0000278001-18-000002.txt : 20180108 0000278001-18-000002.hdr.sgml : 20180108 20180108125632 ACCESSION NUMBER: 0000278001-18-000002 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180108 DATE AS OF CHANGE: 20180108 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: 18515693 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 2017-12-31 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 30 85 31454949146.62 32165813917.94 36425787746.49 34319936043.18 38359529171.95 72592813241.71 74086835415.51 70333566789.23 66931865608.41 70123133245.65 0.2300 0.2300 0.2600 0.2500 0.2800 0.5300 0.5400 0.5000 0.4900 0.5100 625.13 135175336915.28 135178180932.68 3378829762.27 2925459051.72 135631552268.36 135592763079.36 1.0000 0.0133 1.0002 1.0002 1.0002 1.0003 1.0003 C000019553 2500.00 135631552268.36 135592763079.36 1.0002 1.0002 1.0002 1.0003 1.0003 8383852823.45 8316959156.41 12013281544.11 10800332476.17 10329284802.42 10623965155.58 12772911475.45 12039028246.40 8379017079.03 8472302735.82 45811256371.58 43969037087.11 0.0095 N Fannie Mae Fannie Mae, 1.33% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N N N 0.0115 931055794.83 931055794.83 0.0069 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.43% 3133EE3C2 US3133EE3C25 U.S. 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US313385RP38 U.S. Government Agency Debt Y N/A N/A 2018-01-09 2018-01-09 2018-01-09 N N N 0.0084 3998996.00 3998996.00 0.0000 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 313385RQ1 US313385RQ11 U.S. Government Agency Debt Y N/A N/A 2018-01-10 2018-01-10 2018-01-10 N N N 0.0088 360496507.80 360496507.80 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 313385RR9 US313385RR93 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N N N 0.0091 116962209.00 116962209.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313385RS7 US313385RS76 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-01-12 2018-01-12 N N N 0.0094 467882438.10 467882438.10 0.0034 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 0.0118 134975180.25 134975180.25 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 313385RW8 US313385RW88 U.S. Government Agency Debt Y N/A N/A 2018-01-16 2018-01-16 2018-01-16 N N N 0.0103 228885042.00 228885042.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 313385RX6 US313385RX61 U.S. Government Agency Debt Y N/A N/A 2018-01-17 2018-01-17 2018-01-17 N N N 0.0104 1055531818.20 1055531818.20 0.0078 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 0.0115 133978546.60 133978546.60 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 0.0120 98978416.02 98978416.02 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 0.0122 137968149.60 137968149.60 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 0.0122 97977381.60 97977381.60 0.0007 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 0.0124 97975990.00 97975990.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 313385SG2 US313385SG20 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-01-26 2018-01-26 N N N 0.0113 565513240.00 565513240.00 0.0042 N N Y 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 100998360.77 100998360.77 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 313385SM9 US313385SM97 U.S. Government Agency Debt Y N/A N/A 2018-01-31 2018-01-31 2018-01-31 N N N 0.0116 398927083.66 398927083.66 0.0029 N N Y 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 100998294.11 100998294.11 0.0007 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 201996662.96 201996662.96 0.0015 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 301994114.02 301994114.02 0.0022 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 100998031.51 100998031.51 0.0007 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 98997656.67 98997656.67 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.19% 3130ABCU8 US3130ABCU87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-02 2018-02-01 2018-02-01 N N N 0.0121 47998777.44 47998777.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.19% 313385SN7 US313385SN70 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0119 384576500.00 384576500.00 0.0028 N N Y 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 0.0120 279997676.00 279997676.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130ACD68 US3130ACD684 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-01 2018-03-01 2018-03-01 N N N 0.0122 95996412.48 95996412.48 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130ABCJ3 US3130ABCJ33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-02 2018-02-02 2018-02-02 N N N 0.0122 195993988.68 195993988.68 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130ABBC9 US3130ABBC98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-02 2018-02-02 2018-02-02 N N N 0.0122 98997389.37 98997389.37 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130ABBF2 US3130ABBF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-02 2018-02-02 2018-02-02 N N N 0.0122 98997389.37 98997389.37 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130ACKR4 US3130ACKR40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-04 2018-04-04 2018-04-04 N N N 0.0123 345964936.36 345964936.36 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130ACKV5 US3130ACKV51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-05 2018-04-05 2018-04-05 N N N 0.0124 191980295.04 191980295.04 0.0014 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 267949645.48 267949645.48 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 313385SP2 US313385SP29 U.S. Government Agency Debt Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0120 716184771.00 716184771.00 0.0053 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.21% 3130ABYD2 US3130ABYD25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-01 2018-02-01 2018-02-01 N N N 0.0122 99998702.00 99998702.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.21% 3130AB4K9 US3130AB4K99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-05 2018-01-05 2018-01-05 N N N 0.0122 39999898.80 39999898.80 0.0003 N N Y 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 534899896.15 534899896.15 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ABYA8 US3130ABYA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0122 19000000.00 19000000.00 0.0001 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ABY83 US3130ABY831 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0122 100000000.00 100000000.00 0.0007 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ABYB6 US3130ABYB68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0122 100000000.00 100000000.00 0.0007 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ABZ90 US3130ABZ903 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N N N 0.0121 405999829.48 405999829.48 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ABYN0 US3130ABYN07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N N N 0.0121 99999958.00 99999958.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ABYP5 US3130ABYP54 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N N N 0.0121 99999958.00 99999958.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ABZA7 US3130ABZA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 N N N 0.0122 202999827.45 202999827.45 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ABDQ6 US3130ABDQ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-05 2018-02-05 2018-02-05 N N N 0.0123 96998140.51 96998140.51 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ABRL2 US3130ABRL24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-05 2018-01-05 2018-01-05 N N N 0.0122 193999751.68 193999751.68 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ABDP8 US3130ABDP83 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-05 2018-02-05 2018-02-05 N N N 0.0123 584988785.55 584988785.55 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ABDR4 US3130ABDR40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-05 2018-02-05 2018-02-05 N N N 0.0123 136997373.71 136997373.71 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ABYQ3 US3130ABYQ38 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-05 2018-01-05 2018-01-05 N N N 0.0122 199999744.00 199999744.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130ACLF9 US3130ACLF92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-06 2018-04-06 2018-04-06 N N N 0.0125 287969742.72 287969742.72 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 313385SW7 US313385SW79 U.S. Government Agency Debt Y N/A N/A 2018-02-09 2018-02-09 2018-02-09 N N N 0.0122 654087585.00 654087585.00 0.0048 N N Y N Federal Home 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803231303.50 803231303.50 0.0059 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 313385TD8 US313385TD89 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0124 492186550.00 492186550.00 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 313385TR7 US313385TR75 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-02-28 2018-02-28 N N N 0.0124 904772065.97 904772065.97 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130ABPK6 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-01 2018-10-01 2018-10-01 N N N 0.0124 98001620.92 98001620.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130ABPL4 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-01 2018-10-01 2018-10-01 N N N 0.0124 98001620.92 98001620.92 0.0007 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 0.0124 152006099.76 152006099.76 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130ACYG3 US3130ACYG39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-04 2018-09-04 2018-09-04 N N N 0.0124 348013965.24 348013965.24 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130ACYW8 US3130ACYW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-05 2018-06-05 2018-06-05 N N N 0.0124 755028138.85 755028138.85 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130ACJZ8 US3130ACJZ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-05 2018-09-05 2018-09-05 N N N 0.0126 189988341.60 189988341.60 0.0014 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 0.0124 133005229.56 133005229.56 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130ABZH2 US3130ABZH20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-07 2018-02-07 2018-02-07 N N N 0.0126 399995556.00 399995556.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130ACE42 US3130ACE427 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-08 2018-03-08 2018-03-08 N N N 0.0126 190991962.72 190991962.72 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130ACS21 US3130ACS211 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-08 2018-05-08 2018-05-08 N N N 0.0127 191985847.68 191985847.68 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130ABDA1 US3130ABDA15 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-08 2018-05-08 2018-05-08 N N N 0.0127 56996792.61 56996792.61 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130ABQJ8 US3130ABQJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-08 2018-01-08 2018-01-08 N N N 0.0125 594998476.80 594998476.80 0.0044 N N Y N Federal Home Loan 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N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 3130ACYJ7 US3130ACYJ77 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-04 2018-09-04 2018-09-04 N N N 0.0125 190007626.60 190007626.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 3130ACRZ9 US3130ACRZ92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-08 2018-08-08 2018-08-08 N N N 0.0128 191976823.68 191976823.68 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 3130AB5R3 US3130AB5R34 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N N N 0.0128 118999095.60 118999095.60 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 3130AB5W2 US3130AB5W29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N N N 0.0128 98999247.60 98999247.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 3130AB5U6 US3130AB5U62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N N N 0.0128 98999247.60 98999247.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 3130A93C3 US3130A93C35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-02-12 2018-02-12 N N N 0.0132 125990587.80 125990587.80 0.0009 N N N 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 403998953.64 403998953.64 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 91999671.56 91999671.56 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 313385TL0 US313385TL06 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0126 306414551.00 306414551.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 313385TQ9 US313385TQ92 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-02-27 2018-02-27 N N N 0.0126 255474432.00 255474432.00 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.27% 3130ABQL3 US3130ABQL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-08 2018-07-06 2018-07-06 N N N 0.0127 217993808.80 217993808.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.27% 3130AB5X0 US3130AB5X02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-01-12 2018-01-12 N N N 0.0129 98999163.45 98999163.45 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.27% 313385TS5 US313385TS58 U.S. Government Agency Debt Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0127 191582400.00 191582400.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.27% 313385TT3 US313385TT32 U.S. Government Agency Debt Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0127 701249692.54 701249692.54 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.28% 3130ACY24 US3130ACY243 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-06 2018-09-06 2018-09-06 N N N 0.0127 285011018.10 285011018.10 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.28% 3130ABRN8 US3130ABRN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-10 2018-01-10 2018-01-10 N N N 0.0128 388998673.51 388998673.51 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.28% 3130AB5Y8 US3130AB5Y84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-05-11 2018-05-11 N N N 0.0129 315981169.56 315981169.56 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.28% 3130ACLE2 US3130ACLE28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-06-11 2018-06-11 N N N 0.0130 95990576.64 95990576.64 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.28% 313385TX4 US313385TX44 U.S. Government Agency Debt Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0128 809083607.00 809083607.00 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.28% 313385TY2 US313385TY27 U.S. Government Agency Debt Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N N N 0.0128 547682400.00 547682400.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.28% 313385TZ9 US313385TZ91 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-03-08 2018-03-08 N N N 0.0128 56861091.00 56861091.