0000278001-18-000006.txt : 20180207 0000278001-18-000006.hdr.sgml : 20180207 20180207091910 ACCESSION NUMBER: 0000278001-18-000006 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180131 FILED AS OF DATE: 20180207 DATE AS OF CHANGE: 20180207 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: 18579436 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 2018-01-31 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 29 88 34608646345.11 34957589632.10 30424959142.11 27252803583.66 70485048331.69 70235680587.67 71248984821.37 71825735257.97 0.2500 0.2500 0.2200 0.2000 0.5100 0.5200 0.5300 0.5400 4301663.57 135109774038.63 135110834530.89 3006967646.13 6262067381.21 131860036459.38 131821171536.18 1.0000 0.0139 1.0003 1.0003 1.0003 1.0003 C000019553 2500.00 131860036459.38 131821171536.18 1.0003 1.0003 1.0003 1.0003 9792198248.97 9867467867.20 11385356082.61 13792243510.73 10022016001.17 10393353378.63 10815297275.20 11764513789.78 49149099816.65 52838368704.26 0.0104 N Federal Farm Credit Bank Federal Farm Credit Bank, 1.60% 3133EE3J7 US3133EE3J77 U.S. Government Agency Debt Y N/A N/A 2018-02-09 2018-07-09 2018-07-09 N N N 0.0141 86071588.98 86071588.98 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.60% 3133EEW48 US3133EEW488 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-06-11 2018-06-11 N N N 0.0141 77050771.49 77050771.49 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.61% 3133EEM23 US3133EEM232 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-06-18 2018-06-18 N N N 0.0145 86050560.26 86050560.26 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 313385SN7 US313385SN70 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0000 112235000.00 112235000.00 0.0009 N Y 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 134994702.60 134994702.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130AATP3 US3130AATP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0116 133993056.12 133993056.12 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 98992708.65 98992708.65 0.0008 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 97991109.44 97991109.44 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 137987480.64 137987480.64 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AAV47 US3130AAV474 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0124 97989704.12 97989704.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.23% 313385TB2 US313385TB24 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0123 203604464.70 203604464.70 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 313385TD8 US313385TD89 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0125 93949052.00 93949052.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130AAAX6 US3130AAAX61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0133 95994865.92 95994865.92 0.0007 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 403999402.08 403999402.08 0.0031 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 125997369.12 125997369.12 0.0010 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 91999730.44 91999730.44 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 313385TR7 US313385TR75 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-02-28 2018-02-28 N N N 0.0126 905782999.68 905782999.68 0.0069 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.27% 313385TJ5 US313385TJ59 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-02-21 2018-02-21 N N N 0.0127 33975452.00 33975452.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.27% 313385TK2 US313385TK23 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-02-22 2018-02-22 N N N 0.0127 674488350.00 674488350.00 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.27% 313385TL0 US313385TL06 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0127 306756242.00 306756242.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.28% 313385TQ9 US313385TQ92 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-02-27 2018-02-27 N N N 0.0128 255759616.00 255759616.00 0.0019 N N Y N Federal Home Loan Bank Federal 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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 0.0137 199989398.00 199989398.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 313385TW6 US313385TW60 U.S. Government Agency Debt Y N/A N/A 2018-03-05 2018-03-05 2018-03-05 N N N 0.0130 323617032.00 323617032.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 313385TX4 US313385TX44 U.S. Government Agency Debt Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0130 1129621311.00 1129621311.00 0.0086 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 313385TY2 US313385TY27 U.S. Government Agency Debt Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N N N 0.0130 894874624.00 894874624.00 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 313385TZ9 US313385TZ91 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-03-08 2018-03-08 N N N 0.0130 431441424.00 431441424.00 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 313385UA2 US313385UA22 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N N N 0.0130 705798038.46 705798038.46 0.0054 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UD6 US313385UD60 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-03-12 2018-03-12 N N N 0.0131 669034530.00 669034530.00 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UE4 US313385UE44 U.S. Government Agency Debt Y N/A N/A 2018-03-13 2018-03-13 2018-03-13 N N N 0.0131 1283100770.00 1283100770.00 0.0097 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UF1 US313385UF19 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-03-14 2018-03-14 N N N 0.0131 1045413795.00 1045413795.00 0.0079 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UG9 US313385UG91 U.S. Government Agency Debt Y N/A N/A 2018-03-15 2018-03-15 2018-03-15 N N N 0.0131 815732016.00 815732016.00 0.0062 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UH7 US313385UH74 U.S. Government Agency Debt Y N/A N/A 2018-03-16 2018-03-16 2018-03-16 N N N 0.0131 78874469.00 78874469.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UL8 US313385UL86 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-03-19 2018-03-19 N N N 0.0131 440250741.00 440250741.00 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UM6 US313385UM69 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-03-20 2018-03-20 N N N 0.0131 703776120.00 703776120.00 0.0053 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UN4 US313385UN43 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-03-21 2018-03-21 N N N 0.0131 1637591393.50 1637591393.50 0.0124 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UP9 US313385UP90 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-03-22 2018-03-22 N N N 0.0131 1055086830.00 1055086830.00 0.0080 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UQ7 US313385UQ73 U.S. Government Agency Debt Y N/A N/A 2018-03-23 2018-03-23 2018-03-23 N N N 0.0131 962219492.00 962219492.00 0.0073 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 313385UV6 US313385UV68 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-03-28 2018-03-28 N N N 0.0132 654667008.00 654667008.00 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.33% to 1.35% 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 0.0124 35003395.00 35003395.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 3130A9DY4 US3130A9DY47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0134 18999989.55 18999989.55 0.0001 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 0.0119 420023100.00 420023100.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130A9DZ1 US3130A9DZ12 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N N N 0.0135 56999587.89 56999587.89 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ACQD9 US3130ACQD99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-02-26 2018-02-26 N N N 0.0141 133995110.34 133995110.34 0.0010 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 223007158.30 223007158.30 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130A9FG1 US3130A9FG13 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N N N 0.0134 10000229.40 10000229.40 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACKV5 US3130ACKV51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-04-05 2018-04-05 N N N 0.0142 191986423.68 191986423.68 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACLF9 US3130ACLF92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-06 2018-04-06 2018-04-06 N N N 0.0141 287979284.16 287979284.16 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACMY7 US3130ACMY72 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-04-16 2018-04-16 N N N 0.0142 191983783.68 191983783.68 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACN26 US3130ACN261 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-04-18 2018-04-18 N N N 0.0142 191983075.20 191983075.20 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACP65 US3130ACP654 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-04-20 2018-04-20 N N N 0.0142 75992368.08 75992368.08 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACHE7 US3130ACHE73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-02-21 2018-02-21 N N N 0.0141 85997971.26 85997971.26 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACHF4 US3130ACHF49 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0141 177995386.24 177995386.24 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACHD9 US3130ACHD90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0141 117996933.18 117996933.18 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACPR9 US3130ACPR94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-04-23 2018-04-23 N N N 0.0142 170982094.59 170982094.59 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACHB3 US3130ACHB35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0141 589984707.20 589984707.20 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACQC1 US3130ACQC17 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-03-26 2018-03-26 N N N 0.0142 190985661.63 190985661.63 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACQV9 US3130ACQV97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-03-27 2018-03-27 N N N 0.0143 190985399.96 190985399.96 0.0014 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 2018-02-28 2018-03-28 2018-03-28 N N N 0.0143 191984540.16 191984540.16 0.0015 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 160005526.40 160005526.40 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 160005526.40 160005526.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ABCJ3 US3130ABCJ33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0140 195999796.16 195999796.16 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACKR4 US3130ACKR40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-04 2018-04-04 2018-04-04 N N N 0.0142 345975572.40 345975572.40 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACGV0 US3130ACGV08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-03-19 2018-03-19 N N N 0.0141 1152950294.17 1152950294.17 0.0087 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACGU2 US3130ACGU25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-03-21 2018-03-21 N N N 0.0142 191990972.16 191990972.16 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACQ72 US3130ACQ728 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-05-25 2018-05-25 N N N 0.0143 189972982.00 189972982.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 3130ACHK3 US3130ACHK34 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-03-26 2018-03-26 N N N 0.0142 176990762.37 176990762.37 0.0013 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 0.0139 95996699.52 95996699.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABCU8 US3130ABCU87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0140 48000000.00 48000000.00 0.0004 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABBC9 US3130ABBC98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0140 98999910.90 98999910.90 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABBF2 US3130ABBF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0140 98999910.90 98999910.90 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADB76 US3130ADB769 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-02 2018-05-02 2018-05-02 N N N 0.0142 187985774.04 187985774.04 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 2018-02-03 2018-07-03 2018-07-03 N N N 0.0144 94986434.00 94986434.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABDR4 US3130ABDR40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0141 136999658.87 136999658.87 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABDP8 US3130ABDP83 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0141 584998543.35 584998543.35 0.0044 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABDQ6 US3130ABDQ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0141 96999758.47 96999758.47 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADLD2 US3130ADLD28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-06-05 2018-06-05 N N N 0.0141 146995060.80 146995060.80 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADLE0 US3130ADLE01 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-07 2018-06-07 2018-06-07 N N N 0.0141 146995060.80 146995060.80 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABDA1 US3130ABDA15 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-08 2018-05-08 2018-05-08 N N N 0.0141 56997527.34 56997527.34 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACS21 US3130ACS211 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-08 2018-05-08 2018-05-08 N N N 0.0141 191989090.56 191989090.56 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADCK6 US3130ADCK61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-08 2018-05-08 2018-05-08 N N N 0.0143 93992407.62 93992407.62 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACE42 US3130ACE427 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-08 2018-03-08 2018-03-08 N N N 0.0141 190995479.03 190995479.03 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACLE2 US3130ACLE28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-06-11 2018-06-11 N N N 0.0142 95990678.40 95990678.