABP425 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-28 2018-06-28 2018-06-28 N N N 0.0124 97975157.00 97975157.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130ABNB8 US3130ABNB87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-28 2018-06-28 2018-06-28 N N N 0.0124 155960454.00 155960454.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130ACWZ3 US3130ACWZ38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-28 2018-03-28 2018-03-28 N N N 0.0124 286967425.50 286967425.50 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130ABYC4 US3130ABYC42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-30 2018-01-30 2018-01-30 N N N 0.0121 279991602.80 279991602.80 0.0021 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 267945244.92 267945244.92 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.21% 3130ABBU9 US3130ABBU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2018-10-26 2018-10-26 N N N 0.0125 152945980.29 152945980.29 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.21% 3130ABXN1 US3130ABXN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-27 2018-07-27 2018-07-27 N N N 0.0124 100980986.75 100980986.75 0.0008 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 534891384.30 534891384.30 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ACXF6 US3130ACXF64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-27 2018-03-27 2018-03-27 N N N 0.0124 460955550.38 460955550.38 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ABBT2 US3130ABBT24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-28 2018-10-26 2018-10-26 N N N 0.0126 96965755.12 96965755.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ABXT8 US3130ABXT85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-28 2018-08-28 2018-08-28 N N N 0.0125 200957142.78 200957142.78 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ABXP6 US3130ABXP63 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-28 2018-07-27 2018-07-27 N N N 0.0125 100980989.78 100980989.78 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.23% 3130ABNL6 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-27 2018-12-27 2018-12-27 N N N 0.0126 48985051.57 48985051.57 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.23% 3130ACXM1 US3130ACXM16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-28 2018-08-28 2018-08-28 N N N 0.0126 47989766.88 47989766.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 3130A8CD3 US3130A8CD36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0124 82000000.00 82000000.00 0.0006 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 313385RH1 US313385RH12 U.S. Government Agency Debt Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N N N 0.0124 101283795.60 101283795.60 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 313385RJ7 US313385RJ77 U.S. Government Agency Debt Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 N N N 0.0124 135839384.00 135839384.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 313385RK4 US313385RK41 U.S. Government Agency Debt Y N/A N/A 2018-01-05 2018-01-05 2018-01-05 N N N 0.0124 66419202.50 66419202.50 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130ACYG3 US3130ACYG39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-04 2018-09-04 2018-09-04 N N N 0.0128 347921352.00 347921352.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130ACYJ7 US3130ACYJ77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-04 2018-09-04 2018-09-04 N N N 0.0129 189957250.00 189957250.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130ACY24 US3130ACY243 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-06 2018-09-06 2018-09-06 N N N 0.0127 284935974.75 284935974.75 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130ACY32 US3130ACY326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-04 2018-09-04 2018-09-04 N N N 0.0128 151965597.84 151965597.84 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130ACXZ2 US3130ACXZ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-05 2018-09-05 2018-09-05 N N N 0.0128 132969785.06 132969785.06 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 313385RN8 US313385RN89 U.S. Government Agency Debt Y N/A N/A 2018-01-08 2018-01-08 2018-01-08 N N N 0.0125 299604300.00 299604300.00 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 313385RP3 US313385RP38 U.S. Government Agency Debt Y N/A N/A 2018-01-09 2018-01-09 2018-01-09 N N N 0.0125 77894388.00 77894388.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 313385RQ1 US313385RQ11 U.S. Government Agency Debt Y N/A N/A 2018-01-10 2018-01-10 2018-01-10 N N N 0.0125 459361060.00 459361060.00 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 313385RR9 US313385RR93 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N N N 0.0125 116833392.00 116833392.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 313385RS7 US313385RS76 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-01-12 2018-01-12 N N N 0.0125 737922538.00 737922538.00 0.0055 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 313385RW8 US313385RW88 U.S. Government Agency Debt Y N/A N/A 2018-01-16 2018-01-16 2018-01-16 N N N 0.0125 228634287.00 228634287.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 313385RX6 US313385RX61 U.S. Government Agency Debt Y N/A N/A 2018-01-17 2018-01-17 2018-01-17 N N N 0.0125 1074243968.00 1074243968.00 0.0080 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130AAAX6 US3130AAAX61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0133 95981387.52 95981387.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 313385SG2 US313385SG20 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-01-26 2018-01-26 N N N 0.0126 564899696.00 564899696.00 0.0042 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 3130A92T7 US3130A92T78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-02-12 2018-02-12 N N N 0.0126 404000113.12 404000113.12 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 3130AAAV0 US3130AAAV06 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0125 91999905.24 91999905.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.29% 3130AA5K0 US3130AA5K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-17 2018-05-17 2018-05-17 N N N 0.0116 40023414.80 40023414.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.29% 3130A9CE9 US3130A9CE91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0124 118011479.04 118011479.04 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 3130A97K1 US3130A97K15 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-02-26 2018-02-26 N N N 0.0127 200012664.00 200012664.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 3130A97E5 US3130A97E54 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-02-26 2018-02-26 N N N 0.0129 233005585.01 233005585.01 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 313385TR7 US313385TR75 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-02-28 2018-02-28 N N N 0.0130 903752972.26 903752972.26 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385SN7 US313385SN70 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0131 384137985.00 384137985.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385SP2 US313385SP29 U.S. Government Agency Debt Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0131 148661025.00 148661025.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385SW7 US313385SW79 U.S. Government Agency Debt Y N/A N/A 2018-02-09 2018-02-09 2018-02-09 N N N 0.0131 4987360.00 4987360.00 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385TB2 US313385TB24 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0131 802321414.00 802321414.00 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 3130A8FR9 US3130A8FR94 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N N N 0.0110 38001542.04 38001542.04 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 313385TD8 US313385TD89 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0132 491628967.00 491628967.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 313385TJ5 US313385TJ59 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-02-21 2018-02-21 N N N 0.0132 85745354.00 85745354.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 313385TL0 US313385TL06 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0132 306068869.00 306068869.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 313385TQ9 US313385TQ92 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-02-27 2018-02-27 N N N 0.0132 255186432.00 255186432.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 313378A43 US313378A439 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N N N 0.0134 8000720.00 8000720.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 313385TS5 US313385TS58 U.S. Government Agency Debt Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0134 191356800.00 191356800.