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.28% 313385UA2 US313385UA22 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N N N 0.0128 467577873.45 467577873.45 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.29% 3130ABZR0 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-04 2019-02-04 2019-02-04 N N N 0.0128 23502044.74 23502044.74 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.29% 3130ACKS2 US3130ACKS23 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-09 2018-07-09 2018-07-09 N N N 0.0130 230980877.82 230980877.82 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.29% 3130ABEX0 US3130ABEX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-10 2018-05-10 2018-05-10 N N N 0.0129 194995511.10 194995511.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.29% 3130ABF50 US3130ABF509 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-05-11 2018-05-11 N N N 0.0129 136996729.81 136996729.81 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.29% 3130ABEP7 US3130ABEP74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-02-12 2018-02-12 N N N 0.0130 390992848.61 390992848.61 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.29% 3130ABEW2 US3130ABEW26 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-02-12 2018-02-12 N N N 0.0130 155997146.76 155997146.76 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.29% 3130ABF27 US3130ABF277 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-02-12 2018-02-12 N N N 0.0130 194996433.45 194996433.45 0.0014 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 0.0125 118006748.42 118006748.42 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.29% 313385UD6 US313385UD60 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-03-12 2018-03-12 N N N 0.0129 437864307.00 437864307.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.29% 313385UF1 US313385UF19 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-03-14 2018-03-14 N N N 0.0129 219414140.00 219414140.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.29% 313385UL8 US313385UL86 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-03-19 2018-03-19 N N N 0.0129 287179200.00 287179200.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 3130ABKN5 US3130ABKN52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-09 2018-07-09 2018-07-09 N N N 0.0130 97999490.40 97999490.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 3130AB4R4 US3130AB4R43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-10 2018-10-10 2018-10-10 N N N 0.0132 54994063.85 54994063.85 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 3130ABRW8 US3130ABRW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-10 2018-08-10 2018-08-10 N N N 0.0131 272990950.05 272990950.05 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 3130AC4A9 US3130AC4A99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-10 2018-05-10 2018-05-10 N N N 0.0129 57001718.55 57001718.55 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 3130AC4K7 US3130AC4K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-05-11 2018-05-11 N N N 0.0129 57001693.47 57001693.47 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 3130AC4L5 US3130AC4L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-05-11 2018-05-11 N N N 0.0129 57001693.47 57001693.47 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 3130ABSF4 US3130ABSF47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-07-11 2018-07-11 N N N 0.0130 58999600.57 58999600.57 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 3130ABHX7 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-07-12 2018-07-12 N N N 0.0132 232985996.70 232985996.70 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 3130ABL46 US3130ABL465 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-03-12 2018-03-12 N N N 0.0130 119998070.40 119998070.40 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 3130A94Z1 US3130A94Z11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-02-22 2018-02-22 N N N 0.0129 150000745.50 150000745.50 0.0011 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 233002772.70 233002772.70 0.0017 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 0.0133 199990766.00 199990766.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 313385UP9 US313385UP90 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-03-22 2018-03-22 N N N 0.0130 163514068.00 163514068.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 313385UQ7 US313385UQ73 U.S. Government Agency Debt Y N/A N/A 2018-03-23 2018-03-23 2018-03-23 N N N 0.0130 565299000.00 565299000.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 313385UV6 US313385UV68 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-03-28 2018-03-28 N N N 0.0130 256180684.00 256180684.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 3130ABKH8 US3130ABKH84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-07-12 2018-07-12 N N N 0.0132 96999267.65 96999267.65 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 3130ABKV7 US3130ABKV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-06-12 2018-06-12 N N N 0.0131 28999679.84 28999679.84 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 3130ABSD9 US3130ABSD98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-07-12 2018-07-12 N N N 0.0132 98999252.55 98999252.55 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 3130ABSH0 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-10-11 2018-10-11 N N N 0.0132 24001070.88 24001070.88 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 3130ACS39 US3130ACS393 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-13 2018-08-13 2018-08-13 N N N 0.0134 95987668.80 95987668.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 3130AC5G5 US3130AC5G50 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-14 2018-02-14 2018-02-14 N N N 0.0133 152997874.83 152997874.83 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 3130AC5P5 US3130AC5P59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-14 2018-02-14 2018-02-14 N N N 0.0133 94998680.45 94998680.45 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 3130ABF68 US3130ABF681 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-15 2018-02-15 2018-02-15 N N N 0.0133 97998001.78 97998001.78 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 3130AB6R2 US3130AB6R25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-16 2018-01-16 2018-01-16 N N N 0.0134 118998595.80 118998595.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 3130ACMY7 US3130ACMY72 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-16 2018-04-16 2018-04-16 N N N 0.0135 191977549.44 191977549.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 3130AB6S0 US3130AB6S08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-18 2018-01-18 2018-01-18 N N N 0.0134 172997657.58 172997657.58 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 3130ACN26 US3130ACN261 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-18 2018-04-18 2018-04-18 N N N 0.0135 191977034.88 191977034.88 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 3130ACP65 US3130ACP654 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-04-20 2018-04-20 N N N 0.0136 75989473.24 75989473.24 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130AC3G7 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-08 2019-02-08 2019-02-08 N N N 0.0132 48003876.96 48003876.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ACZU1 US3130ACZU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-12-11 2018-12-11 N N N 0.0132 382007957.06 382007957.06 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ACZX5 US3130ACZX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-12-11 2018-12-11 N N N 0.0132 382007957.06 382007957.06 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ACZV9 US3130ACZV96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-12-11 2018-12-11 N N N 0.0132 190003957.70 190003957.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ABTN6 US3130ABTN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-10-12 2018-10-12 N N N 0.0133 392017122.56 392017122.56 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ABSW7 US3130ABSW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-10-12 2018-10-12 N N N 0.0133 16000698.88 16000698.88 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ABKW5 US3130ABKW51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-13 2018-07-13 2018-07-13 N N N 0.0133 97999180.72 97999180.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ABSY3 US3130ABSY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-13 2018-07-13 2018-07-13 N N N 0.0133 58999506.76 58999506.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ABKX3 US3130ABKX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-13 2018-07-13 2018-07-13 N N N 0.0133 97999180.72 97999180.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ACFN9 US3130ACFN90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-14 2018-06-14 2018-06-14 N N N 0.0134 190993223.32 190993223.32 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ABEY8 US3130ABEY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-15 2018-05-15 2018-05-15 N N N 0.0134 97997323.62 97997323.62 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ABFU5 US3130ABFU50 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-15 2018-03-15 2018-03-15 N N N 0.0133 96997426.59 96997426.59 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ABFQ4 US3130ABFQ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-15 2018-03-15 2018-03-15 N N N 0.0133 193994853.18 193994853.18 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ABET9 US3130ABET96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-15 2018-05-15 2018-05-15 N N N 0.0134 194994674.55 194994674.55 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ABFT8 US3130ABFT87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-15 2018-03-15 2018-03-15 N N N 0.0133 96997426.59 96997426.59 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ACST2 US3130ACST24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-18 2018-05-18 2018-05-18 N N N 0.0135 134988327.90 134988327.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ACSV7 US3130ACSV79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-18 2018-05-18 2018-05-18 N N N 0.0135 134988327.90 134988327.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ACSU9 US3130ACSU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-18 2018-05-18 2018-05-18 N N N 0.0135 404964983.70 404964983.70 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130AB6T8 US3130AB6T80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-01-19 2018-01-19 N N N 0.0134 254996330.55 254996330.55 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ACGV0 US3130ACGV08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-03-19 2018-03-19 N N N 0.0135 1152916926.35 1152916926.35 0.0085 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 3130ACHE7 US3130ACHE73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-02-21 2018-02-21 N N N 0.0136 85994981.04 85994981.04 0.0006 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 0.0133 8000576.00 8000576.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 3130AC4N1 US3130AC4N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-14 2018-05-14 2018-05-14 N N N 0.0133 57001617.66 57001617.66 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 3130AC4B7 US3130AC4B72 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-14 2018-05-14 2018-05-14 N N N 0.0133 191005420.58 191005420.58 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 3130AC4J0 US3130AC4J09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-14 2018-05-14 2018-05-14 N N N 0.0133 57001617.66 57001617.66 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 3130AC4D3 US3130AC4D39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-14 2018-05-14 2018-05-14 N N N 0.0133 249007066.62 249007066.62 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 3130ACFQ2 US3130ACFQ22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-15 2018-06-15 2018-06-15 N N N 0.0134 95996494.08 95996494.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 3130AC5Y6 US3130AC5Y66 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-16 2018-02-16 2018-02-16 N N N 0.0135 76998898.13 76998898.13 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 3130ABFM3 US3130ABFM35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-16 2018-03-16 2018-03-16 N N N 0.0135 775978450.48 775978450.48 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 3130AC5N0 US3130AC5N02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-16 2018-02-16 2018-02-16 N N N 0.0135 190997266.79 190997266.79 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 3130ABFS0 US3130ABFS05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-16 2018-03-16 2018-03-16 N N N 0.0135 96997306.31 96997306.31 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 3130AC6C3 US3130AC6C38 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-16 2018-02-16 2018-02-16 N N N 0.0135 76998898.13 76998898.13 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 3130AC5S9 US3130AC5S98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-16 2018-01-16 2018-01-16 N N N 0.0134 94999432.85 94999432.85 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 3130AC5W0 US3130AC5W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-16 2018-02-16 2018-02-16 N N N 0.0135 96998611.93 96998611.93 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 3130ABTJ5 US3130ABTJ59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-17 2018-01-17 2018-01-17 N N N 0.0134 76999504.89 76999504.89 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 3130ACGU2 US3130ACGU25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-21 2018-03-21 2018-03-21 N N N 0.0137 191986120.32 191986120.32 0.0014 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 0.0126 420034020.00 420034020.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130AD4D1 US3130AD4D11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-07 2018-09-07 2018-09-07 N N N 0.0135 377001485.38 377001485.38 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130AC3Z5 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2019-02-11 2019-02-11 N N N 0.0134 38002888.76 38002888.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130AC3H5 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2019-02-11 2019-02-11 N N N 0.0134 40003040.80 40003040.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130AC4H4 US3130AC4H43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-14 2018-06-14 2018-06-14 N N N 0.0134 96003088.32 96003088.32 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130AD4H2 US3130AD4H25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-15 2018-06-15 2018-06-15 N N N 0.0134 94000831.90 94000831.