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130AB5Y8 US3130AB5Y84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-05-11 2018-05-11 N N N 0.0142 315973680.36 315973680.36 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADDL3 US3130ADDL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-05-11 2018-05-11 N N N 0.0142 187984343.36 187984343.36 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABEW2 US3130ABEW26 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-02-12 2018-02-12 N N N 0.0141 155999166.96 155999166.96 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABF27 US3130ABF277 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-02-12 2018-02-12 N N N 0.0141 194998958.70 194998958.70 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABEP7 US3130ABEP74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-02-12 2018-02-12 N N N 0.0141 390997912.06 390997912.06 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABF68 US3130ABF681 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0141 97999335.56 97999335.56 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADDX7 US3130ADDX73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-05-17 2018-05-17 N N N 0.0143 130988430.08 130988430.08 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACST2 US3130ACST24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-05-18 2018-05-18 N N N 0.0143 134985966.75 134985966.75 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADAB8 US3130ADAB80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-06-18 2018-06-18 N N N 0.0143 560930385.51 560930385.51 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACSV7 US3130ACSV79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-05-18 2018-05-18 N N N 0.0143 134985966.75 134985966.75 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACSU9 US3130ACSU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-05-18 2018-05-18 N N N 0.0143 404957900.25 404957900.25 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADA44 US3130ADA449 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-06-22 2018-06-22 N N N 0.0143 186976007.90 186976007.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADAA0 US3130ADAA08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-06-22 2018-06-22 N N N 0.0143 93987939.80 93987939.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADA51 US3130ADA514 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-06-22 2018-06-22 N N N 0.0143 186976007.90 186976007.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADAM4 US3130ADAM46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-06-22 2018-06-22 N N N 0.0143 46993969.90 46993969.90 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACS47 US3130ACS476 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-05-22 2018-05-22 N N N 0.0143 673927349.54 673927349.54 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADAL6 US3130ADAL62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-06-22 2018-06-22 N N N 0.0143 46993969.90 46993969.90 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACPP3 US3130ACPP39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-07-23 2018-07-23 N N N 0.0144 94983733.15 94983733.15 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABA71 US3130ABA716 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-04-24 2018-04-24 N N N 0.0142 247983460.88 247983460.88 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADGW6 US3130ADGW63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-05-24 2018-05-24 N N N 0.0143 92991251.49 92991251.49 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADGS5 US3130ADGS51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-05-24 2018-05-24 N N N 0.0143 185982502.98 185982502.98 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADEF5 US3130ADEF58 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-05-25 2018-05-25 N N N 0.0142 93992542.98 93992542.98 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADJB9 US3130ADJB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-05-25 2018-05-25 N N N 0.0143 556947151.84 556947151.84 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADJM5 US3130ADJM54 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-05-25 2018-05-25 N N N 0.0143 185982382.08 185982382.08 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACQ80 US3130ACQ801 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-07-26 2018-07-26 N N N 0.0143 189972379.70 189972379.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACPZ1 US3130ACPZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-06-26 2018-06-26 N N N 0.0143 189970823.60 189970823.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADB84 US3130ADB843 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-06-26 2018-06-26 N N N 0.0143 102986250.53 102986250.53 0.0008 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 2018-02-27 2018-04-27 2018-04-27 N N N 0.0142 187986550.48 187986550.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADL59 US3130ADL594 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-02 2018-06-01 2018-06-01 N N N 0.0141 183990800.00 183990800.00 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 97003367.84 97003367.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADKL5 US3130ADKL52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-06-01 2018-06-01 N N N 0.0141 91998034.88 91998034.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADKK7 US3130ADKK79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-06-01 2018-06-01 N N N 0.0141 184996048.40 184996048.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACD68 US3130ACD684 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-03-01 2018-03-01 N N N 0.0142 95998324.80 95998324.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADE32 US3130ADE326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-06 2018-07-06 2018-07-06 N N N 0.0143 375968953.68 375968953.68 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABZH2 US3130ABZH20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0141 399999176.00 399999176.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACRZ9 US3130ACRZ92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-08 2018-08-08 2018-08-08 N N N 0.0143 191983344.00 191983344.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACKS2 US3130ACKS23 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-09 2018-07-09 2018-07-09 N N N 0.0143 230980233.33 230980233.33 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABEX0 US3130ABEX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-10 2018-05-10 2018-05-10 N N N 0.0141 194996513.40 194996513.40 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABF50 US3130ABF509 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-05-11 2018-05-11 N N N 0.0142 136992384.17 136992384.17 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABL46 US3130ABL465 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-03-12 2018-03-12 N N N 0.0141 119998858.80 119998858.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABHX7 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-07-12 2018-07-12 N N N 0.0143 232984554.43 232984554.43 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADE40 US3130ADE409 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-07-12 2018-07-12 N N N 0.0143 187983348.84 187983348.84 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADDW9 US3130ADDW90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-07-12 2018-07-12 N N N 0.0143 281975023.26 281975023.26 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACS39 US3130ACS393 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-13 2018-08-13 2018-08-13 N N N 0.0143 95991108.48 95991108.48 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADE57 US3130ADE573 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-13 2018-07-13 2018-07-13 N N N 0.0143 300973033.41 300973033.41 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AC5P5 US3130AC5P59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0141 94999575.35 94999575.35 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AC5G5 US3130AC5G50 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0141 152999316.09 152999316.09 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFQ4 US3130ABFQ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-03-15 2018-03-15 N N N 0.0142 193996793.18 193996793.18 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABET9 US3130ABET96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-05-15 2018-05-15 N N N 0.0143 194988729.00 194988729.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABEY8 US3130ABEY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-05-15 2018-05-15 N N N 0.0143 97994335.60 97994335.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFT8 US3130ABFT87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-03-15 2018-03-15 N N N 0.0142 96998396.59 96998396.59 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFU5 US3130ABFU50 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-03-15 2018-03-15 N N N 0.0142 96998396.59 96998396.59 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AC5Y6 US3130AC5Y66 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0141 76999598.83 76999598.83 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AC5W0 US3130AC5W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0141 96999494.63 96999494.63 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AC6C3 US3130AC6C38 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0141 76999598.83 76999598.83 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFS0 US3130ABFS05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-03-16 2018-03-16 N N N 0.0142 96998350.03 96998350.03 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFM3 US3130ABFM35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-03-16 2018-03-16 N N N 0.0142 775986800.24 775986800.24 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AC5N0 US3130AC5N02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0141 190999004.89 190999004.89 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFW1 US3130ABFW17 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-04-17 2018-04-17 N N N 0.0142 96997782.58 96997782.58 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABT71 US3130ABT716 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-04-17 2018-04-17 N N N 0.0142 87997988.32 87997988.32 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADE65 US3130ADE656 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-07-17 2018-07-17 N N N 0.0143 187982391.92 187982391.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABUL8 US3130ABUL86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-04-19 2018-04-19 N N N 0.0142 132996843.91 132996843.91 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABUK0 US3130ABUK04 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-04-19 2018-04-19 N N N 0.0142 132996843.91 132996843.91 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABU87 US3130ABU870 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-03-19 2018-03-19 N N N 0.0141 533990601.60 533990601.60 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABU95 US3130ABU953 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-04-19 2018-04-19 N N N 0.0142 132996843.91 132996843.91 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AD6B3 US3130AD6B37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-04-19 2018-04-19 N N N 0.0142 92997793.11 92997793.11 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AD5Z1 US3130AD5Z14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-04-19 2018-04-19 N N N 0.0142 92997793.11 92997793.11 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABT55 US3130ABT559 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-04-17 2018-04-17 N N N 0.0142 69998399.80 69998399.80 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABUY0 US3130ABUY08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-03-20 2018-03-20 N N N 0.0142 272994867.60 272994867.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACRY2 US3130ACRY28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-06-22 2018-06-22 N N N 0.0143 385958010.92 385958010.92 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADH21 US3130ADH212 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-07-23 2018-07-23 N N N 0.0144 55993076.16 55993076.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACBR4 US3130ACBR41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0141 95998969.92 95998969.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADGZ9 US3130ADGZ94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-07-23 2018-07-23 N N N 0.0144 55993076.16 55993076.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFN1 US3130ABFN18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-03-23 2018-03-23 N N N 0.0142 291994081.16 291994081.16 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACBL7 US3130ACBL70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0141 190997950.57 190997950.57 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADH54 US3130ADH543 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-07-23 2018-07-23 N N N 0.0144 36995425.32 36995425.32 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFP6 US3130ABFP65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-03-23 2018-03-23 N N N 0.0142 193996067.62 193996067.62 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADFS6 US3130ADFS60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-05-24 2018-05-24 N N N 0.0143 93992628.52 93992628.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADHA3 US3130ADHA35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-07-24 2018-07-24 N N N 0.0144 194975656.20 194975656.20 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADH47 US3130ADH477 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-07-24 2018-07-24 N N N 0.0144 92988389.88 92988389.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADGV8 US3130ADGV80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-07-24 2018-07-24 N N N 0.0144 185976779.76 185976779.76 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADGT3 US3130ADGT35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-07-24 2018-07-24 N N N 0.0144 185976779.76 185976779.76 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADEE8 US3130ADEE83 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-07-25 2018-07-25 N N N 0.0143 93990381.92 93990381.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABUF1 US3130ABUF19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-03-23 2018-03-23 N N N 0.0142 535989601.60 535989601.60 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACH23 US3130ACH230 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-05-25 2018-05-25 N N N 0.0143 197987464.62 197987464.62 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADFL1 US3130ADFL18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-05-25 2018-05-25 N N N 0.0143 93992565.54 93992565.54 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADHD7 US3130ADHD73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-07-26 2018-07-26 N N N 0.0143 129987395.20 129987395.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADHC9 US3130ADHC90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-07-26 2018-07-26 N N N 0.0143 129987395.20 129987395.