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 313385TT3 US313385TT32 U.S. Government Agency Debt Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0134 700424599.47 700424599.47 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 313385TX4 US313385TX44 U.S. Government Agency Debt Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0134 808132304.00 808132304.00 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 313385TZ9 US313385TZ91 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-03-08 2018-03-08 N N N 0.0134 56794173.00 56794173.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 313385UL8 US313385UL86 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-03-19 2018-03-19 N N N 0.0134 286842240.00 286842240.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% to 1.36% 3130ACXJ8 US3130ACXJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-27 2018-03-27 2018-03-27 N N N 0.0134 419972280.00 419972280.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 313385VH6 US313385VH65 U.S. Government Agency Debt Y N/A N/A 2018-04-09 2018-04-09 2018-04-09 N N N 0.0138 286586208.00 286586208.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 313385WJ1 US313385WJ13 U.S. Government Agency Debt Y N/A N/A 2018-05-04 2018-05-04 2018-05-04 N N N 0.0140 52684862.00 52684862.00 0.0004 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 0.0118 628019882.48 628019882.48 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 0.0111 642660194.53 642660194.53 0.0048 N N N N Freddie Mac Freddie Mac, 1.38% 313397VC2 S6XOOCT0IEG5ABCC6L87 US313397VC25 U.S. Government Agency Debt Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 N N N 0.0138 382187904.00 382187904.00 0.0029 N N N N Freddie Mac Freddie Mac, 1.38% 313397VD0 S6XOOCT0IEG5ABCC6L87 US313397VD08 U.S. Government Agency Debt Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0138 384163798.00 384163798.00 0.0029 N N N N Freddie Mac Freddie Mac, 1.47% 3134G9JD0 S6XOOCT0IEG5ABCC6L87 US3134G9JD03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-05-11 2018-05-11 N N N 0.0148 7334440.05 7334440.05 0.0001 N N N 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 178658123.11 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-15 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 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 93143877.34 U.S. Treasuries (including strips) Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 1 N N/A N/A N N 0.0107 90000000.00 90000000.00 0.0007 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.07% 3Y4U8VZURTYWI1W2K376 CCD931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2044-08-15 1.375 - 3.125 104215000.00 111646862.25 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 108000064.80 108000064.80 0.0008 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 2021-08-15 2023-09-30 1.375 - 2.125 90941000.00 92552558.08 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 90000000.00 90000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.16% 3Y4U8VZURTYWI1W2K376 CEJ662000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2019-02-28 1.375 - 1.375 90090000.00 90339727.91 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0115 88000000.00 88000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.19% 3Y4U8VZURTYWI1W2K376 CEI697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-02-15 2045-02-15 2.5 - 2.5 190205000.00 181446448.25 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-02-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0119 176000000.00 176000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.19% 3Y4U8VZURTYWI1W2K376 CEJ225000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2024-11-15 1.375 - 2.25 251214000.00 252923305.47 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0119 247000000.00 247000000.00 0.0018 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.19% 3Y4U8VZURTYWI1W2K376 CFA015000 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 179960000.00 180360453.90 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0119 176000000.00 176000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.23% 3Y4U8VZURTYWI1W2K376 CFB148000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2027-05-15 1.375 - 2.375 89860000.00 89930172.54 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-31 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0123 88000000.00 88000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.23% 3Y4U8VZURTYWI1W2K376 CFB155000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.25 - 2.25 89090000.00 90983005.55 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-31 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0123 88000000.00 88000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.25% 3Y4U8VZURTYWI1W2K376 CFC165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-05-15 2040-08-15 2.375 - 3.875 165265000.00 181126154.42 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-02-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0125 176000000.00 176000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.25% 3Y4U8VZURTYWI1W2K376 CFC311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2026-11-15 2 - 3.625 173145000.00 181623157.46 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-02-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0125 176000000.00 176000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.26% 3Y4U8VZURTYWI1W2K376 CFD920000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 3.125 - 3.125 86525000.00 90189833.72 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-02-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0126 88000000.00 88000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.27% 3Y4U8VZURTYWI1W2K376 CFD930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2045-02-15 2.5 - 3.75 84560000.00 90590063.92 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-02-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0127 88000000.00 88000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.30% 3Y4U8VZURTYWI1W2K376 CFG428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2021-08-15 2.125 - 2.125 176945000.00 180099281.09 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-02-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0130 175000000.00 175000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.31% 3Y4U8VZURTYWI1W2K376 CFG440000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-07-31 2047-08-15 0.75 - 2.75 109519300.00 108055044.62 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-02-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 105000000.00 105000000.00 0.0008 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.06% R0MUWSFPU8MPRO8K5P83 CEI688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-07-31 2046-02-15 0.75 - 3.125 358412000.00 362153477.98 U.S. Treasuries (including strips) Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0105 353000000.00 353000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.07% R0MUWSFPU8MPRO8K5P83 CFA747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-15 2043-11-15 0 - 6.625 503978500.00 540349913.48 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 527000000.00 527000000.00 0.0039 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CBJ085000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2042-08-15 1.133 - 3 379889000.00 369392211.43 U.S. Treasuries (including strips) Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0109 361000000.00 361000000.00 0.0027 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CCA379000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-31 2047-05-15 1.133 - 7.625 274114600.00 279035626.96 U.S. Treasuries (including strips) Y N/A N/A 2017-12-05 2017-12-05 2017-12-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0108 272000000.00 272000000.00 0.0020 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 2018-08-31 2044-11-15 1.133 - 3.125 365716700.00 372201541.51 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 362000000.00 362000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CCC444000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-15 2047-08-15 0.75 - 3 735646400.00 739445846.63 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 721000000.00 721000000.00 0.0054 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 2019-07-31 2047-02-15 1.133 - 5.375 725924300.00 738151336.17 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 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 - 7.625 729344300.00 739468241.69 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 722000000.00 722000000.00 0.0054 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 