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130ABT55 US3130ABT559 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-17 2018-04-17 2018-04-17 N N N 0.0135 69997829.30 69997829.30 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130AAXS2 US3130AAXS20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-17 2018-04-17 2018-04-17 N N N 0.0135 15999736.64 15999736.64 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130ABT71 US3130ABT716 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-17 2018-04-17 2018-04-17 N N N 0.0135 87997271.12 87997271.12 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130ABFW1 US3130ABFW17 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-17 2018-04-17 2018-04-17 N N N 0.0135 96996992.03 96996992.03 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130AD4N9 US3130AD4N92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-18 2018-04-18 2018-04-18 N N N 0.0135 93998417.04 93998417.04 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130AD4L3 US3130AD4L37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-18 2018-04-18 2018-04-18 N N N 0.0135 187996834.08 187996834.08 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130ABUK0 US3130ABUK04 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-04-19 2018-04-19 N N N 0.0136 132995742.67 132995742.67 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130ABUL8 US3130ABUL86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-04-19 2018-04-19 N N N 0.0136 132995742.67 132995742.67 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130ABU87 US3130ABU870 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-03-19 2018-03-19 N N N 0.0135 533984321.76 533984321.76 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130ABV37 US3130ABV373 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-01-19 2018-01-19 N N N 0.0136 57999441.46 57999441.46 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130AD6B3 US3130AD6B37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-04-19 2018-04-19 N N N 0.0136 92997023.07 92997023.07 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130ABU95 US3130ABU953 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-04-19 2018-04-19 N N N 0.0136 132995742.67 132995742.67 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130AD5Z1 US3130AD5Z14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-04-19 2018-04-19 N N N 0.0136 92997023.07 92997023.07 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130ABMK9 US3130ABMK95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-01-19 2018-01-19 N N N 0.0135 1349996490.00 1349996490.00 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130ABUY0 US3130ABUY08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-03-20 2018-03-20 N N N 0.0136 272992055.70 272992055.70 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 313385VH6 US313385VH65 U.S. Government Agency Debt Y N/A N/A 2018-04-09 2018-04-09 2018-04-09 N N N 0.0135 419423355.00 419423355.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.36% 3130ACT53 US3130ACT532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-16 2018-11-16 2018-11-16 N N N 0.0138 92884501.49 92884501.49 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.36% 3130AD5F5 US3130AD5F59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-18 2018-07-18 2018-07-18 N N N 0.0136 186997684.94 186997684.94 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.36% 3130AD4R0 US3130AD4R07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-18 2018-05-18 2018-05-18 N N N 0.0135 75000575.25 75000575.25 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.36% 3130AD4K5 US3130AD4K53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-18 2018-06-18 2018-06-18 N N N 0.0136 412002669.76 412002669.76 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.36% 3130ABLR5 US3130ABLR57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-04-19 2018-04-19 N N N 0.0136 195996630.76 195996630.76 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.36% 3130AD4T6 US3130AD4T62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-04-19 2018-04-19 N N N 0.0136 111998074.72 111998074.72 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.36% 3130AD6A5 US3130AD6A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-04-20 2018-04-20 N N N 0.0136 186993860.79 186993860.79 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.36% 3130ACQD9 US3130ACQD99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-02-26 2018-02-26 N N N 0.0140 133989493.06 133989493.06 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130AD4P4 US3130AD4P41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2019-01-11 2019-01-11 N N N 0.0139 149972434.50 149972434.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ABT63 US3130ABT633 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-17 2018-08-17 2018-08-17 N N N 0.0137 97999092.52 97999092.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ABT48 US3130ABT484 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-17 2018-08-17 2018-08-17 N N N 0.0137 196998175.78 196998175.78 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130AD5G3 US3130AD5G33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-07-19 2018-07-19 N N N 0.0137 186997529.73 186997529.73 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130AD4M1 US3130AD4M10 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-06-19 2018-06-19 N N N 0.0136 94000533.92 94000533.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ACVA9 US3130ACVA95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-08-20 2018-08-20 N N N 0.0138 9999562.20 9999562.20 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ACV68 US3130ACV686 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-08-20 2018-08-20 N N N 0.0138 193991506.68 193991506.68 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ACV92 US3130ACV926 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-08-20 2018-08-20 N N N 0.0138 675970404.72 675970404.72 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130AD5S7 US3130AD5S70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-07-20 2018-07-20 N N N 0.0137 186997372.65 186997372.65 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ABH58 US3130ABH588 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-01-22 2018-01-22 N N N 0.0138 182997405.06 182997405.06 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ACS62 US3130ACS625 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-09-21 2018-09-21 N N N 0.0139 95985243.84 95985243.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ACHD9 US3130ACHD90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-23 2018-02-23 2018-02-23 N N N 0.0140 117992969.56 117992969.56 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ACPR9 US3130ACPR94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-23 2018-04-23 2018-04-23 N N N 0.0141 170975801.79 170975801.79 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ACHF4 US3130ACHF49 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-25 2018-02-23 2018-02-23 N N N 0.0141 177989184.72 177989184.72 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ACHB3 US3130ACHB35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-25 2018-02-23 2018-02-23 N N N 0.0141 589964151.60 589964151.60 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ACQC1 US3130ACQC17 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-03-26 2018-03-26 N N N 0.0141 190978124.77 190978124.77 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ACQV9 US3130ACQV97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-27 2018-03-27 2018-03-27 N N N 0.0141 190978544.97 190978544.97 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130A9E23 US3130A9E231 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N N N 0.0133 223014033.39 223014033.39 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130AD5T5 US3130AD5T53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-18 2018-12-18 2018-12-18 N N N 0.0138 74993735.25 74993735.25 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ADAB8 US3130ADAB80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-18 2018-06-18 2018-06-18 N N N 0.0140 560926391.19 560926391.19 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130AD5C2 US3130AD5C29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-18 2018-12-18 2018-12-18 N N N 0.0138 118990059.93 118990059.93 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACUA0 US3130ACUA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-11-20 2018-11-20 N N N 0.0139 53992953.54 53992953.54 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ABU20 US3130ABU201 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-08-20 2018-08-20 N N N 0.0138 319996115.20 319996115.20 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACUF9 US3130ACUF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-11-20 2018-11-20 N N N 0.0139 134982383.85 134982383.85 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ABU38 US3130ABU383 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-08-20 2018-08-20 N N N 0.0138 266996758.62 266996758.62 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACU93 US3130ACU936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-11-20 2018-11-20 N N N 0.0139 404947151.55 404947151.55 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130AAYD4 US3130AAYD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-04-20 2018-04-20 N N N 0.0136 234009980.10 234009980.10 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130AD5R9 US3130AD5R97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-09-20 2018-09-20 N N N 0.0138 186991614.92 186991614.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130AAYE2 US3130AAYE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-04-20 2018-04-20 N N N 0.0136 97004137.05 97004137.05 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130AAYA0 US3130AAYA03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-04-20 2018-04-20 N N N 0.0136 97004137.05 97004137.05 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACV76 US3130ACV769 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-21 2018-08-21 2018-08-21 N N N 0.0139 290986945.74 290986945.74 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ADA51 US3130ADA514 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-06-22 2018-06-22 N N N 0.0140 186974218.31 186974218.31 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACS47 US3130ACS476 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-05-22 2018-05-22 N N N 0.0140 673938126.80 673938126.80 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ADAA0 US3130ADAA08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-06-22 2018-06-22 N N N 0.0140 93987040.22 93987040.22 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACUC6 US3130ACUC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-11-20 2018-11-20 N N N 0.0139 188975337.39 188975337.39 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACRY2 US3130ACRY28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-06-22 2018-06-22 N N N 0.0140 385955860.90 385955860.90 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ADA44 US3130ADA449 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-06-22 2018-06-22 N N N 0.0140 186974218.31 186974218.31 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ADAM4 US3130ADAM46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-06-22 2018-06-22 N N N 0.0140 46993520.11 46993520.11 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ADAL6 US3130ADAL62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-06-22 2018-06-22 N N N 0.0140 46993520.11 46993520.11 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACBE3 US3130ACBE38 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-01-22 2018-01-22 N N N 0.0138 95999171.52 95999171.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ABAQ9 US3130ABAQ93 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-25 2018-01-25 2018-01-25 N N N 0.0140 197996142.96 197996142.96 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ABAP1 US3130ABAP11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-25 2018-01-25 2018-01-25 N N N 0.0140 197996142.96 197996142.96 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACQ72 US3130ACQ728 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-05-25 2018-05-25 N N N 0.0141 189970506.30 189970506.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ABB70 US3130ABB706 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-01-26 2018-01-26 N N N 0.0140 158996761.17 158996761.17 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ABB54 US3130ABB540 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-01-26 2018-01-26 N N N 0.0140 39999185.20 39999185.20 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ABBD7 US3130ABBD71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-01-26 2018-01-26 N N N 0.0140 297993929.74 297993929.74 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACHK3 US3130ACHK34 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-03-26 2018-03-26 N N N 0.0141 176985909.03 176985909.03 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACQY3 US3130ACQY37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-29 2018-03-28 2018-03-28 N N N 0.0142 191978161.92 191978161.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130A9FN6 US3130A9FN63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-03-12 2018-03-12 N N N 0.0134 160010456.00 160010456.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130A9D24 US3130A9D241 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-03-12 2018-03-12 N N N 0.0134 160010456.00 160010456.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130AD7M8 US3130AD7M82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-12-19 2018-12-19 N N N 0.0140 188974883.79 188974883.79 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ABTY2 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-10-19 2018-10-19 N N N 0.0138 267009865.65 267009865.65 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ABUA2 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-10-19 2018-10-19 N N N 0.0138 133004914.35 133004914.35 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACNP5 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2019-01-18 2019-01-18 N N N 0.0141 189952222.60 189952222.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACUD4 US3130ACUD44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-21 2018-11-21 2018-11-21 N N N 0.0140 134982162.45 134982162.45 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACUE2 US3130ACUE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-21 2018-11-21 2018-11-21 N N N 0.0140 269964324.90 269964324.90 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130AD5E8 US3130AD5E84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-21 2018-09-21 2018-09-21 N N N 0.0139 371982884.28 371982884.28 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130AD5D0 US3130AD5D02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-21 2018-09-21 2018-09-21 N N N 0.0139 92995721.07 92995721.07 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACS70 US3130ACS708 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-08-22 2018-08-22 N N N 0.0141 95986459.20 95986459.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ABMJ2 US3130ABMJ23 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-01-22 2018-01-22 N N N 0.0139 188999417.88 188999417.88 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACBJ2 US3130ACBJ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-23 2018-01-23 2018-01-23 N N N 0.0140 190997730.92 190997730.