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACQR8 US3130ACQR85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-07-27 2018-07-27 N N N 0.0144 191971822.08 191971822.08 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACQT4 US3130ACQT42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-07-27 2018-07-27 N N N 0.0144 191971822.08 191971822.08 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACD43 US3130ACD437 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-02-28 2018-02-28 N N N 0.0142 190996556.27 190996556.27 0.0014 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 238986056.74 238986056.74 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABYD2 US3130ABYD25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0142 100000000.00 100000000.00 0.0008 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AB2L9 US3130AB2L90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-03 2018-05-03 2018-05-03 N N N 0.0142 394994758.35 394994758.35 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AB2P0 US3130AB2P05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-03 2018-05-03 2018-05-03 N N N 0.0142 197997372.54 197997372.54 0.0015 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 0.0143 188979777.00 188979777.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABHS8 US3130ABHS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-03 2018-07-03 2018-07-03 N N N 0.0144 135992022.24 135992022.24 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADCU4 US3130ADCU44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-10-05 2018-10-05 N N N 0.0143 10798576.78 10798576.78 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABQL3 US3130ABQL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-07 2018-07-06 2018-07-06 N N N 0.0143 217991345.40 217991345.40 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABKN5 US3130ABKN52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-09 2018-07-09 2018-07-09 N N N 0.0143 97998040.98 97998040.98 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABRW8 US3130ABRW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-10 2018-08-10 2018-08-10 N N N 0.0143 272997054.33 272997054.33 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AC4A9 US3130AC4A99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-10 2018-05-10 2018-05-10 N N N 0.0141 57001325.82 57001325.82 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AB4R4 US3130AB4R43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-10 2018-10-10 2018-10-10 N N N 0.0143 54996126.90 54996126.90 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AC4L5 US3130AC4L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-05-11 2018-05-11 N N N 0.0142 56999200.29 56999200.29 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AC4K7 US3130AC4K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-05-11 2018-05-11 N N N 0.0142 56999200.29 56999200.29 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABSF4 US3130ABSF47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-07-11 2018-07-11 N N N 0.0143 58998751.56 58998751.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABSD9 US3130ABSD98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-07-12 2018-07-12 N N N 0.0143 98997847.74 98997847.74 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABKV7 US3130ABKV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-06-12 2018-06-12 N N N 0.0142 28999277.90 28999277.90 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABKH8 US3130ABKH84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-07-12 2018-07-12 N N N 0.0143 96997891.22 96997891.22 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACFN9 US3130ACFN90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-06-14 2018-06-14 N N N 0.0143 190991519.60 190991519.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACFQ2 US3130ACFQ22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-06-15 2018-06-15 N N N 0.0143 95995667.52 95995667.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADEL2 US3130ADEL27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-10-16 2018-10-16 N N N 0.0144 29996609.40 29996609.40 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AAXS2 US3130AAXS20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-04-17 2018-04-17 N N N 0.0142 15999804.96 15999804.96 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AD4L3 US3130AD4L37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-04-18 2018-04-18 N N N 0.0142 187997653.76 187997653.76 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AD4R0 US3130AD4R07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-05-18 2018-05-18 N N N 0.0143 74997760.50 74997760.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABLR5 US3130ABLR57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-04-19 2018-04-19 N N N 0.0142 195997495.12 195997495.12 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AD4T6 US3130AD4T62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-04-19 2018-04-19 N N N 0.0142 111998568.64 111998568.64 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AD6A5 US3130AD6A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-04-20 2018-04-20 N N N 0.0142 186995553.14 186995553.14 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACS62 US3130ACS625 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-09-21 2018-09-21 N N N 0.0144 95989209.60 95989209.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADA93 US3130ADA936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-09-21 2018-09-21 N N N 0.0144 281968303.20 281968303.20 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABN28 US3130ABN289 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-06-22 2018-06-22 N N N 0.0143 156992112.32 156992112.32 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACS70 US3130ACS708 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-08-22 2018-08-22 N N N 0.0143 95990043.84 95990043.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AC6Q2 US3130AC6Q24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-03-23 2018-03-23 N N N 0.0142 18999751.86 18999751.86 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABGV2 US3130ABGV25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-05-25 2018-05-25 N N N 0.0143 42998635.61 42998635.61 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AB2N5 US3130AB2N56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-04-27 2018-04-27 N N N 0.0142 59999282.40 59999282.40 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AB2M7 US3130AB2M73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-04-27 2018-04-27 N N N 0.0142 195997655.84 195997655.84 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABB39 US3130ABB391 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-07-27 2018-07-27 N N N 0.0144 20998451.67 20998451.67 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACBB9 US3130ACBB98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-02-28 2018-02-28 N N N 0.0142 133998660.00 133998660.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADKX9 US3130ADKX90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-04 2018-09-04 2018-09-04 N N N 0.0143 275983152.96 275983152.96 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADLA8 US3130ADLA88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-06 2018-08-06 2018-08-06 N N N 0.0143 275978353.32 275978353.32 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 313385VA1 US313385VA13 U.S. Government Agency Debt Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0142 246415351.00 246415351.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 313385VC7 US313385VC78 U.S. Government Agency Debt Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 N N N 0.0142 137662452.00 137662452.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 313385VE3 US313385VE35 U.S. Government Agency Debt Y N/A N/A 2018-04-06 2018-04-06 2018-04-06 N N N 0.0142 452854104.00 452854104.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 313385VH6 US313385VH65 U.S. Government Agency Debt Y N/A N/A 2018-04-09 2018-04-09 2018-04-09 N N N 0.0142 743030965.00 743030965.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 313385VL7 US313385VL77 U.S. Government Agency Debt Y N/A N/A 2018-04-12 2018-04-12 2018-04-12 N N N 0.0142 266262813.00 266262813.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADKJ0 US3130ADKJ07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-11-01 2018-11-01 N N N 0.0144 45996070.22 45996070.22 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADKH4 US3130ADKH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-11-01 2018-11-01 N N N 0.0144 184984195.45 184984195.45 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADKN1 US3130ADKN19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-11-01 2018-11-01 N N N 0.0144 91992140.44 91992140.44 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABHT6 US3130ABHT69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-02 2018-07-02 2018-07-02 N N N 0.0144 57996645.86 57996645.86 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACJZ8 US3130ACJZ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-09-05 2018-09-05 N N N 0.0143 189993790.80 189993790.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACYW8 US3130ACYW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-06-05 2018-06-05 N N N 0.0142 755010018.85 755010018.85 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABKW5 US3130ABKW51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-13 2018-07-13 2018-07-13 N N N 0.0143 97997816.56 97997816.56 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABSY3 US3130ABSY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-13 2018-07-13 2018-07-13 N N N 0.0143 58998685.48 58998685.48 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABKX3 US3130ABKX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-13 2018-07-13 2018-07-13 N N N 0.0143 97997816.56 97997816.56 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AC4N1 US3130AC4N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-05-14 2018-05-14 N N N 0.0143 56999177.49 56999177.49 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AC4J0 US3130AC4J09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-05-14 2018-05-14 N N N 0.0143 56999177.49 56999177.49 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AC4H4 US3130AC4H43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-06-14 2018-06-14 N N N 0.0143 96001039.68 96001039.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AC4B7 US3130AC4B72 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-05-14 2018-05-14 N N N 0.0143 190997243.87 190997243.87 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AC4D3 US3130AC4D39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-05-14 2018-05-14 N N N 0.0143 248996406.93 248996406.93 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AD4H2 US3130AD4H25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-06-15 2018-06-15 N N N 0.0143 93999244.24 93999244.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACT53 US3130ACT532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-11-16 2018-11-16 N N N 0.0144 92888883.59 92888883.59 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABT48 US3130ABT484 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-08-17 2018-08-17 N N N 0.0143 197002143.36 197002143.36 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABT63 US3130ABT633 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-08-17 2018-08-17 N N N 0.0143 98001066.24 98001066.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AD5F5 US3130AD5F59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-07-18 2018-07-18 N N N 0.0143 186995255.81 186995255.81 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AD4N9 US3130AD4N92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-04-18 2018-04-18 N N N 0.0143 93998826.88 93998826.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AD4K5 US3130AD4K53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-06-18 2018-06-18 N N N 0.0143 411996094.24 411996094.24 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AD4M1 US3130AD4M10 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-06-19 2018-06-19 N N N 0.0143 93999066.58 93999066.58 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADFF4 US3130ADFF40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2019-01-18 2019-01-18 N N N 0.0145 187957308.96 187957308.96 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AD5G3 US3130AD5G33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-07-19 2018-07-19 N N N 0.0143 186995141.74 186995141.74 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACV68 US3130ACV686 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-08-20 2018-08-20 N N N 0.0143 193996387.72 193996387.72 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AD5S7 US3130AD5S70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-07-20 2018-07-20 N N N 0.0144 186995038.89 186995038.89 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACVA9 US3130ACVA95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-08-20 2018-08-20 N N N 0.0143 9999813.80 9999813.80 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACV92 US3130ACV926 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-08-20 2018-08-20 N N N 0.0143 675987412.88 675987412.88 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACV76 US3130ACV769 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-08-21 2018-08-21 N N N 0.0143 290994331.32 290994331.32 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADA69 US3130ADA696 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-10-22 2018-10-22 N N N 0.0144 375954331.04 375954331.04 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADAK8 US3130ADAK89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-10-22 2018-10-22 N N N 0.0144 281965748.28 281965748.28 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABNC6 US3130ABNC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-07-23 2018-07-23 N N N 0.0144 194989807.35 194989807.35 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADFD9 US3130ADFD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2019-01-25 2019-01-25 N N N 0.0145 375909372.72 375909372.72 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADFE7 US3130ADFE74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2019-01-25 2019-01-25 N N N 0.0146 280932338.01 280932338.01 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADFC1 US3130ADFC19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2019-01-25 2019-01-25 N N N 0.0146 187954731.48 187954731.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABNA0 US3130ABNA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-06-27 2018-06-27 N N N 0.0144 194989489.50 194989489.50 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABPC4 US3130ABPC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-07-27 2018-07-27 N N N 0.0144 389990234.40 389990234.40 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACSS4 US3130ACSS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-09-27 2018-09-27 N N N 0.0144 95988436.80 95988436.