2018-10-31 2045-08-15 1.125 - 2.875 370470800.00 369591974.76 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 360000000.00 360000000.00 0.0027 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 2018-08-31 2047-02-15 0.875 - 4.75 412562700.00 417566393.19 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 408000000.00 408000000.00 0.0030 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 2018-10-31 2047-05-15 1.133 - 3.375 1073299100.00 1118747416.24 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 1086000000.00 1086000000.00 0.0081 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 2018-10-31 2047-02-15 1.125 - 3 558575500.00 558009838.87 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 544000000.00 544000000.00 0.0041 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 2018-03-31 2047-05-15 0.625 - 5.25 168802700.00 179747809.48 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 175000000.00 175000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.12% R0MUWSFPU8MPRO8K5P83 CEI491000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-22 2047-05-15 0 - 3 366519100.00 360983748.10 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0111 353000000.00 353000000.00 0.0026 N N Y N 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 2018-04-30 2047-08-15 1.133 - 4.75 179770600.00 179362256.58 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 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., 1.15% R0MUWSFPU8MPRO8K5P83 CEJ145000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-15 2046-11-15 1 - 7.625 538738300.00 541484837.53 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0114 529000000.00 529000000.00 0.0040 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.16% R0MUWSFPU8MPRO8K5P83 CFA069000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2045-08-15 1.133 - 8.75 341631800.00 359948487.07 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0115 352000000.00 352000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.16% R0MUWSFPU8MPRO8K5P83 CFA748000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2045-08-15 1.125 - 5.5 168614600.00 179967562.53 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0115 176000000.00 176000000.00 0.0013 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 2018-08-31 2037-02-15 0.75 - 4.75 136103200.00 177691679.81 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 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 BNP Paribas, S.A. BNP Paribas, S.A., 1.25% R0MUWSFPU8MPRO8K5P83 CFF055000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-15 2046-05-15 0 - 4.75 175106700.00 178639392.98 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0124 175000000.00 175000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.28% R0MUWSFPU8MPRO8K5P83 CFG223000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-15 2047-02-15 0.75 - 8.875 366220300.00 360267308.28 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0127 353000000.00 353000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.29% R0MUWSFPU8MPRO8K5P83 CFG904000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-12-31 2047-08-15 1.125 - 7.625 170171600.00 178947808.64 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-02-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0128 174000000.00 174000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.31% R0MUWSFPU8MPRO8K5P83 CFH125000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-14 2046-11-15 0 - 3 529645000.00 537435217.28 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-02-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 523000000.00 523000000.00 0.0039 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.06% 549300IMBXQ8SGH3HJ31 CFH285000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2047-11-15 1 - 2.75 796497400.00 785546105.11 U.S. Treasuries (including strips) Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N N N 0.0108 769996689.00 769996689.00 0.0058 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.10% 549300IMBXQ8SGH3HJ31 CFH784000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-06-30 2047-11-15 1 - 3 1171255000.00 1151136511.71 U.S. Treasuries (including strips) Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0110 1128000000.00 1128000000.00 0.0084 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.11% 549300IMBXQ8SGH3HJ31 CFG914000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-31 2047-11-15 0.875 - 2.75 263225300.00 261161954.61 U.S. Treasuries (including strips) Y N/A N/A 2017-12-05 2017-12-05 2017-12-05 N N N 0.0113 255999257.60 255999257.60 0.0019 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.13% 549300IMBXQ8SGH3HJ31 CFG064000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-06-30 2047-11-15 1 - 2.75 266419200.00 261184640.19 U.S. Treasuries (including strips) Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0113 256000102.40 256000102.40 0.0019 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.13% 549300IMBXQ8SGH3HJ31 CFH783000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2047-11-15 1.375 - 3 257153300.00 261128300.03 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N N N 0.0113 255999513.60 255999513.60 0.0019 N N Y N Credit AG Credit AG, 1.04% 1VUV7VQFKUOQSJ21A208 CFH334000 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 2.75 - 2.75 173925500.00 177490263.81 U.S. Treasuries (including strips) Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N N N 0.0106 173999217.00 173999217.00 0.0013 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.05% 7LTWFZYICNSX8D621K86 CFH760000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-31 2025-05-15 0.75 - 2.375 844204100.00 841524595.30 U.S. Treasuries (including strips) Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 825000000.00 825000000.00 0.0062 N Y Y N Deutsche Bank AG Deutsche Bank AG, 1.05% 7LTWFZYICNSX8D621K86 CFH289000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-30 2046-05-15 0.75 - 8.125 382172900.00 394899233.56 U.S. Treasuries (including strips) Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N N N 0.0106 384998768.00 384998768.00 0.0029 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-02-15 2044-02-15 3.625 - 3.625 113052900.00 130813858.96 U.S. Treasuries (including strips) Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 127000000.00 127000000.00 0.0009 N Y Y N 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 2026-08-15 1.625 - 6.75 286526600.00 373720246.27 U.S. Treasuries (including strips) Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0116 360998700.40 360998700.40 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 1.625 - 6.75 360650000.00 369614758.35 U.S. Treasuries (including strips) Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0117 359998056.00 359998056.00 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 2026-02-15 1.25 - 6 177275100.00 178356446.28 U.S. Treasuries (including strips) Y N/A N/A 2018-01-24 2018-01-24 2018-01-24 N N N 0.0128 173988098.40 173988098.40 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 2026-02-15 2.125 - 6 176282300.00 180228410.52 U.S. Treasuries (including strips) Y N/A N/A 2018-01-29 2018-01-29 2018-01-29 N N N 0.0129 174990777.50 174990777.50 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.32% H7FNTJ4851HG0EXQ1Z70 CFC199000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-10-31 2026-02-15 1 - 7.5 133486000.00 143889812.51 U.S. Treasuries (including strips) Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0134 140993528.10 140993528.10 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.35% H7FNTJ4851HG0EXQ1Z70 CFF095000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2022-11-15 1.125 - 1.625 182924100.00 178687587.01 U.S. Treasuries (including strips) Y N/A N/A 2018-02-20 2018-02-20 2018-02-20 N N N 0.0136 174994627.50 174994627.50 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.37% H7FNTJ4851HG0EXQ1Z70 CFG473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2021-12-31 1.25 - 2.25 353639000.00 360230535.11 U.S. Treasuries (including strips) Y N/A N/A 2018-02-27 2018-02-27 2018-02-27 N N N 0.0138 350985012.30 350985012.30 0.0026 N N N Y 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 2019-03-31 2023-12-31 1.375 - 2.75 677840000.00 691256791.36 U.S. Treasuries (including strips) Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 678000000.00 678000000.00 0.0051 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.06% U7M81AY481YLIOR75625 CFF541000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 385800000.00 395018464.84 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 387000000.00 387000000.00 0.0029 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.06% U7M81AY481YLIOR75625 