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACPP3 US3130ACPP39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-23 2018-07-23 2018-07-23 N N N 0.0142 94982596.00 94982596.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACBM5 US3130ACBM53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-23 2018-01-23 2018-01-23 N N N 0.0140 95998859.52 95998859.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ABA71 US3130ABA716 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-24 2018-04-24 2018-04-24 N N N 0.0141 247977997.44 247977997.44 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACBZ6 US3130ACBZ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-24 2018-01-24 2018-01-24 N N N 0.0140 95998800.96 95998800.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACC93 US3130ACC934 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-25 2018-01-25 2018-01-25 N N N 0.0140 95998742.40 95998742.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACQ80 US3130ACQ801 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-07-26 2018-07-26 N N N 0.0142 189964209.70 189964209.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACPZ1 US3130ACPZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-06-26 2018-06-26 N N N 0.0142 189967960.30 189967960.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACQT4 US3130ACQT42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-27 2018-07-27 2018-07-27 N N N 0.0143 191963504.64 191963504.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACQR8 US3130ACQR85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-27 2018-07-27 2018-07-27 N N N 0.0143 191963504.64 191963504.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACFV1 US3130ACFV17 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-15 2018-06-15 2018-06-15 N N N 0.0140 95996071.68 95996071.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADB76 US3130ADB769 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-02 2018-05-02 2018-05-02 N N N 0.0142 187981094.72 187981094.72 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADBG6 US3130ADBG68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-03 2018-07-03 2018-07-03 N N N 0.0141 94995012.50 94995012.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADA93 US3130ADA936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-21 2018-09-21 2018-09-21 N N N 0.0142 281956662.24 281956662.24 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADA69 US3130ADA696 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-10-22 2018-10-22 N N N 0.0142 375937538.88 375937538.88 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABN28 US3130ABN289 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-06-22 2018-06-22 N N N 0.0140 156993123.40 156993123.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADAK8 US3130ADAK89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-10-22 2018-10-22 N N N 0.0142 281953154.16 281953154.16 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABFP6 US3130ABFP65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-23 2018-03-23 2018-03-23 N N N 0.0141 193993916.16 193993916.16 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACBR4 US3130ACBR41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-23 2018-02-23 2018-02-23 N N N 0.0141 95997674.88 95997674.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABFN1 US3130ABFN18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-23 2018-03-23 2018-03-23 N N N 0.0141 291990842.88 291990842.88 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACBL7 US3130ACBL70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-23 2018-02-23 2018-02-23 N N N 0.0141 190995373.98 190995373.98 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABWH5 US3130ABWH56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-24 2018-01-24 2018-01-24 N N N 0.0140 59999433.60 59999433.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABW28 US3130ABW280 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-25 2018-01-25 2018-01-25 N N N 0.0140 39999603.60 39999603.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACBA1 US3130ACBA16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-25 2018-01-25 2018-01-25 N N N 0.0140 267997344.12 267997344.12 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABUF1 US3130ABUF19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-25 2018-03-23 2018-03-23 N N N 0.0141 535983625.20 535983625.20 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACH23 US3130ACH230 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-25 2018-05-25 2018-05-25 N N N 0.0141 197988858.54 197988858.54 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADB68 US3130ADB686 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-27 2018-04-27 2018-04-27 N N N 0.0143 187981863.64 187981863.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACD43 US3130ACD437 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-29 2018-02-28 2018-02-28 N N N 0.0142 190993083.89 190993083.89 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACD76 US3130ACD767 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-29 2018-01-29 2018-01-29 N N N 0.0142 190996334.71 190996334.71 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130A9HE4 US3130A9HE47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-03-14 2018-03-14 N N N 0.0137 97006253.59 97006253.59 0.0007 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 52743162.00 52743162.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AC6Q2 US3130AC6Q24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-23 2018-03-23 2018-03-23 N N N 0.0141 18999617.53 18999617.53 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABGV2 US3130ABGV25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-25 2018-05-25 2018-05-25 N N N 0.0141 42999282.76 42999282.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADB84 US3130ADB843 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-06-26 2018-06-26 N N N 0.0144 102985121.65 102985121.65 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AB2M7 US3130AB2M73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-27 2018-04-27 2018-04-27 N N N 0.0141 195996818.92 195996818.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABNA0 US3130ABNA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-27 2018-06-27 2018-06-27 N N N 0.0142 194990472.30 194990472.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AB2N5 US3130AB2N56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-27 2018-04-27 2018-04-27 N N N 0.0141 59999026.20 59999026.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACSS4 US3130ACSS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-27 2018-09-27 2018-09-27 N N N 0.0143 95984316.48 95984316.48 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACBB9 US3130ACBB98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-28 2018-02-28 2018-02-28 N N N 0.0142 133997303.92 133997303.92 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABB39 US3130ABB391 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-29 2018-07-27 2018-07-27 N N N 0.0143 20997793.53 20997793.53 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACG73 US3130ACG737 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-06-19 2018-06-19 N N N 0.0143 238983336.92 238983336.92 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABNC6 US3130ABNC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-23 2018-07-23 2018-07-23 N N N 0.0142 194991369.30 194991369.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABPC4 US3130ABPC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-27 2018-07-27 2018-07-27 N N N 0.0143 389981127.90 389981127.90 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACXF6 US3130ACXF64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-27 2018-03-27 2018-03-27 N N N 0.0141 461006057.54 461006057.54 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABNB8 US3130ABNB87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-28 2018-06-28 2018-06-28 N N N 0.0143 155992338.84 155992338.84 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABP42 US3130ABP425 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-29 2018-06-28 2018-06-28 N N N 0.0143 97995187.22 97995187.22 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADA36 US3130ADA365 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-03 2019-01-03 2019-01-03 N N N 0.0144 188949397.14 188949397.14 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADB27 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2019-02-26 2019-02-26 N N N 0.0146 92968190.28 92968190.28 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABBU9 US3130ABBU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-10-26 2018-10-26 N N N 0.0144 152992164.87 152992164.87 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABXN1 US3130ABXN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-27 2018-07-27 2018-07-27 N N N 0.0142 101003699.63 101003699.63 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACWY6 US3130ACWY62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-28 2018-03-28 2018-03-28 N N N 0.0142 191000309.42 191000309.42 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACWZ3 US3130ACWZ38 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-28 2018-03-28 2018-03-28 N N N 0.0142 287000464.94 287000464.94 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABPQ3 US3130ABPQ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-28 2018-06-28 2018-06-28 N N N 0.0143 390990369.67 390990369.67 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACGD0 US3130ACGD00 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-06-20 2018-06-20 N N N 0.0144 190987592.64 190987592.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACGB4 US3130ACGB44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-06-20 2018-06-20 N N N 0.0144 47996881.92 47996881.92 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABBT2 US3130ABBT24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-28 2018-10-26 2018-10-26 N N N 0.0145 96995039.42 96995039.42 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABXP6 US3130ABXP63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-28 2018-07-27 2018-07-27 N N N 0.0144 101003703.67 101003703.67 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACXM1 US3130ACXM16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-28 2018-08-28 2018-08-28 N N N 0.0144 48002191.20 48002191.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABXT8 US3130ABXT85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-28 2018-08-28 2018-08-28 N N N 0.0144 201009175.65 201009175.65 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABNL6 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-29 2018-12-27 2018-12-27 N N N 0.0145 49002389.73 49002389.73 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ACGZ1 US3130ACGZ12 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-09-21 2018-09-21 N N N 0.0148 95985577.92 95985577.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 313385YS9 US313385YS93 U.S. Government Agency Debt Y N/A N/A 2018-06-29 2018-06-29 2018-06-29 N N N 0.0146 37723816.00 37723816.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 3130AA5K0 US3130AA5K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-01-17 2018-05-17 2018-05-17 N N N 0.0135 40024253.60 40024253.60 0.0003 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 0.0117 642537650.50 642537650.50 0.0047 N N N N Freddie Mac Freddie Mac, 1.35% 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 0.0135 382636032.00 382636032.00 0.0028 N N N N Freddie Mac Freddie Mac, 1.35% 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 0.0135 384613874.00 384613874.00 0.0028 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 0.0151 7336233.45 7336233.45 0.0001 N N N N Barclays Capital, Inc. Barclays Capital, Inc., 1.35% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-04 2027-11-15 0 - 3.75 169114600.00 168325256.89 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0135 165000000.00 165000000.00 0.0012 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.36% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-31 2027-05-15 0.875 - 2.375 41965000.00 41826372.12 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0136 41000000.00 41000000.00 0.0003 N Y 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 90397479.15 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 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 0.0006 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 2023-09-30 2045-02-15 1.375 - 2.5 189865000.00 183959792.39 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-02-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0118 176000000.00 176000000.00 0.0013 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 2018-02-15 2027-02-15 1.375 - 3.5 182375000.00 182633032.95 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0118 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 2018-02-15 2024-11-15 1.375 - 3.5 252826000.00 253963561.20 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0118 247000000.00 247000000.00 0.0018 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 2018-02-15 2027-05-15 1.375 - 3.5 90624000.00 90669365.38 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-31 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0122 88000000.00 88000000.00 0.0006 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 2023-09-30 2023-12-31 1.375 - 2.25 89300000.00 90986285.14 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-31 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0122 88000000.00 88000000.00 0.0006 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 181821137.52 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-02-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0124 176000000.00 176000000.00 0.0013 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 2023-09-30 2040-08-15 1.375 - 3.875 165445000.00 182407673.18 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-02-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0124 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 2023-09-30 1.375 - 3.125 86680000.00 90291042.57 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-02-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0125 88000000.00 88000000.00 0.0006 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 2023-09-30 2045-02-15 1.375 - 3.75 85225000.00 92593080.41 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-02-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0126 88000000.00 88000000.00 0.0006 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 2023-09-30 1.375 - 2.125 177295000.00 180168840.09 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-02-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0129 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 2018-01-31 