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABP42 US3130ABP425 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-06-28 2018-06-28 N N N 0.0144 97994573.74 97994573.74 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 2018-02-28 2018-03-28 2018-03-28 N N N 0.0142 191000225.38 191000225.38 0.0014 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 2018-02-28 2018-06-28 2018-06-28 N N N 0.0144 390986408.84 390986408.84 0.0030 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 2018-02-28 2018-03-28 2018-03-28 N N N 0.0142 287000338.66 287000338.66 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABNB8 US3130ABNB87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-06-28 2018-06-28 N N N 0.0144 155991362.28 155991362.28 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADJK9 US3130ADJK98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2019-01-28 2019-01-28 N N N 0.0146 185944784.04 185944784.04 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 47997381.60 47997381.60 0.0004 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 190989580.95 190989580.95 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACXZ2 US3130ACXZ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-09-05 2018-09-05 N N N 0.0143 133007454.65 133007454.65 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACY24 US3130ACY243 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-06 2018-09-06 2018-09-06 N N N 0.0143 285015820.35 285015820.35 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD4D1 US3130AD4D11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-07 2018-09-07 2018-09-07 N N N 0.0143 377009458.93 377009458.93 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABSH0 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-10-11 2018-10-11 N N N 0.0143 24001595.28 24001595.28 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD4P4 US3130AD4P41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2019-01-11 2019-01-11 N N N 0.0145 149996146.50 149996146.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABTN6 US3130ABTN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-10-12 2018-10-12 N N N 0.0143 392025793.60 392025793.60 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABSW7 US3130ABSW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-10-12 2018-10-12 N N N 0.0143 16001052.80 16001052.80 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD5C2 US3130AD5C29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-12-18 2018-12-18 N N N 0.0144 118995306.64 118995306.64 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD5T5 US3130AD5T53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-12-18 2018-12-18 N N N 0.0144 74997042.00 74997042.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD7M8 US3130AD7M82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-12-19 2018-12-19 N N N 0.0145 188984012.49 188984012.49 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACU93 US3130ACU936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-11-20 2018-11-20 N N N 0.0145 404965307.70 404965307.70 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABU38 US3130ABU383 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-08-20 2018-08-20 N N N 0.0143 267002373.63 267002373.63 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AAYE2 US3130AAYE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-04-20 2018-04-20 N N N 0.0142 97003003.12 97003003.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AAYA0 US3130AAYA03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-04-20 2018-04-20 N N N 0.0142 97003003.12 97003003.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACUC6 US3130ACUC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-11-20 2018-11-20 N N N 0.0145 188983810.26 188983810.26 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACUA0 US3130ACUA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-11-20 2018-11-20 N N N 0.0145 53995374.36 53995374.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACUF9 US3130ACUF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-11-20 2018-11-20 N N N 0.0145 134988435.90 134988435.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD5R9 US3130AD5R97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-09-20 2018-09-20 N N N 0.0144 186996985.56 186996985.56 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AAYD4 US3130AAYD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-04-20 2018-04-20 N N N 0.0142 234007244.64 234007244.64 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABU20 US3130ABU201 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-08-20 2018-08-20 N N N 0.0143 320002844.80 320002844.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD5E8 US3130AD5E84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-09-21 2018-09-21 N N N 0.0144 371993649.96 371993649.96 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACUE2 US3130ACUE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-11-21 2018-11-21 N N N 0.0145 269976493.80 269976493.80 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACUD4 US3130ACUD44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-11-21 2018-11-21 N N N 0.0145 134988246.90 134988246.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD5D0 US3130AD5D02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-09-21 2018-09-21 N N N 0.0144 92998412.49 92998412.49 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ADB27 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2019-02-26 2019-02-26 N N N 0.0146 92981943.12 92981943.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABBU9 US3130ABBU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-10-26 2018-10-26 N N N 0.0144 152997331.68 152997331.68 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACXF6 US3130ACXF64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-03-27 2018-03-27 N N N 0.0142 461004135.17 461004135.17 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ADKU5 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2019-03-01 2019-03-01 N N N 0.0145 554961172.20 554961172.20 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABPK6 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-10-01 2018-10-01 N N N 0.0145 98003868.06 98003868.06 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABPL4 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-10-01 2018-10-01 N N N 0.0145 98003868.06 98003868.06 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACYG3 US3130ACYG39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-04 2018-09-04 2018-09-04 N N N 0.0144 348019776.84 348019776.84 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACKZ6 US3130ACKZ65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-04 2019-01-04 2019-01-04 N N N 0.0145 5999901.60 5999901.60 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACY32 US3130ACY326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-04 2018-09-04 2018-09-04 N N N 0.0144 152008638.16 152008638.16 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACYJ7 US3130ACYJ77 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-09-04 2018-09-04 N N N 0.0144 190010797.70 190010797.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACZX5 US3130ACZX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-12-11 2018-12-11 N N N 0.0144 382021017.64 382021017.64 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACZV9 US3130ACZV96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-12-11 2018-12-11 N N N 0.0144 190010453.80 190010453.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACZU1 US3130ACZU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-12-11 2018-12-11 N N N 0.0144 382021017.64 382021017.64 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABUA2 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-10-19 2018-10-19 N N N 0.0144 133008099.70 133008099.70 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABTY2 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-10-19 2018-10-19 N N N 0.0144 267016260.30 267016260.30 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACNP5 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2019-01-18 2019-01-18 N N N 0.0145 189984211.00 189984211.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABXN1 US3130ABXN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-07-27 2018-07-27 N N N 0.0144 101004846.99 101004846.99 0.0008 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 2018-02-28 2018-08-28 2018-08-28 N N N 0.0144 48002928.00 48002928.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABBT2 US3130ABBT24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-10-26 2018-10-26 N N N 0.0145 96998328.69 96998328.69 0.0007 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 2018-02-28 2018-08-28 2018-08-28 N N N 0.0144 201012261.00 201012261.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABXP6 US3130ABXP63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-07-27 2018-07-27 N N N 0.0144 101004853.05 101004853.05 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADDE9 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-10 2019-07-10 2019-07-10 N N N 0.0149 93964655.06 93964655.06 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADD33 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-10 2019-07-10 2019-07-10 N N N 0.0149 281893965.18 281893965.18 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADD58 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2019-07-11 2019-07-11 N N N 0.0149 93964262.14 93964262.14 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADD41 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2019-07-11 2019-07-11 N N N 0.0149 93964262.14 93964262.14 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADJE3 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2019-05-24 2019-05-24 N N N 0.0149 92963715.12 92963715.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADJ60 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2019-05-24 2019-05-24 N N N 0.0149 464818575.60 464818575.60 0.0035 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 0.0144 96008869.44 96008869.44 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130AC3Z5 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2019-02-11 2019-02-11 N N N 0.0145 38009083.90 38009083.90 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130AC3H5 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2019-02-11 2019-02-11 N N N 0.0145 40009562.00 40009562.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ABNL6 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-12-27 2018-12-27 N N N 0.0146 49004096.89 49004096.89 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 313385WJ1 US313385WJ13 U.S. Government Agency Debt Y N/A N/A 2018-05-04 2018-05-04 2018-05-04 N N N 0.0147 52800879.00 52800879.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.48% 3130ABZR0 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-04 2019-02-04 2019-02-04 N N N 0.0146 23505702.51 23505702.51 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.48% 3130AC3G7 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-08 2019-02-08 2019-02-08 N N N 0.0145 48011520.48 48011520.48 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 313385YS9 US313385YS93 U.S. Government Agency Debt Y N/A N/A 2018-06-29 2018-06-29 2018-06-29 N N N 0.0156 37759422.00 37759422.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AA5K0 US3130AA5K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-05-17 2018-05-17 N N N 0.0143 40017608.00 40017608.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130ABUJ3 US3130ABUJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2019-01-18 2019-01-18 N N N 0.0154 268103568.60 268103568.60 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130ABUE4 US3130ABUE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-22 2019-01-22 2019-01-22 N N N 0.0155 535205868.00 535205868.00 0.0041 N N N N Freddie Mac Freddie Mac, 1.42% 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 0.0142 191530368.00 191530368.00 0.0015 N N N N Freddie Mac Freddie Mac, 1.42% 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 0.0142 385040790.00 385040790.00 0.0029 N N N N Freddie Mac Freddie Mac, 1.47% 3134G9JD0 S6XOOCT0IEG5ABCC6L87 US3134G9JD03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-05-11 2018-05-11 N N N 0.0148 7339923.15 7339923.15 0.0001 N N N 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 2018-05-15 2045-02-15 1.375 - 3.875 194865000.00 182611182.25 U.S. Treasuries (including strips) Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 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, 1.25% 3Y4U8VZURTYWI1W2K376 CFC165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2040-08-15 1.375 - 3.875 169520000.00 181969176.28 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 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, 1.25% 3Y4U8VZURTYWI1W2K376 CFC311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2026-11-15 2 - 3.875 174225000.00 182538146.11 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 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, 1.26% 3Y4U8VZURTYWI1W2K376 CFD920000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2024-02-29 1.375 - 3.875 87225000.00 90522443.34 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 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 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.27% 3Y4U8VZURTYWI1W2K376 CFD930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2045-02-15 1.375 - 3.875 86775000.00 91029311.81 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 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 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.30% 3Y4U8VZURTYWI1W2K376 CFG428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2024-02-29 1.375 - 3.875 178515000.00 180502628.19 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 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 2018-03-31 2045-11-15 0 - 7.875 102203300.00 108241869.67 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 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 BMO Harris Bank NA BMO Harris Bank NA, 1.31% 3Y4U8VZURTYWI1W2K376 CHD063000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2026-08-15 1.5 - 3.875 191395000.00 176496156.93 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0130 172000000.00 172000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.36% 3Y4U8VZURTYWI1W2K376 CHG393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2044-11-15 1.875 - 3.625 175506800.00 175917490.61 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 171900000.00 171900000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.38% 3Y4U8VZURTYWI1W2K376 CHH408000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2021-11-15 2 - 2 89515000.00 89042296.93 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0137 87000000.00 87000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.42% 3Y4U8VZURTYWI1W2K376 CHH411000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2021-08-15 2.125 - 2.125 88515000.00 89519969.42 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0141 87000000.00 87000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.45% 3Y4U8VZURTYWI1W2K376 CHH414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2018-05-15 