CFF534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2023-11-30 2 - 2.625 70850000.00 71406554.03 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-11 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 CFG439000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-31 2046-11-15 2 - 2.875 194760000.00 198405110.80 U.S. Treasuries (including strips) Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0106 193000000.00 193000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.08% U7M81AY481YLIOR75625 CFD985000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2045-05-15 3 - 3 34726000.00 36064381.24 U.S. Treasuries (including strips) Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0107 35000000.00 35000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.13% U7M81AY481YLIOR75625 CFD159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-31 2026-05-15 1.625 - 1.625 111510000.00 107044818.76 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0112 105000000.00 105000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.25% U7M81AY481YLIOR75625 CFG441000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2047-02-15 1.625 - 3 136119000.00 134914159.65 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0124 132000000.00 132000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.25% U7M81AY481YLIOR75625 CFF544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2046-02-15 2.125 - 2.5 160620000.00 154154705.05 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0124 150000000.00 150000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.31% U7M81AY481YLIOR75625 CFF551000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2025-02-15 1.5 - 2 53585000.00 53036154.42 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-02-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 52000000.00 52000000.00 0.0004 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.05% OXTKY6Q8X53C9ILVV871 CFH288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-02 2047-05-15 0 - 9 2526565300.00 2620313521.33 U.S. Treasuries (including strips) Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N N N 0.0108 2561484631.00 2561484631.00 0.0191 N N Y N 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 2020-08-31 2026-11-15 2 - 2.125 90825000.00 88932494.61 U.S. Treasuries (including strips) Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0111 87000104.40 87000104.40 0.0006 N Y Y N 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 92500000.00 89830331.21 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 91495000.00 88854336.80 U.S. Treasuries (including strips) Y N/A N/A 2018-01-26 2018-01-26 2018-01-26 N N N 0.0134 86994127.50 86994127.50 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 1.30% 5493007VSMFZCPV1NB83 CEJ127000 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 92510000.00 89840042.59 U.S. Treasuries (including strips) Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0133 87994799.20 87994799.20 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.32% 5493007VSMFZCPV1NB83 CFA429000 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 92500000.00 89830331.21 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0134 87995274.40 87995274.40 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.33% 5493007VSMFZCPV1NB83 CFC670000 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 90110000.00 89810586.45 U.S. Treasuries (including strips) Y N/A N/A 2018-02-13 2018-02-13 2018-02-13 N N N 0.0138 87989800.80 87989800.80 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.35% 5493007VSMFZCPV1NB83 CFF043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-10-31 2019-10-31 1.25 - 1.25 180085000.00 178562546.21 U.S. Treasuries (including strips) Y N/A N/A 2018-02-21 2018-02-21 2018-02-21 N N N 0.0139 174982500.00 174982500.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.35% 5493007VSMFZCPV1NB83 CFF529000 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 180340000.00 179475026.08 U.S. Treasuries (including strips) Y N/A N/A 2018-02-22 2018-02-22 2018-02-22 N N N 0.0139 175881811.94 175881811.94 0.0013 N N N Y 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 2020-04-15 2020-04-15 1.5 - 1.5 185217700.00 184063905.67 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 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 2047-08-15 2047-08-15 2.75 - 2.75 181909200.00 179441405.95 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 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, 1.15% 549300QJJX6CVVUXLE15 CFG112000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-11-30 1.875 - 2.125 180652800.00 179560212.36 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0114 176000000.00 176000000.00 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 2020-04-30 2020-04-30 1.375 - 1.375 89753300.00 88845849.51 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 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 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.22% 549300QJJX6CVVUXLE15 CFE542000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2022-07-31 1.875 - 1.875 179441900.00 178566588.26 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0121 175000000.00 175000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.25% 549300QJJX6CVVUXLE15 CFF108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2047-08-15 1.875 - 2.75 181035500.00 179395900.28 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0124 175000000.00 175000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.25% 549300QJJX6CVVUXLE15 CFF509000 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 72052800.00 71422338.00 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0124 70000000.00 70000000.00 0.0005 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.04% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 2018-01-31 2019-07-31 0.51 - 1.244 20479900.00 20522300.68 U.S. Treasuries (including strips) US TREASURY 2017-12-31 2047-08-15 0.75 - 9.125 494200600.00 502150242.56 U.S. Treasuries (including strips) Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N N N 0.0108 511996057.60 511996057.60 0.0038 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 2017-12-07 2047-11-15 0 - 9 329699100.00 356383742.84 U.S. Treasuries (including strips) Y N/A N/A 2017-12-04 2017-12-04 2017-12-04 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 4 N N/A N/A N N 0.0107 346900000.00 346900000.00 0.0026 N N 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 2018-04-26 2047-02-15 0 - 9 337672900.00 356057050.54 U.S. Treasuries (including strips) Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 6 N N/A N/A N N 0.0107 346000000.00 346000000.00 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 2017-12-07 2047-02-15 0 - 8.5 340686300.00 357272139.84 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-14 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 347000000.00 347000000.00 0.0026 N N Y N Societe Generale Societe Generale, 1.08% O2RNE8IBXP4R0TD8PU41 CFE594000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-21 2042-08-15 0 - 4.375 314512900.00 313245699.18 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-14 Y SOCIETE GENERALE (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 307000000.00 307000000.00 0.0023 N N Y N 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 2017-12-17 2047-02-15 0 - 8.5 197535800.00 205959397.63 U.S. Treasuries (including strips) Y N/A N/A 2017-12-08 2017-12-08 2017-12-08 N N N 0.0107 200001880.00 200001880.00 0.0015 N N N Y Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.16% 5493006GGLR4BTEL8O61 CEF981000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-30 2024-05-15 0.625 - 2.5 36551000.00 37183110.28 U.S. Treasuries (including strips) Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0115 36375000.00 36375000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.20% 5493006GGLR4BTEL8O61 CFB184000 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 36136000.00 36767036.55 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-20 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0119 36000000.00 36000000.00 0.0003 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.85% 912796LB3 US912796LB32 U.S. Treasury Debt Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N N N 0.0085 697887154.34 697887154.34 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.88% 912796RX9 US912796RX97 U.S. Treasury Debt Y N/A N/A 2017-12-08 2017-12-08 2017-12-08 N N N 0.0088 591636088.13 591636088.13 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.03% 912796MH9 US912796MH92 U.S. Treasury Debt Y N/A N/A 2017-12-21 2017-12-21 2017-12-21 N N N 0.0103 796227509.10 796227509.10 