2046-05-15 1 - 3.875 109799000.00 107267212.53 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-02-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0130 105000000.00 105000000.00 0.0008 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 2042-11-15 0 - 9 351282900.00 360732135.26 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0112 353000000.00 353000000.00 0.0026 N Y 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 2018-10-31 2043-11-15 1.243 - 4.75 179129100.00 179497300.69 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0112 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 2018-10-31 2028-08-15 1.125 - 8.75 534485500.00 540545321.06 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0114 529000000.00 529000000.00 0.0039 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 2042-11-15 1.243 - 7.625 176229500.00 179826671.50 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 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 CFA069000 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 1.243 - 8.75 349905400.00 359664796.85 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 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 CEE291000 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 1.243 - 8.75 171666100.00 177874618.79 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0115 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 2018-10-31 2046-05-15 1.243 - 5.5 178232800.00 179040609.84 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 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 CFH992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-31 2044-11-15 1.243 - 3 174627700.00 175788844.55 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 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 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 2018-01-04 2036-02-15 0 - 8.75 362982400.00 360520961.18 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 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 2018-10-15 2025-02-15 0.875 - 2.25 178762400.00 177702611.46 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 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 CGH021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-31 2046-11-15 1.243 - 4.75 338652700.00 356502708.52 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0130 347000000.00 347000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.31% R0MUWSFPU8MPRO8K5P83 CFI002000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-31 2044-08-15 1.243 - 5.5 165841400.00 177159322.19 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0130 172000000.00 172000000.00 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 2018-10-31 2047-02-15 1.243 - 3 536497300.00 534100616.08 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-02-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0130 523000000.00 523000000.00 0.0039 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.32% R0MUWSFPU8MPRO8K5P83 CGI861000 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 1.243 - 7.5 267931600.00 267863614.06 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 262000000.00 262000000.00 0.0019 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.32% R0MUWSFPU8MPRO8K5P83 CGJ834000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-31 2045-05-15 1.125 - 8.75 264147000.00 267546553.20 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 261000000.00 261000000.00 0.0019 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.34% R0MUWSFPU8MPRO8K5P83 CGF331000 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 1.243 - 5.25 341899700.00 350337790.44 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 341000000.00 341000000.00 0.0025 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.34% R0MUWSFPU8MPRO8K5P83 CGG054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-15 2042-08-15 0.875 - 8.75 179981000.00 175661486.07 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 172000000.00 172000000.00 0.0013 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.37% 7LTWFZYICNSX8D621K86 CGJ306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-25 2043-05-15 0 - 8.875 508428900.00 520754577.22 U.S. Treasuries (including strips) Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N N N 0.0139 507998069.60 507998069.60 0.0037 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.41% 7LTWFZYICNSX8D621K86 CHA001000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-31 2046-11-15 0.75 - 7.125 1258734100.00 1248798205.19 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 1222000000.00 1222000000.00 0.0090 N Y Y N Deutsche Bank AG Deutsche Bank AG, 1.41% 7LTWFZYICNSX8D621K86 CHA002000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-15 2024-05-31 0.875 - 7.125 476267000.00 477434803.67 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 468000000.00 468000000.00 0.0035 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.41% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2022-11-30 2 - 2 158311900.00 157104677.82 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 154000000.00 154000000.00 0.0011 N Y Y N DNB Bank ASA DNB Bank ASA, 1.38% 549300GKFG0RYRRQ1414 CGJ797000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2021-08-31 1.375 - 2 386651200.00 386792633.73 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0138 379000000.00 379000000.00 0.0028 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 1.25% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2042-08-15 2 - 2.75 4448466800.00 4520627785.15 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0125 4520000000.00 4520000000.00 0.0333 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.34% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-28 2044-11-15 0.75 - 8.125 160578982.00 175453014.22 U.S. Treasuries (including strips) Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 N N N 0.0139 171998314.40 171998314.40 0.0013 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.45% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-31 2019-01-31 1.25 - 1.25 122366000.00 122832703.92 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0145 119000000.00 119000000.00 0.0009 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.38% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-30 2018-06-30 1.375 - 1.375 60850000.00 61629914.45 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0138 60000000.00 60000000.00 0.0004 N Y Y N 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 178620368.59 U.S. Treasuries (including strips) Y N/A N/A 2018-01-24 2018-01-24 2018-01-24 N N N 0.0127 173995093.20 173995093.20 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 2021-05-15 2026-02-15 2.125 - 7.625 176908300.00 180639085.06 U.S. Treasuries (including strips) Y N/A N/A 2018-01-29 2018-01-29 2018-01-29 N N N 0.0128 174996237.50 174996237.50 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.32% H7FNTJ4851HG0EXQ1Z70 CGJ845000 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 171757800.00 175859584.87 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0139 171998555.20 171998555.20 0.0013 N Y Y N 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 - 7.625 133960000.00 144420952.64 U.S. Treasuries (including strips) Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0133 140996658.30 140996658.30 0.0010 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 2021-05-15 2026-08-15 1.125 - 7.625 183659100.00 179137022.51 U.S. Treasuries (including strips) Y N/A N/A 2018-02-20 2018-02-20 2018-02-20 N N N 0.0132 175005670.00 175005670.00 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 2026-08-15 1.25 - 6.75 354888000.00 361281984.63 U.S. Treasuries (including strips) Y N/A N/A 2018-02-27 2018-02-27 2018-02-27 N N N 0.0134 351016461.90 351016461.90 0.0026 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.41% H7FNTJ4851HG0EXQ1Z70 CGE074000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2022-02-28 1.75 - 2.625 345251700.00 353145599.71 U.S. Treasuries (including strips) Y N/A N/A 2018-03-15 2018-03-15 2018-03-15 N N N 0.0139 344909484.75 344909484.75 0.0025 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.41% H7FNTJ4851HG0EXQ1Z70 CGD432000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-15 2026-08-15 6 - 7.625 272614700.00 357397483.05 U.S. Treasuries (including strips) Y N/A N/A 2018-03-21 2018-03-21 2018-03-21 N N N 0.0141 344993721.00 344993721.00 0.0025 N N N Y 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 2019-02-28 2047-02-15 1.125 - 3 136149000.00 135374911.59 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0125 132000000.00 132000000.00 0.0010 N Y 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 2021-02-15 2046-02-15 2.125 - 3.625 159925000.00 155426654.11 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 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, 1.27% U7M81AY481YLIOR75625 CFJ497000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2027-02-15 1.375 - 2.75 231505000.00 230613885.43 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-05 N N N 0.0129 224998627.50 224998627.50 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.30% U7M81AY481YLIOR75625 CGD429000 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 389570000.00 398873404.76 U.S. Treasuries (including strips) Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0129 390000000.00 390000000.00 0.0029 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.30% U7M81AY481YLIOR75625 CGE141000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-31 2023-12-31 1.625 - 2.25 66734000.00 66901216.42 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0129 65000000.00 65000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.30% U7M81AY481YLIOR75625 CGB108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-15 2025-08-15 2 - 3.125 87950000.00 88350712.26 U.S. Treasuries (including strips) Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N N N 0.0132 85999286.20 85999286.20 0.0006 N N N Y 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 2019-03-31 2025-02-15 1.25 - 2 53920000.00 53298680.03 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-02-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0130 52000000.00 52000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.35% U7M81AY481YLIOR75625 CGH473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-10-31 2045-11-15 2.25 - 3 59100000.00 60949673.74 U.S. Treasuries (including strips) Y N/A N/A 2018-01-10 2018-01-10 2018-01-10 N N N 0.0131 59000601.80 59000601.80 0.0004 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.55% U7M81AY481YLIOR75625 CHA010000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2019-02-15 8.875 - 8.875 103870000.00 118916192.72 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0155 110000000.00 110000000.00 0.0008 N Y Y N Natixis SA Natixis SA, 1.34% KX1WK48MPD4Y2NCUIZ63 CGJ802000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-07-31 2024-06-30 1.125 - 2.25 350131700.00 350945342.10 U.S. Treasuries (including strips) Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 N N N 0.0139 343996628.80 343996628.80 0.0025 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.36% OXTKY6Q8X53C9ILVV871 CGJ290000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-04 2047-05-15 0 - 8.75 2445709000.00 2600502921.53 U.S. Treasuries (including strips) Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N N N 0.0139 2540486789.40 2540486789.40 0.0187 N N Y N 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 2020-08-31 2020-08-31 2.125 - 2.125 87975000.00 88948370.51 U.S. Treasuries (including strips) Y N/A N/A 2018-01-26 2018-01-26 2018-01-26 N N N 0.0134 86997155.10 86997155.10 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 2020-08-31 2020-08-31 2.125 - 2.125 88950000.00 89934158.08 U.S. Treasuries (including strips) Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0133 87997034.40 87997034.40 0.0006 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 2020-08-31 2020-08-31 2.125 - 2.125 88945000.00 89929102.76 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0133 87998486.40 87998486.40 0.0006 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 2020-08-31 2020-08-31 2.125 - 2.125 88925000.00 89908881.48 U.S. Treasuries (including strips) Y N/A N/A 2018-02-13 2018-02-13 2018-02-13 N N N 0.0139 87992669.60 87992669.60 0.0006 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 180485000.00 178759070.53 U.S. Treasuries (including strips) Y N/A N/A 2018-02-21 2018-02-21 2018-02-21 N N N 0.0137 174993192.50 174993192.50 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 180965000.00 179670291.70 U.S. Treasuries (including strips) Y N/A N/A 2018-02-22 2018-02-22 2018-02-22 N N N 0.0137 175893579.65 175893579.65 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.37% 5493007VSMFZCPV1NB83 CFI390000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2020-08-31 2.125 - 3.625 85170000.00 87817619.24 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0136 86000963.20 86000963.20 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 1.38% 5493007VSMFZCPV1NB83 CGB073000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-10-31 2020-11-15 1.25 - 2.625 174175000.00 176612513.98 U.S. Treasuries (including strips) Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0136 173004463.40 173004463.40 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.41% 5493007VSMFZCPV1NB83 CGE570000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2020-06-30 1.875 - 3.625 50060000.00 51031298.08 U.S. Treasuries (including strips) Y N/A N/A 2018-03-14 2018-03-14 2018-03-14 N N N 0.0137 50003240.00 50003240.00 0.0004 N N N Y 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 2019-02-15 2047-08-15 1.375 - 8.875 177887400.00 178949350.83 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0113 174000000.00 174000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.16% 549300QJJX6CVVUXLE15 CEE022000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2047-08-15 1.25 - 8.875 89778900.00 88938811.72 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0115 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 2019-02-15 2046-11-15 1.5 - 8.875 175064500.00 178990620.10 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 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 CFF509000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-31 2047-08-15 1.25 - 3.625 71424400.00 71503177.30 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 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 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 2018-11-30 2047-08-15 1.25 - 8.875 176895800.00 178763773.72 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 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, 1.27% 549300QJJX6CVVUXLE15 CGB092000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2047-08-15 1.25 - 8.875 265656700.00 264433222.09 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0126 259000000.00 259000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.28% 