3.875 - 3.875 174495000.00 178561048.66 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0144 173000000.00 173000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.45% 3Y4U8VZURTYWI1W2K376 CIB336000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2018-05-15 3.875 - 3.875 342935000.00 350926004.90 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-04-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0144 340000000.00 340000000.00 0.0026 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.46% 3Y4U8VZURTYWI1W2K376 CHJ316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2021-08-15 2.125 - 2.125 174410000.00 176390192.25 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-04-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0145 171000000.00 171000000.00 0.0013 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 2018-02-08 2046-05-15 0 - 8.75 182115900.00 177980979.29 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0128 174000000.00 174000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.31% R0MUWSFPU8MPRO8K5P83 CFH125000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-31 2046-08-15 1.125 - 8.75 486237000.00 539179124.53 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0130 523000000.00 523000000.00 0.0040 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 2045-02-15 1.143 - 4.375 172682900.00 177120096.65 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 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., 1.34% R0MUWSFPU8MPRO8K5P83 CHA748000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-24 2046-11-15 0 - 8.75 341905800.00 357749681.99 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0134 348000000.00 348000000.00 0.0026 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.34% R0MUWSFPU8MPRO8K5P83 CIB821000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2045-02-15 0 - 4.5 188611400.00 172392914.48 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 169000000.00 169000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.34% R0MUWSFPU8MPRO8K5P83 CHC579000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2045-02-15 0 - 9.125 418312700.00 439996439.56 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 431000000.00 431000000.00 0.0033 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.34% R0MUWSFPU8MPRO8K5P83 CHD771000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-28 2046-05-15 0 - 8.125 365343500.00 352693132.51 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 344000000.00 344000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.34% R0MUWSFPU8MPRO8K5P83 CHC582000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2045-02-15 0 - 8.75 337508800.00 352188214.17 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 345000000.00 345000000.00 0.0026 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 2018-03-01 2046-08-15 0 - 8.125 171185200.00 175734462.47 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 172000000.00 172000000.00 0.0013 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 2018-03-01 2045-05-15 0 - 8.75 356885900.00 348758464.08 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 341000000.00 341000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.35% R0MUWSFPU8MPRO8K5P83 CIC322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-31 2045-02-15 1.435 - 7.625 260603700.00 259089739.31 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 254000000.00 254000000.00 0.0019 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.35% R0MUWSFPU8MPRO8K5P83 CHC156000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2043-05-15 0 - 8.75 537247700.00 531898354.96 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 521000000.00 521000000.00 0.0040 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.35% R0MUWSFPU8MPRO8K5P83 CHB323000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-08 2045-08-15 0 - 8.75 544053200.00 536631623.02 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 523000000.00 523000000.00 0.0040 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.36% R0MUWSFPU8MPRO8K5P83 CHI387000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2045-02-15 0 - 8.75 176856100.00 175533103.99 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 172000000.00 172000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.36% R0MUWSFPU8MPRO8K5P83 CHJ254000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-08 2046-05-15 0 - 4.75 182798800.00 174497373.65 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 171000000.00 171000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.36% R0MUWSFPU8MPRO8K5P83 CHE384000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-08 2045-02-15 0 - 8.75 357507500.00 351877763.95 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 343900000.00 343900000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.38% R0MUWSFPU8MPRO8K5P83 CHJ869000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2047-05-15 2.25 - 6.75 159797000.00 175206364.31 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-04-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0137 171000000.00 171000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.39% R0MUWSFPU8MPRO8K5P83 CIB340000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-24 2046-05-15 0 - 8.125 357445000.00 347638733.66 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0138 340000000.00 340000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.39% R0MUWSFPU8MPRO8K5P83 CIA363000 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 1.143 - 6.5 261888100.00 262402349.70 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-04-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0138 256000000.00 256000000.00 0.0019 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.40% R0MUWSFPU8MPRO8K5P83 CIB820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-08 2047-05-15 0 - 7.625 351113600.00 348420603.19 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-04-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0139 339000000.00 339000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.41% R0MUWSFPU8MPRO8K5P83 CHJ870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-24 2045-02-15 0 - 7.5 174347500.00 175170860.31 U.S. Treasuries (including strips) Y N/A N/A 2018-04-24 2018-04-24 2018-04-24 N N N 0.0142 170994716.10 170994716.10 0.0013 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 1.45% R0MUWSFPU8MPRO8K5P83 CHG384000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2045-02-15 0 - 8.75 346693800.00 350141850.41 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-04-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0144 343000000.00 343000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.47% R0MUWSFPU8MPRO8K5P83 CHJ446000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2046-11-15 0 - 8.75 333641400.00 349427470.27 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-04-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0146 341000000.00 341000000.00 0.0026 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.39% 549300IMBXQ8SGH3HJ31 CIC079000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2047-05-15 1.625 - 3 258632800.00 257063927.59 U.S. Treasuries (including strips) Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0140 249999200.00 249999200.00 0.0019 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.40% 549300IMBXQ8SGH3HJ31 CIA545000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-15 2024-06-30 0.625 - 3.75 252977400.00 256089730.83 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0140 251000000.00 251000000.00 0.0019 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.40% 549300IMBXQ8SGH3HJ31 CIC571000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-15 2047-05-15 0.625 - 3.375 1692571900.00 1652764527.39 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0140 1620000000.00 1620000000.00 0.0123 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.40% 549300IMBXQ8SGH3HJ31 CIB025000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2047-05-15 1.125 - 3.75 253968300.00 257100746.69 U.S. Treasuries (including strips) Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0139 250999949.80 250999949.80 0.0019 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.43% 549300IMBXQ8SGH3HJ31 CIC565000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2025-05-15 1.625 - 3.75 253027700.00 255010223.78 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0142 250000000.00 250000000.00 0.0019 N N Y N Credit AG Credit AG, 1.34% 1VUV7VQFKUOQSJ21A208 CIC580000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-10-31 2024-10-31 2.25 - 2.25 175915800.00 172386442.12 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0133 169000000.00 169000000.00 0.0013 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.34% 7LTWFZYICNSX8D621K86 CIA539000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-28 2045-05-15 0 - 9.125 493124900.00 512313649.57 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 501999849.40 501999849.40 0.0038 N Y Y N Deutsche Bank AG Deutsche Bank AG, 1.36% 7LTWFZYICNSX8D621K86 CIC461000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-08 2045-05-15 0 - 6.25 772274000.00 757270613.23 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 742000000.00 742000000.00 0.0056 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.34% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2045-02-15 2.5 - 8.75 361159200.00 384478847.00 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 375999887.20 375999887.20 0.0029 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.34% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-22 2026-05-15 0 - 2 520088900.00 511058090.02 U.S. Treasuries (including strips) Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0135 500998797.60 500998797.60 0.0038 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.34% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-08 2044-08-15 0 - 3.125 512383400.00 511564295.19 U.S. Treasuries (including strips) Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0135 500998396.80 500998396.80 0.0038 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.32% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-15 2026-08-15 1 - 1.5 223923700.00 214247135.75 U.S. Treasuries (including strips) Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0132 209999874.00 209999874.00 0.0016 N N 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 2027-11-15 1 - 7.625 134717000.00 144947650.78 U.S. Treasuries (including strips) Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0131 140999844.90 140999844.90 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.35% H7FNTJ4851HG0EXQ1Z70 CFF095000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2027-11-15 1.125 - 6.75 184981100.00 179539197.01 U.S. Treasuries (including strips) Y N/A N/A 2018-02-20 2018-02-20 2018-02-20 N N N 0.0137 174996920.00 174996920.00 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 2027-11-15 1.25 - 7.625 358967000.00 358863346.82 U.S. Treasuries (including strips) Y N/A N/A 2018-02-27 2018-02-27 2018-02-27 N N N 0.0138 350994594.60 350994594.60 0.0027 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 2027-11-15 1.75 - 6.75 347062700.00 354414229.32 U.S. Treasuries (including strips) Y N/A N/A 2018-03-15 2018-03-15 2018-03-15 N N N 0.0140 344901758.99 344901758.99 0.0026 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 2027-11-15 6 - 7.625 277490700.00 359666157.42 U.S. Treasuries (including strips) Y N/A N/A 2018-03-21 2018-03-21 2018-03-21 N N N 0.0140 344999137.50 344999137.50 0.0026 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.50% H7FNTJ4851HG0EXQ1Z70 CHJ289000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-10-31 2027-11-15 1.25 - 6.125 175133400.00 174927053.19 U.S. Treasuries (including strips) Y N/A N/A 2018-04-24 2018-04-24 2018-04-24 N N N 0.0148 171004035.60 171004035.60 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.50% H7FNTJ4851HG0EXQ1Z70 CIA160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2018-08-31 1.5 - 1.5 86267000.00 87246264.84 U.S. Treasuries (including strips) Y N/A N/A 2018-04-26 2018-04-26 2018-04-26 N N N 0.0149 85000901.00 85000901.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.52% H7FNTJ4851HG0EXQ1Z70 CIA675000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2019-11-30 1 - 1 89258700.00 87801961.65 U.S. Treasuries (including strips) Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0150 86002072.60 86002072.60 0.0007 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.36% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-30 2027-05-15 2.125 - 2.375 351995000.00 346457436.27 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 338000000.00 338000000.00 0.0026 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.30% U7M81AY481YLIOR75625 CHD774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2020-11-15 1.125 - 2.625 172892000.00 176488640.06 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0129 172000000.00 172000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.31% U7M81AY481YLIOR75625 CFF551000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2025-02-15 1.25 - 2 54390000.00 53369529.45 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 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, 1.32% U7M81AY481YLIOR75625 CHJ268000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2045-11-15 1.5 - 3 130716000.00 123603174.85 U.S. Treasuries (including strips) Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0131 120000000.00 120000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.32% U7M81AY481YLIOR75625 CIB733000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2027-05-15 1.375 - 2.375 71088000.00 69571988.67 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 68000000.00 68000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.33% U7M81AY481YLIOR75625 CHH806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-15 2027-05-15 1.75 - 3.125 304080000.00 308783028.51 U.S. Treasuries (including strips) Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0132 301000000.00 301000000.00 0.0023 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.33% U7M81AY481YLIOR75625 CHI368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2027-02-15 1.625 - 2.375 89289000.00 88061757.07 U.S. Treasuries (including strips) Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0132 86000000.00 86000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.33% U7M81AY481YLIOR75625 CHJ275000 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 35683000.00 34956866.54 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 34000000.00 34000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.33% U7M81AY481YLIOR75625 CIA623000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2046-02-15 1.375 - 2.5 234960000.00 230206239.89 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 224000000.00 224000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.33% U7M81AY481YLIOR75625 