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.10% 912796MJ5 US912796MJ58 U.S. Treasury Debt Y N/A N/A 2017-12-28 2017-12-28 2017-12-28 N N N 0.0110 1046122477.89 1046122477.89 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.10% 912796RK7 US912796RK76 U.S. Treasury Debt Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0110 1669358710.38 1669358710.38 0.0125 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.10% 912796LC1 US912796LC15 U.S. Treasury Debt Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 N N N 0.0110 990977069.59 990977069.59 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.12% 912796ML0 US912796ML05 U.S. Treasury Debt Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N N N 0.0112 316596550.93 316596550.93 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.19% 912796NT2 US912796NT22 U.S. Treasury Debt Y N/A N/A 2018-02-22 2018-02-22 2018-02-22 N N N 0.0119 1337367190.77 1337367190.77 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.20% 912796NR6 US912796NR65 U.S. Treasury Debt Y N/A N/A 2018-02-08 2018-02-08 2018-02-08 N N N 0.0120 1138408503.75 1138408503.75 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.20% 912796NS4 US912796NS49 U.S. Treasury Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0120 91768875.76 91768875.76 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.29% 912796LX5 US912796LX51 U.S. Treasury Debt Y N/A N/A 2018-04-26 2018-04-26 2018-04-26 N N N 0.0129 457607425.00 457607425.00 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.30% 912796NY1 US912796NY17 U.S. Treasury Debt Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0130 1129916142.05 1129916142.05 0.0084 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.30% 912796PB9 US912796PB95 U.S. Treasury Debt Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N N N 0.0130 600985744.04 600985744.04 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.31% 912796PA1 US912796PA13 U.S. Treasury Debt Y N/A N/A 2018-04-12 2018-04-12 2018-04-12 N N N 0.0131 746424997.50 746424997.50 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.36% 912796PF0 US912796PF00 U.S. Treasury Debt Y N/A N/A 2018-05-10 2018-05-10 2018-05-10 N N N 0.0136 1136129301.27 1136129301.27 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.39% 912796PG8 US912796PG82 U.S. Treasury Debt Y N/A N/A 2018-05-17 2018-05-17 2018-05-17 N N N 0.0139 1093958147.13 1093958147.13 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.41% 912796MB2 US912796MB23 U.S. Treasury Debt Y N/A N/A 2018-05-24 2018-05-24 2018-05-24 N N N 0.0141 931641532.50 931641532.50 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.43% 912796PH6 US912796PH65 U.S. Treasury Debt Y N/A N/A 2018-05-31 2018-05-31 2018-05-31 N N N 0.0143 465669283.94 465669283.94 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.06% to 1.11% 912828UE8 US912828UE89 U.S. Treasury Debt Y N/A N/A 2017-12-31 2017-12-31 2017-12-31 N N N 0.0116 602791928.82 602791928.82 0.0045 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 0.0122 362461857.70 362461857.70 0.0027 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 0.0116 400942881.56 400942881.56 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.15% to 1.25% 912828UR9 US912828UR92 U.S. Treasury Debt Y N/A N/A 2018-02-28 2018-02-28 2018-02-28 N N N 0.0130 205717780.00 205717780.00 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.21% 912828PY0 US912828PY09 U.S. Treasury Debt Y N/A N/A 2018-02-28 2018-02-28 2018-02-28 N N N 0.0132 114402567.06 114402567.06 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.25% to 1.26% 912828H94 US912828H946 U.S. Treasury Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0129 61567721.58 61567721.58 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.25% to 1.26% 912828HR4 US912828HR40 U.S. Treasury Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0132 139628934.69 139628934.69 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.34% 9128283B4 US9128283B45 U.S. Treasury Debt Y N/A N/A 2017-12-01 2019-10-31 2019-10-31 N N N 0.0133 214032187.74 214032187.74 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.35% 9128282M1 US9128282M19 U.S. Treasury Debt Y N/A N/A 2017-12-01 2019-07-31 2019-07-31 N N N 0.0130 555713521.56 555713521.56 0.0042 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.36% 912828X54 US912828X547 U.S. Treasury Debt Y N/A N/A 2017-12-01 2019-04-30 2019-04-30 N N N 0.0128 1199395825.74 1199395825.74 0.0090 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.36% 912828QB9 US912828QB96 U.S. Treasury Debt Y N/A N/A 2018-03-31 2018-03-31 2018-03-31 N N N 0.0142 159763944.12 159763944.12 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.43% 912828V64 US912828V640 U.S. Treasury Debt Y N/A N/A 2017-12-01 2019-01-31 2019-01-31 N N N 0.0127 416767237.12 416767237.12 0.0031 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 1.05%, dated 11/30/2017 due 12/01/2017 B4TYDEB6GKMZO031MB27 CFH958000_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 2045-08-20 3 - 5.25 3200811074.75 828591471.00 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 809319311.33 809319311.33 0.0060 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.23% RUC0QBLBRPRCU4W1NE59 0000772028 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 2039-09-15 2045-11-15 3.5 - 6 49082177.00 25883774.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-10-15 2047-11-01 3 - 5 41208980.00 30124189.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2022-09-01 2047-11-01 2.5 - 4 30925291.00 19691605.29 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2018-01-22 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0122 74000000.00 74000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.23% 3Y4U8VZURTYWI1W2K376 CFC219000 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 2027-01-01 2037-06-01 2.5 - 4 242526.00 109594.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-07-01 2037-05-01 4 - 5.5 102272.00 91072.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-08-20 2045-08-20 3.5 - 3.5 115058888.00 75320595.13 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2018-01-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0122 74000000.00 74000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.26% 3Y4U8VZURTYWI1W2K376 CFB146000 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 2027-01-01 2029-01-01 2.5 - 3 54047007.00 37482627.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2037-05-01 2037-06-01 4 - 4 111686632.00 111531192.49 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2018-02-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0126 146000000.00 146000000.00 0.0011 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.05%, dated 11/30/2017 due 12/01/2017 R0MUWSFPU8MPRO8K5P83 CFH958000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-01-15 2046-02-15 0 - 7.875 78690704.97 77497009.24 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-03-07 2044-08-15 0 - 5.5 3049289.53 1065294.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2038-02-16 2046-10-20 1.783 - 3.5 1183890.18 1006179.70 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-06-08 2018-06-08 1.1 - 1.1 38587.08 38734.31 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2047-01-01 2.125 - 7.5 15299945.93 3952980.27 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 81749425.39 81749425.39 0.0006 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.11% R0MUWSFPU8MPRO8K5P83 CBJ086000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-11-15 2047-02-15 0 - 8.75 153622212.39 152014056.28 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-12-11 2047-09-01 0 - 3.5 52122084.00 53022948.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2028-07-27 2029-10-24 3.05 - 4 3690000.00 3727771.47 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2024-07-20 2044-04-20 1.919 - 4 81629700.00 20650058.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-01 2047-10-01 2.5 - 6.25 297889445.00 182019698.14 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0111 401000000.00 401000000.00 0.0030 N Y 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 2.759 - 7.25 191311814.00 146776733.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-11-20 2047-08-20 3 - 4.5 27828446.00 20877698.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2018-06-13 2047-10-01 0 - 6.75 7198598.00 7602136.20 Agency Mortgage-Backed Securities US TREASURY 2018-03-01 2047-08-15 0 - 6.625 196873790.88 234959564.33 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0111 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 2018-01-11 2047-02-15 0 - 3 47497800.00 57139739.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-06-13 2031-03-15 0 - 4.875 136000.00 137797.88 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2044-04-20 2044-04-20 4 - 4 36935165.00 13488791.