549300QJJX6CVVUXLE15 CGB924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2047-05-15 1.25 - 8.875 84505800.00 88603592.22 U.S. Treasuries (including strips) Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0127 86000000.00 86000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.28% 549300QJJX6CVVUXLE15 CGB712000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2047-08-15 1.25 - 8.875 176833500.00 176522254.87 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0127 172900000.00 172900000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.29% 549300QJJX6CVVUXLE15 CGD430000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2047-08-15 1.25 - 8.875 177973100.00 176786122.90 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0128 173000000.00 173000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.29% 549300QJJX6CVVUXLE15 CGB095000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2047-08-15 1.25 - 8.875 87535100.00 87854700.03 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-02-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0128 86000000.00 86000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.30% 549300QJJX6CVVUXLE15 CGE770000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2046-11-15 1.5 - 8.875 103569100.00 105129227.81 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0129 103000000.00 103000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.30% 549300QJJX6CVVUXLE15 CGE769000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2046-11-15 1.375 - 8.875 70547900.00 69405815.16 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0129 68000000.00 68000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.31% 549300QJJX6CVVUXLE15 CGE163000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2047-05-15 1.25 - 8.875 265267900.00 262334687.32 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0130 257000000.00 257000000.00 0.0019 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.35% 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 2019-10-31 0 - 1.244 20317500.00 20390121.57 U.S. Treasuries (including strips) US TREASURY 2017-12-31 2047-05-15 0.625 - 9 358785000.00 368617153.00 U.S. Treasuries (including strips) Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N N N 0.0139 380997523.50 380997523.50 0.0028 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.40% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-02-15 2041-05-15 4.375 - 5.25 26916300.00 34795976.55 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0140 34000000.00 34000000.00 0.0003 N Y Y N Societe Generale Societe Generale, 1.33% O2RNE8IBXP4R0TD8PU41 CGA506000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2046-08-15 0 - 8.75 341694200.00 349046112.55 U.S. Treasuries (including strips) Y N/A N/A 2018-01-10 2018-01-10 2018-01-10 N N N 0.0131 341001466.30 341001466.30 0.0025 N N N Y Societe Generale Societe Generale, 1.35% O2RNE8IBXP4R0TD8PU41 CGB718000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-28 2047-02-15 0 - 3.75 338484500.00 350496666.46 U.S. Treasuries (including strips) Y N/A N/A 2018-01-22 2018-01-22 2018-01-22 N N N 0.0131 341008149.90 341008149.90 0.0025 N N N Y Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.41% 5U0XI89JRFVHWIBS4F54 CHA018000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2024-08-15 2.375 - 3.625 687333700.00 713091765.45 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 699000000.00 699000000.00 0.0052 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.41% 5493006GGLR4BTEL8O61 CGI533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2022-10-31 2 - 2 59640000.00 59256491.69 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-25 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0140 58000000.00 58000000.00 0.0004 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.42% SUVUFHICNZMP2WKHG940 CGJ993000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-28 2046-08-15 1.181 - 3.75 504325700.00 503961424.90 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0142 494000000.00 494000000.00 0.0036 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 1.41%, dated 12/29/2017 due 01/02/2018 B4TYDEB6GKMZO031MB27 CHA106000_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 2046-10-20 3 - 5.25 4354898846.26 1492579258.43 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 1457816331.48 1457816331.48 0.0107 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.41%, dated 12/29/2017 due 01/02/2018 L3I9ZG2KFGXZ61BMYR72 CHA106000_04240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-04-30 2046-02-15 0.625 - 6.625 444687103.02 450144852.87 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 440634829.01 440634829.01 0.0032 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 FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2047-12-01 3 - 4 22018258.00 16769036.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2022-09-01 2047-12-01 2.5 - 4 41591546.00 32414438.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-10-20 2047-12-20 3 - 4 49054714.00 26611177.53 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 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 0.0005 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 2029-01-01 2037-06-01 2.5 - 4 518016.00 354148.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2031-12-01 2037-05-01 3.5 - 5.5 2189876.00 1835116.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-08-20 2045-08-20 3.5 - 3.5 114413523.00 73414521.81 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 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 0.0005 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 2029-01-01 2029-01-01 2.5 - 2.5 50467859.00 34427044.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2031-12-01 2037-06-01 3.5 - 4 122224064.00 114753566.11 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-02-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0125 146000000.00 146000000.00 0.0011 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 2018-10-31 2044-08-15 0 - 2.25 67905207.01 65897602.98 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-09-05 2029-09-05 3 - 3 9000.00 8913.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2045-04-01 0 - 6.5 43684147.00 29508050.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-11-01 2047-10-01 3.5 - 4.5 611480.00 582385.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2042-09-20 2.181 - 3.25 17188589.00 2143162.29 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 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 US TREASURY 2018-10-31 2047-02-15 0 - 3.625 80328361.34 96282259.23 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2037-08-01 0 - 6.5 1028484.00 369341.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-06-01 2046-10-01 3.45 - 4 1957789.00 1280910.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-10-20 2046-10-20 3 - 3 2023461.00 1857102.32 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 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., 1.29% R0MUWSFPU8MPRO8K5P83 CFI001000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2038-02-16 2046-04-20 2.011 - 3.25 2162706.00 987671.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-11-01 2047-10-01 3 - 4 42525658.00 40702684.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2031-03-15 0 - 7 143126.00 95574.75 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2029-09-05 2029-09-05 3 - 3 92000.00 91114.96 Agency Debentures and Agency Strips US TREASURY 2018-08-15 2047-05-15 0 - 2 157893061.52 153251088.44 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 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 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 FARM CREDIT 2029-09-05 2029-09-05 3 - 3 4000.00 3961.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2033-10-11 0 - 7 10515818.00 5503295.76 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2029-10-15 2046-08-20 2 - 7 45269396.00 11122764.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2032-06-01 2047-10-01 1.844 - 4.5 50902519.00 17380351.30 Agency Mortgage-Backed Securities US TREASURY 2018-10-31 2046-02-15 0 - 2.125 59197520.22 65560705.68 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-02-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0129 97000000.00 97000000.00 0.0007 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.32% R0MUWSFPU8MPRO8K5P83 CFI004000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-10-31 2044-02-15 0 - 5.5 98554643.35 101794101.54 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-05-30 2029-09-05 1.15 - 3 50007000.00 49825575.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2040-10-01 0 - 4 20554729.00 13719102.67 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2037-09-01 2046-11-01 3.5 - 4 28706264.00 29709894.72 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 191000000.00 191000000.00 0.0014 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.41%, dated 12/29/2017 due 01/02/2018 R0MUWSFPU8MPRO8K5P83 CHA106000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2047-12-25 2.667 - 7.5 42204791.38 10732122.23 Agency Mortgage-Backed Securities US TREASURY 2018-01-04 2047-05-15 0 - 8.75 267331643.79 299008637.24 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2039-04-01 0 - 6.5 7191162.10 1766850.58 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2038-02-16 2046-10-20 2.011 - 3.5 26638126.24 18767924.58 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 321981631.48 321981631.48 0.0024 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.41%, dated 12/29/2017 due 01/02/2018 VJW2DOOHGDT6PR0ZRO63 CHA106000_08066 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 2018-05-21 2047-05-01 0.875 - 4.5 4813894.52 4999354.29 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-01-12 2046-12-01 0.75 - 4.875 2137728.28 2179788.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2018-08-08 2031-08-25 0.875 - 2.5 8742583.33 8667027.46 Agency Debentures and Agency Strips US TREASURY 2018-02-08 2024-10-31 0 - 3.5 3779158.27 3791901.49 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-02-27 2022-01-05 1.32 - 5.05 7889358.97 7873852.32 Agency Debentures and Agency Strips Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 26966635.80 26966635.80 0.0002 N Y Y N Citibank NA Citibank NA, 1.36% 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 2018-01-31 2040-08-15 0 - 5.25 87830400.00 99526662.00 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0139 96999612.00 96999612.00 0.0007 N Y Y N Citibank NA Citibank NA, 1.37% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 N/A 806000.00 731834.20 Agency Debentures and Agency Strips US TREASURY 2018-01-31 2047-02-15 0 - 9.125 479904300.00 508127257.98 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-08-03 2029-08-03 4.5 - 4.5 2241000.00 2614529.88 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2047-06-01 2047-07-01 3.5 - 4 2050102.00 2114309.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-12-06 2019-12-06 N/A 4090000.00 4092606.92 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2030-01-20 2057-11-15 2.5 - 5.5 53620512.00 30025348.53 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 6677000.00 6702729.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2047-12-01 2 - 6 141828989.00 32786933.12 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0139 573998335.40 573998335.40 0.0042 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.41%, dated 12/29/2017 due 01/02/2018 E57ODZWZ7FF32TWEFA76 CHA106000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2018-01-25 2047-09-01 2 - 10 943702676.78 120669932.40 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 32359.96 36674.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2018-02-01 2048-07-01 2 - 11 1188707995.13 115974817.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-12-06 2019-12-06 0 - 0 53933.27 53967.65 Agency Debentures and Agency Strips US TREASURY 2017-12-31 2047-05-15 0 - 8.75 613188183.12 639595842.90 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2019-10-15 2047-09-20 2 - 9.5 164038603.26 87222145.12 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 943832253.09 943832253.09 0.0070 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.41%, dated 12/29/2017 due 01/02/2018 1VUV7VQFKUOQSJ21A208 CHA106000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-06-30 2044-08-15 1.75 - 5.375 193443735.93 204768997.21 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 200631770.37 200631770.37 0.0015 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.35% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-03-01 2047-07-01 3.199 - 4 237244286.00 239688922.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-10-01 2029-10-01 2.5 - 3 83772.00 47032.29 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0135 235000000.00 235000000.00 0.0017 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.41%, dated 12/29/2017 due 01/02/2018 CYYGQCGNHMHPSMRL3R97 CHA106000_39304 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 2047-08-15 0 - 9 676106867.50 724934847.79 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 707065190.74 707065190.74 0.0052 N Y Y N 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 US TREASURY 2019-10-31 2024-09-30 1.5 - 2.125 98342300.00 98019453.74 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-05 N N N 0.0129 95999232.00 95999232.00 0.0007 N N Y N 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 2045-09-20 2053-05-16 2.237 - 4 186679423.00 119434285.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-25 2039-07-25 4 - 4 259797.00 111479.16 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-02-02 2018-02-02 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, 1.26% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2047-08-01 2.5 - 4 251969928.00 199102858.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-25 2039-07-25 4 - 4 341741.00 146641.42 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-02-02 2018-02-02 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 0.0014 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 FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2047-11-01 2.5 - 5.5 211119781.00 119159323.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-25 2048-01-01 4 - 4.5 75618661.00 80092007.82 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0134 194992824.00 194992824.00 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.37% 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 2043-05-20 2046-01-20 2 - 4 218837046.00 114023955.19 Agency Mortgage-Backed Securities US TREASURY 2021-02-28 2021-02-28 1.125 - 1.125 3378700.00 3298385.87 U.S. Treasuries (including strips) Y N/A N/A 2018-02-02 2018-02-02 2018-03-28 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0136 115000000.00 115000000.