CHG325000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2047-02-15 1.875 - 3 244957000.00 249910632.39 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 243000000.00 243000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.33% U7M81AY481YLIOR75625 CIA162000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2025-02-15 1.875 - 2.125 33590000.00 32888163.14 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 32000000.00 32000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.36% U7M81AY481YLIOR75625 CIC541000 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 104170000.00 120099988.91 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 109500000.00 109500000.00 0.0008 N Y Y N Natixis SA Natixis SA, 1.32% KX1WK48MPD4Y2NCUIZ63 CHJ705000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-26 2045-02-15 0 - 3.75 358188800.00 347934838.07 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-23 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 341000000.00 341000000.00 0.0026 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.36% OXTKY6Q8X53C9ILVV871 CIC575000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-08 2047-05-15 0 - 8 2543746600.00 2560570531.20 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0135 2503500000.00 2503500000.00 0.0190 N N Y N 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 2020-06-30 2020-06-30 1.875 - 1.875 90590000.00 90038826.59 U.S. Treasuries (including strips) Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0131 87999912.00 87999912.00 0.0007 N N Y N 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 2020-06-30 2020-06-30 1.875 - 1.875 90585000.00 90033857.01 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0132 87999929.60 87999929.60 0.0007 N N Y N 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 2020-06-30 2020-06-30 1.875 - 1.875 90570000.00 90018948.27 U.S. Treasuries (including strips) Y N/A N/A 2018-02-13 2018-02-13 2018-02-13 N N N 0.0136 87998671.20 87998671.20 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.35% 5493007VSMFZCPV1NB83 CFF043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2020-02-15 3.625 - 3.625 171085000.00 178978405.60 U.S. Treasuries (including strips) Y N/A N/A 2018-02-21 2018-02-21 2018-02-21 N N N 0.0138 174996552.50 174996552.50 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 2020-02-15 2024-04-30 2 - 3.625 175625000.00 179891386.33 U.S. Treasuries (including strips) Y N/A N/A 2018-02-22 2018-02-22 2018-02-22 N N N 0.0138 175896270.92 175896270.92 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 2020-06-30 2020-06-30 1.875 - 1.875 88465000.00 87926755.64 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0138 85998460.60 85998460.60 0.0007 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 2020-02-15 2020-02-15 3.625 - 3.625 169035000.00 176833824.07 U.S. Treasuries (including strips) Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0139 172998131.60 172998131.60 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 2026-11-15 2026-11-15 2 - 2 53900000.00 51097422.42 U.S. Treasuries (including strips) Y N/A N/A 2018-03-14 2018-03-14 2018-03-14 N N N 0.0139 50000780.00 50000780.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.48% 5493007VSMFZCPV1NB83 CIB060000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-30 2020-06-30 1.875 - 1.875 87250000.00 86719148.02 U.S. Treasuries (including strips) Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0140 85010803.50 85010803.50 0.0006 N N N Y 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 2018-11-30 2045-08-15 1.375 - 3 88468500.00 87897271.75 U.S. Treasuries (including strips) Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0128 86000000.00 86000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.32% 549300QJJX6CVVUXLE15 CHJ652000 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 0.75 - 3 175713900.00 174477946.52 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 171000000.00 171000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.32% 549300QJJX6CVVUXLE15 CHJ257000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 2045-08-15 1.375 - 3 106108400.00 104081237.23 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 102000000.00 102000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.33% 549300QJJX6CVVUXLE15 CIA145000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-30 2045-08-15 1.125 - 3.625 84255700.00 86726037.13 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 85000000.00 85000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.33% 549300QJJX6CVVUXLE15 CIA142000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2045-08-15 1.125 - 3.625 174739300.00 174407784.54 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 170000000.00 170000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.35% 549300QJJX6CVVUXLE15 CIC229000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2047-08-15 1.5 - 2.75 85916400.00 85683309.87 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 84000000.00 84000000.00 0.0006 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.36% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2042-05-15 0.625 - 9.125 115521200.00 122057652.41 U.S. Treasuries (including strips) U.S. TREASURY 2018-04-30 2019-10-31 0 - 0.646 5549900.00 5576718.17 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0135 125000000.00 125000000.00 0.0009 N N Y N Societe Generale Societe Generale, 1.40% O2RNE8IBXP4R0TD8PU41 CHB187000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-15 2047-05-15 0 - 8.75 344604500.00 353218335.72 U.S. Treasuries (including strips) Y N/A N/A 2018-03-05 2018-03-05 2018-03-05 N N N 0.0139 343999174.40 343999174.40 0.0026 N N N Y Societe Generale Societe Generale, 1.40% O2RNE8IBXP4R0TD8PU41 CHD742000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-21 2045-11-15 0 - 8 157654900.00 152271937.14 U.S. Treasuries (including strips) Y N/A N/A 2018-03-13 2018-03-13 2018-03-13 N N N 0.0140 147999126.80 147999126.80 0.0011 N N N Y Societe Generale Societe Generale, 1.40% O2RNE8IBXP4R0TD8PU41 CHJ245000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-22 2047-11-15 0 - 7.25 344410700.00 344202579.71 U.S. Treasuries (including strips) Y N/A N/A 2018-03-22 2018-03-22 2018-03-22 N N N 0.0140 335996438.40 335996438.40 0.0025 N N N Y Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.41% 5493006GGLR4BTEL8O61 CHJ724000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-15 2022-10-31 2 - 2 54012000.00 53088594.07 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0140 51937500.00 51937500.00 0.0004 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 1.36%, dated 1/31/2018 due 02/01/2018 B4TYDEB6GKMZO031MB27 CIC687000_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 3939122623.99 1335630717.91 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 1304821305.19 1304821305.19 0.0099 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.32% AC28XWWI3WIBK2824319 0000851376 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2048-01-01 2048-01-01 4.5 - 4.5 175924873.00 186359297.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-10-01 3.5 - 3.5 5345779.00 5421797.03 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0135 187999022.40 187999022.40 0.0014 N N Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.33% AC28XWWI3WIBK2824319 0000851376 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2048-01-01 2048-01-01 3.5 - 4 337484754.00 345462038.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 4 - 4 44773101.00 45298991.24 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 382999770.20 382999770.20 0.0029 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.37% AC28XWWI3WIBK2824319 0000851376 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-11-01 2046-11-01 3 - 3 97320126.00 95671200.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2048-01-01 2048-01-01 4.5 - 4.5 91726995.00 97167490.02 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-03-21 Y BARCLAYS CAPITAL INC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0136 189000000.00 189000000.00 0.0014 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.33% RUC0QBLBRPRCU4W1NE59 0000772028 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 2020-07-15 N/A 3000.00 2838.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2047-12-01 3 - 3.5 29135752.00 23563007.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2018-02-13 2018-02-21 N/A 200000.00 199877.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2041-10-20 2047-12-20 3.5 - 4 12873524.00 12950777.38 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-05-25 2018-05-25 1.65 - 1.65 15000.00 15058.19 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2047-11-01 2047-12-01 3.5 - 4 36002387.00 36735573.86 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-22 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 72000000.00 72000000.00 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 US TREASURY 2018-03-31 2024-11-15 0.125 - 2.25 5880100.00 5828585.24 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 3.5 - 3.5 20637786.00 20342435.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-07-20 2046-07-20 3 - 3 99821397.00 86325456.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2037-05-01 2037-05-01 4 - 4 38137079.00 36847054.31 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 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 BMO Harris Bank NA BMO Harris Bank NA, 1.33% 3Y4U8VZURTYWI1W2K376 CHJ334000 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 2025-07-15 2045-09-20 3.5 - 4.5 6605641.00 5162078.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-03 2047-12-01 1.135 - 5.5 45336462.00 21312618.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-10-24 2019-10-24 2 - 2 55000.00 55122.28 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-12-01 2048-01-01 3 - 4 47535531.00 43264453.86 Agency Mortgage-Backed Securities US TREASURY 2018-11-15 2020-02-15 1.375 - 3.75 3671800.00 3672917.42 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 72000000.00 72000000.00 0.0005 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 US TREASURY 2029-04-15 2042-02-15 0.75 - 3.875 16053900.00 22863112.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2033-01-20 6.5 - 7 4833145.00 1334946.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2047-10-01 1.86 - 6.25 138290703.00 64479600.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2029-10-15 2047-08-20 2 - 7 45007239.00 10777528.66 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 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 FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2048-01-01 3 - 4 98796634.00 86135436.70 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2019-02-01 2019-02-01 1.3 - 1.3 1000.00 1000.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2047-07-01 4 - 4.5 24640515.00 25341427.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-02-20 2046-06-20 3.5 - 4.5 139970938.00 81374827.55 Agency Mortgage-Backed Securities US TREASURY 2018-05-24 2036-02-15 0 - 4.5 2514304.64 2417213.06 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 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. BNP Paribas, S.A., 1.35% R0MUWSFPU8MPRO8K5P83 CIB822000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2047-10-01 2.5 - 4 40291775.00 36781797.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2046-04-20 2.091 - 3.25 84592142.00 37389968.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-03-15 2047-11-01 2.5 - 7 153017143.00 117404148.49 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2034-06-01 2034-06-01 3.04 - 3.04 1000.00 952.35 Agency Debentures and Agency Strips US TREASURY 2027-08-15 2045-02-15 2.25 - 2.5 203800.00 197621.97 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 188000000.00 188000000.00 0.0014 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.36%, dated 1/31/2018 due 02/01/2018 R0MUWSFPU8MPRO8K5P83 CIC687000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2019-02-01 2034-04-28 1.3 - 3.17 8817191.55 8785732.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2043-02-01 3 - 6.5 22513453.91 9801334.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2038-02-16 2047-06-20 2.079 - 4.5 47776467.78 32835263.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2047-01-01 2.5 - 7.5 94544438.44 34419600.54 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 83893354.38 83893354.38 0.0006 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.37% R0MUWSFPU8MPRO8K5P83 CHI417000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2034-05-15 2034-05-15 N/A 149020.31 92484.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2047-10-01 3 - 7 73971735.00 59821649.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2044-09-20 2.241 - 4 17203782.00 2135671.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2047-10-01 3.5 - 6.625 38793492.00 34903872.33 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-03-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0136 95000000.00 95000000.00 0.0007 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.40% R0MUWSFPU8MPRO8K5P83 CIB341000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2044-09-20 2046-10-20 3 - 4 114647302.00 74422376.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-06-01 2046-10-01 3.45 - 4 1953970.00 1251049.87 Agency Mortgage-Backed Securities US TREASURY 2018-03-01 2026-01-15 0 - 2.25 354257.78 319066.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2047-09-01 2.5 - 6.5 20748909.00 19900338.30 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-03-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0139 94000000.00 94000000.00 0.0007 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.36%, dated 1/31/2018 due 02/01/2018 VJW2DOOHGDT6PR0ZRO63 CIC687000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 6711.47 4572.86 Agency Debentures and Agency Strips US TREASURY 2018-02-15 2047-11-15 0 - 8 34666467.67 34105549.72 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-02-08 2047-12-01 0.875 - 4.5 2734364.06 2689535.51 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2046-07-15 2047-09-20 3.5 - 4.5 349878.35 350897.50 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2018-07-02 2023-01-17 1.172 - 5.05 32563485.15 32219090.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-05-30 2045-09-01 1.5 - 4 18426895.65 18255431.23 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2018-03-09 2031-08-25 0.875 - 3.25 26722829.82 26476652.22 Agency Debentures and Agency Strips Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 111857805.85 111857805.85 0.0008 N Y Y N Citibank NA Citibank NA, 1.32% 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 2025-10-15 2025-10-15 N/A 3000.00 2391.75 Agency Debentures and Agency Strips US TREASURY 2018-02-15 2045-02-15 0 - 8.5 292427900.00 309164918.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-04-01 2047-03-01 2.5 - 8 26070540.00 11874695.