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2047-10-01 0 - 4.5 46917649.00 27607185.52 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2018-01-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0116 96000000.00 96000000.00 0.0007 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.29% R0MUWSFPU8MPRO8K5P83 CFG420000 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 2046-10-20 2046-10-20 3 - 3 2023461.00 1882911.48 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-06-08 2018-06-08 1.1 - 1.1 26000.00 26099.20 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2030-11-15 2046-10-01 0 - 4 13625175.00 10149335.29 Agency Collateralized Mortgage Obligation US TREASURY 2018-08-15 2047-02-15 0 - 3 76058068.35 87451886.31 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2044-08-15 2.5 - 6.75 1024849.00 373900.30 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2018-01-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0128 97000000.00 97000000.00 0.0007 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.30% R0MUWSFPU8MPRO8K5P83 CFE008000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2033-10-11 0 - 6.75 5806000.00 4335519.04 Agency Debentures and Agency Strips US TREASURY 2018-01-18 2047-02-15 0 - 3 80574449.12 87637604.46 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2027-08-20 2046-08-20 1.769 - 7 2734746.00 1842372.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-24 2047-10-01 1.875 - 7.25 7567288.00 5942285.67 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-06-08 2018-06-08 1.1 - 1.1 80000.00 80305.24 Agency Debentures and Agency Strips Y N/A N/A 2017-12-07 2017-12-07 2018-02-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0130 97000000.00 97000000.00 0.0007 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.05%, dated 11/30/2017 due 12/01/2017 VJW2DOOHGDT6PR0ZRO63 CFH958000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-01 2022-11-15 0 - 8.5 2552156.55 2561786.65 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-12-18 2026-08-10 1.125 - 5.05 43260160.93 43144875.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-03-29 2022-06-14 2 - 2.07 616935.66 615701.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2018-08-08 2031-08-25 0.875 - 2.5 8741738.55 8709473.64 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-02-26 2026-04-24 1 - 2.125 576605.95 561280.98 Agency Debentures and Agency Strips Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 54499616.92 54499616.92 0.0004 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.05%, dated 11/30/2017 due 12/01/2017 E57ODZWZ7FF32TWEFA76 CFH958000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-12-31 2044-05-15 0 - 8.75 423089408.67 431630056.22 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-12-15 2048-07-01 2 - 11 986802873.21 95352270.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-10-15 2059-10-20 2 - 9.5 129961709.66 71452897.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-25 2047-09-01 1.95 - 10 760042937.41 105060999.04 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 689390724.30 689390724.30 0.0052 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 US TREASURY 2017-12-31 2047-02-15 0 - 2.5 99173100.00 98978506.09 U.S. Treasuries (including strips) Y N/A N/A 2017-12-05 2017-12-05 2017-12-05 N N N 0.0108 96999718.70 96999718.70 0.0007 N N 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 FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 6677000.00 6690170.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-01 2047-11-01 3 - 4 4890994.00 1791671.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-12-01 2030-12-01 3.784 - 3.784 125075.00 440.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2030-01-20 2057-11-15 2.5 - 5.5 55975359.00 36031741.88 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 N/A 806000.00 732187.68 Agency Debentures and Agency Strips US TREASURY 2017-12-07 2046-02-15 0 - 6.5 522780700.00 545137368.24 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-08-03 2029-08-03 4.5 - 4.5 2669000.00 3127520.86 Agency Debentures and Agency Strips Y N/A N/A 2017-12-05 2017-12-05 2017-12-05 N N N 0.0108 580999128.50 580999128.50 0.0043 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.05%, dated 11/30/2017 due 12/01/2017 1VUV7VQFKUOQSJ21A208 CFH958000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-08-15 2026-11-15 1.625 - 2.625 203311925.12 200188419.53 U.S. Treasuries (including strips) Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 196257480.51 196257480.51 0.0015 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.07% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2045-06-01 3 - 6.5 359786762.00 32013950.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-02-15 2052-09-15 2.5 - 6 219627440.00 78052670.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2018-11-01 2047-11-01 2 - 6 506550132.00 234765108.82 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0107 338000033.80 338000033.80 0.0025 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.05%, dated 11/30/2017 due 12/01/2017 CYYGQCGNHMHPSMRL3R97 CFH958000_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 2023-01-01 2045-03-01 2.5 - 6 403546134.75 74343876.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-11-20 2047-11-20 2 - 5 754167233.71 481553065.86 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 544996169.24 544996169.24 0.0041 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.04% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-11-26 2019-11-26 1.75 - 1.75 118431000.00 118327307.08 Agency Debentures and Agency Strips Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N N N 0.0106 115999443.20 115999443.20 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 US TREASURY 2019-07-31 2027-05-15 1.375 - 2.375 100424200.00 100047812.53 U.S. Treasuries (including strips) Y N/A N/A 2017-12-04 2017-12-04 2017-12-04 N N N 0.0106 98000215.60 98000215.60 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 HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 3.5 - 3.5 231829396.00 236896622.98 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-04 2018-01-04 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 ING Financial Markets LLC ING Financial Markets LLC, 1.23% 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 2053-05-16 2053-05-16 2.247 - 2.247 409241.00 338932.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2032-07-01 2042-10-01 3 - 4 541696541.00 317209509.20 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-04 2018-01-04 2018-01-30 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0122 311000000.00 311000000.00 0.0023 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.23% 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 2046-01-20 2047-04-20 4 - 4 296274687.00 224614676.16 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-04 2018-01-04 2018-02-01 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0122 220000000.00 220000000.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.23% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-07-20 2019-11-26 1.125 - 1.75 119428000.00 119458951.60 Agency Debentures and Agency Strips Y N/A N/A 2018-01-04 2018-01-04 2018-01-31 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0122 117000000.00 117000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.26% 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 197502514.00 199025307.99 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-04 2018-01-04 2018-02-12 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0125 195000000.00 195000000.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.26% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-07-20 2019-08-23 1.125 - 1.25 119601000.00 119411222.08 Agency Debentures and Agency Strips Y N/A N/A 2018-01-04 2018-01-04 2018-02-13 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0125 117000000.00 117000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.32% 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 197493960.00 199016688.03 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0133 194995144.50 194995144.50 0.0015 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.05%, dated 11/30/2017 due 12/01/2017 ZBUT11V806EZRVTWT807 CFH958000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-05-31 2047-02-15 0.875 - 8.875 46974392.09 47932079.57 U.S. Treasuries (including strips) U.S. TREASURY 2018-04-30 2019-10-31 0 - 0.892 2943427.27 2949119.57 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2018-01-01 2047-12-01 2.5 - 6.5 1468271569.68 838617818.34 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 871993870.79 871993870.79 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 FINANCE CORPORATION 2018-02-08 2019-03-07 N/A 4879.00 4782.05 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2044-09-01 2047-12-01 0 - 4.5 546845747.00 450651443.