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.37% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2031-07-01 2047-06-01 2 - 4.5 437652449.00 350965001.87 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-02 2018-02-02 2018-03-23 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0136 344000000.00 344000000.00 0.0025 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.37% 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 2048-01-01 2048-01-01 4.5 - 4.5 208508313.00 221373692.93 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-02 2018-02-02 2018-03-29 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0136 217000000.00 217000000.00 0.0016 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.37%, dated 12/29/2017 due 01/02/2018 ZBUT11V806EZRVTWT807 CHA125000_55502 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 2019-02-01 2047-01-01 0 - 4.5 703484.51 537023.17 Agency Debentures and Agency Strips US TREASURY 2017-12-31 2047-05-15 0.625 - 8.75 4702352.31 4788438.78 U.S. Treasuries (including strips) U.S. TREASURY 2018-04-30 2019-10-31 0 - 1.244 37912.92 38017.36 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2028-03-20 2047-12-20 2.5 - 4 1693219.79 1504950.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2047-08-01 2.5 - 5.5 1523464.74 973906.73 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0137 7653297.44 7653297.44 0.0001 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.41%, dated 12/29/2017 due 01/02/2018 ZBUT11V806EZRVTWT807 CHA106000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY 2018-04-30 2019-10-31 0 - 1.244 4991077.82 5004827.17 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2019-02-01 2047-01-01 0 - 4.5 92610807.38 70696865.34 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2028-03-20 2047-12-20 2.5 - 4 222905337.63 198120476.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2047-08-01 2.5 - 5.5 200557790.92 128210767.32 Agency Mortgage-Backed Securities US TREASURY 2017-12-31 2047-05-15 0.625 - 8.75 619045107.73 630378032.61 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 1007524750.19 1007524750.19 0.0074 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.33% 8NAV47T0Y26Q87Y0QP81 CGE662000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-03-20 2047-04-20 3.5 - 4 575364099.00 528615448.87 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2032-06-25 2047-11-25 0 - 4.364 53697774.00 51151230.32 Agency Debentures and Agency Strips Y N/A N/A 2018-01-05 2018-01-05 2018-02-14 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0132 568000000.00 568000000.00 0.0042 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.37%, dated 12/29/2017 due 01/02/2018 8NAV47T0Y26Q87Y0QP81 CHA125000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-15 2053-01-15 2.5 - 4.5 897736.68 870442.91 Agency Mortgage-Backed Securities US TREASURY 2018-05-15 2037-05-15 0.875 - 6.125 3090437.81 3172576.82 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0137 3963125.91 3963125.91 0.0000 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.41%, dated 12/29/2017 due 01/02/2018 8NAV47T0Y26Q87Y0QP81 CHA106000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-05-15 2037-05-15 0.875 - 6.125 273370885.48 280636656.76 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-15 2053-01-15 2.5 - 4.5 79411102.19 76996776.07 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 350566265.43 350566265.43 0.0026 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.27% K5HU16E3LMSVCCJJJ255 CFJ913000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 4857000.00 4573205.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2047-11-01 2.285 - 5 564249862.00 167586715.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-07-20 2045-06-20 2.75 - 3 9370164.00 2114618.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-10-01 2047-11-01 2.665 - 4.5 193056509.00 78935328.49 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0114 248003199.20 248003199.20 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.33% K5HU16E3LMSVCCJJJ255 CGC469000 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 54408646.00 46868850.99 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 4275000.00 4025211.75 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2031-11-20 2047-02-20 3.5 - 3.5 8103768.00 7014871.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-04-01 2047-12-01 1.999 - 5.96 401025996.00 196277495.37 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-09 2018-02-09 2018-02-09 N N N 0.0100 249015388.20 249015388.20 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.35% K5HU16E3LMSVCCJJJ255 CGF314000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 3897000.00 3669298.29 Agency Debentures and Agency Strips US TREASURY 2023-06-30 2023-06-30 1.375 - 1.375 100.00 96.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2047-12-01 2.5 - 5.75 172374233.00 81110992.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2031-10-20 2047-12-20 2.5 - 6 101312370.00 23110958.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2048-08-01 2.384 - 5.5 422399379.00 104411861.59 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-13 2018-02-13 2018-02-13 N N N 0.0114 208012812.80 208012812.80 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.35% K5HU16E3LMSVCCJJJ255 CGJ355000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 4907000.00 4620283.99 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-01 2047-12-01 1.914 - 5.37 410771715.00 199963374.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-10-20 2047-12-20 2 - 5 159289176.00 51048559.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2047-11-01 2.337 - 5 306188119.00 75942370.09 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-26 2018-02-26 2018-02-26 N N N 0.0138 324981865.00 324981865.00 0.0024 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.35% K5HU16E3LMSVCCJJJ255 CGJ759000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2029-10-15 N/A 55136000.00 40220903.52 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-01 2047-10-01 2.025 - 4.5 480994334.00 109782801.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2030-09-20 2047-10-20 2.5 - 6 99102448.00 29035320.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2047-12-01 2.825 - 5 323119298.00 93352037.89 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-27 2018-02-27 2018-02-27 N N N 0.0138 266982191.10 266982191.10 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.35% K5HU16E3LMSVCCJJJ255 CGJ986000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 51000.00 48020.07 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2030-01-01 2047-12-01 2.3 - 4.5 137882159.00 61044265.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-06-20 2042-06-20 4 - 4 6843983.00 1882677.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2047-10-01 2 - 5.75 108266638.00 34959724.99 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-28 2018-02-28 2018-02-28 N N N 0.0134 96000000.00 96000000.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.36% K5HU16E3LMSVCCJJJ255 CGJ873000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 2691000.00 2533764.87 Agency Debentures and Agency Strips US TREASURY 2027-08-15 2027-08-15 2.25 - 2.25 319800.00 318012.07 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2047-12-01 2.3 - 5.54 108161277.00 53003259.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-11-20 2065-11-20 2 - 5.45 336591407.00 75547790.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-06-01 2047-12-01 2.337 - 5 236881801.00 63446612.88 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-01-05 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 191000000.00 191000000.00 0.0014 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.40% K5HU16E3LMSVCCJJJ255 CHA029000 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 2020-07-01 2048-01-01 1.75 - 5 108738236.00 38066101.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-06-01 2047-12-01 2.36 - 5 352595866.00 152703569.67 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0140 187000000.00 187000000.00 0.0014 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.41%, dated 12/29/2017 due 01/02/2018 7TK5RJIZDFROZCA6XF66 CHA106000_08126 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 2018-03-01 2047-05-01 2 - 8.5 960455907.50 258482284.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-09-20 2055-11-16 1.714 - 8.5 456962724.86 200466677.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2047-07-01 2 - 8 255144908.61 100177655.90 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 547422706.79 547422706.79 0.0040 N Y Y N Natixis SA Natixis SA, 1.35% KX1WK48MPD4Y2NCUIZ63 CHA047000 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 2024-05-01 2047-04-01 2.566 - 6 206632636.00 115447832.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2047-07-01 2.285 - 4 243766371.00 75320778.32 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0135 187000000.00 187000000.00 0.0014 N Y Y N Natixis SA Natixis SA, 1.35% KX1WK48MPD4Y2NCUIZ63 CGJ801000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-31 2027-08-15 0.75 - 2.75 193228500.00 193887105.88 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2020-01-21 2041-06-01 1.625 - 5.5 3587046.00 969242.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-02-01 2037-02-01 3.587 - 3.587 5817.00 180.38 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 N N N 0.0139 190998433.80 190998433.80 0.0014 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.37% OXTKY6Q8X53C9ILVV871 CGI850000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2024-08-15 2024-08-15 2.375 - 2.375 1421200.00 1437893.66 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-01 2057-02-01 2.475 - 9 1368797199.00 381177704.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2018-02-15 2067-11-20 2.333 - 9.5 1783460546.00 1450517781.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2018-01-15 2047-12-01 1.88 - 9.5 2039453225.00 185984350.96 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0139 1978994260.90 1978994260.90 0.0146 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 1.30% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2022-04-01 2047-12-01 2.5 - 4 95477016.00 91318317.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2025-09-15 2063-06-20 2.5 - 4.665 34769531.00 28281607.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2022-07-25 2048-01-01 2.482 - 4.5 170443795.00 154071034.76 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-02-06 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0129 268000000.00 268000000.00 0.0020 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 US TREASURY 2019-02-15 2024-06-30 1.25 - 8.875 539000.00 540682.43 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-11-20 2047-11-20 3.5 - 3.5 190022333.00 196541749.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2032-11-01 2032-11-01 3.5 - 3.5 244812.00 251422.30 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-01-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0113 193000000.00 193000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.14% 549300QJJX6CVVUXLE15 CEB286000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-11-20 2047-11-20 3.5 - 3.5 190028341.00 196547964.04 Agency Mortgage-Backed Securities US TREASURY 2019-02-15 2024-06-30 1.25 - 8.875 538900.00 540584.68 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2032-11-01 2032-11-01 3.5 - 3.5 244945.00 251558.90 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-01-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0113 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 US TREASURY 2019-02-15 2045-02-15 0.75 - 8.875 2751800.00 2895297.12 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-11-20 3.5 - 3.5 195102770.00 194205752.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2032-11-01 2041-09-01 3.5 - 4.5 306550.00 264079.09 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-01-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0113 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 US TREASURY 2019-02-15 2019-02-15 8.875 - 8.875 99200.00 110358.70 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2041-01-20 2047-12-20 3.5 - 4 291204267.00 235904104.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2032-11-01 2032-11-01 3.5 - 3.5 165621.00 170093.02 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-01-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0114 231000000.00 231000000.00 0.0017 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 US TREASURY 2019-02-15 2025-08-15 1.25 - 8.875 3495100.00 3475782.57 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-05-20 3.5 - 3.5 197064313.00 194368309.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2032-11-01 2032-11-01 3.5 - 3.5 242380.00 248924.64 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 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 US TREASURY 2019-02-15 2025-08-15 1.25 - 8.875 3516900.00 3497508.56 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-05-20 3.5 - 3.5 198109160.00 195398862.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2032-11-01 2032-11-01 3.5 - 3.5 243772.00 250354.22 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 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 0.0014 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 189775905.00 196286867.29 Agency Mortgage-Backed Securities US TREASURY 2019-02-15 2024-06-30 1.25 - 8.875 557600.00 559247.52 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2032-11-01 2032-11-01 3.5 - 3.5 245271.00 251893.70 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 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 RBC Dominion Securities, 1.32% 549300QJJX6CVVUXLE15 CGG877000 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 2039-12-01 2046-10-01 4.5 - 4.5 26139285.00 13807521.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2047-04-01 3 - 4.5 93036081.00 44360235.10 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-01-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 57000000.00 57000000.00 0.0004 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.32% 549300QJJX6CVVUXLE15 CGG887000 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 2032-08-01 2047-04-01 3.5 - 4.5 54218434.00 54411373.41 Agency Mortgage-Backed Securities US TREASURY 2019-02-15 2046-11-15 1.125 - 8.875 3840600.00 3756845.54 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 57000000.00 57000000.00 0.0004 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.33% 549300QJJX6CVVUXLE15 CGH278000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-02-15 2024-06-30 2 - 8.875 41600.00 46242.82 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2032-11-01 2032-11-01 3.5 - 3.5 122597.00 125907.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2047-11-20 3.5 - 4 106285964.00 96774423.34 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-02-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 95000000.00 95000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.38% 549300QJJX6CVVUXLE15 CHA052000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-02-15 2025-08-15 1.25 - 8.875 1175300.00 1169832.79 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2032-11-01 2032-11-01 3.5 - 3.5 243389.00 249960.