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-06-12 2019-06-12 1.068 - 1.068 36520000.00 36542642.40 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2032-11-15 2060-03-15 3.55 - 6.5 132988824.00 92366252.71 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 2544000.00 2554099.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-25 2048-01-01 3 - 6.5 127715162.00 121217545.48 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0135 561996347.00 561996347.00 0.0043 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.36%, dated 1/31/2018 due 02/01/2018 E57ODZWZ7FF32TWEFA76 CIC687000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-08 2047-11-15 0 - 7.875 544197365.82 554525636.02 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-11-12 2020-11-12 1.21 - 1.21 581980.18 582691.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2045-12-01 3.473 - 6 78396.66 10624.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2033-02-15 2045-11-20 4 - 5.5 30868763.65 16467550.11 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 423461.69 425142.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-12 2048-01-01 0 - 6.5 415095.37 41088.26 Agency Debentures and Agency Strips Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 559289029.23 559289029.23 0.0042 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.36%, dated 1/31/2018 due 02/01/2018 CYYGQCGNHMHPSMRL3R97 CIC687000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-02-15 2047-02-15 0.625 - 6.875 1074046732.34 1110881343.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-07-01 2047-11-01 3 - 6.5 477824775.52 224913609.88 Agency Mortgage-Backed Securities U.S. TREASURY 2019-04-30 2019-07-31 0.892 - 1.244 29393132.24 29535450.63 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 1336710287.77 1336710287.77 0.0101 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.32% CYYGQCGNHMHPSMRL3R97 0000853784 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 2048-02-01 2.5 - 8 1044054358.00 575322809.34 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0135 563997067.20 563997067.20 0.0043 N N Y N 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 NATIONAL MORTGAGE ASSOC 2039-07-25 2048-01-01 4 - 4.5 192881949.00 199470083.09 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0133 194999025.00 194999025.00 0.0015 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.36%, dated 1/31/2018 due 02/01/2018 KBVRJ5K57JZ3E2AVWX40 CIC687000_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2042-01-01 2042-01-01 3.5 - 3.5 38782622.55 19967367.20 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 19575116.02 19575116.02 0.0001 N Y Y N 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 2044-10-20 2 - 2.625 40672521.00 11681996.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-30 2026-09-24 1.375 - 1.875 87385000.00 84365318.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-03-27 2019-03-27 3.75 - 3.75 3889000.00 4015394.44 Agency Debentures and Agency Strips Y N/A N/A 2018-02-12 2018-02-12 2018-02-12 N N N 0.0132 98001421.00 98001421.00 0.0007 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 2032-07-01 2042-12-01 3 - 3.5 277443266.00 221626389.52 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 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 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 HOME LOAN MORTGAGE CORP 2021-05-01 2048-02-01 2 - 8 401470063.00 186677574.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-06-01 2048-01-25 3 - 5 261247201.00 164824863.58 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 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 0.0026 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 2044-10-20 2047-12-20 4 - 4 209745061.00 117456237.32 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 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 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.41% 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 2039-07-25 2048-01-01 4 - 4.5 188559735.00 194973981.14 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-04-13 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0140 191000000.00 191000000.00 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.41% 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 2039-07-25 2039-07-25 4 - 4 258891.00 107632.30 Agency Collateralized Mortgage Obligation US TREASURY 2018-09-15 2027-05-15 1 - 2.375 86253000.00 85640539.59 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-04-16 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0140 84000000.00 84000000.00 0.0006 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.36%, dated 1/31/2018 due 02/01/2018 ZBUT11V806EZRVTWT807 CIC687000_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 8440308.18 8483871.72 U.S. Treasuries (including strips) US TREASURY 2018-03-31 2047-08-15 0.875 - 8 334853259.77 343038542.38 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2023-05-01 2048-01-01 2.5 - 5.5 957820775.74 561700902.73 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 894862446.76 894862446.76 0.0068 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 FEDERAL HOME LOAN MORTGAGE CORP 2032-05-01 2047-12-01 0 - 4.5 445640767.00 279196083.43 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2047-08-25 2047-11-25 4.281 - 4.363 49666662.00 47256044.47 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2048-02-01 2.5 - 4.5 466190052.00 253956674.67 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 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 0.0043 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.36%, dated 1/31/2018 due 02/01/2018 8NAV47T0Y26Q87Y0QP81 CIC687000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-02-08 2027-08-15 0 - 2.25 251978005.11 251627263.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 3 - 3 6930881.45 5746555.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2047-02-01 3 - 4.5 148702199.03 113448699.87 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 363537869.00 363537869.00 0.0028 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.33% K5HU16E3LMSVCCJJJ255 CIA632000 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 2019-03-01 2048-02-01 2.301 - 5.54 106790229.00 48180150.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2029-11-20 2065-11-20 2 - 8 436906489.00 105698634.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2048-01-01 1.907 - 5 185629257.00 38461453.41 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 2691000.00 2522947.05 Agency Debentures and Agency Strips Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0132 191000000.00 191000000.00 0.0014 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.37% K5HU16E3LMSVCCJJJ255 CHC416000 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 2025-05-01 2047-12-01 2 - 4.5 83991429.00 76645307.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-09-01 2048-01-01 2.021 - 4 345371908.00 122755102.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-12-20 2046-07-20 2 - 5 219839198.00 39573284.44 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 4275000.00 4008026.25 Agency Debentures and Agency Strips Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N N N 0.0137 237999190.80 237999190.80 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.38% K5HU16E3LMSVCCJJJ255 CHJ617000 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 2020-10-01 2048-01-01 1.915 - 5.37 511682339.00 210900286.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-10-20 2048-01-20 2 - 4.5 119084602.00 39088804.37 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 4907000.00 4600557.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2048-02-01 2.338 - 5 307944645.00 73963662.89 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-23 2018-03-23 2018-03-23 N N N 0.0136 322001159.20 322001159.20 0.0024 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.38% K5HU16E3LMSVCCJJJ255 CIA086000 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 5136000.00 4815256.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2048-01-01 1.907 - 5.75 352920363.00 101258098.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2030-09-20 2047-12-20 2 - 5 130854403.00 43038564.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-01 2048-01-01 2.033 - 4.5 517940906.00 120250659.84 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-27 2018-03-27 2018-03-27 N N N 0.0137 264000633.60 264000633.60 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.38% K5HU16E3LMSVCCJJJ255 CIB069000 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 2046-11-01 2.164 - 3.613 3051613.00 1202451.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-01-01 2048-02-01 2.301 - 4.5 172847514.00 63072328.10 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-28 2018-03-28 2018-03-28 N N N 0.0137 63000069.30 63000069.30 0.0005 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.39% K5HU16E3LMSVCCJJJ255 CIC592000 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 2024-10-01 2048-01-01 2.445 - 4.5 224055958.00 93156643.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2047-11-01 2.291 - 5 502261329.00 155567336.48 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 177000.00 165946.35 Agency Debentures and Agency Strips Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0138 244000000.00 244000000.00 0.0019 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.36%, dated 1/31/2018 due 02/01/2018 7TK5RJIZDFROZCA6XF66 CIC687000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-10-25 2052-11-25 0 - 10.364 442140985.41 271342252.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-09-15 2048-01-20 3 - 5 370958853.53 254536251.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-25 2053-12-25 1.5 - 8 824419603.29 219161474.45 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 727635027.02 727635027.02 0.0055 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.33% OXTKY6Q8X53C9ILVV871 CIC125000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-08-31 2036-08-15 0 - 1.375 14789875.86 14301766.81 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-03-01 2048-01-01 1.375 - 9.5 2065197476.00 269886900.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-07-17 2019-07-17 N/A 72000000.00 72011612.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2018-04-15 2066-04-20 2.45 - 9.5 1553299569.00 1155092887.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-25 2057-02-01 1.25 - 9 1282742200.00 457510730.97 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0135 1929990736.00 1929990736.00 0.0146 N N 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 2022-12-01 2048-01-01 2.5 - 9.5 43212223.00 41493396.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-01 2048-02-01 2.481 - 7.5 250156924.00 223856475.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2029-07-15 2048-01-20 3.5 - 7.5 11619566.00 7276216.95 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2036-04-01 2039-09-15 5.25 - 5.88 972000.00 1306873.51 Agency Debentures and Agency Strips Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 6 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, 1.28% 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 2047-05-20 2047-11-20 3.5 - 3.5 199373423.00 196131326.90 Agency Mortgage-Backed Securities US TREASURY 2019-03-31 2045-08-15 1.125 - 2.875 1181900.00 1177826.36 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2048-02-01 4 - 5.5 34856.00 3700.00 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0127 193000000.00 193000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.33% 549300QJJX6CVVUXLE15 CHJ262000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-03-31 2047-02-15 0.875 - 2.875 79584700.00 77432062.04 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2045-04-20 2047-11-20 3 - 4 54498290.00 54851512.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2048-02-01 4 - 5.5 20499164.00 2466602.54 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 132000000.00 132000000.00 0.0010 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 2019-03-31 2046-02-15 1 - 3 1084200.00 1102013.14 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2037-08-01 5.5 - 5.5 26240.00 2058.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2046-04-20 3.5 - 3.5 128547245.00 95953517.35 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 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, 1.34% 549300QJJX6CVVUXLE15 CIA146000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-03-31 2021-02-28 1.125 - 1.625 384300.00 379285.50 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2047-12-20 3.5 - 4 90745186.00 77162703.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-06-01 2048-02-01 4 - 5.5 2000.00 1161.83 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 76000000.00 76000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.34% 549300QJJX6CVVUXLE15 CHG228000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-03-31 2045-08-15 1.125 - 2.875 1175600.00 1171564.43 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2048-02-01 4 - 5.5 34152.00 3644.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-11-20 2047-11-20 3.5 - 3.5 190688182.00 193794684.59 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 191000000.00 191000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.34% 549300QJJX6CVVUXLE15 CHI464000 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 190638529.00 193744222.69 Agency Mortgage-Backed Securities US TREASURY 2019-03-31 2045-08-15 1.125 - 2.875 1175300.00 1171245.71 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2048-02-01 4 - 5.5 34152.00 3644.79 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 191000000.00 191000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.35% 549300QJJX6CVVUXLE15 CHH795000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-03-31 2045-08-15 1.125 - 2.875 1174900.00 1170863.75 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-11-20 2047-11-20 3.5 - 3.5 190553531.00 193657839.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2048-02-01 4 - 5.5 34344.00 3659.85 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 190900000.00 190900000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.46% 549300QJJX6CVVUXLE15 CIA673000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-03-31 2047-08-15 1 - 3 61039400.00 61953782.35 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2047-07-20 3.5 - 3.5 114251660.00 93126292.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2038-06-01 5.5 - 5.5 293920.00 30929.22 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-04-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0145 152000000.00 152000000.00 0.0012 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.36%, dated 1/31/2018 due 02/01/2018 549300QJJX6CVVUXLE15 CIC687000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-31 2047-08-15 0.75 - 4.375 123140345.97 121454874.93 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 118823750.70 118823750.70 0.0009 N Y 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 2047-10-01 3 - 4 540192.00 447774.