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2047-11-01 0 - 4 228938476.00 145935164.48 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2017-12-14 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0107 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 1.05%, dated 11/30/2017 due 12/01/2017 8NAV47T0Y26Q87Y0QP81 CFH958000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-07-15 2037-05-15 0.875 - 5 52762787.57 57446372.43 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2028-09-01 2047-07-01 3 - 4.5 37553909.30 26927155.89 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2047-03-25 2047-08-25 3.73 - 4.364 14322833.55 13730809.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2041-12-01 2045-10-01 2.695 - 4.5 33393907.88 20190548.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-02-20 2052-07-15 2.375 - 4.5 32097868.71 20683255.96 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 136249042.31 136249042.31 0.0010 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 CFF552000 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 2022-11-01 2047-11-01 1.936 - 6.375 422494231.00 161383765.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2047-10-15 3.5 - 5 69755367.00 15330354.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2047-11-01 2.304 - 5.032 70373909.00 22227261.84 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0107 195000000.00 195000000.00 0.0015 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.11% K5HU16E3LMSVCCJJJ255 CEH084000 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 2047-11-01 2.913 - 5 320481355.00 110325037.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2027-10-20 2052-09-15 2 - 6 165838179.00 55632022.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-01 2047-10-01 2.025 - 4.02 492276642.00 111739572.18 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0193 271993825.60 271993825.60 0.0020 N Y Y N 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 2047-11-01 2.337 - 5 289488303.00 63003207.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-11-20 2047-11-20 2 - 5 198656726.00 58157140.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-01 2047-11-01 1.914 - 5.65 424140345.00 215761385.18 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0187 329993037.00 329993037.00 0.0025 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.11% K5HU16E3LMSVCCJJJ255 CEH883000 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 2047-11-01 2 - 5.75 110145732.00 32777245.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2027-10-20 2041-09-20 4 - 4.5 20967213.00 3106148.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-09-01 2047-11-01 2.304 - 4 140277179.00 64165987.07 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0195 97997716.60 97997716.60 0.0007 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.11% K5HU16E3LMSVCCJJJ255 CEJ488000 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 2047-10-01 2.165 - 5 507665692.00 167224747.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-10-20 2052-09-15 2.75 - 5.5 31150217.00 11528387.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-10-01 2047-11-01 2.669 - 4.5 186841616.00 79497830.08 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-08 2018-01-08 2018-01-08 N N N 0.0113 252992663.00 252992663.00 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.12% K5HU16E3LMSVCCJJJ255 CFC022000 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 2047-12-01 2.025 - 4.5 38063380.00 37356576.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2047-11-20 3 - 4.5 70537884.00 18005279.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2047-11-01 1.999 - 5.96 404116160.00 202834629.53 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-12 2018-01-12 2018-01-12 N N N 0.0114 252994079.80 252994079.80 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.13% K5HU16E3LMSVCCJJJ255 CFE472000 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 2.5 - 5.75 135884536.00 66711074.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-10-20 2047-11-20 2 - 6 194830251.00 53162149.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2048-08-01 2.349 - 5.5 386543740.00 98482142.93 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-19 2018-01-19 2018-01-19 N N N 0.0114 213996041.00 213996041.00 0.0016 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.05%, dated 11/30/2017 due 12/01/2017 7TK5RJIZDFROZCA6XF66 CFH958000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2047-07-01 2 - 8 525145144.30 217843423.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-09-20 2055-11-16 0 - 8.5 878344859.94 512858899.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-25 2047-05-01 2 - 8.5 1855571467.71 550746190.65 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 1253491189.26 1253491189.26 0.0094 N Y Y N Natixis SA Natixis SA, 1.07% KX1WK48MPD4Y2NCUIZ63 CFG396000 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 2033-07-01 2042-08-01 3.5 - 3.836 138665247.00 82370787.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2047-07-01 2047-07-01 4 - 4 5564000.00 5629998.99 Agency Mortgage-Backed Securities US TREASURY 2019-11-15 2022-09-30 1.75 - 8.125 109978400.00 110922949.39 U.S. Treasuries (including strips) Y N/A N/A 2017-12-04 2017-12-04 2017-12-04 N N N 0.0107 194999844.00 194999844.00 0.0015 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.07% OXTKY6Q8X53C9ILVV871 CFG928000 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 2022-03-20 2067-10-20 2.249 - 8.5 1878044824.00 1558082471.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-25 2057-02-01 2.475 - 9 1180961609.00 277589444.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2018-01-01 2047-11-01 1.88 - 9.5 1900839599.00 199409529.49 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-05 2017-12-05 2017-12-05 N N N 0.0108 1994997007.50 1994997007.50 0.0149 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.13% 549300QJJX6CVVUXLE15 CFE533000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-04-30 2020-04-30 1.375 - 1.375 99985100.00 98974200.92 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2017-12-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0112 97000000.00 97000000.00 0.0007 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 2047-11-20 2047-11-20 3.5 - 3.5 189679317.00 197140526.39 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 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 2047-11-20 2047-11-20 3.5 - 3.5 189673319.00 197134292.45 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 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 2047-05-20 2047-11-20 3.5 - 3.5 194892802.00 197140526.30 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 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 2046-04-20 2047-05-20 3.5 - 3.5 270989083.00 235943650.35 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 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 RBC Dominion Securities, 1.16% 549300QJJX6CVVUXLE15 CFC784000 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 197817023.00 199002544.48 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2017-12-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0115 195000000.00 195000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.22% 549300QJJX6CVVUXLE15 CFD208000 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 196699712.00 197878537.42 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2018-01-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0121 193900000.00 193900000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.24% 549300QJJX6CVVUXLE15 CFG422000 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 197742331.00 198927404.85 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2018-01-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0123 195000000.00 195000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.28% 549300QJJX6CVVUXLE15 CFH404000 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 2047-11-20 2047-11-20 3.5 - 3.5 189422877.00 196873999.08 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2018-02-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0127 193000000.00 193000000.00 0.0014 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.05%, dated 11/30/2017 due 12/01/2017 549300QJJX6CVVUXLE15 CFH958000_07749 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 2047-03-20 3.5 - 3.5 170154512.94 138978115.40 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 136249042.31 136249042.31 0.0010 N Y 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 2042-11-01 2042-11-01 2.101 - 2.101 268512.00 108947.