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-05-20 3.5 - 3.5 198181716.00 195470425.73 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-01-05 N N N 0.0137 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 1.37%, dated 12/29/2017 due 01/02/2018 549300QJJX6CVVUXLE15 CHA125000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-09-15 2047-08-15 0.875 - 8.875 8520422.27 8480515.61 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0137 8312867.44 8312867.44 0.0001 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.41%, dated 12/29/2017 due 01/02/2018 549300QJJX6CVVUXLE15 CHA106000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-09-15 2047-08-15 0.875 - 8.875 338647813.27 337061705.75 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 330398457.85 330398457.85 0.0024 N Y 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 2025-11-01 2042-04-01 3.5 - 4 834652.00 150328.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-08-15 2047-12-20 3.5 - 3.5 200640.00 157674.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-12-01 2047-11-01 2.94 - 4.5 113589715.00 97853859.42 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-01-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0113 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 2047-12-01 0 - 4.5 78048075.00 59686734.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-01 2047-11-01 2.596 - 4.5 463669650.00 137603660.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-08-15 2044-08-15 3.5 - 3.5 152292.00 93802.13 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-01-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0115 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 2030-06-01 2047-12-01 2.102 - 4.5 2410057.00 997289.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2047-09-01 2.94 - 4.5 89848989.00 49523750.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2044-08-15 2044-08-15 3.5 - 3.5 1000.00 615.94 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-01-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0118 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 2018-12-01 2047-12-01 1.5 - 6.5 139933372.00 19137145.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2047-11-01 1.692 - 4.5 159101270.00 112540866.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-15 2047-12-20 3 - 6.972 8489785.00 7354607.44 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 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 2030-06-01 2047-12-01 2.102 - 4.5 2248278.00 1978948.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2047-09-01 2.48 - 5 197989496.00 97873128.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2044-08-15 2044-08-15 3.5 - 3.5 83032.00 51142.40 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 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 2026-12-15 2047-12-01 1.5 - 6.5 194251506.00 72526779.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-11-01 1.692 - 7 242059411.00 175425533.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-20 2052-02-16 3 - 4 15901869.00 10825409.15 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-01-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0120 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 US TREASURY 2018-04-30 2018-04-30 0.75 - 0.75 989500.00 988545.50 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2047-12-01 1.5 - 6.5 140356455.00 67916436.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-08-15 2047-12-20 3.25 - 4.5 30935433.00 30736626.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-02-01 2047-11-01 2.172 - 6 456986303.00 99536620.67 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 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 0.0014 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 2034-09-01 2047-12-01 2.102 - 4.5 3957725.00 1326768.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-08-15 2044-08-15 3.5 - 3.5 136436.00 84035.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2047-11-01 2.5 - 4.5 210662241.00 138732371.88 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 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 RBC Financial Group RBC Financial Group, 1.31% ES7IP3U3RHIGC71XBU11 CFH880000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2042-04-01 3 - 4 257279.00 127627.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-08-15 2044-08-15 3.5 - 3.5 65796.00 40526.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-09-01 2.94 - 4 129862809.00 103992995.77 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-03-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0130 102000000.00 102000000.00 0.0008 N N Y N RBC Financial Group RBC Financial Group, 1.32% ES7IP3U3RHIGC71XBU11 CFI574000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2047-12-01 2.102 - 4.5 176179493.00 90511361.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-08-15 2046-08-20 3.5 - 6.972 3903270.00 3337782.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2023-08-01 2047-09-01 2.57 - 5.94 320943477.00 101208792.96 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-03-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0131 191000000.00 191000000.00 0.0014 N N Y N RBC Financial Group RBC Financial Group, 1.33% ES7IP3U3RHIGC71XBU11 CGB195000 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 2047-09-20 3.5 - 4.5 4655726.00 1579985.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2047-12-01 2.102 - 6.5 223729953.00 45096771.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-01-01 2047-11-01 1.482 - 7 768481729.00 148301588.78 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-03-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0132 191000000.00 191000000.00 0.0014 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 2019-11-15 2041-11-15 1 - 3.625 384162300.00 398555965.94 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 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 2018-10-31 2045-05-15 0.125 - 3.875 747870600.00 756207429.60 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 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 2018-03-15 2029-01-15 0.125 - 2.75 132811600.00 136844189.87 U.S. Treasuries (including strips) Y N/A N/A 2018-01-31 2018-01-31 2018-01-31 N N N 0.0133 133997119.00 133997119.00 0.0010 N N N Y Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.43% 5U0XI89JRFVHWIBS4F54 CHA017000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2047-09-20 3 - 4 1329308045.00 1177267025.55 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0143 1154000000.00 1154000000.00 0.0085 N Y Y N 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 US TREASURY 2018-06-30 2018-06-30 0.625 - 0.625 2380000.00 2376860.80 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 183980000.00 170338777.46 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0126 169031250.00 169031250.00 0.0012 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 US TREASURY 2018-06-30 2018-06-30 0.625 - 0.625 2240000.00 2237045.46 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 177687000.00 164512372.82 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0129 163250000.00 163250000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.37% 5493006GGLR4BTEL8O61 CFI434000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-06-30 2018-06-30 0.625 - 0.625 3200000.00 3195779.23 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2046-08-20 3 - 3 343182000.00 305116800.73 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-01-11 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0136 302000000.00 302000000.00 0.0022 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.41% 5493006GGLR4BTEL8O61 CGI531000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2047-09-20 3.5 - 3.5 129164000.00 132772631.10 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-01-25 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0140 130000000.00 130000000.00 0.0010 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.42% 5493006GGLR4BTEL8O61 CGH432000 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 2046-06-20 2046-06-20 3 - 3 194043000.00 165369973.82 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-01-30 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0141 162000000.00 162000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.42% 5493006GGLR4BTEL8O61 CGG801000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-06-30 2018-06-30 0.625 - 0.625 250000.00 249670.25 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 3 - 3 193722000.00 165096406.82 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-05 2018-01-05 2018-01-26 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0141 162000000.00 162000000.00 0.0012 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.37%, dated 12/29/2017 due 01/02/2018 VYVVCKR63DVZZN70PB21 CHA125000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-05-17 2027-02-15 0 - 2.25 477850.72 475462.64 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2047-12-01 3.893 - 5.372 143744.01 148196.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2018-02-15 2047-12-20 2 - 9 497630.31 474622.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2048-01-01 1.682 - 5.5 270641.06 285863.29 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0137 1356709.21 1356709.21 0.0000 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.41%, dated 12/29/2017 due 01/02/2018 VYVVCKR63DVZZN70PB21 CHA106000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2048-01-01 1.682 - 5.5 491892150.61 519558674.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2018-02-15 2047-12-20 2 - 9 904446827.89 862629389.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2047-12-01 3.893 - 5.372 261255825.16 269348233.42 Agency Collateralized Mortgage Obligation US TREASURY 2018-05-17 2027-02-15 0 - 2.25 868497265.10 864156926.45 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 2465829177.77 2465829177.77 0.0182 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.16% 912796NR6 US912796NR65 U.S. Treasury Debt Y N/A N/A 2018-02-08 2018-02-08 2018-02-08 N N N 0.0116 1031671551.67 1031671551.67 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.20% 912796NT2 US912796NT22 U.S. Treasury Debt Y N/A N/A 2018-02-22 2018-02-22 2018-02-22 N N N 0.0120 1054107563.52 1054107563.52 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.34% 912796LX5 US912796LX51 U.S. Treasury Debt Y N/A N/A 2018-04-26 2018-04-26 2018-04-26 N N N 0.0134 458008006.80 458008006.80 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.35% 912796NY1 US912796NY17 U.S. Treasury Debt Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0135 1130928074.00 1130928074.00 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.36% 912796PA1 US912796PA13 U.S. Treasury Debt Y N/A N/A 2018-04-12 2018-04-12 2018-04-12 N N N 0.0136 747104167.50 747104167.50 0.0055 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.37% 912796PB9 US912796PB95 U.S. Treasury Debt Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N N N 0.0137 601495665.00 601495665.00 0.0044 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 1095137175.00 1095137175.00 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.40% 912796PF0 US912796PF00 U.S. Treasury Debt Y N/A N/A 2018-05-10 2018-05-10 2018-05-10 N N N 0.0140 1137208796.19 1137208796.19 0.0084 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.42% 912796MB2 US912796MB23 U.S. Treasury Debt Y N/A N/A 2018-05-24 2018-05-24 2018-05-24 N N N 0.0142 932649038.30 932649038.30 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.44% 912796PH6 US912796PH65 U.S. Treasury Debt Y N/A N/A 2018-05-31 2018-05-31 2018-05-31 N N N 0.0144 466180493.94 466180493.94 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.45% 912796PL7 US912796PL77 U.S. Treasury Debt Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0145 961600977.92 961600977.92 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.46% 912796PJ2 US912796PJ22 U.S. Treasury Debt Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0146 1025834792.89 1025834792.89 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.49% 912796MF3 US912796MF37 U.S. Treasury Debt Y N/A N/A 2018-06-21 2018-06-21 2018-06-21 N N N 0.0149 1113675195.41 1113675195.41 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.50% 912796PM5 US912796PM50 U.S. Treasury Debt Y N/A N/A 2018-06-28 2018-06-28 2018-06-28 N N N 0.0150 295791259.76 295791259.76 0.0022 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 0.0132 189818282.10 189818282.10 0.0014 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 0.0141 114253929.30 114253929.30 0.0008 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 0.0127 61582573.32 61582573.32 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 0.0148 139362190.91 139362190.91 0.0010 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 0.0145 159564961.98 159564961.98 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.41% 9128283B4 US9128283B45 U.S. Treasury Debt Y N/A N/A 2018-01-02 2019-10-31 2019-10-31 N N N 0.0140 214027888.48 214027888.48 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.51% 9128282M1 US9128282M19 U.S. Treasury Debt Y N/A N/A 2018-01-02 2019-07-31 2019-07-31 N N N 0.0147 555652331.96 555652331.96 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.52% 912828X54 US912828X547 U.S. Treasury Debt Y N/A N/A 2018-01-02 2019-04-30 2019-04-30 N N N 0.0146 1199018323.96 1199018323.96 0.0088 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828V64 US912828V640 U.S. Treasury Debt Y N/A N/A 2018-01-02 2019-01-31 2019-01-31 N N N 0.0144 416665271.36 416665271.36 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.38% 912828HN3 US912828HN36 U.S. Treasury Debt Y N/A N/A 2018-01-15 2018-01-15 2018-01-15 N N N 0.0128 141316918.20 141316918.20 0.0010 N Y Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 1.70% 64986MBK0 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2029-05-01 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0170 50000000.00 50000000.00 0.0004 N N Y N Phoenix Indl. Dev. Auth. Multi-family Hsg. Rev. FHLMC Phoenix Indl. Dev. Auth. Multi-family Hsg. Rev., 1.90% (Del Mar Terrace Apts. Proj.) Series 1999 A, LOC Freddie Mac VRDN 718903HS9 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2029-10-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0190 17300000.00 17300000.00 0.0001 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.42% 5493006GGLR4BTEL8O61 CGJ407000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-01-05 2018-01-05 2018-02-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0141 158200000.00 158200000.00 0.0012 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.42% 5493006GGLR4BTEL8O61 CGJ406000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-01-05 2018-01-05 2018-02-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0141 163775000.00 163775000.00 0.0012 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 2018-01-03 Stephanie Dorsey Stephanie Dorsey President and Treasurer