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2057-01-01 3 - 4 132737316.00 103826951.70 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 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 171157342.00 84527134.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2046-08-20 6.975 - 6.975 3411714.00 2879393.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2023-08-01 2057-01-01 2.656 - 5.94 327667169.00 107862887.72 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 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 4 - 4.5 4549378.00 1499863.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2048-01-01 2.102 - 6.5 224188557.00 45250265.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-01-01 2057-01-01 1.478 - 7 772138746.00 148444668.19 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 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 RBC Financial Group RBC Financial Group, 1.34% ES7IP3U3RHIGC71XBU11 CHE779000 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 2048-01-01 2.102 - 6.5 138816085.00 19694125.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-15 2048-01-20 3 - 6.975 5244351.00 3870527.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-04-01 2057-01-01 2.79 - 4.5 160317330.00 112197984.05 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0133 133000000.00 133000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 1.35% ES7IP3U3RHIGC71XBU11 CHG544000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-07-15 2048-02-01 1.5 - 6.5 42922595.00 17706970.69 Agency Mortgage-Backed Securities US TREASURY 2025-08-15 2025-08-15 2 - 2 47000.00 45199.18 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2047-12-20 3.5 - 6.975 156953.00 146875.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2057-01-01 2.052 - 4.5 180147507.00 128152387.89 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0134 143000000.00 143000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 1.35% ES7IP3U3RHIGC71XBU11 CHG547000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2047-12-01 2.102 - 6.5 106531771.00 35146138.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-02-15 2065-04-20 3.25 - 7 54226851.00 49102881.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2057-01-01 2.172 - 6 400737358.00 110680811.00 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0134 191000000.00 191000000.00 0.0014 N N Y N RBC Financial Group RBC Financial Group, 1.38% ES7IP3U3RHIGC71XBU11 CHI016000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2048-01-01 2.102 - 4.5 7712744.00 4499413.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2057-01-01 2.5 - 4.5 204329330.00 132291797.00 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-03-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0137 133900000.00 133900000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 1.38% ES7IP3U3RHIGC71XBU11 CHI022000 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 2037-01-01 2047-10-01 3 - 4.5 24173974.00 22665650.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-01 2057-01-01 2.599 - 4.5 420563877.00 138574663.05 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-03-20 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0137 158000000.00 158000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 1.48% ES7IP3U3RHIGC71XBU11 CIB242000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-20 2052-02-16 3 - 4 15901869.00 10624749.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2057-01-01 3 - 7 264483415.00 192805559.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2048-01-01 1.71 - 6.5 163267753.00 46600846.77 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-04-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0147 245000000.00 245000000.00 0.0019 N N Y N RBC Financial Group RBC Financial Group, 1.48% ES7IP3U3RHIGC71XBU11 CIB255000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2057-01-01 3 - 4.5 86646742.00 47148175.56 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2047-12-01 2.102 - 4.5 2659753.00 1202943.65 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-04-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0147 47000000.00 47000000.00 0.0004 N N Y N Societe Generale Societe Generale, 1.35% O2RNE8IBXP4R0TD8PU41 CHC967000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-05-15 2045-05-15 0 - 6 392920000.00 390284776.22 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-12 Y SOCIETE GENERALE (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 381800000.00 381800000.00 0.0029 N N Y N Societe Generale Societe Generale, 1.35% O2RNE8IBXP4R0TD8PU41 CHG175000 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 2043-11-15 0 - 3.75 735790300.00 740239073.82 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-13 Y SOCIETE GENERALE (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 723900000.00 723900000.00 0.0055 N N Y N Societe Generale Societe Generale, 1.37% O2RNE8IBXP4R0TD8PU41 CHB604000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-04-15 2047-02-15 0 - 4.75 463520852.27 489925512.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2047-11-01 3.5 - 5.967 507421.00 1981.07 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2029-10-15 N/A 121528000.00 90736181.54 Agency Debentures and Agency Strips Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0135 565000847.50 565000847.50 0.0043 N N Y N Societe Generale Societe Generale, 1.47% O2RNE8IBXP4R0TD8PU41 CIC586000 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 2026-02-15 0 - 6 118028500.00 134130163.60 U.S. Treasuries (including strips) Y N/A N/A 2018-04-09 2018-04-09 2018-04-09 N N N 0.0146 131000000.00 131000000.00 0.0010 N N N Y Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.36% 5U0XI89JRFVHWIBS4F54 CIC487000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-02-15 2022-02-15 2 - 2 21081800.00 20926274.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 3.5 - 3.5 300000000.00 278453280.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-20 2047-10-20 3 - 5.5 2682780500.00 1229658206.85 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 1499000000.00 1499000000.00 0.0114 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.42% 5493006GGLR4BTEL8O61 CGJ407000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 174806000.00 157495042.05 Agency Mortgage-Backed Securities US TREASURY 2021-01-15 2021-01-15 2 - 2 4230000.00 4202118.97 U.S. Treasuries (including strips) Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 2 N N/A N/A N N 0.0141 158200000.00 158200000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.42% 5493006GGLR4BTEL8O61 CGJ406000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-01-15 2021-01-15 2 - 2 4380000.00 4351130.28 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 180966000.00 163045020.08 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0141 163775000.00 163775000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.42% 5493006GGLR4BTEL8O61 CHC078000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-01-15 2021-01-15 2 - 2 8250000.00 8195622.10 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2046-08-20 3 - 3 345609000.00 298882366.63 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-20 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0141 300680000.00 300680000.00 0.0023 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.42% 5493006GGLR4BTEL8O61 CHJ729000 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 191411000.00 158560722.56 Agency Mortgage-Backed Securities US TREASURY 2021-01-15 2021-01-15 2 - 2 820000.00 814595.17 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0141 156000000.00 156000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.42% 5493006GGLR4BTEL8O61 CHJ727000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-01-15 2021-01-15 2 - 2 450000.00 447033.93 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2047-09-20 3.5 - 3.5 128283000.00 129295976.88 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-03-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0141 127000000.00 127000000.00 0.0010 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.42% 5493006GGLR4BTEL8O61 CIA653000 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 197546000.00 163642823.55 Agency Mortgage-Backed Securities US TREASURY 2021-01-15 2021-01-15 2 - 2 820000.00 814595.17 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0141 161000000.00 161000000.00 0.0012 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.36%, dated 1/31/2018 due 02/01/2018 VYVVCKR63DVZZN70PB21 CIC687000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-07-05 2046-11-15 0 - 2.875 187739235.14 185884435.54 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2048-02-15 0 - 5.564 6946987.40 5293131.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2048-08-01 1.691 - 7.5 361852699.59 178865481.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2018-02-15 2048-01-20 2 - 10 365798690.98 295274285.49 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 652131008.08 652131008.08 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.08% 912796NR6 US912796NR65 U.S. Treasury Debt Y N/A N/A 2018-02-08 2018-02-08 2018-02-08 N N N 0.0108 575597823.65 575597823.65 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.31% 912796NY1 US912796NY17 U.S. Treasury Debt Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0131 1132385595.60 1132385595.60 0.0086 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 1255664518.71 1255664518.71 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.38% 912796PB9 US912796PB95 U.S. Treasury Debt Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N N N 0.0138 602217191.32 602217191.32 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.42% 912796LX5 US912796LX51 U.S. Treasury Debt Y N/A N/A 2018-04-26 2018-04-26 2018-04-26 N N N 0.0142 458478550.00 458478550.00 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.44% 912796PF0 US912796PF00 U.S. Treasury Debt Y N/A N/A 2018-05-10 2018-05-10 2018-05-10 N N N 0.0144 1138527223.83 1138527223.83 0.0086 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.44% 912796PG8 US912796PG82 U.S. Treasury Debt Y N/A N/A 2018-05-17 2018-05-17 2018-05-17 N N N 0.0144 1096391852.58 1096391852.58 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.47% 912796MB2 US912796MB23 U.S. Treasury Debt Y N/A N/A 2018-05-24 2018-05-24 2018-05-24 N N N 0.0147 933724802.36 933724802.36 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.48% 912796PH6 US912796PH65 U.S. Treasury Debt Y N/A N/A 2018-05-31 2018-05-31 2018-05-31 N N N 0.0148 398053028.00 398053028.00 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.50% 912796PJ2 US912796PJ22 U.S. Treasury Debt Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0150 932527863.50 932527863.50 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.50% 912796PL7 US912796PL77 U.S. Treasury Debt Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0150 959687945.20 959687945.20 0.0073 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.51% 912796MF3 US912796MF37 U.S. Treasury Debt Y N/A N/A 2018-06-21 2018-06-21 2018-06-21 N N N 0.0151 1115077220.41 1115077220.41 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796PN3 US912796PN34 U.S. Treasury Debt Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0156 1145354964.32 1145354964.32 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.58% 912796PQ6 US912796PQ64 U.S. Treasury Debt Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0158 318753311.37 318753311.37 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.60% 912796PR4 US912796PR48 U.S. Treasury Debt Y N/A N/A 2018-07-26 2018-07-26 2018-07-26 N N N 0.0160 992258680.00 992258680.00 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.67% 912796PS2 US912796PS21 U.S. Treasury Debt Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0167 657561649.68 657561649.68 0.0050 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 0.0135 189910700.00 189910700.00 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 0.0138 114119297.58 114119297.58 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.36% 912828QB9 US912828QB96 U.S. Treasury Debt Y N/A N/A 2018-03-31 2018-03-31 2018-03-31 N N N 0.0142 159369395.16 159369395.16 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.48% 9128283B4 US9128283B45 U.S. Treasury Debt Y N/A N/A 2018-02-01 2019-10-31 2019-10-31 N N N 0.0143 214205833.76 214205833.76 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.50% 9128282M1 US9128282M19 U.S. Treasury Debt Y N/A N/A 2018-02-01 2019-07-31 2019-07-31 N N N 0.0141 556050211.57 556050211.57 0.0042 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.51% 912828X54 US912828X547 U.S. Treasury Debt Y N/A N/A 2018-02-01 2019-04-30 2019-04-30 N N N 0.0140 1199523628.38 1199523628.38 0.0091 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828V64 US912828V640 U.S. Treasury Debt Y N/A N/A 2018-02-01 2019-01-31 2019-01-31 N N N 0.0139 416759432.96 416759432.96 0.0032 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.32% U7M81AY481YLIOR75625 CIC155000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-02-07 2018-02-07 2018-02-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 84000000.00 84000000.00 0.0006 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. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.33% U7M81AY481YLIOR75625 CIC643000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-02-07 2018-02-07 2018-02-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 101000000.00 101000000.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.34% U7M81AY481YLIOR75625 CIC644000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-02-07 2018-02-07 2018-02-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 76000000.00 76000000.00 0.0006 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. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.35% U7M81AY481YLIOR75625 CIC647000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-02-07 2018-02-07 2018-03-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 68000000.00 68000000.00 0.0005 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.39% U7M81AY481YLIOR75625 CIC156000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-02-07 2018-02-07 2018-03-29 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0138 57000000.00 57000000.00 0.0004 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. RBC Dominion Securities RBC Dominion Securities, 1.50% 549300QJJX6CVVUXLE15 CIC277000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-02-07 2018-02-07 2018-05-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0149 254000000.00 254000000.00 0.0019 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 CIC158000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-02-07 2018-02-07 2018-03-09 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0141 158525000.00 158525000.00 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 2018-02-02 Stephanie Dorsey Stephanie Dorsey President and Treasurer