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-10-01 3 - 4 132068982.00 106157075.56 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0107 104000000.00 104000000.00 0.0008 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 2026-01-01 2047-10-01 1.5 - 4.5 165259029.00 86047821.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2046-08-20 6.968 - 6.968 4424358.00 3981999.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2047-09-01 3 - 5.94 332050512.00 108265654.88 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-04 2017-12-04 2017-12-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0106 194000000.00 194000000.00 0.0014 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 NATIONAL MORTGAGE ASSOC 2021-01-01 2047-09-01 1.482 - 7 789916706.00 149480114.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2047-09-20 4 - 4.5 5749201.00 2222301.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2047-10-01 2.101 - 6.5 353610436.00 52848536.38 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2017-12-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0109 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 2042-11-01 2047-04-01 2.101 - 3 134137.00 97848.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2047-10-01 3 - 4.5 112382081.00 97965074.52 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 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 HOME LOAN MORTGAGE CORP 2025-07-15 2047-09-01 0 - 4.5 72643527.00 54702161.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-01 2047-09-01 2.597 - 4.5 475800502.00 142488821.63 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 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 RBC Financial Group RBC Financial Group, 1.19% ES7IP3U3RHIGC71XBU11 CEG840000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2047-04-01 2.101 - 3.5 155445.00 99680.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2047-10-01 3 - 4.5 89897442.00 50380082.03 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-12-07 2017-12-07 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 RBC Financial Group RBC Financial Group, 1.19% ES7IP3U3RHIGC71XBU11 CFB769000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-10-15 2047-11-01 1.585 - 6.5 130209088.00 24481476.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2041-01-20 2042-11-15 1.689 - 3 17727885.00 4375697.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2047-10-01 1.548 - 4.5 149695153.00 110198914.83 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2018-01-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0118 136000000.00 136000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 1.20% ES7IP3U3RHIGC71XBU11 CFC119000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2047-04-01 2.101 - 3 137365.00 103209.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2047-10-01 2.5 - 4.5 197785616.00 99717621.31 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-12-07 2017-12-07 2018-01-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0119 97000000.00 97000000.00 0.0007 N N Y N RBC Financial Group RBC Financial Group, 1.21% ES7IP3U3RHIGC71XBU11 CEJ721000 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 2028-07-15 2047-08-01 1.5 - 6.5 66510561.00 55096761.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-01-20 2047-11-20 3 - 4 5398702.00 3369320.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-10-01 1.638 - 7 277211335.00 200081796.00 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2018-01-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0121 253000000.00 253000000.00 0.0019 N N Y N RBC Financial Group RBC Financial Group, 1.21% ES7IP3U3RHIGC71XBU11 CFC164000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2047-09-01 2.101 - 4.5 126090523.00 45541670.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2047-10-01 2.171 - 5.5 614239848.00 148504878.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-04-20 2047-03-20 2.5 - 4 21067575.00 4858837.87 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2018-01-17 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0120 194900000.00 194900000.00 0.0015 N N Y N RBC Financial Group RBC Financial Group, 1.22% ES7IP3U3RHIGC71XBU11 CFC709000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-10-15 2047-07-01 2.101 - 4.5 871032.00 721536.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2047-10-01 2.5 - 4.5 210052093.00 139282071.34 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2018-01-18 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0121 137000000.00 137000000.00 0.0010 N N Y N Societe Generale Societe Generale, 1.14% O2RNE8IBXP4R0TD8PU41 CEI536000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-12-21 2046-02-15 0 - 4.375 376136800.00 399709015.44 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-09 Y SOCIETE GENERALE (GOV REPO) 1.0000 7 N N/A N/A N N 0.0113 390000000.00 390000000.00 0.0029 N N Y N Societe Generale Societe Generale, 1.25% O2RNE8IBXP4R0TD8PU41 CFG407000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-02-15 2045-05-15 0.125 - 6.75 739858500.00 755639976.08 U.S. Treasuries (including strips) Y N/A N/A 2017-12-07 2017-12-07 2018-01-08 Y SOCIETE GENERALE (GOV REPO) 1.0000 7 N N/A N/A N N 0.0124 740000000.00 740000000.00 0.0055 N N Y N Societe Generale Societe Generale, 1.31% O2RNE8IBXP4R0TD8PU41 CFH815000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-12-21 2046-02-15 0 - 3 132360500.00 137663685.71 U.S. Treasuries (including strips) Y N/A N/A 2018-01-31 2018-01-31 2018-01-31 N N N 0.0130 134001835.80 134001835.80 0.0010 N N N Y Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.27% 5493006GGLR4BTEL8O61 CFB194000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 183980000.00 172587357.62 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2018-01-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0126 169031250.00 169031250.00 0.0013 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.30% 5493006GGLR4BTEL8O61 CFE539000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 177687000.00 166684040.73 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-07 2017-12-07 2018-01-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0129 163250000.00 163250000.00 0.0012 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.05%, dated 11/30/2017 due 12/01/2017 VYVVCKR63DVZZN70PB21 CFH958000_08395 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 2024-08-25 2047-07-15 3.015 - 5.232 12152133.18 10342261.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 1.457 - 1.457 195871.76 7504.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2027-03-20 2047-11-20 2 - 7.5 955391041.78 987068875.32 Agency Mortgage-Backed Securities Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 977723127.62 977723127.62 0.0073 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.28% R0MUWSFPU8MPRO8K5P83 CFH992000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-12-07 2017-12-07 2018-01-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0127 172000000.00 172000000.00 0.0013 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. BNP Paribas, S.A. BNP Paribas, S.A., 1.29% R0MUWSFPU8MPRO8K5P83 CFI001000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-12-07 2017-12-07 2018-01-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0128 191000000.00 191000000.00 0.0014 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. BNP Paribas, S.A. BNP Paribas, S.A., 1.31% R0MUWSFPU8MPRO8K5P83 CFI002000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-12-07 2017-12-07 2018-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 172000000.00 172000000.00 0.0013 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. BNP Paribas, S.A. BNP Paribas, S.A., 1.32% R0MUWSFPU8MPRO8K5P83 CFI004000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-12-07 2017-12-07 2018-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 191000000.00 191000000.00 0.0014 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. Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.06% K5HU16E3LMSVCCJJJ255 CFH821000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-12-07 2017-12-07 2017-12-08 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 191000000.00 191000000.00 0.0014 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. RBC Financial Group RBC Financial Group, 1.31% ES7IP3U3RHIGC71XBU11 CFH880000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-12-07 2017-12-07 2018-03-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0131 102000000.00 102000000.00 0.0008 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 2017-12-04 Stephanie Dorsey Stephanie Dorsey President and Treasurer